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
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/*
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Copyright (c) 2011, Intel Corporation. All rights reserved.
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Redistribution and use in source and binary forms, with or without modification,
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are permitted provided that the following conditions are met:
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* Redistributions of source code must retain the above copyright notice, this
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list of conditions and the following disclaimer.
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* Redistributions in binary form must reproduce the above copyright notice,
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this list of conditions and the following disclaimer in the documentation
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and/or other materials provided with the distribution.
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* Neither the name of Intel Corporation nor the names of its contributors may
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be used to endorse or promote products derived from this software without
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specific prior written permission.
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THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
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ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
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WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
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DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR
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ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
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(INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
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LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON
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ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
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(INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
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SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
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********************************************************************************
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* Content : Eigen bindings to Intel(R) MKL
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* Complex Schur needed to complex unsymmetrical eigenvalues/eigenvectors.
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********************************************************************************
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*/
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#ifndef EIGEN_COMPLEX_SCHUR_MKL_H
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#define EIGEN_COMPLEX_SCHUR_MKL_H
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#include "Eigen/src/Core/util/MKL_support.h"
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namespace Eigen {
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/** \internal Specialization for the data types supported by MKL */
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#define EIGEN_MKL_SCHUR_COMPLEX(EIGTYPE, MKLTYPE, MKLPREFIX, MKLPREFIX_U, EIGCOLROW, MKLCOLROW) \
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template<> inline \
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ComplexSchur<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW> >& \
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ComplexSchur<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW> >::compute(const Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW>& matrix, bool computeU) \
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{ \
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typedef Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW> MatrixType; \
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typedef MatrixType::Scalar Scalar; \
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typedef MatrixType::RealScalar RealScalar; \
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typedef std::complex<RealScalar> ComplexScalar; \
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\
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eigen_assert(matrix.cols() == matrix.rows()); \
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\
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m_matUisUptodate = false; \
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if(matrix.cols() == 1) \
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{ \
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m_matT = matrix.cast<ComplexScalar>(); \
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if(computeU) m_matU = ComplexMatrixType::Identity(1,1); \
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m_info = Success; \
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m_isInitialized = true; \
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m_matUisUptodate = computeU; \
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return *this; \
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} \
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lapack_int n = matrix.cols(), sdim, info; \
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lapack_int lda = matrix.outerStride(); \
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lapack_int matrix_order = MKLCOLROW; \
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char jobvs, sort='N'; \
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LAPACK_##MKLPREFIX_U##_SELECT1 select = 0; \
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jobvs = (computeU) ? 'V' : 'N'; \
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m_matU.resize(n, n); \
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lapack_int ldvs = m_matU.outerStride(); \
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m_matT = matrix; \
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Matrix<EIGTYPE, Dynamic, Dynamic> w; \
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w.resize(n, 1);\
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info = LAPACKE_##MKLPREFIX##gees( matrix_order, jobvs, sort, select, n, (MKLTYPE*)m_matT.data(), lda, &sdim, (MKLTYPE*)w.data(), (MKLTYPE*)m_matU.data(), ldvs ); \
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if(info == 0) \
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m_info = Success; \
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else \
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m_info = NoConvergence; \
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\
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m_isInitialized = true; \
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m_matUisUptodate = computeU; \
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return *this; \
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\
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}
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EIGEN_MKL_SCHUR_COMPLEX(dcomplex, MKL_Complex16, z, Z, ColMajor, LAPACK_COL_MAJOR)
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EIGEN_MKL_SCHUR_COMPLEX(scomplex, MKL_Complex8, c, C, ColMajor, LAPACK_COL_MAJOR)
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EIGEN_MKL_SCHUR_COMPLEX(dcomplex, MKL_Complex16, z, Z, RowMajor, LAPACK_ROW_MAJOR)
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EIGEN_MKL_SCHUR_COMPLEX(scomplex, MKL_Complex8, c, C, RowMajor, LAPACK_ROW_MAJOR)
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} // end namespace Eigen
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#endif // EIGEN_COMPLEX_SCHUR_MKL_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 Gael Guennebaud <gael.guennebaud@inria.fr>
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// Copyright (C) 2010,2012 Jitse Niesen <jitse@maths.leeds.ac.uk>
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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_EIGENSOLVER_H
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#define EIGEN_EIGENSOLVER_H
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#include "./RealSchur.h"
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namespace Eigen {
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/** \eigenvalues_module \ingroup Eigenvalues_Module
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*
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*
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* \class EigenSolver
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*
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* \brief Computes eigenvalues and eigenvectors of general matrices
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*
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* \tparam _MatrixType the type of the matrix of which we are computing the
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* eigendecomposition; this is expected to be an instantiation of the Matrix
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* class template. Currently, only real matrices are supported.
