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 Alexey Korepanov <kaikaikai@yandex.ru>
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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_REAL_QZ_H
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#define EIGEN_REAL_QZ_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 RealQZ
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*
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* \brief Performs a real QZ decomposition of a pair of square 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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* real QZ decomposition; this is expected to be an instantiation of the
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* Matrix class template.
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*
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* Given a real square matrices A and B, this class computes the real QZ
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* decomposition: \f$ A = Q S Z \f$, \f$ B = Q T Z \f$ where Q and Z are
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* real orthogonal matrixes, T is upper-triangular matrix, and S is upper
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* quasi-triangular matrix. An orthogonal matrix is a matrix whose
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* inverse is equal to its transpose, \f$ U^{-1} = U^T \f$. A quasi-triangular
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* matrix is a block-triangular matrix whose diagonal consists of 1-by-1
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* blocks and 2-by-2 blocks where further reduction is impossible due to
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* complex eigenvalues.
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*
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* The eigenvalues of the pencil \f$ A - z B \f$ can be obtained from
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* 1x1 and 2x2 blocks on the diagonals of S and T.
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*
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* Call the function compute() to compute the real QZ decomposition of a
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* given pair of matrices. Alternatively, you can use the
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* RealQZ(const MatrixType& B, const MatrixType& B, bool computeQZ)
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* constructor which computes the real QZ decomposition at construction
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* time. Once the decomposition is computed, you can use the matrixS(),
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* matrixT(), matrixQ() and matrixZ() functions to retrieve the matrices
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* S, T, Q and Z in the decomposition. If computeQZ==false, some time
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* is saved by not computing matrices Q and Z.
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*
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* Example: \include RealQZ_compute.cpp
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* Output: \include RealQZ_compute.out
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*
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* \note The implementation is based on the algorithm in "Matrix Computations"
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* by Gene H. Golub and Charles F. Van Loan, and a paper "An algorithm for
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* generalized eigenvalue problems" by C.B.Moler and G.W.Stewart.
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*
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* \sa class RealSchur, class ComplexSchur, class EigenSolver, class ComplexEigenSolver
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*/
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template<typename _MatrixType> class RealQZ
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{
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public:
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typedef _MatrixType MatrixType;
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enum {
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RowsAtCompileTime = MatrixType::RowsAtCompileTime,
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ColsAtCompileTime = MatrixType::ColsAtCompileTime,
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Options = MatrixType::Options,
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MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime,
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MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime
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};
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typedef typename MatrixType::Scalar Scalar;
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typedef std::complex<typename NumTraits<Scalar>::Real> ComplexScalar;
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typedef typename MatrixType::Index Index;
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typedef Matrix<ComplexScalar, ColsAtCompileTime, 1, Options & ~RowMajor, MaxColsAtCompileTime, 1> EigenvalueType;
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typedef Matrix<Scalar, ColsAtCompileTime, 1, Options & ~RowMajor, MaxColsAtCompileTime, 1> ColumnVectorType;
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/** \brief Default constructor.
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*
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* \param [in] size Positive integer, size of the matrix whose QZ decomposition will be computed.
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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(). The \p size parameter is only
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* used as a hint. It is not an error to give a wrong \p size, but it may
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* impair performance.
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*
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* \sa compute() for an example.
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*/
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RealQZ(Index size = RowsAtCompileTime==Dynamic ? 1 : RowsAtCompileTime) :
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m_S(size, size),
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m_T(size, size),
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m_Q(size, size),
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m_Z(size, size),
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m_workspace(size*2),
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m_maxIters(400),
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m_isInitialized(false)
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{ }
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/** \brief Constructor; computes real QZ decomposition of given matrices
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*
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* \param[in] A Matrix A.
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* \param[in] B Matrix B.
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* \param[in] computeQZ If false, A and Z are not computed.
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*
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* This constructor calls compute() to compute the QZ decomposition.
