ruby-eigen 0.0.9 → 0.0.10.pre1

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

@@ -0,0 +1,206 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2012 Désiré Nuentsa-Wakam <desire.nuentsa_wakam@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/.
+
+
+/* 
+ 
+ * NOTE: This file is the modified version of sp_coletree.c file in SuperLU 
+ 
+ * -- SuperLU routine (version 3.1) --
+ * Univ. of California Berkeley, Xerox Palo Alto Research Center,
+ * and Lawrence Berkeley National Lab.
+ * August 1, 2008
+ *
+ * Copyright (c) 1994 by Xerox Corporation.  All rights reserved.
+ *
+ * THIS MATERIAL IS PROVIDED AS IS, WITH ABSOLUTELY NO WARRANTY
+ * EXPRESSED OR IMPLIED.  ANY USE IS AT YOUR OWN RISK.
+ *
+ * Permission is hereby granted to use or copy this program for any
+ * purpose, provided the above notices are retained on all copies.
+ * Permission to modify the code and to distribute modified code is
+ * granted, provided the above notices are retained, and a notice that
+ * the code was modified is included with the above copyright notice.
+ */
+#ifndef SPARSE_COLETREE_H
+#define SPARSE_COLETREE_H
+
+namespace Eigen {
+
+namespace internal {
+
+/** Find the root of the tree/set containing the vertex i : Use Path halving */ 
+template<typename Index, typename IndexVector>
+Index etree_find (Index i, IndexVector& pp)
+{
+  Index p = pp(i); // Parent 
+  Index gp = pp(p); // Grand parent 
+  while (gp != p) 
+  {
+    pp(i) = gp; // Parent pointer on find path is changed to former grand parent
+    i = gp; 
+    p = pp(i);
+    gp = pp(p);
+  }
+  return p; 
+}
+
+/** Compute the column elimination tree of a sparse matrix
+  * \param mat The matrix in column-major format. 
+  * \param parent The elimination tree
+  * \param firstRowElt The column index of the first element in each row
+  * \param perm The permutation to apply to the column of \b mat
+  */
+template <typename MatrixType, typename IndexVector>
+int coletree(const MatrixType& mat, IndexVector& parent, IndexVector& firstRowElt, typename MatrixType::Index *perm=0)
+{
+  typedef typename MatrixType::Index Index;
+  Index nc = mat.cols(); // Number of columns 
+  Index m = mat.rows();
+  Index diagSize = (std::min)(nc,m);
+  IndexVector root(nc); // root of subtree of etree 
+  root.setZero();
+  IndexVector pp(nc); // disjoint sets 
+  pp.setZero(); // Initialize disjoint sets 
+  parent.resize(mat.cols());
+  //Compute first nonzero column in each row 
+  Index row,col; 
+  firstRowElt.resize(m);
+  firstRowElt.setConstant(nc);
+  firstRowElt.segment(0, diagSize).setLinSpaced(diagSize, 0, diagSize-1);
+  bool found_diag;
+  for (col = 0; col < nc; col++)
+  {
+    Index pcol = col;
+    if(perm) pcol  = perm[col];
+    for (typename MatrixType::InnerIterator it(mat, pcol); it; ++it)
+    { 
+      row = it.row();
+      firstRowElt(row) = (std::min)(firstRowElt(row), col);
+    }
+  }
+  /* Compute etree by Liu's algorithm for symmetric matrices,
+          except use (firstRowElt[r],c) in place of an edge (r,c) of A.
+    Thus each row clique in A'*A is replaced by a star
+    centered at its first vertex, which has the same fill. */
+  Index rset, cset, rroot; 
+  for (col = 0; col < nc; col++) 
+  {
+    found_diag = col>=m;
+    pp(col) = col; 
+    cset = col; 
+    root(cset) = col; 
+    parent(col) = nc; 
+    /* The diagonal element is treated here even if it does not exist in the matrix
+     * hence the loop is executed once more */ 
+    Index pcol = col;
+    if(perm) pcol  = perm[col];
+    for (typename MatrixType::InnerIterator it(mat, pcol); it||!found_diag; ++it)
+    { //  A sequence of interleaved find and union is performed 
+      Index i = col;
+      if(it) i = it.index();
+      if (i == col) found_diag = true;
+      
+      row = firstRowElt(i);
+      if (row >= col) continue; 
+      rset = internal::etree_find(row, pp); // Find the name of the set containing row
+      rroot = root(rset);
+      if (rroot != col) 
+      {
+        parent(rroot) = col; 
+        pp(cset) = rset; 
+        cset = rset; 
+        root(cset) = col; 
+      }
+    }
+  }
+  return 0;  
+}
+
+/** 
+  * Depth-first search from vertex n.  No recursion.
