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
  334. data/vendor/eigen/README.md +3 -0
  335. data/vendor/eigen/bench/README.txt +55 -0
  336. data/vendor/eigen/bench/btl/COPYING +340 -0
  337. data/vendor/eigen/bench/btl/README +154 -0
  338. data/vendor/eigen/bench/tensors/README +21 -0
  339. data/vendor/eigen/blas/README.txt +6 -0
  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
  345. data/vendor/tomotopy/LICENSE +21 -0
  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 +1,169 @@
1
+ #pragma once
2
+ #include <memory>
3
+ #include <iterator>
4
+ #include <limits>
5
+
6
+ namespace tomoto
7
+ {
8
+ namespace sample
9
+ {
10
+ template<typename _Precision = uint32_t>
11
+ class AliasMethod
12
+ {
13
+ std::unique_ptr<_Precision[]> arr;
14
+ std::unique_ptr<size_t[]> alias;
15
+ size_t msize = 0, bitsize = 0;
16
+
17
+ public:
18
+ AliasMethod()
19
+ {
20
+ }
21
+
22
+ AliasMethod(const AliasMethod& o)
23
+ {
24
+ operator=(o);
25
+ }
26
+
27
+ AliasMethod(AliasMethod&& o)
28
+ {
29
+ operator=(o);
30
+ }
31
+
32
+ AliasMethod& operator=(const AliasMethod& o)
33
+ {
34
+ msize = o.msize;
35
+ bitsize = o.bitsize;
36
+ if (msize)
37
+ {
38
+ arr = make_unique<_Precision[]>(1 << bitsize);
39
+ alias = make_unique<size_t[]>(1 << bitsize);
40
+
41
+ std::copy(o.arr.get(), o.arr.get() + (1 << bitsize), arr.get());
42
+ std::copy(o.alias.get(), o.alias.get() + (1 << bitsize), alias.get());
43
+ }
44
+ return *this;
45
+ }
46
+
47
+ AliasMethod& operator=(AliasMethod&& o)
48
+ {
49
+ msize = o.msize;
50
+ bitsize = o.bitsize;
51
+ std::swap(arr, o.arr);
52
+ std::swap(alias, o.alias);
53
+ return *this;
54
+ }
55
+
56
+ template<typename _Iter>
57
+ AliasMethod(_Iter first, _Iter last)
58
+ {
59
+ buildTable(first, last);
60
+ }
61
+
62
+ template<typename _Iter>
63
+ void buildTable(_Iter first, _Iter last)
64
+ {
65
+ size_t psize, nbsize;
66
+ msize = 0;
67
+ double sum = 0;
68
+ for (auto it = first; it != last; ++it, ++msize)
69
+ {
70
+ sum += *it;
71
+ }
72
+
73
+ if (!std::isfinite(sum)) THROW_ERROR_WITH_INFO(exception::InvalidArgument, "cannot build NaN value distribution");
74
+
75
+ // ceil to power of 2
76
+ nbsize = log2_ceil(msize);
77
+ psize = (size_t)1 << nbsize;
78
+
79
+ if (nbsize != bitsize)
80
+ {
81
+ arr = make_unique<_Precision[]>(psize);
82
+ std::fill(arr.get(), arr.get() + psize, 0);
83
+ alias = make_unique<size_t[]>(psize);
84
+ bitsize = nbsize;
85
+ }
86
+
87
+ sum /= psize;
88
+
89
+ auto f = make_unique<double[]>(psize);
90
+ auto pf = f.get();
91
+ for (auto it = first; it != last; ++it, ++pf)
92
+ {
93
+ *pf = *it / sum;
94
+ }
95
+ std::fill(pf, pf + psize - msize, 0);
96
+
97
+ size_t over = 0, under = 0, mm;
98
+ while (over < psize && f[over] < 1) ++over;
99
+ while (under < psize && f[under] >= 1) ++under;
100
+ mm = under + 1;
101
+
102
+ while (over < psize && under < psize)
103
+ {
104