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*
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* The eigenvalues and eigenvectors of a matrix \f$ A \f$ are scalars
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* \f$ \lambda \f$ and vectors \f$ v \f$ such that \f$ Av = \lambda v \f$. If
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* \f$ D \f$ is a diagonal matrix with the eigenvalues on the diagonal, and
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* \f$ V \f$ is a matrix with the eigenvectors as its columns, then \f$ A V =
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* V D \f$. The matrix \f$ V \f$ is almost always invertible, in which case we
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* have \f$ A = V D V^{-1} \f$. This is called the eigendecomposition.
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*
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* The eigenvalues and eigenvectors of a matrix may be complex, even when the
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* matrix is real. However, we can choose real matrices \f$ V \f$ and \f$ D
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* \f$ satisfying \f$ A V = V D \f$, just like the eigendecomposition, if the
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* matrix \f$ D \f$ is not required to be diagonal, but if it is allowed to
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* have blocks of the form
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* \f[ \begin{bmatrix} u & v \\ -v & u \end{bmatrix} \f]
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* (where \f$ u \f$ and \f$ v \f$ are real numbers) on the diagonal. These
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* blocks correspond to complex eigenvalue pairs \f$ u \pm iv \f$. We call
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* this variant of the eigendecomposition the pseudo-eigendecomposition.
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*
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* Call the function compute() to compute the eigenvalues and eigenvectors of
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* a given matrix. Alternatively, you can use the
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* EigenSolver(const MatrixType&, bool) constructor which computes the
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* eigenvalues and eigenvectors at construction time. Once the eigenvalue and
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* eigenvectors are computed, they can be retrieved with the eigenvalues() and
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* eigenvectors() functions. The pseudoEigenvalueMatrix() and
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* pseudoEigenvectors() methods allow the construction of the
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* pseudo-eigendecomposition.
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*
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* The documentation for EigenSolver(const MatrixType&, bool) contains an
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* example of the typical use of this class.
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*
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* \note The implementation is adapted from
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* <a href="http://math.nist.gov/javanumerics/jama/">JAMA</a> (public domain).
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* Their code is based on EISPACK.
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*
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* \sa MatrixBase::eigenvalues(), class ComplexEigenSolver, class SelfAdjointEigenSolver
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*/
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template<typename _MatrixType> class EigenSolver
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{
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public:
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/** \brief Synonym for the template parameter \p _MatrixType. */
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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,
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MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime,
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MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime
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};
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/** \brief Scalar type for matrices of type #MatrixType. */
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typedef typename MatrixType::Scalar Scalar;
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typedef typename NumTraits<Scalar>::Real RealScalar;
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typedef typename MatrixType::Index Index;
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/** \brief Complex scalar type for #MatrixType.
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*
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* This is \c std::complex<Scalar> if #Scalar is real (e.g.,
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* \c float or \c double) and just \c Scalar if #Scalar is
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* complex.
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*/
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typedef std::complex<RealScalar> ComplexScalar;
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/** \brief Type for vector of eigenvalues as returned by eigenvalues().
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*
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* This is a column vector with entries of type #ComplexScalar.
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* The length of the vector is the size of #MatrixType.
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*/
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typedef Matrix<ComplexScalar, ColsAtCompileTime, 1, Options & ~RowMajor, MaxColsAtCompileTime, 1> EigenvalueType;
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/** \brief Type for matrix of eigenvectors as returned by eigenvectors().
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*
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* This is a square matrix with entries of type #ComplexScalar.
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* The size is the same as the size of #MatrixType.
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*/
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typedef Matrix<ComplexScalar, RowsAtCompileTime, ColsAtCompileTime, Options, MaxRowsAtCompileTime, MaxColsAtCompileTime> EigenvectorsType;
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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 EigenSolver::compute(const MatrixType&, bool).
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*
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* \sa compute() for an example.
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*/
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EigenSolver() : m_eivec(), m_eivalues(), m_isInitialized(false), m_realSchur(), m_matT(), m_tmp() {}
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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 EigenSolver()
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*/
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EigenSolver(Index size)
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: m_eivec(size, size),
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m_eivalues(size),
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m_isInitialized(false),
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m_eigenvectorsOk(false),
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m_realSchur(size),
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m_matT(size, size),
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m_tmp(size)
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{}
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/** \brief Constructor; computes eigendecomposition of given matrix.
