ruby-eigen 0.0.9 → 0.0.10.pre1

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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 +1,247 @@
1
+ /*
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+ Copyright (c) 2011, Intel Corporation. All rights reserved.
3
+
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+ Redistribution and use in source and binary forms, with or without modification,
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+ are permitted provided that the following conditions are met:
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+
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+ * Redistributions of source code must retain the above copyright notice, this
8
+ list of conditions and the following disclaimer.
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+ * Redistributions in binary form must reproduce the above copyright notice,
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+ this list of conditions and the following disclaimer in the documentation
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+ and/or other materials provided with the distribution.
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+ * Neither the name of Intel Corporation nor the names of its contributors may
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+ 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
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+ 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
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+ ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
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+ (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
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+ 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
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+ (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.
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+
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+ ********************************************************************************
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+ * Content : Eigen bindings to Intel(R) MKL
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+ * Triangular matrix-vector product functionality based on ?TRMV.
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+ ********************************************************************************
31
+ */
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+
33
+ #ifndef EIGEN_TRIANGULAR_MATRIX_VECTOR_MKL_H
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+ #define EIGEN_TRIANGULAR_MATRIX_VECTOR_MKL_H
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+
36
+ namespace Eigen {
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+
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+ namespace internal {
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+
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+ /**********************************************************************
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+ * This file implements triangular matrix-vector multiplication using BLAS
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+ **********************************************************************/
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+
44
+ // trmv/hemv specialization
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+
46
