tomoto 0.1.0

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Files changed (420) hide show
  1. checksums.yaml +7 -0
  2. data/CHANGELOG.md +3 -0
  3. data/LICENSE.txt +22 -0
  4. data/README.md +123 -0
  5. data/ext/tomoto/ext.cpp +245 -0
  6. data/ext/tomoto/extconf.rb +28 -0
  7. data/lib/tomoto.rb +12 -0
  8. data/lib/tomoto/ct.rb +11 -0
  9. data/lib/tomoto/hdp.rb +11 -0
  10. data/lib/tomoto/lda.rb +67 -0
  11. data/lib/tomoto/version.rb +3 -0
  12. data/vendor/EigenRand/EigenRand/Core.h +1139 -0
  13. data/vendor/EigenRand/EigenRand/Dists/Basic.h +111 -0
  14. data/vendor/EigenRand/EigenRand/Dists/Discrete.h +877 -0
  15. data/vendor/EigenRand/EigenRand/Dists/GammaPoisson.h +108 -0
  16. data/vendor/EigenRand/EigenRand/Dists/NormalExp.h +626 -0
  17. data/vendor/EigenRand/EigenRand/EigenRand +19 -0
  18. data/vendor/EigenRand/EigenRand/Macro.h +24 -0
  19. data/vendor/EigenRand/EigenRand/MorePacketMath.h +978 -0
  20. data/vendor/EigenRand/EigenRand/PacketFilter.h +286 -0
  21. data/vendor/EigenRand/EigenRand/PacketRandomEngine.h +624 -0
  22. data/vendor/EigenRand/EigenRand/RandUtils.h +413 -0
  23. data/vendor/EigenRand/EigenRand/doc.h +220 -0
  24. data/vendor/EigenRand/LICENSE +21 -0
  25. data/vendor/EigenRand/README.md +288 -0
  26. data/vendor/eigen/COPYING.BSD +26 -0
  27. data/vendor/eigen/COPYING.GPL +674 -0
  28. data/vendor/eigen/COPYING.LGPL +502 -0
  29. data/vendor/eigen/COPYING.MINPACK +52 -0
  30. data/vendor/eigen/COPYING.MPL2 +373 -0
  31. data/vendor/eigen/COPYING.README +18 -0
  32. data/vendor/eigen/Eigen/CMakeLists.txt +19 -0
  33. data/vendor/eigen/Eigen/Cholesky +46 -0
  34. data/vendor/eigen/Eigen/CholmodSupport +48 -0
  35. data/vendor/eigen/Eigen/Core +537 -0
  36. data/vendor/eigen/Eigen/Dense +7 -0
  37. data/vendor/eigen/Eigen/Eigen +2 -0
  38. data/vendor/eigen/Eigen/Eigenvalues +61 -0
  39. data/vendor/eigen/Eigen/Geometry +62 -0
  40. data/vendor/eigen/Eigen/Householder +30 -0
  41. data/vendor/eigen/Eigen/IterativeLinearSolvers +48 -0
  42. data/vendor/eigen/Eigen/Jacobi +33 -0
  43. data/vendor/eigen/Eigen/LU +50 -0
  44. data/vendor/eigen/Eigen/MetisSupport +35 -0
  45. data/vendor/eigen/Eigen/OrderingMethods +73 -0
  46. data/vendor/eigen/Eigen/PaStiXSupport +48 -0
  47. data/vendor/eigen/Eigen/PardisoSupport +35 -0
  48. data/vendor/eigen/Eigen/QR +51 -0
  49. data/vendor/eigen/Eigen/QtAlignedMalloc +40 -0
  50. data/vendor/eigen/Eigen/SPQRSupport +34 -0
  51. data/vendor/eigen/Eigen/SVD +51 -0
  52. data/vendor/eigen/Eigen/Sparse +36 -0
  53. data/vendor/eigen/Eigen/SparseCholesky +45 -0
  54. data/vendor/eigen/Eigen/SparseCore +69 -0
  55. data/vendor/eigen/Eigen/SparseLU +46 -0
  56. data/vendor/eigen/Eigen/SparseQR +37 -0
  57. data/vendor/eigen/Eigen/StdDeque +27 -0
  58. data/vendor/eigen/Eigen/StdList +26 -0
  59. data/vendor/eigen/Eigen/StdVector +27 -0
  60. data/vendor/eigen/Eigen/SuperLUSupport +64 -0
  61. data/vendor/eigen/Eigen/UmfPackSupport +40 -0
  62. data/vendor/eigen/Eigen/src/Cholesky/LDLT.h +673 -0
  63. data/vendor/eigen/Eigen/src/Cholesky/LLT.h +542 -0
  64. data/vendor/eigen/Eigen/src/Cholesky/LLT_LAPACKE.h +99 -0
  65. data/vendor/eigen/Eigen/src/CholmodSupport/CholmodSupport.h +639 -0
  66. data/vendor/eigen/Eigen/src/Core/Array.h +329 -0
  67. data/vendor/eigen/Eigen/src/Core/ArrayBase.h +226 -0
  68. data/vendor/eigen/Eigen/src/Core/ArrayWrapper.h +209 -0
  69. data/vendor/eigen/Eigen/src/Core/Assign.h +90 -0
  70. data/vendor/eigen/Eigen/src/Core/AssignEvaluator.h +935 -0
  71. data/vendor/eigen/Eigen/src/Core/Assign_MKL.h +178 -0
  72. data/vendor/eigen/Eigen/src/Core/BandMatrix.h +353 -0
  73. data/vendor/eigen/Eigen/src/Core/Block.h +452 -0
  74. data/vendor/eigen/Eigen/src/Core/BooleanRedux.h +164 -0
  75. data/vendor/eigen/Eigen/src/Core/CommaInitializer.h +160 -0
  76. data/vendor/eigen/Eigen/src/Core/ConditionEstimator.h +175 -0
  77. data/vendor/eigen/Eigen/src/Core/CoreEvaluators.h +1688 -0
  78. data/vendor/eigen/Eigen/src/Core/CoreIterators.h +127 -0
  79. data/vendor/eigen/Eigen/src/Core/CwiseBinaryOp.h +184 -0
  80. data/vendor/eigen/Eigen/src/Core/CwiseNullaryOp.h +866 -0
  81. data/vendor/eigen/Eigen/src/Core/CwiseTernaryOp.h +197 -0
  82. data/vendor/eigen/Eigen/src/Core/CwiseUnaryOp.h +103 -0
  83. data/vendor/eigen/Eigen/src/Core/CwiseUnaryView.h +128 -0
  84. data/vendor/eigen/Eigen/src/Core/DenseBase.h +611 -0
  85. data/vendor/eigen/Eigen/src/Core/DenseCoeffsBase.h +681 -0
  86. data/vendor/eigen/Eigen/src/Core/DenseStorage.h +570 -0
  87. data/vendor/eigen/Eigen/src/Core/Diagonal.h +260 -0
  88. data/vendor/eigen/Eigen/src/Core/DiagonalMatrix.h +343 -0
  89. data/vendor/eigen/Eigen/src/Core/DiagonalProduct.h +28 -0
  90. data/vendor/eigen/Eigen/src/Core/Dot.h +318 -0
  91. data/vendor/eigen/Eigen/src/Core/EigenBase.h +159 -0
  92. data/vendor/eigen/Eigen/src/Core/ForceAlignedAccess.h +146 -0
  93. data/vendor/eigen/Eigen/src/Core/Fuzzy.h +155 -0
  94. data/vendor/eigen/Eigen/src/Core/GeneralProduct.h +455 -0
  95. data/vendor/eigen/Eigen/src/Core/GenericPacketMath.h +593 -0
  96. data/vendor/eigen/Eigen/src/Core/GlobalFunctions.h +187 -0
  97. data/vendor/eigen/Eigen/src/Core/IO.h +225 -0
  98. data/vendor/eigen/Eigen/src/Core/Inverse.h +118 -0
  99. data/vendor/eigen/Eigen/src/Core/Map.h +171 -0
  100. data/vendor/eigen/Eigen/src/Core/MapBase.h +303 -0
  101. data/vendor/eigen/Eigen/src/Core/MathFunctions.h +1415 -0
  102. data/vendor/eigen/Eigen/src/Core/MathFunctionsImpl.h +101 -0
  103. data/vendor/eigen/Eigen/src/Core/Matrix.h +459 -0
  104. data/vendor/eigen/Eigen/src/Core/MatrixBase.h +529 -0
  105. data/vendor/eigen/Eigen/src/Core/NestByValue.h +110 -0
  106. data/vendor/eigen/Eigen/src/Core/NoAlias.h +108 -0
  107. data/vendor/eigen/Eigen/src/Core/NumTraits.h +248 -0
  108. data/vendor/eigen/Eigen/src/Core/PermutationMatrix.h +633 -0
  109. data/vendor/eigen/Eigen/src/Core/PlainObjectBase.h +1035 -0
  110. data/vendor/eigen/Eigen/src/Core/Product.h +186 -0
  111. data/vendor/eigen/Eigen/src/Core/ProductEvaluators.h +1112 -0
  112. data/vendor/eigen/Eigen/src/Core/Random.h +182 -0
