ruby-eigen 0.0.9 → 0.0.10.pre1

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (293) hide show
  1. checksums.yaml +4 -4
  2. data/LICENSE +22 -0
  3. data/README.md +21 -0
  4. data/ext/eigen/eigen3/COPYING.BSD +26 -0
  5. data/ext/eigen/eigen3/COPYING.MPL2 +373 -0
  6. data/ext/eigen/eigen3/COPYING.README +18 -0
  7. data/ext/eigen/eigen3/Eigen/Array +11 -0
  8. data/ext/eigen/eigen3/Eigen/Cholesky +32 -0
  9. data/ext/eigen/eigen3/Eigen/CholmodSupport +45 -0
  10. data/ext/eigen/eigen3/Eigen/Core +376 -0
  11. data/ext/eigen/eigen3/Eigen/Dense +7 -0
  12. data/ext/eigen/eigen3/Eigen/Eigen +2 -0
  13. data/ext/eigen/eigen3/Eigen/Eigen2Support +95 -0
  14. data/ext/eigen/eigen3/Eigen/Eigenvalues +48 -0
  15. data/ext/eigen/eigen3/Eigen/Geometry +63 -0
  16. data/ext/eigen/eigen3/Eigen/Householder +23 -0
  17. data/ext/eigen/eigen3/Eigen/IterativeLinearSolvers +40 -0
  18. data/ext/eigen/eigen3/Eigen/Jacobi +26 -0
  19. data/ext/eigen/eigen3/Eigen/LU +41 -0
  20. data/ext/eigen/eigen3/Eigen/LeastSquares +32 -0
  21. data/ext/eigen/eigen3/Eigen/MetisSupport +28 -0
  22. data/ext/eigen/eigen3/Eigen/PaStiXSupport +46 -0
  23. data/ext/eigen/eigen3/Eigen/PardisoSupport +30 -0
  24. data/ext/eigen/eigen3/Eigen/QR +45 -0
  25. data/ext/eigen/eigen3/Eigen/QtAlignedMalloc +34 -0
  26. data/ext/eigen/eigen3/Eigen/SPQRSupport +29 -0
  27. data/ext/eigen/eigen3/Eigen/SVD +37 -0
  28. data/ext/eigen/eigen3/Eigen/Sparse +27 -0
  29. data/ext/eigen/eigen3/Eigen/SparseCore +64 -0
  30. data/ext/eigen/eigen3/Eigen/SparseLU +49 -0
  31. data/ext/eigen/eigen3/Eigen/SparseQR +33 -0
  32. data/ext/eigen/eigen3/Eigen/StdDeque +27 -0
  33. data/ext/eigen/eigen3/Eigen/StdList +26 -0
  34. data/ext/eigen/eigen3/Eigen/StdVector +27 -0
  35. data/ext/eigen/eigen3/Eigen/SuperLUSupport +59 -0
  36. data/ext/eigen/eigen3/Eigen/UmfPackSupport +36 -0
  37. data/ext/eigen/eigen3/Eigen/src/Cholesky/LDLT.h +611 -0
  38. data/ext/eigen/eigen3/Eigen/src/Cholesky/LLT.h +498 -0
  39. data/ext/eigen/eigen3/Eigen/src/Cholesky/LLT_MKL.h +102 -0
  40. data/ext/eigen/eigen3/Eigen/src/CholmodSupport/CholmodSupport.h +607 -0
  41. data/ext/eigen/eigen3/Eigen/src/Core/Array.h +323 -0
  42. data/ext/eigen/eigen3/Eigen/src/Core/ArrayBase.h +226 -0
  43. data/ext/eigen/eigen3/Eigen/src/Core/ArrayWrapper.h +264 -0
  44. data/ext/eigen/eigen3/Eigen/src/Core/Assign.h +590 -0
  45. data/ext/eigen/eigen3/Eigen/src/Core/Assign_MKL.h +224 -0
  46. data/ext/eigen/eigen3/Eigen/src/Core/BandMatrix.h +334 -0
  47. data/ext/eigen/eigen3/Eigen/src/Core/Block.h +406 -0
  48. data/ext/eigen/eigen3/Eigen/src/Core/BooleanRedux.h +154 -0
  49. data/ext/eigen/eigen3/Eigen/src/Core/CommaInitializer.h +154 -0
  50. data/ext/eigen/eigen3/Eigen/src/Core/CoreIterators.h +61 -0
  51. data/ext/eigen/eigen3/Eigen/src/Core/CwiseBinaryOp.h +230 -0
  52. data/ext/eigen/eigen3/Eigen/src/Core/CwiseNullaryOp.h +864 -0
  53. data/ext/eigen/eigen3/Eigen/src/Core/CwiseUnaryOp.h +126 -0
  54. data/ext/eigen/eigen3/Eigen/src/Core/CwiseUnaryView.h +139 -0
  55. data/ext/eigen/eigen3/Eigen/src/Core/DenseBase.h +521 -0
  56. data/ext/eigen/eigen3/Eigen/src/Core/DenseCoeffsBase.h +754 -0
  57. data/ext/eigen/eigen3/Eigen/src/Core/DenseStorage.h +434 -0
  58. data/ext/eigen/eigen3/Eigen/src/Core/Diagonal.h +237 -0
  59. data/ext/eigen/eigen3/Eigen/src/Core/DiagonalMatrix.h +313 -0
  60. data/ext/eigen/eigen3/Eigen/src/Core/DiagonalProduct.h +131 -0
  61. data/ext/eigen/eigen3/Eigen/src/Core/Dot.h +263 -0
  62. data/ext/eigen/eigen3/Eigen/src/Core/EigenBase.h +131 -0
  63. data/ext/eigen/eigen3/Eigen/src/Core/Flagged.h +140 -0
  64. data/ext/eigen/eigen3/Eigen/src/Core/ForceAlignedAccess.h +146 -0
  65. data/ext/eigen/eigen3/Eigen/src/Core/Functors.h +1026 -0
  66. data/ext/eigen/eigen3/Eigen/src/Core/Fuzzy.h +150 -0
  67. data/ext/eigen/eigen3/Eigen/src/Core/GeneralProduct.h +635 -0
  68. data/ext/eigen/eigen3/Eigen/src/Core/GenericPacketMath.h +350 -0
  69. data/ext/eigen/eigen3/Eigen/src/Core/GlobalFunctions.h +92 -0
  70. data/ext/eigen/eigen3/Eigen/src/Core/IO.h +250 -0
  71. data/ext/eigen/eigen3/Eigen/src/Core/Map.h +192 -0
  72. data/ext/eigen/eigen3/Eigen/src/Core/MapBase.h +247 -0
  73. data/ext/eigen/eigen3/Eigen/src/Core/MathFunctions.h +768 -0
  74. data/ext/eigen/eigen3/Eigen/src/Core/Matrix.h +420 -0
  75. data/ext/eigen/eigen3/Eigen/src/Core/MatrixBase.h +563 -0
  76. data/ext/eigen/eigen3/Eigen/src/Core/NestByValue.h +111 -0
  77. data/ext/eigen/eigen3/Eigen/src/Core/NoAlias.h +134 -0
  78. data/ext/eigen/eigen3/Eigen/src/Core/NumTraits.h +150 -0
  79. data/ext/eigen/eigen3/Eigen/src/Core/PermutationMatrix.h +721 -0
  80. data/ext/eigen/eigen3/Eigen/src/Core/PlainObjectBase.h +822 -0
  81. data/ext/eigen/eigen3/Eigen/src/Core/ProductBase.h +290 -0
  82. data/ext/eigen/eigen3/Eigen/src/Core/Random.h +152 -0
  83. data/ext/eigen/eigen3/Eigen/src/Core/Redux.h +409 -0
  84. data/ext/eigen/eigen3/Eigen/src/Core/Ref.h +278 -0
  85. data/ext/eigen/eigen3/Eigen/src/Core/Replicate.h +177 -0
  86. data/ext/eigen/eigen3/Eigen/src/Core/ReturnByValue.h +99 -0
  87. data/ext/eigen/eigen3/Eigen/src/Core/Reverse.h +224 -0
  88. data/ext/eigen/eigen3/Eigen/src/Core/Select.h +162 -0
