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 +1,118 @@
1
+ /*
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+ Copyright (c) 2011, Intel Corporation. All rights reserved.
3
+
4
+ Redistribution and use in source and binary forms, with or without modification,
5
+ are permitted provided that the following conditions are met:
6
+
7
+ * Redistributions of source code must retain the above copyright notice, this
8
+ list of conditions and the following disclaimer.
9
+ * Redistributions in binary form must reproduce the above copyright notice,
10
+ this list of conditions and the following disclaimer in the documentation
11
+ and/or other materials provided with the distribution.
12
+ * Neither the name of Intel Corporation nor the names of its contributors may
13
+ be used to endorse or promote products derived from this software without
14
+ specific prior written permission.
15
+
16
+ THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
17
+ ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
18
+ WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
19
+ DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR
20
+ ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
21
+ (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
22
+ LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON
23
+ ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
24
+ (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
25
+ SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
26
+
27
+ ********************************************************************************
28
+ * Content : Eigen bindings to BLAS F77
29
+ * Selfadjoint matrix-vector product functionality based on ?SYMV/HEMV.
30
+ ********************************************************************************
31
+ */
32
+
33
+ #ifndef EIGEN_SELFADJOINT_MATRIX_VECTOR_BLAS_H
34
+ #define EIGEN_SELFADJOINT_MATRIX_VECTOR_BLAS_H
35
+
36
+ namespace Eigen {
37
+
38
+ namespace internal {
39
+
40
+ /**********************************************************************
41
+ * This file implements selfadjoint matrix-vector multiplication using BLAS
42
+ **********************************************************************/
43
+
44
+ // symv/hemv specialization
45
+
46
+ template<typename Scalar, typename Index, int StorageOrder, int UpLo, bool ConjugateLhs, bool ConjugateRhs>
47
+ struct selfadjoint_matrix_vector_product_symv :
48
+ selfadjoint_matrix_vector_product<Scalar,Index,StorageOrder,UpLo,ConjugateLhs,ConjugateRhs,BuiltIn> {};
49
+
50
+ #define EIGEN_BLAS_SYMV_SPECIALIZE(Scalar) \
51
+ template<typename Index, int StorageOrder, int UpLo, bool ConjugateLhs, bool ConjugateRhs> \
52
+ struct selfadjoint_matrix_vector_product<Scalar,Index,StorageOrder,UpLo,ConjugateLhs,ConjugateRhs,Specialized> { \
53
+ static void run( \
54
+ Index size, const Scalar* lhs, Index lhsStride, \
55
+ const Scalar* _rhs, Scalar* res, Scalar alpha) { \
56
+ enum {\
57
+ IsColMajor = StorageOrder==ColMajor \
58
+ }; \
59
+ if (IsColMajor == ConjugateLhs) {\