+  * This routine was contributed by Cédric Doucet, CEDRAT Group, Meylan, France.
+*/
+template <typename Index, typename IndexVector>
+void nr_etdfs (Index n, IndexVector& parent, IndexVector& first_kid, IndexVector& next_kid, IndexVector& post, Index postnum)
+{
+  Index current = n, first, next;
+  while (postnum != n) 
+  {
+    // No kid for the current node
+    first = first_kid(current);
+    
+    // no kid for the current node
+    if (first == -1) 
+    {
+      // Numbering this node because it has no kid 
+      post(current) = postnum++;
+      
+      // looking for the next kid 
+      next = next_kid(current); 
+      while (next == -1) 
+      {
+        // No more kids : back to the parent node
+        current = parent(current); 
+        // numbering the parent node 
+        post(current) = postnum++;
+        
+        // Get the next kid 
+        next = next_kid(current); 
+      }
+      // stopping criterion 
+      if (postnum == n+1) return; 
+      
+      // Updating current node 
+      current = next; 
+    }
+    else 
+    {
+      current = first; 
+    }
+  }
+}
+
+
+/**
+  * \brief Post order a tree 
+  * \param n the number of nodes
+  * \param parent Input tree
+  * \param post postordered tree
+  */
+template <typename Index, typename IndexVector>
+void treePostorder(Index n, IndexVector& parent, IndexVector& post)
+{
+  IndexVector first_kid, next_kid; // Linked list of children 
+  Index postnum; 
+  // Allocate storage for working arrays and results 
+  first_kid.resize(n+1); 
+  next_kid.setZero(n+1);
+  post.setZero(n+1);
+  
+  // Set up structure describing children
+  Index v, dad; 
+  first_kid.setConstant(-1); 
+  for (v = n-1; v >= 0; v--) 
+  {
+    dad = parent(v);
+    next_kid(v) = first_kid(dad); 
+    first_kid(dad) = v; 
+  }
+  
+  // Depth-first search from dummy root vertex #n
+  postnum = 0; 
+  internal::nr_etdfs(n, parent, first_kid, next_kid, post, postnum);
+}
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // SPARSE_COLETREE_H

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

@@ -0,0 +1,325 @@
+// 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_SPARSE_CWISE_BINARY_OP_H
+#define EIGEN_SPARSE_CWISE_BINARY_OP_H
+
+namespace Eigen { 
+
+// Here we have to handle 3 cases:
+//  1 - sparse op dense
+//  2 - dense op sparse
+//  3 - sparse op sparse
+// We also need to implement a 4th iterator for:
+//  4 - dense op dense
+// Finally, we also need to distinguish between the product and other operations :
+//                configuration      returned mode
+//  1 - sparse op dense    product      sparse
+//                         generic      dense
+//  2 - dense op sparse    product      sparse
+//                         generic      dense
+//  3 - sparse op sparse   product      sparse
+//                         generic      sparse
+//  4 - dense op dense     product      dense
+//                         generic      dense
+
+namespace internal {
+
+template<> struct promote_storage_type<Dense,Sparse>
+{ typedef Sparse ret; };
+
+template<> struct promote_storage_type<Sparse,Dense>
+{ typedef Sparse ret; };
+
+template<typename BinaryOp, typename Lhs, typename Rhs, typename Derived,
+  typename _LhsStorageMode = typename traits<Lhs>::StorageKind,
+  typename _RhsStorageMode = typename traits<Rhs>::StorageKind>
+class sparse_cwise_binary_op_inner_iterator_selector;
+
+} // end namespace internal
+
+template<typename BinaryOp, typename Lhs, typename Rhs>
+class CwiseBinaryOpImpl<BinaryOp, Lhs, Rhs, Sparse>