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*/
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RealQZ(const MatrixType& A, const MatrixType& B, bool computeQZ = true) :
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m_S(A.rows(),A.cols()),
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m_T(A.rows(),A.cols()),
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m_Q(A.rows(),A.cols()),
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m_Z(A.rows(),A.cols()),
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m_workspace(A.rows()*2),
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m_maxIters(400),
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m_isInitialized(false) {
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compute(A, B, computeQZ);
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}
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/** \brief Returns matrix Q in the QZ decomposition.
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*
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* \returns A const reference to the matrix Q.
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*/
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const MatrixType& matrixQ() const {
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eigen_assert(m_isInitialized && "RealQZ is not initialized.");
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eigen_assert(m_computeQZ && "The matrices Q and Z have not been computed during the QZ decomposition.");
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return m_Q;
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}
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/** \brief Returns matrix Z in the QZ decomposition.
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*
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* \returns A const reference to the matrix Z.
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*/
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const MatrixType& matrixZ() const {
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eigen_assert(m_isInitialized && "RealQZ is not initialized.");
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eigen_assert(m_computeQZ && "The matrices Q and Z have not been computed during the QZ decomposition.");
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return m_Z;
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}
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/** \brief Returns matrix S in the QZ decomposition.
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*
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* \returns A const reference to the matrix S.
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*/
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const MatrixType& matrixS() const {
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eigen_assert(m_isInitialized && "RealQZ is not initialized.");
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return m_S;
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}
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/** \brief Returns matrix S in the QZ decomposition.
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*
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* \returns A const reference to the matrix S.
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*/
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const MatrixType& matrixT() const {
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eigen_assert(m_isInitialized && "RealQZ is not initialized.");
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return m_T;
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}
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/** \brief Computes QZ decomposition of given matrix.
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*
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* \param[in] A Matrix A.
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* \param[in] B Matrix B.
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* \param[in] computeQZ If false, A and Z are not computed.
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* \returns Reference to \c *this
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*/
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RealQZ& compute(const MatrixType& A, const MatrixType& B, bool computeQZ = true);
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/** \brief Reports whether previous computation was successful.
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*
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* \returns \c Success if computation was succesful, \c NoConvergence otherwise.
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*/
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ComputationInfo info() const
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{
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eigen_assert(m_isInitialized && "RealQZ is not initialized.");
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return m_info;
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}
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/** \brief Returns number of performed QR-like iterations.
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*/
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Index iterations() const
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{
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eigen_assert(m_isInitialized && "RealQZ is not initialized.");
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return m_global_iter;
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}
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/** Sets the maximal number of iterations allowed to converge to one eigenvalue
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* or decouple the problem.
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*/
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RealQZ& setMaxIterations(Index maxIters)
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{
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m_maxIters = maxIters;
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return *this;
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}
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private:
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MatrixType m_S, m_T, m_Q, m_Z;
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Matrix<Scalar,Dynamic,1> m_workspace;
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ComputationInfo m_info;
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Index m_maxIters;
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bool m_isInitialized;
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bool m_computeQZ;
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Scalar m_normOfT, m_normOfS;
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Index m_global_iter;
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typedef Matrix<Scalar,3,1> Vector3s;
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typedef Matrix<Scalar,2,1> Vector2s;
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typedef Matrix<Scalar,2,2> Matrix2s;
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typedef JacobiRotation<Scalar> JRs;
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void hessenbergTriangular();
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void computeNorms();
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Index findSmallSubdiagEntry(Index iu);
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Index findSmallDiagEntry(Index f, Index l);
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void splitOffTwoRows(Index i);
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void pushDownZero(Index z, Index f, Index l);