  113. data/vendor/eigen/Eigen/src/Core/Redux.h +505 -0
  114. data/vendor/eigen/Eigen/src/Core/Ref.h +283 -0
  115. data/vendor/eigen/Eigen/src/Core/Replicate.h +142 -0
  116. data/vendor/eigen/Eigen/src/Core/ReturnByValue.h +117 -0
  117. data/vendor/eigen/Eigen/src/Core/Reverse.h +211 -0
  118. data/vendor/eigen/Eigen/src/Core/Select.h +162 -0
  119. data/vendor/eigen/Eigen/src/Core/SelfAdjointView.h +352 -0
  120. data/vendor/eigen/Eigen/src/Core/SelfCwiseBinaryOp.h +47 -0
  121. data/vendor/eigen/Eigen/src/Core/Solve.h +188 -0
  122. data/vendor/eigen/Eigen/src/Core/SolveTriangular.h +235 -0
  123. data/vendor/eigen/Eigen/src/Core/SolverBase.h +130 -0
  124. data/vendor/eigen/Eigen/src/Core/StableNorm.h +221 -0
  125. data/vendor/eigen/Eigen/src/Core/Stride.h +111 -0
  126. data/vendor/eigen/Eigen/src/Core/Swap.h +67 -0
  127. data/vendor/eigen/Eigen/src/Core/Transpose.h +403 -0
  128. data/vendor/eigen/Eigen/src/Core/Transpositions.h +407 -0
  129. data/vendor/eigen/Eigen/src/Core/TriangularMatrix.h +983 -0
  130. data/vendor/eigen/Eigen/src/Core/VectorBlock.h +96 -0
  131. data/vendor/eigen/Eigen/src/Core/VectorwiseOp.h +695 -0
  132. data/vendor/eigen/Eigen/src/Core/Visitor.h +273 -0
  133. data/vendor/eigen/Eigen/src/Core/arch/AVX/Complex.h +451 -0
  134. data/vendor/eigen/Eigen/src/Core/arch/AVX/MathFunctions.h +439 -0
  135. data/vendor/eigen/Eigen/src/Core/arch/AVX/PacketMath.h +637 -0
  136. data/vendor/eigen/Eigen/src/Core/arch/AVX/TypeCasting.h +51 -0
  137. data/vendor/eigen/Eigen/src/Core/arch/AVX512/MathFunctions.h +391 -0
  138. data/vendor/eigen/Eigen/src/Core/arch/AVX512/PacketMath.h +1316 -0
  139. data/vendor/eigen/Eigen/src/Core/arch/AltiVec/Complex.h +430 -0
  140. data/vendor/eigen/Eigen/src/Core/arch/AltiVec/MathFunctions.h +322 -0
  141. data/vendor/eigen/Eigen/src/Core/arch/AltiVec/PacketMath.h +1061 -0
  142. data/vendor/eigen/Eigen/src/Core/arch/CUDA/Complex.h +103 -0
  143. data/vendor/eigen/Eigen/src/Core/arch/CUDA/Half.h +674 -0
  144. data/vendor/eigen/Eigen/src/Core/arch/CUDA/MathFunctions.h +91 -0
  145. data/vendor/eigen/Eigen/src/Core/arch/CUDA/PacketMath.h +333 -0
  146. data/vendor/eigen/Eigen/src/Core/arch/CUDA/PacketMathHalf.h +1124 -0
  147. data/vendor/eigen/Eigen/src/Core/arch/CUDA/TypeCasting.h +212 -0
  148. data/vendor/eigen/Eigen/src/Core/arch/Default/ConjHelper.h +29 -0
  149. data/vendor/eigen/Eigen/src/Core/arch/Default/Settings.h +49 -0
  150. data/vendor/eigen/Eigen/src/Core/arch/NEON/Complex.h +490 -0
  151. data/vendor/eigen/Eigen/src/Core/arch/NEON/MathFunctions.h +91 -0
  152. data/vendor/eigen/Eigen/src/Core/arch/NEON/PacketMath.h +760 -0
  153. data/vendor/eigen/Eigen/src/Core/arch/SSE/Complex.h +471 -0
  154. data/vendor/eigen/Eigen/src/Core/arch/SSE/MathFunctions.h +562 -0
  155. data/vendor/eigen/Eigen/src/Core/arch/SSE/PacketMath.h +895 -0
  156. data/vendor/eigen/Eigen/src/Core/arch/SSE/TypeCasting.h +77 -0
  157. data/vendor/eigen/Eigen/src/Core/arch/ZVector/Complex.h +397 -0
  158. data/vendor/eigen/Eigen/src/Core/arch/ZVector/MathFunctions.h +137 -0
  159. data/vendor/eigen/Eigen/src/Core/arch/ZVector/PacketMath.h +945 -0
  160. data/vendor/eigen/Eigen/src/Core/functors/AssignmentFunctors.h +168 -0
  161. data/vendor/eigen/Eigen/src/Core/functors/BinaryFunctors.h +475 -0
  162. data/vendor/eigen/Eigen/src/Core/functors/NullaryFunctors.h +188 -0
  163. data/vendor/eigen/Eigen/src/Core/functors/StlFunctors.h +136 -0
  164. data/vendor/eigen/Eigen/src/Core/functors/TernaryFunctors.h +25 -0
  165. data/vendor/eigen/Eigen/src/Core/functors/UnaryFunctors.h +792 -0
  166. data/vendor/eigen/Eigen/src/Core/products/GeneralBlockPanelKernel.h +2156 -0
  167. data/vendor/eigen/Eigen/src/Core/products/GeneralMatrixMatrix.h +492 -0
  168. data/vendor/eigen/Eigen/src/Core/products/GeneralMatrixMatrixTriangular.h +311 -0
  169. data/vendor/eigen/Eigen/src/Core/products/GeneralMatrixMatrixTriangular_BLAS.h +145 -0
  170. data/vendor/eigen/Eigen/src/Core/products/GeneralMatrixMatrix_BLAS.h +122 -0
  171. data/vendor/eigen/Eigen/src/Core/products/GeneralMatrixVector.h +619 -0
  172. data/vendor/eigen/Eigen/src/Core/products/GeneralMatrixVector_BLAS.h +136 -0
  173. data/vendor/eigen/Eigen/src/Core/products/Parallelizer.h +163 -0
  174. data/vendor/eigen/Eigen/src/Core/products/SelfadjointMatrixMatrix.h +521 -0
  175. data/vendor/eigen/Eigen/src/Core/products/SelfadjointMatrixMatrix_BLAS.h +287 -0
  176. data/vendor/eigen/Eigen/src/Core/products/SelfadjointMatrixVector.h +260 -0
  177. data/vendor/eigen/Eigen/src/Core/products/SelfadjointMatrixVector_BLAS.h +118 -0
  178. data/vendor/eigen/Eigen/src/Core/products/SelfadjointProduct.h +133 -0
  179. data/vendor/eigen/Eigen/src/Core/products/SelfadjointRank2Update.h +93 -0
  180. data/vendor/eigen/Eigen/src/Core/products/TriangularMatrixMatrix.h +466 -0
  181. data/vendor/eigen/Eigen/src/Core/products/TriangularMatrixMatrix_BLAS.h +315 -0
  182. data/vendor/eigen/Eigen/src/Core/products/TriangularMatrixVector.h +350 -0
  183. data/vendor/eigen/Eigen/src/Core/products/TriangularMatrixVector_BLAS.h +255 -0
  184. data/vendor/eigen/Eigen/src/Core/products/TriangularSolverMatrix.h +335 -0
  185. data/vendor/eigen/Eigen/src/Core/products/TriangularSolverMatrix_BLAS.h +163 -0
  186. data/vendor/eigen/Eigen/src/Core/products/TriangularSolverVector.h +145 -0
  187. data/vendor/eigen/Eigen/src/Core/util/BlasUtil.h +398 -0
  188. data/vendor/eigen/Eigen/src/Core/util/Constants.h +547 -0
  189. data/vendor/eigen/Eigen/src/Core/util/DisableStupidWarnings.h +83 -0
  190. data/vendor/eigen/Eigen/src/Core/util/ForwardDeclarations.h +302 -0
  191. data/vendor/eigen/Eigen/src/Core/util/MKL_support.h +130 -0
  192. data/vendor/eigen/Eigen/src/Core/util/Macros.h +1001 -0
  193. data/vendor/eigen/Eigen/src/Core/util/Memory.h +993 -0
  194. data/vendor/eigen/Eigen/src/Core/util/Meta.h +534 -0
  195. data/vendor/eigen/Eigen/src/Core/util/NonMPL2.h +3 -0
  196. data/vendor/eigen/Eigen/src/Core/util/ReenableStupidWarnings.h +27 -0
  197. data/vendor/eigen/Eigen/src/Core/util/StaticAssert.h +218 -0
