// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2009 Gael Guennebaud // // This Source Code Form is subject to the terms of the Mozilla // Public License v. 2.0. If a copy of the MPL was not distributed // with this file, You can obtain one at http://mozilla.org/MPL/2.0/. #ifndef EIGEN_STABLENORM_H #define EIGEN_STABLENORM_H // IWYU pragma: private #include "./InternalHeaderCheck.h" namespace Eigen { namespace internal { template inline void stable_norm_kernel(const ExpressionType& bl, Scalar& ssq, Scalar& scale, Scalar& invScale) { Scalar maxCoeff = bl.cwiseAbs().maxCoeff(); if (maxCoeff > scale) { ssq = ssq * numext::abs2(scale / maxCoeff); Scalar tmp = Scalar(1) / maxCoeff; if (tmp > NumTraits::highest()) { invScale = NumTraits::highest(); scale = Scalar(1) / invScale; } else if (maxCoeff > NumTraits::highest()) // we got a INF { invScale = Scalar(1); scale = maxCoeff; } else { scale = maxCoeff; invScale = tmp; } } else if (maxCoeff != maxCoeff) // we got a NaN { scale = maxCoeff; } // TODO if the maxCoeff is much much smaller than the current scale, // then we can neglect this sub vector if (scale > Scalar(0)) // if scale==0, then bl is 0 ssq += (bl * invScale).squaredNorm(); } template void stable_norm_impl_inner_step(const VectorType& vec, RealScalar& ssq, RealScalar& scale, RealScalar& invScale) { typedef typename VectorType::Scalar Scalar; const Index blockSize = 4096; typedef typename internal::nested_eval::type VectorTypeCopy; typedef internal::remove_all_t VectorTypeCopyClean; const VectorTypeCopy copy(vec); enum { CanAlign = ((int(VectorTypeCopyClean::Flags) & DirectAccessBit) || (int(internal::evaluator::Alignment) > 0) // FIXME Alignment)>0 might not be enough ) && (blockSize * sizeof(Scalar) * 2 < EIGEN_STACK_ALLOCATION_LIMIT) && (EIGEN_MAX_STATIC_ALIGN_BYTES > 0) // if we cannot allocate on the stack, then let's not bother about this optimization }; typedef std::conditional_t< CanAlign, Ref, internal::evaluator::Alignment>, typename VectorTypeCopyClean::ConstSegmentReturnType> SegmentWrapper; Index n = vec.size(); Index bi = internal::first_default_aligned(copy); if (bi > 0) internal::stable_norm_kernel(copy.head(bi), ssq, scale, invScale); for (; bi < n; bi += blockSize) internal::stable_norm_kernel(SegmentWrapper(copy.segment(bi, numext::mini(blockSize, n - bi))), ssq, scale, invScale); } template typename VectorType::RealScalar stable_norm_impl(const VectorType& vec, std::enable_if_t* = 0) { using std::abs; using std::sqrt; Index n = vec.size(); if (n == 1) return abs(vec.coeff(0)); typedef typename VectorType::RealScalar RealScalar; RealScalar scale(0); RealScalar invScale(1); RealScalar ssq(0); // sum of squares stable_norm_impl_inner_step(vec, ssq, scale, invScale); return scale * sqrt(ssq); } template typename MatrixType::RealScalar stable_norm_impl(const MatrixType& mat, std::enable_if_t* = 0) { using std::sqrt; typedef typename MatrixType::RealScalar RealScalar; RealScalar scale(0); RealScalar invScale(1); RealScalar ssq(0); // sum of squares for (Index j = 0; j < mat.outerSize(); ++j) stable_norm_impl_inner_step(mat.innerVector(j), ssq, scale, invScale); return scale * sqrt(ssq); } template inline typename NumTraits::Scalar>::Real blueNorm_impl(const EigenBase& _vec) { typedef typename Derived::RealScalar RealScalar; using std::abs; using std::pow; using std::sqrt; // This program calculates the machine-dependent constants // bl, b2, slm, s2m, relerr overfl // from the "basic" machine-dependent numbers // nbig, ibeta, it, iemin, iemax, rbig. // The following define the basic machine-dependent constants. // For portability, the PORT subprograms "ilmaeh" and "rlmach" // are used. For any specific computer, each