+ template<typename Index, int Mode, typename LhsScalar, bool ConjLhs, typename RhsScalar, bool ConjRhs, int StorageOrder>
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+ struct triangular_matrix_vector_product_trmv :
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+ triangular_matrix_vector_product<Index,Mode,LhsScalar,ConjLhs,RhsScalar,ConjRhs,StorageOrder,BuiltIn> {};
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+
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+ #define EIGEN_MKL_TRMV_SPECIALIZE(Scalar) \
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+ template<typename Index, int Mode, bool ConjLhs, bool ConjRhs> \
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+ struct triangular_matrix_vector_product<Index,Mode,Scalar,ConjLhs,Scalar,ConjRhs,ColMajor,Specialized> { \
53
+ static void run(Index _rows, Index _cols, const Scalar* _lhs, Index lhsStride, \
54
+ const Scalar* _rhs, Index rhsIncr, Scalar* _res, Index resIncr, Scalar alpha) { \
55
+ triangular_matrix_vector_product_trmv<Index,Mode,Scalar,ConjLhs,Scalar,ConjRhs,ColMajor>::run( \
56
+ _rows, _cols, _lhs, lhsStride, _rhs, rhsIncr, _res, resIncr, alpha); \
57
+ } \
58
+ }; \
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+ template<typename Index, int Mode, bool ConjLhs, bool ConjRhs> \
60
+ struct triangular_matrix_vector_product<Index,Mode,Scalar,ConjLhs,Scalar,ConjRhs,RowMajor,Specialized> { \
61
+ static void run(Index _rows, Index _cols, const Scalar* _lhs, Index lhsStride, \
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+ const Scalar* _rhs, Index rhsIncr, Scalar* _res, Index resIncr, Scalar alpha) { \
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+ triangular_matrix_vector_product_trmv<Index,Mode,Scalar,ConjLhs,Scalar,ConjRhs,RowMajor>::run( \
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+ _rows, _cols, _lhs, lhsStride, _rhs, rhsIncr, _res, resIncr, alpha); \
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+ } \
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+ };
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+
68
+ EIGEN_MKL_TRMV_SPECIALIZE(double)
69
+ EIGEN_MKL_TRMV_SPECIALIZE(float)
70
+ EIGEN_MKL_TRMV_SPECIALIZE(dcomplex)
71
+ EIGEN_MKL_TRMV_SPECIALIZE(scomplex)
72
+
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+ // implements col-major: res += alpha * op(triangular) * vector
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+ #define EIGEN_MKL_TRMV_CM(EIGTYPE, MKLTYPE, EIGPREFIX, MKLPREFIX) \
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+ template<typename Index, int Mode, bool ConjLhs, bool ConjRhs> \
76
+ struct triangular_matrix_vector_product_trmv<Index,Mode,EIGTYPE,ConjLhs,EIGTYPE,ConjRhs,ColMajor> { \
77
+ enum { \
78
+ IsLower = (Mode&Lower) == Lower, \
79
+ SetDiag = (Mode&(ZeroDiag|UnitDiag)) ? 0 : 1, \
80
+ IsUnitDiag = (Mode&UnitDiag) ? 1 : 0, \
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+ IsZeroDiag = (Mode&ZeroDiag) ? 1 : 0, \
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+ LowUp = IsLower ? Lower : Upper \
83
+ }; \
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+ static void run(Index _rows, Index _cols, const EIGTYPE* _lhs, Index lhsStride, \
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+ const EIGTYPE* _rhs, Index rhsIncr, EIGTYPE* _res, Index resIncr, EIGTYPE alpha) \
86
+ { \
87
+ if (ConjLhs || IsZeroDiag) { \
88
+ triangular_matrix_vector_product<Index,Mode,EIGTYPE,ConjLhs,EIGTYPE,ConjRhs,ColMajor,BuiltIn>::run( \
