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
@@ -0,0 +1,101 @@
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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 Benoit Jacob <jacob.benoit.1@gmail.com>
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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_DETERMINANT_H
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#define EIGEN_DETERMINANT_H
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namespace Eigen {
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namespace internal {
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template<typename Derived>
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inline const typename Derived::Scalar bruteforce_det3_helper
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(const MatrixBase<Derived>& matrix, int a, int b, int c)
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{
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return matrix.coeff(0,a)
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* (matrix.coeff(1,b) * matrix.coeff(2,c) - matrix.coeff(1,c) * matrix.coeff(2,b));
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}
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template<typename Derived>
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const typename Derived::Scalar bruteforce_det4_helper
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(const MatrixBase<Derived>& matrix, int j, int k, int m, int n)
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{
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return (matrix.coeff(j,0) * matrix.coeff(k,1) - matrix.coeff(k,0) * matrix.coeff(j,1))
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* (matrix.coeff(m,2) * matrix.coeff(n,3) - matrix.coeff(n,2) * matrix.coeff(m,3));
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}
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template<typename Derived,
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int DeterminantType = Derived::RowsAtCompileTime
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> struct determinant_impl
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{
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static inline typename traits<Derived>::Scalar run(const Derived& m)
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{
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if(Derived::ColsAtCompileTime==Dynamic && m.rows()==0)
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return typename traits<Derived>::Scalar(1);
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return m.partialPivLu().determinant();
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}
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};
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template<typename Derived> struct determinant_impl<Derived, 1>
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{
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static inline typename traits<Derived>::Scalar run(const Derived& m)
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{
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return m.coeff(0,0);
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}
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};
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template<typename Derived> struct determinant_impl<Derived, 2>
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{
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static inline typename traits<Derived>::Scalar run(const Derived& m)
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{
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return m.coeff(0,0) * m.coeff(1,1) - m.coeff(1,0) * m.coeff(0,1);
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}
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};
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template<typename Derived> struct determinant_impl<Derived, 3>
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{
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static inline typename traits<Derived>::Scalar run(const Derived& m)
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{
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return bruteforce_det3_helper(m,0,1,2)
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- bruteforce_det3_helper(m,1,0,2)
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+ bruteforce_det3_helper(m,2,0,1);
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}
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};
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template<typename Derived> struct determinant_impl<Derived, 4>
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{
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static typename traits<Derived>::Scalar run(const Derived& m)
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{
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// trick by Martin Costabel to compute 4x4 det with only 30 muls
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return bruteforce_det4_helper(m,0,1,2,3)
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- bruteforce_det4_helper(m,0,2,1,3)
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+ bruteforce_det4_helper(m,0,3,1,2)
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+ bruteforce_det4_helper(m,1,2,0,3)
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- bruteforce_det4_helper(m,1,3,0,2)
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+ bruteforce_det4_helper(m,2,3,0,1);
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}
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};
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} // end namespace internal
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/** \lu_module
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*
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* \returns the determinant of this matrix
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*/
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template<typename Derived>
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inline typename internal::traits<Derived>::Scalar MatrixBase<Derived>::determinant() const
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{
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eigen_assert(rows() == cols());
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typedef typename internal::nested<Derived,Base::RowsAtCompileTime>::type Nested;
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return internal::determinant_impl<typename internal::remove_all<Nested>::type>::run(derived());
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}
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} // end namespace Eigen
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#endif // EIGEN_DETERMINANT_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) 2006-2009 Benoit Jacob <jacob.benoit.1@gmail.com>
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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_LU_H
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#define EIGEN_LU_H
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namespace Eigen {
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/** \ingroup LU_Module
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*
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* \class FullPivLU
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*
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* \brief LU decomposition of a matrix with complete pivoting, and related features
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*
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* \param MatrixType the type of the matrix of which we are computing the LU decomposition
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*
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* This class represents a LU decomposition of any matrix, with complete pivoting: the matrix A is
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* decomposed as \f$ A = P^{-1} L U Q^{-1} \f$ where L is unit-lower-triangular, U is
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* upper-triangular, and P and Q are permutation matrices. This is a rank-revealing LU
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* decomposition. The eigenvalues (diagonal coefficients) of U are sorted in such a way that any
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* zeros are at the end.
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*
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* This decomposition provides the generic approach to solving systems of linear equations, computing
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* the rank, invertibility, inverse, kernel, and determinant.
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*
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* This LU decomposition is very stable and well tested with large matrices. However there are use cases where the SVD
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* decomposition is inherently more stable and/or flexible. For example, when computing the kernel of a matrix,
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* working with the SVD allows to select the smallest singular values of the matrix, something that
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* the LU decomposition doesn't see.
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*
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* The data of the LU decomposition can be directly accessed through the methods matrixLU(),
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* permutationP(), permutationQ().
