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) 2008-2010 Gael Guennebaud <gael.guennebaud@inria.fr>
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// Copyright (C) 2009 Benoit Jacob <jacob.benoit.1@gmail.com>
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// Copyright (C) 2010 Vincent Lejeune
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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_QR_H
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#define EIGEN_QR_H
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namespace Eigen {
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/** \ingroup QR_Module
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*
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*
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* \class HouseholderQR
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*
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* \brief Householder QR decomposition of a matrix
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*
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* \param MatrixType the type of the matrix of which we are computing the QR decomposition
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*
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* This class performs a QR decomposition of a matrix \b A into matrices \b Q and \b R
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* such that
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* \f[
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* \mathbf{A} = \mathbf{Q} \, \mathbf{R}
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* \f]
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* by using Householder transformations. Here, \b Q a unitary matrix and \b R an upper triangular matrix.
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* The result is stored in a compact way compatible with LAPACK.
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*
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* Note that no pivoting is performed. This is \b not a rank-revealing decomposition.
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* If you want that feature, use FullPivHouseholderQR or ColPivHouseholderQR instead.
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*
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* This Householder QR decomposition is faster, but less numerically stable and less feature-full than
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* FullPivHouseholderQR or ColPivHouseholderQR.
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*
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* \sa MatrixBase::householderQr()
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*/
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template<typename _MatrixType> class HouseholderQR
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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 MatrixType::RealScalar RealScalar;
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typedef typename MatrixType::Index Index;
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typedef Matrix<Scalar, RowsAtCompileTime, RowsAtCompileTime, (MatrixType::Flags&RowMajorBit) ? RowMajor : ColMajor, MaxRowsAtCompileTime, MaxRowsAtCompileTime> MatrixQType;
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typedef typename internal::plain_diag_type<MatrixType>::type HCoeffsType;
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typedef typename internal::plain_row_type<MatrixType>::type RowVectorType;
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typedef HouseholderSequence<MatrixType,typename internal::remove_all<typename HCoeffsType::ConjugateReturnType>::type> HouseholderSequenceType;
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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 HouseholderQR::compute(const MatrixType&).
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*/
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HouseholderQR() : m_qr(), m_hCoeffs(), m_temp(), m_isInitialized(false) {}
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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 HouseholderQR()
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*/
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HouseholderQR(Index rows, Index cols)
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: m_qr(rows, cols),
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m_hCoeffs((std::min)(rows,cols)),
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m_temp(cols),
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m_isInitialized(false) {}
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/** \brief Constructs a QR factorization from a given matrix
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*
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* This constructor computes the QR factorization of the matrix \a matrix by calling
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* the method compute(). It is a short cut for:
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*
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* \code
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* HouseholderQR<MatrixType> qr(matrix.rows(), matrix.cols());
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* qr.compute(matrix);
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* \endcode
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*
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* \sa compute()
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*/
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HouseholderQR(const MatrixType& matrix)
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: m_qr(matrix.rows(), matrix.cols()),
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m_hCoeffs((std::min)(matrix.rows(),matrix.cols())),
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m_temp(matrix.cols()),
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m_isInitialized(false)
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{
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compute(matrix);
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}
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/** This method finds a solution x to the equation Ax=b, where A is the matrix of which
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* *this is the QR decomposition, if any exists.
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*
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* \param b the right-hand-side of the equation to solve.
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*
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* \returns a solution.
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*
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* \note The case where b is a matrix is not yet implemented. Also, this
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* code is space inefficient.
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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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*
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* Example: \include HouseholderQR_solve.cpp
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* Output: \verbinclude HouseholderQR_solve.out
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*/
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template<typename Rhs>
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inline const internal::solve_retval<HouseholderQR, Rhs>
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solve(const MatrixBase<Rhs>& b) const
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{
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eigen_assert(m_isInitialized && "HouseholderQR is not initialized.");
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return internal::solve_retval<HouseholderQR, Rhs>(*this, b.derived());
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}
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/** This method returns an expression of the unitary matrix Q as a sequence of Householder transformations.
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*
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* The returned expression can directly be used to perform matrix products. It can also be assigned to a dense Matrix object.
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* Here is an example showing how to recover the full or thin matrix Q, as well as how to perform matrix products using operator*:
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*
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* Example: \include HouseholderQR_householderQ.cpp
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* Output: \verbinclude HouseholderQR_householderQ.out
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*/
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HouseholderSequenceType householderQ() const
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{
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eigen_assert(m_isInitialized && "HouseholderQR is not initialized.");
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return HouseholderSequenceType(m_qr, m_hCoeffs.conjugate());
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}
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/** \returns a reference to the matrix where the Householder QR decomposition is stored
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* in a LAPACK-compatible way.
