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 +1,498 @@
|
|
1
|
+
// This file is part of Eigen, a lightweight C++ template library
|
2
|
+
// for linear algebra.
|
3
|
+
//
|
4
|
+
// Copyright (C) 2008 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_LLT_H
|
11
|
+
#define EIGEN_LLT_H
|
12
|
+
|
13
|
+
namespace Eigen {
|
14
|
+
|
15
|
+
namespace internal{
|
16
|
+
template<typename MatrixType, int UpLo> struct LLT_Traits;
|
17
|
+
}
|
18
|
+
|
19
|
+
/** \ingroup Cholesky_Module
|
20
|
+
*
|
21
|
+
* \class LLT
|
22
|
+
*
|
23
|
+
* \brief Standard Cholesky decomposition (LL^T) of a matrix and associated features
|
24
|
+
*
|
25
|
+
* \param MatrixType the type of the matrix of which we are computing the LL^T Cholesky decomposition
|
26
|
+
* \param UpLo the triangular part that will be used for the decompositon: Lower (default) or Upper.
|
27
|
+
* The other triangular part won't be read.
|
28
|
+
*
|
29
|
+
* This class performs a LL^T Cholesky decomposition of a symmetric, positive definite
|
30
|
+
* matrix A such that A = LL^* = U^*U, where L is lower triangular.
|
31
|
+
*
|
32
|
+
* While the Cholesky decomposition is particularly useful to solve selfadjoint problems like D^*D x = b,
|
33
|
+
* for that purpose, we recommend the Cholesky decomposition without square root which is more stable
|
34
|
+
* and even faster. Nevertheless, this standard Cholesky decomposition remains useful in many other
|
35
|
+
* situations like generalised eigen problems with hermitian matrices.
|
36
|
+
*
|
37
|
+
* Remember that Cholesky decompositions are not rank-revealing. This LLT decomposition is only stable on positive definite matrices,
|
38
|
+
* use LDLT instead for the semidefinite case. Also, do not use a Cholesky decomposition to determine whether a system of equations
|
39
|
+
* has a solution.
|
40
|
+
*
|
41
|
+
* Example: \include LLT_example.cpp
|
42
|
+
* Output: \verbinclude LLT_example.out
|
43
|
+
*
|
44
|
+
* \sa MatrixBase::llt(), class LDLT
|
45
|
+
*/
|
46
|
+
/* HEY THIS DOX IS DISABLED BECAUSE THERE's A BUG EITHER HERE OR IN LDLT ABOUT THAT (OR BOTH)
|
47
|
+
* Note that during the decomposition, only the upper triangular part of A is considered. Therefore,
|
48
|
+
* the strict lower part does not have to store correct values.
|
49
|
+
*/
|
50
|
+
template<typename _MatrixType, int _UpLo> class LLT
|
51
|
+
{
|
52
|
+
public:
|
53
|
+
typedef _MatrixType MatrixType;
|
54
|
+
enum {
|
55
|
+
RowsAtCompileTime = MatrixType::RowsAtCompileTime,
|
56
|
+
ColsAtCompileTime = MatrixType::ColsAtCompileTime,
|
57
|
+
Options = MatrixType::Options,
|
58
|
+
MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime
|
59
|
+
};
|
60
|
+
typedef typename MatrixType::Scalar Scalar;
|
61
|
+
typedef typename NumTraits<typename MatrixType::Scalar>::Real RealScalar;
|
62
|
+
typedef typename MatrixType::Index Index;
|
63
|
+
|
64
|
+
enum {
|
65
|
+
PacketSize = internal::packet_traits<Scalar>::size,
|
66
|
+
AlignmentMask = int(PacketSize)-1,
|
67
|
+
UpLo = _UpLo
|
68
|
+
};
|
69
|
+
|
70
|
+
typedef internal::LLT_Traits<MatrixType,UpLo> Traits;
|
71
|
+
|
72
|
+
/**
|
73
|
+
* \brief Default Constructor.