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*
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* As an exemple, here is how the original matrix can be retrieved:
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* \include class_FullPivLU.cpp
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* Output: \verbinclude class_FullPivLU.out
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*
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* \sa MatrixBase::fullPivLu(), MatrixBase::determinant(), MatrixBase::inverse()
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*/
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template<typename _MatrixType> class FullPivLU
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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 typename NumTraits<typename MatrixType::Scalar>::Real RealScalar;
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typedef typename internal::traits<MatrixType>::StorageKind StorageKind;
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typedef typename MatrixType::Index Index;
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typedef typename internal::plain_row_type<MatrixType, Index>::type IntRowVectorType;
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typedef typename internal::plain_col_type<MatrixType, Index>::type IntColVectorType;
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typedef PermutationMatrix<ColsAtCompileTime, MaxColsAtCompileTime> PermutationQType;
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typedef PermutationMatrix<RowsAtCompileTime, MaxRowsAtCompileTime> PermutationPType;
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/**
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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 LU::compute(const MatrixType&).
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*/
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FullPivLU();
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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 FullPivLU()
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*/
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FullPivLU(Index rows, Index cols);
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/** Constructor.
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*
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* \param matrix the matrix of which to compute the LU decomposition.
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* It is required to be nonzero.
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*/
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FullPivLU(const MatrixType& matrix);
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/** Computes the LU decomposition of the given matrix.
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*
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* \param matrix the matrix of which to compute the LU decomposition.
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* It is required to be nonzero.
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*
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* \returns a reference to *this
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*/
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FullPivLU& compute(const MatrixType& matrix);
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/** \returns the LU decomposition matrix: the upper-triangular part is U, the
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* unit-lower-triangular part is L (at least for square matrices; in the non-square
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* case, special care is needed, see the documentation of class FullPivLU).
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*
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* \sa matrixL(), matrixU()
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*/
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inline const MatrixType& matrixLU() const
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{
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eigen_assert(m_isInitialized && "LU is not initialized.");
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return m_lu;
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}
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/** \returns the number of nonzero pivots in the LU decomposition.
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* Here nonzero is meant in the exact sense, not in a fuzzy sense.
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* So that notion isn't really intrinsically interesting, but it is
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* still useful when implementing algorithms.
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*
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* \sa rank()
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*/
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inline Index nonzeroPivots() const
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{
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eigen_assert(m_isInitialized && "LU is not initialized.");
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return m_nonzero_pivots;
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}
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/** \returns the absolute value of the biggest pivot, i.e. the biggest
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* diagonal coefficient of U.
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*/
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RealScalar maxPivot() const { return m_maxpivot; }
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/** \returns the permutation matrix P
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*
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* \sa permutationQ()
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*/
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inline const PermutationPType& permutationP() const
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{
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eigen_assert(m_isInitialized && "LU is not initialized.");
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return m_p;
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}
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/** \returns the permutation matrix Q
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*
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* \sa permutationP()
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*/
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inline const PermutationQType& permutationQ() const
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{
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eigen_assert(m_isInitialized && "LU is not initialized.");
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return m_q;
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}
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/** \returns the kernel of the matrix, also called its null-space. The columns of the returned matrix
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* will form a basis of the kernel.
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*
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* \note If the kernel has dimension zero, then the returned matrix is a column-vector filled with zeros.
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*
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* \note This method has to determine which pivots should be considered nonzero.
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* For that, it uses the threshold value that you can control by calling
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* setThreshold(const RealScalar&).
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*
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* Example: \include FullPivLU_kernel.cpp
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* Output: \verbinclude FullPivLU_kernel.out
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*
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* \sa image()
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*/
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inline const internal::kernel_retval<FullPivLU> kernel() const
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{
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eigen_assert(m_isInitialized && "LU is not initialized.");
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return internal::kernel_retval<FullPivLU>(*this);
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}
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/** \returns the image of the matrix, also called its column-space. The columns of the returned matrix
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* will form a basis of the kernel.
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*
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* \param originalMatrix the original matrix, of which *this is the LU decomposition.
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* The reason why it is needed to pass it here, is that this allows
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* a large optimization, as otherwise this method would need to reconstruct it
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* from the LU decomposition.
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*
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* \note If the image has dimension zero, then the returned matrix is a column-vector filled with zeros.
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*
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* \note This method has to determine which pivots should be considered nonzero.
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* For that, it uses the threshold value that you can control by calling
|
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* setThreshold(const RealScalar&).
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*
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* Example: \include FullPivLU_image.cpp
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* Output: \verbinclude FullPivLU_image.out
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*
|
185
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* \sa kernel()
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*/
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inline const internal::image_retval<FullPivLU>
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image(const MatrixType& originalMatrix) const
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{
|
190
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eigen_assert(m_isInitialized && "LU is not initialized.");
|
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return internal::image_retval<FullPivLU>(*this, originalMatrix);
|
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}
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/** \return a solution x to the equation Ax=b, where A is the matrix of which
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* *this is the LU decomposition.
|
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*
|
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* \param b the right-hand-side of the equation to solve. Can be a vector or a matrix,
|
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* the only requirement in order for the equation to make sense is that
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* b.rows()==A.rows(), where A is the matrix of which *this is the LU decomposition.
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*
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* \returns a solution.