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*/
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const MatrixType& matrixQR() const
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{
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eigen_assert(m_isInitialized && "HouseholderQR is not initialized.");
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return m_qr;
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}
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HouseholderQR& compute(const MatrixType& matrix);
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/** \returns the absolute value of the determinant of the matrix of which
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* *this is the QR 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 QR 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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* \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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* One way to work around that is to use logAbsDeterminant() instead.
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*
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* \sa logAbsDeterminant(), MatrixBase::determinant()
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*/
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typename MatrixType::RealScalar absDeterminant() const;
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/** \returns the natural log of the absolute value of the determinant of the matrix of which
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* *this is the QR 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 QR 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 This method is useful to work around the risk of overflow/underflow that's inherent
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* to determinant computation.
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*
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* \sa absDeterminant(), MatrixBase::determinant()
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*/
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typename MatrixType::RealScalar logAbsDeterminant() const;
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inline Index rows() const { return m_qr.rows(); }
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inline Index cols() const { return m_qr.cols(); }
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/** \returns a const reference to the vector of Householder coefficients used to represent the factor \c Q.
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*
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* For advanced uses only.
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*/
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const HCoeffsType& hCoeffs() const { return m_hCoeffs; }
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protected:
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static void check_template_parameters()
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{
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EIGEN_STATIC_ASSERT_NON_INTEGER(Scalar);
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}
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MatrixType m_qr;
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HCoeffsType m_hCoeffs;
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RowVectorType m_temp;
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bool m_isInitialized;
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};
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template<typename MatrixType>
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typename MatrixType::RealScalar HouseholderQR<MatrixType>::absDeterminant() const
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{
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using std::abs;
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eigen_assert(m_isInitialized && "HouseholderQR is not initialized.");
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eigen_assert(m_qr.rows() == m_qr.cols() && "You can't take the determinant of a non-square matrix!");
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return abs(m_qr.diagonal().prod());
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}
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template<typename MatrixType>
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typename MatrixType::RealScalar HouseholderQR<MatrixType>::logAbsDeterminant() const
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{
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eigen_assert(m_isInitialized && "HouseholderQR is not initialized.");
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eigen_assert(m_qr.rows() == m_qr.cols() && "You can't take the determinant of a non-square matrix!");
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return m_qr.diagonal().cwiseAbs().array().log().sum();
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}
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namespace internal {
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/** \internal */
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template<typename MatrixQR, typename HCoeffs>
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void householder_qr_inplace_unblocked(MatrixQR& mat, HCoeffs& hCoeffs, typename MatrixQR::Scalar* tempData = 0)
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{
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typedef typename MatrixQR::Index Index;
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typedef typename MatrixQR::Scalar Scalar;
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typedef typename MatrixQR::RealScalar RealScalar;
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Index rows = mat.rows();
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Index cols = mat.cols();
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Index size = (std::min)(rows,cols);
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eigen_assert(hCoeffs.size() == size);
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typedef Matrix<Scalar,MatrixQR::ColsAtCompileTime,1> TempType;
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TempType tempVector;
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if(tempData==0)
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{
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tempVector.resize(cols);
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tempData = tempVector.data();
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}
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for(Index k = 0; k < size; ++k)
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{
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Index remainingRows = rows - k;
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Index remainingCols = cols - k - 1;
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RealScalar beta;
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mat.col(k).tail(remainingRows).makeHouseholderInPlace(hCoeffs.coeffRef(k), beta);
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mat.coeffRef(k,k) = beta;
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// apply H to remaining part of m_qr from the left
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mat.bottomRightCorner(remainingRows, remainingCols)
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.applyHouseholderOnTheLeft(mat.col(k).tail(remainingRows-1), hCoeffs.coeffRef(k), tempData+k+1);
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}
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}
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/** \internal */
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template<typename MatrixQR, typename HCoeffs,
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typename MatrixQRScalar = typename MatrixQR::Scalar,
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bool InnerStrideIsOne = (MatrixQR::InnerStrideAtCompileTime == 1 && HCoeffs::InnerStrideAtCompileTime == 1)>
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struct householder_qr_inplace_blocked
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{
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// This is specialized for MKL-supported Scalar types in HouseholderQR_MKL.h
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static void run(MatrixQR& mat, HCoeffs& hCoeffs,
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typename MatrixQR::Index maxBlockSize=32,
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typename MatrixQR::Scalar* tempData = 0)
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{
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typedef typename MatrixQR::Index Index;
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typedef typename MatrixQR::Scalar Scalar;
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typedef Block<MatrixQR,Dynamic,Dynamic> BlockType;
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Index rows = mat.rows();
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Index cols = mat.cols();
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Index size = (std::min)(rows, cols);
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typedef Matrix<Scalar,Dynamic,1,ColMajor,MatrixQR::MaxColsAtCompileTime,1> TempType;
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TempType tempVector;
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if(tempData==0)
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{
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tempVector.resize(cols);
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tempData = tempVector.data();
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}
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Index blockSize = (std::min)(maxBlockSize,size);
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Index k = 0;
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for (k = 0; k < size; k += blockSize)
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{
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Index bs = (std::min)(size-k,blockSize); // actual size of the block
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Index tcols = cols - k - bs; // trailing columns
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Index brows = rows-k; // rows of the block
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// partition the matrix:
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// A00 | A01 | A02
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// mat = A10 | A11 | A12
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// A20 | A21 | A22
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// and performs the qr dec of [A11^T A12^T]^T
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// and update [A21^T A22^T]^T using level 3 operations.