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void step(Index f, Index l, Index iter);
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}; // RealQZ
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/** \internal Reduces S and T to upper Hessenberg - triangular form */
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template<typename MatrixType>
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void RealQZ<MatrixType>::hessenbergTriangular()
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{
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const Index dim = m_S.cols();
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// perform QR decomposition of T, overwrite T with R, save Q
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HouseholderQR<MatrixType> qrT(m_T);
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m_T = qrT.matrixQR();
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m_T.template triangularView<StrictlyLower>().setZero();
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m_Q = qrT.householderQ();
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// overwrite S with Q* S
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m_S.applyOnTheLeft(m_Q.adjoint());
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// init Z as Identity
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if (m_computeQZ)
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m_Z = MatrixType::Identity(dim,dim);
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// reduce S to upper Hessenberg with Givens rotations
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for (Index j=0; j<=dim-3; j++) {
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for (Index i=dim-1; i>=j+2; i--) {
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JRs G;
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// kill S(i,j)
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if(m_S.coeff(i,j) != 0)
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{
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G.makeGivens(m_S.coeff(i-1,j), m_S.coeff(i,j), &m_S.coeffRef(i-1, j));
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m_S.coeffRef(i,j) = Scalar(0.0);
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m_S.rightCols(dim-j-1).applyOnTheLeft(i-1,i,G.adjoint());
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m_T.rightCols(dim-i+1).applyOnTheLeft(i-1,i,G.adjoint());
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// update Q
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if (m_computeQZ)
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m_Q.applyOnTheRight(i-1,i,G);
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}
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// kill T(i,i-1)
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if(m_T.coeff(i,i-1)!=Scalar(0))
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{
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G.makeGivens(m_T.coeff(i,i), m_T.coeff(i,i-1), &m_T.coeffRef(i,i));
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m_T.coeffRef(i,i-1) = Scalar(0.0);
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m_S.applyOnTheRight(i,i-1,G);
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m_T.topRows(i).applyOnTheRight(i,i-1,G);
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// update Z
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if (m_computeQZ)
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m_Z.applyOnTheLeft(i,i-1,G.adjoint());
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}
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}
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}
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}
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/** \internal Computes vector L1 norms of S and T when in Hessenberg-Triangular form already */
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template<typename MatrixType>
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inline void RealQZ<MatrixType>::computeNorms()
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{
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const Index size = m_S.cols();
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m_normOfS = Scalar(0.0);
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m_normOfT = Scalar(0.0);
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for (Index j = 0; j < size; ++j)
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{
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m_normOfS += m_S.col(j).segment(0, (std::min)(size,j+2)).cwiseAbs().sum();
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m_normOfT += m_T.row(j).segment(j, size - j).cwiseAbs().sum();
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}
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}
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/** \internal Look for single small sub-diagonal element S(res, res-1) and return res (or 0) */
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template<typename MatrixType>
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inline typename MatrixType::Index RealQZ<MatrixType>::findSmallSubdiagEntry(Index iu)
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{
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using std::abs;
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Index res = iu;
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while (res > 0)
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{
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Scalar s = abs(m_S.coeff(res-1,res-1)) + abs(m_S.coeff(res,res));
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if (s == Scalar(0.0))
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s = m_normOfS;
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if (abs(m_S.coeff(res,res-1)) < NumTraits<Scalar>::epsilon() * s)
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break;
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res--;
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}
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return res;
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}
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/** \internal Look for single small diagonal element T(res, res) for res between f and l, and return res (or f-1) */
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template<typename MatrixType>
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inline typename MatrixType::Index RealQZ<MatrixType>::findSmallDiagEntry(Index f, Index l)
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{
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using std::abs;
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Index res = l;
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while (res >= f) {
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if (abs(m_T.coeff(res,res)) <= NumTraits<Scalar>::epsilon() * m_normOfT)
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break;
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res--;
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}
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return res;
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}
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/** \internal decouple 2x2 diagonal block in rows i, i+1 if eigenvalues are real */
|
310
|
+
template<typename MatrixType>
|
311
|
+
inline void RealQZ<MatrixType>::splitOffTwoRows(Index i)
|
312
|
+
{
|
313
|
+
using std::abs;
|
314
|
+
using std::sqrt;
|
315
|
+
const Index dim=m_S.cols();
|
316
|
+
if (abs(m_S.coeff(i+1,i))==Scalar(0))
|
317
|
+
return;
|
318
|
+
Index z = findSmallDiagEntry(i,i+1);
|
319
|
+
if (z==i-1)
|
320
|
+
{
|
321
|
+
// block of (S T^{-1})
|
322
|
+
Matrix2s STi = m_T.template block<2,2>(i,i).template triangularView<Upper>().
