ruby-eigen 0.0.9 → 0.0.10.pre1
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- checksums.yaml +4 -4
- data/LICENSE +22 -0
- data/README.md +21 -0
- data/ext/eigen/eigen3/COPYING.BSD +26 -0
- data/ext/eigen/eigen3/COPYING.MPL2 +373 -0
- data/ext/eigen/eigen3/COPYING.README +18 -0
- data/ext/eigen/eigen3/Eigen/Array +11 -0
- data/ext/eigen/eigen3/Eigen/Cholesky +32 -0
- data/ext/eigen/eigen3/Eigen/CholmodSupport +45 -0
- data/ext/eigen/eigen3/Eigen/Core +376 -0
- data/ext/eigen/eigen3/Eigen/Dense +7 -0
- data/ext/eigen/eigen3/Eigen/Eigen +2 -0
- data/ext/eigen/eigen3/Eigen/Eigen2Support +95 -0
- data/ext/eigen/eigen3/Eigen/Eigenvalues +48 -0
- data/ext/eigen/eigen3/Eigen/Geometry +63 -0
- data/ext/eigen/eigen3/Eigen/Householder +23 -0
- data/ext/eigen/eigen3/Eigen/IterativeLinearSolvers +40 -0
- data/ext/eigen/eigen3/Eigen/Jacobi +26 -0
- data/ext/eigen/eigen3/Eigen/LU +41 -0
- data/ext/eigen/eigen3/Eigen/LeastSquares +32 -0
- data/ext/eigen/eigen3/Eigen/MetisSupport +28 -0
- data/ext/eigen/eigen3/Eigen/PaStiXSupport +46 -0
- data/ext/eigen/eigen3/Eigen/PardisoSupport +30 -0
- data/ext/eigen/eigen3/Eigen/QR +45 -0
- data/ext/eigen/eigen3/Eigen/QtAlignedMalloc +34 -0
- data/ext/eigen/eigen3/Eigen/SPQRSupport +29 -0
- data/ext/eigen/eigen3/Eigen/SVD +37 -0
- data/ext/eigen/eigen3/Eigen/Sparse +27 -0
- data/ext/eigen/eigen3/Eigen/SparseCore +64 -0
- data/ext/eigen/eigen3/Eigen/SparseLU +49 -0
- data/ext/eigen/eigen3/Eigen/SparseQR +33 -0
- data/ext/eigen/eigen3/Eigen/StdDeque +27 -0
- data/ext/eigen/eigen3/Eigen/StdList +26 -0
- data/ext/eigen/eigen3/Eigen/StdVector +27 -0
- data/ext/eigen/eigen3/Eigen/SuperLUSupport +59 -0
- data/ext/eigen/eigen3/Eigen/UmfPackSupport +36 -0
- data/ext/eigen/eigen3/Eigen/src/Cholesky/LDLT.h +611 -0
- data/ext/eigen/eigen3/Eigen/src/Cholesky/LLT.h +498 -0
- data/ext/eigen/eigen3/Eigen/src/Cholesky/LLT_MKL.h +102 -0
- data/ext/eigen/eigen3/Eigen/src/CholmodSupport/CholmodSupport.h +607 -0
- data/ext/eigen/eigen3/Eigen/src/Core/Array.h +323 -0
- data/ext/eigen/eigen3/Eigen/src/Core/ArrayBase.h +226 -0
- data/ext/eigen/eigen3/Eigen/src/Core/ArrayWrapper.h +264 -0
- data/ext/eigen/eigen3/Eigen/src/Core/Assign.h +590 -0
- data/ext/eigen/eigen3/Eigen/src/Core/Assign_MKL.h +224 -0
- data/ext/eigen/eigen3/Eigen/src/Core/BandMatrix.h +334 -0
- data/ext/eigen/eigen3/Eigen/src/Core/Block.h +406 -0
- data/ext/eigen/eigen3/Eigen/src/Core/BooleanRedux.h +154 -0
- data/ext/eigen/eigen3/Eigen/src/Core/CommaInitializer.h +154 -0
- data/ext/eigen/eigen3/Eigen/src/Core/CoreIterators.h +61 -0
- data/ext/eigen/eigen3/Eigen/src/Core/CwiseBinaryOp.h +230 -0
- data/ext/eigen/eigen3/Eigen/src/Core/CwiseNullaryOp.h +864 -0
- data/ext/eigen/eigen3/Eigen/src/Core/CwiseUnaryOp.h +126 -0
- data/ext/eigen/eigen3/Eigen/src/Core/CwiseUnaryView.h +139 -0
- data/ext/eigen/eigen3/Eigen/src/Core/DenseBase.h +521 -0
- data/ext/eigen/eigen3/Eigen/src/Core/DenseCoeffsBase.h +754 -0
- data/ext/eigen/eigen3/Eigen/src/Core/DenseStorage.h +434 -0
- data/ext/eigen/eigen3/Eigen/src/Core/Diagonal.h +237 -0
- data/ext/eigen/eigen3/Eigen/src/Core/DiagonalMatrix.h +313 -0
- data/ext/eigen/eigen3/Eigen/src/Core/DiagonalProduct.h +131 -0
- data/ext/eigen/eigen3/Eigen/src/Core/Dot.h +263 -0
- data/ext/eigen/eigen3/Eigen/src/Core/EigenBase.h +131 -0
- data/ext/eigen/eigen3/Eigen/src/Core/Flagged.h +140 -0
- data/ext/eigen/eigen3/Eigen/src/Core/ForceAlignedAccess.h +146 -0
- data/ext/eigen/eigen3/Eigen/src/Core/Functors.h +1026 -0
- data/ext/eigen/eigen3/Eigen/src/Core/Fuzzy.h +150 -0
- data/ext/eigen/eigen3/Eigen/src/Core/GeneralProduct.h +635 -0
- data/ext/eigen/eigen3/Eigen/src/Core/GenericPacketMath.h +350 -0
- data/ext/eigen/eigen3/Eigen/src/Core/GlobalFunctions.h +92 -0
- data/ext/eigen/eigen3/Eigen/src/Core/IO.h +250 -0
- data/ext/eigen/eigen3/Eigen/src/Core/Map.h +192 -0
- data/ext/eigen/eigen3/Eigen/src/Core/MapBase.h +247 -0
- data/ext/eigen/eigen3/Eigen/src/Core/MathFunctions.h +768 -0
- data/ext/eigen/eigen3/Eigen/src/Core/Matrix.h +420 -0
- data/ext/eigen/eigen3/Eigen/src/Core/MatrixBase.h +563 -0
- data/ext/eigen/eigen3/Eigen/src/Core/NestByValue.h +111 -0
- data/ext/eigen/eigen3/Eigen/src/Core/NoAlias.h +134 -0
- data/ext/eigen/eigen3/Eigen/src/Core/NumTraits.h +150 -0
- data/ext/eigen/eigen3/Eigen/src/Core/PermutationMatrix.h +721 -0
- data/ext/eigen/eigen3/Eigen/src/Core/PlainObjectBase.h +822 -0
- data/ext/eigen/eigen3/Eigen/src/Core/ProductBase.h +290 -0
- data/ext/eigen/eigen3/Eigen/src/Core/Random.h +152 -0
- data/ext/eigen/eigen3/Eigen/src/Core/Redux.h +409 -0
- data/ext/eigen/eigen3/Eigen/src/Core/Ref.h +278 -0
- data/ext/eigen/eigen3/Eigen/src/Core/Replicate.h +177 -0
- data/ext/eigen/eigen3/Eigen/src/Core/ReturnByValue.h +99 -0
- data/ext/eigen/eigen3/Eigen/src/Core/Reverse.h +224 -0
- data/ext/eigen/eigen3/Eigen/src/Core/Select.h +162 -0
- data/ext/eigen/eigen3/Eigen/src/Core/SelfAdjointView.h +314 -0
- data/ext/eigen/eigen3/Eigen/src/Core/SelfCwiseBinaryOp.h +191 -0
- data/ext/eigen/eigen3/Eigen/src/Core/SolveTriangular.h +260 -0
- data/ext/eigen/eigen3/Eigen/src/Core/StableNorm.h +203 -0
- data/ext/eigen/eigen3/Eigen/src/Core/Stride.h +108 -0
- data/ext/eigen/eigen3/Eigen/src/Core/Swap.h +126 -0
- data/ext/eigen/eigen3/Eigen/src/Core/Transpose.h +419 -0
- data/ext/eigen/eigen3/Eigen/src/Core/Transpositions.h +436 -0
- data/ext/eigen/eigen3/Eigen/src/Core/TriangularMatrix.h +839 -0
- data/ext/eigen/eigen3/Eigen/src/Core/VectorBlock.h +95 -0
- data/ext/eigen/eigen3/Eigen/src/Core/VectorwiseOp.h +642 -0
- data/ext/eigen/eigen3/Eigen/src/Core/Visitor.h +237 -0
- data/ext/eigen/eigen3/Eigen/src/Core/arch/AltiVec/Complex.h +217 -0
- data/ext/eigen/eigen3/Eigen/src/Core/arch/AltiVec/PacketMath.h +501 -0
- data/ext/eigen/eigen3/Eigen/src/Core/arch/Default/Settings.h +49 -0
- data/ext/eigen/eigen3/Eigen/src/Core/arch/NEON/Complex.h +253 -0
- data/ext/eigen/eigen3/Eigen/src/Core/arch/NEON/PacketMath.h +420 -0
- data/ext/eigen/eigen3/Eigen/src/Core/arch/SSE/Complex.h +442 -0
- data/ext/eigen/eigen3/Eigen/src/Core/arch/SSE/MathFunctions.h +475 -0
- data/ext/eigen/eigen3/Eigen/src/Core/arch/SSE/PacketMath.h +649 -0