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202
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*
|
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* \note_about_checking_solutions
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*
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* \note_about_arbitrary_choice_of_solution
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* \note_about_using_kernel_to_study_multiple_solutions
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*
|
208
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* Example: \include FullPivLU_solve.cpp
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209
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* Output: \verbinclude FullPivLU_solve.out
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210
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*
|
211
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* \sa TriangularView::solve(), kernel(), inverse()
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212
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*/
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213
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template<typename Rhs>
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214
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inline const internal::solve_retval<FullPivLU, Rhs>
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solve(const MatrixBase<Rhs>& b) const
|
216
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+
{
|
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eigen_assert(m_isInitialized && "LU is not initialized.");
|
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+
return internal::solve_retval<FullPivLU, Rhs>(*this, b.derived());
|
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|
+
}
|
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+
|
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+
/** \returns the determinant of the matrix of which
|
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+
* *this is the LU decomposition. It has only linear complexity
|
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|
+
* (that is, O(n) where n is the dimension of the square matrix)
|
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+
* as the LU decomposition has already been computed.
|
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+
*
|
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+
* \note This is only for square matrices.
|
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+
*
|
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+
* \note For fixed-size matrices of size up to 4, MatrixBase::determinant() offers
|
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+
* optimized paths.
|
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+
*
|
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+
* \warning a determinant can be very big or small, so for matrices
|
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+
* of large enough dimension, there is a risk of overflow/underflow.
|
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+
*
|
234
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+
* \sa MatrixBase::determinant()
|
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|
+
*/
|
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|
+
typename internal::traits<MatrixType>::Scalar determinant() const;
|
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+
|
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|
+
/** Allows to prescribe a threshold to be used by certain methods, such as rank(),
|
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|
+
* who need to determine when pivots are to be considered nonzero. This is not used for the
|
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|
+
* LU decomposition itself.
|
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+
*
|
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|
+
* When it needs to get the threshold value, Eigen calls threshold(). By default, this
|
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+
* uses a formula to automatically determine a reasonable threshold.
|
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+
* Once you have called the present method setThreshold(const RealScalar&),
|
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+
* your value is used instead.
|
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|
+
*
|
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+
* \param threshold The new value to use as the threshold.
|
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+
*
|
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+
* A pivot will be considered nonzero if its absolute value is strictly greater than
|
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+
* \f$ \vert pivot \vert \leqslant threshold \times \vert maxpivot \vert \f$
|
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+
* where maxpivot is the biggest pivot.
|
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+
*
|
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+
* If you want to come back to the default behavior, call setThreshold(Default_t)
|
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|
+
*/
|
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|
+
FullPivLU& setThreshold(const RealScalar& threshold)
|
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+
{
|
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+
m_usePrescribedThreshold = true;
|
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+
m_prescribedThreshold = threshold;
|
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+
return *this;
|
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+
}
|
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+
|
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+
/** Allows to come back to the default behavior, letting Eigen use its default formula for
|
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+
* determining the threshold.
|
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+
*
|
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+
* You should pass the special object Eigen::Default as parameter here.
|
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+
* \code lu.setThreshold(Eigen::Default); \endcode
|
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+
*
|
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|
+
* See the documentation of setThreshold(const RealScalar&).
|
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|
+
*/
|
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|
+
FullPivLU& setThreshold(Default_t)
|
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|
+
{
|
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+
m_usePrescribedThreshold = false;
|
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|
+
return *this;
|
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|
+
}
|
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|
+
|
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|
+
/** Returns the threshold that will be used by certain methods such as rank().
|
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+
*
|
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|
+
* See the documentation of setThreshold(const RealScalar&).
|
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|
+
*/
|
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|
+
RealScalar threshold() const
|
281
|
+
{
|
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|
+
eigen_assert(m_isInitialized || m_usePrescribedThreshold);
|
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|
+
return m_usePrescribedThreshold ? m_prescribedThreshold
|
284
|
+
// this formula comes from experimenting (see "LU precision tuning" thread on the list)
|
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|
+
// and turns out to be identical to Higham's formula used already in LDLt.
|
286
|
+
: NumTraits<Scalar>::epsilon() * m_lu.diagonalSize();
|
287
|
+
}
|
288
|
+
|
289
|
+
/** \returns the rank of the matrix of which *this is the LU decomposition.
|
290
|
+
*
|
291
|
+
* \note This method has to determine which pivots should be considered nonzero.
|
292
|
+
* For that, it uses the threshold value that you can control by calling
|
293
|
+
* setThreshold(const RealScalar&).
|
294
|
+
*/
|
295
|
+
inline Index rank() const
|
296
|
+
{
|
297
|
+
using std::abs;
|
298
|
+
eigen_assert(m_isInitialized && "LU is not initialized.");
|
299
|
+
RealScalar premultiplied_threshold = abs(m_maxpivot) * threshold();
|
300
|
+
Index result = 0;
|
301
|
+
for(Index i = 0; i < m_nonzero_pivots; ++i)
|
302
|
+
result += (abs(m_lu.coeff(i,i)) > premultiplied_threshold);
|
303
|
+
return result;
|
304
|
+
}
|
305
|
+
|
306
|
+
/** \returns the dimension of the kernel of the matrix of which *this is the LU decomposition.
|
307
|
+
*
|
308
|
+
* \note This method has to determine which pivots should be considered nonzero.