|
323
|
+
template solve<OnTheRight>(m_S.template block<2,2>(i,i));
|
324
|
+
Scalar p = Scalar(0.5)*(STi(0,0)-STi(1,1));
|
325
|
+
Scalar q = p*p + STi(1,0)*STi(0,1);
|
326
|
+
if (q>=0) {
|
327
|
+
Scalar z = sqrt(q);
|
328
|
+
// one QR-like iteration for ABi - lambda I
|
329
|
+
// is enough - when we know exact eigenvalue in advance,
|
330
|
+
// convergence is immediate
|
331
|
+
JRs G;
|
332
|
+
if (p>=0)
|
333
|
+
G.makeGivens(p + z, STi(1,0));
|
334
|
+
else
|
335
|
+
G.makeGivens(p - z, STi(1,0));
|
336
|
+
m_S.rightCols(dim-i).applyOnTheLeft(i,i+1,G.adjoint());
|
337
|
+
m_T.rightCols(dim-i).applyOnTheLeft(i,i+1,G.adjoint());
|
338
|
+
// update Q
|
339
|
+
if (m_computeQZ)
|
340
|
+
m_Q.applyOnTheRight(i,i+1,G);
|
341
|
+
|
342
|
+
G.makeGivens(m_T.coeff(i+1,i+1), m_T.coeff(i+1,i));
|
343
|
+
m_S.topRows(i+2).applyOnTheRight(i+1,i,G);
|
344
|
+
m_T.topRows(i+2).applyOnTheRight(i+1,i,G);
|
345
|
+
// update Z
|
346
|
+
if (m_computeQZ)
|
347
|
+
m_Z.applyOnTheLeft(i+1,i,G.adjoint());
|
348
|
+
|
349
|
+
m_S.coeffRef(i+1,i) = Scalar(0.0);
|
350
|
+
m_T.coeffRef(i+1,i) = Scalar(0.0);
|
351
|
+
}
|
352
|
+
}
|
353
|
+
else
|
354
|
+
{
|
355
|
+
pushDownZero(z,i,i+1);
|
356
|
+
}
|
357
|
+
}
|
358
|
+
|
359
|
+
/** \internal use zero in T(z,z) to zero S(l,l-1), working in block f..l */
|
360
|
+
template<typename MatrixType>
|
361
|
+
inline void RealQZ<MatrixType>::pushDownZero(Index z, Index f, Index l)
|
362
|
+
{
|
363
|
+
JRs G;
|
364
|
+
const Index dim = m_S.cols();
|
365
|
+
for (Index zz=z; zz<l; zz++)
|
366
|
+
{
|
367
|
+
// push 0 down
|
368
|
+
Index firstColS = zz>f ? (zz-1) : zz;
|
369
|
+
G.makeGivens(m_T.coeff(zz, zz+1), m_T.coeff(zz+1, zz+1));
|
370
|
+
m_S.rightCols(dim-firstColS).applyOnTheLeft(zz,zz+1,G.adjoint());
|
371
|
+
m_T.rightCols(dim-zz).applyOnTheLeft(zz,zz+1,G.adjoint());
|
372
|
+
m_T.coeffRef(zz+1,zz+1) = Scalar(0.0);
|
373
|
+
// update Q
|
374
|
+
if (m_computeQZ)
|
375
|
+
m_Q.applyOnTheRight(zz,zz+1,G);
|
376
|
+
// kill S(zz+1, zz-1)
|
377
|
+
if (zz>f)
|
378
|
+
{
|
379
|
+
G.makeGivens(m_S.coeff(zz+1, zz), m_S.coeff(zz+1,zz-1));
|
380
|
+
m_S.topRows(zz+2).applyOnTheRight(zz, zz-1,G);
|
381
|
+
m_T.topRows(zz+1).applyOnTheRight(zz, zz-1,G);
|
382
|
+
m_S.coeffRef(zz+1,zz-1) = Scalar(0.0);
|
383
|
+
// update Z
|
384
|
+
