ruby-eigen 0.0.9 → 0.0.10.pre1

data/ext/eigen/eigen3/Eigen/src/Core/SelfAdjointView.h

@@ -0,0 +1,314 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009 Gael Guennebaud <gael.guennebaud@inria.fr>
+//
+// 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_SELFADJOINTMATRIX_H
+#define EIGEN_SELFADJOINTMATRIX_H
+
+namespace Eigen { 
+
+/** \class SelfAdjointView
+  * \ingroup Core_Module
+  *
+  *
+  * \brief Expression of a selfadjoint matrix from a triangular part of a dense matrix
+  *
+  * \param MatrixType the type of the dense matrix storing the coefficients
+  * \param TriangularPart can be either \c #Lower or \c #Upper
+  *
+  * This class is an expression of a sefladjoint matrix from a triangular part of a matrix
+  * with given dense storage of the coefficients. It is the return type of MatrixBase::selfadjointView()
+  * and most of the time this is the only way that it is used.
+  *
+  * \sa class TriangularBase, MatrixBase::selfadjointView()
+  */
+
+namespace internal {
+template<typename MatrixType, unsigned int UpLo>
+struct traits<SelfAdjointView<MatrixType, UpLo> > : traits<MatrixType>
+{
+  typedef typename nested<MatrixType>::type MatrixTypeNested;
+  typedef typename remove_all<MatrixTypeNested>::type MatrixTypeNestedCleaned;
+  typedef MatrixType ExpressionType;
+  typedef typename MatrixType::PlainObject DenseMatrixType;
+  enum {
+    Mode = UpLo | SelfAdjoint,
+    Flags =  MatrixTypeNestedCleaned::Flags & (HereditaryBits)
+           & (~(PacketAccessBit | DirectAccessBit | LinearAccessBit)), // FIXME these flags should be preserved
+    CoeffReadCost = MatrixTypeNestedCleaned::CoeffReadCost
+  };
+};
+}
+
+template <typename Lhs, int LhsMode, bool LhsIsVector,
+          typename Rhs, int RhsMode, bool RhsIsVector>
+struct SelfadjointProductMatrix;
+
+// FIXME could also be called SelfAdjointWrapper to be consistent with DiagonalWrapper ??
+template<typename MatrixType, unsigned int UpLo> class SelfAdjointView
+  : public TriangularBase<SelfAdjointView<MatrixType, UpLo> >
+{
+  public:
+
+    typedef TriangularBase<SelfAdjointView> Base;
+    typedef typename internal::traits<SelfAdjointView>::MatrixTypeNested MatrixTypeNested;
+    typedef typename internal::traits<SelfAdjointView>::MatrixTypeNestedCleaned MatrixTypeNestedCleaned;
+
+    /** \brief The type of coefficients in this matrix */
+    typedef typename internal::traits<SelfAdjointView>::Scalar Scalar; 
+
+    typedef typename MatrixType::Index Index;
+
+    enum {
+      Mode = internal::traits<SelfAdjointView>::Mode
+    };
+    typedef typename MatrixType::PlainObject PlainObject;
+
+    inline SelfAdjointView(MatrixType& matrix) : m_matrix(matrix)
+    {}
+
+    inline Index rows() const { return m_matrix.rows(); }
+    inline Index cols() const { return m_matrix.cols(); }
+    inline Index outerStride() const { return m_matrix.outerStride(); }
+    inline Index innerStride() const { return m_matrix.innerStride(); }
+
+    /** \sa MatrixBase::coeff()
+      * \warning the coordinates must fit into the referenced triangular part
+      */
+    inline Scalar coeff(Index row, Index col) const
+    {
+      Base::check_coordinates_internal(row, col);
+      return m_matrix.coeff(row, col);
+    }
+
+    /** \sa MatrixBase::coeffRef()
+      * \warning the coordinates must fit into the referenced triangular part
+      */
+    inline Scalar& coeffRef(Index row, Index col)
+    {
+      Base::check_coordinates_internal(row, col);
+      return m_matrix.const_cast_derived().coeffRef(row, col);
+    }
+
+    /** \internal */
+    const MatrixTypeNestedCleaned& _expression() const { return m_matrix; }
+
+    const MatrixTypeNestedCleaned& nestedExpression() const { return m_matrix; }