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*
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* \param[in] matrix Square matrix whose eigendecomposition is to be computed.
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* \param[in] computeEigenvectors If true, both the eigenvectors and the
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* eigenvalues are computed; if false, only the eigenvalues are
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* computed.
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*
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* This constructor calls compute() to compute the eigenvalues
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* and eigenvectors.
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*
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* Example: \include EigenSolver_EigenSolver_MatrixType.cpp
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* Output: \verbinclude EigenSolver_EigenSolver_MatrixType.out
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*
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* \sa compute()
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*/
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EigenSolver(const MatrixType& matrix, bool computeEigenvectors = true)
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: m_eivec(matrix.rows(), matrix.cols()),
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m_eivalues(matrix.cols()),
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m_isInitialized(false),
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m_eigenvectorsOk(false),
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m_realSchur(matrix.cols()),
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m_matT(matrix.rows(), matrix.cols()),
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m_tmp(matrix.cols())
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{
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compute(matrix, computeEigenvectors);
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}
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/** \brief Returns the eigenvectors of given matrix.
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*
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* \returns %Matrix whose columns are the (possibly complex) eigenvectors.
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*
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* \pre Either the constructor
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* EigenSolver(const MatrixType&,bool) or the member function
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* compute(const MatrixType&, bool) has been called before, and
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* \p computeEigenvectors was set to true (the default).
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*
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* Column \f$ k \f$ of the returned matrix is an eigenvector corresponding
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* to eigenvalue number \f$ k \f$ as returned by eigenvalues(). The
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* eigenvectors are normalized to have (Euclidean) norm equal to one. The
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* matrix returned by this function is the matrix \f$ V \f$ in the
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* eigendecomposition \f$ A = V D V^{-1} \f$, if it exists.
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*
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* Example: \include EigenSolver_eigenvectors.cpp
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* Output: \verbinclude EigenSolver_eigenvectors.out
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*
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* \sa eigenvalues(), pseudoEigenvectors()
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*/
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EigenvectorsType eigenvectors() const;
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/** \brief Returns the pseudo-eigenvectors of given matrix.
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*
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* \returns Const reference to matrix whose columns are the pseudo-eigenvectors.
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*
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* \pre Either the constructor
|
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* EigenSolver(const MatrixType&,bool) or the member function
|
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* compute(const MatrixType&, bool) has been called before, and
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* \p computeEigenvectors was set to true (the default).
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*
|
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* The real matrix \f$ V \f$ returned by this function and the
|
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* block-diagonal matrix \f$ D \f$ returned by pseudoEigenvalueMatrix()
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* satisfy \f$ AV = VD \f$.
|
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*
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* Example: \include EigenSolver_pseudoEigenvectors.cpp
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* Output: \verbinclude EigenSolver_pseudoEigenvectors.out
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*
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* \sa pseudoEigenvalueMatrix(), eigenvectors()
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*/
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const MatrixType& pseudoEigenvectors() const
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{
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|
+
eigen_assert(m_isInitialized && "EigenSolver is not initialized.");
|
201
|
+
eigen_assert(m_eigenvectorsOk && "The eigenvectors have not been computed together with the eigenvalues.");
|
202
|
+
return m_eivec;
|
203
|
+
}
|
204
|
+
|
205
|
+
/** \brief Returns the block-diagonal matrix in the pseudo-eigendecomposition.
|
206
|
+
*
|
207
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+
* \returns A block-diagonal matrix.
|
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|
+
*
|
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+
* \pre Either the constructor
|
210
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+
* EigenSolver(const MatrixType&,bool) or the member function
|
211
|
+
* compute(const MatrixType&, bool) has been called before.
|
212
|
+
*
|
213
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+
* The matrix \f$ D \f$ returned by this function is real and
|
214
|
+
* block-diagonal. The blocks on the diagonal are either 1-by-1 or 2-by-2
|
215
|
+
* blocks of the form
|
216
|
+
* \f$ \begin{bmatrix} u & v \\ -v & u \end{bmatrix} \f$.
|
217
|
+
* These blocks are not sorted in any particular order.
|
218
|
+
* The matrix \f$ D \f$ and the matrix \f$ V \f$ returned by
|
219
|
+
* pseudoEigenvectors() satisfy \f$ AV = VD \f$.
