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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// 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) 2012 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_GENERALIZEDEIGENSOLVER_H
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#define EIGEN_GENERALIZEDEIGENSOLVER_H
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#include "./RealQZ.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 GeneralizedEigenSolver
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*
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* \brief Computes the generalized eigenvalues and eigenvectors of a pair of general matrices
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*
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* \tparam _MatrixType the type of the matrices of which we are computing the
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* eigen-decomposition; 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 generalized eigenvalues and eigenvectors of a matrix pair \f$ A \f$ and \f$ B \f$ are scalars
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* \f$ \lambda \f$ and vectors \f$ v \f$ such that \f$ Av = \lambda Bv \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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* B V D \f$. The matrix \f$ V \f$ is almost always invertible, in which case we
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* have \f$ A = B V D V^{-1} \f$. This is called the generalized eigen-decomposition.
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*
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* The generalized eigenvalues and eigenvectors of a matrix pair may be complex, even when the
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* matrices are real. Moreover, the generalized eigenvalue might be infinite if the matrix B is
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* singular. To workaround this difficulty, the eigenvalues are provided as a pair of complex \f$ \alpha \f$
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* and real \f$ \beta \f$ such that: \f$ \lambda_i = \alpha_i / \beta_i \f$. If \f$ \beta_i \f$ is (nearly) zero,
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* then one can consider the well defined left eigenvalue \f$ \mu = \beta_i / \alpha_i\f$ such that:
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* \f$ \mu_i A v_i = B v_i \f$, or even \f$ \mu_i u_i^T A = u_i^T B \f$ where \f$ u_i \f$ is
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* called the left eigenvector.
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*
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* Call the function compute() to compute the generalized eigenvalues and eigenvectors of
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* a given matrix pair. Alternatively, you can use the
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* GeneralizedEigenSolver(const MatrixType&, 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.
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*
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* Here is an usage example of this class:
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* Example: \include GeneralizedEigenSolver.cpp
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* Output: \verbinclude GeneralizedEigenSolver.out
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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 GeneralizedEigenSolver
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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 real scalar values eigenvalues as returned by betas().
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*
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* This is a column vector with entries of type #Scalar.
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* The length of the vector is the size of #MatrixType.
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*/
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typedef Matrix<Scalar, ColsAtCompileTime, 1, Options & ~RowMajor, MaxColsAtCompileTime, 1> VectorType;
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/** \brief Type for vector of complex scalar values eigenvalues as returned by betas().
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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> ComplexVectorType;
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/** \brief Expression type for the eigenvalues as returned by eigenvalues().
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*/
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typedef CwiseBinaryOp<internal::scalar_quotient_op<ComplexScalar,Scalar>,ComplexVectorType,VectorType> 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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GeneralizedEigenSolver() : m_eivec(), m_alphas(), m_betas(), m_isInitialized(false), m_realQZ(), m_matS(), 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 GeneralizedEigenSolver()
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*/
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GeneralizedEigenSolver(Index size)
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: m_eivec(size, size),
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m_alphas(size),
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m_betas(size),
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m_isInitialized(false),
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m_eigenvectorsOk(false),
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m_realQZ(size),
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m_matS(size, size),
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m_tmp(size)
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{}
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/** \brief Constructor; computes the generalized eigendecomposition of given matrix pair.
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*
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* \param[in] A Square matrix whose eigendecomposition is to be computed.
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* \param[in] B 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 computed.
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*
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* This constructor calls compute() to compute the generalized eigenvalues
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* and eigenvectors.
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*
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* \sa compute()
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*/
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GeneralizedEigenSolver(const MatrixType& A, const MatrixType& B, bool computeEigenvectors = true)
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: m_eivec(A.rows(), A.cols()),
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m_alphas(A.cols()),
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m_betas(A.cols()),
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m_isInitialized(false),
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m_eigenvectorsOk(false),
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m_realQZ(A.cols()),
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m_matS(A.rows(), A.cols()),
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m_tmp(A.cols())
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{
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compute(A, B, computeEigenvectors);
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}
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/* \brief Returns the computed generalized eigenvectors.