60
+ selfadjoint_matrix_vector_product<Scalar,Index,StorageOrder,UpLo,ConjugateLhs,ConjugateRhs,BuiltIn>::run( \
61
+ size, lhs, lhsStride, _rhs, res, alpha); \
62
+ } else {\
63
+ selfadjoint_matrix_vector_product_symv<Scalar,Index,StorageOrder,UpLo,ConjugateLhs,ConjugateRhs>::run( \
64
+ size, lhs, lhsStride, _rhs, res, alpha); \
65
+ }\
66
+ } \
67
+ }; \
68
+
69
+ EIGEN_BLAS_SYMV_SPECIALIZE(double)
70
+ EIGEN_BLAS_SYMV_SPECIALIZE(float)
71
+ EIGEN_BLAS_SYMV_SPECIALIZE(dcomplex)
72
+ EIGEN_BLAS_SYMV_SPECIALIZE(scomplex)
73
+
74
+ #define EIGEN_BLAS_SYMV_SPECIALIZATION(EIGTYPE,BLASTYPE,BLASFUNC) \
75
+ template<typename Index, int StorageOrder, int UpLo, bool ConjugateLhs, bool ConjugateRhs> \
76
+ struct selfadjoint_matrix_vector_product_symv<EIGTYPE,Index,StorageOrder,UpLo,ConjugateLhs,ConjugateRhs> \
77
+ { \
78
+ typedef Matrix<EIGTYPE,Dynamic,1,ColMajor> SYMVVector;\
79
+ \
80
+ static void run( \
81
+ Index size, const EIGTYPE* lhs, Index lhsStride, \
82
+ const EIGTYPE* _rhs, EIGTYPE* res, EIGTYPE alpha) \
83
+ { \
84
+ enum {\
85
+ IsRowMajor = StorageOrder==RowMajor ? 1 : 0, \
86
+ IsLower = UpLo == Lower ? 1 : 0 \
87
+ }; \
88
+ BlasIndex n=convert_index<BlasIndex>(size), lda=convert_index<BlasIndex>(lhsStride), incx=1, incy=1; \
89
+ EIGTYPE beta(1); \
90
+ const EIGTYPE *x_ptr; \
91
+ char uplo=(IsRowMajor) ? (IsLower ? 'U' : 'L') : (IsLower ? 'L' : 'U'); \
92
+ SYMVVector x_tmp; \
93
+ if (ConjugateRhs) { \
94
+ Map<const SYMVVector, 0 > map_x(_rhs,size,1); \
95
+ x_tmp=map_x.conjugate(); \
96
+ x_ptr=x_tmp.data(); \
97
+ } else x_ptr=_rhs; \
98
+ BLASFUNC(&uplo, &n, (const BLASTYPE*)&numext::real_ref(alpha), (const BLASTYPE*)lhs, &lda, (const BLASTYPE*)x_ptr, &incx, (const BLASTYPE*)&numext::real_ref(beta), (BLASTYPE*)res, &incy); \
99
+ }\
100
+ };
101
+
102
+ #ifdef EIGEN_USE_MKL
103
+ EIGEN_BLAS_SYMV_SPECIALIZATION(double, double, dsymv)
104
+ EIGEN_BLAS_SYMV_SPECIALIZATION(float, float, ssymv)
105
+ EIGEN_BLAS_SYMV_SPECIALIZATION(dcomplex, MKL_Complex16, zhemv)
106
+ EIGEN_BLAS_SYMV_SPECIALIZATION(scomplex, MKL_Complex8, chemv)
107
+ #else
108
+ EIGEN_BLAS_SYMV_SPECIALIZATION(double, double, dsymv_)
109
+ EIGEN_BLAS_SYMV_SPECIALIZATION(float, float, ssymv_)
110
+ EIGEN_BLAS_SYMV_SPECIALIZATION(dcomplex, double, zhemv_)
111
+ EIGEN_BLAS_SYMV_SPECIALIZATION(scomplex, float, chemv_)
112
+ #endif
113
+
114
+ } // end namespace internal
115
+
116
+ } // end namespace Eigen
117
+
118
+ #endif // EIGEN_SELFADJOINT_MATRIX_VECTOR_BLAS_H
@@ -0,0 +1,133 @@
1
+ // This file is part of Eigen, a lightweight C++ template library
2
+ // for linear algebra.
3
+ //
4
+ // Copyright (C) 2009 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_SELFADJOINT_PRODUCT_H
11
+ #define EIGEN_SELFADJOINT_PRODUCT_H
12
+
13
+ /**********************************************************************
14
+ * This file implements a self adjoint product: C += A A^T updating only
15
+ * half of the selfadjoint matrix C.
16
+ * It corresponds to the level 3 SYRK and level 2 SYR Blas routines.