+ arr[under] = f[under] * (std::numeric_limits<_Precision>::max() + 1.0);
105
+ alias[under] = over;
106
+ f[over] += f[under] - 1;
107
+ if (f[over] >= 1 || mm <= over)
108
+ {
109
+ for (under = mm; under < psize && f[under] >= 1; ++under);
110
+ mm = under + 1;
111
+ }
112
+ else
113
+ {
114
+ under = over;
115
+ }
116
+
117
+ while (over < psize && f[over] < 1) ++over;
118
+ }
119
+
120
+ for (; over < psize; ++over)
121
+ {
122
+ if (f[over] >= 1)
123
+ {
124
+ arr[over] = std::numeric_limits<_Precision>::max();
125
+ alias[over] = over;
126
+ }
127
+ }
128
+
129
+ if (under < psize)
130
+ {
131
+ arr[under] = std::numeric_limits<_Precision>::max();
132
+ alias[under] = under;
133
+ for (under = mm; under < msize; ++under)
134
+ {
135
+ if (f[under] < 1)
136
+ {
137
+ arr[under] = std::numeric_limits<_Precision>::max();
138
+ alias[under] = under;
139
+ }
140
+ }
141
+ }
142
+ }
143
+
144
+ template<typename _Rng>
145
+ size_t operator()(_Rng& rng) const
146
+ {
147
+ auto x = rng();
148
+ size_t a;
149
+ if (sizeof(_Precision) < sizeof(typename _Rng::result_type))
150
+ {
151
+ a = x >> (sizeof(x) * 8 - bitsize);
152
+ }
153
+ else
154
+ {
155
+ a = rng() & ((1 << bitsize) - 1);
156
+ }
157
+
158
+ _Precision b = (_Precision)x;
159
+ if (b < arr[a])
160
+ {
161
+ assert(a < msize);
162
+ return a;
163
+ }
164
+ assert(alias[a] < msize);
165
+ return alias[a];
166
+ }
167
+ };
168
+ }
169
+ }
@@ -0,0 +1,80 @@
1
+ #pragma once
2
+ #include <random>
3
+ #include <exception>
4
+ #include <unordered_map>
5
+ #include <vector>
6
+ #include <iostream>
7
+ #include <sstream>
8
+ #include <cassert>
9
+ #include "serializer.hpp"
10
+
11
+ namespace tomoto
12
+ {
13
+ using Vid = uint32_t;
14
+ using Tid = uint16_t;
15
+ using Float = float;
16
+
17
+ class Dictionary
18
+ {
19
+ protected:
20
+ std::unordered_map<std::string, Vid> dict;
21
+ std::vector<std::string> id2word;
22
+ public:
23
+ Vid add(const std::string& word)
24
+ {
25
+ auto it = dict.find(word);
26
+ if (it == dict.end())
27
+ {
28
+ dict.emplace(std::make_pair(word, dict.size()));
29
+ id2word.emplace_back(word);
30
+ return (Vid)(dict.size() - 1);
31
+ }
32
+ return it->second;
33
+ }
34
+
35
+ size_t size() const { return dict.size(); }
36
+
37
+ std::string toWord(Vid vid) const
38
+ {
39
+ assert(vid < id2word.size());
40
+ return id2word[vid];
41
+ }
42
+
43
+ Vid toWid(const std::string& word) const
44
+ {
45
+ auto it = dict.find(word);
46
+ if (it == dict.end()) return (Vid)-1;
47
+ return it->second;
48
+ }
49
+
50
+ void serializerWrite(std::ostream& writer) const
51
+ {
52
+ serializer::writeMany(writer, serializer::to_key("Dict"), id2word);
53
+ }
54
+
55
+ void serializerRead(std::istream& reader)
56
+ {
57
+ serializer::readMany(reader, serializer::to_key("Dict"), id2word);
58
+ for (size_t i = 0; i < id2word.size(); ++i)
59
+ {
60
+ dict.emplace(id2word[i], i);
61
+ }
62
+ }
63
+
64
+ void swap(Dictionary& rhs)