  198. data/vendor/eigen/Eigen/src/Core/util/XprHelper.h +821 -0
  199. data/vendor/eigen/Eigen/src/Eigenvalues/ComplexEigenSolver.h +346 -0
  200. data/vendor/eigen/Eigen/src/Eigenvalues/ComplexSchur.h +459 -0
  201. data/vendor/eigen/Eigen/src/Eigenvalues/ComplexSchur_LAPACKE.h +91 -0
  202. data/vendor/eigen/Eigen/src/Eigenvalues/EigenSolver.h +622 -0
  203. data/vendor/eigen/Eigen/src/Eigenvalues/GeneralizedEigenSolver.h +418 -0
  204. data/vendor/eigen/Eigen/src/Eigenvalues/GeneralizedSelfAdjointEigenSolver.h +226 -0
  205. data/vendor/eigen/Eigen/src/Eigenvalues/HessenbergDecomposition.h +374 -0
  206. data/vendor/eigen/Eigen/src/Eigenvalues/MatrixBaseEigenvalues.h +158 -0
  207. data/vendor/eigen/Eigen/src/Eigenvalues/RealQZ.h +654 -0
  208. data/vendor/eigen/Eigen/src/Eigenvalues/RealSchur.h +546 -0
  209. data/vendor/eigen/Eigen/src/Eigenvalues/RealSchur_LAPACKE.h +77 -0
  210. data/vendor/eigen/Eigen/src/Eigenvalues/SelfAdjointEigenSolver.h +870 -0
  211. data/vendor/eigen/Eigen/src/Eigenvalues/SelfAdjointEigenSolver_LAPACKE.h +87 -0
  212. data/vendor/eigen/Eigen/src/Eigenvalues/Tridiagonalization.h +556 -0
  213. data/vendor/eigen/Eigen/src/Geometry/AlignedBox.h +392 -0
  214. data/vendor/eigen/Eigen/src/Geometry/AngleAxis.h +247 -0
  215. data/vendor/eigen/Eigen/src/Geometry/EulerAngles.h +114 -0
  216. data/vendor/eigen/Eigen/src/Geometry/Homogeneous.h +497 -0
  217. data/vendor/eigen/Eigen/src/Geometry/Hyperplane.h +282 -0
  218. data/vendor/eigen/Eigen/src/Geometry/OrthoMethods.h +234 -0
  219. data/vendor/eigen/Eigen/src/Geometry/ParametrizedLine.h +195 -0
  220. data/vendor/eigen/Eigen/src/Geometry/Quaternion.h +814 -0
  221. data/vendor/eigen/Eigen/src/Geometry/Rotation2D.h +199 -0
  222. data/vendor/eigen/Eigen/src/Geometry/RotationBase.h +206 -0
  223. data/vendor/eigen/Eigen/src/Geometry/Scaling.h +170 -0
  224. data/vendor/eigen/Eigen/src/Geometry/Transform.h +1542 -0
  225. data/vendor/eigen/Eigen/src/Geometry/Translation.h +208 -0
  226. data/vendor/eigen/Eigen/src/Geometry/Umeyama.h +166 -0
  227. data/vendor/eigen/Eigen/src/Geometry/arch/Geometry_SSE.h +161 -0
  228. data/vendor/eigen/Eigen/src/Householder/BlockHouseholder.h +103 -0
  229. data/vendor/eigen/Eigen/src/Householder/Householder.h +172 -0
  230. data/vendor/eigen/Eigen/src/Householder/HouseholderSequence.h +470 -0
  231. data/vendor/eigen/Eigen/src/IterativeLinearSolvers/BasicPreconditioners.h +226 -0
  232. data/vendor/eigen/Eigen/src/IterativeLinearSolvers/BiCGSTAB.h +228 -0
  233. data/vendor/eigen/Eigen/src/IterativeLinearSolvers/ConjugateGradient.h +246 -0
  234. data/vendor/eigen/Eigen/src/IterativeLinearSolvers/IncompleteCholesky.h +400 -0
  235. data/vendor/eigen/Eigen/src/IterativeLinearSolvers/IncompleteLUT.h +462 -0
  236. data/vendor/eigen/Eigen/src/IterativeLinearSolvers/IterativeSolverBase.h +394 -0
  237. data/vendor/eigen/Eigen/src/IterativeLinearSolvers/LeastSquareConjugateGradient.h +216 -0
  238. data/vendor/eigen/Eigen/src/IterativeLinearSolvers/SolveWithGuess.h +115 -0
  239. data/vendor/eigen/Eigen/src/Jacobi/Jacobi.h +462 -0
  240. data/vendor/eigen/Eigen/src/LU/Determinant.h +101 -0
  241. data/vendor/eigen/Eigen/src/LU/FullPivLU.h +891 -0
  242. data/vendor/eigen/Eigen/src/LU/InverseImpl.h +415 -0
  243. data/vendor/eigen/Eigen/src/LU/PartialPivLU.h +611 -0
  244. data/vendor/eigen/Eigen/src/LU/PartialPivLU_LAPACKE.h +83 -0
  245. data/vendor/eigen/Eigen/src/LU/arch/Inverse_SSE.h +338 -0
  246. data/vendor/eigen/Eigen/src/MetisSupport/MetisSupport.h +137 -0
  247. data/vendor/eigen/Eigen/src/OrderingMethods/Amd.h +445 -0
  248. data/vendor/eigen/Eigen/src/OrderingMethods/Eigen_Colamd.h +1843 -0
  249. data/vendor/eigen/Eigen/src/OrderingMethods/Ordering.h +157 -0
  250. data/vendor/eigen/Eigen/src/PaStiXSupport/PaStiXSupport.h +678 -0
  251. data/vendor/eigen/Eigen/src/PardisoSupport/PardisoSupport.h +543 -0
  252. data/vendor/eigen/Eigen/src/QR/ColPivHouseholderQR.h +653 -0
  253. data/vendor/eigen/Eigen/src/QR/ColPivHouseholderQR_LAPACKE.h +97 -0
  254. data/vendor/eigen/Eigen/src/QR/CompleteOrthogonalDecomposition.h +562 -0
  255. data/vendor/eigen/Eigen/src/QR/FullPivHouseholderQR.h +676 -0
  256. data/vendor/eigen/Eigen/src/QR/HouseholderQR.h +409 -0
  257. data/vendor/eigen/Eigen/src/QR/HouseholderQR_LAPACKE.h +68 -0
  258. data/vendor/eigen/Eigen/src/SPQRSupport/SuiteSparseQRSupport.h +313 -0
  259. data/vendor/eigen/Eigen/src/SVD/BDCSVD.h +1246 -0
  260. data/vendor/eigen/Eigen/src/SVD/JacobiSVD.h +804 -0
  261. data/vendor/eigen/Eigen/src/SVD/JacobiSVD_LAPACKE.h +91 -0
  262. data/vendor/eigen/Eigen/src/SVD/SVDBase.h +315 -0
  263. data/vendor/eigen/Eigen/src/SVD/UpperBidiagonalization.h +414 -0
  264. data/vendor/eigen/Eigen/src/SparseCholesky/SimplicialCholesky.h +689 -0
  265. data/vendor/eigen/Eigen/src/SparseCholesky/SimplicialCholesky_impl.h +199 -0
  266. data/vendor/eigen/Eigen/src/SparseCore/AmbiVector.h +377 -0
  267. data/vendor/eigen/Eigen/src/SparseCore/CompressedStorage.h +258 -0
  268. data/vendor/eigen/Eigen/src/SparseCore/ConservativeSparseSparseProduct.h +352 -0
  269. data/vendor/eigen/Eigen/src/SparseCore/MappedSparseMatrix.h +67 -0
  270. data/vendor/eigen/Eigen/src/SparseCore/SparseAssign.h +216 -0
  271. data/vendor/eigen/Eigen/src/SparseCore/SparseBlock.h +603 -0
  272. data/vendor/eigen/Eigen/src/SparseCore/SparseColEtree.h +206 -0
  273. data/vendor/eigen/Eigen/src/SparseCore/SparseCompressedBase.h +341 -0
  274. data/vendor/eigen/Eigen/src/SparseCore/SparseCwiseBinaryOp.h +726 -0
  275. data/vendor/eigen/Eigen/src/SparseCore/SparseCwiseUnaryOp.h +148 -0
  276. data/vendor/eigen/Eigen/src/SparseCore/SparseDenseProduct.h +320 -0
  277. data/vendor/eigen/Eigen/src/SparseCore/SparseDiagonalProduct.h +138 -0
  278. data/vendor/eigen/Eigen/src/SparseCore/SparseDot.h +98 -0
  279. data/vendor/eigen/Eigen/src/SparseCore/SparseFuzzy.h +29 -0
  280. data/vendor/eigen/Eigen/src/SparseCore/SparseMap.h +305 -0
  281. data/vendor/eigen/Eigen/src/SparseCore/SparseMatrix.h +1403 -0
  282. data/vendor/eigen/Eigen/src/SparseCore/SparseMatrixBase.h +405 -0