- data/ext/eigen/eigen3/Eigen/src/Core/products/CoeffBasedProduct.h +476 -0
- data/ext/eigen/eigen3/Eigen/src/Core/products/GeneralBlockPanelKernel.h +1341 -0
- data/ext/eigen/eigen3/Eigen/src/Core/products/GeneralMatrixMatrix.h +427 -0
- data/ext/eigen/eigen3/Eigen/src/Core/products/GeneralMatrixMatrixTriangular.h +278 -0
- data/ext/eigen/eigen3/Eigen/src/Core/products/GeneralMatrixMatrixTriangular_MKL.h +146 -0
- data/ext/eigen/eigen3/Eigen/src/Core/products/GeneralMatrixMatrix_MKL.h +118 -0
- data/ext/eigen/eigen3/Eigen/src/Core/products/GeneralMatrixVector.h +566 -0
- data/ext/eigen/eigen3/Eigen/src/Core/products/GeneralMatrixVector_MKL.h +131 -0
- data/ext/eigen/eigen3/Eigen/src/Core/products/Parallelizer.h +162 -0
- data/ext/eigen/eigen3/Eigen/src/Core/products/SelfadjointMatrixMatrix.h +436 -0
- data/ext/eigen/eigen3/Eigen/src/Core/products/SelfadjointMatrixMatrix_MKL.h +295 -0
- data/ext/eigen/eigen3/Eigen/src/Core/products/SelfadjointMatrixVector.h +281 -0
- data/ext/eigen/eigen3/Eigen/src/Core/products/SelfadjointMatrixVector_MKL.h +114 -0
- data/ext/eigen/eigen3/Eigen/src/Core/products/SelfadjointProduct.h +123 -0
- data/ext/eigen/eigen3/Eigen/src/Core/products/SelfadjointRank2Update.h +93 -0
- data/ext/eigen/eigen3/Eigen/src/Core/products/TriangularMatrixMatrix.h +427 -0
- data/ext/eigen/eigen3/Eigen/src/Core/products/TriangularMatrixMatrix_MKL.h +309 -0
- data/ext/eigen/eigen3/Eigen/src/Core/products/TriangularMatrixVector.h +348 -0
- data/ext/eigen/eigen3/Eigen/src/Core/products/TriangularMatrixVector_MKL.h +247 -0
- data/ext/eigen/eigen3/Eigen/src/Core/products/TriangularSolverMatrix.h +332 -0
- data/ext/eigen/eigen3/Eigen/src/Core/products/TriangularSolverMatrix_MKL.h +155 -0
- data/ext/eigen/eigen3/Eigen/src/Core/products/TriangularSolverVector.h +139 -0
- data/ext/eigen/eigen3/Eigen/src/Core/util/BlasUtil.h +264 -0
- data/ext/eigen/eigen3/Eigen/src/Core/util/Constants.h +451 -0
- data/ext/eigen/eigen3/Eigen/src/Core/util/DisableStupidWarnings.h +40 -0
- data/ext/eigen/eigen3/Eigen/src/Core/util/ForwardDeclarations.h +302 -0
- data/ext/eigen/eigen3/Eigen/src/Core/util/MKL_support.h +158 -0
- data/ext/eigen/eigen3/Eigen/src/Core/util/Macros.h +451 -0
- data/ext/eigen/eigen3/Eigen/src/Core/util/Memory.h +977 -0
- data/ext/eigen/eigen3/Eigen/src/Core/util/Meta.h +243 -0
- data/ext/eigen/eigen3/Eigen/src/Core/util/NonMPL2.h +3 -0
- data/ext/eigen/eigen3/Eigen/src/Core/util/ReenableStupidWarnings.h +14 -0
- data/ext/eigen/eigen3/Eigen/src/Core/util/StaticAssert.h +208 -0
- data/ext/eigen/eigen3/Eigen/src/Core/util/XprHelper.h +469 -0
- data/ext/eigen/eigen3/Eigen/src/Eigen2Support/Block.h +126 -0
- data/ext/eigen/eigen3/Eigen/src/Eigen2Support/Cwise.h +192 -0
- data/ext/eigen/eigen3/Eigen/src/Eigen2Support/CwiseOperators.h +298 -0
- data/ext/eigen/eigen3/Eigen/src/Eigen2Support/Geometry/AlignedBox.h +159 -0
- data/ext/eigen/eigen3/Eigen/src/Eigen2Support/Geometry/All.h +115 -0
- data/ext/eigen/eigen3/Eigen/src/Eigen2Support/Geometry/AngleAxis.h +214 -0
- data/ext/eigen/eigen3/Eigen/src/Eigen2Support/Geometry/Hyperplane.h +254 -0
- data/ext/eigen/eigen3/Eigen/src/Eigen2Support/Geometry/ParametrizedLine.h +141 -0
- data/ext/eigen/eigen3/Eigen/src/Eigen2Support/Geometry/Quaternion.h +495 -0
- data/ext/eigen/eigen3/Eigen/src/Eigen2Support/Geometry/Rotation2D.h +145 -0
- data/ext/eigen/eigen3/Eigen/src/Eigen2Support/Geometry/RotationBase.h +123 -0
- data/ext/eigen/eigen3/Eigen/src/Eigen2Support/Geometry/Scaling.h +167 -0
- data/ext/eigen/eigen3/Eigen/src/Eigen2Support/Geometry/Transform.h +786 -0
- data/ext/eigen/eigen3/Eigen/src/Eigen2Support/Geometry/Translation.h +184 -0
- data/ext/eigen/eigen3/Eigen/src/Eigen2Support/LU.h +120 -0
- data/ext/eigen/eigen3/Eigen/src/Eigen2Support/Lazy.h +71 -0
- data/ext/eigen/eigen3/Eigen/src/Eigen2Support/LeastSquares.h +169 -0
- data/ext/eigen/eigen3/Eigen/src/Eigen2Support/Macros.h +20 -0
- data/ext/eigen/eigen3/Eigen/src/Eigen2Support/MathFunctions.h +57 -0
- data/ext/eigen/eigen3/Eigen/src/Eigen2Support/Memory.h +45 -0
- data/ext/eigen/eigen3/Eigen/src/Eigen2Support/Meta.h +75 -0
- data/ext/eigen/eigen3/Eigen/src/Eigen2Support/Minor.h +117 -0
- data/ext/eigen/eigen3/Eigen/src/Eigen2Support/QR.h +67 -0
- data/ext/eigen/eigen3/Eigen/src/Eigen2Support/SVD.h +637 -0
- data/ext/eigen/eigen3/Eigen/src/Eigen2Support/TriangularSolver.h +42 -0
- data/ext/eigen/eigen3/Eigen/src/Eigen2Support/VectorBlock.h +94 -0
- data/ext/eigen/eigen3/Eigen/src/Eigenvalues/ComplexEigenSolver.h +341 -0
- data/ext/eigen/eigen3/Eigen/src/Eigenvalues/ComplexSchur.h +456 -0
- data/ext/eigen/eigen3/Eigen/src/Eigenvalues/ComplexSchur_MKL.h +94 -0
- data/ext/eigen/eigen3/Eigen/src/Eigenvalues/EigenSolver.h +607 -0
- data/ext/eigen/eigen3/Eigen/src/Eigenvalues/GeneralizedEigenSolver.h +350 -0
- data/ext/eigen/eigen3/Eigen/src/Eigenvalues/GeneralizedSelfAdjointEigenSolver.h +227 -0
- data/ext/eigen/eigen3/Eigen/src/Eigenvalues/HessenbergDecomposition.h +373 -0
- data/ext/eigen/eigen3/Eigen/src/Eigenvalues/MatrixBaseEigenvalues.h +160 -0
- data/ext/eigen/eigen3/Eigen/src/Eigenvalues/RealQZ.h +624 -0
- data/ext/eigen/eigen3/Eigen/src/Eigenvalues/RealSchur.h +525 -0
- data/ext/eigen/eigen3/Eigen/src/Eigenvalues/RealSchur_MKL.h +83 -0
- data/ext/eigen/eigen3/Eigen/src/Eigenvalues/SelfAdjointEigenSolver.h +801 -0
- data/ext/eigen/eigen3/Eigen/src/Eigenvalues/SelfAdjointEigenSolver_MKL.h +92 -0
- data/ext/eigen/eigen3/Eigen/src/Eigenvalues/Tridiagonalization.h +557 -0
- data/ext/eigen/eigen3/Eigen/src/Geometry/AlignedBox.h +392 -0
- data/ext/eigen/eigen3/Eigen/src/Geometry/AngleAxis.h +233 -0
- data/ext/eigen/eigen3/Eigen/src/Geometry/EulerAngles.h +104 -0
- data/ext/eigen/eigen3/Eigen/src/Geometry/Homogeneous.h +307 -0
- data/ext/eigen/eigen3/Eigen/src/Geometry/Hyperplane.h +280 -0
- data/ext/eigen/eigen3/Eigen/src/Geometry/OrthoMethods.h +218 -0
- data/ext/eigen/eigen3/Eigen/src/Geometry/ParametrizedLine.h +195 -0
- data/ext/eigen/eigen3/Eigen/src/Geometry/Quaternion.h +776 -0
- data/ext/eigen/eigen3/Eigen/src/Geometry/Rotation2D.h +160 -0
- data/ext/eigen/eigen3/Eigen/src/Geometry/RotationBase.h +206 -0
- data/ext/eigen/eigen3/Eigen/src/Geometry/Scaling.h +166 -0
- data/ext/eigen/eigen3/Eigen/src/Geometry/Transform.h +1455 -0
- data/ext/eigen/eigen3/Eigen/src/Geometry/Translation.h +206 -0
- data/ext/eigen/eigen3/Eigen/src/Geometry/Umeyama.h +177 -0
- data/ext/eigen/eigen3/Eigen/src/Geometry/arch/Geometry_SSE.h +115 -0
- data/ext/eigen/eigen3/Eigen/src/Householder/BlockHouseholder.h +68 -0
- data/ext/eigen/eigen3/Eigen/src/Householder/Householder.h +171 -0
- data/ext/eigen/eigen3/Eigen/src/Householder/HouseholderSequence.h +441 -0
- data/ext/eigen/eigen3/Eigen/src/IterativeLinearSolvers/BasicPreconditioners.h +149 -0
- data/ext/eigen/eigen3/Eigen/src/IterativeLinearSolvers/BiCGSTAB.h +263 -0
- data/ext/eigen/eigen3/Eigen/src/IterativeLinearSolvers/ConjugateGradient.h +256 -0
- data/ext/eigen/eigen3/Eigen/src/IterativeLinearSolvers/IterativeSolverBase.h +282 -0
- data/ext/eigen/eigen3/Eigen/src/Jacobi/Jacobi.h +433 -0
- data/ext/eigen/eigen3/Eigen/src/LU/Determinant.h +101 -0
- data/ext/eigen/eigen3/Eigen/src/LU/FullPivLU.h +751 -0
- data/ext/eigen/eigen3/Eigen/src/LU/Inverse.h +400 -0
- data/ext/eigen/eigen3/Eigen/src/LU/PartialPivLU.h +509 -0
- data/ext/eigen/eigen3/Eigen/src/LU/PartialPivLU_MKL.h +85 -0
- data/ext/eigen/eigen3/Eigen/src/LU/arch/Inverse_SSE.h +329 -0
- data/ext/eigen/eigen3/Eigen/src/MetisSupport/MetisSupport.h +137 -0
- data/ext/eigen/eigen3/Eigen/src/OrderingMethods/Amd.h +444 -0
- data/ext/eigen/eigen3/Eigen/src/OrderingMethods/Eigen_Colamd.h +1850 -0
- data/ext/eigen/eigen3/Eigen/src/PaStiXSupport/PaStiXSupport.h +721 -0
- data/ext/eigen/eigen3/Eigen/src/PardisoSupport/PardisoSupport.h +592 -0
- data/ext/eigen/eigen3/Eigen/src/QR/ColPivHouseholderQR.h +580 -0
- data/ext/eigen/eigen3/Eigen/src/QR/ColPivHouseholderQR_MKL.h +99 -0
- data/ext/eigen/eigen3/Eigen/src/QR/FullPivHouseholderQR.h +622 -0
- data/ext/eigen/eigen3/Eigen/src/QR/HouseholderQR.h +388 -0
- data/ext/eigen/eigen3/Eigen/src/QR/HouseholderQR_MKL.h +71 -0
- data/ext/eigen/eigen3/Eigen/src/SPQRSupport/SuiteSparseQRSupport.h +338 -0
- data/ext/eigen/eigen3/Eigen/src/SVD/JacobiSVD.h +976 -0
- data/ext/eigen/eigen3/Eigen/src/SVD/JacobiSVD_MKL.h +92 -0
- data/ext/eigen/eigen3/Eigen/src/SVD/UpperBidiagonalization.h +148 -0
- data/ext/eigen/eigen3/Eigen/src/SparseCholesky/SimplicialCholesky.h +671 -0
- data/ext/eigen/eigen3/Eigen/src/SparseCholesky/SimplicialCholesky_impl.h +199 -0
- data/ext/eigen/eigen3/Eigen/src/SparseCore/AmbiVector.h +373 -0
- data/ext/eigen/eigen3/Eigen/src/SparseCore/CompressedStorage.h +233 -0
- data/ext/eigen/eigen3/Eigen/src/SparseCore/ConservativeSparseSparseProduct.h +245 -0
- data/ext/eigen/eigen3/Eigen/src/SparseCore/MappedSparseMatrix.h +181 -0
- data/ext/eigen/eigen3/Eigen/src/SparseCore/SparseBlock.h +537 -0
- data/ext/eigen/eigen3/Eigen/src/SparseCore/SparseColEtree.h +206 -0
- data/ext/eigen/eigen3/Eigen/src/SparseCore/SparseCwiseBinaryOp.h +325 -0
- data/ext/eigen/eigen3/Eigen/src/SparseCore/SparseCwiseUnaryOp.h +163 -0
- data/ext/eigen/eigen3/Eigen/src/SparseCore/SparseDenseProduct.h +311 -0
- data/ext/eigen/eigen3/Eigen/src/SparseCore/SparseDiagonalProduct.h +196 -0
- data/ext/eigen/eigen3/Eigen/src/SparseCore/SparseDot.h +101 -0
- data/ext/eigen/eigen3/Eigen/src/SparseCore/SparseFuzzy.h +26 -0
- data/ext/eigen/eigen3/Eigen/src/SparseCore/SparseMatrix.h +1262 -0
- data/ext/eigen/eigen3/Eigen/src/SparseCore/SparseMatrixBase.h +461 -0
- data/ext/eigen/eigen3/Eigen/src/SparseCore/SparsePermutation.h +148 -0
- data/ext/eigen/eigen3/Eigen/src/SparseCore/SparseProduct.h +188 -0
- data/ext/eigen/eigen3/Eigen/src/SparseCore/SparseRedux.h +45 -0
- data/ext/eigen/eigen3/Eigen/src/SparseCore/SparseSelfAdjointView.h +507 -0
- data/ext/eigen/eigen3/Eigen/src/SparseCore/SparseSparseProductWithPruning.h +150 -0
- data/ext/eigen/eigen3/Eigen/src/SparseCore/SparseTranspose.h +63 -0
- data/ext/eigen/eigen3/Eigen/src/SparseCore/SparseTriangularView.h +179 -0
- data/ext/eigen/eigen3/Eigen/src/SparseCore/SparseUtil.h +172 -0
- data/ext/eigen/eigen3/Eigen/src/SparseCore/SparseVector.h +448 -0
- data/ext/eigen/eigen3/Eigen/src/SparseCore/SparseView.h +99 -0
- data/ext/eigen/eigen3/Eigen/src/SparseCore/TriangularSolver.h +334 -0
- data/ext/eigen/eigen3/Eigen/src/SparseLU/SparseLU.h +806 -0
- data/ext/eigen/eigen3/Eigen/src/SparseLU/SparseLUImpl.h +66 -0
- data/ext/eigen/eigen3/Eigen/src/SparseLU/SparseLU_Memory.h +227 -0
- data/ext/eigen/eigen3/Eigen/src/SparseLU/SparseLU_Structs.h +111 -0
- data/ext/eigen/eigen3/Eigen/src/SparseLU/SparseLU_SupernodalMatrix.h +298 -0
- data/ext/eigen/eigen3/Eigen/src/SparseLU/SparseLU_Utils.h +80 -0
- data/ext/eigen/eigen3/Eigen/src/SparseLU/SparseLU_column_bmod.h +180 -0
- data/ext/eigen/eigen3/Eigen/src/SparseLU/SparseLU_column_dfs.h +177 -0
- data/ext/eigen/eigen3/Eigen/src/SparseLU/SparseLU_copy_to_ucol.h +106 -0
- data/ext/eigen/eigen3/Eigen/src/SparseLU/SparseLU_gemm_kernel.h +279 -0
- data/ext/eigen/eigen3/Eigen/src/SparseLU/SparseLU_heap_relax_snode.h +127 -0
- data/ext/eigen/eigen3/Eigen/src/SparseLU/SparseLU_kernel_bmod.h +130 -0
- data/ext/eigen/eigen3/Eigen/src/SparseLU/SparseLU_panel_bmod.h +223 -0
- data/ext/eigen/eigen3/Eigen/src/SparseLU/SparseLU_panel_dfs.h +258 -0
- data/ext/eigen/eigen3/Eigen/src/SparseLU/SparseLU_pivotL.h +137 -0
- data/ext/eigen/eigen3/Eigen/src/SparseLU/SparseLU_pruneL.h +135 -0
- data/ext/eigen/eigen3/Eigen/src/SparseLU/SparseLU_relax_snode.h +83 -0
- data/ext/eigen/eigen3/Eigen/src/SparseQR/SparseQR.h +714 -0
- data/ext/eigen/eigen3/Eigen/src/StlSupport/StdDeque.h +134 -0
- data/ext/eigen/eigen3/Eigen/src/StlSupport/StdList.h +114 -0
- data/ext/eigen/eigen3/Eigen/src/StlSupport/StdVector.h +126 -0
- data/ext/eigen/eigen3/Eigen/src/StlSupport/details.h +84 -0
- data/ext/eigen/eigen3/Eigen/src/SuperLUSupport/SuperLUSupport.h +1026 -0
- data/ext/eigen/eigen3/Eigen/src/UmfPackSupport/UmfPackSupport.h +474 -0
- data/ext/eigen/eigen3/Eigen/src/misc/Image.h +84 -0
- data/ext/eigen/eigen3/Eigen/src/misc/Kernel.h +81 -0
- data/ext/eigen/eigen3/Eigen/src/misc/Solve.h +76 -0
- data/ext/eigen/eigen3/Eigen/src/misc/SparseSolve.h +128 -0
- data/ext/eigen/eigen3/Eigen/src/misc/blas.h +658 -0
- data/ext/eigen/eigen3/Eigen/src/plugins/ArrayCwiseBinaryOps.h +253 -0
- data/ext/eigen/eigen3/Eigen/src/plugins/ArrayCwiseUnaryOps.h +187 -0
- data/ext/eigen/eigen3/Eigen/src/plugins/BlockMethods.h +935 -0
- data/ext/eigen/eigen3/Eigen/src/plugins/CommonCwiseBinaryOps.h +46 -0
- data/ext/eigen/eigen3/Eigen/src/plugins/CommonCwiseUnaryOps.h +172 -0
- data/ext/eigen/eigen3/Eigen/src/plugins/MatrixCwiseBinaryOps.h +143 -0
- data/ext/eigen/eigen3/Eigen/src/plugins/MatrixCwiseUnaryOps.h +52 -0
- data/ext/eigen/eigen3/signature_of_eigen3_matrix_library +1 -0
- data/ext/eigen/eigen_wrap.cxx +19420 -10396
- data/ext/eigen/extconf.rb +37 -2
- data/lib/eigen.rb +146 -3
- metadata +294 -7
@@ -0,0 +1,59 @@
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#ifndef EIGEN_SUPERLUSUPPORT_MODULE_H
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#define EIGEN_SUPERLUSUPPORT_MODULE_H
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#include "SparseCore"
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#include "src/Core/util/DisableStupidWarnings.h"
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#ifdef EMPTY
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#define EIGEN_EMPTY_WAS_ALREADY_DEFINED
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#endif
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typedef int int_t;
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#include <slu_Cnames.h>
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#include <supermatrix.h>
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#include <slu_util.h>
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// slu_util.h defines a preprocessor token named EMPTY which is really polluting,
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// so we remove it in favor of a SUPERLU_EMPTY token.
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// If EMPTY was already defined then we don't undef it.
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#if defined(EIGEN_EMPTY_WAS_ALREADY_DEFINED)
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# undef EIGEN_EMPTY_WAS_ALREADY_DEFINED
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#elif defined(EMPTY)
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# undef EMPTY
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#endif
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#define SUPERLU_EMPTY (-1)
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namespace Eigen { struct SluMatrix; }
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/** \ingroup Support_modules
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* \defgroup SuperLUSupport_Module SuperLUSupport module
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*
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* This module provides an interface to the <a href="http://crd-legacy.lbl.gov/~xiaoye/SuperLU/">SuperLU</a> library.
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* It provides the following factorization class:
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* - class SuperLU: a supernodal sequential LU factorization.
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* - class SuperILU: a supernodal sequential incomplete LU factorization (to be used as a preconditioner for iterative methods).
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*
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* \warning When including this module, you have to use SUPERLU_EMPTY instead of EMPTY which is no longer defined because it is too polluting.
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*
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* \code
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* #include <Eigen/SuperLUSupport>
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* \endcode
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*
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* In order to use this module, the superlu headers must be accessible from the include paths, and your binary must be linked to the superlu library and its dependencies.
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* The dependencies depend on how superlu has been compiled.
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* For a cmake based project, you can use our FindSuperLU.cmake module to help you in this task.
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*
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*/
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#include "src/misc/Solve.h"
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#include "src/misc/SparseSolve.h"
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#include "src/SuperLUSupport/SuperLUSupport.h"
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#include "src/Core/util/ReenableStupidWarnings.h"
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#endif // EIGEN_SUPERLUSUPPORT_MODULE_H
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#ifndef EIGEN_UMFPACKSUPPORT_MODULE_H
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#define EIGEN_UMFPACKSUPPORT_MODULE_H
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#include "SparseCore"
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#include "src/Core/util/DisableStupidWarnings.h"
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extern "C" {
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#include <umfpack.h>
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}
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/** \ingroup Support_modules
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* \defgroup UmfPackSupport_Module UmfPackSupport module
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*
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* This module provides an interface to the UmfPack library which is part of the <a href="http://www.cise.ufl.edu/research/sparse/SuiteSparse/">suitesparse</a> package.
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* It provides the following factorization class:
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* - class UmfPackLU: a multifrontal sequential LU factorization.
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*
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* \code
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* #include <Eigen/UmfPackSupport>
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* \endcode
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*
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* In order to use this module, the umfpack headers must be accessible from the include paths, and your binary must be linked to the umfpack library and its dependencies.
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* The dependencies depend on how umfpack has been compiled.
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* For a cmake based project, you can use our FindUmfPack.cmake module to help you in this task.
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*
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*/
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#include "src/misc/Solve.h"
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#include "src/misc/SparseSolve.h"
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#include "src/UmfPackSupport/UmfPackSupport.h"
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#include "src/Core/util/ReenableStupidWarnings.h"
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#endif // EIGEN_UMFPACKSUPPORT_MODULE_H
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// This file is part of Eigen, a lightweight C++ template library
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// for linear algebra.
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//
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// Copyright (C) 2008-2011 Gael Guennebaud <gael.guennebaud@inria.fr>
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// Copyright (C) 2009 Keir Mierle <mierle@gmail.com>
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// Copyright (C) 2009 Benoit Jacob <jacob.benoit.1@gmail.com>
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// Copyright (C) 2011 Timothy E. Holy <tim.holy@gmail.com >
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//
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// This Source Code Form is subject to the terms of the Mozilla
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// Public License v. 2.0. If a copy of the MPL was not distributed
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// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
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#ifndef EIGEN_LDLT_H
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#define EIGEN_LDLT_H
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namespace Eigen {
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namespace internal {
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template<typename MatrixType, int UpLo> struct LDLT_Traits;
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// PositiveSemiDef means positive semi-definite and non-zero; same for NegativeSemiDef
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enum SignMatrix { PositiveSemiDef, NegativeSemiDef, ZeroSign, Indefinite };
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}
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/** \ingroup Cholesky_Module
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*
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* \class LDLT
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*
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* \brief Robust Cholesky decomposition of a matrix with pivoting
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*
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* \param MatrixType the type of the matrix of which to compute the LDL^T Cholesky decomposition
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* \param UpLo the triangular part that will be used for the decompositon: Lower (default) or Upper.
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* The other triangular part won't be read.
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*
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* Perform a robust Cholesky decomposition of a positive semidefinite or negative semidefinite
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* matrix \f$ A \f$ such that \f$ A = P^TLDL^*P \f$, where P is a permutation matrix, L
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* is lower triangular with a unit diagonal and D is a diagonal matrix.
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*
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* The decomposition uses pivoting to ensure stability, so that L will have
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* zeros in the bottom right rank(A) - n submatrix. Avoiding the square root
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* on D also stabilizes the computation.
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*
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* Remember that Cholesky decompositions are not rank-revealing. Also, do not use a Cholesky
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* decomposition to determine whether a system of equations has a solution.
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*
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* \sa MatrixBase::ldlt(), class LLT
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*/
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template<typename _MatrixType, int _UpLo> class LDLT
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{
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public:
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typedef _MatrixType MatrixType;
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enum {
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RowsAtCompileTime = MatrixType::RowsAtCompileTime,
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ColsAtCompileTime = MatrixType::ColsAtCompileTime,
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Options = MatrixType::Options & ~RowMajorBit, // these are the options for the TmpMatrixType, we need a ColMajor matrix here!
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MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime,
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MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime,
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UpLo = _UpLo
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};
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typedef typename MatrixType::Scalar Scalar;
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typedef typename NumTraits<typename MatrixType::Scalar>::Real RealScalar;
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typedef typename MatrixType::Index Index;
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typedef Matrix<Scalar, RowsAtCompileTime, 1, Options, MaxRowsAtCompileTime, 1> TmpMatrixType;
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typedef Transpositions<RowsAtCompileTime, MaxRowsAtCompileTime> TranspositionType;
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typedef PermutationMatrix<RowsAtCompileTime, MaxRowsAtCompileTime> PermutationType;
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typedef internal::LDLT_Traits<MatrixType,UpLo> Traits;
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/** \brief Default Constructor.
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*
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* The default constructor is useful in cases in which the user intends to
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* perform decompositions via LDLT::compute(const MatrixType&).
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*/
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LDLT()
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: m_matrix(),
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m_transpositions(),
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m_sign(internal::ZeroSign),
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m_isInitialized(false)
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{}
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/** \brief Default Constructor with memory preallocation
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*
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* Like the default constructor but with preallocation of the internal data
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* according to the specified problem \a size.
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* \sa LDLT()
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*/
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LDLT(Index size)
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: m_matrix(size, size),
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m_transpositions(size),
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m_temporary(size),
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m_sign(internal::ZeroSign),
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m_isInitialized(false)
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{}
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/** \brief Constructor with decomposition
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*
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* This calculates the decomposition for the input \a matrix.
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* \sa LDLT(Index size)
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*/
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LDLT(const MatrixType& matrix)
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: m_matrix(matrix.rows(), matrix.cols()),
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m_transpositions(matrix.rows()),
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m_temporary(matrix.rows()),
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m_sign(internal::ZeroSign),
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m_isInitialized(false)
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{
|
108
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compute(matrix);
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}
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|
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/** Clear any existing decomposition
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* \sa rankUpdate(w,sigma)
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*/
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void setZero()
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{
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m_isInitialized = false;
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}
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|
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/** \returns a view of the upper triangular matrix U */
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inline typename Traits::MatrixU matrixU() const
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{
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eigen_assert(m_isInitialized && "LDLT is not initialized.");
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return Traits::getU(m_matrix);
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}
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/** \returns a view of the lower triangular matrix L */
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inline typename Traits::MatrixL matrixL() const
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{
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eigen_assert(m_isInitialized && "LDLT is not initialized.");
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return Traits::getL(m_matrix);
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}
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/** \returns the permutation matrix P as a transposition sequence.
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*/
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inline const TranspositionType& transpositionsP() const
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{
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eigen_assert(m_isInitialized && "LDLT is not initialized.");
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return m_transpositions;
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}
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/** \returns the coefficients of the diagonal matrix D */
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inline Diagonal<const MatrixType> vectorD() const
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{
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eigen_assert(m_isInitialized && "LDLT is not initialized.");
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return m_matrix.diagonal();
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}
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/** \returns true if the matrix is positive (semidefinite) */
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inline bool isPositive() const
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{
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eigen_assert(m_isInitialized && "LDLT is not initialized.");
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return m_sign == internal::PositiveSemiDef || m_sign == internal::ZeroSign;
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}
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#ifdef EIGEN2_SUPPORT
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inline bool isPositiveDefinite() const
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{
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return isPositive();
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}
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#endif
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/** \returns true if the matrix is negative (semidefinite) */
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inline bool isNegative(void) const
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{
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eigen_assert(m_isInitialized && "LDLT is not initialized.");
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return m_sign == internal::NegativeSemiDef || m_sign == internal::ZeroSign;
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}
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/** \returns a solution x of \f$ A x = b \f$ using the current decomposition of A.
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*
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* This function also supports in-place solves using the syntax <tt>x = decompositionObject.solve(x)</tt> .
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*
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* \note_about_checking_solutions
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*
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* More precisely, this method solves \f$ A x = b \f$ using the decomposition \f$ A = P^T L D L^* P \f$
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* by solving the systems \f$ P^T y_1 = b \f$, \f$ L y_2 = y_1 \f$, \f$ D y_3 = y_2 \f$,
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* \f$ L^* y_4 = y_3 \f$ and \f$ P x = y_4 \f$ in succession. If the matrix \f$ A \f$ is singular, then
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* \f$ D \f$ will also be singular (all the other matrices are invertible). In that case, the
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* least-square solution of \f$ D y_3 = y_2 \f$ is computed. This does not mean that this function
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* computes the least-square solution of \f$ A x = b \f$ is \f$ A \f$ is singular.
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*
|
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* \sa MatrixBase::ldlt()
|
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*/
|
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template<typename Rhs>
|
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inline const internal::solve_retval<LDLT, Rhs>
|
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solve(const MatrixBase<Rhs>& b) const
|
187
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{
|
188
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eigen_assert(m_isInitialized && "LDLT is not initialized.");
|
189
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eigen_assert(m_matrix.rows()==b.rows()
|
190
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&& "LDLT::solve(): invalid number of rows of the right hand side matrix b");
|
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return internal::solve_retval<LDLT, Rhs>(*this, b.derived());
|
192
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}
|
193
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|
194
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#ifdef EIGEN2_SUPPORT
|
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template<typename OtherDerived, typename ResultType>
|
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bool solve(const MatrixBase<OtherDerived>& b, ResultType *result) const
|
197
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{
|
198
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*result = this->solve(b);
|
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return true;
|
200
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}
|
201
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#endif
|
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|
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template<typename Derived>
|
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bool solveInPlace(MatrixBase<Derived> &bAndX) const;
|
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|
206
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LDLT& compute(const MatrixType& matrix);
|
207
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|
208
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template <typename Derived>
|
209
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LDLT& rankUpdate(const MatrixBase<Derived>& w, const RealScalar& alpha=1);
|
210
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+
|
211
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/** \returns the internal LDLT decomposition matrix
|
212
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+
*
|
213
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+
* TODO: document the storage layout
|
214
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*/
|
215
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+
inline const MatrixType& matrixLDLT() const
|
216
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+
{
|
217
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+
eigen_assert(m_isInitialized && "LDLT is not initialized.");
|
218
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+
return m_matrix;
|
219
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+
}
|
220
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+
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+
MatrixType reconstructedMatrix() const;
|
222
|
+
|
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|
+
inline Index rows() const { return m_matrix.rows(); }
|
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|
+
inline Index cols() const { return m_matrix.cols(); }
|
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|
+
|
226
|
+
/** \brief Reports whether previous computation was successful.
|
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|
+
*
|
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|
+
* \returns \c Success if computation was succesful,
|
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|
+
* \c NumericalIssue if the matrix.appears to be negative.
|
230
|
+
*/
|
231
|
+
ComputationInfo info() const
|
232
|
+
{
|
233
|
+
eigen_assert(m_isInitialized && "LDLT is not initialized.");
|
234
|
+
return Success;
|
235
|
+
}
|
236
|
+
|
237
|
+
protected:
|
238
|
+
|
239
|
+
static void check_template_parameters()
|
240
|
+
{
|
241
|
+
EIGEN_STATIC_ASSERT_NON_INTEGER(Scalar);
|
242
|
+
}
|
243
|
+
|
244
|
+
/** \internal
|
245
|
+
* Used to compute and store the Cholesky decomposition A = L D L^* = U^* D U.
|
246
|
+
* The strict upper part is used during the decomposition, the strict lower
|
247
|
+
* part correspond to the coefficients of L (its diagonal is equal to 1 and
|
248
|
+
* is not stored), and the diagonal entries correspond to D.
|
249
|
+
*/
|
250
|
+
MatrixType m_matrix;
|
251
|
+
TranspositionType m_transpositions;
|
252
|
+
TmpMatrixType m_temporary;
|
253
|
+
internal::SignMatrix m_sign;
|
254
|
+
bool m_isInitialized;
|
255
|
+
};
|
256
|
+
|
257
|
+
namespace internal {
|
258
|
+
|
259
|
+
template<int UpLo> struct ldlt_inplace;
|
260
|
+
|
261
|
+
template<> struct ldlt_inplace<Lower>
|
262
|
+
{
|
263
|
+
template<typename MatrixType, typename TranspositionType, typename Workspace>
|
264
|
+
static bool unblocked(MatrixType& mat, TranspositionType& transpositions, Workspace& temp, SignMatrix& sign)
|
265
|
+
{
|
266
|
+
using std::abs;
|
267
|
+
typedef typename MatrixType::Scalar Scalar;
|
268
|
+
typedef typename MatrixType::RealScalar RealScalar;
|
269
|
+
typedef typename MatrixType::Index Index;
|
270
|
+
eigen_assert(mat.rows()==mat.cols());
|
271
|
+
const Index size = mat.rows();
|
272
|
+
|
273
|
+
if (size <= 1)
|
274
|
+
{
|
275
|
+
transpositions.setIdentity();
|
276
|
+
if (numext::real(mat.coeff(0,0)) > 0) sign = PositiveSemiDef;
|
277
|
+
else if (numext::real(mat.coeff(0,0)) < 0) sign = NegativeSemiDef;
|
278
|
+
else sign = ZeroSign;
|
279
|
+
return true;
|
280
|
+
}
|
281
|
+
|
282
|
+
for (Index k = 0; k < size; ++k)
|
283
|
+
{
|
284
|
+
// Find largest diagonal element
|
285
|
+
Index index_of_biggest_in_corner;
|
286
|
+
mat.diagonal().tail(size-k).cwiseAbs().maxCoeff(&index_of_biggest_in_corner);
|
287
|
+
index_of_biggest_in_corner += k;
|
288
|
+
|
289
|
+
transpositions.coeffRef(k) = index_of_biggest_in_corner;
|
290
|
+
if(k != index_of_biggest_in_corner)
|
291
|
+
{
|
292
|
+
// apply the transposition while taking care to consider only
|
293
|
+
// the lower triangular part
|
294
|
+
Index s = size-index_of_biggest_in_corner-1; // trailing size after the biggest element
|
295
|
+
mat.row(k).head(k).swap(mat.row(index_of_biggest_in_corner).head(k));
|
296
|
+
mat.col(k).tail(s).swap(mat.col(index_of_biggest_in_corner).tail(s));
|
297
|
+
std::swap(mat.coeffRef(k,k),mat.coeffRef(index_of_biggest_in_corner,index_of_biggest_in_corner));
|
298
|
+
for(int i=k+1;i<index_of_biggest_in_corner;++i)
|
299
|
+
{
|
300
|
+
Scalar tmp = mat.coeffRef(i,k);
|
301
|
+
mat.coeffRef(i,k) = numext::conj(mat.coeffRef(index_of_biggest_in_corner,i));
|
302
|
+
mat.coeffRef(index_of_biggest_in_corner,i) = numext::conj(tmp);
|
303
|
+
}
|
304
|
+
if(NumTraits<Scalar>::IsComplex)
|
305
|
+
mat.coeffRef(index_of_biggest_in_corner,k) = numext::conj(mat.coeff(index_of_biggest_in_corner,k));
|
306
|
+
}
|
307
|
+
|
308
|
+
// partition the matrix:
|
309
|
+
// A00 | - | -
|
310
|
+
// lu = A10 | A11 | -
|
311
|
+
// A20 | A21 | A22
|
312
|
+
Index rs = size - k - 1;
|
313
|
+
Block<MatrixType,Dynamic,1> A21(mat,k+1,k,rs,1);
|
314
|
+
Block<MatrixType,1,Dynamic> A10(mat,k,0,1,k);
|
315
|
+
Block<MatrixType,Dynamic,Dynamic> A20(mat,k+1,0,rs,k);
|
316
|
+
|
317
|
+
if(k>0)
|
318
|
+
{
|
319
|
+
temp.head(k) = mat.diagonal().real().head(k).asDiagonal() * A10.adjoint();
|
320
|
+
mat.coeffRef(k,k) -= (A10 * temp.head(k)).value();
|
321
|
+
if(rs>0)
|
322
|
+
A21.noalias() -= A20 * temp.head(k);
|
323
|
+
}
|
324
|
+
|
325
|
+
// In some previous versions of Eigen (e.g., 3.2.1), the scaling was omitted if the pivot
|
326
|
+
// was smaller than the cutoff value. However, soince LDLT is not rank-revealing
|
327
|
+
// we should only make sure we do not introduce INF or NaN values.
|
328
|
+
// LAPACK also uses 0 as the cutoff value.
|
329
|
+
RealScalar realAkk = numext::real(mat.coeffRef(k,k));
|
330
|
+
if((rs>0) && (abs(realAkk) > RealScalar(0)))
|
331
|
+
A21 /= realAkk;
|
332
|
+
|
333
|
+
if (sign == PositiveSemiDef) {
|
334
|
+
if (realAkk < 0) sign = Indefinite;
|
335
|
+
} else if (sign == NegativeSemiDef) {
|
336
|
+
if (realAkk > 0) sign = Indefinite;
|
337
|
+
} else if (sign == ZeroSign) {
|
338
|
+
if (realAkk > 0) sign = PositiveSemiDef;
|
339
|
+
else if (realAkk < 0) sign = NegativeSemiDef;
|
340
|
+
}
|
341
|
+
}
|
342
|
+
|
343
|
+
return true;
|
344
|
+
}
|
345
|
+
|
346
|
+
// Reference for the algorithm: Davis and Hager, "Multiple Rank
|
347
|
+
// Modifications of a Sparse Cholesky Factorization" (Algorithm 1)
|
348
|
+
// Trivial rearrangements of their computations (Timothy E. Holy)
|
349
|
+
// allow their algorithm to work for rank-1 updates even if the
|
350
|
+
// original matrix is not of full rank.
|
351
|
+
// Here only rank-1 updates are implemented, to reduce the
|
352
|
+
// requirement for intermediate storage and improve accuracy
|
353
|
+
template<typename MatrixType, typename WDerived>
|
354
|
+
static bool updateInPlace(MatrixType& mat, MatrixBase<WDerived>& w, const typename MatrixType::RealScalar& sigma=1)
|
355
|
+
{
|
356
|
+
using numext::isfinite;
|
357
|
+
typedef typename MatrixType::Scalar Scalar;
|
358
|
+
typedef typename MatrixType::RealScalar RealScalar;
|
359
|
+
typedef typename MatrixType::Index Index;
|
360
|
+
|
361
|
+
const Index size = mat.rows();
|
362
|
+
eigen_assert(mat.cols() == size && w.size()==size);
|
363
|
+
|
364
|
+
RealScalar alpha = 1;
|
365
|
+
|
366
|
+
// Apply the update
|
367
|
+
for (Index j = 0; j < size; j++)
|
368
|
+
{
|
369
|
+
// Check for termination due to an original decomposition of low-rank
|
370
|
+
if (!(isfinite)(alpha))
|
371
|
+
break;
|
372
|
+
|
373
|
+
// Update the diagonal terms
|
374
|
+
RealScalar dj = numext::real(mat.coeff(j,j));
|
375
|
+
Scalar wj = w.coeff(j);
|
376
|
+
RealScalar swj2 = sigma*numext::abs2(wj);
|
377
|
+
RealScalar gamma = dj*alpha + swj2;
|
378
|
+
|
379
|
+
mat.coeffRef(j,j) += swj2/alpha;
|
380
|
+
alpha += swj2/dj;
|
381
|
+
|
382
|
+
|
383
|
+
// Update the terms of L
|
384
|
+
Index rs = size-j-1;
|
385
|
+
w.tail(rs) -= wj * mat.col(j).tail(rs);
|
386
|
+
if(gamma != 0)
|
387
|
+
mat.col(j).tail(rs) += (sigma*numext::conj(wj)/gamma)*w.tail(rs);
|
388
|
+
}
|
389
|
+
return true;
|
390
|
+
}
|
391
|
+
|
392
|
+
template<typename MatrixType, typename TranspositionType, typename Workspace, typename WType>
|
393
|
+
static bool update(MatrixType& mat, const TranspositionType& transpositions, Workspace& tmp, const WType& w, const typename MatrixType::RealScalar& sigma=1)
|
394
|
+
{
|
395
|
+
// Apply the permutation to the input w
|
396
|
+
tmp = transpositions * w;
|
397
|
+
|
398
|
+
return ldlt_inplace<Lower>::updateInPlace(mat,tmp,sigma);
|
399
|
+
}
|
400
|
+
};
|
401
|
+
|
402
|
+
template<> struct ldlt_inplace<Upper>
|
403
|
+
{
|
404
|
+
template<typename MatrixType, typename TranspositionType, typename Workspace>
|
405
|
+
static EIGEN_STRONG_INLINE bool unblocked(MatrixType& mat, TranspositionType& transpositions, Workspace& temp, SignMatrix& sign)
|
406
|
+
{
|
407
|
+
Transpose<MatrixType> matt(mat);
|
408
|
+
return ldlt_inplace<Lower>::unblocked(matt, transpositions, temp, sign);
|
409
|
+
}
|
410
|
+
|
411
|
+
template<typename MatrixType, typename TranspositionType, typename Workspace, typename WType>
|
412
|
+
static EIGEN_STRONG_INLINE bool update(MatrixType& mat, TranspositionType& transpositions, Workspace& tmp, WType& w, const typename MatrixType::RealScalar& sigma=1)
|
413
|
+
{
|
414
|
+
Transpose<MatrixType> matt(mat);
|
415
|
+
return ldlt_inplace<Lower>::update(matt, transpositions, tmp, w.conjugate(), sigma);
|
416
|
+
}
|
417
|
+
};
|
418
|
+
|
419
|
+
template<typename MatrixType> struct LDLT_Traits<MatrixType,Lower>
|
420
|
+
{
|
421
|
+
typedef const TriangularView<const MatrixType, UnitLower> MatrixL;
|
422
|
+
typedef const TriangularView<const typename MatrixType::AdjointReturnType, UnitUpper> MatrixU;
|
423
|
+
static inline MatrixL getL(const MatrixType& m) { return m; }
|
424
|
+
static inline MatrixU getU(const MatrixType& m) { return m.adjoint(); }
|
425
|
+
};
|
426
|
+
|
427
|
+
template<typename MatrixType> struct LDLT_Traits<MatrixType,Upper>
|
428
|
+
{
|
429
|
+
typedef const TriangularView<const typename MatrixType::AdjointReturnType, UnitLower> MatrixL;
|
430
|
+
typedef const TriangularView<const MatrixType, UnitUpper> MatrixU;
|
431
|
+
static inline MatrixL getL(const MatrixType& m) { return m.adjoint(); }
|
432
|
+
static inline MatrixU getU(const MatrixType& m) { return m; }
|
433
|
+
};
|
434
|
+
|
435
|
+
} // end namespace internal
|
436
|
+
|
437
|
+
/** Compute / recompute the LDLT decomposition A = L D L^* = U^* D U of \a matrix
|
438
|
+
*/
|
439
|
+
template<typename MatrixType, int _UpLo>
|
440
|
+
LDLT<MatrixType,_UpLo>& LDLT<MatrixType,_UpLo>::compute(const MatrixType& a)
|
441
|
+
{
|
442
|
+
check_template_parameters();
|
443
|
+
|
444
|
+
eigen_assert(a.rows()==a.cols());
|
445
|
+
const Index size = a.rows();
|
446
|
+
|
447
|
+
m_matrix = a;
|
448
|
+
|
449
|
+
m_transpositions.resize(size);
|
450
|
+
m_isInitialized = false;
|
451
|
+
m_temporary.resize(size);
|
452
|
+
m_sign = internal::ZeroSign;
|
453
|
+
|
454
|
+
internal::ldlt_inplace<UpLo>::unblocked(m_matrix, m_transpositions, m_temporary, m_sign);
|
455
|
+
|
456
|
+
m_isInitialized = true;
|
457
|
+
return *this;
|
458
|
+
}
|
459
|
+
|
460
|
+
/** Update the LDLT decomposition: given A = L D L^T, efficiently compute the decomposition of A + sigma w w^T.
|
461
|
+
* \param w a vector to be incorporated into the decomposition.
|
462
|
+
* \param sigma a scalar, +1 for updates and -1 for "downdates," which correspond to removing previously-added column vectors. Optional; default value is +1.
|
463
|
+
* \sa setZero()
|
464
|
+
*/
|
465
|
+
template<typename MatrixType, int _UpLo>
|
466
|
+
template<typename Derived>
|
467
|
+
LDLT<MatrixType,_UpLo>& LDLT<MatrixType,_UpLo>::rankUpdate(const MatrixBase<Derived>& w, const typename LDLT<MatrixType,_UpLo>::RealScalar& sigma)
|
468
|
+
{
|
469
|
+
const Index size = w.rows();
|
470
|
+
if (m_isInitialized)
|
471
|
+
{
|
472
|
+
eigen_assert(m_matrix.rows()==size);
|
473
|
+
}
|
474
|
+
else
|
475
|
+
{
|
476
|
+
m_matrix.resize(size,size);
|
477
|
+
m_matrix.setZero();
|
478
|
+
m_transpositions.resize(size);
|
479
|
+
for (Index i = 0; i < size; i++)
|
480
|
+
m_transpositions.coeffRef(i) = i;
|
481
|
+
m_temporary.resize(size);
|
482
|
+
m_sign = sigma>=0 ? internal::PositiveSemiDef : internal::NegativeSemiDef;
|
483
|
+
m_isInitialized = true;
|
484
|
+
}
|
485
|
+
|
486
|
+
internal::ldlt_inplace<UpLo>::update(m_matrix, m_transpositions, m_temporary, w, sigma);
|
487
|
+
|
488
|
+
return *this;
|
489
|
+
}
|
490
|
+
|
491
|
+
namespace internal {
|
492
|
+
template<typename _MatrixType, int _UpLo, typename Rhs>
|
493
|
+
struct solve_retval<LDLT<_MatrixType,_UpLo>, Rhs>
|
494
|
+
: solve_retval_base<LDLT<_MatrixType,_UpLo>, Rhs>
|
495
|
+
{
|
496
|
+
typedef LDLT<_MatrixType,_UpLo> LDLTType;
|
497
|
+
EIGEN_MAKE_SOLVE_HELPERS(LDLTType,Rhs)
|
498
|
+
|
499
|
+
template<typename Dest> void evalTo(Dest& dst) const
|
500
|
+
{
|
501
|
+
eigen_assert(rhs().rows() == dec().matrixLDLT().rows());
|
502
|
+
// dst = P b
|
503
|
+
dst = dec().transpositionsP() * rhs();
|
504
|
+
|
505
|
+
// dst = L^-1 (P b)
|
506
|
+
dec().matrixL().solveInPlace(dst);
|
507
|
+
|
508
|
+
// dst = D^-1 (L^-1 P b)
|
509
|
+
// more precisely, use pseudo-inverse of D (see bug 241)
|
510
|
+
using std::abs;
|
511
|
+
using std::max;
|
512
|
+
typedef typename LDLTType::MatrixType MatrixType;
|
513
|
+
typedef typename LDLTType::RealScalar RealScalar;
|
514
|
+
const typename Diagonal<const MatrixType>::RealReturnType vectorD(dec().vectorD());
|
515
|
+
// In some previous versions, tolerance was set to the max of 1/highest and the maximal diagonal entry * epsilon
|
516
|
+
// as motivated by LAPACK's xGELSS:
|
517
|
+
// RealScalar tolerance = (max)(vectorD.array().abs().maxCoeff() *NumTraits<RealScalar>::epsilon(),RealScalar(1) / NumTraits<RealScalar>::highest());
|
518
|
+
// However, LDLT is not rank revealing, and so adjusting the tolerance wrt to the highest
|
519
|
+
// diagonal element is not well justified and to numerical issues in some cases.
|
520
|
+
// Moreover, Lapack's xSYTRS routines use 0 for the tolerance.
|
521
|
+
RealScalar tolerance = RealScalar(1) / NumTraits<RealScalar>::highest();
|
522
|
+
|
523
|
+
for (Index i = 0; i < vectorD.size(); ++i) {
|
524
|
+
if(abs(vectorD(i)) > tolerance)
|
525
|
+
dst.row(i) /= vectorD(i);
|
526
|
+
else
|
527
|
+
dst.row(i).setZero();
|
528
|
+
}
|
529
|
+
|
530
|
+
// dst = L^-T (D^-1 L^-1 P b)
|
531
|
+
dec().matrixU().solveInPlace(dst);
|
532
|
+
|
533
|
+
// dst = P^-1 (L^-T D^-1 L^-1 P b) = A^-1 b
|
534
|
+
dst = dec().transpositionsP().transpose() * dst;
|
535
|
+
}
|
536
|
+
};
|
537
|
+
}
|
538
|
+
|
539
|
+
/** \internal use x = ldlt_object.solve(x);
|
540
|
+
*
|
541
|
+
* This is the \em in-place version of solve().
|
542
|
+
*
|
543
|
+
* \param bAndX represents both the right-hand side matrix b and result x.
|
544
|
+
*
|
545
|
+
* \returns true always! If you need to check for existence of solutions, use another decomposition like LU, QR, or SVD.
|
546
|
+
*
|
547
|
+
* This version avoids a copy when the right hand side matrix b is not
|
548
|
+
* needed anymore.
|
549
|
+
*
|
550
|
+
* \sa LDLT::solve(), MatrixBase::ldlt()
|
551
|
+
*/
|
552
|
+
template<typename MatrixType,int _UpLo>
|
553
|
+
template<typename Derived>
|
554
|
+
bool LDLT<MatrixType,_UpLo>::solveInPlace(MatrixBase<Derived> &bAndX) const
|
555
|
+
{
|
556
|
+
eigen_assert(m_isInitialized && "LDLT is not initialized.");
|
557
|
+
eigen_assert(m_matrix.rows() == bAndX.rows());
|
558
|
+
|
559
|
+
bAndX = this->solve(bAndX);
|
560
|
+
|
561
|
+
return true;
|
562
|
+
}
|
563
|
+
|
564
|
+
/** \returns the matrix represented by the decomposition,
|
565
|
+
* i.e., it returns the product: P^T L D L^* P.
|
566
|
+
* This function is provided for debug purpose. */
|
567
|
+
template<typename MatrixType, int _UpLo>
|
568
|
+
MatrixType LDLT<MatrixType,_UpLo>::reconstructedMatrix() const
|
569
|
+
{
|
570
|
+
eigen_assert(m_isInitialized && "LDLT is not initialized.");
|
571
|
+
const Index size = m_matrix.rows();
|
572
|
+
MatrixType res(size,size);
|
573
|
+
|
574
|
+
// P
|
575
|
+
res.setIdentity();
|
576
|
+
res = transpositionsP() * res;
|
577
|
+
// L^* P
|
578
|
+
res = matrixU() * res;
|
579
|
+
// D(L^*P)
|
580
|
+
res = vectorD().real().asDiagonal() * res;
|
581
|
+
// L(DL^*P)
|
582
|
+
res = matrixL() * res;
|
583
|
+
// P^T (LDL^*P)
|
584
|
+
res = transpositionsP().transpose() * res;
|
585
|
+
|
586
|
+
return res;
|
587
|
+
}
|
588
|
+
|
589
|
+
/** \cholesky_module
|
590
|
+
* \returns the Cholesky decomposition with full pivoting without square root of \c *this
|
591
|
+
*/
|
592
|
+
template<typename MatrixType, unsigned int UpLo>
|
593
|
+
inline const LDLT<typename SelfAdjointView<MatrixType, UpLo>::PlainObject, UpLo>
|
594
|
+
SelfAdjointView<MatrixType, UpLo>::ldlt() const
|
595
|
+
{
|
596
|
+
return LDLT<PlainObject,UpLo>(m_matrix);
|
597
|
+
}
|
598
|
+
|
599
|
+
/** \cholesky_module
|
600
|
+
* \returns the Cholesky decomposition with full pivoting without square root of \c *this
|
601
|
+
*/
|
602
|
+
template<typename Derived>
|
603
|
+
inline const LDLT<typename MatrixBase<Derived>::PlainObject>
|
604
|
+
MatrixBase<Derived>::ldlt() const
|
605
|
+
{
|
606
|
+
return LDLT<PlainObject>(derived());
|
607
|
+
}
|
608
|
+
|
609
|
+
} // end namespace Eigen
|
610
|
+
|
611
|
+
#endif // EIGEN_LDLT_H
|