149 lines
4.4 KiB
Plaintext
149 lines
4.4 KiB
Plaintext
// This file is part of a joint effort between Eigen, a lightweight C++ template library
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// for linear algebra, and MPFR C++, a C++ interface to MPFR library (http://www.holoborodko.com/pavel/)
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//
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// Copyright (C) 2010 Pavel Holoborodko <pavel@holoborodko.com>
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// Copyright (C) 2010 Konstantin Holoborodko <konstantin@holoborodko.com>
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// Copyright (C) 2010 Gael Guennebaud <gael.guennebaud@inria.fr>
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//
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// This Source Code Form is subject to the terms of the Mozilla
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// Public License v. 2.0. If a copy of the MPL was not distributed
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// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
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//
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// Contributors:
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// Brian Gladman, Helmut Jarausch, Fokko Beekhof, Ulrich Mutze, Heinz van Saanen, Pere Constans
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#ifndef EIGEN_MPREALSUPPORT_MODULE_H
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#define EIGEN_MPREALSUPPORT_MODULE_H
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#include <ctime>
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#include <mpreal.h>
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#include <Eigen/Core>
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namespace Eigen {
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/** \ingroup Unsupported_modules
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* \defgroup MPRealSupport_Module MPFRC++ Support module
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*
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* \code
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* #include <Eigen/MPRealSupport>
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* \endcode
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*
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* This module provides support for multi precision floating point numbers
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* via the <a href="http://www.holoborodko.com/pavel/mpfr">MPFR C++</a>
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* library which itself is built upon <a href="http://www.mpfr.org/">MPFR</a>/<a href="http://gmplib.org/">GMP</a>.
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*
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* You can find a copy of MPFR C++ that is known to be compatible in the unsupported/test/mpreal folder.
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*
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* Here is an example:
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*
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\code
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#include <iostream>
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#include <Eigen/MPRealSupport>
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#include <Eigen/LU>
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using namespace mpfr;
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using namespace Eigen;
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int main()
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{
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// set precision to 256 bits (double has only 53 bits)
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mpreal::set_default_prec(256);
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// Declare matrix and vector types with multi-precision scalar type
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typedef Matrix<mpreal,Dynamic,Dynamic> MatrixXmp;
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typedef Matrix<mpreal,Dynamic,1> VectorXmp;
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MatrixXmp A = MatrixXmp::Random(100,100);
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VectorXmp b = VectorXmp::Random(100);
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// Solve Ax=b using LU
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VectorXmp x = A.lu().solve(b);
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std::cout << "relative error: " << (A*x - b).norm() / b.norm() << std::endl;
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return 0;
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}
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\endcode
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*
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*/
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template<> struct NumTraits<mpfr::mpreal>
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: GenericNumTraits<mpfr::mpreal>
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{
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enum {
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IsInteger = 0,
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IsSigned = 1,
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IsComplex = 0,
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RequireInitialization = 1,
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ReadCost = 10,
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AddCost = 10,
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MulCost = 40
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};
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typedef mpfr::mpreal Real;
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typedef mpfr::mpreal NonInteger;
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inline static mpfr::mpreal highest() { return mpfr::mpreal_max(mpfr::mpreal::get_default_prec()); }
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inline static mpfr::mpreal lowest() { return -mpfr::mpreal_max(mpfr::mpreal::get_default_prec()); }
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inline static Real epsilon()
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{
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return mpfr::machine_epsilon(mpfr::mpreal::get_default_prec());
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}
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inline static Real dummy_precision()
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{
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unsigned int weak_prec = ((mpfr::mpreal::get_default_prec()-1)*90)/100;
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return mpfr::machine_epsilon(weak_prec);
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}
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};
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namespace internal {
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template<> mpfr::mpreal random<mpfr::mpreal>()
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{
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#if (MPFR_VERSION >= MPFR_VERSION_NUM(3,0,0))
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static gmp_randstate_t state;
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static bool isFirstTime = true;
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if(isFirstTime)
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{
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gmp_randinit_default(state);
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gmp_randseed_ui(state,(unsigned)time(NULL));
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isFirstTime = false;
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}
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return mpfr::urandom(state)*2-1;
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#else
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return mpfr::mpreal(random<double>());
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#endif
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}
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template<> mpfr::mpreal random<mpfr::mpreal>(const mpfr::mpreal& a, const mpfr::mpreal& b)
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{
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return a + (b-a) * random<mpfr::mpreal>();
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}
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bool isMuchSmallerThan(const mpfr::mpreal& a, const mpfr::mpreal& b, const mpfr::mpreal& prec)
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{
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return mpfr::abs(a) <= mpfr::abs(b) * prec;
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}
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inline bool isApprox(const mpfr::mpreal& a, const mpfr::mpreal& b, const mpfr::mpreal& prec)
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{
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return mpfr::abs(a - b) <= (mpfr::min)(mpfr::abs(a), mpfr::abs(b)) * prec;
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}
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inline bool isApproxOrLessThan(const mpfr::mpreal& a, const mpfr::mpreal& b, const mpfr::mpreal& prec)
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{
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return a <= b || isApprox(a, b, prec);
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}
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template<> inline long double cast<mpfr::mpreal,long double>(const mpfr::mpreal& x)
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{ return x.toLDouble(); }
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template<> inline double cast<mpfr::mpreal,double>(const mpfr::mpreal& x)
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{ return x.toDouble(); }
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template<> inline long cast<mpfr::mpreal,long>(const mpfr::mpreal& x)
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{ return x.toLong(); }
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template<> inline int cast<mpfr::mpreal,int>(const mpfr::mpreal& x)
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{ return int(x.toLong()); }
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} // end namespace internal
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}
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#endif // EIGEN_MPREALSUPPORT_MODULE_H
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