ruby-eigen 0.0.9 → 0.0.10.pre1

data/ext/eigen/eigen3/Eigen/src/SparseCholesky/SimplicialCholesky_impl.h

@@ -0,0 +1,199 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2012 Gael Guennebaud <gael.guennebaud@inria.fr>
+
+/*
+
+NOTE: thes functions vave been adapted from the LDL library:
+
+LDL Copyright (c) 2005 by Timothy A. Davis.  All Rights Reserved.
+
+LDL License:
+
+    Your use or distribution of LDL or any modified version of
+    LDL implies that you agree to this License.
+
+    This library is free software; you can redistribute it and/or
+    modify it under the terms of the GNU Lesser General Public
+    License as published by the Free Software Foundation; either
+    version 2.1 of the License, or (at your option) any later version.
+
+    This library is distributed in the hope that it will be useful,
+    but WITHOUT ANY WARRANTY; without even the implied warranty of
+    MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+    Lesser General Public License for more details.
+
+    You should have received a copy of the GNU Lesser General Public
+    License along with this library; if not, write to the Free Software
+    Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA  02110-1301
+    USA
+
+    Permission is hereby granted to use or copy this program under the
+    terms of the GNU LGPL, provided that the Copyright, this License,
+    and the Availability of the original version is retained on all copies.
+    User documentation of any code that uses this code or any modified
+    version of this code must cite the Copyright, this License, the
+    Availability note, and "Used by permission." Permission to modify
+    the code and to distribute modified code is granted, provided the
+    Copyright, this License, and the Availability note are retained,
+    and a notice that the code was modified is included.
+ */
+
+#include "../Core/util/NonMPL2.h"
+
+#ifndef EIGEN_SIMPLICIAL_CHOLESKY_IMPL_H
+#define EIGEN_SIMPLICIAL_CHOLESKY_IMPL_H
+
+namespace Eigen {
+
+template<typename Derived>
+void SimplicialCholeskyBase<Derived>::analyzePattern_preordered(const CholMatrixType& ap, bool doLDLT)
+{
+  const Index size = ap.rows();
+  m_matrix.resize(size, size);
+  m_parent.resize(size);
+  m_nonZerosPerCol.resize(size);
+
+  ei_declare_aligned_stack_constructed_variable(Index, tags, size, 0);
+
+  for(Index k = 0; k < size; ++k)
+  {
+    /* L(k,:) pattern: all nodes reachable in etree from nz in A(0:k-1,k) */
+    m_parent[k] = -1;             /* parent of k is not yet known */
+    tags[k] = k;                  /* mark node k as visited */
+    m_nonZerosPerCol[k] = 0;      /* count of nonzeros in column k of L */
+    for(typename CholMatrixType::InnerIterator it(ap,k); it; ++it)
+    {
+      Index i = it.index();
+      if(i < k)
+      {
+        /* follow path from i to root of etree, stop at flagged node */
+        for(; tags[i] != k; i = m_parent[i])
+        {
+          /* find parent of i if not yet determined */
+          if (m_parent[i] == -1)
+            m_parent[i] = k;
+          m_nonZerosPerCol[i]++;        /* L (k,i) is nonzero */
+          tags[i] = k;                  /* mark i as visited */
+        }
+      }
+    }
+  }
+
+  /* construct Lp index array from m_nonZerosPerCol column counts */
+  Index* Lp = m_matrix.outerIndexPtr();
+  Lp[0] = 0;
+  for(Index k = 0; k < size; ++k)
+    Lp[k+1] = Lp[k] + m_nonZerosPerCol[k] + (doLDLT ? 0 : 1);
+
+  m_matrix.resizeNonZeros(Lp[size]);
+
+  m_isInitialized     = true;
+  m_info              = Success;
+  m_analysisIsOk      = true;
+  m_factorizationIsOk = false;
+}
+
+
+template<typename Derived>