  89. data/ext/eigen/eigen3/Eigen/src/Core/SelfAdjointView.h +314 -0
  90. data/ext/eigen/eigen3/Eigen/src/Core/SelfCwiseBinaryOp.h +191 -0
  91. data/ext/eigen/eigen3/Eigen/src/Core/SolveTriangular.h +260 -0
  92. data/ext/eigen/eigen3/Eigen/src/Core/StableNorm.h +203 -0
  93. data/ext/eigen/eigen3/Eigen/src/Core/Stride.h +108 -0
  94. data/ext/eigen/eigen3/Eigen/src/Core/Swap.h +126 -0
  95. data/ext/eigen/eigen3/Eigen/src/Core/Transpose.h +419 -0
  96. data/ext/eigen/eigen3/Eigen/src/Core/Transpositions.h +436 -0
  97. data/ext/eigen/eigen3/Eigen/src/Core/TriangularMatrix.h +839 -0
  98. data/ext/eigen/eigen3/Eigen/src/Core/VectorBlock.h +95 -0
  99. data/ext/eigen/eigen3/Eigen/src/Core/VectorwiseOp.h +642 -0
  100. data/ext/eigen/eigen3/Eigen/src/Core/Visitor.h +237 -0
  101. data/ext/eigen/eigen3/Eigen/src/Core/arch/AltiVec/Complex.h +217 -0
  102. data/ext/eigen/eigen3/Eigen/src/Core/arch/AltiVec/PacketMath.h +501 -0
  103. data/ext/eigen/eigen3/Eigen/src/Core/arch/Default/Settings.h +49 -0
  104. data/ext/eigen/eigen3/Eigen/src/Core/arch/NEON/Complex.h +253 -0
  105. data/ext/eigen/eigen3/Eigen/src/Core/arch/NEON/PacketMath.h +420 -0
  106. data/ext/eigen/eigen3/Eigen/src/Core/arch/SSE/Complex.h +442 -0
  107. data/ext/eigen/eigen3/Eigen/src/Core/arch/SSE/MathFunctions.h +475 -0
  108. data/ext/eigen/eigen3/Eigen/src/Core/arch/SSE/PacketMath.h +649 -0
  109. data/ext/eigen/eigen3/Eigen/src/Core/products/CoeffBasedProduct.h +476 -0
  110. data/ext/eigen/eigen3/Eigen/src/Core/products/GeneralBlockPanelKernel.h +1341 -0
  111. data/ext/eigen/eigen3/Eigen/src/Core/products/GeneralMatrixMatrix.h +427 -0
  112. data/ext/eigen/eigen3/Eigen/src/Core/products/GeneralMatrixMatrixTriangular.h +278 -0
  113. data/ext/eigen/eigen3/Eigen/src/Core/products/GeneralMatrixMatrixTriangular_MKL.h +146 -0
  114. data/ext/eigen/eigen3/Eigen/src/Core/products/GeneralMatrixMatrix_MKL.h +118 -0
  115. data/ext/eigen/eigen3/Eigen/src/Core/products/GeneralMatrixVector.h +566 -0
  116. data/ext/eigen/eigen3/Eigen/src/Core/products/GeneralMatrixVector_MKL.h +131 -0
  117. data/ext/eigen/eigen3/Eigen/src/Core/products/Parallelizer.h +162 -0
  118. data/ext/eigen/eigen3/Eigen/src/Core/products/SelfadjointMatrixMatrix.h +436 -0
  119. data/ext/eigen/eigen3/Eigen/src/Core/products/SelfadjointMatrixMatrix_MKL.h +295 -0
  120. data/ext/eigen/eigen3/Eigen/src/Core/products/SelfadjointMatrixVector.h +281 -0
  121. data/ext/eigen/eigen3/Eigen/src/Core/products/SelfadjointMatrixVector_MKL.h +114 -0
  122. data/ext/eigen/eigen3/Eigen/src/Core/products/SelfadjointProduct.h +123 -0
  123. data/ext/eigen/eigen3/Eigen/src/Core/products/SelfadjointRank2Update.h +93 -0
  124. data/ext/eigen/eigen3/Eigen/src/Core/products/TriangularMatrixMatrix.h +427 -0
  125. data/ext/eigen/eigen3/Eigen/src/Core/products/TriangularMatrixMatrix_MKL.h +309 -0
  126. data/ext/eigen/eigen3/Eigen/src/Core/products/TriangularMatrixVector.h +348 -0
  127. data/ext/eigen/eigen3/Eigen/src/Core/products/TriangularMatrixVector_MKL.h +247 -0
  128. data/ext/eigen/eigen3/Eigen/src/Core/products/TriangularSolverMatrix.h +332 -0
  129. data/ext/eigen/eigen3/Eigen/src/Core/products/TriangularSolverMatrix_MKL.h +155 -0
  130. data/ext/eigen/eigen3/Eigen/src/Core/products/TriangularSolverVector.h +139 -0
  131. data/ext/eigen/eigen3/Eigen/src/Core/util/BlasUtil.h +264 -0
  132. data/ext/eigen/eigen3/Eigen/src/Core/util/Constants.h +451 -0
  133. data/ext/eigen/eigen3/Eigen/src/Core/util/DisableStupidWarnings.h +40 -0
  134. data/ext/eigen/eigen3/Eigen/src/Core/util/ForwardDeclarations.h +302 -0
  135. data/ext/eigen/eigen3/Eigen/src/Core/util/MKL_support.h +158 -0
  136. data/ext/eigen/eigen3/Eigen/src/Core/util/Macros.h +451 -0
  137. data/ext/eigen/eigen3/Eigen/src/Core/util/Memory.h +977 -0
  138. data/ext/eigen/eigen3/Eigen/src/Core/util/Meta.h +243 -0
  139. data/ext/eigen/eigen3/Eigen/src/Core/util/NonMPL2.h +3 -0
  140. data/ext/eigen/eigen3/Eigen/src/Core/util/ReenableStupidWarnings.h +14 -0
  141. data/ext/eigen/eigen3/Eigen/src/Core/util/StaticAssert.h +208 -0
  142. data/ext/eigen/eigen3/Eigen/src/Core/util/XprHelper.h +469 -0
  143. data/ext/eigen/eigen3/Eigen/src/Eigen2Support/Block.h +126 -0
  144. data/ext/eigen/eigen3/Eigen/src/Eigen2Support/Cwise.h +192 -0
  145. data/ext/eigen/eigen3/Eigen/src/Eigen2Support/CwiseOperators.h +298 -0
  146. data/ext/eigen/eigen3/Eigen/src/Eigen2Support/Geometry/AlignedBox.h +159 -0
  147. data/ext/eigen/eigen3/Eigen/src/Eigen2Support/Geometry/All.h +115 -0
  148. data/ext/eigen/eigen3/Eigen/src/Eigen2Support/Geometry/AngleAxis.h +214 -0
  149. data/ext/eigen/eigen3/Eigen/src/Eigen2Support/Geometry/Hyperplane.h +254 -0
  150. data/ext/eigen/eigen3/Eigen/src/Eigen2Support/Geometry/ParametrizedLine.h +141 -0
  151. data/ext/eigen/eigen3/Eigen/src/Eigen2Support/Geometry/Quaternion.h +495 -0
  152. data/ext/eigen/eigen3/Eigen/src/Eigen2Support/Geometry/Rotation2D.h +145 -0
  153. data/ext/eigen/eigen3/Eigen/src/Eigen2Support/Geometry/RotationBase.h +123 -0
  154. data/ext/eigen/eigen3/Eigen/src/Eigen2Support/Geometry/Scaling.h +167 -0
  155. data/ext/eigen/eigen3/Eigen/src/Eigen2Support/Geometry/Transform.h +786 -0
  156. data/ext/eigen/eigen3/Eigen/src/Eigen2Support/Geometry/Translation.h +184 -0