17
+ **********************************************************************/
18
+
19
+ namespace Eigen {
20
+
21
+
22
+ template<typename Scalar, typename Index, int UpLo, bool ConjLhs, bool ConjRhs>
23
+ struct selfadjoint_rank1_update<Scalar,Index,ColMajor,UpLo,ConjLhs,ConjRhs>
24
+ {
25
+ static void run(Index size, Scalar* mat, Index stride, const Scalar* vecX, const Scalar* vecY, const Scalar& alpha)
26
+ {
27
+ internal::conj_if<ConjRhs> cj;
28
+ typedef Map<const Matrix<Scalar,Dynamic,1> > OtherMap;
29
+ typedef typename internal::conditional<ConjLhs,typename OtherMap::ConjugateReturnType,const OtherMap&>::type ConjLhsType;
30
+ for (Index i=0; i<size; ++i)
31
+ {
32
+ Map<Matrix<Scalar,Dynamic,1> >(mat+stride*i+(UpLo==Lower ? i : 0), (UpLo==Lower ? size-i : (i+1)))
33
+ += (alpha * cj(vecY[i])) * ConjLhsType(OtherMap(vecX+(UpLo==Lower ? i : 0),UpLo==Lower ? size-i : (i+1)));
34
+ }
35
+ }
36
+ };
37
+
38
+ template<typename Scalar, typename Index, int UpLo, bool ConjLhs, bool ConjRhs>
39
+ struct selfadjoint_rank1_update<Scalar,Index,RowMajor,UpLo,ConjLhs,ConjRhs>
40
+ {
41
+ static void run(Index size, Scalar* mat, Index stride, const Scalar* vecX, const Scalar* vecY, const Scalar& alpha)
42
+ {
43
+ selfadjoint_rank1_update<Scalar,Index,ColMajor,UpLo==Lower?Upper:Lower,ConjRhs,ConjLhs>::run(size,mat,stride,vecY,vecX,alpha);
44
+ }
45
+ };
46
+
47
+ template<typename MatrixType, typename OtherType, int UpLo, bool OtherIsVector = OtherType::IsVectorAtCompileTime>
48
+ struct selfadjoint_product_selector;
49
+
50
+ template<typename MatrixType, typename OtherType, int UpLo>
51
+ struct selfadjoint_product_selector<MatrixType,OtherType,UpLo,true>
52
+ {
53
+ static void run(MatrixType& mat, const OtherType& other, const typename MatrixType::Scalar& alpha)
54
+ {
55
+ typedef typename MatrixType::Scalar Scalar;
56
+ typedef internal::blas_traits<OtherType> OtherBlasTraits;
57
+ typedef typename OtherBlasTraits::DirectLinearAccessType ActualOtherType;
58
+ typedef typename internal::remove_all<ActualOtherType>::type _ActualOtherType;
59
+ typename internal::add_const_on_value_type<ActualOtherType>::type actualOther = OtherBlasTraits::extract(other.derived());
60
+
61
+ Scalar actualAlpha = alpha * OtherBlasTraits::extractScalarFactor(other.derived());
62
+
63
+ enum {
64
+ StorageOrder = (internal::traits<MatrixType>::Flags&RowMajorBit) ? RowMajor : ColMajor,
65
+ UseOtherDirectly = _ActualOtherType::InnerStrideAtCompileTime==1
66
+ };
67
+ internal::gemv_static_vector_if<Scalar,OtherType::SizeAtCompileTime,OtherType::MaxSizeAtCompileTime,!UseOtherDirectly> static_other;
68
+
69
+ ei_declare_aligned_stack_constructed_variable(Scalar, actualOtherPtr, other.size(),
70
+ (UseOtherDirectly ? const_cast<Scalar*>(actualOther.data()) : static_other.data()));
71
+
72
+ if(!UseOtherDirectly)
73