|
309
|
+
* For that, it uses the threshold value that you can control by calling
|
310
|
+
* setThreshold(const RealScalar&).
|
311
|
+
*/
|
312
|
+
inline Index dimensionOfKernel() const
|
313
|
+
{
|
314
|
+
eigen_assert(m_isInitialized && "LU is not initialized.");
|
315
|
+
return cols() - rank();
|
316
|
+
}
|
317
|
+
|
318
|
+
/** \returns true if the matrix of which *this is the LU decomposition represents an injective
|
319
|
+
* linear map, i.e. has trivial kernel; false otherwise.
|
320
|
+
*
|
321
|
+
* \note This method has to determine which pivots should be considered nonzero.
|
322
|
+
* For that, it uses the threshold value that you can control by calling
|
323
|
+
* setThreshold(const RealScalar&).
|
324
|
+
*/
|
325
|
+
inline bool isInjective() const
|
326
|
+
{
|
327
|
+
eigen_assert(m_isInitialized && "LU is not initialized.");
|
328
|
+
return rank() == cols();
|
329
|
+
}
|
330
|
+
|
331
|
+
/** \returns true if the matrix of which *this is the LU decomposition represents a surjective
|
332
|
+
* linear map; false otherwise.
|
333
|
+
*
|
334
|
+
* \note This method has to determine which pivots should be considered nonzero.
|
335
|
+
* For that, it uses the threshold value that you can control by calling
|
336
|
+
* setThreshold(const RealScalar&).
|
337
|
+
*/
|
338
|
+
inline bool isSurjective() const
|
339
|
+
{
|
340
|
+
eigen_assert(m_isInitialized && "LU is not initialized.");
|
341
|
+
return rank() == rows();
|
342
|
+
}
|
343
|
+
|
344
|
+
/** \returns true if the matrix of which *this is the LU decomposition is invertible.
|
345
|
+
*
|
346
|
+
* \note This method has to determine which pivots should be considered nonzero.
|
347
|
+
* For that, it uses the threshold value that you can control by calling
|
348
|
+
* setThreshold(const RealScalar&).
|
349
|
+
*/
|
350
|
+
inline bool isInvertible() const
|
351
|
+
{
|
352
|
+
eigen_assert(m_isInitialized && "LU is not initialized.");
|
353
|
+
return isInjective() && (m_lu.rows() == m_lu.cols());
|
354
|
+
}
|
355
|
+
|
356
|
+
/** \returns the inverse of the matrix of which *this is the LU decomposition.
|
357
|
+
*
|
358
|
+
* \note If this matrix is not invertible, the returned matrix has undefined coefficients.
|
359
|
+
* Use isInvertible() to first determine whether this matrix is invertible.
|
360
|
+
*
|
361
|
+
* \sa MatrixBase::inverse()
|
362
|
+
*/
|
363
|
+
inline const internal::solve_retval<FullPivLU,typename MatrixType::IdentityReturnType> inverse() const
|
364
|
+
{
|
365
|
+
eigen_assert(m_isInitialized && "LU is not initialized.");
|
366
|
+
eigen_assert(m_lu.rows() == m_lu.cols() && "You can't take the inverse of a non-square matrix!");
|
367
|
+
return internal::solve_retval<FullPivLU,typename MatrixType::IdentityReturnType>
|
368
|
+
(*this, MatrixType::Identity(m_lu.rows(), m_lu.cols()));
|
369
|
+
}
|
370
|
+
|
371
|
+
MatrixType reconstructedMatrix() const;
|
372
|
+
|
373
|
+
inline Index rows() const { return m_lu.rows(); }
|
374
|
+
inline Index cols() const { return m_lu.cols(); }
|
375
|
+
|
376
|
+
protected:
|
377
|
+
|
378
|
+
static void check_template_parameters()
|
379
|
+
{
|
380
|
+
EIGEN_STATIC_ASSERT_NON_INTEGER(Scalar);
|
381
|
+
}
|
382
|
+
|
383
|
+
MatrixType m_lu;
|
384
|
+
PermutationPType m_p;
|
385
|
+
PermutationQType m_q;
|
386
|
+
IntColVectorType m_rowsTranspositions;
|
387
|
+
IntRowVectorType m_colsTranspositions;
|
388
|
+
Index m_det_pq, m_nonzero_pivots;
|
389
|
+
RealScalar m_maxpivot, m_prescribedThreshold;
|
390
|
+
bool m_isInitialized, m_usePrescribedThreshold;
|
391
|
+
};
|
392
|
+
|
393
|
+
template<typename MatrixType>
|
394
|
+
FullPivLU<MatrixType>::FullPivLU()
|
395
|
+
: m_isInitialized(false), m_usePrescribedThreshold(false)
|
396
|
+
{
|
397
|
+
}
|
398
|
+
|
399
|
+
template<typename MatrixType>
|
400
|
+
FullPivLU<MatrixType>::FullPivLU(Index rows, Index cols)