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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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* GeneralizedEigenSolver(const MatrixType&,const MatrixType&, bool) or the member function
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* compute(const MatrixType&, 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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* generalized eigendecomposition \f$ A = B V D V^{-1} \f$, if it exists.
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*
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* \sa eigenvalues()
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*/
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// EigenvectorsType eigenvectors() const;
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/** \brief Returns an expression of the computed generalized eigenvalues.
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*
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* \returns An expression of the column vector containing the eigenvalues.
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*
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* It is a shortcut for \code this->alphas().cwiseQuotient(this->betas()); \endcode
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* Not that betas might contain zeros. It is therefore not recommended to use this function,
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* but rather directly deal with the alphas and betas vectors.
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*
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* \pre Either the constructor
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* GeneralizedEigenSolver(const MatrixType&,const MatrixType&,bool) or the member function
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* compute(const MatrixType&,const MatrixType&,bool) has been called before.
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*
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* The eigenvalues are repeated according to their algebraic multiplicity,
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* so there are as many eigenvalues as rows in the matrix. The eigenvalues
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* are not sorted in any particular order.
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*
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* \sa alphas(), betas(), eigenvectors()
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*/
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EigenvalueType eigenvalues() const
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{
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eigen_assert(m_isInitialized && "GeneralizedEigenSolver is not initialized.");
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return EigenvalueType(m_alphas,m_betas);
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}
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/** \returns A const reference to the vectors containing the alpha values
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*
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* This vector permits to reconstruct the j-th eigenvalues as alphas(i)/betas(j).
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*
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* \sa betas(), eigenvalues() */
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ComplexVectorType alphas() const
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{
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eigen_assert(m_isInitialized && "GeneralizedEigenSolver is not initialized.");
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return m_alphas;
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}
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/** \returns A const reference to the vectors containing the beta values
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*
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* This vector permits to reconstruct the j-th eigenvalues as alphas(i)/betas(j).
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*
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* \sa alphas(), eigenvalues() */
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VectorType betas() const
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{
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eigen_assert(m_isInitialized && "GeneralizedEigenSolver is not initialized.");
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return m_betas;
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}
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/** \brief Computes generalized eigendecomposition of given matrix.
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*
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* \param[in] A Square matrix whose eigendecomposition is to be computed.
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* \param[in] B 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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* \returns Reference to \c *this
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*
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* This function computes the eigenvalues of the real matrix \p matrix.
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* The eigenvalues() function can be used to retrieve them. If
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* \p computeEigenvectors is true, then the eigenvectors are also computed
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* and can be retrieved by calling eigenvectors().
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*
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* The matrix is first reduced to real generalized Schur form using the RealQZ
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* class. The generalized Schur decomposition is then used to compute the eigenvalues
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* and eigenvectors.
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*
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* The cost of the computation is dominated by the cost of the
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* generalized Schur decomposition.
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*
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* This method reuses of the allocated data in the GeneralizedEigenSolver object.
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*/
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GeneralizedEigenSolver& compute(const MatrixType& A, const MatrixType& B, bool computeEigenvectors = true);
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ComputationInfo info() const
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{
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eigen_assert(m_isInitialized && "EigenSolver is not initialized.");
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return m_realQZ.info();
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}
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/** Sets the maximal number of iterations allowed.