+template<bool DoLDLT>
+void SimplicialCholeskyBase<Derived>::factorize_preordered(const CholMatrixType& ap)
+{
+  using std::sqrt;
+
+  eigen_assert(m_analysisIsOk && "You must first call analyzePattern()");
+  eigen_assert(ap.rows()==ap.cols());
+  const Index size = ap.rows();
+  eigen_assert(m_parent.size()==size);
+  eigen_assert(m_nonZerosPerCol.size()==size);
+
+  const Index* Lp = m_matrix.outerIndexPtr();
+  Index* Li = m_matrix.innerIndexPtr();
+  Scalar* Lx = m_matrix.valuePtr();
+
+  ei_declare_aligned_stack_constructed_variable(Scalar, y, size, 0);
+  ei_declare_aligned_stack_constructed_variable(Index,  pattern, size, 0);
+  ei_declare_aligned_stack_constructed_variable(Index,  tags, size, 0);
+
+  bool ok = true;
+  m_diag.resize(DoLDLT ? size : 0);
+
+  for(Index k = 0; k < size; ++k)
+  {
+    // compute nonzero pattern of kth row of L, in topological order
+    y[k] = 0.0;                     // Y(0:k) is now all zero
+    Index top = size;               // stack for pattern is empty
+    tags[k] = k;                    // mark node k as visited
+    m_nonZerosPerCol[k] = 0;        // count of nonzeros in column k of L
+    for(typename MatrixType::InnerIterator it(ap,k); it; ++it)
+    {
+      Index i = it.index();
+      if(i <= k)
+      {
+        y[i] += numext::conj(it.value());            /* scatter A(i,k) into Y (sum duplicates) */
+        Index len;
+        for(len = 0; tags[i] != k; i = m_parent[i])
+        {
+          pattern[len++] = i;     /* L(k,i) is nonzero */
+          tags[i] = k;            /* mark i as visited */
+        }
+        while(len > 0)
+          pattern[--top] = pattern[--len];
+      }
+    }
+
+    /* compute numerical values kth row of L (a sparse triangular solve) */
+
+    RealScalar d = numext::real(y[k]) * m_shiftScale + m_shiftOffset;    // get D(k,k), apply the shift function, and clear Y(k)
+    y[k] = 0.0;
+    for(; top < size; ++top)
+    {
+      Index i = pattern[top];       /* pattern[top:n-1] is pattern of L(:,k) */
+      Scalar yi = y[i];             /* get and clear Y(i) */
+      y[i] = 0.0;
+
+      /* the nonzero entry L(k,i) */
+      Scalar l_ki;
+      if(DoLDLT)
+        l_ki = yi / m_diag[i];
+      else
+        yi = l_ki = yi / Lx[Lp[i]];
+
+      Index p2 = Lp[i] + m_nonZerosPerCol[i];
+      Index p;
+      for(p = Lp[i] + (DoLDLT ? 0 : 1); p < p2; ++p)
+        y[Li[p]] -= numext::conj(Lx[p]) * yi;
+      d -= numext::real(l_ki * numext::conj(yi));
+      Li[p] = k;                          /* store L(k,i) in column form of L */
+      Lx[p] = l_ki;
+      ++m_nonZerosPerCol[i];              /* increment count of nonzeros in col i */
+    }
+    if(DoLDLT)
+    {
+      m_diag[k] = d;
+      if(d == RealScalar(0))
+      {
+        ok = false;                         /* failure, D(k,k) is zero */
+        break;
+      }
+    }
+    else
+    {
+      Index p = Lp[k] + m_nonZerosPerCol[k]++;
+      Li[p] = k ;                /* store L(k,k) = sqrt (d) in column k */
+      if(d <= RealScalar(0)) {
+        ok = false;              /* failure, matrix is not positive definite */
+        break;
+      }
+      Lx[p] = sqrt(d) ;
+    }
+  }
+
+  m_info = ok ? Success : NumericalIssue;
+  m_factorizationIsOk = true;
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_SIMPLICIAL_CHOLESKY_IMPL_H

data/ext/eigen/eigen3/Eigen/src/SparseCore/AmbiVector.h

@@ -0,0 +1,373 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_AMBIVECTOR_H
+#define EIGEN_AMBIVECTOR_H
+
+namespace Eigen { 
+
+namespace internal {
+
+/** \internal
+  * Hybrid sparse/dense vector class designed for intensive read-write operations.