|
74
|
+
*
|
75
|
+
* The default constructor is useful in cases in which the user intends to
|
76
|
+
* perform decompositions via LLT::compute(const MatrixType&).
|
77
|
+
*/
|
78
|
+
LLT() : m_matrix(), m_isInitialized(false) {}
|
79
|
+
|
80
|
+
/** \brief Default Constructor with memory preallocation
|
81
|
+
*
|
82
|
+
* Like the default constructor but with preallocation of the internal data
|
83
|
+
* according to the specified problem \a size.
|
84
|
+
* \sa LLT()
|
85
|
+
*/
|
86
|
+
LLT(Index size) : m_matrix(size, size),
|
87
|
+
m_isInitialized(false) {}
|
88
|
+
|
89
|
+
LLT(const MatrixType& matrix)
|
90
|
+
: m_matrix(matrix.rows(), matrix.cols()),
|
91
|
+
m_isInitialized(false)
|
92
|
+
{
|
93
|
+
compute(matrix);
|
94
|
+
}
|
95
|
+
|
96
|
+
/** \returns a view of the upper triangular matrix U */
|
97
|
+
inline typename Traits::MatrixU matrixU() const
|
98
|
+
{
|
99
|
+
eigen_assert(m_isInitialized && "LLT is not initialized.");
|
100
|
+
return Traits::getU(m_matrix);
|
101
|
+
}
|
102
|
+
|
103
|
+
/** \returns a view of the lower triangular matrix L */
|
104
|
+
inline typename Traits::MatrixL matrixL() const
|
105
|
+
{
|
106
|
+
eigen_assert(m_isInitialized && "LLT is not initialized.");
|
107
|
+
return Traits::getL(m_matrix);
|
108
|
+
}
|
109
|
+
|
110
|
+
/** \returns the solution x of \f$ A x = b \f$ using the current decomposition of A.
|
111
|
+
*
|
112
|
+
* Since this LLT class assumes anyway that the matrix A is invertible, the solution
|
113
|
+
* theoretically exists and is unique regardless of b.
|
114
|
+
*
|
115
|
+
* Example: \include LLT_solve.cpp
|
116
|
+
* Output: \verbinclude LLT_solve.out
|
117
|
+
*
|
118
|
+
* \sa solveInPlace(), MatrixBase::llt()
|
119
|
+
*/
|
120
|
+
template<typename Rhs>
|
121
|
+
inline const internal::solve_retval<LLT, Rhs>
|
122
|
+
solve(const MatrixBase<Rhs>& b) const
|
123
|
+
{
|
124
|
+
eigen_assert(m_isInitialized && "LLT is not initialized.");
|
125
|
+
eigen_assert(m_matrix.rows()==b.rows()
|
126
|
+
&& "LLT::solve(): invalid number of rows of the right hand side matrix b");
|
127
|
+
return internal::solve_retval<LLT, Rhs>(*this, b.derived());
|
128
|
+
}
|
129
|
+
|
130
|
+
#ifdef EIGEN2_SUPPORT
|
131
|
+
template<typename OtherDerived, typename ResultType>
|
132
|
+
bool solve(const MatrixBase<OtherDerived>& b, ResultType *result) const
|
133
|
+
{
|
134
|
+
*result = this->solve(b);
|
135
|
+
return true;
|
136
|
+
}
|
137
|
+
|
138
|
+
bool isPositiveDefinite() const { return true; }
|
139
|
+
#endif
|
140
|
+
|
141
|
+
template<typename Derived>
|
142
|
+
void solveInPlace(MatrixBase<Derived> &bAndX) const;
|
143
|
+
|
144
|
+
LLT& compute(const MatrixType& matrix);
|
145
|
+
|
146
|
+
/** \returns the LLT decomposition matrix
|
147
|
+
*
|
148
|
+
* TODO: document the storage layout
|
149
|
+
*/
|
150
|
+
inline const MatrixType& matrixLLT() const
|
151
|
+
{
|
152
|
+
eigen_assert(m_isInitialized && "LLT is not initialized.");
|
153
|
+
return m_matrix;
|
154
|
+
}
|
155
|
+
|
156
|
+
MatrixType reconstructedMatrix() const;
|
157
|
+
|
158
|
+
|
159
|
+
/** \brief Reports whether previous computation was successful.