+    MatrixTypeNestedCleaned& nestedExpression() { return *const_cast<MatrixTypeNestedCleaned*>(&m_matrix); }
+
+    /** Efficient self-adjoint matrix times vector/matrix product */
+    template<typename OtherDerived>
+    SelfadjointProductMatrix<MatrixType,Mode,false,OtherDerived,0,OtherDerived::IsVectorAtCompileTime>
+    operator*(const MatrixBase<OtherDerived>& rhs) const
+    {
+      return SelfadjointProductMatrix
+              <MatrixType,Mode,false,OtherDerived,0,OtherDerived::IsVectorAtCompileTime>
+              (m_matrix, rhs.derived());
+    }
+
+    /** Efficient vector/matrix times self-adjoint matrix product */
+    template<typename OtherDerived> friend
+    SelfadjointProductMatrix<OtherDerived,0,OtherDerived::IsVectorAtCompileTime,MatrixType,Mode,false>
+    operator*(const MatrixBase<OtherDerived>& lhs, const SelfAdjointView& rhs)
+    {
+      return SelfadjointProductMatrix
+              <OtherDerived,0,OtherDerived::IsVectorAtCompileTime,MatrixType,Mode,false>
+              (lhs.derived(),rhs.m_matrix);
+    }
+
+    /** Perform a symmetric rank 2 update of the selfadjoint matrix \c *this:
+      * \f$ this = this + \alpha u v^* + conj(\alpha) v u^* \f$
+      * \returns a reference to \c *this
+      *
+      * The vectors \a u and \c v \b must be column vectors, however they can be
+      * a adjoint expression without any overhead. Only the meaningful triangular
+      * part of the matrix is updated, the rest is left unchanged.
+      *
+      * \sa rankUpdate(const MatrixBase<DerivedU>&, Scalar)
+      */
+    template<typename DerivedU, typename DerivedV>
+    SelfAdjointView& rankUpdate(const MatrixBase<DerivedU>& u, const MatrixBase<DerivedV>& v, const Scalar& alpha = Scalar(1));
+
+    /** Perform a symmetric rank K update of the selfadjoint matrix \c *this:
+      * \f$ this = this + \alpha ( u u^* ) \f$ where \a u is a vector or matrix.
+      *
+      * \returns a reference to \c *this
+      *
+      * Note that to perform \f$ this = this + \alpha ( u^* u ) \f$ you can simply
+      * call this function with u.adjoint().
+      *
+      * \sa rankUpdate(const MatrixBase<DerivedU>&, const MatrixBase<DerivedV>&, Scalar)
+      */
+    template<typename DerivedU>
+    SelfAdjointView& rankUpdate(const MatrixBase<DerivedU>& u, const Scalar& alpha = Scalar(1));
+
+/////////// Cholesky module ///////////
+
+    const LLT<PlainObject, UpLo> llt() const;
+    const LDLT<PlainObject, UpLo> ldlt() const;
+
+/////////// Eigenvalue module ///////////
+
+    /** Real part of #Scalar */
+    typedef typename NumTraits<Scalar>::Real RealScalar;
+    /** Return type of eigenvalues() */
+    typedef Matrix<RealScalar, internal::traits<MatrixType>::ColsAtCompileTime, 1> EigenvaluesReturnType;
+
+    EigenvaluesReturnType eigenvalues() const;
+    RealScalar operatorNorm() const;
+    
+    #ifdef EIGEN2_SUPPORT
+    template<typename OtherDerived>
+    SelfAdjointView& operator=(const MatrixBase<OtherDerived>& other)
+    {
+      enum {
+        OtherPart = UpLo == Upper ? StrictlyLower : StrictlyUpper
+      };
+      m_matrix.const_cast_derived().template triangularView<UpLo>() = other;
+      m_matrix.const_cast_derived().template triangularView<OtherPart>() = other.adjoint();
+      return *this;
+    }
+    template<typename OtherMatrixType, unsigned int OtherMode>
+    SelfAdjointView& operator=(const TriangularView<OtherMatrixType, OtherMode>& other)
+    {
+      enum {
+        OtherPart = UpLo == Upper ? StrictlyLower : StrictlyUpper
+      };
+      m_matrix.const_cast_derived().template triangularView<UpLo>() = other.toDenseMatrix();
+      m_matrix.const_cast_derived().template triangularView<OtherPart>() = other.toDenseMatrix().adjoint();