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// Finally, the algorithm continue on A22
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BlockType A11_21 = mat.block(k,k,brows,bs);
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Block<HCoeffs,Dynamic,1> hCoeffsSegment = hCoeffs.segment(k,bs);
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householder_qr_inplace_unblocked(A11_21, hCoeffsSegment, tempData);
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if(tcols)
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{
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BlockType A21_22 = mat.block(k,k+bs,brows,tcols);
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apply_block_householder_on_the_left(A21_22,A11_21,hCoeffsSegment.adjoint());
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}
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}
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314
|
+
}
|
315
|
+
};
|
316
|
+
|
317
|
+
template<typename _MatrixType, typename Rhs>
|
318
|
+
struct solve_retval<HouseholderQR<_MatrixType>, Rhs>
|
319
|
+
: solve_retval_base<HouseholderQR<_MatrixType>, Rhs>
|
320
|
+
{
|
321
|
+
EIGEN_MAKE_SOLVE_HELPERS(HouseholderQR<_MatrixType>,Rhs)
|
322
|
+
|
323
|
+
template<typename Dest> void evalTo(Dest& dst) const
|
324
|
+
{
|
325
|
+
const Index rows = dec().rows(), cols = dec().cols();
|
326
|
+
const Index rank = (std::min)(rows, cols);
|
327
|
+
eigen_assert(rhs().rows() == rows);
|
328
|
+
|
329
|
+
typename Rhs::PlainObject c(rhs());
|
330
|
+
|
331
|
+
// Note that the matrix Q = H_0^* H_1^*... so its inverse is Q^* = (H_0 H_1 ...)^T
|
332
|
+
c.applyOnTheLeft(householderSequence(
|
333
|
+
dec().matrixQR().leftCols(rank),
|
334
|
+
dec().hCoeffs().head(rank)).transpose()
|
335
|
+
);
|
336
|
+
|
337
|
+
dec().matrixQR()
|
338
|
+
.topLeftCorner(rank, rank)
|
339
|
+
.template triangularView<Upper>()
|
340
|
+
.solveInPlace(c.topRows(rank));
|
341
|
+
|
342
|
+
dst.topRows(rank) = c.topRows(rank);
|
343
|
+
dst.bottomRows(cols-rank).setZero();
|
344
|
+
}
|
345
|
+
};
|
346
|
+
|
347
|
+
} // end namespace internal
|
348
|
+
|
349
|
+
/** Performs the QR factorization of the given matrix \a matrix. The result of
|
350
|
+
* the factorization is stored into \c *this, and a reference to \c *this
|
351
|
+
* is returned.
|
352
|
+
*
|
353
|
+
* \sa class HouseholderQR, HouseholderQR(const MatrixType&)
|
354
|
+
*/
|
355
|
+
template<typename MatrixType>
|
356
|
+
HouseholderQR<MatrixType>& HouseholderQR<MatrixType>::compute(const MatrixType& matrix)
|
357
|
+
{
|
358
|
+
check_template_parameters();
|
359
|
+
|
360
|
+
Index rows = matrix.rows();
|
361
|
+
Index cols = matrix.cols();
|
362
|
+
Index size = (std::min)(rows,cols);
|
363
|
+
|
364
|
+
m_qr = matrix;
|
365
|
+
m_hCoeffs.resize(size);
|
366
|
+
|
367
|
+
m_temp.resize(cols);
|
368
|
+
|
369
|
+
internal::householder_qr_inplace_blocked<MatrixType, HCoeffsType>::run(m_qr, m_hCoeffs, 48, m_temp.data());
|
370
|
+
|
371
|
+
m_isInitialized = true;
|
372
|
+
return *this;
|
373
|
+
}
|
374
|
+
|
375
|
+
/** \return the Householder QR decomposition of \c *this.