|
401
|
+
: m_lu(rows, cols),
|
402
|
+
m_p(rows),
|
403
|
+
m_q(cols),
|
404
|
+
m_rowsTranspositions(rows),
|
405
|
+
m_colsTranspositions(cols),
|
406
|
+
m_isInitialized(false),
|
407
|
+
m_usePrescribedThreshold(false)
|
408
|
+
{
|
409
|
+
}
|
410
|
+
|
411
|
+
template<typename MatrixType>
|
412
|
+
FullPivLU<MatrixType>::FullPivLU(const MatrixType& matrix)
|
413
|
+
: m_lu(matrix.rows(), matrix.cols()),
|
414
|
+
m_p(matrix.rows()),
|
415
|
+
m_q(matrix.cols()),
|
416
|
+
m_rowsTranspositions(matrix.rows()),
|
417
|
+
m_colsTranspositions(matrix.cols()),
|
418
|
+
m_isInitialized(false),
|
419
|
+
m_usePrescribedThreshold(false)
|
420
|
+
{
|
421
|
+
compute(matrix);
|
422
|
+
}
|
423
|
+
|
424
|
+
template<typename MatrixType>
|
425
|
+
FullPivLU<MatrixType>& FullPivLU<MatrixType>::compute(const MatrixType& matrix)
|
426
|
+
{
|
427
|
+
check_template_parameters();
|
428
|
+
|
429
|
+
// the permutations are stored as int indices, so just to be sure:
|
430
|
+
eigen_assert(matrix.rows()<=NumTraits<int>::highest() && matrix.cols()<=NumTraits<int>::highest());
|
431
|
+
|
432
|
+
m_isInitialized = true;
|
433
|
+
m_lu = matrix;
|
434
|
+
|
435
|
+
const Index size = matrix.diagonalSize();
|
436
|
+
const Index rows = matrix.rows();
|
437
|
+
const Index cols = matrix.cols();
|
438
|
+
|
439
|
+
// will store the transpositions, before we accumulate them at the end.
|
440
|
+
// can't accumulate on-the-fly because that will be done in reverse order for the rows.
|
441
|
+
m_rowsTranspositions.resize(matrix.rows());
|
442
|
+
m_colsTranspositions.resize(matrix.cols());
|
443
|
+
Index number_of_transpositions = 0; // number of NONTRIVIAL transpositions, i.e. m_rowsTranspositions[i]!=i
|
444
|
+
|
445
|
+
m_nonzero_pivots = size; // the generic case is that in which all pivots are nonzero (invertible case)
|
446
|
+
m_maxpivot = RealScalar(0);
|
447
|
+
|
448
|
+
for(Index k = 0; k < size; ++k)
|
449
|
+
{
|
450
|
+
// First, we need to find the pivot.
|
451
|
+
|
452
|
+
// biggest coefficient in the remaining bottom-right corner (starting at row k, col k)
|
453
|
+
Index row_of_biggest_in_corner, col_of_biggest_in_corner;
|
454
|
+
RealScalar biggest_in_corner;
|
455
|
+
biggest_in_corner = m_lu.bottomRightCorner(rows-k, cols-k)
|
456
|
+
.cwiseAbs()
|
457
|
+
.maxCoeff(&row_of_biggest_in_corner, &col_of_biggest_in_corner);
|
458
|
+
row_of_biggest_in_corner += k; // correct the values! since they were computed in the corner,
|
459
|
+
col_of_biggest_in_corner += k; // need to add k to them.
|
460
|
+
|
461
|
+
if(biggest_in_corner==RealScalar(0))
|
462
|
+
{
|
463
|
+
// before exiting, make sure to initialize the still uninitialized transpositions
|
464
|
+
// in a sane state without destroying what we already have.
|
465
|
+
m_nonzero_pivots = k;
|
466
|
+
for(Index i = k; i < size; ++i)
|
467
|
+
{
|
468
|
+
m_rowsTranspositions.coeffRef(i) = i;
|
469
|
+
m_colsTranspositions.coeffRef(i) = i;
|
470
|
+
}
|
471
|
+
break;
|
472
|
+
}
|
473
|
+
|
474
|
+
if(biggest_in_corner > m_maxpivot) m_maxpivot = biggest_in_corner;
|
475
|
+
|
476
|
+
// Now that we've found the pivot, we need to apply the row/col swaps to
|
477
|
+
// bring it to the location (k,k).
|
478
|
+
|
479
|
+
m_rowsTranspositions.coeffRef(k) = row_of_biggest_in_corner;
|
480
|
+
m_colsTranspositions.coeffRef(k) = col_of_biggest_in_corner;
|
481
|
+
if(k != row_of_biggest_in_corner) {
|
482
|
+
m_lu.row(k).swap(m_lu.row(row_of_biggest_in_corner));
|
483
|
+
++number_of_transpositions;
|
484
|
+
}
|
485
|
+
if(k != col_of_biggest_in_corner) {
|
486
|
+
m_lu.col(k).swap(m_lu.col(col_of_biggest_in_corner));
|
487
|
+
++number_of_transpositions;
|
488
|
+
}
|
489
|
+
|
490
|
+
// Now that the pivot is at the right location, we update the remaining
|
491
|
+
// bottom-right corner by Gaussian elimination.