+      return *this;
+    }
+    #endif
+
+  protected:
+    MatrixTypeNested m_matrix;
+};
+
+
+// template<typename OtherDerived, typename MatrixType, unsigned int UpLo>
+// internal::selfadjoint_matrix_product_returntype<OtherDerived,SelfAdjointView<MatrixType,UpLo> >
+// operator*(const MatrixBase<OtherDerived>& lhs, const SelfAdjointView<MatrixType,UpLo>& rhs)
+// {
+//   return internal::matrix_selfadjoint_product_returntype<OtherDerived,SelfAdjointView<MatrixType,UpLo> >(lhs.derived(),rhs);
+// }
+
+// selfadjoint to dense matrix
+
+namespace internal {
+
+template<typename Derived1, typename Derived2, int UnrollCount, bool ClearOpposite>
+struct triangular_assignment_selector<Derived1, Derived2, (SelfAdjoint|Upper), UnrollCount, ClearOpposite>
+{
+  enum {
+    col = (UnrollCount-1) / Derived1::RowsAtCompileTime,
+    row = (UnrollCount-1) % Derived1::RowsAtCompileTime
+  };
+
+  static inline void run(Derived1 &dst, const Derived2 &src)
+  {
+    triangular_assignment_selector<Derived1, Derived2, (SelfAdjoint|Upper), UnrollCount-1, ClearOpposite>::run(dst, src);
+
+    if(row == col)
+      dst.coeffRef(row, col) = numext::real(src.coeff(row, col));
+    else if(row < col)
+      dst.coeffRef(col, row) = numext::conj(dst.coeffRef(row, col) = src.coeff(row, col));
+  }
+};
+
+template<typename Derived1, typename Derived2, bool ClearOpposite>
+struct triangular_assignment_selector<Derived1, Derived2, SelfAdjoint|Upper, 0, ClearOpposite>
+{
+  static inline void run(Derived1 &, const Derived2 &) {}
+};
+
+template<typename Derived1, typename Derived2, int UnrollCount, bool ClearOpposite>
+struct triangular_assignment_selector<Derived1, Derived2, (SelfAdjoint|Lower), UnrollCount, ClearOpposite>
+{
+  enum {
+    col = (UnrollCount-1) / Derived1::RowsAtCompileTime,
+    row = (UnrollCount-1) % Derived1::RowsAtCompileTime
+  };
+
+  static inline void run(Derived1 &dst, const Derived2 &src)
+  {
+    triangular_assignment_selector<Derived1, Derived2, (SelfAdjoint|Lower), UnrollCount-1, ClearOpposite>::run(dst, src);
+
+    if(row == col)
+      dst.coeffRef(row, col) = numext::real(src.coeff(row, col));
+    else if(row > col)
+      dst.coeffRef(col, row) = numext::conj(dst.coeffRef(row, col) = src.coeff(row, col));
+  }
+};
+
+template<typename Derived1, typename Derived2, bool ClearOpposite>
+struct triangular_assignment_selector<Derived1, Derived2, SelfAdjoint|Lower, 0, ClearOpposite>
+{
+  static inline void run(Derived1 &, const Derived2 &) {}
+};
+
+template<typename Derived1, typename Derived2, bool ClearOpposite>
+struct triangular_assignment_selector<Derived1, Derived2, SelfAdjoint|Upper, Dynamic, ClearOpposite>
+{
+  typedef typename Derived1::Index Index;
+  static inline void run(Derived1 &dst, const Derived2 &src)
+  {
+    for(Index j = 0; j < dst.cols(); ++j)
+    {
+      for(Index i = 0; i < j; ++i)
+      {
+        dst.copyCoeff(i, j, src);
+        dst.coeffRef(j,i) = numext::conj(dst.coeff(i,j));
+      }
+      dst.copyCoeff(j, j, src);
+    }
+  }
+};
+
+template<typename Derived1, typename Derived2, bool ClearOpposite>
+struct triangular_assignment_selector<Derived1, Derived2, SelfAdjoint|Lower, Dynamic, ClearOpposite>
+{
+  static inline void run(Derived1 &dst, const Derived2 &src)
+  {
+  typedef typename Derived1::Index Index;
+    for(Index i = 0; i < dst.rows(); ++i)
+    {
+      for(Index j = 0; j < i; ++j)
+      {
+        dst.copyCoeff(i, j, src);
+        dst.coeffRef(j,i) = numext::conj(dst.coeff(i,j));
+      }
+      dst.copyCoeff(i, i, src);
+    }
+  }
+};
+
+} // end namespace internal
+
+/***************************************************************************
+* Implementation of MatrixBase methods