  157. data/ext/eigen/eigen3/Eigen/src/Eigen2Support/LU.h +120 -0
  158. data/ext/eigen/eigen3/Eigen/src/Eigen2Support/Lazy.h +71 -0
  159. data/ext/eigen/eigen3/Eigen/src/Eigen2Support/LeastSquares.h +169 -0
  160. data/ext/eigen/eigen3/Eigen/src/Eigen2Support/Macros.h +20 -0
  161. data/ext/eigen/eigen3/Eigen/src/Eigen2Support/MathFunctions.h +57 -0
  162. data/ext/eigen/eigen3/Eigen/src/Eigen2Support/Memory.h +45 -0
  163. data/ext/eigen/eigen3/Eigen/src/Eigen2Support/Meta.h +75 -0
  164. data/ext/eigen/eigen3/Eigen/src/Eigen2Support/Minor.h +117 -0
  165. data/ext/eigen/eigen3/Eigen/src/Eigen2Support/QR.h +67 -0
  166. data/ext/eigen/eigen3/Eigen/src/Eigen2Support/SVD.h +637 -0
  167. data/ext/eigen/eigen3/Eigen/src/Eigen2Support/TriangularSolver.h +42 -0
  168. data/ext/eigen/eigen3/Eigen/src/Eigen2Support/VectorBlock.h +94 -0
  169. data/ext/eigen/eigen3/Eigen/src/Eigenvalues/ComplexEigenSolver.h +341 -0
  170. data/ext/eigen/eigen3/Eigen/src/Eigenvalues/ComplexSchur.h +456 -0
  171. data/ext/eigen/eigen3/Eigen/src/Eigenvalues/ComplexSchur_MKL.h +94 -0
  172. data/ext/eigen/eigen3/Eigen/src/Eigenvalues/EigenSolver.h +607 -0
  173. data/ext/eigen/eigen3/Eigen/src/Eigenvalues/GeneralizedEigenSolver.h +350 -0
  174. data/ext/eigen/eigen3/Eigen/src/Eigenvalues/GeneralizedSelfAdjointEigenSolver.h +227 -0
  175. data/ext/eigen/eigen3/Eigen/src/Eigenvalues/HessenbergDecomposition.h +373 -0
  176. data/ext/eigen/eigen3/Eigen/src/Eigenvalues/MatrixBaseEigenvalues.h +160 -0
  177. data/ext/eigen/eigen3/Eigen/src/Eigenvalues/RealQZ.h +624 -0
  178. data/ext/eigen/eigen3/Eigen/src/Eigenvalues/RealSchur.h +525 -0
  179. data/ext/eigen/eigen3/Eigen/src/Eigenvalues/RealSchur_MKL.h +83 -0
  180. data/ext/eigen/eigen3/Eigen/src/Eigenvalues/SelfAdjointEigenSolver.h +801 -0
  181. data/ext/eigen/eigen3/Eigen/src/Eigenvalues/SelfAdjointEigenSolver_MKL.h +92 -0
  182. data/ext/eigen/eigen3/Eigen/src/Eigenvalues/Tridiagonalization.h +557 -0
  183. data/ext/eigen/eigen3/Eigen/src/Geometry/AlignedBox.h +392 -0
  184. data/ext/eigen/eigen3/Eigen/src/Geometry/AngleAxis.h +233 -0
  185. data/ext/eigen/eigen3/Eigen/src/Geometry/EulerAngles.h +104 -0
  186. data/ext/eigen/eigen3/Eigen/src/Geometry/Homogeneous.h +307 -0
  187. data/ext/eigen/eigen3/Eigen/src/Geometry/Hyperplane.h +280 -0
  188. data/ext/eigen/eigen3/Eigen/src/Geometry/OrthoMethods.h +218 -0
  189. data/ext/eigen/eigen3/Eigen/src/Geometry/ParametrizedLine.h +195 -0
  190. data/ext/eigen/eigen3/Eigen/src/Geometry/Quaternion.h +776 -0
  191. data/ext/eigen/eigen3/Eigen/src/Geometry/Rotation2D.h +160 -0
  192. data/ext/eigen/eigen3/Eigen/src/Geometry/RotationBase.h +206 -0
  193. data/ext/eigen/eigen3/Eigen/src/Geometry/Scaling.h +166 -0
  194. data/ext/eigen/eigen3/Eigen/src/Geometry/Transform.h +1455 -0
  195. data/ext/eigen/eigen3/Eigen/src/Geometry/Translation.h +206 -0
  196. data/ext/eigen/eigen3/Eigen/src/Geometry/Umeyama.h +177 -0
  197. data/ext/eigen/eigen3/Eigen/src/Geometry/arch/Geometry_SSE.h +115 -0
  198. data/ext/eigen/eigen3/Eigen/src/Householder/BlockHouseholder.h +68 -0
  199. data/ext/eigen/eigen3/Eigen/src/Householder/Householder.h +171 -0
  200. data/ext/eigen/eigen3/Eigen/src/Householder/HouseholderSequence.h +441 -0
  201. data/ext/eigen/eigen3/Eigen/src/IterativeLinearSolvers/BasicPreconditioners.h +149 -0
  202. data/ext/eigen/eigen3/Eigen/src/IterativeLinearSolvers/BiCGSTAB.h +263 -0
  203. data/ext/eigen/eigen3/Eigen/src/IterativeLinearSolvers/ConjugateGradient.h +256 -0
  204. data/ext/eigen/eigen3/Eigen/src/IterativeLinearSolvers/IterativeSolverBase.h +282 -0
  205. data/ext/eigen/eigen3/Eigen/src/Jacobi/Jacobi.h +433 -0
  206. data/ext/eigen/eigen3/Eigen/src/LU/Determinant.h +101 -0
  207. data/ext/eigen/eigen3/Eigen/src/LU/FullPivLU.h +751 -0
  208. data/ext/eigen/eigen3/Eigen/src/LU/Inverse.h +400 -0
  209. data/ext/eigen/eigen3/Eigen/src/LU/PartialPivLU.h +509 -0
  210. data/ext/eigen/eigen3/Eigen/src/LU/PartialPivLU_MKL.h +85 -0
  211. data/ext/eigen/eigen3/Eigen/src/LU/arch/Inverse_SSE.h +329 -0
  212. data/ext/eigen/eigen3/Eigen/src/MetisSupport/MetisSupport.h +137 -0
  213. data/ext/eigen/eigen3/Eigen/src/OrderingMethods/Amd.h +444 -0
  214. data/ext/eigen/eigen3/Eigen/src/OrderingMethods/Eigen_Colamd.h +1850 -0
  215. data/ext/eigen/eigen3/Eigen/src/PaStiXSupport/PaStiXSupport.h +721 -0
  216. data/ext/eigen/eigen3/Eigen/src/PardisoSupport/PardisoSupport.h +592 -0
  217. data/ext/eigen/eigen3/Eigen/src/QR/ColPivHouseholderQR.h +580 -0
  218. data/ext/eigen/eigen3/Eigen/src/QR/ColPivHouseholderQR_MKL.h +99 -0
  219. data/ext/eigen/eigen3/Eigen/src/QR/FullPivHouseholderQR.h +622 -0
  220. data/ext/eigen/eigen3/Eigen/src/QR/HouseholderQR.h +388 -0
  221. data/ext/eigen/eigen3/Eigen/src/QR/HouseholderQR_MKL.h +71 -0
  222. data/ext/eigen/eigen3/Eigen/src/SPQRSupport/SuiteSparseQRSupport.h +338 -0
  223. data/ext/eigen/eigen3/Eigen/src/SVD/JacobiSVD.h +976 -0
  224. data/ext/eigen/eigen3/Eigen/src/SVD/JacobiSVD_MKL.h +92 -0
  225. data/ext/eigen/eigen3/Eigen/src/SVD/UpperBidiagonalization.h +148 -0
  226. data/ext/eigen/eigen3/Eigen/src/SparseCholesky/SimplicialCholesky.h +671 -0