|
160
|
+
*
|
161
|
+
* \returns \c Success if computation was succesful,
|
162
|
+
* \c NumericalIssue if the matrix.appears to be negative.
|
163
|
+
*/
|
164
|
+
ComputationInfo info() const
|
165
|
+
{
|
166
|
+
eigen_assert(m_isInitialized && "LLT is not initialized.");
|
167
|
+
return m_info;
|
168
|
+
}
|
169
|
+
|
170
|
+
inline Index rows() const { return m_matrix.rows(); }
|
171
|
+
inline Index cols() const { return m_matrix.cols(); }
|
172
|
+
|
173
|
+
template<typename VectorType>
|
174
|
+
LLT rankUpdate(const VectorType& vec, const RealScalar& sigma = 1);
|
175
|
+
|
176
|
+
protected:
|
177
|
+
|
178
|
+
static void check_template_parameters()
|
179
|
+
{
|
180
|
+
EIGEN_STATIC_ASSERT_NON_INTEGER(Scalar);
|
181
|
+
}
|
182
|
+
|
183
|
+
/** \internal
|
184
|
+
* Used to compute and store L
|
185
|
+
* The strict upper part is not used and even not initialized.
|
186
|
+
*/
|
187
|
+
MatrixType m_matrix;
|
188
|
+
bool m_isInitialized;
|
189
|
+
ComputationInfo m_info;
|
190
|
+
};
|
191
|
+
|
192
|
+
namespace internal {
|
193
|
+
|
194
|
+
template<typename Scalar, int UpLo> struct llt_inplace;
|
195
|
+
|
196
|
+
template<typename MatrixType, typename VectorType>
|
197
|
+
static typename MatrixType::Index llt_rank_update_lower(MatrixType& mat, const VectorType& vec, const typename MatrixType::RealScalar& sigma)
|
198
|
+
{
|
199
|
+
using std::sqrt;
|
200
|
+
typedef typename MatrixType::Scalar Scalar;
|
201
|
+
typedef typename MatrixType::RealScalar RealScalar;
|
202
|
+
typedef typename MatrixType::Index Index;
|
203
|
+
typedef typename MatrixType::ColXpr ColXpr;
|
204
|
+
typedef typename internal::remove_all<ColXpr>::type ColXprCleaned;
|
205
|
+
typedef typename ColXprCleaned::SegmentReturnType ColXprSegment;
|
206
|
+
typedef Matrix<Scalar,Dynamic,1> TempVectorType;
|
207
|
+
typedef typename TempVectorType::SegmentReturnType TempVecSegment;
|
208
|
+
|
209
|
+
Index n = mat.cols();
|
210
|
+
eigen_assert(mat.rows()==n && vec.size()==n);
|
211
|
+
|
212
|
+
TempVectorType temp;
|
213
|
+
|
214
|
+
if(sigma>0)
|
215
|
+
{
|
216
|
+
// This version is based on Givens rotations.