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+ _rows, _cols, _lhs, lhsStride, _rhs, rhsIncr, _res, resIncr, alpha); \
90
+ return; \
91
+ }\
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+ Index size = (std::min)(_rows,_cols); \
93
+ Index rows = IsLower ? _rows : size; \
94
+ Index cols = IsLower ? size : _cols; \
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+ \
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+ typedef VectorX##EIGPREFIX VectorRhs; \
97
+ EIGTYPE *x, *y;\
98
+ \
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+ /* Set x*/ \
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+ Map<const VectorRhs, 0, InnerStride<> > rhs(_rhs,cols,InnerStride<>(rhsIncr)); \
101
+ VectorRhs x_tmp; \
102
+ if (ConjRhs) x_tmp = rhs.conjugate(); else x_tmp = rhs; \
103
+ x = x_tmp.data(); \
104
+ \
105
+ /* Square part handling */\
106
+ \
107
+ char trans, uplo, diag; \
108
+ MKL_INT m, n, lda, incx, incy; \
109
+ EIGTYPE const *a; \
110
+ MKLTYPE alpha_, beta_; \
111
+ assign_scalar_eig2mkl<MKLTYPE, EIGTYPE>(alpha_, alpha); \
112
+ assign_scalar_eig2mkl<MKLTYPE, EIGTYPE>(beta_, EIGTYPE(1)); \
113
+ \
114
+ /* Set m, n */ \
115
+ n = (MKL_INT)size; \
116
+ lda = lhsStride; \
117
+ incx = 1; \
118
+ incy = resIncr; \
119
+ \
120
+ /* Set uplo, trans and diag*/ \
121
+ trans = 'N'; \
122
+ uplo = IsLower ? 'L' : 'U'; \
123
+ diag = IsUnitDiag ? 'U' : 'N'; \
124
+ \
125
+ /* call ?TRMV*/ \
126
+ MKLPREFIX##trmv(&uplo, &trans, &diag, &n, (const MKLTYPE*)_lhs, &lda, (MKLTYPE*)x, &incx); \
127
+ \
128
+ /* Add op(a_tr)rhs into res*/ \
129
+ MKLPREFIX##axpy(&n, &alpha_,(const MKLTYPE*)x, &incx, (MKLTYPE*)_res, &incy); \
130
+ /* Non-square case - doesn't fit to MKL ?TRMV. Fall to default triangular product*/ \
131
+ if (size<(std::max)(rows,cols)) { \
132
+ typedef Matrix<EIGTYPE, Dynamic, Dynamic> MatrixLhs; \
133
+ if (ConjRhs) x_tmp = rhs.conjugate(); else x_tmp = rhs; \
134
+ x = x_tmp.data(); \
135
+ if (size<rows) { \
136
+ y = _res + size*resIncr; \
137
+ a = _lhs + size; \
138
+ m = rows-size; \
139
+ n = size; \
140
+ } \
141
+ else { \
142
+ x += size; \
143
+ y = _res; \
144
+ a = _lhs + size*lda; \
145
+ m = size; \
146
+ n = cols-size; \
147
+ } \
148
+ MKLPREFIX##gemv(&trans, &m, &n, &alpha_, (const MKLTYPE*)a, &lda, (const MKLTYPE*)x, &incx, &beta_, (MKLTYPE*)y, &incy); \
149
+ } \
150
+ } \
151
+ };
152
+
153
+ EIGEN_MKL_TRMV_CM(double, double, d, d)
154
+ EIGEN_MKL_TRMV_CM(dcomplex, MKL_Complex16, cd, z)
155
+ EIGEN_MKL_TRMV_CM(float, float, f, s)
156
+ EIGEN_MKL_TRMV_CM(scomplex, MKL_Complex8, cf, c)
157
+
158
+ // implements row-major: res += alpha * op(triangular) * vector
159
+ #define EIGEN_MKL_TRMV_RM(EIGTYPE, MKLTYPE, EIGPREFIX, MKLPREFIX) \
160
+ template<typename Index, int Mode, bool ConjLhs, bool ConjRhs> \
161
+ struct triangular_matrix_vector_product_trmv<Index,Mode,EIGTYPE,ConjLhs,EIGTYPE,ConjRhs,RowMajor> { \
162
+ enum { \
163
+ IsLower = (Mode&Lower) == Lower, \
164
+ SetDiag = (Mode&(ZeroDiag|UnitDiag)) ? 0 : 1, \
165
+ IsUnitDiag = (Mode&UnitDiag) ? 1 : 0, \
166
+ IsZeroDiag = (Mode&ZeroDiag) ? 1 : 0, \
167
+ LowUp = IsLower ? Lower : Upper \
168
+ }; \
169
+ static void run(Index _rows, Index _cols, const EIGTYPE* _lhs, Index lhsStride, \
170
+ const EIGTYPE* _rhs, Index rhsIncr, EIGTYPE* _res, Index resIncr, EIGTYPE alpha) \
171
+ { \
172
+ if (IsZeroDiag) { \
173
+ triangular_matrix_vector_product<Index,Mode,EIGTYPE,ConjLhs,EIGTYPE,ConjRhs,RowMajor,BuiltIn>::run( \
174