if (m_computeQZ)
|
385
|
+
m_Z.applyOnTheLeft(zz,zz-1,G.adjoint());
|
386
|
+
}
|
387
|
+
}
|
388
|
+
// finally kill S(l,l-1)
|
389
|
+
G.makeGivens(m_S.coeff(l,l), m_S.coeff(l,l-1));
|
390
|
+
m_S.applyOnTheRight(l,l-1,G);
|
391
|
+
m_T.applyOnTheRight(l,l-1,G);
|
392
|
+
m_S.coeffRef(l,l-1)=Scalar(0.0);
|
393
|
+
// update Z
|
394
|
+
if (m_computeQZ)
|
395
|
+
m_Z.applyOnTheLeft(l,l-1,G.adjoint());
|
396
|
+
}
|
397
|
+
|
398
|
+
/** \internal QR-like iterative step for block f..l */
|
399
|
+
template<typename MatrixType>
|
400
|
+
inline void RealQZ<MatrixType>::step(Index f, Index l, Index iter)
|
401
|
+
{
|
402
|
+
using std::abs;
|
403
|
+
const Index dim = m_S.cols();
|
404
|
+
|
405
|
+
// x, y, z
|
406
|
+
Scalar x, y, z;
|
407
|
+
if (iter==10)
|
408
|
+
{
|
409
|
+
// Wilkinson ad hoc shift
|
410
|
+
const Scalar
|
411
|
+
a11=m_S.coeff(f+0,f+0), a12=m_S.coeff(f+0,f+1),
|
412
|
+
a21=m_S.coeff(f+1,f+0), a22=m_S.coeff(f+1,f+1), a32=m_S.coeff(f+2,f+1),
|
413
|
+
b12=m_T.coeff(f+0,f+1),
|
414
|
+
b11i=Scalar(1.0)/m_T.coeff(f+0,f+0),
|
415
|
+
b22i=Scalar(1.0)/m_T.coeff(f+1,f+1),
|
416
|
+
a87=m_S.coeff(l-1,l-2),
|
417
|
+
a98=m_S.coeff(l-0,l-1),
|
418
|
+
b77i=Scalar(1.0)/m_T.coeff(l-2,l-2),
|
419
|
+
b88i=Scalar(1.0)/m_T.coeff(l-1,l-1);
|
420
|
+
Scalar ss = abs(a87*b77i) + abs(a98*b88i),
|
421
|
+
lpl = Scalar(1.5)*ss,
|
422
|
+
ll = ss*ss;
|
423
|
+
x = ll + a11*a11*b11i*b11i - lpl*a11*b11i + a12*a21*b11i*b22i
|
424
|
+
- a11*a21*b12*b11i*b11i*b22i;
|
425
|
+
y = a11*a21*b11i*b11i - lpl*a21*b11i + a21*a22*b11i*b22i
|
426
|
+
- a21*a21*b12*b11i*b11i*b22i;
|
427
|
+
z = a21*a32*b11i*b22i;
|
428
|
+
}
|
429
|
+
else if (iter==16)
|
430
|
+
{
|
431
|
+
// another exceptional shift
|
432
|
+
x = m_S.coeff(f,f)/m_T.coeff(f,f)-m_S.coeff(l,l)/m_T.coeff(l,l) + m_S.coeff(l,l-1)*m_T.coeff(l-1,l) /
|
433
|
+
(m_T.coeff(l-1,l-1)*m_T.coeff(l,l));
|
434
|
+
y = m_S.coeff(f+1,f)/m_T.coeff(f,f);
|
435
|
+
z = 0;
|
436
|
+
}
|
437
|
+
else if (iter>23 && !(iter%8))
|
438
|
+
{
|
439
|
+
// extremely exceptional shift
|
440
|
+
x = internal::random<Scalar>(-1.0,1.0);
|
441
|
+
y = internal::random<Scalar>(-1.0,1.0);
|
442
|
+
z = internal::random<Scalar>(-1.0,1.0);
|
443
|
+
}
|
444
|
+
else
|
445
|
+
{
|
446
|
+
// Compute the shifts: (x,y,z,0...) = (AB^-1 - l1 I) (AB^-1 - l2 I) e1