|
217
|
+
// It is faster than the other one below, but only works for updates,
|
218
|
+
// i.e., for sigma > 0
|
219
|
+
temp = sqrt(sigma) * vec;
|
220
|
+
|
221
|
+
for(Index i=0; i<n; ++i)
|
222
|
+
{
|
223
|
+
JacobiRotation<Scalar> g;
|
224
|
+
g.makeGivens(mat(i,i), -temp(i), &mat(i,i));
|
225
|
+
|
226
|
+
Index rs = n-i-1;
|
227
|
+
if(rs>0)
|
228
|
+
{
|
229
|
+
ColXprSegment x(mat.col(i).tail(rs));
|
230
|
+
TempVecSegment y(temp.tail(rs));
|
231
|
+
apply_rotation_in_the_plane(x, y, g);
|
232
|
+
}
|
233
|
+
}
|
234
|
+
}
|
235
|
+
else
|
236
|
+
{
|
237
|
+
temp = vec;
|
238
|
+
RealScalar beta = 1;
|
239
|
+
for(Index j=0; j<n; ++j)
|
240
|
+
{
|
241
|
+
RealScalar Ljj = numext::real(mat.coeff(j,j));
|
242
|
+
RealScalar dj = numext::abs2(Ljj);
|
243
|
+
Scalar wj = temp.coeff(j);
|
244
|
+
RealScalar swj2 = sigma*numext::abs2(wj);
|
245
|
+
RealScalar gamma = dj*beta + swj2;
|
246
|
+
|
247
|
+
RealScalar x = dj + swj2/beta;
|
248
|
+
if (x<=RealScalar(0))
|
249
|
+
return j;
|
250
|
+
RealScalar nLjj = sqrt(x);
|
251
|
+
mat.coeffRef(j,j) = nLjj;
|
252
|
+
beta += swj2/dj;
|
253
|
+
|
254
|
+
// Update the terms of L
|
255
|
+
Index rs = n-j-1;
|
256
|
+
if(rs)
|
257
|
+
{
|
258
|
+
temp.tail(rs) -= (wj/Ljj) * mat.col(j).tail(rs);
|
259
|
+
if(gamma != 0)
|
260
|
+
mat.col(j).tail(rs) = (nLjj/Ljj) * mat.col(j).tail(rs) + (nLjj * sigma*numext::conj(wj)/gamma)*temp.tail(rs);
|
261
|
+
}
|
262
|
+
}
|
263
|
+
}
|
264
|
+
return -1;
|
265
|
+
}
|
266
|
+
|
267
|
+
template<typename Scalar> struct llt_inplace<Scalar, Lower>
|
268
|
+
{
|
269
|
+
typedef typename NumTraits<Scalar>::Real RealScalar;
|
270
|
+
template<typename MatrixType>
|
271
|
+
static typename MatrixType::Index unblocked(MatrixType& mat)
|
272
|
+
{
|
273
|
+
using std::sqrt;
|
274
|
+
typedef typename MatrixType::Index Index;
|
275
|
+
|
276
|
+
eigen_assert(mat.rows()==mat.cols());
|
277
|
+
const Index size = mat.rows();
|
278
|
+
for(Index k = 0; k < size; ++k)
|
279
|
+
{
|
280
|
+
Index rs = size-k-1; // remaining size
|
281
|
+
|
282
|
+
Block<MatrixType,Dynamic,1> A21(mat,k+1,k,rs,1);
|
283
|
+
Block<MatrixType,1,Dynamic> A10(mat,k,0,1,k);
|
284
|
+
Block<MatrixType,Dynamic,Dynamic> A20(mat,k+1,0,rs,k);
|
285
|
+
|
286
|
+
RealScalar x = numext::real(mat.coeff(k,k));
|
287
|
+
if (k>0) x -= A10.squaredNorm();
|
288
|
+
if (x<=RealScalar(0))
|
289
|
+
return k;
|
290
|
+
mat.coeffRef(k,k) = x = sqrt(x);
|
291
|
+
if (k>0 && rs>0) A21.noalias() -= A20 * A10.adjoint();
|
292
|
+
if (rs>0) A21 /= x;
|
293
|
+
}
|
294
|
+
return -1;
|
295
|
+
}
|
296
|
+
|
297
|
+
template<typename MatrixType>
|
298
|
+
static typename MatrixType::Index blocked(MatrixType& m)
|
299
|
+
{
|
300
|
+
typedef typename MatrixType::Index Index;
|
301
|
+
eigen_assert(m.rows()==m.cols());
|
302
|
+
Index size = m.rows();
|
303
|
+
if(size<32)
|
304
|
+
return unblocked(m);
|
305
|
+
|
306
|
+
Index blockSize = size/8;