+ Map<typename _ActualOtherType::PlainObject>(actualOtherPtr, actualOther.size()) = actualOther;
74
+
75
+ selfadjoint_rank1_update<Scalar,Index,StorageOrder,UpLo,
76
+ OtherBlasTraits::NeedToConjugate && NumTraits<Scalar>::IsComplex,
77
+ (!OtherBlasTraits::NeedToConjugate) && NumTraits<Scalar>::IsComplex>
78
+ ::run(other.size(), mat.data(), mat.outerStride(), actualOtherPtr, actualOtherPtr, actualAlpha);
79
+ }
80
+ };
81
+
82
+ template<typename MatrixType, typename OtherType, int UpLo>
83
+ struct selfadjoint_product_selector<MatrixType,OtherType,UpLo,false>
84
+ {
85
+ static void run(MatrixType& mat, const OtherType& other, const typename MatrixType::Scalar& alpha)
86
+ {
87
+ typedef typename MatrixType::Scalar Scalar;
88
+ typedef internal::blas_traits<OtherType> OtherBlasTraits;
89
+ typedef typename OtherBlasTraits::DirectLinearAccessType ActualOtherType;
90
+ typedef typename internal::remove_all<ActualOtherType>::type _ActualOtherType;
91
+ typename internal::add_const_on_value_type<ActualOtherType>::type actualOther = OtherBlasTraits::extract(other.derived());
92
+
93
+ Scalar actualAlpha = alpha * OtherBlasTraits::extractScalarFactor(other.derived());
94
+
95
+ enum {
96
+ IsRowMajor = (internal::traits<MatrixType>::Flags&RowMajorBit) ? 1 : 0,
97
+ OtherIsRowMajor = _ActualOtherType::Flags&RowMajorBit ? 1 : 0
98
+ };
99
+
100
+ Index size = mat.cols();
101
+ Index depth = actualOther.cols();
102
+
103
+ typedef internal::gemm_blocking_space<IsRowMajor ? RowMajor : ColMajor,Scalar,Scalar,
104
+ MatrixType::MaxColsAtCompileTime, MatrixType::MaxColsAtCompileTime, _ActualOtherType::MaxColsAtCompileTime> BlockingType;
105
+
106
+ BlockingType blocking(size, size, depth, 1, false);
107
+
108
+
109
+ internal::general_matrix_matrix_triangular_product<Index,
110
+ Scalar, OtherIsRowMajor ? RowMajor : ColMajor, OtherBlasTraits::NeedToConjugate && NumTraits<Scalar>::IsComplex,
111
+ Scalar, OtherIsRowMajor ? ColMajor : RowMajor, (!OtherBlasTraits::NeedToConjugate) && NumTraits<Scalar>::IsComplex,
112
+ IsRowMajor ? RowMajor : ColMajor, UpLo>
113
+ ::run(size, depth,
114
+ &actualOther.coeffRef(0,0), actualOther.outerStride(), &actualOther.coeffRef(0,0), actualOther.outerStride(),
115
+ mat.data(), mat.outerStride(), actualAlpha, blocking);
116
+ }
117
+ };
118
+
119
+ // high level API
120
+
121
+ template<typename MatrixType, unsigned int UpLo>
122
+ template<typename DerivedU>
123
+ SelfAdjointView<MatrixType,UpLo>& SelfAdjointView<MatrixType,UpLo>
124
+ ::rankUpdate(const MatrixBase<DerivedU>& u, const Scalar& alpha)
125
+ {
126
+ selfadjoint_product_selector<MatrixType,DerivedU,UpLo>::run(_expression().const_cast_derived(), u.derived(), alpha);
127
+
128
+ return *this;
129
+ }
130
+
131
+ } // end namespace Eigen
132
+
133
+ #endif // EIGEN_SELFADJOINT_PRODUCT_H
@@ -0,0 +1,93 @@
1
+ // This file is part of Eigen, a lightweight C++ template library
2
+ // for linear algebra.