65
+ {
66
+ std::swap(dict, rhs.dict);
67
+ std::swap(id2word, rhs.id2word);
68
+ }
69
+
70
+ void reorder(const std::vector<Vid>& order)
71
+ {
72
+ for (auto& p : dict)
73
+ {
74
+ p.second = order[p.second];
75
+ id2word[p.second] = p.first;
76
+ }
77
+ }
78
+ };
79
+
80
+ }
@@ -0,0 +1,181 @@
1
+ #pragma once
2
+ #include <type_traits>
3
+ #include <Eigen/Dense>
4
+ #include "math.h"
5
+
6
+ namespace Eigen
7
+ {
8
+ namespace internal
9
+ {
10
+ template<typename PacketType>
11
+ struct to_int_packet
12
+ {
13
+ typedef PacketType type;
14
+ };
15
+ }
16
+ }
17
+
18
+ #ifdef EIGEN_VECTORIZE_AVX
19
+ #include <immintrin.h>
20
+ #include "avx_gamma.h"
21
+
22
+ namespace Eigen
23
+ {
24
+ namespace internal
25
+ {
26
+ template<> struct to_int_packet<Packet8f>
27
+ {
28
+ typedef Packet8i type;
29
+ };
30
+
31
+ EIGEN_STRONG_INLINE Packet8f p_to_f32(const Packet8i& a)
32
+ {
33
+ return _mm256_cvtepi32_ps(a);
34
+ }
35
+
36
+ }
37
+ }
38
+
39
+ #elif defined(EIGEN_VECTORIZE_SSE2)
40
+ #include <xmmintrin.h>
41
+ #include "sse_gamma.h"
42
+
43
+ namespace Eigen
44
+ {
45
+ namespace internal
46
+ {
47
+ template<> struct to_int_packet<Packet4f>
48
+ {
49
+ typedef Packet4i type;
50
+ };
51
+
52
+ EIGEN_STRONG_INLINE Packet4f p_to_f32(const Packet4i& a)
53
+ {
54
+ return _mm_cvtepi32_ps(a);
55
+ }
56
+
57
+ }
58
+ }
59
+ #endif
60
+
61
+ namespace Eigen
62
+ {
63
+ namespace internal
64
+ {
65
+ template<typename Scalar, typename Scalar2> struct scalar_lgamma_subt_op {
66
+ EIGEN_EMPTY_STRUCT_CTOR(scalar_lgamma_subt_op)
67
+ EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator() (const Scalar& z, const Scalar2& a) const { return tomoto::math::lgammaSubt(z, a); }
68
+ template<typename Packet>
69
+ EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Packet packetOp(const Packet& z, const Packet& a) const
70
+ {
71
+ return lgamma_subt(z, a);
72
+ }
73
+ };
74
+
75
+ template<typename Scalar, typename Scalar2>
76
+ struct functor_traits<scalar_lgamma_subt_op<Scalar, Scalar2> >
77
+ {
78
+ enum {
79
+ Cost = HugeCost,
80
+ PacketAccess = 1
81
+ };
82
+ };
83
+
84
+ template<>
85
+ struct scalar_cast_op<int32_t, float> {
86
+ EIGEN_EMPTY_STRUCT_CTOR(scalar_cast_op)
87
+ typedef float result_type;
88
+ EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const float operator() (const int32_t& a) const { return cast<int32_t, float>(a); }
89
+
90
+ template<typename Packet>
91
+ EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Packet packetOp(const typename to_int_packet<typename std::remove_const<Packet>::type>::type& a) const
92
+ {
93
+ return p_to_f32(a);
94
+ }
95
+ };
96
+
97
+ template<>
98
+ struct functor_traits<scalar_cast_op<int32_t, float> >
99
+ {
100
+ enum { Cost = NumTraits<float>::AddCost, PacketAccess = 1 };
101
+ };
102
+
103
+ template<typename ArgType>
104
+ struct unary_evaluator<CwiseUnaryOp<scalar_cast_op<int32_t, float>, ArgType>, IndexBased >