+  *
+  * See BasicSparseLLT and SparseProduct for usage examples.
+  */
+template<typename _Scalar, typename _Index>
+class AmbiVector
+{
+  public:
+    typedef _Scalar Scalar;
+    typedef _Index Index;
+    typedef typename NumTraits<Scalar>::Real RealScalar;
+
+    AmbiVector(Index size)
+      : m_buffer(0), m_zero(0), m_size(0), m_allocatedSize(0), m_allocatedElements(0), m_mode(-1)
+    {
+      resize(size);
+    }
+
+    void init(double estimatedDensity);
+    void init(int mode);
+
+    Index nonZeros() const;
+
+    /** Specifies a sub-vector to work on */
+    void setBounds(Index start, Index end) { m_start = start; m_end = end; }
+
+    void setZero();
+
+    void restart();
+    Scalar& coeffRef(Index i);
+    Scalar& coeff(Index i);
+
+    class Iterator;
+
+    ~AmbiVector() { delete[] m_buffer; }
+
+    void resize(Index size)
+    {
+      if (m_allocatedSize < size)
+        reallocate(size);
+      m_size = size;
+    }
+
+    Index size() const { return m_size; }
+
+  protected:
+
+    void reallocate(Index size)
+    {
+      // if the size of the matrix is not too large, let's allocate a bit more than needed such
+      // that we can handle dense vector even in sparse mode.
+      delete[] m_buffer;
+      if (size<1000)
+      {
+        Index allocSize = (size * sizeof(ListEl) + sizeof(Scalar) - 1)/sizeof(Scalar);
+        m_allocatedElements = (allocSize*sizeof(Scalar))/sizeof(ListEl);
+        m_buffer = new Scalar[allocSize];
+      }
+      else
+      {
+        m_allocatedElements = (size*sizeof(Scalar))/sizeof(ListEl);
+        m_buffer = new Scalar[size];
+      }
+      m_size = size;
+      m_start = 0;
+      m_end = m_size;
+    }
+
+    void reallocateSparse()
+    {
+      Index copyElements = m_allocatedElements;
+      m_allocatedElements = (std::min)(Index(m_allocatedElements*1.5),m_size);
+      Index allocSize = m_allocatedElements * sizeof(ListEl);
+      allocSize = (allocSize + sizeof(Scalar) - 1)/sizeof(Scalar);
+      Scalar* newBuffer = new Scalar[allocSize];
+      memcpy(newBuffer,  m_buffer,  copyElements * sizeof(ListEl));
+      delete[] m_buffer;
+      m_buffer = newBuffer;
+    }
+
+  protected:
+    // element type of the linked list
+    struct ListEl
+    {
+      Index next;
+      Index index;
+      Scalar value;
+    };
+
+    // used to store data in both mode
+    Scalar* m_buffer;
+    Scalar m_zero;
+    Index m_size;
+    Index m_start;
+    Index m_end;
+    Index m_allocatedSize;
+    Index m_allocatedElements;
+    Index m_mode;
+
+    // linked list mode
+    Index m_llStart;
+    Index m_llCurrent;
+    Index m_llSize;
+};
+
+/** \returns the number of non zeros in the current sub vector */
+template<typename _Scalar,typename _Index>
+_Index AmbiVector<_Scalar,_Index>::nonZeros() const
+{
+  if (m_mode==IsSparse)
+    return m_llSize;
+  else
+    return m_end - m_start;
+}
+
+template<typename _Scalar,typename _Index>
+void AmbiVector<_Scalar,_Index>::init(double estimatedDensity)
+{
+  if (estimatedDensity>0.1)
+    init(IsDense);
+  else
+    init(IsSparse);
+}
+
+template<typename _Scalar,typename _Index>
+void AmbiVector<_Scalar,_Index>::init(int mode)
+{
+  m_mode = mode;
+  if (m_mode==IsSparse)
+  {
+    m_llSize = 0;
+    m_llStart = -1;
+  }
+}
+
+/** Must be called whenever we might perform a write access
+  * with an index smaller than the previous one.