  227. data/ext/eigen/eigen3/Eigen/src/SparseCholesky/SimplicialCholesky_impl.h +199 -0
  228. data/ext/eigen/eigen3/Eigen/src/SparseCore/AmbiVector.h +373 -0
  229. data/ext/eigen/eigen3/Eigen/src/SparseCore/CompressedStorage.h +233 -0
  230. data/ext/eigen/eigen3/Eigen/src/SparseCore/ConservativeSparseSparseProduct.h +245 -0
  231. data/ext/eigen/eigen3/Eigen/src/SparseCore/MappedSparseMatrix.h +181 -0
  232. data/ext/eigen/eigen3/Eigen/src/SparseCore/SparseBlock.h +537 -0
  233. data/ext/eigen/eigen3/Eigen/src/SparseCore/SparseColEtree.h +206 -0
  234. data/ext/eigen/eigen3/Eigen/src/SparseCore/SparseCwiseBinaryOp.h +325 -0
  235. data/ext/eigen/eigen3/Eigen/src/SparseCore/SparseCwiseUnaryOp.h +163 -0
  236. data/ext/eigen/eigen3/Eigen/src/SparseCore/SparseDenseProduct.h +311 -0
  237. data/ext/eigen/eigen3/Eigen/src/SparseCore/SparseDiagonalProduct.h +196 -0
  238. data/ext/eigen/eigen3/Eigen/src/SparseCore/SparseDot.h +101 -0
  239. data/ext/eigen/eigen3/Eigen/src/SparseCore/SparseFuzzy.h +26 -0
  240. data/ext/eigen/eigen3/Eigen/src/SparseCore/SparseMatrix.h +1262 -0
  241. data/ext/eigen/eigen3/Eigen/src/SparseCore/SparseMatrixBase.h +461 -0
  242. data/ext/eigen/eigen3/Eigen/src/SparseCore/SparsePermutation.h +148 -0
  243. data/ext/eigen/eigen3/Eigen/src/SparseCore/SparseProduct.h +188 -0
  244. data/ext/eigen/eigen3/Eigen/src/SparseCore/SparseRedux.h +45 -0
  245. data/ext/eigen/eigen3/Eigen/src/SparseCore/SparseSelfAdjointView.h +507 -0
  246. data/ext/eigen/eigen3/Eigen/src/SparseCore/SparseSparseProductWithPruning.h +150 -0
  247. data/ext/eigen/eigen3/Eigen/src/SparseCore/SparseTranspose.h +63 -0
  248. data/ext/eigen/eigen3/Eigen/src/SparseCore/SparseTriangularView.h +179 -0
  249. data/ext/eigen/eigen3/Eigen/src/SparseCore/SparseUtil.h +172 -0
  250. data/ext/eigen/eigen3/Eigen/src/SparseCore/SparseVector.h +448 -0
  251. data/ext/eigen/eigen3/Eigen/src/SparseCore/SparseView.h +99 -0
  252. data/ext/eigen/eigen3/Eigen/src/SparseCore/TriangularSolver.h +334 -0
  253. data/ext/eigen/eigen3/Eigen/src/SparseLU/SparseLU.h +806 -0
  254. data/ext/eigen/eigen3/Eigen/src/SparseLU/SparseLUImpl.h +66 -0
  255. data/ext/eigen/eigen3/Eigen/src/SparseLU/SparseLU_Memory.h +227 -0
  256. data/ext/eigen/eigen3/Eigen/src/SparseLU/SparseLU_Structs.h +111 -0
  257. data/ext/eigen/eigen3/Eigen/src/SparseLU/SparseLU_SupernodalMatrix.h +298 -0
  258. data/ext/eigen/eigen3/Eigen/src/SparseLU/SparseLU_Utils.h +80 -0
  259. data/ext/eigen/eigen3/Eigen/src/SparseLU/SparseLU_column_bmod.h +180 -0
  260. data/ext/eigen/eigen3/Eigen/src/SparseLU/SparseLU_column_dfs.h +177 -0
  261. data/ext/eigen/eigen3/Eigen/src/SparseLU/SparseLU_copy_to_ucol.h +106 -0
  262. data/ext/eigen/eigen3/Eigen/src/SparseLU/SparseLU_gemm_kernel.h +279 -0
  263. data/ext/eigen/eigen3/Eigen/src/SparseLU/SparseLU_heap_relax_snode.h +127 -0
  264. data/ext/eigen/eigen3/Eigen/src/SparseLU/SparseLU_kernel_bmod.h +130 -0
  265. data/ext/eigen/eigen3/Eigen/src/SparseLU/SparseLU_panel_bmod.h +223 -0
  266. data/ext/eigen/eigen3/Eigen/src/SparseLU/SparseLU_panel_dfs.h +258 -0
  267. data/ext/eigen/eigen3/Eigen/src/SparseLU/SparseLU_pivotL.h +137 -0
  268. data/ext/eigen/eigen3/Eigen/src/SparseLU/SparseLU_pruneL.h +135 -0
  269. data/ext/eigen/eigen3/Eigen/src/SparseLU/SparseLU_relax_snode.h +83 -0
  270. data/ext/eigen/eigen3/Eigen/src/SparseQR/SparseQR.h +714 -0
  271. data/ext/eigen/eigen3/Eigen/src/StlSupport/StdDeque.h +134 -0
  272. data/ext/eigen/eigen3/Eigen/src/StlSupport/StdList.h +114 -0
  273. data/ext/eigen/eigen3/Eigen/src/StlSupport/StdVector.h +126 -0
  274. data/ext/eigen/eigen3/Eigen/src/StlSupport/details.h +84 -0
  275. data/ext/eigen/eigen3/Eigen/src/SuperLUSupport/SuperLUSupport.h +1026 -0
  276. data/ext/eigen/eigen3/Eigen/src/UmfPackSupport/UmfPackSupport.h +474 -0
  277. data/ext/eigen/eigen3/Eigen/src/misc/Image.h +84 -0
  278. data/ext/eigen/eigen3/Eigen/src/misc/Kernel.h +81 -0
  279. data/ext/eigen/eigen3/Eigen/src/misc/Solve.h +76 -0
  280. data/ext/eigen/eigen3/Eigen/src/misc/SparseSolve.h +128 -0
  281. data/ext/eigen/eigen3/Eigen/src/misc/blas.h +658 -0
  282. data/ext/eigen/eigen3/Eigen/src/plugins/ArrayCwiseBinaryOps.h +253 -0
  283. data/ext/eigen/eigen3/Eigen/src/plugins/ArrayCwiseUnaryOps.h +187 -0
  284. data/ext/eigen/eigen3/Eigen/src/plugins/BlockMethods.h +935 -0
  285. data/ext/eigen/eigen3/Eigen/src/plugins/CommonCwiseBinaryOps.h +46 -0
  286. data/ext/eigen/eigen3/Eigen/src/plugins/CommonCwiseUnaryOps.h +172 -0
  287. data/ext/eigen/eigen3/Eigen/src/plugins/MatrixCwiseBinaryOps.h +143 -0
  288. data/ext/eigen/eigen3/Eigen/src/plugins/MatrixCwiseUnaryOps.h +52 -0
  289. data/ext/eigen/eigen3/signature_of_eigen3_matrix_library +1 -0
  290. data/ext/eigen/eigen_wrap.cxx +19420 -10396
  291. data/ext/eigen/extconf.rb +37 -2
  292. data/lib/eigen.rb +146 -3
  293. metadata +294 -7
@@ -0,0 +1,295 @@
1
+ /*
2
+ Copyright (c) 2011, Intel Corporation. All rights reserved.
3
+
4
+ Redistribution and use in source and binary forms, with or without modification,
5
+ are permitted provided that the following conditions are met:
6
+
7
+ * Redistributions of source code must retain the above copyright notice, this
8
+ list of conditions and the following disclaimer.