+ _rows, _cols, _lhs, lhsStride, _rhs, rhsIncr, _res, resIncr, alpha); \
175
+ return; \
176
+ }\
177
+ Index size = (std::min)(_rows,_cols); \
178
+ Index rows = IsLower ? _rows : size; \
179
+ Index cols = IsLower ? size : _cols; \
180
+ \
181
+ typedef VectorX##EIGPREFIX VectorRhs; \
182
+ EIGTYPE *x, *y;\
183
+ \
184
+ /* Set x*/ \
185
+ Map<const VectorRhs, 0, InnerStride<> > rhs(_rhs,cols,InnerStride<>(rhsIncr)); \
186
+ VectorRhs x_tmp; \
187
+ if (ConjRhs) x_tmp = rhs.conjugate(); else x_tmp = rhs; \
188
+ x = x_tmp.data(); \
189
+ \
190
+ /* Square part handling */\
191
+ \
192
+ char trans, uplo, diag; \
193
+ MKL_INT m, n, lda, incx, incy; \
194
+ EIGTYPE const *a; \
195
+ MKLTYPE alpha_, beta_; \
196
+ assign_scalar_eig2mkl<MKLTYPE, EIGTYPE>(alpha_, alpha); \
197
+ assign_scalar_eig2mkl<MKLTYPE, EIGTYPE>(beta_, EIGTYPE(1)); \
198
+ \
199
+ /* Set m, n */ \
200
+ n = (MKL_INT)size; \
201
+ lda = lhsStride; \
202
+ incx = 1; \
203
+ incy = resIncr; \
204
+ \
205
+ /* Set uplo, trans and diag*/ \
206
+ trans = ConjLhs ? 'C' : 'T'; \
207
+ uplo = IsLower ? 'U' : 'L'; \
208
+ diag = IsUnitDiag ? 'U' : 'N'; \
209
+ \
210
+ /* call ?TRMV*/ \
211
+ MKLPREFIX##trmv(&uplo, &trans, &diag, &n, (const MKLTYPE*)_lhs, &lda, (MKLTYPE*)x, &incx); \
212
+ \
213
+ /* Add op(a_tr)rhs into res*/ \
214
+ MKLPREFIX##axpy(&n, &alpha_,(const MKLTYPE*)x, &incx, (MKLTYPE*)_res, &incy); \
215
+ /* Non-square case - doesn't fit to MKL ?TRMV. Fall to default triangular product*/ \
216
+ if (size<(std::max)(rows,cols)) { \
217
+ typedef Matrix<EIGTYPE, Dynamic, Dynamic> MatrixLhs; \
218
+ if (ConjRhs) x_tmp = rhs.conjugate(); else x_tmp = rhs; \
219
+ x = x_tmp.data(); \
220
+ if (size<rows) { \
221
+ y = _res + size*resIncr; \
222
+ a = _lhs + size*lda; \
223
+ m = rows-size; \
224
+ n = size; \
225
+ } \
226
+ else { \
227
+ x += size; \
228
+ y = _res; \
229
+ a = _lhs + size; \
230
+ m = size; \
231
+ n = cols-size; \
232
+ } \
233
+ MKLPREFIX##gemv(&trans, &n, &m, &alpha_, (const MKLTYPE*)a, &lda, (const MKLTYPE*)x, &incx, &beta_, (MKLTYPE*)y, &incy); \
234
+ } \
235
+ } \
236
+ };
237
+
238
+ EIGEN_MKL_TRMV_RM(double, double, d, d)
239
+ EIGEN_MKL_TRMV_RM(dcomplex, MKL_Complex16, cd, z)
240
+ EIGEN_MKL_TRMV_RM(float, float, f, s)
241
+ EIGEN_MKL_TRMV_RM(scomplex, MKL_Complex8, cf, c)
242
+
243
+ } // end namespase internal
244
+
245
+ } // end namespace Eigen
246
+
247
+ #endif // EIGEN_TRIANGULAR_MATRIX_VECTOR_MKL_H
@@ -0,0 +1,332 @@
1
+ // This file is part of Eigen, a lightweight C++ template library
2
+ // for linear algebra.
3
+ //
4
+ // Copyright (C) 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_TRIANGULAR_SOLVER_MATRIX_H
11
+ #define EIGEN_TRIANGULAR_SOLVER_MATRIX_H
12
+
13
+ namespace Eigen {
14
+
15
+ namespace internal {
16
+
17
+ // if the rhs is row major, let's transpose the product
18
+ template <typename Scalar, typename Index, int Side, int Mode, bool Conjugate, int TriStorageOrder>
19
+ struct triangular_solve_matrix<Scalar,Index,Side,Mode,Conjugate,TriStorageOrder,RowMajor>
20
+ {
21
+ static void run(
22
+ Index size, Index cols,
23
+ const Scalar* tri, Index triStride,
24
+ Scalar* _other, Index otherStride,
25
+ level3_blocking<Scalar,Scalar>& blocking)
26
+ {
27
+ triangular_solve_matrix<
28
+ Scalar, Index, Side==OnTheLeft?OnTheRight:OnTheLeft,
29
+ (Mode&UnitDiag) | ((Mode&Upper) ? Lower : Upper),
30
+ NumTraits<Scalar>::IsComplex && Conjugate,
31
+ TriStorageOrder==RowMajor ? ColMajor : RowMajor, ColMajor>
32