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*/
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GeneralizedEigenSolver& setMaxIterations(Index maxIters)
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{
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m_realQZ.setMaxIterations(maxIters);
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return *this;
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}
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protected:
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static void check_template_parameters()
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{
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EIGEN_STATIC_ASSERT_NON_INTEGER(Scalar);
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EIGEN_STATIC_ASSERT(!NumTraits<Scalar>::IsComplex, NUMERIC_TYPE_MUST_BE_REAL);
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}
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MatrixType m_eivec;
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ComplexVectorType m_alphas;
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VectorType m_betas;
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bool m_isInitialized;
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bool m_eigenvectorsOk;
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RealQZ<MatrixType> m_realQZ;
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MatrixType m_matS;
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typedef Matrix<Scalar, ColsAtCompileTime, 1, Options & ~RowMajor, MaxColsAtCompileTime, 1> ColumnVectorType;
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ColumnVectorType m_tmp;
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};
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//template<typename MatrixType>
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//typename GeneralizedEigenSolver<MatrixType>::EigenvectorsType GeneralizedEigenSolver<MatrixType>::eigenvectors() const
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//{
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// eigen_assert(m_isInitialized && "EigenSolver is not initialized.");
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// eigen_assert(m_eigenvectorsOk && "The eigenvectors have not been computed together with the eigenvalues.");
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// Index n = m_eivec.cols();
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// EigenvectorsType matV(n,n);
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// // TODO
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// return matV;
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//}
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template<typename MatrixType>
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GeneralizedEigenSolver<MatrixType>&
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GeneralizedEigenSolver<MatrixType>::compute(const MatrixType& A, const MatrixType& B, bool computeEigenvectors)
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{
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check_template_parameters();
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using std::sqrt;
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using std::abs;
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eigen_assert(A.cols() == A.rows() && B.cols() == A.rows() && B.cols() == B.rows());
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// Reduce to generalized real Schur form:
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// A = Q S Z and B = Q T Z
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m_realQZ.compute(A, B, computeEigenvectors);
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if (m_realQZ.info() == Success)
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{
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m_matS = m_realQZ.matrixS();
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if (computeEigenvectors)
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m_eivec = m_realQZ.matrixZ().transpose();
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// Compute eigenvalues from matS
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m_alphas.resize(A.cols());
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m_betas.resize(A.cols());
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Index i = 0;
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while (i < A.cols())
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{
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if (i == A.cols() - 1 || m_matS.coeff(i+1, i) == Scalar(0))
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{
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m_alphas.coeffRef(i) = m_matS.coeff(i, i);
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m_betas.coeffRef(i) = m_realQZ.matrixT().coeff(i,i);
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++i;
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}
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else
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{
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Scalar p = Scalar(0.5) * (m_matS.coeff(i, i) - m_matS.coeff(i+1, i+1));
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Scalar z = sqrt(abs(p * p + m_matS.coeff(i+1, i) * m_matS.coeff(i, i+1)));
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m_alphas.coeffRef(i) = ComplexScalar(m_matS.coeff(i+1, i+1) + p, z);
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m_alphas.coeffRef(i+1) = ComplexScalar(m_matS.coeff(i+1, i+1) + p, -z);
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m_betas.coeffRef(i) = m_realQZ.matrixT().coeff(i,i);
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m_betas.coeffRef(i+1) = m_realQZ.matrixT().coeff(i,i);
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i += 2;
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}
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}
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}
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m_isInitialized = true;
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m_eigenvectorsOk = false;//computeEigenvectors;
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return *this;
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}
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+
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} // end namespace Eigen
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#endif // EIGEN_GENERALIZEDEIGENSOLVER_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) 2008-2010 Gael Guennebaud <gael.guennebaud@inria.fr>
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// Copyright (C) 2010 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_GENERALIZEDSELFADJOINTEIGENSOLVER_H
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#define EIGEN_GENERALIZEDSELFADJOINTEIGENSOLVER_H
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#include "./Tridiagonalization.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 GeneralizedSelfAdjointEigenSolver
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*
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* \brief Computes eigenvalues and eigenvectors of the generalized selfadjoint eigen problem
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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.
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*
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* This class solves the generalized eigenvalue problem
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* \f$ Av = \lambda Bv \f$. In this case, the matrix \f$ A \f$ should be
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* selfadjoint and the matrix \f$ B \f$ should be positive definite.
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*
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* Only the \b lower \b triangular \b part of the input matrix is referenced.
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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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* GeneralizedSelfAdjointEigenSolver(const MatrixType&, const MatrixType&, int)
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* constructor which computes the eigenvalues and eigenvectors at construction time.