+***************************************************************************/
+
+template<typename Derived>
+template<unsigned int UpLo>
+typename MatrixBase<Derived>::template ConstSelfAdjointViewReturnType<UpLo>::Type
+MatrixBase<Derived>::selfadjointView() const
+{
+  return derived();
+}
+
+template<typename Derived>
+template<unsigned int UpLo>
+typename MatrixBase<Derived>::template SelfAdjointViewReturnType<UpLo>::Type
+MatrixBase<Derived>::selfadjointView()
+{
+  return derived();
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_SELFADJOINTMATRIX_H

data/ext/eigen/eigen3/Eigen/src/Core/SelfCwiseBinaryOp.h

@@ -0,0 +1,191 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009-2010 Gael Guennebaud <gael.guennebaud@inria.fr>
+//
+// 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_SELFCWISEBINARYOP_H
+#define EIGEN_SELFCWISEBINARYOP_H
+
+namespace Eigen { 
+
+/** \class SelfCwiseBinaryOp
+  * \ingroup Core_Module
+  *
+  * \internal
+  *
+  * \brief Internal helper class for optimizing operators like +=, -=
+  *
+  * This is a pseudo expression class re-implementing the copyCoeff/copyPacket
+  * method to directly performs a +=/-= operations in an optimal way. In particular,
+  * this allows to make sure that the input/output data are loaded only once using
+  * aligned packet loads.
+  *
+  * \sa class SwapWrapper for a similar trick.
+  */
+
+namespace internal {
+template<typename BinaryOp, typename Lhs, typename Rhs>
+struct traits<SelfCwiseBinaryOp<BinaryOp,Lhs,Rhs> >
+  : traits<CwiseBinaryOp<BinaryOp,Lhs,Rhs> >
+{
+  enum {
+    // Note that it is still a good idea to preserve the DirectAccessBit
+    // so that assign can correctly align the data.
+    Flags = traits<CwiseBinaryOp<BinaryOp,Lhs,Rhs> >::Flags | (Lhs::Flags&DirectAccessBit) | (Lhs::Flags&LvalueBit),
+    OuterStrideAtCompileTime = Lhs::OuterStrideAtCompileTime,
+    InnerStrideAtCompileTime = Lhs::InnerStrideAtCompileTime
+  };
+};
+}
+
+template<typename BinaryOp, typename Lhs, typename Rhs> class SelfCwiseBinaryOp
+  : public internal::dense_xpr_base< SelfCwiseBinaryOp<BinaryOp, Lhs, Rhs> >::type
+{
+  public:
+
+    typedef typename internal::dense_xpr_base<SelfCwiseBinaryOp>::type Base;
+    EIGEN_DENSE_PUBLIC_INTERFACE(SelfCwiseBinaryOp)
+
+    typedef typename internal::packet_traits<Scalar>::type Packet;
+
+    inline SelfCwiseBinaryOp(Lhs& xpr, const BinaryOp& func = BinaryOp()) : m_matrix(xpr), m_functor(func) {}
+
+    inline Index rows() const { return m_matrix.rows(); }
+    inline Index cols() const { return m_matrix.cols(); }
+    inline Index outerStride() const { return m_matrix.outerStride(); }
+    inline Index innerStride() const { return m_matrix.innerStride(); }
+    inline const Scalar* data() const { return m_matrix.data(); }
+
+    // note that this function is needed by assign to correctly align loads/stores
+    // TODO make Assign use .data()
+    inline Scalar& coeffRef(Index row, Index col)
+    {
+      EIGEN_STATIC_ASSERT_LVALUE(Lhs)
+      return m_matrix.const_cast_derived().coeffRef(row, col);
+    }
+    inline const Scalar& coeffRef(Index row, Index col) const
+    {
+      return m_matrix.coeffRef(row, col);
+    }
+
+    // note that this function is needed by assign to correctly align loads/stores
+    // TODO make Assign use .data()
+    inline Scalar& coeffRef(Index index)
+    {
+      EIGEN_STATIC_ASSERT_LVALUE(Lhs)
+      return m_matrix.const_cast_derived().coeffRef(index);
+    }
+    inline const Scalar& coeffRef(Index index) const
+    {
+      return m_matrix.const_cast_derived().coeffRef(index);
+    }
+
+    template<typename OtherDerived>
+    void copyCoeff(Index row, Index col, const DenseBase<OtherDerived>& other)
+    {