105
+ : evaluator_base<CwiseUnaryOp<scalar_cast_op<int32_t, float>, ArgType> >
106
+ {
107
+ typedef CwiseUnaryOp<scalar_cast_op<int32_t, float>, ArgType> XprType;
108
+
109
+ enum {
110
+ CoeffReadCost = evaluator<ArgType>::CoeffReadCost + functor_traits<scalar_cast_op<int32_t, float>>::Cost,
111
+
112
+ Flags = evaluator<ArgType>::Flags
113
+ & (HereditaryBits | LinearAccessBit | (functor_traits<scalar_cast_op<int32_t, float>>::PacketAccess ? PacketAccessBit : 0)),
114
+ Alignment = evaluator<ArgType>::Alignment
115
+ };
116
+
117
+ EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
118
+ explicit unary_evaluator(const XprType& op)
119
+ : m_functor(op.functor()),
120
+ m_argImpl(op.nestedExpression())
121
+ {
122
+ EIGEN_INTERNAL_CHECK_COST_VALUE(NumTraits<float>::AddCost);
123
+ EIGEN_INTERNAL_CHECK_COST_VALUE(CoeffReadCost);
124
+ }
125
+
126
+ typedef typename XprType::CoeffReturnType CoeffReturnType;
127
+
128
+ EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
129
+ CoeffReturnType coeff(Index row, Index col) const
130
+ {
131
+ return m_functor(m_argImpl.coeff(row, col));
132
+ }
133
+
134
+ EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
135
+ CoeffReturnType coeff(Index index) const
136
+ {
137
+ return m_functor(m_argImpl.coeff(index));
138
+ }
139
+
140
+ template<int LoadMode, typename PacketType>
141
+ EIGEN_STRONG_INLINE
142
+ PacketType packet(Index row, Index col) const
143
+ {
144
+ return m_functor.packetOp<PacketType>(m_argImpl.template packet<LoadMode, typename to_int_packet<PacketType>::type>(row, col));
145
+ }
146
+
147
+ template<int LoadMode, typename PacketType>
148
+ EIGEN_STRONG_INLINE
149
+ PacketType packet(Index index) const
150
+ {
151
+ return m_functor.packetOp<PacketType>(m_argImpl.template packet<LoadMode, typename to_int_packet<PacketType>::type>(index));
152
+ }
153
+
154
+ protected:
155
+ const scalar_cast_op<int32_t, float> m_functor;
156
+ evaluator<ArgType> m_argImpl;
157
+ };
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+
159
+ }
160
+
161
+ template <typename Derived, typename T> EIGEN_DEVICE_FUNC inline
162
+ const CwiseBinaryOp<internal::scalar_lgamma_subt_op< typename internal::traits<Derived>::Scalar, T >, const Derived,
163
+ const typename internal::plain_constant_type<Derived, T>::type>
164
+ lgamma_subt(const Eigen::ArrayBase<Derived>& x, const T& scalar) {
165
+
166
+ return CwiseBinaryOp<internal::scalar_lgamma_subt_op< typename internal::traits<Derived>::Scalar, T >, const Derived,
167
+ const typename internal::plain_constant_type<Derived, T>::type>(x.derived(),
168
+ typename internal::plain_constant_type<Derived, T>::type(x.derived().rows(), x.derived().cols(), internal::scalar_constant_op<T>(scalar))
169
+ );
170
+ }
171
+
172
+ template<typename Derived, typename Derived2>
173
+ inline const CwiseBinaryOp<internal::scalar_lgamma_subt_op<typename Derived::Scalar, typename Derived2::Scalar>, const Derived, const Derived2>