+ ::run(size, cols, tri, triStride, _other, otherStride, blocking);
33
+ }
34
+ };
35
+
36
+ /* Optimized triangular solver with multiple right hand side and the triangular matrix on the left
37
+ */
38
+ template <typename Scalar, typename Index, int Mode, bool Conjugate, int TriStorageOrder>
39
+ struct triangular_solve_matrix<Scalar,Index,OnTheLeft,Mode,Conjugate,TriStorageOrder,ColMajor>
40
+ {
41
+ static EIGEN_DONT_INLINE void run(
42
+ Index size, Index otherSize,
43
+ const Scalar* _tri, Index triStride,
44
+ Scalar* _other, Index otherStride,
45
+ level3_blocking<Scalar,Scalar>& blocking);
46
+ };
47
+ template <typename Scalar, typename Index, int Mode, bool Conjugate, int TriStorageOrder>
48
+ EIGEN_DONT_INLINE void triangular_solve_matrix<Scalar,Index,OnTheLeft,Mode,Conjugate,TriStorageOrder,ColMajor>::run(
49
+ Index size, Index otherSize,
50
+ const Scalar* _tri, Index triStride,
51
+ Scalar* _other, Index otherStride,
52
+ level3_blocking<Scalar,Scalar>& blocking)
53
+ {
54
+ Index cols = otherSize;
55
+ const_blas_data_mapper<Scalar, Index, TriStorageOrder> tri(_tri,triStride);
56
+ blas_data_mapper<Scalar, Index, ColMajor> other(_other,otherStride);
57
+
58
+ typedef gebp_traits<Scalar,Scalar> Traits;
59
+ enum {
60
+ SmallPanelWidth = EIGEN_PLAIN_ENUM_MAX(Traits::mr,Traits::nr),
61
+ IsLower = (Mode&Lower) == Lower
62
+ };
63
+
64
+ Index kc = blocking.kc(); // cache block size along the K direction
65
+ Index mc = (std::min)(size,blocking.mc()); // cache block size along the M direction
66
+
67
+ std::size_t sizeA = kc*mc;
68
+ std::size_t sizeB = kc*cols;
69
+ std::size_t sizeW = kc*Traits::WorkSpaceFactor;
70
+
71
+ ei_declare_aligned_stack_constructed_variable(Scalar, blockA, sizeA, blocking.blockA());
72
+ ei_declare_aligned_stack_constructed_variable(Scalar, blockB, sizeB, blocking.blockB());
73
+ ei_declare_aligned_stack_constructed_variable(Scalar, blockW, sizeW, blocking.blockW());
74
+
75
+ conj_if<Conjugate> conj;
76
+ gebp_kernel<Scalar, Scalar, Index, Traits::mr, Traits::nr, Conjugate, false> gebp_kernel;
77
+ gemm_pack_lhs<Scalar, Index, Traits::mr, Traits::LhsProgress, TriStorageOrder> pack_lhs;
78
+ gemm_pack_rhs<Scalar, Index, Traits::nr, ColMajor, false, true> pack_rhs;
79
+
80
+ // the goal here is to subdivise the Rhs panels such that we keep some cache
81
+ // coherence when accessing the rhs elements
82
+ std::ptrdiff_t l1, l2;
83
+ manage_caching_sizes(GetAction, &l1, &l2);
84
+ Index subcols = cols>0 ? l2/(4 * sizeof(Scalar) * otherStride) : 0;
85
+ subcols = std::max<Index>((subcols/Traits::nr)*Traits::nr, Traits::nr);
86
+
87
+ for(Index k2=IsLower ? 0 : size;
88
+ IsLower ? k2<size : k2>0;
89
+ IsLower ? k2+=kc : k2-=kc)
90
+ {
91
+ const Index actual_kc = (std::min)(IsLower ? size-k2 : k2, kc);
92
+
93
+ // We have selected and packed a big horizontal panel R1 of rhs. Let B be the packed copy of this panel,
94
+ // and R2 the remaining part of rhs. The corresponding vertical panel of lhs is split into
95
+ // A11 (the triangular part) and A21 the remaining rectangular part.
96
+ // Then the high level algorithm is:
97
+ // - B = R1 => general block copy (done during the next step)
98
+ // - R1 = A11^-1 B => tricky part
99
+ // - update B from the new R1 => actually this has to be performed continuously during the above step
100
+ // - R2 -= A21 * B => GEPP
101
+
102
+ // The tricky part: compute R1 = A11^-1 B while updating B from R1
103
+ // The idea is to split A11 into multiple small vertical panels.