+  : public SparseMatrixBase<CwiseBinaryOp<BinaryOp, Lhs, Rhs> >
+{
+  public:
+    class InnerIterator;
+    class ReverseInnerIterator;
+    typedef CwiseBinaryOp<BinaryOp, Lhs, Rhs> Derived;
+    EIGEN_SPARSE_PUBLIC_INTERFACE(Derived)
+    CwiseBinaryOpImpl()
+    {
+      typedef typename internal::traits<Lhs>::StorageKind LhsStorageKind;
+      typedef typename internal::traits<Rhs>::StorageKind RhsStorageKind;
+      EIGEN_STATIC_ASSERT((
+                (!internal::is_same<LhsStorageKind,RhsStorageKind>::value)
+            ||  ((Lhs::Flags&RowMajorBit) == (Rhs::Flags&RowMajorBit))),
+            THE_STORAGE_ORDER_OF_BOTH_SIDES_MUST_MATCH);
+    }
+};
+
+template<typename BinaryOp, typename Lhs, typename Rhs>
+class CwiseBinaryOpImpl<BinaryOp,Lhs,Rhs,Sparse>::InnerIterator
+  : public internal::sparse_cwise_binary_op_inner_iterator_selector<BinaryOp,Lhs,Rhs,typename CwiseBinaryOpImpl<BinaryOp,Lhs,Rhs,Sparse>::InnerIterator>
+{
+  public:
+    typedef typename Lhs::Index Index;
+    typedef internal::sparse_cwise_binary_op_inner_iterator_selector<
+      BinaryOp,Lhs,Rhs, InnerIterator> Base;
+
+    // NOTE: we have to prefix Index by "typename Lhs::" to avoid an ICE with VC11
+    EIGEN_STRONG_INLINE InnerIterator(const CwiseBinaryOpImpl& binOp, typename Lhs::Index outer)
+      : Base(binOp.derived(),outer)
+    {}
+};
+
+/***************************************************************************
+* Implementation of inner-iterators
+***************************************************************************/
+
+// template<typename T> struct internal::func_is_conjunction { enum { ret = false }; };
+// template<typename T> struct internal::func_is_conjunction<internal::scalar_product_op<T> > { enum { ret = true }; };
+
+// TODO generalize the internal::scalar_product_op specialization to all conjunctions if any !
+
+namespace internal {
+
+// sparse - sparse  (generic)
+template<typename BinaryOp, typename Lhs, typename Rhs, typename Derived>
+class sparse_cwise_binary_op_inner_iterator_selector<BinaryOp, Lhs, Rhs, Derived, Sparse, Sparse>
+{
+    typedef CwiseBinaryOp<BinaryOp, Lhs, Rhs> CwiseBinaryXpr;
+    typedef typename traits<CwiseBinaryXpr>::Scalar Scalar;
+    typedef typename traits<CwiseBinaryXpr>::_LhsNested _LhsNested;
+    typedef typename traits<CwiseBinaryXpr>::_RhsNested _RhsNested;
+    typedef typename _LhsNested::InnerIterator LhsIterator;
+    typedef typename _RhsNested::InnerIterator RhsIterator;
+    typedef typename Lhs::Index Index;
+
+  public:
+
+    EIGEN_STRONG_INLINE sparse_cwise_binary_op_inner_iterator_selector(const CwiseBinaryXpr& xpr, Index outer)
+      : m_lhsIter(xpr.lhs(),outer), m_rhsIter(xpr.rhs(),outer), m_functor(xpr.functor())
+    {
+      this->operator++();
+    }
+
+    EIGEN_STRONG_INLINE Derived& operator++()
+    {
+      if (m_lhsIter && m_rhsIter && (m_lhsIter.index() == m_rhsIter.index()))
+      {
+        m_id = m_lhsIter.index();
+        m_value = m_functor(m_lhsIter.value(), m_rhsIter.value());
+        ++m_lhsIter;
+        ++m_rhsIter;
+      }
+      else if (m_lhsIter && (!m_rhsIter || (m_lhsIter.index() < m_rhsIter.index())))
+      {
+        m_id = m_lhsIter.index();
+        m_value = m_functor(m_lhsIter.value(), Scalar(0));
+        ++m_lhsIter;
+      }
+      else if (m_rhsIter && (!m_lhsIter || (m_lhsIter.index() > m_rhsIter.index())))
+      {
+        m_id = m_rhsIter.index();
+        m_value = m_functor(Scalar(0), m_rhsIter.value());
+        ++m_rhsIter;
+      }
+      else
+      {