|
307
|
+
blockSize = (blockSize/16)*16;
|
308
|
+
blockSize = (std::min)((std::max)(blockSize,Index(8)), Index(128));
|
309
|
+
|
310
|
+
for (Index k=0; k<size; k+=blockSize)
|
311
|
+
{
|
312
|
+
// partition the matrix:
|
313
|
+
// A00 | - | -
|
314
|
+
// lu = A10 | A11 | -
|
315
|
+
// A20 | A21 | A22
|
316
|
+
Index bs = (std::min)(blockSize, size-k);
|
317
|
+
Index rs = size - k - bs;
|
318
|
+
Block<MatrixType,Dynamic,Dynamic> A11(m,k, k, bs,bs);
|
319
|
+
Block<MatrixType,Dynamic,Dynamic> A21(m,k+bs,k, rs,bs);
|
320
|
+
Block<MatrixType,Dynamic,Dynamic> A22(m,k+bs,k+bs,rs,rs);
|
321
|
+
|
322
|
+
Index ret;
|
323
|
+
if((ret=unblocked(A11))>=0) return k+ret;
|
324
|
+
if(rs>0) A11.adjoint().template triangularView<Upper>().template solveInPlace<OnTheRight>(A21);
|
325
|
+
if(rs>0) A22.template selfadjointView<Lower>().rankUpdate(A21,-1); // bottleneck
|
326
|
+
}
|
327
|
+
return -1;
|
328
|
+
}
|
329
|
+
|
330
|
+
template<typename MatrixType, typename VectorType>
|
331
|
+
static typename MatrixType::Index rankUpdate(MatrixType& mat, const VectorType& vec, const RealScalar& sigma)
|
332
|
+
{
|
333
|
+
return Eigen::internal::llt_rank_update_lower(mat, vec, sigma);
|
334
|
+
}
|
335
|
+
};
|
336
|
+
|
337
|
+
template<typename Scalar> struct llt_inplace<Scalar, Upper>
|
338
|
+
{
|
339
|
+
typedef typename NumTraits<Scalar>::Real RealScalar;
|
340
|
+
|
341
|
+
template<typename MatrixType>
|
342
|
+
static EIGEN_STRONG_INLINE typename MatrixType::Index unblocked(MatrixType& mat)
|
343
|
+
{
|
344
|
+
Transpose<MatrixType> matt(mat);
|
345
|
+
return llt_inplace<Scalar, Lower>::unblocked(matt);
|
346
|
+
}
|
347
|
+
template<typename MatrixType>
|
348
|
+
static EIGEN_STRONG_INLINE typename MatrixType::Index blocked(MatrixType& mat)
|
349
|
+
{
|
350
|
+
Transpose<MatrixType> matt(mat);
|
351
|
+
return llt_inplace<Scalar, Lower>::blocked(matt);
|
352
|
+
}
|
353
|
+
template<typename MatrixType, typename VectorType>
|
354
|
+
static typename MatrixType::Index rankUpdate(MatrixType& mat, const VectorType& vec, const RealScalar& sigma)
|
355
|
+
{
|
356
|
+
Transpose<MatrixType> matt(mat);
|
357
|
+
return llt_inplace<Scalar, Lower>::rankUpdate(matt, vec.conjugate(), sigma);
|
358
|
+
}
|
359
|
+
};
|
360
|
+
|
361
|
+
template<typename MatrixType> struct LLT_Traits<MatrixType,Lower>
|
362
|
+
{
|
363
|
+
typedef const TriangularView<const MatrixType, Lower> MatrixL;
|
364
|
+
typedef const TriangularView<const typename MatrixType::AdjointReturnType, Upper> MatrixU;
|
365
|
+
static inline MatrixL getL(const MatrixType& m) { return m; }
|
366
|
+
static inline MatrixU getU(const MatrixType& m) { return m.adjoint(); }
|
367
|
+
static bool inplace_decomposition(MatrixType& m)
|
368
|
+
{ return llt_inplace<typename MatrixType::Scalar, Lower>::blocked(m)==-1; }
|
369
|
+
};
|
370
|
+
|
371
|
+
template<typename MatrixType> struct LLT_Traits<MatrixType,Upper>