174
+ lgamma_subt(const Eigen::ArrayBase<Derived>& x, const Eigen::ArrayBase<Derived2>& y)
175
+ {
176
+ return CwiseBinaryOp<internal::scalar_lgamma_subt_op<typename Derived::Scalar, typename Derived2::Scalar>, const Derived, const Derived2>(
177
+ x.derived(),
178
+ y.derived()
179
+ );
180
+ }
181
+ }
@@ -0,0 +1,202 @@
1
+ // Copyright (C) 2016-2019 Yixuan Qiu <yixuan.qiu@cos.name>
2
+ // Under MIT license
3
+ // https://github.com/yixuan/LBFGSpp
4
+ // bab2min modified some features
5
+
6
+ #ifndef LBFGS_H
7
+ #define LBFGS_H
8
+
9
+ #include <Eigen/Core>
10
+ #include "LBFGS/Param.h"
11
+ #include "LBFGS/LineSearchBacktracking.h"
12
+ #include "LBFGS/LineSearchBracketing.h"
13
+
14
+
15
+ namespace LBFGSpp {
16
+
17
+
18
+ ///
19
+ /// LBFGS solver for unconstrained numerical optimization
20
+ ///
21
+ template < typename Scalar,
22
+ template<class> class LineSearch = LineSearchBacktracking >
23
+ class LBFGSSolver
24
+ {
25
+ private:
26
+ typedef Eigen::Matrix<Scalar, Eigen::Dynamic, 1> Vector;
27
+ typedef Eigen::Matrix<Scalar, Eigen::Dynamic, Eigen::Dynamic> Matrix;
28
+ typedef Eigen::Map<Vector> MapVec;
29
+
30
+ static constexpr Scalar epsilon = Scalar(0.001); // add epsilon for preventing division-by-zero
31
+
32
+ LBFGSParam<Scalar> m_param; // Parameters to control the LBFGS algorithm
33
+ Matrix m_s; // History of the s vectors
34
+ Matrix m_y; // History of the y vectors
35
+ Vector m_ys; // History of the s'y values
36
+ Vector m_alpha; // History of the step lengths
37
+ Vector m_fx; // History of the objective function values
38
+ Vector m_xp; // Old x
39
+ Vector m_grad; // New gradient
40
+ Vector m_gradp; // Old gradient
41
+ Vector m_drt; // Moving direction
42
+
43
+ inline void reset(int n)
44
+ {
45
+ const int m = m_param.m;
46
+ m_s.resize(n, m);
47
+ m_y.resize(n, m);
48
+ m_ys.resize(m);
49
+ m_alpha.resize(m);
50
+ m_xp.resize(n);
51
+ m_grad.resize(n);
52
+ m_gradp.resize(n);
53
+ m_drt.resize(n);
54
+ if (m_param.past > 0)
55
+ m_fx.resize(m_param.past);
56
+ }
57
+
58
+ public:
59
+ ///
60
+ /// Constructor for LBFGS solver.
61
+ ///
62
+ /// \param param An object of \ref LBFGSParam to store parameters for the
63
+ /// algorithm
64
+ ///
65
+ LBFGSSolver(const LBFGSParam<Scalar>& param = {}) :
66
+ m_param(param)
67
+ {
68
+ m_param.check_param();
69
+ }
70
+
71
+ ///
72
+ /// Minimizing a multivariate function using LBFGS algorithm.
73
+ /// Exceptions will be thrown if error occurs.
74
+ ///
75
+ /// \param f A function object such that `f(x, grad)` returns the
76
+ /// objective function value at `x`, and overwrites `grad` with
77
+ /// the gradient.
78
+ /// \param x In: An initial guess of the optimal point. Out: The best point
79
+ /// found.
80
+ /// \param fx Out: The objective function value at `x`.
81
+ ///
82
+ /// \return Number of iterations used.