9
+ * Redistributions in binary form must reproduce the above copyright notice,
10
+ this list of conditions and the following disclaimer in the documentation
11
+ and/or other materials provided with the distribution.
12
+ * Neither the name of Intel Corporation nor the names of its contributors may
13
+ be used to endorse or promote products derived from this software without
14
+ specific prior written permission.
15
+
16
+ THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
17
+ ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
18
+ WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
19
+ DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR
20
+ ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
21
+ (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
22
+ LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON
23
+ ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
24
+ (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
25
+ SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
26
+ //
27
+ ********************************************************************************
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+ * Content : Eigen bindings to Intel(R) MKL
29
+ * Self adjoint matrix * matrix product functionality based on ?SYMM/?HEMM.
30
+ ********************************************************************************
31
+ */
32
+
33
+ #ifndef EIGEN_SELFADJOINT_MATRIX_MATRIX_MKL_H
34
+ #define EIGEN_SELFADJOINT_MATRIX_MATRIX_MKL_H
35
+
36
+ namespace Eigen {
37
+
38
+ namespace internal {
39
+
40
+
41
+ /* Optimized selfadjoint matrix * matrix (?SYMM/?HEMM) product */
42
+
43
+ #define EIGEN_MKL_SYMM_L(EIGTYPE, MKLTYPE, EIGPREFIX, MKLPREFIX) \
44
+ template <typename Index, \
45
+ int LhsStorageOrder, bool ConjugateLhs, \
46
+ int RhsStorageOrder, bool ConjugateRhs> \
47
+ struct product_selfadjoint_matrix<EIGTYPE,Index,LhsStorageOrder,true,ConjugateLhs,RhsStorageOrder,false,ConjugateRhs,ColMajor> \
48
+ {\
49
+ \
50
+ static void run( \
51
+ Index rows, Index cols, \
52
+ const EIGTYPE* _lhs, Index lhsStride, \
53
+ const EIGTYPE* _rhs, Index rhsStride, \
54
+ EIGTYPE* res, Index resStride, \
55
+ EIGTYPE alpha) \
56
+ { \
57
+ char side='L', uplo='L'; \
58
+ MKL_INT m, n, lda, ldb, ldc; \
59
+ const EIGTYPE *a, *b; \
60
+ MKLTYPE alpha_, beta_; \
61
+ MatrixX##EIGPREFIX b_tmp; \
62
+ EIGTYPE myone(1);\
63
+ \
64
+ /* Set transpose options */ \
65
+ /* Set m, n, k */ \
66
+ m = (MKL_INT)rows; \
67
+ n = (MKL_INT)cols; \
68
+ \
69
+ /* Set alpha_ & beta_ */ \
70
+ assign_scalar_eig2mkl(alpha_, alpha); \
71
+ assign_scalar_eig2mkl(beta_, myone); \
72
+ \
73
+ /* Set lda, ldb, ldc */ \
74
+ lda = (MKL_INT)lhsStride; \
75
+ ldb = (MKL_INT)rhsStride; \
76
+ ldc = (MKL_INT)resStride; \
77
+ \
78
+ /* Set a, b, c */ \
79
+ if (LhsStorageOrder==RowMajor) uplo='U'; \
80
+ a = _lhs; \
81
+ \
82
+ if (RhsStorageOrder==RowMajor) { \
83
+ Map<const MatrixX##EIGPREFIX, 0, OuterStride<> > rhs(_rhs,n,m,OuterStride<>(rhsStride)); \
84
+ b_tmp = rhs.adjoint(); \
85
+ b = b_tmp.data(); \
86
+ ldb = b_tmp.outerStride(); \
87
+ } else b = _rhs; \
88
+ \
89
+ MKLPREFIX##symm(&side, &uplo, &m, &n, &alpha_, (const MKLTYPE*)a, &lda, (const MKLTYPE*)b, &ldb, &beta_, (MKLTYPE*)res, &ldc); \
90
+ \
91
+ } \
92
+ };
93
+
94
+
95
+ #define EIGEN_MKL_HEMM_L(EIGTYPE, MKLTYPE, EIGPREFIX, MKLPREFIX) \
96
+ template <typename Index, \
97
+ int LhsStorageOrder, bool ConjugateLhs, \
98
+ int RhsStorageOrder, bool ConjugateRhs> \
99
+ struct product_selfadjoint_matrix<EIGTYPE,Index,LhsStorageOrder,true,ConjugateLhs,RhsStorageOrder,false,ConjugateRhs,ColMajor> \
100
+ {\
101
+ static void run( \
102
+ Index rows, Index cols, \
103
+ const EIGTYPE* _lhs, Index lhsStride, \
104
+ const EIGTYPE* _rhs, Index rhsStride, \
105
+ EIGTYPE* res, Index resStride, \
106
+ EIGTYPE alpha) \
107
+ { \
108
+ char side='L', uplo='L'; \
109
+ MKL_INT m, n, lda, ldb, ldc; \
110
+ const EIGTYPE *a, *b; \
111
+ MKLTYPE alpha_, beta_; \
112
+ MatrixX##EIGPREFIX b_tmp; \
113
+ Matrix<EIGTYPE, Dynamic, Dynamic, LhsStorageOrder> a_tmp; \
114
+ EIGTYPE myone(1); \
115
+ \
116
+ /* Set transpose options */ \
117
+ /* Set m, n, k */ \
118
+ m = (MKL_INT)rows; \
119
+ n = (MKL_INT)cols; \
120
+ \
121
+ /* Set alpha_ & beta_ */ \
122
+ assign_scalar_eig2mkl(alpha_, alpha); \
123
+ assign_scalar_eig2mkl(beta_, myone); \
124
+ \
125
+ /* Set lda, ldb, ldc */ \
126
+ lda = (MKL_INT)lhsStride; \
127
+ ldb = (MKL_INT)rhsStride; \
128
+ ldc = (MKL_INT)resStride; \
129
+ \
130
+ /* Set a, b, c */ \
131
+ if (((LhsStorageOrder==ColMajor) && ConjugateLhs) || ((LhsStorageOrder==RowMajor) && (!ConjugateLhs))) { \
132
+ Map<const Matrix<EIGTYPE, Dynamic, Dynamic, LhsStorageOrder>, 0, OuterStride<> > lhs(_lhs,m,m,OuterStride<>(lhsStride)); \
133
+ a_tmp = lhs.conjugate(); \
134
+ a = a_tmp.data(); \
135
+ lda = a_tmp.outerStride(); \
136
+ } else a = _lhs; \
137
+ if (LhsStorageOrder==RowMajor) uplo='U'; \
138
+ \
139
+ if (RhsStorageOrder==ColMajor && (!ConjugateRhs)) { \
140
+ b = _rhs; } \
141
+ else { \
142
+ if (RhsStorageOrder==ColMajor && ConjugateRhs) { \
143
+ Map<const MatrixX##EIGPREFIX, 0, OuterStride<> > rhs(_rhs,m,n,OuterStride<>(rhsStride)); \
144
+ b_tmp = rhs.conjugate(); \
145
+ } else \
146
+ if (ConjugateRhs) { \
147
+ Map<const MatrixX##EIGPREFIX, 0, OuterStride<> > rhs(_rhs,n,m,OuterStride<>(rhsStride)); \