  283. data/vendor/eigen/Eigen/src/SparseCore/SparsePermutation.h +178 -0
  284. data/vendor/eigen/Eigen/src/SparseCore/SparseProduct.h +169 -0
  285. data/vendor/eigen/Eigen/src/SparseCore/SparseRedux.h +49 -0
  286. data/vendor/eigen/Eigen/src/SparseCore/SparseRef.h +397 -0
  287. data/vendor/eigen/Eigen/src/SparseCore/SparseSelfAdjointView.h +656 -0
  288. data/vendor/eigen/Eigen/src/SparseCore/SparseSolverBase.h +124 -0
  289. data/vendor/eigen/Eigen/src/SparseCore/SparseSparseProductWithPruning.h +198 -0
  290. data/vendor/eigen/Eigen/src/SparseCore/SparseTranspose.h +92 -0
  291. data/vendor/eigen/Eigen/src/SparseCore/SparseTriangularView.h +189 -0
  292. data/vendor/eigen/Eigen/src/SparseCore/SparseUtil.h +178 -0
  293. data/vendor/eigen/Eigen/src/SparseCore/SparseVector.h +478 -0
  294. data/vendor/eigen/Eigen/src/SparseCore/SparseView.h +253 -0
  295. data/vendor/eigen/Eigen/src/SparseCore/TriangularSolver.h +315 -0
  296. data/vendor/eigen/Eigen/src/SparseLU/SparseLU.h +773 -0
  297. data/vendor/eigen/Eigen/src/SparseLU/SparseLUImpl.h +66 -0
  298. data/vendor/eigen/Eigen/src/SparseLU/SparseLU_Memory.h +226 -0
  299. data/vendor/eigen/Eigen/src/SparseLU/SparseLU_Structs.h +110 -0
  300. data/vendor/eigen/Eigen/src/SparseLU/SparseLU_SupernodalMatrix.h +301 -0
  301. data/vendor/eigen/Eigen/src/SparseLU/SparseLU_Utils.h +80 -0
  302. data/vendor/eigen/Eigen/src/SparseLU/SparseLU_column_bmod.h +181 -0
  303. data/vendor/eigen/Eigen/src/SparseLU/SparseLU_column_dfs.h +179 -0
  304. data/vendor/eigen/Eigen/src/SparseLU/SparseLU_copy_to_ucol.h +107 -0
  305. data/vendor/eigen/Eigen/src/SparseLU/SparseLU_gemm_kernel.h +280 -0
  306. data/vendor/eigen/Eigen/src/SparseLU/SparseLU_heap_relax_snode.h +126 -0
  307. data/vendor/eigen/Eigen/src/SparseLU/SparseLU_kernel_bmod.h +130 -0
  308. data/vendor/eigen/Eigen/src/SparseLU/SparseLU_panel_bmod.h +223 -0
  309. data/vendor/eigen/Eigen/src/SparseLU/SparseLU_panel_dfs.h +258 -0
  310. data/vendor/eigen/Eigen/src/SparseLU/SparseLU_pivotL.h +137 -0
  311. data/vendor/eigen/Eigen/src/SparseLU/SparseLU_pruneL.h +136 -0
  312. data/vendor/eigen/Eigen/src/SparseLU/SparseLU_relax_snode.h +83 -0
  313. data/vendor/eigen/Eigen/src/SparseQR/SparseQR.h +745 -0
  314. data/vendor/eigen/Eigen/src/StlSupport/StdDeque.h +126 -0
  315. data/vendor/eigen/Eigen/src/StlSupport/StdList.h +106 -0
  316. data/vendor/eigen/Eigen/src/StlSupport/StdVector.h +131 -0
  317. data/vendor/eigen/Eigen/src/StlSupport/details.h +84 -0
  318. data/vendor/eigen/Eigen/src/SuperLUSupport/SuperLUSupport.h +1027 -0
  319. data/vendor/eigen/Eigen/src/UmfPackSupport/UmfPackSupport.h +506 -0
  320. data/vendor/eigen/Eigen/src/misc/Image.h +82 -0
  321. data/vendor/eigen/Eigen/src/misc/Kernel.h +79 -0
  322. data/vendor/eigen/Eigen/src/misc/RealSvd2x2.h +55 -0
  323. data/vendor/eigen/Eigen/src/misc/blas.h +440 -0
  324. data/vendor/eigen/Eigen/src/misc/lapack.h +152 -0
  325. data/vendor/eigen/Eigen/src/misc/lapacke.h +16291 -0
  326. data/vendor/eigen/Eigen/src/misc/lapacke_mangling.h +17 -0
  327. data/vendor/eigen/Eigen/src/plugins/ArrayCwiseBinaryOps.h +332 -0
  328. data/vendor/eigen/Eigen/src/plugins/ArrayCwiseUnaryOps.h +552 -0
  329. data/vendor/eigen/Eigen/src/plugins/BlockMethods.h +1058 -0
  330. data/vendor/eigen/Eigen/src/plugins/CommonCwiseBinaryOps.h +115 -0
  331. data/vendor/eigen/Eigen/src/plugins/CommonCwiseUnaryOps.h +163 -0
  332. data/vendor/eigen/Eigen/src/plugins/MatrixCwiseBinaryOps.h +152 -0
  333. data/vendor/eigen/Eigen/src/plugins/MatrixCwiseUnaryOps.h +85 -0
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  340. data/vendor/eigen/demos/mandelbrot/README +10 -0
  341. data/vendor/eigen/demos/mix_eigen_and_c/README +9 -0
  342. data/vendor/eigen/demos/opengl/README +13 -0
  343. data/vendor/eigen/unsupported/Eigen/CXX11/src/Tensor/README.md +1760 -0
  344. data/vendor/eigen/unsupported/README.txt +50 -0
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  346. data/vendor/tomotopy/README.kr.rst +375 -0
  347. data/vendor/tomotopy/README.rst +382 -0
  348. data/vendor/tomotopy/src/Labeling/FoRelevance.cpp +362 -0
  349. data/vendor/tomotopy/src/Labeling/FoRelevance.h +88 -0
  350. data/vendor/tomotopy/src/Labeling/Labeler.h +50 -0
  351. data/vendor/tomotopy/src/TopicModel/CT.h +37 -0
  352. data/vendor/tomotopy/src/TopicModel/CTModel.cpp +13 -0
  353. data/vendor/tomotopy/src/TopicModel/CTModel.hpp +293 -0
  354. data/vendor/tomotopy/src/TopicModel/DMR.h +51 -0
  355. data/vendor/tomotopy/src/TopicModel/DMRModel.cpp +13 -0
  356. data/vendor/tomotopy/src/TopicModel/DMRModel.hpp +374 -0
  357. data/vendor/tomotopy/src/TopicModel/DT.h +65 -0
  358. data/vendor/tomotopy/src/TopicModel/DTM.h +22 -0
  359. data/vendor/tomotopy/src/TopicModel/DTModel.cpp +15 -0
  360. data/vendor/tomotopy/src/TopicModel/DTModel.hpp +572 -0
  361. data/vendor/tomotopy/src/TopicModel/GDMR.h +37 -0
  362. data/vendor/tomotopy/src/TopicModel/GDMRModel.cpp +14 -0
  363. data/vendor/tomotopy/src/TopicModel/GDMRModel.hpp +485 -0
  364. data/vendor/tomotopy/src/TopicModel/HDP.h +74 -0
  365. data/vendor/tomotopy/src/TopicModel/HDPModel.cpp +13 -0
  366. data/vendor/tomotopy/src/TopicModel/HDPModel.hpp +592 -0
  367. data/vendor/tomotopy/src/TopicModel/HLDA.h +40 -0
  368. data/vendor/tomotopy/src/TopicModel/HLDAModel.cpp +13 -0
  369. data/vendor/tomotopy/src/TopicModel/HLDAModel.hpp +681 -0
  370. data/vendor/tomotopy/src/TopicModel/HPA.h +27 -0
  371. data/vendor/tomotopy/src/TopicModel/HPAModel.cpp +21 -0
  372. data/vendor/tomotopy/src/TopicModel/HPAModel.hpp +588 -0
  373. data/vendor/tomotopy/src/TopicModel/LDA.h +144 -0
  374. data/vendor/tomotopy/src/TopicModel/LDACVB0Model.hpp +442 -0
  375. data/vendor/tomotopy/src/TopicModel/LDAModel.cpp +13 -0
  376. data/vendor/tomotopy/src/TopicModel/LDAModel.hpp +1058 -0
  377. data/vendor/tomotopy/src/TopicModel/LLDA.h +45 -0
  378. data/vendor/tomotopy/src/TopicModel/LLDAModel.cpp +13 -0
  379. data/vendor/tomotopy/src/TopicModel/LLDAModel.hpp +203 -0
  380. data/vendor/tomotopy/src/TopicModel/MGLDA.h +63 -0
  381. data/vendor/tomotopy/src/TopicModel/MGLDAModel.cpp +17 -0