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* Once the eigenvalue and eigenvectors are computed, they can be retrieved with the eigenvalues()
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* and eigenvectors() functions.
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*
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* The documentation for GeneralizedSelfAdjointEigenSolver(const MatrixType&, const MatrixType&, int)
|
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* contains an example of the typical use of this class.
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*
|
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* \sa class SelfAdjointEigenSolver, class EigenSolver, class ComplexEigenSolver
|
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*/
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template<typename _MatrixType>
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class GeneralizedSelfAdjointEigenSolver : public SelfAdjointEigenSolver<_MatrixType>
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{
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typedef SelfAdjointEigenSolver<_MatrixType> Base;
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public:
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typedef typename Base::Index Index;
|
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typedef _MatrixType MatrixType;
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/** \brief Default constructor for fixed-size matrices.
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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 compute(). This constructor
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* can only be used if \p _MatrixType is a fixed-size matrix; use
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* GeneralizedSelfAdjointEigenSolver(Index) for dynamic-size matrices.
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*/
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GeneralizedSelfAdjointEigenSolver() : Base() {}
|
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+
|
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|
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/** \brief Constructor, pre-allocates memory for dynamic-size matrices.
|
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|
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*
|
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* \param [in] size Positive integer, size of the matrix whose
|
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* eigenvalues and eigenvectors will be computed.
|
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*
|
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* This constructor is useful for dynamic-size matrices, when the user
|
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* intends to perform decompositions via compute(). The \p size
|
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* parameter is only used as a hint. It is not an error to give a wrong
|
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+
* \p size, but it may impair performance.
|
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+
*
|
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|
+
* \sa compute() for an example
|
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+
*/
|
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|
+
GeneralizedSelfAdjointEigenSolver(Index size)
|
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|
+
: Base(size)
|
79
|
+
{}
|
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|
+
|
81
|
+
/** \brief Constructor; computes generalized eigendecomposition of given matrix pencil.
|
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+
*
|
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* \param[in] matA Selfadjoint matrix in matrix pencil.
|
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|
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* Only the lower triangular part of the matrix is referenced.
|
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|
+
* \param[in] matB Positive-definite matrix in matrix pencil.
|
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|
+
* Only the lower triangular part of the matrix is referenced.
|
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|
+
* \param[in] options A or-ed set of flags {#ComputeEigenvectors,#EigenvaluesOnly} | {#Ax_lBx,#ABx_lx,#BAx_lx}.
|
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|
+
* Default is #ComputeEigenvectors|#Ax_lBx.
|
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|
+
*
|
90
|
+
* This constructor calls compute(const MatrixType&, const MatrixType&, int)
|
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|
+
* to compute the eigenvalues and (if requested) the eigenvectors of the
|
92
|
+
* generalized eigenproblem \f$ Ax = \lambda B x \f$ with \a matA the
|
93
|
+
* selfadjoint matrix \f$ A \f$ and \a matB the positive definite matrix
|
94
|
+
* \f$ B \f$. Each eigenvector \f$ x \f$ satisfies the property
|
95
|
+
* \f$ x^* B x = 1 \f$. The eigenvectors are computed if
|
96
|
+
* \a options contains ComputeEigenvectors.
|
97
|
+
*
|
98
|
+
* In addition, the two following variants can be solved via \p options:
|
99
|
+
* - \c ABx_lx: \f$ ABx = \lambda x \f$
|
100
|
+
* - \c BAx_lx: \f$ BAx = \lambda x \f$
|
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|
+
*
|
102
|
+
* Example: \include SelfAdjointEigenSolver_SelfAdjointEigenSolver_MatrixType2.cpp
|
103
|
+
* Output: \verbinclude SelfAdjointEigenSolver_SelfAdjointEigenSolver_MatrixType2.out
|
104
|
+
*
|
105
|
+
* \sa compute(const MatrixType&, const MatrixType&, int)
|
106
|
+
*/
|
107
|
+
GeneralizedSelfAdjointEigenSolver(const MatrixType& matA, const MatrixType& matB,
|
108
|
+
int options = ComputeEigenvectors|Ax_lBx)
|
109
|
+
: Base(matA.cols())
|
110
|
+
{
|
111
|
+
compute(matA, matB, options);
|
112
|
+
}
|
113
|
+
|
114
|
+
/** \brief Computes generalized eigendecomposition of given matrix pencil.