148
+ b_tmp = rhs.adjoint(); \
149
+ } else { \
150
+ Map<const MatrixX##EIGPREFIX, 0, OuterStride<> > rhs(_rhs,n,m,OuterStride<>(rhsStride)); \
151
+ b_tmp = rhs.transpose(); \
152
+ } \
153
+ b = b_tmp.data(); \
154
+ ldb = b_tmp.outerStride(); \
155
+ } \
156
+ \
157
+ MKLPREFIX##hemm(&side, &uplo, &m, &n, &alpha_, (const MKLTYPE*)a, &lda, (const MKLTYPE*)b, &ldb, &beta_, (MKLTYPE*)res, &ldc); \
158
+ \
159
+ } \
160
+ };
161
+
162
+ EIGEN_MKL_SYMM_L(double, double, d, d)
163
+ EIGEN_MKL_SYMM_L(float, float, f, s)
164
+ EIGEN_MKL_HEMM_L(dcomplex, MKL_Complex16, cd, z)
165
+ EIGEN_MKL_HEMM_L(scomplex, MKL_Complex8, cf, c)
166
+
167
+
168
+ /* Optimized matrix * selfadjoint matrix (?SYMM/?HEMM) product */
169
+
170
+ #define EIGEN_MKL_SYMM_R(EIGTYPE, MKLTYPE, EIGPREFIX, MKLPREFIX) \
171
+ template <typename Index, \
172
+ int LhsStorageOrder, bool ConjugateLhs, \
173
+ int RhsStorageOrder, bool ConjugateRhs> \
174
+ struct product_selfadjoint_matrix<EIGTYPE,Index,LhsStorageOrder,false,ConjugateLhs,RhsStorageOrder,true,ConjugateRhs,ColMajor> \
175
+ {\
176
+ \
177
+ static void run( \
178
+ Index rows, Index cols, \
179
+ const EIGTYPE* _lhs, Index lhsStride, \
180
+ const EIGTYPE* _rhs, Index rhsStride, \
181
+ EIGTYPE* res, Index resStride, \
182
+ EIGTYPE alpha) \
183
+ { \
184
+ char side='R', uplo='L'; \
185
+ MKL_INT m, n, lda, ldb, ldc; \
186
+ const EIGTYPE *a, *b; \
187
+ MKLTYPE alpha_, beta_; \
188
+ MatrixX##EIGPREFIX b_tmp; \
189
+ EIGTYPE myone(1);\
190
+ \
191
+ /* Set m, n, k */ \
192
+ m = (MKL_INT)rows; \
193
+ n = (MKL_INT)cols; \
194
+ \
195
+ /* Set alpha_ & beta_ */ \
196
+ assign_scalar_eig2mkl(alpha_, alpha); \
197
+ assign_scalar_eig2mkl(beta_, myone); \
198
+ \
199
+ /* Set lda, ldb, ldc */ \
200
+ lda = (MKL_INT)rhsStride; \
201
+ ldb = (MKL_INT)lhsStride; \
202
+ ldc = (MKL_INT)resStride; \
203
+ \
204
+ /* Set a, b, c */ \
205
+ if (RhsStorageOrder==RowMajor) uplo='U'; \
206
+ a = _rhs; \
207
+ \
208
+ if (LhsStorageOrder==RowMajor) { \
209
+ Map<const MatrixX##EIGPREFIX, 0, OuterStride<> > lhs(_lhs,n,m,OuterStride<>(rhsStride)); \
210
+ b_tmp = lhs.adjoint(); \
211
+ b = b_tmp.data(); \
212
+ ldb = b_tmp.outerStride(); \
213
+ } else b = _lhs; \
214
+ \
215
+ MKLPREFIX##symm(&side, &uplo, &m, &n, &alpha_, (const MKLTYPE*)a, &lda, (const MKLTYPE*)b, &ldb, &beta_, (MKLTYPE*)res, &ldc); \
216
+ \
217
+ } \
218
+ };
219
+
220
+
221
+ #define EIGEN_MKL_HEMM_R(EIGTYPE, MKLTYPE, EIGPREFIX, MKLPREFIX) \
222
+ template <typename Index, \
223
+ int LhsStorageOrder, bool ConjugateLhs, \
224
+ int RhsStorageOrder, bool ConjugateRhs> \
225
+ struct product_selfadjoint_matrix<EIGTYPE,Index,LhsStorageOrder,false,ConjugateLhs,RhsStorageOrder,true,ConjugateRhs,ColMajor> \
226
+ {\
227
+ static void run( \
228
+ Index rows, Index cols, \
229
+ const EIGTYPE* _lhs, Index lhsStride, \
230
+ const EIGTYPE* _rhs, Index rhsStride, \
231
+ EIGTYPE* res, Index resStride, \
232
+ EIGTYPE alpha) \
233
+ { \
234
+ char side='R', uplo='L'; \
235
+ MKL_INT m, n, lda, ldb, ldc; \
236
+ const EIGTYPE *a, *b; \
237
+ MKLTYPE alpha_, beta_; \
238
+ MatrixX##EIGPREFIX b_tmp; \
239
+ Matrix<EIGTYPE, Dynamic, Dynamic, RhsStorageOrder> a_tmp; \
240
+ EIGTYPE myone(1); \
241
+ \
242
+ /* Set m, n, k */ \
243
+ m = (MKL_INT)rows; \
244
+ n = (MKL_INT)cols; \
245
+ \
246
+ /* Set alpha_ & beta_ */ \
247
+ assign_scalar_eig2mkl(alpha_, alpha); \
248
+ assign_scalar_eig2mkl(beta_, myone); \
249
+ \
250
+ /* Set lda, ldb, ldc */ \
251
+ lda = (MKL_INT)rhsStride; \
252
+ ldb = (MKL_INT)lhsStride; \
253
+ ldc = (MKL_INT)resStride; \
254
+ \
255
+ /* Set a, b, c */ \
256
+ if (((RhsStorageOrder==ColMajor) && ConjugateRhs) || ((RhsStorageOrder==RowMajor) && (!ConjugateRhs))) { \
257
+ Map<const Matrix<EIGTYPE, Dynamic, Dynamic, RhsStorageOrder>, 0, OuterStride<> > rhs(_rhs,n,n,OuterStride<>(rhsStride)); \
258
+ a_tmp = rhs.conjugate(); \
259
+ a = a_tmp.data(); \
260
+ lda = a_tmp.outerStride(); \
261
+ } else a = _rhs; \
262
+ if (RhsStorageOrder==RowMajor) uplo='U'; \
263
+ \
264
+ if (LhsStorageOrder==ColMajor && (!ConjugateLhs)) { \
265
+ b = _lhs; } \
266
+ else { \
267
+ if (LhsStorageOrder==ColMajor && ConjugateLhs) { \
268
+ Map<const MatrixX##EIGPREFIX, 0, OuterStride<> > lhs(_lhs,m,n,OuterStride<>(lhsStride)); \
269
+ b_tmp = lhs.conjugate(); \
270
+ } else \
271
+ if (ConjugateLhs) { \
272
+ Map<const MatrixX##EIGPREFIX, 0, OuterStride<> > lhs(_lhs,n,m,OuterStride<>(lhsStride)); \
273
+ b_tmp = lhs.adjoint(); \
274
+ } else { \
275
+ Map<const MatrixX##EIGPREFIX, 0, OuterStride<> > lhs(_lhs,n,m,OuterStride<>(lhsStride)); \
276
+ b_tmp = lhs.transpose(); \
277
+ } \
278
+ b = b_tmp.data(); \
279
+ ldb = b_tmp.outerStride(); \
280
+ } \
281
+ \
282
+ MKLPREFIX##hemm(&side, &uplo, &m, &n, &alpha_, (const MKLTYPE*)a, &lda, (const MKLTYPE*)b, &ldb, &beta_, (MKLTYPE*)res, &ldc); \
283
+ } \
284
+ };
285
+
286
+ EIGEN_MKL_SYMM_R(double, double, d, d)
287
+ EIGEN_MKL_SYMM_R(float, float, f, s)
288
+ EIGEN_MKL_HEMM_R(dcomplex, MKL_Complex16, cd, z)
289
+ EIGEN_MKL_HEMM_R(scomplex, MKL_Complex8, cf, c)
290
+
291
+ } // end namespace internal
292
+
293
+ } // end namespace Eigen
294
+
295
+ #endif // EIGEN_SELFADJOINT_MATRIX_MATRIX_MKL_H
@@ -0,0 +1,281 @@
1
+ // This file is part of Eigen, a lightweight C++ template library
2
+ // for linear algebra.