|
220
|
+
*
|
221
|
+
* \sa pseudoEigenvectors() for an example, eigenvalues()
|
222
|
+
*/
|
223
|
+
MatrixType pseudoEigenvalueMatrix() const;
|
224
|
+
|
225
|
+
/** \brief Returns the eigenvalues of given matrix.
|
226
|
+
*
|
227
|
+
* \returns A const reference to the column vector containing the eigenvalues.
|
228
|
+
*
|
229
|
+
* \pre Either the constructor
|
230
|
+
* EigenSolver(const MatrixType&,bool) or the member function
|
231
|
+
* compute(const MatrixType&, bool) has been called before.
|
232
|
+
*
|
233
|
+
* The eigenvalues are repeated according to their algebraic multiplicity,
|
234
|
+
* so there are as many eigenvalues as rows in the matrix. The eigenvalues
|
235
|
+
* are not sorted in any particular order.
|
236
|
+
*
|
237
|
+
* Example: \include EigenSolver_eigenvalues.cpp
|
238
|
+
* Output: \verbinclude EigenSolver_eigenvalues.out
|
239
|
+
*
|
240
|
+
* \sa eigenvectors(), pseudoEigenvalueMatrix(),
|
241
|
+
* MatrixBase::eigenvalues()
|
242
|
+
*/
|
243
|
+
const EigenvalueType& eigenvalues() const
|
244
|
+
{
|
245
|
+
eigen_assert(m_isInitialized && "EigenSolver is not initialized.");
|
246
|
+
return m_eivalues;
|
247
|
+
}
|
248
|
+
|
249
|
+
/** \brief Computes eigendecomposition of given matrix.
|
250
|
+
*
|
251
|
+
* \param[in] matrix Square matrix whose eigendecomposition is to be computed.
|
252
|
+
* \param[in] computeEigenvectors If true, both the eigenvectors and the
|
253
|
+
* eigenvalues are computed; if false, only the eigenvalues are
|
254
|
+
* computed.
|
255
|
+
* \returns Reference to \c *this
|
256
|
+
*
|
257
|
+
* This function computes the eigenvalues of the real matrix \p matrix.
|
258
|
+
* The eigenvalues() function can be used to retrieve them. If
|
259
|
+
* \p computeEigenvectors is true, then the eigenvectors are also computed
|
260
|
+
* and can be retrieved by calling eigenvectors().
|
261
|
+
*
|
262
|
+
* The matrix is first reduced to real Schur form using the RealSchur
|
263
|
+
* class. The Schur decomposition is then used to compute the eigenvalues
|
264
|
+
* and eigenvectors.
|
265
|
+
*
|
266
|
+
* The cost of the computation is dominated by the cost of the
|
267
|
+
* Schur decomposition, which is very approximately \f$ 25n^3 \f$
|
268
|
+
* (where \f$ n \f$ is the size of the matrix) if \p computeEigenvectors
|
269
|
+
* is true, and \f$ 10n^3 \f$ if \p computeEigenvectors is false.
|
270
|
+
*
|
271
|
+
* This method reuses of the allocated data in the EigenSolver object.