+        m_value = 0; // this is to avoid a compilation warning
+        m_id = -1;
+      }
+      return *static_cast<Derived*>(this);
+    }
+
+    EIGEN_STRONG_INLINE Scalar value() const { return m_value; }
+
+    EIGEN_STRONG_INLINE Index index() const { return m_id; }
+    EIGEN_STRONG_INLINE Index row() const { return Lhs::IsRowMajor ? m_lhsIter.row() : index(); }
+    EIGEN_STRONG_INLINE Index col() const { return Lhs::IsRowMajor ? index() : m_lhsIter.col(); }
+
+    EIGEN_STRONG_INLINE operator bool() const { return m_id>=0; }
+
+  protected:
+    LhsIterator m_lhsIter;
+    RhsIterator m_rhsIter;
+    const BinaryOp& m_functor;
+    Scalar m_value;
+    Index m_id;
+};
+
+// sparse - sparse  (product)
+template<typename T, typename Lhs, typename Rhs, typename Derived>
+class sparse_cwise_binary_op_inner_iterator_selector<scalar_product_op<T>, Lhs, Rhs, Derived, Sparse, Sparse>
+{
+    typedef scalar_product_op<T> BinaryFunc;
+    typedef CwiseBinaryOp<BinaryFunc, Lhs, Rhs> CwiseBinaryXpr;
+    typedef typename CwiseBinaryXpr::Scalar Scalar;
+    typedef typename traits<CwiseBinaryXpr>::_LhsNested _LhsNested;
+    typedef typename _LhsNested::InnerIterator LhsIterator;
+    typedef typename traits<CwiseBinaryXpr>::_RhsNested _RhsNested;
+    typedef typename _RhsNested::InnerIterator RhsIterator;
+    typedef typename Lhs::Index Index;
+  public:
+
+    EIGEN_STRONG_INLINE sparse_cwise_binary_op_inner_iterator_selector(const CwiseBinaryXpr& xpr, Index outer)
+      : m_lhsIter(xpr.lhs(),outer), m_rhsIter(xpr.rhs(),outer), m_functor(xpr.functor())
+    {
+      while (m_lhsIter && m_rhsIter && (m_lhsIter.index() != m_rhsIter.index()))
+      {
+        if (m_lhsIter.index() < m_rhsIter.index())
+          ++m_lhsIter;
+        else
+          ++m_rhsIter;
+      }
+    }
+
+    EIGEN_STRONG_INLINE Derived& operator++()
+    {
+      ++m_lhsIter;
+      ++m_rhsIter;
+      while (m_lhsIter && m_rhsIter && (m_lhsIter.index() != m_rhsIter.index()))
+      {
+        if (m_lhsIter.index() < m_rhsIter.index())
+          ++m_lhsIter;
+        else
+          ++m_rhsIter;
+      }
+      return *static_cast<Derived*>(this);
+    }
+
+    EIGEN_STRONG_INLINE Scalar value() const { return m_functor(m_lhsIter.value(), m_rhsIter.value()); }
+
+    EIGEN_STRONG_INLINE Index index() const { return m_lhsIter.index(); }
+    EIGEN_STRONG_INLINE Index row() const { return m_lhsIter.row(); }
+    EIGEN_STRONG_INLINE Index col() const { return m_lhsIter.col(); }
+
+    EIGEN_STRONG_INLINE operator bool() const { return (m_lhsIter && m_rhsIter); }
+
+  protected:
+    LhsIterator m_lhsIter;
+    RhsIterator m_rhsIter;
+    const BinaryFunc& m_functor;
+};
+
+// sparse - dense  (product)
+template<typename T, typename Lhs, typename Rhs, typename Derived>
+class sparse_cwise_binary_op_inner_iterator_selector<scalar_product_op<T>, Lhs, Rhs, Derived, Sparse, Dense>
+{
+    typedef scalar_product_op<T> BinaryFunc;
+    typedef CwiseBinaryOp<BinaryFunc, Lhs, Rhs> CwiseBinaryXpr;
+    typedef typename CwiseBinaryXpr::Scalar Scalar;
+    typedef typename traits<CwiseBinaryXpr>::_LhsNested _LhsNested;
+    typedef typename traits<CwiseBinaryXpr>::RhsNested RhsNested;
+    typedef typename _LhsNested::InnerIterator LhsIterator;
+    typedef typename Lhs::Index Index;
+    enum { IsRowMajor = (int(Lhs::Flags)&RowMajorBit)==RowMajorBit };
+  public:
+
+    EIGEN_STRONG_INLINE sparse_cwise_binary_op_inner_iterator_selector(const CwiseBinaryXpr& xpr, Index outer)
+      : m_rhs(xpr.rhs()), m_lhsIter(xpr.lhs(),outer), m_functor(xpr.functor()), m_outer(outer)