of the assignment // statements can be replaced static const int ibeta = std::numeric_limits::radix; // base for floating-point numbers static const int it = NumTraits::digits(); // number of base-beta digits in mantissa static const int iemin = NumTraits::min_exponent(); // minimum exponent static const int iemax = NumTraits::max_exponent(); // maximum exponent static const RealScalar rbig = NumTraits::highest(); // largest floating-point number static const RealScalar b1 = RealScalar(pow(RealScalar(ibeta), RealScalar(-((1 - iemin) / 2)))); // lower boundary of midrange static const RealScalar b2 = RealScalar(pow(RealScalar(ibeta), RealScalar((iemax + 1 - it) / 2))); // upper boundary of midrange static const RealScalar s1m = RealScalar(pow(RealScalar(ibeta), RealScalar((2 - iemin) / 2))); // scaling factor for lower range static const RealScalar s2m = RealScalar(pow(RealScalar(ibeta), RealScalar(-((iemax + it) / 2)))); // scaling factor for upper range static const RealScalar eps = RealScalar(pow(double(ibeta), 1 - it)); static const RealScalar relerr = sqrt(eps); // tolerance for neglecting asml const Derived& vec(_vec.derived()); Index n = vec.size(); RealScalar ab2 = b2 / RealScalar(n); RealScalar asml = RealScalar(0); RealScalar amed = RealScalar(0); RealScalar abig = RealScalar(0); for (Index j = 0; j < vec.outerSize(); ++j) { for (typename Derived::InnerIterator iter(vec, j); iter; ++iter) { RealScalar ax = abs(iter.value()); if (ax > ab2) abig += numext::abs2(ax * s2m); else if (ax < b1) asml += numext::abs2(ax * s1m); else amed += numext::abs2(ax); } } if (amed != amed) return amed; // we got a NaN if (abig > RealScalar(0)) { abig = sqrt(abig); if (abig > rbig) // overflow, or *this contains INF values return abig; // return INF if (amed > RealScalar(0)) { abig = abig / s2m; amed = sqrt(amed); } else return abig / s2m; } else if (asml > RealScalar(0)) { if (amed > RealScalar(0)) { abig = sqrt(amed); amed = sqrt(asml) / s1m; } else return sqrt(asml) / s1m; } else return sqrt(amed); asml = numext::mini(abig, amed); abig = numext::maxi(abig, amed); if (asml <= abig * relerr) return abig; else return abig * sqrt(RealScalar(1) + numext::abs2(asml / abig)); } } // end namespace internal /** \returns the \em l2 norm of \c *this avoiding underflow and overflow. * This version use a blockwise two passes algorithm: * 1 - find the absolute largest coefficient \c s * 2 - compute \f$ s \Vert \frac{*this}{s} \Vert \f$ in a standard way * * For architecture/scalar types supporting vectorization, this version * is faster than blueNorm(). Otherwise the blueNorm() is much faster. * * \sa norm(), blueNorm(), hypotNorm() */ template inline typename NumTraits::Scalar>::Real MatrixBase::stableNorm() const { return internal::stable_norm_impl(derived()); } /** \returns the \em l2 norm of \c *this using the Blue's algorithm. * A Portable Fortran Program to Find the Euclidean Norm of a Vector, * ACM TOMS, Vol 4, Issue 1, 1978. * * For architecture/scalar types without vectorization, this version * is much faster than stableNorm(). Otherwise the stableNorm() is faster. * * \sa norm(), stableNorm(), hypotNorm() */ template inline typename NumTraits::Scalar>::Real MatrixBase::blueNorm() const { return internal::blueNorm_impl(*this); } /** \returns the \em l2 norm of \c *this avoiding undeflow and overflow. * This version use a concatenation of hypot() calls, and it is very slow. * * \sa norm(), stableNorm() */ template inline typename NumTraits::Scalar>::Real MatrixBase::hypotNorm() const { if (size() == 1) return numext::abs(coeff(0, 0)); else return this->cwiseAbs().redux(internal::scalar_hypot_op()); } } // end namespace Eigen #endif // EIGEN_STABLENORM_H