104
+ // Each panel can be split into a small triangular part T1k which is processed without optimization,
105
+ // and the remaining small part T2k which is processed using gebp with appropriate block strides
106
+ for(Index j2=0; j2<cols; j2+=subcols)
107
+ {
108
+ Index actual_cols = (std::min)(cols-j2,subcols);
109
+ // for each small vertical panels [T1k^T, T2k^T]^T of lhs
110
+ for (Index k1=0; k1<actual_kc; k1+=SmallPanelWidth)
111
+ {
112
+ Index actualPanelWidth = std::min<Index>(actual_kc-k1, SmallPanelWidth);
113
+ // tr solve
114
+ for (Index k=0; k<actualPanelWidth; ++k)
115
+ {
116
+ // TODO write a small kernel handling this (can be shared with trsv)
117
+ Index i = IsLower ? k2+k1+k : k2-k1-k-1;
118
+ Index s = IsLower ? k2+k1 : i+1;
119
+ Index rs = actualPanelWidth - k - 1; // remaining size
120
+
121
+ Scalar a = (Mode & UnitDiag) ? Scalar(1) : Scalar(1)/conj(tri(i,i));
122
+ for (Index j=j2; j<j2+actual_cols; ++j)
123
+ {
124
+ if (TriStorageOrder==RowMajor)
125
+ {
126
+ Scalar b(0);
127
+ const Scalar* l = &tri(i,s);
128
+ Scalar* r = &other(s,j);
129
+ for (Index i3=0; i3<k; ++i3)
130
+ b += conj(l[i3]) * r[i3];
131
+
132
+ other(i,j) = (other(i,j) - b)*a;
133
+ }
134
+ else
135
+ {
136
+ Index s = IsLower ? i+1 : i-rs;
137
+ Scalar b = (other(i,j) *= a);
138
+ Scalar* r = &other(s,j);
139
+ const Scalar* l = &tri(s,i);
140
+ for (Index i3=0;i3<rs;++i3)
141
+ r[i3] -= b * conj(l[i3]);
142
+ }
143
+ }
144
+ }
145
+
146
+ Index lengthTarget = actual_kc-k1-actualPanelWidth;
147
+ Index startBlock = IsLower ? k2+k1 : k2-k1-actualPanelWidth;
148
+ Index blockBOffset = IsLower ? k1 : lengthTarget;
149
+
150
+ // update the respective rows of B from other
151
+ pack_rhs(blockB+actual_kc*j2, &other(startBlock,j2), otherStride, actualPanelWidth, actual_cols, actual_kc, blockBOffset);
152
+
153
+ // GEBP
154
+ if (lengthTarget>0)
155
+ {
156
+ Index startTarget = IsLower ? k2+k1+actualPanelWidth : k2-actual_kc;
157
+
158
+ pack_lhs(blockA, &tri(startTarget,startBlock), triStride, actualPanelWidth, lengthTarget);
159
+
160
+ gebp_kernel(&other(startTarget,j2), otherStride, blockA, blockB+actual_kc*j2, lengthTarget, actualPanelWidth, actual_cols, Scalar(-1),
161
+ actualPanelWidth, actual_kc, 0, blockBOffset, blockW);
162
+ }
163
+ }
164
+ }
165
+
166
+ // R2 -= A21 * B => GEPP
167
+ {
168
+ Index start = IsLower ? k2+kc : 0;
169
+ Index end = IsLower ? size : k2-kc;
170
+ for(Index i2=start; i2<end; i2+=mc)
171
+ {
172
+ const Index actual_mc = (std::min)(mc,end-i2);
173
+ if (actual_mc>0)
174
+ {
175
+ pack_lhs(blockA, &tri(i2, IsLower ? k2 : k2-kc), triStride, actual_kc, actual_mc);
176
+
177
+ gebp_kernel(_other+i2, otherStride, blockA, blockB, actual_mc, actual_kc, cols, Scalar(-1), -1, -1, 0, 0, blockW);
178
+ }
179
+ }
180
+ }
181
+ }
182
+ }
183
+
184