  382. data/vendor/tomotopy/src/TopicModel/MGLDAModel.hpp +558 -0
  383. data/vendor/tomotopy/src/TopicModel/PA.h +43 -0
  384. data/vendor/tomotopy/src/TopicModel/PAModel.cpp +13 -0
  385. data/vendor/tomotopy/src/TopicModel/PAModel.hpp +467 -0
  386. data/vendor/tomotopy/src/TopicModel/PLDA.h +17 -0
  387. data/vendor/tomotopy/src/TopicModel/PLDAModel.cpp +13 -0
  388. data/vendor/tomotopy/src/TopicModel/PLDAModel.hpp +214 -0
  389. data/vendor/tomotopy/src/TopicModel/SLDA.h +54 -0
  390. data/vendor/tomotopy/src/TopicModel/SLDAModel.cpp +17 -0
  391. data/vendor/tomotopy/src/TopicModel/SLDAModel.hpp +456 -0
  392. data/vendor/tomotopy/src/TopicModel/TopicModel.hpp +692 -0
  393. data/vendor/tomotopy/src/Utils/AliasMethod.hpp +169 -0
  394. data/vendor/tomotopy/src/Utils/Dictionary.h +80 -0
  395. data/vendor/tomotopy/src/Utils/EigenAddonOps.hpp +181 -0
  396. data/vendor/tomotopy/src/Utils/LBFGS.h +202 -0
  397. data/vendor/tomotopy/src/Utils/LBFGS/LineSearchBacktracking.h +120 -0
  398. data/vendor/tomotopy/src/Utils/LBFGS/LineSearchBracketing.h +122 -0
  399. data/vendor/tomotopy/src/Utils/LBFGS/Param.h +213 -0
  400. data/vendor/tomotopy/src/Utils/LUT.hpp +82 -0
  401. data/vendor/tomotopy/src/Utils/MultiNormalDistribution.hpp +69 -0
  402. data/vendor/tomotopy/src/Utils/PolyaGamma.hpp +200 -0
  403. data/vendor/tomotopy/src/Utils/PolyaGammaHybrid.hpp +672 -0
  404. data/vendor/tomotopy/src/Utils/ThreadPool.hpp +150 -0
  405. data/vendor/tomotopy/src/Utils/Trie.hpp +220 -0
  406. data/vendor/tomotopy/src/Utils/TruncMultiNormal.hpp +94 -0
  407. data/vendor/tomotopy/src/Utils/Utils.hpp +337 -0
  408. data/vendor/tomotopy/src/Utils/avx_gamma.h +46 -0
  409. data/vendor/tomotopy/src/Utils/avx_mathfun.h +736 -0
  410. data/vendor/tomotopy/src/Utils/exception.h +28 -0
  411. data/vendor/tomotopy/src/Utils/math.h +281 -0
  412. data/vendor/tomotopy/src/Utils/rtnorm.hpp +2690 -0
  413. data/vendor/tomotopy/src/Utils/sample.hpp +192 -0
  414. data/vendor/tomotopy/src/Utils/serializer.hpp +695 -0
  415. data/vendor/tomotopy/src/Utils/slp.hpp +131 -0
  416. data/vendor/tomotopy/src/Utils/sse_gamma.h +48 -0
  417. data/vendor/tomotopy/src/Utils/sse_mathfun.h +710 -0
  418. data/vendor/tomotopy/src/Utils/text.hpp +49 -0
  419. data/vendor/tomotopy/src/Utils/tvector.hpp +543 -0
  420. metadata +531 -0
@@ -0,0 +1,689 @@
1
+ // This file is part of Eigen, a lightweight C++ template library
2
+ // for linear algebra.
3
+ //
4
+ // Copyright (C) 2008-2012 Gael Guennebaud <gael.guennebaud@inria.fr>
5
+ //
6
+ // This Source Code Form is subject to the terms of the Mozilla
7
+ // Public License v. 2.0. If a copy of the MPL was not distributed
8
+ // with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
9
+
10
+ #ifndef EIGEN_SIMPLICIAL_CHOLESKY_H
11
+ #define EIGEN_SIMPLICIAL_CHOLESKY_H
12
+
13
+ namespace Eigen {
14
+
15
+ enum SimplicialCholeskyMode {
16
+ SimplicialCholeskyLLT,
17
+ SimplicialCholeskyLDLT
18
+ };
19
+
20
+ namespace internal {
21
+ template<typename CholMatrixType, typename InputMatrixType>
22
+ struct simplicial_cholesky_grab_input {
23
+ typedef CholMatrixType const * ConstCholMatrixPtr;
24
+ static void run(const InputMatrixType& input, ConstCholMatrixPtr &pmat, CholMatrixType &tmp)
25
+ {
26
+ tmp = input;
27
+ pmat = &tmp;
28
+ }
29
+ };
30
+
31
+ template<typename MatrixType>
32
+ struct simplicial_cholesky_grab_input<MatrixType,MatrixType> {
33
+ typedef MatrixType const * ConstMatrixPtr;
34
+ static void run(const MatrixType& input, ConstMatrixPtr &pmat, MatrixType &/*tmp*/)
35
+ {
36
+ pmat = &input;
37
+ }
38
+ };
39
+ } // end namespace internal
40
+
41
+ /** \ingroup SparseCholesky_Module
42
+ * \brief A base class for direct sparse Cholesky factorizations
43
+ *
44
+ * This is a base class for LL^T and LDL^T Cholesky factorizations of sparse matrices that are
45
+ * selfadjoint and positive definite. These factorizations allow for solving A.X = B where
46
+ * X and B can be either dense or sparse.
47
+ *
48
+ * In order to reduce the fill-in, a symmetric permutation P is applied prior to the factorization
49
+ * such that the factorized matrix is P A P^-1.
50
+ *
51
+ * \tparam Derived the type of the derived class, that is the actual factorization type.
52
+ *
53
+ */
54
+ template<typename Derived>
55
+ class SimplicialCholeskyBase : public SparseSolverBase<Derived>
56
+ {
57
+ typedef SparseSolverBase<Derived> Base;
58
+ using Base::m_isInitialized;
59
+
60
+ public:
61
+ typedef typename internal::traits<Derived>::MatrixType MatrixType;
62
+ typedef typename internal::traits<Derived>::OrderingType OrderingType;
63
+ enum { UpLo = internal::traits<Derived>::UpLo };
64
+ typedef typename MatrixType::Scalar Scalar;
65
+ typedef typename MatrixType::RealScalar RealScalar;
66
+ typedef typename MatrixType::StorageIndex StorageIndex;
67
+ typedef SparseMatrix<Scalar,ColMajor,StorageIndex> CholMatrixType;
68
+ typedef CholMatrixType const * ConstCholMatrixPtr;
69
+ typedef Matrix<Scalar,Dynamic,1> VectorType;
70
+ typedef Matrix<StorageIndex,Dynamic,1> VectorI;
71
+
72
+ enum {
73
+ ColsAtCompileTime = MatrixType::ColsAtCompileTime,
74
+ MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime
75
+ };
76
+
77
+ public:
78
+
79
+ using Base::derived;
80
+
81
+ /** Default constructor */
82
+ SimplicialCholeskyBase()
83
+ : m_info(Success), m_shiftOffset(0), m_shiftScale(1)
84
+ {}
85
+
86
+ explicit SimplicialCholeskyBase(const MatrixType& matrix)
87
+ : m_info(Success), m_shiftOffset(0), m_shiftScale(1)
88
+ {
89
+ derived().compute(matrix);
90
+ }
91
+
92
+ ~SimplicialCholeskyBase()
93
+ {
94
+ }
95
+
96
+ Derived& derived() { return *static_cast<Derived*>(this); }
97
+ const Derived& derived() const { return *static_cast<const Derived*>(this); }
98
+
99
+ inline Index cols() const { return m_matrix.cols(); }
100
+ inline Index rows() const { return m_matrix.rows(); }
101
+
102
+ /** \brief Reports whether previous computation was successful.
103
+ *
104
+ * \returns \c Success if computation was succesful,
105
+ * \c NumericalIssue if the matrix.appears to be negative.