|
376
|
+
*
|
377
|
+
* \sa class HouseholderQR
|
378
|
+
*/
|
379
|
+
template<typename Derived>
|
380
|
+
const HouseholderQR<typename MatrixBase<Derived>::PlainObject>
|
381
|
+
MatrixBase<Derived>::householderQr() const
|
382
|
+
{
|
383
|
+
return HouseholderQR<PlainObject>(eval());
|
384
|
+
}
|
385
|
+
|
386
|
+
} // end namespace Eigen
|
387
|
+
|
388
|
+
#endif // EIGEN_QR_H
|
@@ -0,0 +1,71 @@
|
|
1
|
+
/*
|
2
|
+
Copyright (c) 2011, Intel Corporation. All rights reserved.
|
3
|
+
|
4
|
+
Redistribution and use in source and binary forms, with or without modification,
|
5
|
+
are permitted provided that the following conditions are met:
|
6
|
+
|
7
|
+
* Redistributions of source code must retain the above copyright notice, this
|
8
|
+
list of conditions and the following disclaimer.
|
9
|
+
* Redistributions in binary form must reproduce the above copyright notice,
|
10
|
+
this list of conditions and the following disclaimer in the documentation
|
11
|
+
and/or other materials provided with the distribution.
|
12
|
+
* Neither the name of Intel Corporation nor the names of its contributors may
|
13
|
+
be used to endorse or promote products derived from this software without
|
14
|
+
specific prior written permission.
|
15
|
+
|
16
|
+
THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
|
17
|
+
ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
|
18
|
+
WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
|
19
|
+
DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR
|
20
|
+
ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
|
21
|
+
(INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
|
22
|
+
LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON
|
23
|
+
ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
|
24
|
+
(INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
|
25
|
+
SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
|
26
|
+
|
27
|
+
********************************************************************************
|
28
|
+
* Content : Eigen bindings to Intel(R) MKL
|
29
|
+
* Householder QR decomposition of a matrix w/o pivoting based on
|
30
|
+
* LAPACKE_?geqrf function.
|
31
|
+
********************************************************************************
|
32
|
+
*/
|
33
|
+
|
34
|
+
#ifndef EIGEN_QR_MKL_H
|
35
|
+
#define EIGEN_QR_MKL_H
|
36
|
+
|
37
|
+
#include "../Core/util/MKL_support.h"
|
38
|
+
|
39
|
+
namespace Eigen {
|
40
|
+
|
41
|
+
namespace internal {
|
42
|
+
|
43
|
+
/** \internal Specialization for the data types supported by MKL */
|
44
|
+
|
45
|
+
#define EIGEN_MKL_QR_NOPIV(EIGTYPE, MKLTYPE, MKLPREFIX) \
|
46
|
+
template<typename MatrixQR, typename HCoeffs> \
|
47
|
+
struct householder_qr_inplace_blocked<MatrixQR, HCoeffs, EIGTYPE, true> \
|
48
|
+
{ \
|
49
|
+
static void run(MatrixQR& mat, HCoeffs& hCoeffs, \
|
50
|
+
typename MatrixQR::Index = 32, \
|
51
|
+
typename MatrixQR::Scalar* = 0) \
|
52
|
+
{ \
|
53
|
+
lapack_int m = (lapack_int) mat.rows(); \
|
54
|
+
lapack_int n = (lapack_int) mat.cols(); \
|
55
|
+
lapack_int lda = (lapack_int) mat.outerStride(); \
|
56
|
+
lapack_int matrix_order = (MatrixQR::IsRowMajor) ? LAPACK_ROW_MAJOR : LAPACK_COL_MAJOR; \
|
57
|
+
LAPACKE_##MKLPREFIX##geqrf( matrix_order, m, n, (MKLTYPE*)mat.data(), lda, (MKLTYPE*)hCoeffs.data()); \
|
58
|
+
hCoeffs.adjointInPlace(); \
|
59
|
+
} \
|
60
|
+
};
|
61
|
+
|
62
|
+
EIGEN_MKL_QR_NOPIV(double, double, d)
|
63
|
+
EIGEN_MKL_QR_NOPIV(float, float, s)
|
64
|
+
EIGEN_MKL_QR_NOPIV(dcomplex, MKL_Complex16, z)
|
65
|
+
EIGEN_MKL_QR_NOPIV(scomplex, MKL_Complex8, c)
|
66
|
+
|
67
|
+
} // end namespace internal
|
68
|
+
|
69
|
+
} // end namespace Eigen
|
70
|
+
|
71
|
+
#endif // EIGEN_QR_MKL_H
|