+  *
+  * Don't worry, this function is extremely cheap.
+  */
+template<typename _Scalar,typename _Index>
+void AmbiVector<_Scalar,_Index>::restart()
+{
+  m_llCurrent = m_llStart;
+}
+
+/** Set all coefficients of current subvector to zero */
+template<typename _Scalar,typename _Index>
+void AmbiVector<_Scalar,_Index>::setZero()
+{
+  if (m_mode==IsDense)
+  {
+    for (Index i=m_start; i<m_end; ++i)
+      m_buffer[i] = Scalar(0);
+  }
+  else
+  {
+    eigen_assert(m_mode==IsSparse);
+    m_llSize = 0;
+    m_llStart = -1;
+  }
+}
+
+template<typename _Scalar,typename _Index>
+_Scalar& AmbiVector<_Scalar,_Index>::coeffRef(_Index i)
+{
+  if (m_mode==IsDense)
+    return m_buffer[i];
+  else
+  {
+    ListEl* EIGEN_RESTRICT llElements = reinterpret_cast<ListEl*>(m_buffer);
+    // TODO factorize the following code to reduce code generation
+    eigen_assert(m_mode==IsSparse);
+    if (m_llSize==0)
+    {
+      // this is the first element
+      m_llStart = 0;
+      m_llCurrent = 0;
+      ++m_llSize;
+      llElements[0].value = Scalar(0);
+      llElements[0].index = i;
+      llElements[0].next = -1;
+      return llElements[0].value;
+    }
+    else if (i<llElements[m_llStart].index)
+    {
+      // this is going to be the new first element of the list
+      ListEl& el = llElements[m_llSize];
+      el.value = Scalar(0);
+      el.index = i;
+      el.next = m_llStart;
+      m_llStart = m_llSize;
+      ++m_llSize;
+      m_llCurrent = m_llStart;
+      return el.value;
+    }
+    else
+    {
+      Index nextel = llElements[m_llCurrent].next;
+      eigen_assert(i>=llElements[m_llCurrent].index && "you must call restart() before inserting an element with lower or equal index");
+      while (nextel >= 0 && llElements[nextel].index<=i)
+      {
+        m_llCurrent = nextel;
+        nextel = llElements[nextel].next;
+      }
+
+      if (llElements[m_llCurrent].index==i)
+      {
+        // the coefficient already exists and we found it !
+        return llElements[m_llCurrent].value;
+      }
+      else
+      {
+        if (m_llSize>=m_allocatedElements)
+        {
+          reallocateSparse();
+          llElements = reinterpret_cast<ListEl*>(m_buffer);
+        }
+        eigen_internal_assert(m_llSize<m_allocatedElements && "internal error: overflow in sparse mode");
+        // let's insert a new coefficient
+        ListEl& el = llElements[m_llSize];
+        el.value = Scalar(0);
+        el.index = i;
+        el.next = llElements[m_llCurrent].next;
+        llElements[m_llCurrent].next = m_llSize;
+        ++m_llSize;
+        return el.value;
+      }
+    }
+  }
+}
+
+template<typename _Scalar,typename _Index>
+_Scalar& AmbiVector<_Scalar,_Index>::coeff(_Index i)
+{
+  if (m_mode==IsDense)
+    return m_buffer[i];
+  else
+  {
+    ListEl* EIGEN_RESTRICT llElements = reinterpret_cast<ListEl*>(m_buffer);
+    eigen_assert(m_mode==IsSparse);
+    if ((m_llSize==0) || (i<llElements[m_llStart].index))
+    {
+      return m_zero;
+    }
+    else
+    {
+      Index elid = m_llStart;
+      while (elid >= 0 && llElements[elid].index<i)
+        elid = llElements[elid].next;
+
+      if (llElements[elid].index==i)
+        return llElements[m_llCurrent].value;
+      else
+        return m_zero;
+    }
+  }
+}
+
+/** Iterator over the nonzero coefficients */
+template<typename _Scalar,typename _Index>
+class AmbiVector<_Scalar,_Index>::Iterator
+{
+  public:
+    typedef _Scalar Scalar;
+    typedef typename NumTraits<Scalar>::Real RealScalar;
+
+    /** Default constructor
+      * \param vec the vector on which we iterate
+      * \param epsilon the minimal value used to prune zero coefficients.