106
+ */
107
+ ComputationInfo info() const
108
+ {
109
+ eigen_assert(m_isInitialized && "Decomposition is not initialized.");
110
+ return m_info;
111
+ }
112
+
113
+ /** \returns the permutation P
114
+ * \sa permutationPinv() */
115
+ const PermutationMatrix<Dynamic,Dynamic,StorageIndex>& permutationP() const
116
+ { return m_P; }
117
+
118
+ /** \returns the inverse P^-1 of the permutation P
119
+ * \sa permutationP() */
120
+ const PermutationMatrix<Dynamic,Dynamic,StorageIndex>& permutationPinv() const
121
+ { return m_Pinv; }
122
+
123
+ /** Sets the shift parameters that will be used to adjust the diagonal coefficients during the numerical factorization.
124
+ *
125
+ * During the numerical factorization, the diagonal coefficients are transformed by the following linear model:\n
126
+ * \c d_ii = \a offset + \a scale * \c d_ii
127
+ *
128
+ * The default is the identity transformation with \a offset=0, and \a scale=1.
129
+ *
130
+ * \returns a reference to \c *this.
131
+ */
132
+ Derived& setShift(const RealScalar& offset, const RealScalar& scale = 1)
133
+ {
134
+ m_shiftOffset = offset;
135
+ m_shiftScale = scale;
136
+ return derived();
137
+ }
138
+
139
+ #ifndef EIGEN_PARSED_BY_DOXYGEN
140
+ /** \internal */
141
+ template<typename Stream>
142
+ void dumpMemory(Stream& s)
143
+ {
144
+ int total = 0;
145
+ s << " L: " << ((total+=(m_matrix.cols()+1) * sizeof(int) + m_matrix.nonZeros()*(sizeof(int)+sizeof(Scalar))) >> 20) << "Mb" << "\n";
146
+ s << " diag: " << ((total+=m_diag.size() * sizeof(Scalar)) >> 20) << "Mb" << "\n";
147
+ s << " tree: " << ((total+=m_parent.size() * sizeof(int)) >> 20) << "Mb" << "\n";
148
+ s << " nonzeros: " << ((total+=m_nonZerosPerCol.size() * sizeof(int)) >> 20) << "Mb" << "\n";
149
+ s << " perm: " << ((total+=m_P.size() * sizeof(int)) >> 20) << "Mb" << "\n";
150
+ s << " perm^-1: " << ((total+=m_Pinv.size() * sizeof(int)) >> 20) << "Mb" << "\n";
151
+ s << " TOTAL: " << (total>> 20) << "Mb" << "\n";
152
+ }
153
+
154
+ /** \internal */
155
+ template<typename Rhs,typename Dest>
156
+ void _solve_impl(const MatrixBase<Rhs> &b, MatrixBase<Dest> &dest) const
157
+ {
158
+ eigen_assert(m_factorizationIsOk && "The decomposition is not in a valid state for solving, you must first call either compute() or symbolic()/numeric()");
159
+ eigen_assert(m_matrix.rows()==b.rows());
160
+
161
+ if(m_info!=Success)
162
+ return;
163
+
164
+ if(m_P.size()>0)
165
+ dest = m_P * b;
166
+ else
167
+ dest = b;
168
+
169
+ if(m_matrix.nonZeros()>0) // otherwise L==I
170
+ derived().matrixL().solveInPlace(dest);
171
+
172
+ if(m_diag.size()>0)
173
+ dest = m_diag.asDiagonal().inverse() * dest;
174
+
175
+ if (m_matrix.nonZeros()>0) // otherwise U==I
176
+ derived().matrixU().solveInPlace(dest);
177
+
178
+ if(m_P.size()>0)
179
+ dest = m_Pinv * dest;
180
+ }
181
+
182
+ template<typename Rhs,typename Dest>
183
+ void _solve_impl(const SparseMatrixBase<Rhs> &b, SparseMatrixBase<Dest> &dest) const
184
+ {
185
+ internal::solve_sparse_through_dense_panels(derived(), b, dest);
186
+ }
187
+
188
+ #endif // EIGEN_PARSED_BY_DOXYGEN
189
+
190
+ protected:
191
+
192
+ /** Computes the sparse Cholesky decomposition of \a matrix */
193
+ template<bool DoLDLT>
194
+ void compute(const MatrixType& matrix)
195
+ {
196
+ eigen_assert(matrix.rows()==matrix.cols());
197
+ Index size = matrix.cols();
198
+ CholMatrixType tmp(size,size);
199
+ ConstCholMatrixPtr pmat;
200
+ ordering(matrix, pmat, tmp);
201
+ analyzePattern_preordered(*pmat, DoLDLT);
202
+ factorize_preordered<DoLDLT>(*pmat);
203
+ }
204
+
205
+ template<bool DoLDLT>
206
+ void factorize(const MatrixType& a)
207
+ {
208
+ eigen_assert(a.rows()==a.cols());
209
+ Index size = a.cols();
210
+ CholMatrixType tmp(size,size);
211
+ ConstCholMatrixPtr pmat;
212
+
213
+ if(m_P.size()==0 && (UpLo&Upper)==Upper)
214
+ {
215
+ // If there is no ordering, try to directly use the input matrix without any copy
216
+ internal::simplicial_cholesky_grab_input<CholMatrixType,MatrixType>::run(a, pmat, tmp);
217
+ }
218
+ else
219
+ {
220
+ tmp.template selfadjointView<Upper>() = a.template selfadjointView<UpLo>().twistedBy(m_P);
221
+ pmat = &tmp;
222
+ }
223
+
224
+ factorize_preordered<DoLDLT>(*pmat);
225
+ }
226
+
227
+ template<bool DoLDLT>
228
+ void factorize_preordered(const CholMatrixType& a);
229
+
230
+ void analyzePattern(const MatrixType& a, bool doLDLT)
231
+ {
232
+ eigen_assert(a.rows()==a.cols());
233
+ Index size = a.cols();
234
+ CholMatrixType tmp(size,size);
235
+ ConstCholMatrixPtr pmat;
236
+ ordering(a, pmat, tmp);
237
+ analyzePattern_preordered(*pmat,doLDLT);
238
+ }
239
+ void analyzePattern_preordered(const CholMatrixType& a, bool doLDLT);
240
+
241
+ void ordering(const MatrixType& a, ConstCholMatrixPtr &pmat, CholMatrixType& ap);
242
+
243
+ /** keeps off-diagonal entries; drops diagonal entries */
244
+ struct keep_diag {
245
+ inline bool operator() (const Index& row, const Index& col, const Scalar&) const
246
+ {
247
+ return row!=col;
248
+ }
249
+ };
250
+
251
+ mutable ComputationInfo m_info;
252
+ bool m_factorizationIsOk;
253
+ bool m_analysisIsOk;
254
+
255
+ CholMatrixType m_matrix;
256
+ VectorType m_diag; // the diagonal coefficients (LDLT mode)
257
+ VectorI m_parent; // elimination tree
258
+ VectorI m_nonZerosPerCol;
259
+ PermutationMatrix<Dynamic,Dynamic,StorageIndex> m_P; // the permutation
260
+ PermutationMatrix<Dynamic,Dynamic,StorageIndex> m_Pinv; // the inverse permutation
261
+
262
+ RealScalar m_shiftOffset;
263
+ RealScalar m_shiftScale;
264
+ };
265
+
266
+ template<typename _MatrixType, int _UpLo = Lower, typename _Ordering = AMDOrdering<typename _MatrixType::StorageIndex> > class SimplicialLLT;
267
+ template<typename _MatrixType, int _UpLo = Lower, typename _Ordering = AMDOrdering<typename _MatrixType::StorageIndex> > class SimplicialLDLT;
268
+ template<typename _MatrixType, int _UpLo = Lower, typename _Ordering = AMDOrdering<typename _MatrixType::StorageIndex> > class SimplicialCholesky;
269
+
270
+ namespace internal {
271
+
272
+ template<typename _MatrixType, int _UpLo, typename _Ordering> struct traits<SimplicialLLT<_MatrixType,_UpLo,_Ordering> >
273
+ {
274
+ typedef _MatrixType MatrixType;
275
+ typedef _Ordering OrderingType;
276
+ enum { UpLo = _UpLo };
277
+ typedef typename MatrixType::Scalar Scalar;
278
+ typedef typename MatrixType::StorageIndex StorageIndex;
279
+ typedef SparseMatrix<Scalar, ColMajor, StorageIndex> CholMatrixType;
280
+ typedef TriangularView<const CholMatrixType, Eigen::Lower> MatrixL;
281
+ typedef TriangularView<const typename CholMatrixType::AdjointReturnType, Eigen::Upper> MatrixU;
282
+ static inline MatrixL getL(const MatrixType& m) { return MatrixL(m); }
283
+ static inline MatrixU getU(const MatrixType& m) { return MatrixU(m.adjoint()); }
284
+ };
285
+
286
+ template<typename _MatrixType,int _UpLo, typename _Ordering> struct traits<SimplicialLDLT<_MatrixType,_UpLo,_Ordering> >
287
+ {
288
+ typedef _MatrixType MatrixType;
289
+ typedef _Ordering OrderingType;
290
+ enum { UpLo = _UpLo };
291
+ typedef typename MatrixType::Scalar Scalar;
292
+ typedef typename MatrixType::StorageIndex StorageIndex;
293
+ typedef SparseMatrix<Scalar, ColMajor, StorageIndex> CholMatrixType;
294
+ typedef TriangularView<const CholMatrixType, Eigen::UnitLower> MatrixL;
295
+ typedef TriangularView<const typename CholMatrixType::AdjointReturnType, Eigen::UnitUpper> MatrixU;
296
+ static inline MatrixL getL(const MatrixType& m) { return MatrixL(m); }
297
+ static inline MatrixU getU(const MatrixType& m) { return MatrixU(m.adjoint()); }
298
+ };
299
+
300
+ template<typename _MatrixType, int _UpLo, typename _Ordering> struct traits<SimplicialCholesky<_MatrixType,_UpLo,_Ordering> >
301
+ {
302
+ typedef _MatrixType MatrixType;
303
+ typedef _Ordering OrderingType;
304
+ enum { UpLo = _UpLo };
305
+ };
306
+
307
+ }
308
+
309
+ /** \ingroup SparseCholesky_Module
310
+ * \class SimplicialLLT
311
+ * \brief A direct sparse LLT Cholesky factorizations
312
+ *
313
+ * This class provides a LL^T Cholesky factorizations of sparse matrices that are
314
+ * selfadjoint and positive definite. The factorization allows for solving A.X = B where
315
+ * X and B can be either dense or sparse.