|
272
|
+
*
|
273
|
+
* Example: \include EigenSolver_compute.cpp
|
274
|
+
* Output: \verbinclude EigenSolver_compute.out
|
275
|
+
*/
|
276
|
+
EigenSolver& compute(const MatrixType& matrix, bool computeEigenvectors = true);
|
277
|
+
|
278
|
+
ComputationInfo info() const
|
279
|
+
{
|
280
|
+
eigen_assert(m_isInitialized && "EigenSolver is not initialized.");
|
281
|
+
return m_realSchur.info();
|
282
|
+
}
|
283
|
+
|
284
|
+
/** \brief Sets the maximum number of iterations allowed. */
|
285
|
+
EigenSolver& setMaxIterations(Index maxIters)
|
286
|
+
{
|
287
|
+
m_realSchur.setMaxIterations(maxIters);
|
288
|
+
return *this;
|
289
|
+
}
|
290
|
+
|
291
|
+
/** \brief Returns the maximum number of iterations. */
|
292
|
+
Index getMaxIterations()
|
293
|
+
{
|
294
|
+
return m_realSchur.getMaxIterations();
|
295
|
+
}
|
296
|
+
|
297
|
+
private:
|
298
|
+
void doComputeEigenvectors();
|
299
|
+
|
300
|
+
protected:
|
301
|
+
|
302
|
+
static void check_template_parameters()
|
303
|
+
{
|
304
|
+
EIGEN_STATIC_ASSERT_NON_INTEGER(Scalar);
|
305
|
+
EIGEN_STATIC_ASSERT(!NumTraits<Scalar>::IsComplex, NUMERIC_TYPE_MUST_BE_REAL);
|
306
|
+
}
|
307
|
+
|
308
|
+
MatrixType m_eivec;
|
309
|
+
EigenvalueType m_eivalues;
|
310
|
+
bool m_isInitialized;
|
311
|
+
bool m_eigenvectorsOk;
|
312
|
+
RealSchur<MatrixType> m_realSchur;
|
313
|
+
MatrixType m_matT;
|
314
|
+
|
315
|
+
typedef Matrix<Scalar, ColsAtCompileTime, 1, Options & ~RowMajor, MaxColsAtCompileTime, 1> ColumnVectorType;
|
316
|
+
ColumnVectorType m_tmp;
|
317
|
+
};
|
318
|
+
|
319
|
+
template<typename MatrixType>
|
320
|
+
MatrixType EigenSolver<MatrixType>::pseudoEigenvalueMatrix() const
|
321
|
+
{
|
322
|
+
eigen_assert(m_isInitialized && "EigenSolver is not initialized.");
|
323
|
+
Index n = m_eivalues.rows();
|
324
|
+
MatrixType matD = MatrixType::Zero(n,n);
|
325
|
+
for (Index i=0; i<n; ++i)
|
326
|
+
{
|
327
|
+
if (internal::isMuchSmallerThan(numext::imag(m_eivalues.coeff(i)), numext::real(m_eivalues.coeff(i))))
|
328
|
+
matD.coeffRef(i,i) = numext::real(m_eivalues.coeff(i));
|
329
|
+
else
|
330
|
+
{
|
331
|
+
matD.template block<2,2>(i,i) << numext::real(m_eivalues.coeff(i)), numext::imag(m_eivalues.coeff(i)),
|
332
|
+
-numext::imag(m_eivalues.coeff(i)), numext::real(m_eivalues.coeff(i));
|
333
|
+
++i;
|
334
|
+
}
|
335
|
+
}
|
336
|
+
return matD;
|
337
|
+
}
|
338
|
+
|
339
|
+
template<typename MatrixType>
|
340
|
+
typename EigenSolver<MatrixType>::EigenvectorsType EigenSolver<MatrixType>::eigenvectors() const
|
341
|
+
{
|
342
|
+
eigen_assert(m_isInitialized && "EigenSolver is not initialized.");
|
343
|
+
eigen_assert(m_eigenvectorsOk && "The eigenvectors have not been computed together with the eigenvalues.");
|
344
|
+
Index n = m_eivec.cols();
|
345
|
+
EigenvectorsType matV(n,n);
|
346
|
+
for (Index j=0; j<n; ++j)
|
347
|
+
{
|
348
|
+
if (internal::isMuchSmallerThan(numext::imag(m_eivalues.coeff(j)), numext::real(m_eivalues.coeff(j))) || j+1==n)
|
349
|
+
{
|
350
|
+
// we have a real eigen value
|
351
|
+
matV.col(j) = m_eivec.col(j).template cast<ComplexScalar>();
|
352
|
+
matV.col(j).normalize();
|
353
|
+
}
|
354
|
+
else
|
355
|
+
{
|
356
|
+
// we have a pair of complex eigen values
|
357
|
+
for (Index i=0; i<n; ++i)
|
358
|
+
{
|
359
|
+
matV.coeffRef(i,j) = ComplexScalar(m_eivec.coeff(i,j), m_eivec.coeff(i,j+1));
|
360
|
+
matV.coeffRef(i,j+1) = ComplexScalar(m_eivec.coeff(i,j), -m_eivec.coeff(i,j+1));
|
361
|
+
}
|
362
|
+
matV.col(j).normalize();
|
363
|
+
matV.col(j+1).normalize();
|
364
|
+
++j;
|
365
|
+
}
|
366
|
+
}
|
367
|
+
return matV;
|
368
|
+
}
|
369
|
+
|
370
|
+
template<typename MatrixType>
|
371
|
+
EigenSolver<MatrixType>&
|
372
|
+
EigenSolver<MatrixType>::compute(const MatrixType& matrix, bool computeEigenvectors)
|
373
|
+
{
|
374
|
+
check_template_parameters();
|
375
|
+
|
376
|
+
using std::sqrt;
|
377
|
+
using std::abs;
|
378
|
+
eigen_assert(matrix.cols() == matrix.rows());
|
379
|
+
|
380
|
+
// Reduce to real Schur form.