|
372
|
+
{
|
373
|
+
typedef const TriangularView<const typename MatrixType::AdjointReturnType, Lower> MatrixL;
|
374
|
+
typedef const TriangularView<const MatrixType, Upper> MatrixU;
|
375
|
+
static inline MatrixL getL(const MatrixType& m) { return m.adjoint(); }
|
376
|
+
static inline MatrixU getU(const MatrixType& m) { return m; }
|
377
|
+
static bool inplace_decomposition(MatrixType& m)
|
378
|
+
{ return llt_inplace<typename MatrixType::Scalar, Upper>::blocked(m)==-1; }
|
379
|
+
};
|
380
|
+
|
381
|
+
} // end namespace internal
|
382
|
+
|
383
|
+
/** Computes / recomputes the Cholesky decomposition A = LL^* = U^*U of \a matrix
|
384
|
+
*
|
385
|
+
* \returns a reference to *this
|
386
|
+
*
|
387
|
+
* Example: \include TutorialLinAlgComputeTwice.cpp
|
388
|
+
* Output: \verbinclude TutorialLinAlgComputeTwice.out
|
389
|
+
*/
|
390
|
+
template<typename MatrixType, int _UpLo>
|
391
|
+
LLT<MatrixType,_UpLo>& LLT<MatrixType,_UpLo>::compute(const MatrixType& a)
|
392
|
+
{
|
393
|
+
check_template_parameters();
|
394
|
+
|
395
|
+
eigen_assert(a.rows()==a.cols());
|
396
|
+
const Index size = a.rows();
|
397
|
+
m_matrix.resize(size, size);
|
398
|
+
m_matrix = a;
|
399
|
+
|
400
|
+
m_isInitialized = true;
|
401
|
+
bool ok = Traits::inplace_decomposition(m_matrix);
|
402
|
+
m_info = ok ? Success : NumericalIssue;
|
403
|
+
|
404
|
+
return *this;
|
405
|
+
}
|
406
|
+
|
407
|
+
/** Performs a rank one update (or dowdate) of the current decomposition.
|
408
|
+
* If A = LL^* before the rank one update,
|
409
|
+
* then after it we have LL^* = A + sigma * v v^* where \a v must be a vector
|
410
|
+
* of same dimension.
|
411
|
+
*/
|
412
|
+
template<typename _MatrixType, int _UpLo>
|
413
|
+
template<typename VectorType>
|
414
|
+
LLT<_MatrixType,_UpLo> LLT<_MatrixType,_UpLo>::rankUpdate(const VectorType& v, const RealScalar& sigma)
|
415
|
+
{
|
416
|
+
EIGEN_STATIC_ASSERT_VECTOR_ONLY(VectorType);
|
417
|
+
eigen_assert(v.size()==m_matrix.cols());
|
418
|
+
eigen_assert(m_isInitialized);
|
419
|
+
if(internal::llt_inplace<typename MatrixType::Scalar, UpLo>::rankUpdate(m_matrix,v,sigma)>=0)
|
420
|
+
m_info = NumericalIssue;
|
421
|
+
else
|
422
|
+
m_info = Success;
|
423
|
+
|
424
|
+
return *this;
|
425
|
+
}
|
426
|
+
|
427
|
+
namespace internal {
|
428
|
+
template<typename _MatrixType, int UpLo, typename Rhs>
|
429
|
+
struct solve_retval<LLT<_MatrixType, UpLo>, Rhs>
|
430
|
+
: solve_retval_base<LLT<_MatrixType, UpLo>, Rhs>
|
431
|
+
{
|
432
|
+
typedef LLT<_MatrixType,UpLo> LLTType;
|
433
|
+
EIGEN_MAKE_SOLVE_HELPERS(LLTType,Rhs)
|
434
|
+
|
435
|
+
template<typename Dest> void evalTo(Dest& dst) const
|
436
|
+
{
|
437
|
+
dst = rhs();
|
438
|
+
dec().solveInPlace(dst);
|
439
|
+
}
|
440
|
+
};
|
441
|
+
}
|
442
|
+
|
443
|
+
/** \internal use x = llt_object.solve(x);
|
444
|
+
*
|
445
|
+
* This is the \em in-place version of solve().