|
492
|
+
|
493
|
+
if(k<rows-1)
|
494
|
+
m_lu.col(k).tail(rows-k-1) /= m_lu.coeff(k,k);
|
495
|
+
if(k<size-1)
|
496
|
+
m_lu.block(k+1,k+1,rows-k-1,cols-k-1).noalias() -= m_lu.col(k).tail(rows-k-1) * m_lu.row(k).tail(cols-k-1);
|
497
|
+
}
|
498
|
+
|
499
|
+
// the main loop is over, we still have to accumulate the transpositions to find the
|
500
|
+
// permutations P and Q
|
501
|
+
|
502
|
+
m_p.setIdentity(rows);
|
503
|
+
for(Index k = size-1; k >= 0; --k)
|
504
|
+
m_p.applyTranspositionOnTheRight(k, m_rowsTranspositions.coeff(k));
|
505
|
+
|
506
|
+
m_q.setIdentity(cols);
|
507
|
+
for(Index k = 0; k < size; ++k)
|
508
|
+
m_q.applyTranspositionOnTheRight(k, m_colsTranspositions.coeff(k));
|
509
|
+
|
510
|
+
m_det_pq = (number_of_transpositions%2) ? -1 : 1;
|
511
|
+
return *this;
|
512
|
+
}
|
513
|
+
|
514
|
+
template<typename MatrixType>
|
515
|
+
typename internal::traits<MatrixType>::Scalar FullPivLU<MatrixType>::determinant() const
|
516
|
+
{
|
517
|
+
eigen_assert(m_isInitialized && "LU is not initialized.");
|
518
|
+
eigen_assert(m_lu.rows() == m_lu.cols() && "You can't take the determinant of a non-square matrix!");
|
519
|
+
return Scalar(m_det_pq) * Scalar(m_lu.diagonal().prod());
|
520
|
+
}
|
521
|
+
|
522
|
+
/** \returns the matrix represented by the decomposition,
|
523
|
+
* i.e., it returns the product: \f$ P^{-1} L U Q^{-1} \f$.
|
524
|
+
* This function is provided for debug purposes. */
|
525
|
+
template<typename MatrixType>
|
526
|
+
MatrixType FullPivLU<MatrixType>::reconstructedMatrix() const
|
527
|
+
{
|
528
|
+
eigen_assert(m_isInitialized && "LU is not initialized.");
|
529
|
+
const Index smalldim = (std::min)(m_lu.rows(), m_lu.cols());
|
530
|
+
// LU
|
531
|
+
MatrixType res(m_lu.rows(),m_lu.cols());
|
532
|
+
// FIXME the .toDenseMatrix() should not be needed...
|
533
|
+
res = m_lu.leftCols(smalldim)
|
534
|
+
.template triangularView<UnitLower>().toDenseMatrix()
|
535
|
+
* m_lu.topRows(smalldim)
|
536
|
+
.template triangularView<Upper>().toDenseMatrix();
|
537
|
+
|
538
|
+
// P^{-1}(LU)
|
539
|
+
res = m_p.inverse() * res;
|
540
|
+
|
541
|
+
// (P^{-1}LU)Q^{-1}
|
542
|
+
res = res * m_q.inverse();
|
543
|
+
|
544
|
+
return res;
|
545
|
+
}
|
546
|
+
|
547
|
+
/********* Implementation of kernel() **************************************************/
|
548
|
+
|
549
|
+
namespace internal {
|
550
|
+
template<typename _MatrixType>
|
551
|
+
struct kernel_retval<FullPivLU<_MatrixType> >
|
552
|
+
: kernel_retval_base<FullPivLU<_MatrixType> >
|
553
|
+
{
|
554
|
+
EIGEN_MAKE_KERNEL_HELPERS(FullPivLU<_MatrixType>)
|
555
|
+
|
556
|
+
enum { MaxSmallDimAtCompileTime = EIGEN_SIZE_MIN_PREFER_FIXED(
|
557
|
+
MatrixType::MaxColsAtCompileTime,
|
558
|
+
MatrixType::MaxRowsAtCompileTime)
|
559
|
+
};
|
560
|
+
|
561
|
+
template<typename Dest> void evalTo(Dest& dst) const
|
562
|
+
{
|
563
|
+
using std::abs;
|
564
|
+
const Index cols = dec().matrixLU().cols(), dimker = cols - rank();
|
565
|
+
if(dimker == 0)
|
566
|
+
{
|
567
|
+
// The Kernel is just {0}, so it doesn't have a basis properly speaking, but let's
|
568
|
+
// avoid crashing/asserting as that depends on floating point calculations. Let's
|
569
|
+
// just return a single column vector filled with zeros.
|
570
|
+
dst.setZero();
|
571
|
+
return;
|
572
|
+
}
|
573
|
+
|
574
|
+
/* Let us use the following lemma:
|
575
|
+
*
|
576
|
+
* Lemma: If the matrix A has the LU decomposition PAQ = LU,
|
577
|
+
* then Ker A = Q(Ker U).
|
578
|
+
*
|
579
|
+
* Proof: trivial: just keep in mind that P, Q, L are invertible.