83
+ ///
84
+ template <typename Foo>
85
+ inline int minimize(Foo&& f, Eigen::Ref<Vector> x, Scalar& fx)
86
+ {
87
+ const int n = x.size();
88
+ const int fpast = m_param.past;
89
+ reset(n);
90
+
91
+ // Evaluate function and compute gradient
92
+ fx = f(x, m_grad);
93
+
94
+ Scalar xnorm = x.norm();
95
+ Scalar gnorm = m_grad.norm();
96
+ if (fpast > 0)
97
+ m_fx[0] = fx;
98
+
99
+ // Early exit if the initial x is already a minimizer
100
+ if (gnorm <= m_param.epsilon * std::max(xnorm, Scalar(1.0)))
101
+ {
102
+ return 1;
103
+ }
104
+
105
+ // Initial direction
106
+ m_drt.noalias() = -m_grad;
107
+ // Initial step
108
+ Scalar step = Scalar(1.0) / m_drt.norm();
109
+
110
+ int k = 1;
111
+ int end = 0;
112
+ for (; ; )
113
+ {
114
+ // Save the curent x and gradient
115
+ m_xp.noalias() = x;
116
+ m_gradp.noalias() = m_grad;
117
+
118
+ // Line search to update x, fx and gradient
119
+ LineSearch<Scalar>::LineSearch(f, fx, x, m_grad, step, m_drt, m_xp, m_param);
120
+
121
+ // New x norm and gradient norm
122
+ xnorm = x.norm();
123
+ gnorm = m_grad.norm();
124
+
125
+ // Convergence test -- gradient
126
+ if (gnorm <= m_param.epsilon * std::max(xnorm, Scalar(1.0)))
127
+ {
128
+ return k;
129
+ }
130
+ // Convergence test -- objective function value
131
+ if (fpast > 0)
132
+ {
133
+ if (k >= fpast && std::abs((m_fx[k % fpast] - fx) / fx) < m_param.delta)
134
+ return k;
135
+
136
+ m_fx[k % fpast] = fx;
137
+ }
138
+ // Maximum number of iterations
139
+ if (m_param.max_iterations != 0 && k >= m_param.max_iterations)
140
+ {
141
+ return k;
142
+ }
143
+
144
+ // Update s and y
145
+ // s_{k+1} = x_{k+1} - x_k
146
+ // y_{k+1} = g_{k+1} - g_k
147
+ MapVec svec(&m_s(0, end), n);
148
+ MapVec yvec(&m_y(0, end), n);
149
+ svec.noalias() = x - m_xp;
150
+ yvec.noalias() = m_grad - m_gradp;
151
+
152
+ // ys = y's = 1/rho
153
+ // yy = y'y
154
+ Scalar ys = yvec.dot(svec);
155
+ Scalar yy = yvec.squaredNorm();
156
+
157
+ /* prevent division-by-zero */
158
+ if (yy == 0 || ys == 0)
159
+ {
160
+ ys += epsilon;
161
+ yy += epsilon;
162
+ }
163
+ m_ys[end] = ys;
164
+
165
+ // Recursive formula to compute d = -H * g
166
+ m_drt.noalias() = -m_grad;
167
+ int bound = std::min(m_param.m, k);
168
+ end = (end + 1) % m_param.m;
169
+ int j = end;
170
+ for (int i = 0; i < bound; i++)
171
+ {
172
+ j = (j + m_param.m - 1) % m_param.m;
173
+ MapVec sj(&m_s(0, j), n);
174
+ MapVec yj(&m_y(0, j), n);
175
+ m_alpha[j] = sj.dot(m_drt) / m_ys[j];
176
+ m_drt.noalias() -= m_alpha[j] * yj;
177
+ }
178
+
179
+ m_drt *= (ys / yy);
180
+
181
+ for (int i = 0; i < bound; i++)
182
+ {
183
+ MapVec sj(&m_s(0, j), n);
184
+ MapVec yj(&m_y(0, j), n);
185
+ Scalar beta = yj.dot(m_drt) / m_ys[j];
186
+ m_drt.noalias() += (m_alpha[j] - beta) * sj;
187
+ j = (j + 1) % m_param.m;
188
+ }
189
+
190
+ // step = 1.0 as initial guess
191
+ step = Scalar(1.0);
192
+ k++;
193
+ }
194
+
195
+ return k;
196
+ }
197
+ };
198
+
199
+
200
+ } // namespace LBFGSpp
201
+
202
+ #endif // LBFGS_H