316
+ *
317
+ * In order to reduce the fill-in, a symmetric permutation P is applied prior to the factorization
318
+ * such that the factorized matrix is P A P^-1.
319
+ *
320
+ * \tparam _MatrixType the type of the sparse matrix A, it must be a SparseMatrix<>
321
+ * \tparam _UpLo the triangular part that will be used for the computations. It can be Lower
322
+ * or Upper. Default is Lower.
323
+ * \tparam _Ordering The ordering method to use, either AMDOrdering<> or NaturalOrdering<>. Default is AMDOrdering<>
324
+ *
325
+ * \implsparsesolverconcept
326
+ *
327
+ * \sa class SimplicialLDLT, class AMDOrdering, class NaturalOrdering
328
+ */
329
+ template<typename _MatrixType, int _UpLo, typename _Ordering>
330
+ class SimplicialLLT : public SimplicialCholeskyBase<SimplicialLLT<_MatrixType,_UpLo,_Ordering> >
331
+ {
332
+ public:
333
+ typedef _MatrixType MatrixType;
334
+ enum { UpLo = _UpLo };
335
+ typedef SimplicialCholeskyBase<SimplicialLLT> Base;
336
+ typedef typename MatrixType::Scalar Scalar;
337
+ typedef typename MatrixType::RealScalar RealScalar;
338
+ typedef typename MatrixType::StorageIndex StorageIndex;
339
+ typedef SparseMatrix<Scalar,ColMajor,Index> CholMatrixType;
340
+ typedef Matrix<Scalar,Dynamic,1> VectorType;
341
+ typedef internal::traits<SimplicialLLT> Traits;
342
+ typedef typename Traits::MatrixL MatrixL;
343
+ typedef typename Traits::MatrixU MatrixU;
344
+ public:
345
+ /** Default constructor */
346
+ SimplicialLLT() : Base() {}
347
+ /** Constructs and performs the LLT factorization of \a matrix */
348
+ explicit SimplicialLLT(const MatrixType& matrix)
349
+ : Base(matrix) {}
350
+
351
+ /** \returns an expression of the factor L */
352
+ inline const MatrixL matrixL() const {
353
+ eigen_assert(Base::m_factorizationIsOk && "Simplicial LLT not factorized");
354
+ return Traits::getL(Base::m_matrix);
355
+ }
356
+
357
+ /** \returns an expression of the factor U (= L^*) */
358
+ inline const MatrixU matrixU() const {
359
+ eigen_assert(Base::m_factorizationIsOk && "Simplicial LLT not factorized");
360
+ return Traits::getU(Base::m_matrix);
361
+ }
362
+
363
+ /** Computes the sparse Cholesky decomposition of \a matrix */
364
+ SimplicialLLT& compute(const MatrixType& matrix)
365
+ {
366
+ Base::template compute<false>(matrix);
367
+ return *this;
368
+ }
369
+
370
+ /** Performs a symbolic decomposition on the sparcity of \a matrix.
371
+ *
372
+ * This function is particularly useful when solving for several problems having the same structure.
373
+ *
374
+ * \sa factorize()
375
+ */
376
+ void analyzePattern(const MatrixType& a)
377
+ {
378
+ Base::analyzePattern(a, false);
379
+ }
380
+
381
+ /** Performs a numeric decomposition of \a matrix
382
+ *
383
+ * The given matrix must has the same sparcity than the matrix on which the symbolic decomposition has been performed.
384
+ *
385
+ * \sa analyzePattern()
386
+ */
387
+ void factorize(const MatrixType& a)
388
+ {
389
+ Base::template factorize<false>(a);
390
+ }
391
+
392
+ /** \returns the determinant of the underlying matrix from the current factorization */
393
+ Scalar determinant() const
394
+ {
395
+ Scalar detL = Base::m_matrix.diagonal().prod();
396
+ return numext::abs2(detL);
397
+ }
398
+ };
399
+
400
+ /** \ingroup SparseCholesky_Module
401
+ * \class SimplicialLDLT
402
+ * \brief A direct sparse LDLT Cholesky factorizations without square root.
403
+ *
404
+ * This class provides a LDL^T Cholesky factorizations without square root of sparse matrices that are
405
+ * selfadjoint and positive definite. The factorization allows for solving A.X = B where
406
+ * X and B can be either dense or sparse.
407
+ *
408
+ * In order to reduce the fill-in, a symmetric permutation P is applied prior to the factorization
409
+ * such that the factorized matrix is P A P^-1.
410
+ *
411
+ * \tparam _MatrixType the type of the sparse matrix A, it must be a SparseMatrix<>
412
+ * \tparam _UpLo the triangular part that will be used for the computations. It can be Lower
413
+ * or Upper. Default is Lower.
414
+ * \tparam _Ordering The ordering method to use, either AMDOrdering<> or NaturalOrdering<>. Default is AMDOrdering<>
415
+ *
416
+ * \implsparsesolverconcept
417
+ *
418
+ * \sa class SimplicialLLT, class AMDOrdering, class NaturalOrdering
419
+ */
420
+ template<typename _MatrixType, int _UpLo, typename _Ordering>
421
+ class SimplicialLDLT : public SimplicialCholeskyBase<SimplicialLDLT<_MatrixType,_UpLo,_Ordering> >
422
+ {
423
+ public:
424
+ typedef _MatrixType MatrixType;
425
+ enum { UpLo = _UpLo };
426
+ typedef SimplicialCholeskyBase<SimplicialLDLT> Base;
427
+ typedef typename MatrixType::Scalar Scalar;
428
+ typedef typename MatrixType::RealScalar RealScalar;
429
+ typedef typename MatrixType::StorageIndex StorageIndex;
430
+ typedef SparseMatrix<Scalar,ColMajor,StorageIndex> CholMatrixType;
431
+ typedef Matrix<Scalar,Dynamic,1> VectorType;
432
+ typedef internal::traits<SimplicialLDLT> Traits;
433
+ typedef typename Traits::MatrixL MatrixL;
434
+ typedef typename Traits::MatrixU MatrixU;
435
+ public:
436
+ /** Default constructor */
437
+ SimplicialLDLT() : Base() {}
438
+
439
+ /** Constructs and performs the LLT factorization of \a matrix */
440
+ explicit SimplicialLDLT(const MatrixType& matrix)
441
+ : Base(matrix) {}
442
+
443
+ /** \returns a vector expression of the diagonal D */
444
+ inline const VectorType vectorD() const {
445
+ eigen_assert(Base::m_factorizationIsOk && "Simplicial LDLT not factorized");
446
+ return Base::m_diag;
447
+ }
448
+ /** \returns an expression of the factor L */
449
+ inline const MatrixL matrixL() const {
450
+ eigen_assert(Base::m_factorizationIsOk && "Simplicial LDLT not factorized");
451
+ return Traits::getL(Base::m_matrix);
452
+ }
453
+
454
+ /** \returns an expression of the factor U (= L^*) */
455
+ inline const MatrixU matrixU() const {
456
+ eigen_assert(Base::m_factorizationIsOk && "Simplicial LDLT not factorized");
457
+ return Traits::getU(Base::m_matrix);
458
+ }
459
+
460
+ /** Computes the sparse Cholesky decomposition of \a matrix */
461
+ SimplicialLDLT& compute(const MatrixType& matrix)
462
+ {
463
+ Base::template compute<true>(matrix);
464
+ return *this;
465
+ }
466
+
467
+ /** Performs a symbolic decomposition on the sparcity of \a matrix.