|
446
|
+
*
|
447
|
+
* \param bAndX represents both the right-hand side matrix b and result x.
|
448
|
+
*
|
449
|
+
* \returns true always! If you need to check for existence of solutions, use another decomposition like LU, QR, or SVD.
|
450
|
+
*
|
451
|
+
* This version avoids a copy when the right hand side matrix b is not
|
452
|
+
* needed anymore.
|
453
|
+
*
|
454
|
+
* \sa LLT::solve(), MatrixBase::llt()
|
455
|
+
*/
|
456
|
+
template<typename MatrixType, int _UpLo>
|
457
|
+
template<typename Derived>
|
458
|
+
void LLT<MatrixType,_UpLo>::solveInPlace(MatrixBase<Derived> &bAndX) const
|
459
|
+
{
|
460
|
+
eigen_assert(m_isInitialized && "LLT is not initialized.");
|
461
|
+
eigen_assert(m_matrix.rows()==bAndX.rows());
|
462
|
+
matrixL().solveInPlace(bAndX);
|
463
|
+
matrixU().solveInPlace(bAndX);
|
464
|
+
}
|
465
|
+
|
466
|
+
/** \returns the matrix represented by the decomposition,
|
467
|
+
* i.e., it returns the product: L L^*.
|
468
|
+
* This function is provided for debug purpose. */
|
469
|
+
template<typename MatrixType, int _UpLo>
|
470
|
+
MatrixType LLT<MatrixType,_UpLo>::reconstructedMatrix() const
|
471
|
+
{
|
472
|
+
eigen_assert(m_isInitialized && "LLT is not initialized.");
|
473
|
+
return matrixL() * matrixL().adjoint().toDenseMatrix();
|
474
|
+
}
|
475
|
+
|
476
|
+
/** \cholesky_module
|
477
|
+
* \returns the LLT decomposition of \c *this
|
478
|
+
*/
|
479
|
+
template<typename Derived>
|
480
|
+
inline const LLT<typename MatrixBase<Derived>::PlainObject>
|
481
|
+
MatrixBase<Derived>::llt() const
|
482
|
+
{
|
483
|
+
return LLT<PlainObject>(derived());
|
484
|
+
}
|
485
|
+
|
486
|
+
/** \cholesky_module
|
487
|
+
* \returns the LLT decomposition of \c *this
|
488
|
+
*/
|
489
|
+
template<typename MatrixType, unsigned int UpLo>
|
490
|
+
inline const LLT<typename SelfAdjointView<MatrixType, UpLo>::PlainObject, UpLo>
|
491
|
+
SelfAdjointView<MatrixType, UpLo>::llt() const
|
492
|
+
{
|
493
|
+
return LLT<PlainObject,UpLo>(m_matrix);
|
494
|
+
}
|
495
|
+
|
496
|
+
} // end namespace Eigen
|
497
|
+
|
498
|
+
#endif // EIGEN_LLT_H
|