+ /* Optimized triangular solver with multiple left hand sides and the trinagular matrix on the right
185
+ */
186
+ template <typename Scalar, typename Index, int Mode, bool Conjugate, int TriStorageOrder>
187
+ struct triangular_solve_matrix<Scalar,Index,OnTheRight,Mode,Conjugate,TriStorageOrder,ColMajor>
188
+ {
189
+ static EIGEN_DONT_INLINE void run(
190
+ Index size, Index otherSize,
191
+ const Scalar* _tri, Index triStride,
192
+ Scalar* _other, Index otherStride,
193
+ level3_blocking<Scalar,Scalar>& blocking);
194
+ };
195
+ template <typename Scalar, typename Index, int Mode, bool Conjugate, int TriStorageOrder>
196
+ EIGEN_DONT_INLINE void triangular_solve_matrix<Scalar,Index,OnTheRight,Mode,Conjugate,TriStorageOrder,ColMajor>::run(
197
+ Index size, Index otherSize,
198
+ const Scalar* _tri, Index triStride,
199
+ Scalar* _other, Index otherStride,
200
+ level3_blocking<Scalar,Scalar>& blocking)
201
+ {
202
+ Index rows = otherSize;
203
+ const_blas_data_mapper<Scalar, Index, TriStorageOrder> rhs(_tri,triStride);
204
+ blas_data_mapper<Scalar, Index, ColMajor> lhs(_other,otherStride);
205
+
206
+ typedef gebp_traits<Scalar,Scalar> Traits;
207
+ enum {
208
+ RhsStorageOrder = TriStorageOrder,
209
+ SmallPanelWidth = EIGEN_PLAIN_ENUM_MAX(Traits::mr,Traits::nr),
210
+ IsLower = (Mode&Lower) == Lower
211
+ };
212
+
213
+ Index kc = blocking.kc(); // cache block size along the K direction
214
+ Index mc = (std::min)(rows,blocking.mc()); // cache block size along the M direction
215
+
216
+ std::size_t sizeA = kc*mc;
217
+ std::size_t sizeB = kc*size;
218
+ std::size_t sizeW = kc*Traits::WorkSpaceFactor;
219
+
220
+ ei_declare_aligned_stack_constructed_variable(Scalar, blockA, sizeA, blocking.blockA());
221
+ ei_declare_aligned_stack_constructed_variable(Scalar, blockB, sizeB, blocking.blockB());
222
+ ei_declare_aligned_stack_constructed_variable(Scalar, blockW, sizeW, blocking.blockW());
223
+
224
+ conj_if<Conjugate> conj;
225
+ gebp_kernel<Scalar,Scalar, Index, Traits::mr, Traits::nr, false, Conjugate> gebp_kernel;
226
+ gemm_pack_rhs<Scalar, Index, Traits::nr,RhsStorageOrder> pack_rhs;
227
+ gemm_pack_rhs<Scalar, Index, Traits::nr,RhsStorageOrder,false,true> pack_rhs_panel;
228
+ gemm_pack_lhs<Scalar, Index, Traits::mr, Traits::LhsProgress, ColMajor, false, true> pack_lhs_panel;
229
+
230
+ for(Index k2=IsLower ? size : 0;
231
+ IsLower ? k2>0 : k2<size;
232
+ IsLower ? k2-=kc : k2+=kc)
233
+ {
234
+ const Index actual_kc = (std::min)(IsLower ? k2 : size-k2, kc);
235
+ Index actual_k2 = IsLower ? k2-actual_kc : k2 ;
236
+
237
+ Index startPanel = IsLower ? 0 : k2+actual_kc;
238
+ Index rs = IsLower ? actual_k2 : size - actual_k2 - actual_kc;
239
+ Scalar* geb = blockB+actual_kc*actual_kc;
240
+
241
+ if (rs>0) pack_rhs(geb, &rhs(actual_k2,startPanel), triStride, actual_kc, rs);
242
+
243