|
381
|
+
m_realSchur.compute(matrix, computeEigenvectors);
|
382
|
+
|
383
|
+
if (m_realSchur.info() == Success)
|
384
|
+
{
|
385
|
+
m_matT = m_realSchur.matrixT();
|
386
|
+
if (computeEigenvectors)
|
387
|
+
m_eivec = m_realSchur.matrixU();
|
388
|
+
|
389
|
+
// Compute eigenvalues from matT
|
390
|
+
m_eivalues.resize(matrix.cols());
|
391
|
+
Index i = 0;
|
392
|
+
while (i < matrix.cols())
|
393
|
+
{
|
394
|
+
if (i == matrix.cols() - 1 || m_matT.coeff(i+1, i) == Scalar(0))
|
395
|
+
{
|
396
|
+
m_eivalues.coeffRef(i) = m_matT.coeff(i, i);
|
397
|
+
++i;
|
398
|
+
}
|
399
|
+
else
|
400
|
+
{
|
401
|
+
Scalar p = Scalar(0.5) * (m_matT.coeff(i, i) - m_matT.coeff(i+1, i+1));
|
402
|
+
Scalar z = sqrt(abs(p * p + m_matT.coeff(i+1, i) * m_matT.coeff(i, i+1)));
|
403
|
+
m_eivalues.coeffRef(i) = ComplexScalar(m_matT.coeff(i+1, i+1) + p, z);
|
404
|
+
m_eivalues.coeffRef(i+1) = ComplexScalar(m_matT.coeff(i+1, i+1) + p, -z);
|
405
|
+
i += 2;
|
406
|
+
}
|
407
|
+
}
|
408
|
+
|
409
|
+
// Compute eigenvectors.
|
410
|
+
if (computeEigenvectors)
|
411
|
+
doComputeEigenvectors();
|
412
|
+
}
|
413
|
+
|
414
|
+
m_isInitialized = true;
|
415
|
+
m_eigenvectorsOk = computeEigenvectors;
|
416
|
+
|
417
|
+
return *this;
|
418
|
+
}
|
419
|
+
|
420
|
+
// Complex scalar division.
|
421
|
+
template<typename Scalar>
|
422
|
+
std::complex<Scalar> cdiv(const Scalar& xr, const Scalar& xi, const Scalar& yr, const Scalar& yi)
|
423
|
+
{
|
424
|
+
using std::abs;
|
425
|
+
Scalar r,d;
|
426
|
+
if (abs(yr) > abs(yi))
|
427
|
+
{
|
428
|
+
r = yi/yr;
|
429
|
+
d = yr + r*yi;
|
430
|
+
return std::complex<Scalar>((xr + r*xi)/d, (xi - r*xr)/d);
|
431
|
+
}
|
432
|
+
else
|
433
|
+
{
|
434
|
+
r = yr/yi;
|
435
|
+
d = yi + r*yr;
|
436
|
+
return std::complex<Scalar>((r*xr + xi)/d, (r*xi - xr)/d);
|
437
|
+
}
|
438
|
+
}
|
439
|
+
|
440
|
+
|
441
|
+
template<typename MatrixType>
|
442
|
+
void EigenSolver<MatrixType>::doComputeEigenvectors()
|
443
|
+
{
|
444
|
+
using std::abs;
|
445
|
+
const Index size = m_eivec.cols();
|
446
|
+
const Scalar eps = NumTraits<Scalar>::epsilon();
|
447
|
+
|
448
|
+
// inefficient! this is already computed in RealSchur
|
449
|
+
Scalar norm(0);
|
450
|
+
for (Index j = 0; j < size; ++j)
|
451
|
+
{
|
452
|
+
norm += m_matT.row(j).segment((std::max)(j-1,Index(0)), size-(std::max)(j-1,Index(0))).cwiseAbs().sum();
|
453
|
+
}
|
454
|
+
|
455
|
+
// Backsubstitute to find vectors of upper triangular form
|
456
|
+
if (norm == 0.0)
|
457
|
+
{
|
458
|
+
return;
|
459
|
+
}
|
460
|
+
|
461
|
+
for (Index n = size-1; n >= 0; n--)
|
462
|
+
{
|
463
|