3
+ //
4
+ // Copyright (C) 2009 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_SELFADJOINTRANK2UPTADE_H
11
+ #define EIGEN_SELFADJOINTRANK2UPTADE_H
12
+
13
+ namespace Eigen {
14
+
15
+ namespace internal {
16
+
17
+ /* Optimized selfadjoint matrix += alpha * uv' + conj(alpha)*vu'
18
+ * It corresponds to the Level2 syr2 BLAS routine
19
+ */
20
+
21
+ template<typename Scalar, typename Index, typename UType, typename VType, int UpLo>
22
+ struct selfadjoint_rank2_update_selector;
23
+
24
+ template<typename Scalar, typename Index, typename UType, typename VType>
25
+ struct selfadjoint_rank2_update_selector<Scalar,Index,UType,VType,Lower>
26
+ {
27
+ static void run(Scalar* mat, Index stride, const UType& u, const VType& v, const Scalar& alpha)
28
+ {
29
+ const Index size = u.size();
30
+ for (Index i=0; i<size; ++i)
31
+ {
32
+ Map<Matrix<Scalar,Dynamic,1> >(mat+stride*i+i, size-i) +=
33
+ (numext::conj(alpha) * numext::conj(u.coeff(i))) * v.tail(size-i)
34
+ + (alpha * numext::conj(v.coeff(i))) * u.tail(size-i);
35
+ }
36
+ }
37
+ };
38
+
39
+ template<typename Scalar, typename Index, typename UType, typename VType>
40
+ struct selfadjoint_rank2_update_selector<Scalar,Index,UType,VType,Upper>
41
+ {
42
+ static void run(Scalar* mat, Index stride, const UType& u, const VType& v, const Scalar& alpha)
43
+ {
44
+ const Index size = u.size();
45
+ for (Index i=0; i<size; ++i)
46
+ Map<Matrix<Scalar,Dynamic,1> >(mat+stride*i, i+1) +=
47
+ (numext::conj(alpha) * numext::conj(u.coeff(i))) * v.head(i+1)
48
+ + (alpha * numext::conj(v.coeff(i))) * u.head(i+1);
49
+ }
50
+ };
51
+
52
+ template<bool Cond, typename T> struct conj_expr_if
53
+ : conditional<!Cond, const T&,
54
+ CwiseUnaryOp<scalar_conjugate_op<typename traits<T>::Scalar>,T> > {};
55
+
56
+ } // end namespace internal
57
+
58
+ template<typename MatrixType, unsigned int UpLo>
59
+ template<typename DerivedU, typename DerivedV>
60
+ SelfAdjointView<MatrixType,UpLo>& SelfAdjointView<MatrixType,UpLo>
61
+ ::rankUpdate(const MatrixBase<DerivedU>& u, const MatrixBase<DerivedV>& v, const Scalar& alpha)
62
+ {
63
+ typedef internal::blas_traits<DerivedU> UBlasTraits;
64
+ typedef typename UBlasTraits::DirectLinearAccessType ActualUType;
65
+ typedef typename internal::remove_all<ActualUType>::type _ActualUType;
66
+ typename internal::add_const_on_value_type<ActualUType>::type actualU = UBlasTraits::extract(u.derived());
67
+
68
+ typedef internal::blas_traits<DerivedV> VBlasTraits;
69
+ typedef typename VBlasTraits::DirectLinearAccessType ActualVType;
70
+ typedef typename internal::remove_all<ActualVType>::type _ActualVType;
71
+ typename internal::add_const_on_value_type<ActualVType>::type actualV = VBlasTraits::extract(v.derived());
72
+
73
+ // If MatrixType is row major, then we use the routine for lower triangular in the upper triangular case and
74
+ // vice versa, and take the complex conjugate of all coefficients and vector entries.
75
+
76
+ enum { IsRowMajor = (internal::traits<MatrixType>::Flags&RowMajorBit) ? 1 : 0 };
77
+ Scalar actualAlpha = alpha * UBlasTraits::extractScalarFactor(u.derived())
78
+ * numext::conj(VBlasTraits::extractScalarFactor(v.derived()));
79
+ if (IsRowMajor)
80
+ actualAlpha = numext::conj(actualAlpha);
81
+
82
+ typedef typename internal::remove_all<typename internal::conj_expr_if<IsRowMajor ^ UBlasTraits::NeedToConjugate,_ActualUType>::type>::type UType;
83
+ typedef typename internal::remove_all<typename internal::conj_expr_if<IsRowMajor ^ VBlasTraits::NeedToConjugate,_ActualVType>::type>::type VType;
84
+ internal::selfadjoint_rank2_update_selector<Scalar, Index, UType, VType,
85
+ (IsRowMajor ? int(UpLo==Upper ? Lower : Upper) : UpLo)>
86
+ ::run(_expression().const_cast_derived().data(),_expression().outerStride(),UType(actualU),VType(actualV),actualAlpha);
87
+
88
+ return *this;
89
+ }
90
+
91
+ } // end namespace Eigen
92
+
93
+ #endif // EIGEN_SELFADJOINTRANK2UPTADE_H
@@ -0,0 +1,466 @@
1
+ // This file is part of Eigen, a lightweight C++ template library
2
+ // for linear algebra.