+ // triangular packing (we only pack the panels off the diagonal,
244
+ // neglecting the blocks overlapping the diagonal
245
+ {
246
+ for (Index j2=0; j2<actual_kc; j2+=SmallPanelWidth)
247
+ {
248
+ Index actualPanelWidth = std::min<Index>(actual_kc-j2, SmallPanelWidth);
249
+ Index actual_j2 = actual_k2 + j2;
250
+ Index panelOffset = IsLower ? j2+actualPanelWidth : 0;
251
+ Index panelLength = IsLower ? actual_kc-j2-actualPanelWidth : j2;
252
+
253
+ if (panelLength>0)
254
+ pack_rhs_panel(blockB+j2*actual_kc,
255
+ &rhs(actual_k2+panelOffset, actual_j2), triStride,
256
+ panelLength, actualPanelWidth,
257
+ actual_kc, panelOffset);
258
+ }
259
+ }
260
+
261
+ for(Index i2=0; i2<rows; i2+=mc)
262
+ {
263
+ const Index actual_mc = (std::min)(mc,rows-i2);
264
+
265
+ // triangular solver kernel
266
+ {
267
+ // for each small block of the diagonal (=> vertical panels of rhs)
268
+ for (Index j2 = IsLower
269
+ ? (actual_kc - ((actual_kc%SmallPanelWidth) ? Index(actual_kc%SmallPanelWidth)
270
+ : Index(SmallPanelWidth)))
271
+ : 0;
272
+ IsLower ? j2>=0 : j2<actual_kc;
273
+ IsLower ? j2-=SmallPanelWidth : j2+=SmallPanelWidth)
274
+ {
275
+ Index actualPanelWidth = std::min<Index>(actual_kc-j2, SmallPanelWidth);
276
+ Index absolute_j2 = actual_k2 + j2;
277
+ Index panelOffset = IsLower ? j2+actualPanelWidth : 0;
278
+ Index panelLength = IsLower ? actual_kc - j2 - actualPanelWidth : j2;
279
+
280
+ // GEBP
281
+ if(panelLength>0)
282
+ {
283
+ gebp_kernel(&lhs(i2,absolute_j2), otherStride,
284
+ blockA, blockB+j2*actual_kc,
285
+ actual_mc, panelLength, actualPanelWidth,
286
+ Scalar(-1),
287
+ actual_kc, actual_kc, // strides
288
+ panelOffset, panelOffset, // offsets
289
+ blockW); // workspace
290
+ }
291
+
292
+ // unblocked triangular solve
293
+ for (Index k=0; k<actualPanelWidth; ++k)
294
+ {
295
+ Index j = IsLower ? absolute_j2+actualPanelWidth-k-1 : absolute_j2+k;
296
+
297
+ Scalar* r = &lhs(i2,j);
298
+ for (Index k3=0; k3<k; ++k3)
299
+ {
300
+ Scalar b = conj(rhs(IsLower ? j+1+k3 : absolute_j2+k3,j));
301
+ Scalar* a = &lhs(i2,IsLower ? j+1+k3 : absolute_j2+k3);
302
+ for (Index i=0; i<actual_mc; ++i)
303
+ r[i] -= a[i] * b;
304
+ }
305
+ if((Mode & UnitDiag)==0)
306
+ {
307
+ Scalar b = conj(rhs(j,j));
308
+ for (Index i=0; i<actual_mc; ++i)
309
+ r[i] /= b;
310
+ }
311
+ }
312
+
313
+ // pack the just computed part of lhs to A
314
+ pack_lhs_panel(blockA, _other+absolute_j2*otherStride+i2, otherStride,
315
+ actualPanelWidth, actual_mc,
316
+ actual_kc, j2);
317
+ }
318
+ }
319
+
320
+ if (rs>0)
321
+ gebp_kernel(_other+i2+startPanel*otherStride, otherStride, blockA, geb,
322
+ actual_mc, actual_kc, rs, Scalar(-1),
323
+ -1, -1, 0, 0, blockW);
324
+ }
325
+ }
326
+ }
327
+
328
+ } // end namespace internal
329
+
330
+ } // end namespace Eigen
331
+
332
+ #endif // EIGEN_TRIANGULAR_SOLVER_MATRIX_H