+
Scalar p = m_eivalues.coeff(n).real();
|
464
|
+
Scalar q = m_eivalues.coeff(n).imag();
|
465
|
+
|
466
|
+
// Scalar vector
|
467
|
+
if (q == Scalar(0))
|
468
|
+
{
|
469
|
+
Scalar lastr(0), lastw(0);
|
470
|
+
Index l = n;
|
471
|
+
|
472
|
+
m_matT.coeffRef(n,n) = 1.0;
|
473
|
+
for (Index i = n-1; i >= 0; i--)
|
474
|
+
{
|
475
|
+
Scalar w = m_matT.coeff(i,i) - p;
|
476
|
+
Scalar r = m_matT.row(i).segment(l,n-l+1).dot(m_matT.col(n).segment(l, n-l+1));
|
477
|
+
|
478
|
+
if (m_eivalues.coeff(i).imag() < 0.0)
|
479
|
+
{
|
480
|
+
lastw = w;
|
481
|
+
lastr = r;
|
482
|
+
}
|
483
|
+
else
|
484
|
+
{
|
485
|
+
l = i;
|
486
|
+
if (m_eivalues.coeff(i).imag() == 0.0)
|
487
|
+
{
|
488
|
+
if (w != 0.0)
|
489
|
+
m_matT.coeffRef(i,n) = -r / w;
|
490
|
+
else
|
491
|
+
m_matT.coeffRef(i,n) = -r / (eps * norm);
|
492
|
+
}
|
493
|
+
else // Solve real equations
|
494
|
+
{
|
495
|
+
Scalar x = m_matT.coeff(i,i+1);
|
496
|
+
Scalar y = m_matT.coeff(i+1,i);
|
497
|
+
Scalar denom = (m_eivalues.coeff(i).real() - p) * (m_eivalues.coeff(i).real() - p) + m_eivalues.coeff(i).imag() * m_eivalues.coeff(i).imag();
|
498
|
+
Scalar t = (x * lastr - lastw * r) / denom;
|
499
|
+
m_matT.coeffRef(i,n) = t;
|
500
|
+
if (abs(x) > abs(lastw))
|
501
|
+
m_matT.coeffRef(i+1,n) = (-r - w * t) / x;
|
502
|
+
else
|
503
|
+
m_matT.coeffRef(i+1,n) = (-lastr - y * t) / lastw;
|
504
|
+
}
|
505
|
+
|
506
|
+
// Overflow control
|
507
|
+
Scalar t = abs(m_matT.coeff(i,n));
|
508
|
+
if ((eps * t) * t > Scalar(1))
|
509
|
+
m_matT.col(n).tail(size-i) /= t;
|
510
|
+
}
|
511
|
+
}
|
512
|
+
}
|
513
|
+
else if (q < Scalar(0) && n > 0) // Complex vector
|
514
|
+
{
|
515
|
+
Scalar lastra(0), lastsa(0), lastw(0);
|
516
|
+
Index l = n-1;
|
517
|
+
|
518
|
+
// Last vector component imaginary so matrix is triangular
|
519
|
+
if (abs(m_matT.coeff(n,n-1)) > abs(m_matT.coeff(n-1,n)))
|
520
|
+
{
|
521
|
+
m_matT.coeffRef(n-1,n-1) = q / m_matT.coeff(n,n-1);
|
522
|
+
m_matT.coeffRef(n-1,n) = -(m_matT.coeff(n,n) - p) / m_matT.coeff(n,n-1);
|
523
|
+
}
|
524
|
+
else
|
525
|
+
{
|
526
|
+
std::complex<Scalar> cc = cdiv<Scalar>(0.0,-m_matT.coeff(n-1,n),m_matT.coeff(n-1,n-1)-p,q);
|
527
|
+
m_matT.coeffRef(n-1,n-1) = numext::real(cc);
|
528
|
+
m_matT.coeffRef(n-1,n) = numext::imag(cc);
|
529
|
+
}
|
530
|
+
m_matT.coeffRef(n,n-1) = 0.0;
|
531
|
+
m_matT.coeffRef(n,n) = 1.0;
|
532
|
+
for (Index i = n-2; i >= 0; i--)
|
533
|
+
{
|
534
|
+
Scalar ra = m_matT.row(i).segment(l, n-l+1).dot(m_matT.col(n-1).segment(l, n-l+1));
|
535
|
+
Scalar sa = m_matT.row(i).segment(l, n-l+1).dot(m_matT.col(n).segment(l, n-l+1));