+      * In practice, all coefficients having a magnitude smaller than \a epsilon
+      * are skipped.
+      */
+    Iterator(const AmbiVector& vec, const RealScalar& epsilon = 0)
+      : m_vector(vec)
+    {
+      using std::abs;
+      m_epsilon = epsilon;
+      m_isDense = m_vector.m_mode==IsDense;
+      if (m_isDense)
+      {
+        m_currentEl = 0;   // this is to avoid a compilation warning
+        m_cachedValue = 0; // this is to avoid a compilation warning
+        m_cachedIndex = m_vector.m_start-1;
+        ++(*this);
+      }
+      else
+      {
+        ListEl* EIGEN_RESTRICT llElements = reinterpret_cast<ListEl*>(m_vector.m_buffer);
+        m_currentEl = m_vector.m_llStart;
+        while (m_currentEl>=0 && abs(llElements[m_currentEl].value)<=m_epsilon)
+          m_currentEl = llElements[m_currentEl].next;
+        if (m_currentEl<0)
+        {
+          m_cachedValue = 0; // this is to avoid a compilation warning
+          m_cachedIndex = -1;
+        }
+        else
+        {
+          m_cachedIndex = llElements[m_currentEl].index;
+          m_cachedValue = llElements[m_currentEl].value;
+        }
+      }
+    }
+
+    Index index() const { return m_cachedIndex; }
+    Scalar value() const { return m_cachedValue; }
+
+    operator bool() const { return m_cachedIndex>=0; }
+
+    Iterator& operator++()
+    {
+      using std::abs;
+      if (m_isDense)
+      {
+        do {
+          ++m_cachedIndex;
+        } while (m_cachedIndex<m_vector.m_end && abs(m_vector.m_buffer[m_cachedIndex])<m_epsilon);
+        if (m_cachedIndex<m_vector.m_end)
+          m_cachedValue = m_vector.m_buffer[m_cachedIndex];
+        else
+          m_cachedIndex=-1;
+      }
+      else
+      {
+        ListEl* EIGEN_RESTRICT llElements = reinterpret_cast<ListEl*>(m_vector.m_buffer);
+        do {
+          m_currentEl = llElements[m_currentEl].next;
+        } while (m_currentEl>=0 && abs(llElements[m_currentEl].value)<m_epsilon);
+        if (m_currentEl<0)
+        {
+          m_cachedIndex = -1;
+        }
+        else
+        {
+          m_cachedIndex = llElements[m_currentEl].index;
+          m_cachedValue = llElements[m_currentEl].value;
+        }
+      }
+      return *this;
+    }
+
+  protected:
+    const AmbiVector& m_vector; // the target vector
+    Index m_currentEl;            // the current element in sparse/linked-list mode
+    RealScalar m_epsilon;       // epsilon used to prune zero coefficients
+    Index m_cachedIndex;          // current coordinate
+    Scalar m_cachedValue;       // current value
+    bool m_isDense;             // mode of the vector
+};
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_AMBIVECTOR_H