|
447
|
+
// where l1 and l2 are the eigenvalues of the 2x2 matrix C = U V^-1 where
|
448
|
+
// U and V are 2x2 bottom right sub matrices of A and B. Thus:
|
449
|
+
// = AB^-1AB^-1 + l1 l2 I - (l1+l2)(AB^-1)
|
450
|
+
// = AB^-1AB^-1 + det(M) - tr(M)(AB^-1)
|
451
|
+
// Since we are only interested in having x, y, z with a correct ratio, we have:
|
452
|
+
const Scalar
|
453
|
+
a11 = m_S.coeff(f,f), a12 = m_S.coeff(f,f+1),
|
454
|
+
a21 = m_S.coeff(f+1,f), a22 = m_S.coeff(f+1,f+1),
|
455
|
+
a32 = m_S.coeff(f+2,f+1),
|
456
|
+
|
457
|
+
a88 = m_S.coeff(l-1,l-1), a89 = m_S.coeff(l-1,l),
|
458
|
+
a98 = m_S.coeff(l,l-1), a99 = m_S.coeff(l,l),
|
459
|
+
|
460
|
+
b11 = m_T.coeff(f,f), b12 = m_T.coeff(f,f+1),
|
461
|
+
b22 = m_T.coeff(f+1,f+1),
|
462
|
+
|
463
|
+
b88 = m_T.coeff(l-1,l-1), b89 = m_T.coeff(l-1,l),
|
464
|
+
b99 = m_T.coeff(l,l);
|
465
|
+
|
466
|
+
x = ( (a88/b88 - a11/b11)*(a99/b99 - a11/b11) - (a89/b99)*(a98/b88) + (a98/b88)*(b89/b99)*(a11/b11) ) * (b11/a21)
|
467
|
+
+ a12/b22 - (a11/b11)*(b12/b22);
|
468
|
+
y = (a22/b22-a11/b11) - (a21/b11)*(b12/b22) - (a88/b88-a11/b11) - (a99/b99-a11/b11) + (a98/b88)*(b89/b99);
|
469
|
+
z = a32/b22;
|
470
|
+
}
|
471
|
+
|
472
|
+
JRs G;
|
473
|
+
|
474
|
+
for (Index k=f; k<=l-2; k++)
|
475
|
+
{
|
476
|
+
// variables for Householder reflections
|
477
|
+
Vector2s essential2;
|
478
|
+
Scalar tau, beta;
|
479
|
+
|
480
|
+
Vector3s hr(x,y,z);
|
481
|
+
|
482
|
+
// Q_k to annihilate S(k+1,k-1) and S(k+2,k-1)
|
483
|
+
hr.makeHouseholderInPlace(tau, beta);
|
484
|
+
essential2 = hr.template bottomRows<2>();
|
485
|
+
Index fc=(std::max)(k-1,Index(0)); // first col to update
|
486
|
+
m_S.template middleRows<3>(k).rightCols(dim-fc).applyHouseholderOnTheLeft(essential2, tau, m_workspace.data());
|
487
|
+
m_T.template middleRows<3>(k).rightCols(dim-fc).applyHouseholderOnTheLeft(essential2, tau, m_workspace.data());
|
488
|
+
if (m_computeQZ)
|
489
|
+
m_Q.template middleCols<3>(k).applyHouseholderOnTheRight(essential2, tau, m_workspace.data());
|
490
|
+
if (k>f)
|
491
|
+
m_S.coeffRef(k+2,k-1) = m_S.coeffRef(k+1,k-1) = Scalar(0.0);
|
492
|
+
|
493
|
+
// Z_{k1} to annihilate T(k+2,k+1) and T(k+2,k)
|
494
|
+
hr << m_T.coeff(k+2,k+2),m_T.coeff(k+2,k),m_T.coeff(k+2,k+1);
|
495
|
+
hr.makeHouseholderInPlace(tau, beta);
|