|
536
|
+
Scalar w = m_matT.coeff(i,i) - p;
|
537
|
+
|
538
|
+
if (m_eivalues.coeff(i).imag() < 0.0)
|
539
|
+
{
|
540
|
+
lastw = w;
|
541
|
+
lastra = ra;
|
542
|
+
lastsa = sa;
|
543
|
+
}
|
544
|
+
else
|
545
|
+
{
|
546
|
+
l = i;
|
547
|
+
if (m_eivalues.coeff(i).imag() == RealScalar(0))
|
548
|
+
{
|
549
|
+
std::complex<Scalar> cc = cdiv(-ra,-sa,w,q);
|
550
|
+
m_matT.coeffRef(i,n-1) = numext::real(cc);
|
551
|
+
m_matT.coeffRef(i,n) = numext::imag(cc);
|
552
|
+
}
|
553
|
+
else
|
554
|
+
{
|
555
|
+
// Solve complex equations
|
556
|
+
Scalar x = m_matT.coeff(i,i+1);
|
557
|
+
Scalar y = m_matT.coeff(i+1,i);
|
558
|
+
Scalar vr = (m_eivalues.coeff(i).real() - p) * (m_eivalues.coeff(i).real() - p) + m_eivalues.coeff(i).imag() * m_eivalues.coeff(i).imag() - q * q;
|
559
|
+
Scalar vi = (m_eivalues.coeff(i).real() - p) * Scalar(2) * q;
|
560
|
+
if ((vr == 0.0) && (vi == 0.0))
|
561
|
+
vr = eps * norm * (abs(w) + abs(q) + abs(x) + abs(y) + abs(lastw));
|
562
|
+
|
563
|
+
std::complex<Scalar> cc = cdiv(x*lastra-lastw*ra+q*sa,x*lastsa-lastw*sa-q*ra,vr,vi);
|
564
|
+
m_matT.coeffRef(i,n-1) = numext::real(cc);
|
565
|
+
m_matT.coeffRef(i,n) = numext::imag(cc);
|
566
|
+
if (abs(x) > (abs(lastw) + abs(q)))
|
567
|
+
{
|
568
|
+
m_matT.coeffRef(i+1,n-1) = (-ra - w * m_matT.coeff(i,n-1) + q * m_matT.coeff(i,n)) / x;
|
569
|
+
m_matT.coeffRef(i+1,n) = (-sa - w * m_matT.coeff(i,n) - q * m_matT.coeff(i,n-1)) / x;
|
570
|
+
}
|
571
|
+
else
|
572
|
+
{
|
573
|
+
cc = cdiv(-lastra-y*m_matT.coeff(i,n-1),-lastsa-y*m_matT.coeff(i,n),lastw,q);
|
574
|
+
m_matT.coeffRef(i+1,n-1) = numext::real(cc);
|
575
|
+
m_matT.coeffRef(i+1,n) = numext::imag(cc);
|
576
|
+
}
|
577
|
+
}
|
578
|
+
|
579
|
+
// Overflow control
|
580
|
+
using std::max;
|
581
|
+
Scalar t = (max)(abs(m_matT.coeff(i,n-1)),abs(m_matT.coeff(i,n)));
|
582
|
+
if ((eps * t) * t > Scalar(1))
|
583
|
+
m_matT.block(i, n-1, size-i, 2) /= t;
|
584
|
+
|
585
|
+
}
|
586
|
+
}
|
587
|
+
|
588
|
+
// We handled a pair of complex conjugate eigenvalues, so need to skip them both
|
589
|
+
n--;
|
590
|
+
}
|
591
|
+
else
|
592
|
+
{
|
593
|
+
eigen_assert(0 && "Internal bug in EigenSolver"); // this should not happen
|
594
|
+
}
|
595
|
+
}
|
596
|
+
|
597
|
+
// Back transformation to get eigenvectors of original matrix
|
598
|
+
for (Index j = size-1; j >= 0; j--)
|
599
|
+
{
|
600
|
+
m_tmp.noalias() = m_eivec.leftCols(j+1) * m_matT.col(j).segment(0, j+1);
|
601
|
+
m_eivec.col(j) = m_tmp;
|
602
|
+
}
|
603
|
+
}
|
604
|
+
|
605
|
+
} // end namespace Eigen
|
606
|
+
|
607
|
+
#endif // EIGEN_EIGENSOLVER_H
|