+    {}
+
+    EIGEN_STRONG_INLINE Derived& operator++()
+    {
+      ++m_lhsIter;
+      return *static_cast<Derived*>(this);
+    }
+
+    EIGEN_STRONG_INLINE Scalar value() const
+    { return m_functor(m_lhsIter.value(),
+                       m_rhs.coeff(IsRowMajor?m_outer:m_lhsIter.index(),IsRowMajor?m_lhsIter.index():m_outer)); }
+
+    EIGEN_STRONG_INLINE Index index() const { return m_lhsIter.index(); }
+    EIGEN_STRONG_INLINE Index row() const { return m_lhsIter.row(); }
+    EIGEN_STRONG_INLINE Index col() const { return m_lhsIter.col(); }
+
+    EIGEN_STRONG_INLINE operator bool() const { return m_lhsIter; }
+
+  protected:
+    RhsNested m_rhs;
+    LhsIterator m_lhsIter;
+    const BinaryFunc m_functor;
+    const Index m_outer;
+};
+
+// sparse - dense  (product)
+template<typename T, typename Lhs, typename Rhs, typename Derived>
+class sparse_cwise_binary_op_inner_iterator_selector<scalar_product_op<T>, Lhs, Rhs, Derived, Dense, Sparse>
+{
+    typedef scalar_product_op<T> BinaryFunc;
+    typedef CwiseBinaryOp<BinaryFunc, Lhs, Rhs> CwiseBinaryXpr;
+    typedef typename CwiseBinaryXpr::Scalar Scalar;
+    typedef typename traits<CwiseBinaryXpr>::_RhsNested _RhsNested;
+    typedef typename _RhsNested::InnerIterator RhsIterator;
+    typedef typename Lhs::Index Index;
+
+    enum { IsRowMajor = (int(Rhs::Flags)&RowMajorBit)==RowMajorBit };
+  public:
+
+    EIGEN_STRONG_INLINE sparse_cwise_binary_op_inner_iterator_selector(const CwiseBinaryXpr& xpr, Index outer)
+      : m_xpr(xpr), m_rhsIter(xpr.rhs(),outer), m_functor(xpr.functor()), m_outer(outer)
+    {}
+
+    EIGEN_STRONG_INLINE Derived& operator++()
+    {
+      ++m_rhsIter;
+      return *static_cast<Derived*>(this);
+    }
+
+    EIGEN_STRONG_INLINE Scalar value() const
+    { return m_functor(m_xpr.lhs().coeff(IsRowMajor?m_outer:m_rhsIter.index(),IsRowMajor?m_rhsIter.index():m_outer), m_rhsIter.value()); }
+
+    EIGEN_STRONG_INLINE Index index() const { return m_rhsIter.index(); }
+    EIGEN_STRONG_INLINE Index row() const { return m_rhsIter.row(); }
+    EIGEN_STRONG_INLINE Index col() const { return m_rhsIter.col(); }
+
+    EIGEN_STRONG_INLINE operator bool() const { return m_rhsIter; }
+
+  protected:
+    const CwiseBinaryXpr& m_xpr;
+    RhsIterator m_rhsIter;
+    const BinaryFunc& m_functor;
+    const Index m_outer;
+};
+
+} // end namespace internal
+
+/***************************************************************************
+* Implementation of SparseMatrixBase and SparseCwise functions/operators
+***************************************************************************/
+
+template<typename Derived>
+template<typename OtherDerived>
+EIGEN_STRONG_INLINE Derived &
+SparseMatrixBase<Derived>::operator-=(const SparseMatrixBase<OtherDerived> &other)
+{
+  return derived() = derived() - other.derived();
+}
+
+template<typename Derived>
+template<typename OtherDerived>
+EIGEN_STRONG_INLINE Derived &
+SparseMatrixBase<Derived>::operator+=(const SparseMatrixBase<OtherDerived>& other)
+{
+  return derived() = derived() + other.derived();
+}
+
+template<typename Derived>
+template<typename OtherDerived>
+EIGEN_STRONG_INLINE const typename SparseMatrixBase<Derived>::template CwiseProductDenseReturnType<OtherDerived>::Type
+SparseMatrixBase<Derived>::cwiseProduct(const MatrixBase<OtherDerived> &other) const
+{
+  return typename CwiseProductDenseReturnType<OtherDerived>::Type(derived(), other.derived());
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_SPARSE_CWISE_BINARY_OP_H