496
|
+
essential2 = hr.template bottomRows<2>();
|
497
|
+
{
|
498
|
+
Index lr = (std::min)(k+4,dim); // last row to update
|
499
|
+
Map<Matrix<Scalar,Dynamic,1> > tmp(m_workspace.data(),lr);
|
500
|
+
// S
|
501
|
+
tmp = m_S.template middleCols<2>(k).topRows(lr) * essential2;
|
502
|
+
tmp += m_S.col(k+2).head(lr);
|
503
|
+
m_S.col(k+2).head(lr) -= tau*tmp;
|
504
|
+
m_S.template middleCols<2>(k).topRows(lr) -= (tau*tmp) * essential2.adjoint();
|
505
|
+
// T
|
506
|
+
tmp = m_T.template middleCols<2>(k).topRows(lr) * essential2;
|
507
|
+
tmp += m_T.col(k+2).head(lr);
|
508
|
+
m_T.col(k+2).head(lr) -= tau*tmp;
|
509
|
+
m_T.template middleCols<2>(k).topRows(lr) -= (tau*tmp) * essential2.adjoint();
|
510
|
+
}
|
511
|
+
if (m_computeQZ)
|
512
|
+
{
|
513
|
+
// Z
|
514
|
+
Map<Matrix<Scalar,1,Dynamic> > tmp(m_workspace.data(),dim);
|
515
|
+
tmp = essential2.adjoint()*(m_Z.template middleRows<2>(k));
|
516
|
+
tmp += m_Z.row(k+2);
|
517
|
+
m_Z.row(k+2) -= tau*tmp;
|
518
|
+
m_Z.template middleRows<2>(k) -= essential2 * (tau*tmp);
|
519
|
+
}
|
520
|
+
m_T.coeffRef(k+2,k) = m_T.coeffRef(k+2,k+1) = Scalar(0.0);
|
521
|
+
|
522
|
+
// Z_{k2} to annihilate T(k+1,k)
|
523
|
+
G.makeGivens(m_T.coeff(k+1,k+1), m_T.coeff(k+1,k));
|
524
|
+
m_S.applyOnTheRight(k+1,k,G);
|
525
|
+
m_T.applyOnTheRight(k+1,k,G);
|
526
|
+
// update Z
|
527
|
+
if (m_computeQZ)
|
528
|
+
m_Z.applyOnTheLeft(k+1,k,G.adjoint());
|
529
|
+
m_T.coeffRef(k+1,k) = Scalar(0.0);
|
530
|
+
|
531
|
+
// update x,y,z
|
532
|
+
x = m_S.coeff(k+1,k);
|
533
|
+
y = m_S.coeff(k+2,k);
|
534
|
+
if (k < l-2)
|
535
|
+
z = m_S.coeff(k+3,k);
|
536
|
+
} // loop over k
|
537
|
+
|
538
|
+
// Q_{n-1} to annihilate y = S(l,l-2)
|
539
|
+
G.makeGivens(x,y);
|
540
|
+
m_S.applyOnTheLeft(l-1,l,G.adjoint());
|
541
|
+
m_T.applyOnTheLeft(l-1,l,G.adjoint());
|
542
|
+
if (m_computeQZ)
|
543
|
+
m_Q.applyOnTheRight(l-1,l,G);
|
544
|
+
m_S.coeffRef(l,l-2) = Scalar(0.0);
|
545
|
+
|
546
|
+
// Z_{n-1} to annihilate T(l,l-1)
|
547
|
+
G.makeGivens(m_T.coeff(l,l),m_T.coeff(l,l-1));
|
548
|
+
m_S.applyOnTheRight(l,l-1,G);
|
549
|
+
m_T.applyOnTheRight(l,l-1,G);
|
550
|
+
if (m_computeQZ)
|
551
|
+
m_Z.applyOnTheLeft(l,l-1,G.adjoint());
|
552
|
+
m_T.coeffRef(l,l-1) = Scalar(0.0);
|
553
|
+
}
|
554
|
+
|
555
|
+
|
556
|
+