|
115
|
+
*
|
116
|
+
* \param[in] matA Selfadjoint matrix in matrix pencil.
|
117
|
+
* Only the lower triangular part of the matrix is referenced.
|
118
|
+
* \param[in] matB Positive-definite matrix in matrix pencil.
|
119
|
+
* Only the lower triangular part of the matrix is referenced.
|
120
|
+
* \param[in] options A or-ed set of flags {#ComputeEigenvectors,#EigenvaluesOnly} | {#Ax_lBx,#ABx_lx,#BAx_lx}.
|
121
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+
* Default is #ComputeEigenvectors|#Ax_lBx.
|
122
|
+
*
|
123
|
+
* \returns Reference to \c *this
|
124
|
+
*
|
125
|
+
* Accoring to \p options, this function computes eigenvalues and (if requested)
|
126
|
+
* the eigenvectors of one of the following three generalized eigenproblems:
|
127
|
+
* - \c Ax_lBx: \f$ Ax = \lambda B x \f$
|
128
|
+
* - \c ABx_lx: \f$ ABx = \lambda x \f$
|
129
|
+
* - \c BAx_lx: \f$ BAx = \lambda x \f$
|
130
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+
* with \a matA the selfadjoint matrix \f$ A \f$ and \a matB the positive definite
|
131
|
+
* matrix \f$ B \f$.
|
132
|
+
* In addition, each eigenvector \f$ x \f$ satisfies the property \f$ x^* B x = 1 \f$.
|
133
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+
*
|
134
|
+
* The eigenvalues() function can be used to retrieve
|
135
|
+
* the eigenvalues. If \p options contains ComputeEigenvectors, then the
|
136
|
+
* eigenvectors are also computed and can be retrieved by calling
|
137
|
+
* eigenvectors().
|
138
|
+
*
|
139
|
+
* The implementation uses LLT to compute the Cholesky decomposition
|
140
|
+
* \f$ B = LL^* \f$ and computes the classical eigendecomposition
|
141
|
+
* of the selfadjoint matrix \f$ L^{-1} A (L^*)^{-1} \f$ if \p options contains Ax_lBx
|
142
|
+
* and of \f$ L^{*} A L \f$ otherwise. This solves the
|
143
|
+
* generalized eigenproblem, because any solution of the generalized
|
144
|
+
* eigenproblem \f$ Ax = \lambda B x \f$ corresponds to a solution
|
145
|
+
* \f$ L^{-1} A (L^*)^{-1} (L^* x) = \lambda (L^* x) \f$ of the
|
146
|
+
* eigenproblem for \f$ L^{-1} A (L^*)^{-1} \f$. Similar statements
|
147
|
+
* can be made for the two other variants.