|
580
|
+
*/
|
581
|
+
|
582
|
+
/* Thus, all we need to do is to compute Ker U, and then apply Q.
|
583
|
+
*
|
584
|
+
* U is upper triangular, with eigenvalues sorted so that any zeros appear at the end.
|
585
|
+
* Thus, the diagonal of U ends with exactly
|
586
|
+
* dimKer zero's. Let us use that to construct dimKer linearly
|
587
|
+
* independent vectors in Ker U.
|
588
|
+
*/
|
589
|
+
|
590
|
+
Matrix<Index, Dynamic, 1, 0, MaxSmallDimAtCompileTime, 1> pivots(rank());
|
591
|
+
RealScalar premultiplied_threshold = dec().maxPivot() * dec().threshold();
|
592
|
+
Index p = 0;
|
593
|
+
for(Index i = 0; i < dec().nonzeroPivots(); ++i)
|
594
|
+
if(abs(dec().matrixLU().coeff(i,i)) > premultiplied_threshold)
|
595
|
+
pivots.coeffRef(p++) = i;
|
596
|
+
eigen_internal_assert(p == rank());
|
597
|
+
|
598
|
+
// we construct a temporaty trapezoid matrix m, by taking the U matrix and
|
599
|
+
// permuting the rows and cols to bring the nonnegligible pivots to the top of
|
600
|
+
// the main diagonal. We need that to be able to apply our triangular solvers.
|
601
|
+
// FIXME when we get triangularView-for-rectangular-matrices, this can be simplified
|
602
|
+
Matrix<typename MatrixType::Scalar, Dynamic, Dynamic, MatrixType::Options,
|
603
|
+
MaxSmallDimAtCompileTime, MatrixType::MaxColsAtCompileTime>
|
604
|
+
m(dec().matrixLU().block(0, 0, rank(), cols));
|
605
|
+
for(Index i = 0; i < rank(); ++i)
|
606
|
+
{
|
607
|
+
if(i) m.row(i).head(i).setZero();
|
608
|
+
m.row(i).tail(cols-i) = dec().matrixLU().row(pivots.coeff(i)).tail(cols-i);
|
609
|
+
}
|
610
|
+
m.block(0, 0, rank(), rank());
|
611
|
+
m.block(0, 0, rank(), rank()).template triangularView<StrictlyLower>().setZero();
|
612
|
+
for(Index i = 0; i < rank(); ++i)
|
613
|
+
m.col(i).swap(m.col(pivots.coeff(i)));
|
614
|
+
|
615
|
+
// ok, we have our trapezoid matrix, we can apply the triangular solver.
|
616
|
+
// notice that the math behind this suggests that we should apply this to the
|
617
|
+
// negative of the RHS, but for performance we just put the negative sign elsewhere, see below.
|
618
|
+
m.topLeftCorner(rank(), rank())
|
619
|
+
.template triangularView<Upper>().solveInPlace(
|
620
|
+
m.topRightCorner(rank(), dimker)
|
621
|
+
);
|
622
|
+
|
623
|
+
// now we must undo the column permutation that we had applied!
|
624
|
+
for(Index i = rank()-1; i >= 0; --i)
|
625
|
+
m.col(i).swap(m.col(pivots.coeff(i)));
|
626
|
+
|
627
|
+
// see the negative sign in the next line, that's what we were talking about above.
|
628
|
+
for(Index i = 0; i < rank(); ++i) dst.row(dec().permutationQ().indices().coeff(i)) = -m.row(i).tail(dimker);
|
629
|
+
for(Index i = rank(); i < cols; ++i) dst.row(dec().permutationQ().indices().coeff(i)).setZero();
|
630
|
+
for(Index k = 0; k < dimker; ++k) dst.coeffRef(dec().permutationQ().indices().coeff(rank()+k), k) = Scalar(1);
|
631
|
+
}
|
632
|
+
};
|
633
|
+
|
634
|
+
/***** Implementation of image() *****************************************************/
|
635
|
+
|
636
|
+
template<typename _MatrixType>
|
637
|
+
struct image_retval<FullPivLU<_MatrixType> >
|
638
|
+
: image_retval_base<FullPivLU<_MatrixType> >
|
639
|
+
{
|
640
|
+
EIGEN_MAKE_IMAGE_HELPERS(FullPivLU<_MatrixType>)
|
641
|
+
|
642
|
+
enum { MaxSmallDimAtCompileTime = EIGEN_SIZE_MIN_PREFER_FIXED(
|
643
|
+
MatrixType::MaxColsAtCompileTime,
|
644
|
+
MatrixType::MaxRowsAtCompileTime)
|
645
|
+
};
|
646
|
+
|
647
|
+
template<typename Dest> void evalTo(Dest& dst) const
|
648
|
+
{
|
649
|
+
using std::abs;
|
650
|
+
if(rank() == 0)
|
651
|
+
{
|
652
|
+
// The Image is just {0}, so it doesn't have a basis properly speaking, but let's
|
653
|
+
// avoid crashing/asserting as that depends on floating point calculations. Let's
|
654
|
+
// just return a single column vector filled with zeros.