3
+ //
4
+ // Copyright (C) 2008-2009 Gael Guennebaud <gael.guennebaud@inria.fr>
5
+ //
6
+ // This Source Code Form is subject to the terms of the Mozilla
7
+ // Public License v. 2.0. If a copy of the MPL was not distributed
8
+ // with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
9
+
10
+ #ifndef EIGEN_SELFADJOINT_MATRIX_VECTOR_H
11
+ #define EIGEN_SELFADJOINT_MATRIX_VECTOR_H
12
+
13
+ namespace Eigen {
14
+
15
+ namespace internal {
16
+
17
+ /* Optimized selfadjoint matrix * vector product:
18
+ * This algorithm processes 2 columns at onces that allows to both reduce
19
+ * the number of load/stores of the result by a factor 2 and to reduce
20
+ * the instruction dependency.
21
+ */
22
+
23
+ template<typename Scalar, typename Index, int StorageOrder, int UpLo, bool ConjugateLhs, bool ConjugateRhs, int Version=Specialized>
24
+ struct selfadjoint_matrix_vector_product;
25
+
26
+ template<typename Scalar, typename Index, int StorageOrder, int UpLo, bool ConjugateLhs, bool ConjugateRhs, int Version>
27
+ struct selfadjoint_matrix_vector_product
28
+
29
+ {
30
+ static EIGEN_DONT_INLINE void run(
31
+ Index size,
32
+ const Scalar* lhs, Index lhsStride,
33
+ const Scalar* _rhs, Index rhsIncr,
34
+ Scalar* res,
35
+ Scalar alpha);
36
+ };
37
+
38
+ template<typename Scalar, typename Index, int StorageOrder, int UpLo, bool ConjugateLhs, bool ConjugateRhs, int Version>
39
+ EIGEN_DONT_INLINE void selfadjoint_matrix_vector_product<Scalar,Index,StorageOrder,UpLo,ConjugateLhs,ConjugateRhs,Version>::run(
40
+ Index size,
41
+ const Scalar* lhs, Index lhsStride,
42
+ const Scalar* _rhs, Index rhsIncr,
43
+ Scalar* res,
44
+ Scalar alpha)
45
+ {
46
+ typedef typename packet_traits<Scalar>::type Packet;
47
+ const Index PacketSize = sizeof(Packet)/sizeof(Scalar);
48
+
49
+ enum {
50
+ IsRowMajor = StorageOrder==RowMajor ? 1 : 0,
51
+ IsLower = UpLo == Lower ? 1 : 0,
52
+ FirstTriangular = IsRowMajor == IsLower
53
+ };
54
+
55
+ conj_helper<Scalar,Scalar,NumTraits<Scalar>::IsComplex && EIGEN_LOGICAL_XOR(ConjugateLhs, IsRowMajor), ConjugateRhs> cj0;
56
+ conj_helper<Scalar,Scalar,NumTraits<Scalar>::IsComplex && EIGEN_LOGICAL_XOR(ConjugateLhs, !IsRowMajor), ConjugateRhs> cj1;
57
+ conj_helper<Scalar,Scalar,NumTraits<Scalar>::IsComplex, ConjugateRhs> cjd;
58
+
59
+ conj_helper<Packet,Packet,NumTraits<Scalar>::IsComplex && EIGEN_LOGICAL_XOR(ConjugateLhs, IsRowMajor), ConjugateRhs> pcj0;
60
+ conj_helper<Packet,Packet,NumTraits<Scalar>::IsComplex && EIGEN_LOGICAL_XOR(ConjugateLhs, !IsRowMajor), ConjugateRhs> pcj1;
61
+
62
+ Scalar cjAlpha = ConjugateRhs ? numext::conj(alpha) : alpha;
63
+
64
+ // FIXME this copy is now handled outside product_selfadjoint_vector, so it could probably be removed.
65
+ // if the rhs is not sequentially stored in memory we copy it to a temporary buffer,
66
+ // this is because we need to extract packets
67
+ ei_declare_aligned_stack_constructed_variable(Scalar,rhs,size,rhsIncr==1 ? const_cast<Scalar*>(_rhs) : 0);
68
+ if (rhsIncr!=1)
69
+ {
70
+ const Scalar* it = _rhs;
71
+ for (Index i=0; i<size; ++i, it+=rhsIncr)
72
+ rhs[i] = *it;
73
+ }
74
+
75
+ Index bound = (std::max)(Index(0),size-8) & 0xfffffffe;
76
+ if (FirstTriangular)
77
+ bound = size - bound;
78
+
79
+ for (Index j=FirstTriangular ? bound : 0;
80
+ j<(FirstTriangular ? size : bound);j+=2)
81
+ {
82
+ const Scalar* EIGEN_RESTRICT A0 = lhs + j*lhsStride;
83
+ const Scalar* EIGEN_RESTRICT A1 = lhs + (j+1)*lhsStride;
84
+
85
+ Scalar t0 = cjAlpha * rhs[j];
86
+ Packet ptmp0 = pset1<Packet>(t0);
87
+ Scalar t1 = cjAlpha * rhs[j+1];
88
+ Packet ptmp1 = pset1<Packet>(t1);
89
+
90
+ Scalar t2(0);
91
+ Packet ptmp2 = pset1<Packet>(t2);
92
+ Scalar t3(0);
93
+ Packet ptmp3 = pset1<Packet>(t3);
94
+
95
+ size_t starti = FirstTriangular ? 0 : j+2;
96
+ size_t endi = FirstTriangular ? j : size;
97
+ size_t alignedStart = (starti) + internal::first_aligned(&res[starti], endi-starti);
98
+ size_t alignedEnd = alignedStart + ((endi-alignedStart)/(PacketSize))*(PacketSize);
99
+
100
+ // TODO make sure this product is a real * complex and that the rhs is properly conjugated if needed
101
+ res[j] += cjd.pmul(numext::real(A0[j]), t0);
102
+ res[j+1] += cjd.pmul(numext::real(A1[j+1]), t1);
103
+ if(FirstTriangular)
104
+ {
105
+ res[j] += cj0.pmul(A1[j], t1);
106
+ t3 += cj1.pmul(A1[j], rhs[j]);
107
+ }
108
+ else
109
+ {
110
+ res[j+1] += cj0.pmul(A0[j+1],t0);
111
+ t2 += cj1.pmul(A0[j+1], rhs[j+1]);
112
+ }
113
+
114
+ for (size_t i=starti; i<alignedStart; ++i)
115
+ {
116
+ res[i] += t0 * A0[i] + t1 * A1[i];
117
+ t2 += numext::conj(A0[i]) * rhs[i];
118
+ t3 += numext::conj(A1[i]) * rhs[i];
119
+ }
120
+ // Yes this an optimization for gcc 4.3 and 4.4 (=> huge speed up)
121
+ // gcc 4.2 does this optimization automatically.