|
148
|
+
*
|
149
|
+
* Example: \include SelfAdjointEigenSolver_compute_MatrixType2.cpp
|
150
|
+
* Output: \verbinclude SelfAdjointEigenSolver_compute_MatrixType2.out
|
151
|
+
*
|
152
|
+
* \sa GeneralizedSelfAdjointEigenSolver(const MatrixType&, const MatrixType&, int)
|
153
|
+
*/
|
154
|
+
GeneralizedSelfAdjointEigenSolver& compute(const MatrixType& matA, const MatrixType& matB,
|
155
|
+
int options = ComputeEigenvectors|Ax_lBx);
|
156
|
+
|
157
|
+
protected:
|
158
|
+
|
159
|
+
};
|
160
|
+
|
161
|
+
|
162
|
+
template<typename MatrixType>
|
163
|
+
GeneralizedSelfAdjointEigenSolver<MatrixType>& GeneralizedSelfAdjointEigenSolver<MatrixType>::
|
164
|
+
compute(const MatrixType& matA, const MatrixType& matB, int options)
|
165
|
+
{
|
166
|
+
eigen_assert(matA.cols()==matA.rows() && matB.rows()==matA.rows() && matB.cols()==matB.rows());
|
167
|
+
eigen_assert((options&~(EigVecMask|GenEigMask))==0
|
168
|
+
&& (options&EigVecMask)!=EigVecMask
|
169
|
+
&& ((options&GenEigMask)==0 || (options&GenEigMask)==Ax_lBx
|
170
|
+
|| (options&GenEigMask)==ABx_lx || (options&GenEigMask)==BAx_lx)
|
171
|
+
&& "invalid option parameter");
|
172
|
+
|
173
|
+
bool computeEigVecs = ((options&EigVecMask)==0) || ((options&EigVecMask)==ComputeEigenvectors);
|
174
|
+
|
175
|
+
// Compute the cholesky decomposition of matB = L L' = U'U
|
176
|
+
LLT<MatrixType> cholB(matB);
|
177
|
+
|
178
|
+
int type = (options&GenEigMask);
|
179
|
+
if(type==0)
|
180
|
+
type = Ax_lBx;
|
181
|
+
|
182
|
+
if(type==Ax_lBx)
|
183
|
+
{
|
184
|
+
// compute C = inv(L) A inv(L')
|
185
|
+
MatrixType matC = matA.template selfadjointView<Lower>();
|
186
|
+
cholB.matrixL().template solveInPlace<OnTheLeft>(matC);
|
187
|
+
cholB.matrixU().template solveInPlace<OnTheRight>(matC);
|
188
|
+
|
189
|
+
Base::compute(matC, computeEigVecs ? ComputeEigenvectors : EigenvaluesOnly );
|
190
|
+
|
191
|
+
// transform back the eigen vectors: evecs = inv(U) * evecs
|
192
|
+
if(computeEigVecs)
|
193
|
+
cholB.matrixU().solveInPlace(Base::m_eivec);
|
194
|
+
}
|
195
|
+
else if(type==ABx_lx)
|
196
|
+
{
|
197
|
+
// compute C = L' A L
|
198
|
+
MatrixType matC = matA.template selfadjointView<Lower>();
|
199
|
+
matC = matC * cholB.matrixL();
|
200
|
+
matC = cholB.matrixU() * matC;
|
201
|
+
|
202
|
+
Base::compute(matC, computeEigVecs ? ComputeEigenvectors : EigenvaluesOnly);
|
203
|
+
|
204
|
+
// transform back the eigen vectors: evecs = inv(U) * evecs
|
205
|
+
if(computeEigVecs)
|
206
|
+
cholB.matrixU().solveInPlace(Base::m_eivec);
|
207
|
+
}
|
208
|
+
else if(type==BAx_lx)
|
209
|
+
{
|
210
|
+
// compute C = L' A L
|
211
|
+
MatrixType matC = matA.template selfadjointView<Lower>();
|
212
|
+
matC = matC * cholB.matrixL();
|
213
|
+
matC = cholB.matrixU() * matC;
|
214
|
+
|
215
|
+
Base::compute(matC, computeEigVecs ? ComputeEigenvectors : EigenvaluesOnly);
|
216
|
+
|
217
|
+
// transform back the eigen vectors: evecs = L * evecs
|
218
|
+
if(computeEigVecs)
|
219
|
+
Base::m_eivec = cholB.matrixL() * Base::m_eivec;
|
220
|
+
}
|
221
|
+
|
222
|
+
return *this;
|
223
|
+
}
|
224
|
+
|
225
|
+
} // end namespace Eigen
|
226
|
+
|
227
|
+
#endif // EIGEN_GENERALIZEDSELFADJOINTEIGENSOLVER_H
|