468
+ *
469
+ * This function is particularly useful when solving for several problems having the same structure.
470
+ *
471
+ * \sa factorize()
472
+ */
473
+ void analyzePattern(const MatrixType& a)
474
+ {
475
+ Base::analyzePattern(a, true);
476
+ }
477
+
478
+ /** Performs a numeric decomposition of \a matrix
479
+ *
480
+ * The given matrix must has the same sparcity than the matrix on which the symbolic decomposition has been performed.
481
+ *
482
+ * \sa analyzePattern()
483
+ */
484
+ void factorize(const MatrixType& a)
485
+ {
486
+ Base::template factorize<true>(a);
487
+ }
488
+
489
+ /** \returns the determinant of the underlying matrix from the current factorization */
490
+ Scalar determinant() const
491
+ {
492
+ return Base::m_diag.prod();
493
+ }
494
+ };
495
+
496
+ /** \deprecated use SimplicialLDLT or class SimplicialLLT
497
+ * \ingroup SparseCholesky_Module
498
+ * \class SimplicialCholesky
499
+ *
500
+ * \sa class SimplicialLDLT, class SimplicialLLT
501
+ */
502
+ template<typename _MatrixType, int _UpLo, typename _Ordering>
503
+ class SimplicialCholesky : public SimplicialCholeskyBase<SimplicialCholesky<_MatrixType,_UpLo,_Ordering> >
504
+ {
505
+ public:
506
+ typedef _MatrixType MatrixType;
507
+ enum { UpLo = _UpLo };
508
+ typedef SimplicialCholeskyBase<SimplicialCholesky> Base;
509
+ typedef typename MatrixType::Scalar Scalar;
510
+ typedef typename MatrixType::RealScalar RealScalar;
511
+ typedef typename MatrixType::StorageIndex StorageIndex;
512
+ typedef SparseMatrix<Scalar,ColMajor,StorageIndex> CholMatrixType;
513
+ typedef Matrix<Scalar,Dynamic,1> VectorType;
514
+ typedef internal::traits<SimplicialCholesky> Traits;
515
+ typedef internal::traits<SimplicialLDLT<MatrixType,UpLo> > LDLTTraits;
516
+ typedef internal::traits<SimplicialLLT<MatrixType,UpLo> > LLTTraits;
517
+ public:
518
+ SimplicialCholesky() : Base(), m_LDLT(true) {}
519
+
520
+ explicit SimplicialCholesky(const MatrixType& matrix)
521
+ : Base(), m_LDLT(true)
522
+ {
523
+ compute(matrix);
524
+ }
525
+
526
+ SimplicialCholesky& setMode(SimplicialCholeskyMode mode)
527
+ {
528
+ switch(mode)
529
+ {
530
+ case SimplicialCholeskyLLT:
531
+ m_LDLT = false;
532
+ break;
533
+ case SimplicialCholeskyLDLT:
534
+ m_LDLT = true;
535
+ break;
536
+ default:
537
+ break;
538
+ }
539
+
540
+ return *this;
541
+ }
542
+
543
+ inline const VectorType vectorD() const {
544
+ eigen_assert(Base::m_factorizationIsOk && "Simplicial Cholesky not factorized");
545
+ return Base::m_diag;
546
+ }
547
+ inline const CholMatrixType rawMatrix() const {
548
+ eigen_assert(Base::m_factorizationIsOk && "Simplicial Cholesky not factorized");
549
+ return Base::m_matrix;
550
+ }
551
+
552
+ /** Computes the sparse Cholesky decomposition of \a matrix */
553
+ SimplicialCholesky& compute(const MatrixType& matrix)
554
+ {
555
+ if(m_LDLT)
556
+ Base::template compute<true>(matrix);
557
+ else
558
+ Base::template compute<false>(matrix);
559
+ return *this;
560
+ }
561
+
562
+ /** Performs a symbolic decomposition on the sparcity of \a matrix.
563
+ *
564
+ * This function is particularly useful when solving for several problems having the same structure.
565
+ *
566
+ * \sa factorize()
567
+ */
568
+ void analyzePattern(const MatrixType& a)
569
+ {
570
+ Base::analyzePattern(a, m_LDLT);
571
+ }
572
+
573
+ /** Performs a numeric decomposition of \a matrix
574
+ *
575
+ * The given matrix must has the same sparcity than the matrix on which the symbolic decomposition has been performed.
576
+ *
577
+ * \sa analyzePattern()
578
+ */
579
+ void factorize(const MatrixType& a)
580
+ {
581
+ if(m_LDLT)
582
+ Base::template factorize<true>(a);
583
+ else
584
+ Base::template factorize<false>(a);
585
+ }
586
+
587
+ /** \internal */
588
+ template<typename Rhs,typename Dest>
589
+ void _solve_impl(const MatrixBase<Rhs> &b, MatrixBase<Dest> &dest) const
590
+ {
591
+ eigen_assert(Base::m_factorizationIsOk && "The decomposition is not in a valid state for solving, you must first call either compute() or symbolic()/numeric()");
592
+ eigen_assert(Base::m_matrix.rows()==b.rows());
593
+
594
+ if(Base::m_info!=Success)
595
+ return;
596
+
597
+ if(Base::m_P.size()>0)
598
+ dest = Base::m_P * b;
599
+ else
600
+ dest = b;
601
+
602
+ if(Base::m_matrix.nonZeros()>0) // otherwise L==I
603
+ {
604
+ if(m_LDLT)
605
+ LDLTTraits::getL(Base::m_matrix).solveInPlace(dest);
606
+ else
607
+ LLTTraits::getL(Base::m_matrix).solveInPlace(dest);
608
+ }
609
+
610
+ if(Base::m_diag.size()>0)
611
+ dest = Base::m_diag.asDiagonal().inverse() * dest;
612
+
613
+ if (Base::m_matrix.nonZeros()>0) // otherwise I==I
614
+ {
615
+ if(m_LDLT)
616
+ LDLTTraits::getU(Base::m_matrix).solveInPlace(dest);
617
+ else
618
+ LLTTraits::getU(Base::m_matrix).solveInPlace(dest);
619
+ }
620
+
621
+ if(Base::m_P.size()>0)
622
+ dest = Base::m_Pinv * dest;
623
+ }
624
+
625
+ /** \internal */
626
+ template<typename Rhs,typename Dest>
627
+ void _solve_impl(const SparseMatrixBase<Rhs> &b, SparseMatrixBase<Dest> &dest) const
628
+ {
629
+ internal::solve_sparse_through_dense_panels(*this, b, dest);
630
+ }
631
+
632
+ Scalar determinant() const
633
+ {
634
+ if(m_LDLT)
635
+ {
636
+ return Base::m_diag.prod();
637
+ }
638
+ else
639
+ {
640
+ Scalar detL = Diagonal<const CholMatrixType>(Base::m_matrix).prod();
641
+ return numext::abs2(detL);
642
+ }
643
+ }
644
+
645
+ protected:
646
+ bool m_LDLT;
647
+ };
648
+
649
+ template<typename Derived>
650
+ void SimplicialCholeskyBase<Derived>::ordering(const MatrixType& a, ConstCholMatrixPtr &pmat, CholMatrixType& ap)
651
+ {
652
+ eigen_assert(a.rows()==a.cols());
653
+ const Index size = a.rows();
654
+ pmat = &ap;
655
+ // Note that ordering methods compute the inverse permutation
656
+ if(!internal::is_same<OrderingType,NaturalOrdering<Index> >::value)
657
+ {
658
+ {
659
+ CholMatrixType C;
660
+ C = a.template selfadjointView<UpLo>();
661
+
662
+ OrderingType ordering;
663
+ ordering(C,m_Pinv);
664
+ }
665
+
666
+ if(m_Pinv.size()>0) m_P = m_Pinv.inverse();
667
+ else m_P.resize(0);
668
+
669
+ ap.resize(size,size);
670
+ ap.template selfadjointView<Upper>() = a.template selfadjointView<UpLo>().twistedBy(m_P);
671
+ }
672
+ else
673
+ {
674
+ m_Pinv.resize(0);
675
+ m_P.resize(0);
676
+ if(int(UpLo)==int(Lower) || MatrixType::IsRowMajor)
677
+ {
678
+ // we have to transpose the lower part to to the upper one
679
+ ap.resize(size,size);
680
+ ap.template selfadjointView<Upper>() = a.template selfadjointView<UpLo>();
681
+ }
682
+ else
683
+ internal::simplicial_cholesky_grab_input<CholMatrixType,MatrixType>::run(a, pmat, ap);
684
+ }
685
+ }
686
+
687
+ } // end namespace Eigen
688
+
689
+ #endif // EIGEN_SIMPLICIAL_CHOLESKY_H