Static Public Member Functions | List of all members
Eigen::matrix_exp_computeUV< MatrixType, RealScalar > Struct Template Reference

#include "stan/math/prim/mat/fun/MatrixExponential.h"

Static Public Member Functions

static void run (const MatrixType &arg, MatrixType &U, MatrixType &V, int &squarings)
 Compute Padé approximant to the exponential. More...
 

Detailed Description

template<typename MatrixType, typename RealScalar = typename Eigen:: NumTraits<typename Eigen::internal::traits<MatrixType>::Scalar>::Real>
struct Eigen::matrix_exp_computeUV< MatrixType, RealScalar >

Definition at line 160 of file MatrixExponential.h.

Member Function Documentation

template<typename MatrixType , typename RealScalar = typename Eigen:: NumTraits<typename Eigen::internal::traits<MatrixType>::Scalar>::Real>
static void Eigen::matrix_exp_computeUV< MatrixType, RealScalar >::run ( const MatrixType &  arg,
MatrixType &  U,
MatrixType &  V,
int squarings 
)
static

Compute Padé approximant to the exponential.

Computes U, V and squarings such that $ (V+U)(V-U)^{-1} $ is a Padé approximant of $ \exp(2^{-\mbox{squarings}}M) $ around $ M = 0 $, where $ M $ denotes the matrix arg. The degree of the Padé approximant and the value of squarings are chosen such that the approximation error is no more than the round-off error.

Edit for Stan: template ComputeUV::run so that it may used on autodiff variables (var and fvar). This required adding the scalar_type argument, which tells the function the type of elements used in the matrix.

Referenced by stan::math::matrix_exp_pade().


The documentation for this struct was generated from the following file: