ruby-eigen 0.0.9 → 0.0.10.pre1
Sign up to get free protection for your applications and to get access to all the features.
- 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 +1,42 @@
|
|
1
|
+
// This file is part of Eigen, a lightweight C++ template library
|
2
|
+
// for linear algebra.
|
3
|
+
//
|
4
|
+
// Copyright (C) 2010 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_SOLVER2_H
|
11
|
+
#define EIGEN_TRIANGULAR_SOLVER2_H
|
12
|
+
|
13
|
+
namespace Eigen {
|
14
|
+
|
15
|
+
const unsigned int UnitDiagBit = UnitDiag;
|
16
|
+
const unsigned int SelfAdjointBit = SelfAdjoint;
|
17
|
+
const unsigned int UpperTriangularBit = Upper;
|
18
|
+
const unsigned int LowerTriangularBit = Lower;
|
19
|
+
|
20
|
+
const unsigned int UpperTriangular = Upper;
|
21
|
+
const unsigned int LowerTriangular = Lower;
|
22
|
+
const unsigned int UnitUpperTriangular = UnitUpper;
|
23
|
+
const unsigned int UnitLowerTriangular = UnitLower;
|
24
|
+
|
25
|
+
template<typename ExpressionType, unsigned int Added, unsigned int Removed>
|
26
|
+
template<typename OtherDerived>
|
27
|
+
typename ExpressionType::PlainObject
|
28
|
+
Flagged<ExpressionType,Added,Removed>::solveTriangular(const MatrixBase<OtherDerived>& other) const
|
29
|
+
{
|
30
|
+
return m_matrix.template triangularView<Added>().solve(other.derived());
|
31
|
+
}
|
32
|
+
|
33
|
+
template<typename ExpressionType, unsigned int Added, unsigned int Removed>
|
34
|
+
template<typename OtherDerived>
|
35
|
+
void Flagged<ExpressionType,Added,Removed>::solveTriangularInPlace(const MatrixBase<OtherDerived>& other) const
|
36
|
+
{
|
37
|
+
m_matrix.template triangularView<Added>().solveInPlace(other.derived());
|
38
|
+
}
|
39
|
+
|
40
|
+
} // end namespace Eigen
|
41
|
+
|
42
|
+
#endif // EIGEN_TRIANGULAR_SOLVER2_H
|
@@ -0,0 +1,94 @@
|
|
1
|
+
// This file is part of Eigen, a lightweight C++ template library
|
2
|
+
// for linear algebra.
|
3
|
+
//
|
4
|
+
// Copyright (C) 2008-2009 Gael Guennebaud <gael.guennebaud@inria.fr>
|
5
|
+
// Copyright (C) 2006-2008 Benoit Jacob <jacob.benoit.1@gmail.com>
|
6
|
+
//
|
7
|
+
// This Source Code Form is subject to the terms of the Mozilla
|
8
|
+
// Public License v. 2.0. If a copy of the MPL was not distributed
|
9
|
+
// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
|
10
|
+
|
11
|
+
#ifndef EIGEN2_VECTORBLOCK_H
|
12
|
+
#define EIGEN2_VECTORBLOCK_H
|
13
|
+
|
14
|
+
namespace Eigen {
|
15
|
+
|
16
|
+
/** \deprecated use DenseMase::head(Index) */
|
17
|
+
template<typename Derived>
|
18
|
+
inline VectorBlock<Derived>
|
19
|
+
MatrixBase<Derived>::start(Index size)
|
20
|
+
{
|
21
|
+
EIGEN_STATIC_ASSERT_VECTOR_ONLY(Derived)
|
22
|
+
return VectorBlock<Derived>(derived(), 0, size);
|
23
|
+
}
|
24
|
+
|
25
|
+
/** \deprecated use DenseMase::head(Index) */
|
26
|
+
template<typename Derived>
|
27
|
+
inline const VectorBlock<const Derived>
|
28
|
+
MatrixBase<Derived>::start(Index size) const
|
29
|
+
{
|
30
|
+
EIGEN_STATIC_ASSERT_VECTOR_ONLY(Derived)
|
31
|
+
return VectorBlock<const Derived>(derived(), 0, size);
|
32
|
+
}
|
33
|
+
|
34
|
+
/** \deprecated use DenseMase::tail(Index) */
|
35
|
+
template<typename Derived>
|
36
|
+
inline VectorBlock<Derived>
|
37
|
+
MatrixBase<Derived>::end(Index size)
|
38
|
+
{
|
39
|
+
EIGEN_STATIC_ASSERT_VECTOR_ONLY(Derived)
|
40
|
+
return VectorBlock<Derived>(derived(), this->size() - size, size);
|
41
|
+
}
|
42
|
+
|
43
|
+
/** \deprecated use DenseMase::tail(Index) */
|
44
|
+
template<typename Derived>
|
45
|
+
inline const VectorBlock<const Derived>
|
46
|
+
MatrixBase<Derived>::end(Index size) const
|
47
|
+
{
|
48
|
+
EIGEN_STATIC_ASSERT_VECTOR_ONLY(Derived)
|
49
|
+
return VectorBlock<const Derived>(derived(), this->size() - size, size);
|
50
|
+
}
|
51
|
+
|
52
|
+
/** \deprecated use DenseMase::head() */
|
53
|
+
template<typename Derived>
|
54
|
+
template<int Size>
|
55
|
+
inline VectorBlock<Derived,Size>
|
56
|
+
MatrixBase<Derived>::start()
|
57
|
+
{
|
58
|
+
EIGEN_STATIC_ASSERT_VECTOR_ONLY(Derived)
|
59
|
+
return VectorBlock<Derived,Size>(derived(), 0);
|
60
|
+
}
|
61
|
+
|
62
|
+
/** \deprecated use DenseMase::head() */
|
63
|
+
template<typename Derived>
|
64
|
+
template<int Size>
|
65
|
+
inline const VectorBlock<const Derived,Size>
|
66
|
+
MatrixBase<Derived>::start() const
|
67
|
+
{
|
68
|
+
EIGEN_STATIC_ASSERT_VECTOR_ONLY(Derived)
|
69
|
+
return VectorBlock<const Derived,Size>(derived(), 0);
|
70
|
+
}
|
71
|
+
|
72
|
+
/** \deprecated use DenseMase::tail() */
|
73
|
+
template<typename Derived>
|
74
|
+
template<int Size>
|
75
|
+
inline VectorBlock<Derived,Size>
|
76
|
+
MatrixBase<Derived>::end()
|
77
|
+
{
|
78
|
+
EIGEN_STATIC_ASSERT_VECTOR_ONLY(Derived)
|
79
|
+
return VectorBlock<Derived, Size>(derived(), size() - Size);
|
80
|
+
}
|
81
|
+
|
82
|
+
/** \deprecated use DenseMase::tail() */
|
83
|
+
template<typename Derived>
|
84
|
+
template<int Size>
|
85
|
+
inline const VectorBlock<const Derived,Size>
|
86
|
+
MatrixBase<Derived>::end() const
|
87
|
+
{
|
88
|
+
EIGEN_STATIC_ASSERT_VECTOR_ONLY(Derived)
|
89
|
+
return VectorBlock<const Derived, Size>(derived(), size() - Size);
|
90
|
+
}
|
91
|
+
|
92
|
+
} // end namespace Eigen
|
93
|
+
|
94
|
+
#endif // EIGEN2_VECTORBLOCK_H
|
@@ -0,0 +1,341 @@
|
|
1
|
+
// This file is part of Eigen, a lightweight C++ template library
|
2
|
+
// for linear algebra.
|
3
|
+
//
|
4
|
+
// Copyright (C) 2009 Claire Maurice
|
5
|
+
// Copyright (C) 2009 Gael Guennebaud <gael.guennebaud@inria.fr>
|
6
|
+
// Copyright (C) 2010,2012 Jitse Niesen <jitse@maths.leeds.ac.uk>
|
7
|
+
//
|
8
|
+
// This Source Code Form is subject to the terms of the Mozilla
|
9
|
+
// Public License v. 2.0. If a copy of the MPL was not distributed
|
10
|
+
// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
|
11
|
+
|
12
|
+
#ifndef EIGEN_COMPLEX_EIGEN_SOLVER_H
|
13
|
+
#define EIGEN_COMPLEX_EIGEN_SOLVER_H
|
14
|
+
|
15
|
+
#include "./ComplexSchur.h"
|
16
|
+
|
17
|
+
namespace Eigen {
|
18
|
+
|
19
|
+
/** \eigenvalues_module \ingroup Eigenvalues_Module
|
20
|
+
*
|
21
|
+
*
|
22
|
+
* \class ComplexEigenSolver
|
23
|
+
*
|
24
|
+
* \brief Computes eigenvalues and eigenvectors of general complex matrices
|
25
|
+
*
|
26
|
+
* \tparam _MatrixType the type of the matrix of which we are
|
27
|
+
* computing the eigendecomposition; this is expected to be an
|
28
|
+
* instantiation of the Matrix class template.
|
29
|
+
*
|
30
|
+
* The eigenvalues and eigenvectors of a matrix \f$ A \f$ are scalars
|
31
|
+
* \f$ \lambda \f$ and vectors \f$ v \f$ such that \f$ Av = \lambda v
|
32
|
+
* \f$. If \f$ D \f$ is a diagonal matrix with the eigenvalues on
|
33
|
+
* the diagonal, and \f$ V \f$ is a matrix with the eigenvectors as
|
34
|
+
* its columns, then \f$ A V = V D \f$. The matrix \f$ V \f$ is
|
35
|
+
* almost always invertible, in which case we have \f$ A = V D V^{-1}
|
36
|
+
* \f$. This is called the eigendecomposition.
|
37
|
+
*
|
38
|
+
* The main function in this class is compute(), which computes the
|
39
|
+
* eigenvalues and eigenvectors of a given function. The
|
40
|
+
* documentation for that function contains an example showing the
|
41
|
+
* main features of the class.
|
42
|
+
*
|
43
|
+
* \sa class EigenSolver, class SelfAdjointEigenSolver
|
44
|
+
*/
|
45
|
+
template<typename _MatrixType> class ComplexEigenSolver
|
46
|
+
{
|
47
|
+
public:
|
48
|
+
|
49
|
+
/** \brief Synonym for the template parameter \p _MatrixType. */
|
50
|
+
typedef _MatrixType MatrixType;
|
51
|
+
|
52
|
+
enum {
|
53
|
+
RowsAtCompileTime = MatrixType::RowsAtCompileTime,
|
54
|
+
ColsAtCompileTime = MatrixType::ColsAtCompileTime,
|
55
|
+
Options = MatrixType::Options,
|
56
|
+
MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime,
|
57
|
+
MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime
|
58
|
+
};
|
59
|
+
|
60
|
+
/** \brief Scalar type for matrices of type #MatrixType. */
|
61
|
+
typedef typename MatrixType::Scalar Scalar;
|
62
|
+
typedef typename NumTraits<Scalar>::Real RealScalar;
|
63
|
+
typedef typename MatrixType::Index Index;
|
64
|
+
|
65
|
+
/** \brief Complex scalar type for #MatrixType.
|
66
|
+
*
|
67
|
+
* This is \c std::complex<Scalar> if #Scalar is real (e.g.,
|
68
|
+
* \c float or \c double) and just \c Scalar if #Scalar is
|
69
|
+
* complex.
|
70
|
+
*/
|
71
|
+
typedef std::complex<RealScalar> ComplexScalar;
|
72
|
+
|
73
|
+
/** \brief Type for vector of eigenvalues as returned by eigenvalues().
|
74
|
+
*
|
75
|
+
* This is a column vector with entries of type #ComplexScalar.
|
76
|
+
* The length of the vector is the size of #MatrixType.
|
77
|
+
*/
|
78
|
+
typedef Matrix<ComplexScalar, ColsAtCompileTime, 1, Options&(~RowMajor), MaxColsAtCompileTime, 1> EigenvalueType;
|
79
|
+
|
80
|
+
/** \brief Type for matrix of eigenvectors as returned by eigenvectors().
|
81
|
+
*
|
82
|
+
* This is a square matrix with entries of type #ComplexScalar.
|
83
|
+
* The size is the same as the size of #MatrixType.
|
84
|
+
*/
|
85
|
+
typedef Matrix<ComplexScalar, RowsAtCompileTime, ColsAtCompileTime, Options, MaxRowsAtCompileTime, MaxColsAtCompileTime> EigenvectorType;
|
86
|
+
|
87
|
+
/** \brief Default constructor.
|
88
|
+
*
|
89
|
+
* The default constructor is useful in cases in which the user intends to
|
90
|
+
* perform decompositions via compute().
|
91
|
+
*/
|
92
|
+
ComplexEigenSolver()
|
93
|
+
: m_eivec(),
|
94
|
+
m_eivalues(),
|
95
|
+
m_schur(),
|
96
|
+
m_isInitialized(false),
|
97
|
+
m_eigenvectorsOk(false),
|
98
|
+
m_matX()
|
99
|
+
{}
|
100
|
+
|
101
|
+
/** \brief Default Constructor with memory preallocation
|
102
|
+
*
|
103
|
+
* Like the default constructor but with preallocation of the internal data
|
104
|
+
* according to the specified problem \a size.
|
105
|
+
* \sa ComplexEigenSolver()
|
106
|
+
*/
|
107
|
+
ComplexEigenSolver(Index size)
|
108
|
+
: m_eivec(size, size),
|
109
|
+
m_eivalues(size),
|
110
|
+
m_schur(size),
|
111
|
+
m_isInitialized(false),
|
112
|
+
m_eigenvectorsOk(false),
|
113
|
+
m_matX(size, size)
|
114
|
+
{}
|
115
|
+
|
116
|
+
/** \brief Constructor; computes eigendecomposition of given matrix.
|
117
|
+
*
|
118
|
+
* \param[in] matrix Square matrix whose eigendecomposition is to be computed.
|
119
|
+
* \param[in] computeEigenvectors If true, both the eigenvectors and the
|
120
|
+
* eigenvalues are computed; if false, only the eigenvalues are
|
121
|
+
* computed.
|
122
|
+
*
|
123
|
+
* This constructor calls compute() to compute the eigendecomposition.
|
124
|
+
*/
|
125
|
+
ComplexEigenSolver(const MatrixType& matrix, bool computeEigenvectors = true)
|
126
|
+
: m_eivec(matrix.rows(),matrix.cols()),
|
127
|
+
m_eivalues(matrix.cols()),
|
128
|
+
m_schur(matrix.rows()),
|
129
|
+
m_isInitialized(false),
|
130
|
+
m_eigenvectorsOk(false),
|
131
|
+
m_matX(matrix.rows(),matrix.cols())
|
132
|
+
{
|
133
|
+
compute(matrix, computeEigenvectors);
|
134
|
+
}
|
135
|
+
|
136
|
+
/** \brief Returns the eigenvectors of given matrix.
|
137
|
+
*
|
138
|
+
* \returns A const reference to the matrix whose columns are the eigenvectors.
|
139
|
+
*
|
140
|
+
* \pre Either the constructor
|
141
|
+
* ComplexEigenSolver(const MatrixType& matrix, bool) or the member
|
142
|
+
* function compute(const MatrixType& matrix, bool) has been called before
|
143
|
+
* to compute the eigendecomposition of a matrix, and
|
144
|
+
* \p computeEigenvectors was set to true (the default).
|
145
|
+
*
|
146
|
+
* This function returns a matrix whose columns are the eigenvectors. Column
|
147
|
+
* \f$ k \f$ is an eigenvector corresponding to eigenvalue number \f$ k
|
148
|
+
* \f$ as returned by eigenvalues(). The eigenvectors are normalized to
|
149
|
+
* have (Euclidean) norm equal to one. The matrix returned by this
|
150
|
+
* function is the matrix \f$ V \f$ in the eigendecomposition \f$ A = V D
|
151
|
+
* V^{-1} \f$, if it exists.
|
152
|
+
*
|
153
|
+
* Example: \include ComplexEigenSolver_eigenvectors.cpp
|
154
|
+
* Output: \verbinclude ComplexEigenSolver_eigenvectors.out
|
155
|
+
*/
|
156
|
+
const EigenvectorType& eigenvectors() const
|
157
|
+
{
|
158
|
+
eigen_assert(m_isInitialized && "ComplexEigenSolver is not initialized.");
|
159
|
+
eigen_assert(m_eigenvectorsOk && "The eigenvectors have not been computed together with the eigenvalues.");
|
160
|
+
return m_eivec;
|
161
|
+
}
|
162
|
+
|
163
|
+
/** \brief Returns the eigenvalues of given matrix.
|
164
|
+
*
|
165
|
+
* \returns A const reference to the column vector containing the eigenvalues.
|
166
|
+
*
|
167
|
+
* \pre Either the constructor
|
168
|
+
* ComplexEigenSolver(const MatrixType& matrix, bool) or the member
|
169
|
+
* function compute(const MatrixType& matrix, bool) has been called before
|
170
|
+
* to compute the eigendecomposition of a matrix.
|
171
|
+
*
|
172
|
+
* This function returns a column vector containing the
|
173
|
+
* eigenvalues. Eigenvalues are repeated according to their
|
174
|
+
* algebraic multiplicity, so there are as many eigenvalues as
|
175
|
+
* rows in the matrix. The eigenvalues are not sorted in any particular
|
176
|
+
* order.
|
177
|
+
*
|
178
|
+
* Example: \include ComplexEigenSolver_eigenvalues.cpp
|
179
|
+
* Output: \verbinclude ComplexEigenSolver_eigenvalues.out
|
180
|
+
*/
|
181
|
+
const EigenvalueType& eigenvalues() const
|
182
|
+
{
|
183
|
+
eigen_assert(m_isInitialized && "ComplexEigenSolver is not initialized.");
|
184
|
+
return m_eivalues;
|
185
|
+
}
|
186
|
+
|
187
|
+
/** \brief Computes eigendecomposition of given matrix.
|
188
|
+
*
|
189
|
+
* \param[in] matrix Square matrix whose eigendecomposition is to be computed.
|
190
|
+
* \param[in] computeEigenvectors If true, both the eigenvectors and the
|
191
|
+
* eigenvalues are computed; if false, only the eigenvalues are
|
192
|
+
* computed.
|
193
|
+
* \returns Reference to \c *this
|
194
|
+
*
|
195
|
+
* This function computes the eigenvalues of the complex matrix \p matrix.
|
196
|
+
* The eigenvalues() function can be used to retrieve them. If
|
197
|
+
* \p computeEigenvectors is true, then the eigenvectors are also computed
|
198
|
+
* and can be retrieved by calling eigenvectors().
|
199
|
+
*
|
200
|
+
* The matrix is first reduced to Schur form using the
|
201
|
+
* ComplexSchur class. The Schur decomposition is then used to
|
202
|
+
* compute the eigenvalues and eigenvectors.
|
203
|
+
*
|
204
|
+
* The cost of the computation is dominated by the cost of the
|
205
|
+
* Schur decomposition, which is \f$ O(n^3) \f$ where \f$ n \f$
|
206
|
+
* is the size of the matrix.
|
207
|
+
*
|
208
|
+
* Example: \include ComplexEigenSolver_compute.cpp
|
209
|
+
* Output: \verbinclude ComplexEigenSolver_compute.out
|
210
|
+
*/
|
211
|
+
ComplexEigenSolver& compute(const MatrixType& matrix, bool computeEigenvectors = true);
|
212
|
+
|
213
|
+
/** \brief Reports whether previous computation was successful.
|
214
|
+
*
|
215
|
+
* \returns \c Success if computation was succesful, \c NoConvergence otherwise.
|
216
|
+
*/
|
217
|
+
ComputationInfo info() const
|
218
|
+
{
|
219
|
+
eigen_assert(m_isInitialized && "ComplexEigenSolver is not initialized.");
|
220
|
+
return m_schur.info();
|
221
|
+
}
|
222
|
+
|
223
|
+
/** \brief Sets the maximum number of iterations allowed. */
|
224
|
+
ComplexEigenSolver& setMaxIterations(Index maxIters)
|
225
|
+
{
|
226
|
+
m_schur.setMaxIterations(maxIters);
|
227
|
+
return *this;
|
228
|
+
}
|
229
|
+
|
230
|
+
/** \brief Returns the maximum number of iterations. */
|
231
|
+
Index getMaxIterations()
|
232
|
+
{
|
233
|
+
return m_schur.getMaxIterations();
|
234
|
+
}
|
235
|
+
|
236
|
+
protected:
|
237
|
+
|
238
|
+
static void check_template_parameters()
|
239
|
+
{
|
240
|
+
EIGEN_STATIC_ASSERT_NON_INTEGER(Scalar);
|
241
|
+
}
|
242
|
+
|
243
|
+
EigenvectorType m_eivec;
|
244
|
+
EigenvalueType m_eivalues;
|
245
|
+
ComplexSchur<MatrixType> m_schur;
|
246
|
+
bool m_isInitialized;
|
247
|
+
bool m_eigenvectorsOk;
|
248
|
+
EigenvectorType m_matX;
|
249
|
+
|
250
|
+
private:
|
251
|
+
void doComputeEigenvectors(const RealScalar& matrixnorm);
|
252
|
+
void sortEigenvalues(bool computeEigenvectors);
|
253
|
+
};
|
254
|
+
|
255
|
+
|
256
|
+
template<typename MatrixType>
|
257
|
+
ComplexEigenSolver<MatrixType>&
|
258
|
+
ComplexEigenSolver<MatrixType>::compute(const MatrixType& matrix, bool computeEigenvectors)
|
259
|
+
{
|
260
|
+
check_template_parameters();
|
261
|
+
|
262
|
+
// this code is inspired from Jampack
|
263
|
+
eigen_assert(matrix.cols() == matrix.rows());
|
264
|
+
|
265
|
+
// Do a complex Schur decomposition, A = U T U^*
|
266
|
+
// The eigenvalues are on the diagonal of T.
|
267
|
+
m_schur.compute(matrix, computeEigenvectors);
|
268
|
+
|
269
|
+
if(m_schur.info() == Success)
|
270
|
+
{
|
271
|
+
m_eivalues = m_schur.matrixT().diagonal();
|
272
|
+
if(computeEigenvectors)
|
273
|
+
doComputeEigenvectors(matrix.norm());
|
274
|
+
sortEigenvalues(computeEigenvectors);
|
275
|
+
}
|
276
|
+
|
277
|
+
m_isInitialized = true;
|
278
|
+
m_eigenvectorsOk = computeEigenvectors;
|
279
|
+
return *this;
|
280
|
+
}
|
281
|
+
|
282
|
+
|
283
|
+
template<typename MatrixType>
|
284
|
+
void ComplexEigenSolver<MatrixType>::doComputeEigenvectors(const RealScalar& matrixnorm)
|
285
|
+
{
|
286
|
+
const Index n = m_eivalues.size();
|
287
|
+
|
288
|
+
// Compute X such that T = X D X^(-1), where D is the diagonal of T.
|
289
|
+
// The matrix X is unit triangular.
|
290
|
+
m_matX = EigenvectorType::Zero(n, n);
|
291
|
+
for(Index k=n-1 ; k>=0 ; k--)
|
292
|
+
{
|
293
|
+
m_matX.coeffRef(k,k) = ComplexScalar(1.0,0.0);
|
294
|
+
// Compute X(i,k) using the (i,k) entry of the equation X T = D X
|
295
|
+
for(Index i=k-1 ; i>=0 ; i--)
|
296
|
+
{
|
297
|
+
m_matX.coeffRef(i,k) = -m_schur.matrixT().coeff(i,k);
|
298
|
+
if(k-i-1>0)
|
299
|
+
m_matX.coeffRef(i,k) -= (m_schur.matrixT().row(i).segment(i+1,k-i-1) * m_matX.col(k).segment(i+1,k-i-1)).value();
|
300
|
+
ComplexScalar z = m_schur.matrixT().coeff(i,i) - m_schur.matrixT().coeff(k,k);
|
301
|
+
if(z==ComplexScalar(0))
|
302
|
+
{
|
303
|
+
// If the i-th and k-th eigenvalue are equal, then z equals 0.
|
304
|
+
// Use a small value instead, to prevent division by zero.
|
305
|
+
numext::real_ref(z) = NumTraits<RealScalar>::epsilon() * matrixnorm;
|
306
|
+
}
|
307
|
+
m_matX.coeffRef(i,k) = m_matX.coeff(i,k) / z;
|
308
|
+
}
|
309
|
+
}
|
310
|
+
|
311
|
+
// Compute V as V = U X; now A = U T U^* = U X D X^(-1) U^* = V D V^(-1)
|
312
|
+
m_eivec.noalias() = m_schur.matrixU() * m_matX;
|
313
|
+
// .. and normalize the eigenvectors
|
314
|
+
for(Index k=0 ; k<n ; k++)
|
315
|
+
{
|
316
|
+
m_eivec.col(k).normalize();
|
317
|
+
}
|
318
|
+
}
|
319
|
+
|
320
|
+
|
321
|
+
template<typename MatrixType>
|
322
|
+
void ComplexEigenSolver<MatrixType>::sortEigenvalues(bool computeEigenvectors)
|
323
|
+
{
|
324
|
+
const Index n = m_eivalues.size();
|
325
|
+
for (Index i=0; i<n; i++)
|
326
|
+
{
|
327
|
+
Index k;
|
328
|
+
m_eivalues.cwiseAbs().tail(n-i).minCoeff(&k);
|
329
|
+
if (k != 0)
|
330
|
+
{
|
331
|
+
k += i;
|
332
|
+
std::swap(m_eivalues[k],m_eivalues[i]);
|
333
|
+
if(computeEigenvectors)
|
334
|
+
m_eivec.col(i).swap(m_eivec.col(k));
|
335
|
+
}
|
336
|
+
}
|
337
|
+
}
|
338
|
+
|
339
|
+
} // end namespace Eigen
|
340
|
+
|
341
|
+
#endif // EIGEN_COMPLEX_EIGEN_SOLVER_H
|