template<typename MatrixType>
|
557
|
+
RealQZ<MatrixType>& RealQZ<MatrixType>::compute(const MatrixType& A_in, const MatrixType& B_in, bool computeQZ)
|
558
|
+
{
|
559
|
+
|
560
|
+
const Index dim = A_in.cols();
|
561
|
+
|
562
|
+
eigen_assert (A_in.rows()==dim && A_in.cols()==dim
|
563
|
+
&& B_in.rows()==dim && B_in.cols()==dim
|
564
|
+
&& "Need square matrices of the same dimension");
|
565
|
+
|
566
|
+
m_isInitialized = true;
|
567
|
+
m_computeQZ = computeQZ;
|
568
|
+
m_S = A_in; m_T = B_in;
|
569
|
+
m_workspace.resize(dim*2);
|
570
|
+
m_global_iter = 0;
|
571
|
+
|
572
|
+
// entrance point: hessenberg triangular decomposition
|
573
|
+
hessenbergTriangular();
|
574
|
+
// compute L1 vector norms of T, S into m_normOfS, m_normOfT
|
575
|
+
computeNorms();
|
576
|
+
|
577
|
+
Index l = dim-1,
|
578
|
+
f,
|
579
|
+
local_iter = 0;
|
580
|
+
|
581
|
+
while (l>0 && local_iter<m_maxIters)
|
582
|
+
{
|
583
|
+
f = findSmallSubdiagEntry(l);
|
584
|
+
// now rows and columns f..l (including) decouple from the rest of the problem
|
585
|
+
if (f>0) m_S.coeffRef(f,f-1) = Scalar(0.0);
|
586
|
+
if (f == l) // One root found
|
587
|
+
{
|
588
|
+
l--;
|
589
|
+
local_iter = 0;
|
590
|
+
}
|
591
|
+
else if (f == l-1) // Two roots found
|
592
|
+
{
|
593
|
+
splitOffTwoRows(f);
|
594
|
+
l -= 2;
|
595
|
+
local_iter = 0;
|
596
|
+
}
|
597
|
+
else // No convergence yet
|
598
|
+
{
|
599
|
+
// if there's zero on diagonal of T, we can isolate an eigenvalue with Givens rotations
|
600
|
+
Index z = findSmallDiagEntry(f,l);
|
601
|
+
if (z>=f)
|
602
|
+
{
|
603
|
+
// zero found
|
604
|
+
pushDownZero(z,f,l);
|
605
|
+
}
|
606
|
+
else
|
607
|
+
{
|
608
|
+
// We are sure now that S.block(f,f, l-f+1,l-f+1) is underuced upper-Hessenberg
|
609
|
+
// and T.block(f,f, l-f+1,l-f+1) is invertible uper-triangular, which allows to
|
610
|
+
// apply a QR-like iteration to rows and columns f..l.
|
611
|
+
step(f,l, local_iter);
|
612
|
+
local_iter++;
|
613
|
+
m_global_iter++;
|
614
|
+
}
|
615
|
+
}
|
616
|
+
}
|
617
|
+
// check if we converged before reaching iterations limit
|
618
|
+
m_info = (local_iter<m_maxIters) ? Success : NoConvergence;
|
619
|
+
return *this;
|
620
|
+
} // end compute
|
621
|
+
|
622
|
+
} // end namespace Eigen
|
623
|
+
|
624
|
+
#endif //EIGEN_REAL_QZ
|