+      OtherDerived& _other = other.const_cast_derived();
+      eigen_internal_assert(row >= 0 && row < rows()
+                         && col >= 0 && col < cols());
+      Scalar& tmp = m_matrix.coeffRef(row,col);
+      tmp = m_functor(tmp, _other.coeff(row,col));
+    }
+
+    template<typename OtherDerived>
+    void copyCoeff(Index index, const DenseBase<OtherDerived>& other)
+    {
+      OtherDerived& _other = other.const_cast_derived();
+      eigen_internal_assert(index >= 0 && index < m_matrix.size());
+      Scalar& tmp = m_matrix.coeffRef(index);
+      tmp = m_functor(tmp, _other.coeff(index));
+    }
+
+    template<typename OtherDerived, int StoreMode, int LoadMode>
+    void copyPacket(Index row, Index col, const DenseBase<OtherDerived>& other)
+    {
+      OtherDerived& _other = other.const_cast_derived();
+      eigen_internal_assert(row >= 0 && row < rows()
+                        && col >= 0 && col < cols());
+      m_matrix.template writePacket<StoreMode>(row, col,
+        m_functor.packetOp(m_matrix.template packet<StoreMode>(row, col),_other.template packet<LoadMode>(row, col)) );
+    }
+
+    template<typename OtherDerived, int StoreMode, int LoadMode>
+    void copyPacket(Index index, const DenseBase<OtherDerived>& other)
+    {
+      OtherDerived& _other = other.const_cast_derived();
+      eigen_internal_assert(index >= 0 && index < m_matrix.size());
+      m_matrix.template writePacket<StoreMode>(index,
+        m_functor.packetOp(m_matrix.template packet<StoreMode>(index),_other.template packet<LoadMode>(index)) );
+    }
+
+    // reimplement lazyAssign to handle complex *= real
+    // see CwiseBinaryOp ctor for details
+    template<typename RhsDerived>
+    EIGEN_STRONG_INLINE SelfCwiseBinaryOp& lazyAssign(const DenseBase<RhsDerived>& rhs)
+    {
+      EIGEN_STATIC_ASSERT_SAME_MATRIX_SIZE(Lhs,RhsDerived)
+      EIGEN_CHECK_BINARY_COMPATIBILIY(BinaryOp,typename Lhs::Scalar,typename RhsDerived::Scalar);
+      
+    #ifdef EIGEN_DEBUG_ASSIGN
+      internal::assign_traits<SelfCwiseBinaryOp, RhsDerived>::debug();
+    #endif
+      eigen_assert(rows() == rhs.rows() && cols() == rhs.cols());
+      internal::assign_impl<SelfCwiseBinaryOp, RhsDerived>::run(*this,rhs.derived());
+    #ifndef EIGEN_NO_DEBUG
+      this->checkTransposeAliasing(rhs.derived());
+    #endif
+      return *this;
+    }
+    
+    // overloaded to honor evaluation of special matrices
+    // maybe another solution would be to not use SelfCwiseBinaryOp
+    // at first...
+    SelfCwiseBinaryOp& operator=(const Rhs& _rhs)
+    {
+      typename internal::nested<Rhs>::type rhs(_rhs);
+      return Base::operator=(rhs);
+    }
+
+    Lhs& expression() const 
+    { 
+      return m_matrix;
+    }
+
+    const BinaryOp& functor() const 
+    { 
+      return m_functor;
+    }
+
+  protected:
+    Lhs& m_matrix;
+    const BinaryOp& m_functor;
+
+  private:
+    SelfCwiseBinaryOp& operator=(const SelfCwiseBinaryOp&);
+};
+
+template<typename Derived>
+inline Derived& DenseBase<Derived>::operator*=(const Scalar& other)
+{
+  typedef typename Derived::PlainObject PlainObject;
+  SelfCwiseBinaryOp<internal::scalar_product_op<Scalar>, Derived, typename PlainObject::ConstantReturnType> tmp(derived());
+  tmp = PlainObject::Constant(rows(),cols(),other);
+  return derived();
+}
+
+template<typename Derived>
+inline Derived& DenseBase<Derived>::operator/=(const Scalar& other)
+{
+  typedef typename Derived::PlainObject PlainObject;
+  SelfCwiseBinaryOp<internal::scalar_quotient_op<Scalar>, Derived, typename PlainObject::ConstantReturnType> tmp(derived());
+  tmp = PlainObject::Constant(rows(),cols(), other);
+  return derived();
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_SELFCWISEBINARYOP_H