122
+ const Scalar* EIGEN_RESTRICT a0It = A0 + alignedStart;
123
+ const Scalar* EIGEN_RESTRICT a1It = A1 + alignedStart;
124
+ const Scalar* EIGEN_RESTRICT rhsIt = rhs + alignedStart;
125
+ Scalar* EIGEN_RESTRICT resIt = res + alignedStart;
126
+ for (size_t i=alignedStart; i<alignedEnd; i+=PacketSize)
127
+ {
128
+ Packet A0i = ploadu<Packet>(a0It); a0It += PacketSize;
129
+ Packet A1i = ploadu<Packet>(a1It); a1It += PacketSize;
130
+ Packet Bi = ploadu<Packet>(rhsIt); rhsIt += PacketSize; // FIXME should be aligned in most cases
131
+ Packet Xi = pload <Packet>(resIt);
132
+
133
+ Xi = pcj0.pmadd(A0i,ptmp0, pcj0.pmadd(A1i,ptmp1,Xi));
134
+ ptmp2 = pcj1.pmadd(A0i, Bi, ptmp2);
135
+ ptmp3 = pcj1.pmadd(A1i, Bi, ptmp3);
136
+ pstore(resIt,Xi); resIt += PacketSize;
137
+ }
138
+ for (size_t i=alignedEnd; i<endi; i++)
139
+ {
140
+ res[i] += cj0.pmul(A0[i], t0) + cj0.pmul(A1[i],t1);
141
+ t2 += cj1.pmul(A0[i], rhs[i]);
142
+ t3 += cj1.pmul(A1[i], rhs[i]);
143
+ }
144
+
145
+ res[j] += alpha * (t2 + predux(ptmp2));
146
+ res[j+1] += alpha * (t3 + predux(ptmp3));
147
+ }
148
+ for (Index j=FirstTriangular ? 0 : bound;j<(FirstTriangular ? bound : size);j++)
149
+ {
150
+ const Scalar* EIGEN_RESTRICT A0 = lhs + j*lhsStride;
151
+
152
+ Scalar t1 = cjAlpha * rhs[j];
153
+ Scalar t2(0);
154
+ // TODO make sure this product is a real * complex and that the rhs is properly conjugated if needed
155
+ res[j] += cjd.pmul(numext::real(A0[j]), t1);
156
+ for (Index i=FirstTriangular ? 0 : j+1; i<(FirstTriangular ? j : size); i++)
157
+ {
158
+ res[i] += cj0.pmul(A0[i], t1);
159
+ t2 += cj1.pmul(A0[i], rhs[i]);
160
+ }
161
+ res[j] += alpha * t2;
162
+ }
163
+ }
164
+
165
+ } // end namespace internal
166
+
167
+ /***************************************************************************
168
+ * Wrapper to product_selfadjoint_vector
169
+ ***************************************************************************/
170
+
171
+ namespace internal {
172
+ template<typename Lhs, int LhsMode, typename Rhs>
173
+ struct traits<SelfadjointProductMatrix<Lhs,LhsMode,false,Rhs,0,true> >
174
+ : traits<ProductBase<SelfadjointProductMatrix<Lhs,LhsMode,false,Rhs,0,true>, Lhs, Rhs> >
175
+ {};
176
+ }
177
+
178
+ template<typename Lhs, int LhsMode, typename Rhs>
179
+ struct SelfadjointProductMatrix<Lhs,LhsMode,false,Rhs,0,true>
180
+ : public ProductBase<SelfadjointProductMatrix<Lhs,LhsMode,false,Rhs,0,true>, Lhs, Rhs >
181
+ {
182
+ EIGEN_PRODUCT_PUBLIC_INTERFACE(SelfadjointProductMatrix)
183
+
184
+ enum {
185
+ LhsUpLo = LhsMode&(Upper|Lower)
186
+ };
187
+
188
+ SelfadjointProductMatrix(const Lhs& lhs, const Rhs& rhs) : Base(lhs,rhs) {}
189
+
190
+ template<typename Dest> void scaleAndAddTo(Dest& dest, const Scalar& alpha) const
191
+ {
192
+ typedef typename Dest::Scalar ResScalar;
193
+ typedef typename Base::RhsScalar RhsScalar;
194
+ typedef Map<Matrix<ResScalar,Dynamic,1>, Aligned> MappedDest;
195
+
196
+ eigen_assert(dest.rows()==m_lhs.rows() && dest.cols()==m_rhs.cols());
197
+
198
+ typename internal::add_const_on_value_type<ActualLhsType>::type lhs = LhsBlasTraits::extract(m_lhs);
199
+ typename internal::add_const_on_value_type<ActualRhsType>::type rhs = RhsBlasTraits::extract(m_rhs);
200
+
201
+ Scalar actualAlpha = alpha * LhsBlasTraits::extractScalarFactor(m_lhs)
202
+ * RhsBlasTraits::extractScalarFactor(m_rhs);
203
+
204
+ enum {
205
+ EvalToDest = (Dest::InnerStrideAtCompileTime==1),
206
+ UseRhs = (_ActualRhsType::InnerStrideAtCompileTime==1)
207
+ };
208
+
209
+ internal::gemv_static_vector_if<ResScalar,Dest::SizeAtCompileTime,Dest::MaxSizeAtCompileTime,!EvalToDest> static_dest;
210
+ internal::gemv_static_vector_if<RhsScalar,_ActualRhsType::SizeAtCompileTime,_ActualRhsType::MaxSizeAtCompileTime,!UseRhs> static_rhs;
211
+
212
+ ei_declare_aligned_stack_constructed_variable(ResScalar,actualDestPtr,dest.size(),
213
+ EvalToDest ? dest.data() : static_dest.data());
214
+
215
+ ei_declare_aligned_stack_constructed_variable(RhsScalar,actualRhsPtr,rhs.size(),
216
+ UseRhs ? const_cast<RhsScalar*>(rhs.data()) : static_rhs.data());
217
+
218
+ if(!EvalToDest)
219
+ {
220
+ #ifdef EIGEN_DENSE_STORAGE_CTOR_PLUGIN
221
+ int size = dest.size();
222
+ EIGEN_DENSE_STORAGE_CTOR_PLUGIN
223
+ #endif
224
+ MappedDest(actualDestPtr, dest.size()) = dest;
225
+ }
226
+
227
+ if(!UseRhs)
228
+ {
229
+ #ifdef EIGEN_DENSE_STORAGE_CTOR_PLUGIN
230
+ int size = rhs.size();
231
+ EIGEN_DENSE_STORAGE_CTOR_PLUGIN
232
+ #endif
233
+ Map<typename _ActualRhsType::PlainObject>(actualRhsPtr, rhs.size()) = rhs;
234
+ }
235
+
236
+
237
+ internal::selfadjoint_matrix_vector_product<Scalar, Index, (internal::traits<_ActualLhsType>::Flags&RowMajorBit) ? RowMajor : ColMajor, int(LhsUpLo), bool(LhsBlasTraits::NeedToConjugate), bool(RhsBlasTraits::NeedToConjugate)>::run
238
+ (
239
+ lhs.rows(), // size
240
+ &lhs.coeffRef(0,0), lhs.outerStride(), // lhs info
241
+ actualRhsPtr, 1, // rhs info
242
+ actualDestPtr, // result info
243
+ actualAlpha // scale factor
244
+ );
245
+
246
+ if(!EvalToDest)
247
+ dest = MappedDest(actualDestPtr, dest.size());
248
+ }
249
+ };
250
+
251
+ namespace internal {
252
+ template<typename Lhs, typename Rhs, int RhsMode>
253
+ struct traits<SelfadjointProductMatrix<Lhs,0,true,Rhs,RhsMode,false> >
254
+ : traits<ProductBase<SelfadjointProductMatrix<Lhs,0,true,Rhs,RhsMode,false>, Lhs, Rhs> >
255
+ {};
256
+ }
257
+
258
+ template<typename Lhs, typename Rhs, int RhsMode>
259
+ struct SelfadjointProductMatrix<Lhs,0,true,Rhs,RhsMode,false>
260
+ : public ProductBase<SelfadjointProductMatrix<Lhs,0,true,Rhs,RhsMode,false>, Lhs, Rhs >
261
+ {
262
+ EIGEN_PRODUCT_PUBLIC_INTERFACE(SelfadjointProductMatrix)
263
+
264
+ enum {
265
+ RhsUpLo = RhsMode&(Upper|Lower)
266
+ };
267
+
268
+ SelfadjointProductMatrix(const Lhs& lhs, const Rhs& rhs) : Base(lhs,rhs) {}
269
+
270
+ template<typename Dest> void scaleAndAddTo(Dest& dest, const Scalar& alpha) const
271
+ {
272
+ // let's simply transpose the product
273
+ Transpose<Dest> destT(dest);
274
+ SelfadjointProductMatrix<Transpose<const Rhs>, int(RhsUpLo)==Upper ? Lower : Upper, false,
275
+ Transpose<const Lhs>, 0, true>(m_rhs.transpose(), m_lhs.transpose()).scaleAndAddTo(destT, alpha);
276
+ }
277
+ };
278
+
279
+ } // end namespace Eigen
280
+
281
+ #endif // EIGEN_SELFADJOINT_MATRIX_VECTOR_H