|
655
|
+
dst.setZero();
|
656
|
+
return;
|
657
|
+
}
|
658
|
+
|
659
|
+
Matrix<Index, Dynamic, 1, 0, MaxSmallDimAtCompileTime, 1> pivots(rank());
|
660
|
+
RealScalar premultiplied_threshold = dec().maxPivot() * dec().threshold();
|
661
|
+
Index p = 0;
|
662
|
+
for(Index i = 0; i < dec().nonzeroPivots(); ++i)
|
663
|
+
if(abs(dec().matrixLU().coeff(i,i)) > premultiplied_threshold)
|
664
|
+
pivots.coeffRef(p++) = i;
|
665
|
+
eigen_internal_assert(p == rank());
|
666
|
+
|
667
|
+
for(Index i = 0; i < rank(); ++i)
|
668
|
+
dst.col(i) = originalMatrix().col(dec().permutationQ().indices().coeff(pivots.coeff(i)));
|
669
|
+
}
|
670
|
+
};
|
671
|
+
|
672
|
+
/***** Implementation of solve() *****************************************************/
|
673
|
+
|
674
|
+
template<typename _MatrixType, typename Rhs>
|
675
|
+
struct solve_retval<FullPivLU<_MatrixType>, Rhs>
|
676
|
+
: solve_retval_base<FullPivLU<_MatrixType>, Rhs>
|
677
|
+
{
|
678
|
+
EIGEN_MAKE_SOLVE_HELPERS(FullPivLU<_MatrixType>,Rhs)
|
679
|
+
|
680
|
+
template<typename Dest> void evalTo(Dest& dst) const
|
681
|
+
{
|
682
|
+
/* The decomposition PAQ = LU can be rewritten as A = P^{-1} L U Q^{-1}.
|
683
|
+
* So we proceed as follows:
|
684
|
+
* Step 1: compute c = P * rhs.
|
685
|
+
* Step 2: replace c by the solution x to Lx = c. Exists because L is invertible.
|
686
|
+
* Step 3: replace c by the solution x to Ux = c. May or may not exist.
|
687
|
+
* Step 4: result = Q * c;
|
688
|
+
*/
|
689
|
+
|
690
|
+
const Index rows = dec().rows(), cols = dec().cols(),
|
691
|
+
nonzero_pivots = dec().nonzeroPivots();
|
692
|
+
eigen_assert(rhs().rows() == rows);
|
693
|
+
const Index smalldim = (std::min)(rows, cols);
|
694
|
+
|
695
|
+
if(nonzero_pivots == 0)
|
696
|
+
{
|
697
|
+
dst.setZero();
|
698
|
+
return;
|
699
|
+
}
|
700
|
+
|
701
|
+
typename Rhs::PlainObject c(rhs().rows(), rhs().cols());
|
702
|
+
|
703
|
+
// Step 1
|
704
|
+
c = dec().permutationP() * rhs();
|
705
|
+
|
706
|
+
// Step 2
|
707
|
+
dec().matrixLU()
|
708
|
+
.topLeftCorner(smalldim,smalldim)
|
709
|
+
.template triangularView<UnitLower>()
|
710
|
+
.solveInPlace(c.topRows(smalldim));
|
711
|
+
if(rows>cols)
|
712
|
+
{
|
713
|
+
c.bottomRows(rows-cols)
|
714
|
+
-= dec().matrixLU().bottomRows(rows-cols)
|
715
|
+
* c.topRows(cols);
|
716
|
+
}
|
717
|
+
|
718
|
+
// Step 3
|
719
|
+
dec().matrixLU()
|
720
|
+
.topLeftCorner(nonzero_pivots, nonzero_pivots)
|
721
|
+
.template triangularView<Upper>()
|
722
|
+
.solveInPlace(c.topRows(nonzero_pivots));
|
723
|
+
|
724
|
+
// Step 4
|
725
|
+
for(Index i = 0; i < nonzero_pivots; ++i)
|
726
|
+
dst.row(dec().permutationQ().indices().coeff(i)) = c.row(i);
|
727
|
+
for(Index i = nonzero_pivots; i < dec().matrixLU().cols(); ++i)
|
728
|
+
dst.row(dec().permutationQ().indices().coeff(i)).setZero();
|
729
|
+
}
|
730
|
+
};
|
731
|
+
|
732
|
+
} // end namespace internal
|
733
|
+
|
734
|
+
/******* MatrixBase methods *****************************************************************/
|
735
|
+
|
736
|
+
/** \lu_module
|
737
|
+
*
|
738
|
+
* \return the full-pivoting LU decomposition of \c *this.
|
739
|
+
*
|
740
|
+
* \sa class FullPivLU
|
741
|
+
*/
|
742
|
+
template<typename Derived>
|
743
|
+
inline const FullPivLU<typename MatrixBase<Derived>::PlainObject>
|
744
|
+
MatrixBase<Derived>::fullPivLu() const
|
745
|
+
{
|
746
|
+
return FullPivLU<PlainObject>(eval());
|
747
|
+
}
|
748
|
+
|
749
|
+
} // end namespace Eigen
|
750
|
+
|
751
|
+
#endif // EIGEN_LU_H
|