3
+ //
4
+ // Copyright (C) 2009 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_TRIANGULAR_MATRIX_MATRIX_H
11
+ #define EIGEN_TRIANGULAR_MATRIX_MATRIX_H
12
+
13
+ namespace Eigen {
14
+
15
+ namespace internal {
16
+
17
+ // template<typename Scalar, int mr, int StorageOrder, bool Conjugate, int Mode>
18
+ // struct gemm_pack_lhs_triangular
19
+ // {
20
+ // Matrix<Scalar,mr,mr,
21
+ // void operator()(Scalar* blockA, const EIGEN_RESTRICT Scalar* _lhs, int lhsStride, int depth, int rows)
22
+ // {
23
+ // conj_if<NumTraits<Scalar>::IsComplex && Conjugate> cj;
24
+ // const_blas_data_mapper<Scalar, StorageOrder> lhs(_lhs,lhsStride);
25
+ // int count = 0;
26
+ // const int peeled_mc = (rows/mr)*mr;
27
+ // for(int i=0; i<peeled_mc; i+=mr)
28
+ // {
29
+ // for(int k=0; k<depth; k++)
30
+ // for(int w=0; w<mr; w++)
31
+ // blockA[count++] = cj(lhs(i+w, k));
32
+ // }
33
+ // for(int i=peeled_mc; i<rows; i++)
34
+ // {
35
+ // for(int k=0; k<depth; k++)
36
+ // blockA[count++] = cj(lhs(i, k));
37
+ // }
38
+ // }
39
+ // };
40
+
41
+ /* Optimized triangular matrix * matrix (_TRMM++) product built on top of
42
+ * the general matrix matrix product.
43
+ */
44
+ template <typename Scalar, typename Index,
45
+ int Mode, bool LhsIsTriangular,
46
+ int LhsStorageOrder, bool ConjugateLhs,
47
+ int RhsStorageOrder, bool ConjugateRhs,
48
+ int ResStorageOrder, int Version = Specialized>
49
+ struct product_triangular_matrix_matrix;
50
+
51
+ template <typename Scalar, typename Index,
52
+ int Mode, bool LhsIsTriangular,
53
+ int LhsStorageOrder, bool ConjugateLhs,
54
+ int RhsStorageOrder, bool ConjugateRhs, int Version>
55
+ struct product_triangular_matrix_matrix<Scalar,Index,Mode,LhsIsTriangular,
56
+ LhsStorageOrder,ConjugateLhs,
57
+ RhsStorageOrder,ConjugateRhs,RowMajor,Version>
58
+ {
59
+ static EIGEN_STRONG_INLINE void run(
60
+ Index rows, Index cols, Index depth,
61
+ const Scalar* lhs, Index lhsStride,
62
+ const Scalar* rhs, Index rhsStride,
63
+ Scalar* res, Index resStride,
64
+ const Scalar& alpha, level3_blocking<Scalar,Scalar>& blocking)
65
+ {
66
+ product_triangular_matrix_matrix<Scalar, Index,
67
+ (Mode&(UnitDiag|ZeroDiag)) | ((Mode&Upper) ? Lower : Upper),
68
+ (!LhsIsTriangular),
69
+ RhsStorageOrder==RowMajor ? ColMajor : RowMajor,
70
+ ConjugateRhs,
71
+ LhsStorageOrder==RowMajor ? ColMajor : RowMajor,
72
+ ConjugateLhs,
73
+ ColMajor>
74
+ ::run(cols, rows, depth, rhs, rhsStride, lhs, lhsStride, res, resStride, alpha, blocking);
75
+ }
76
+ };
77
+
78
+ // implements col-major += alpha * op(triangular) * op(general)
79
+ template <typename Scalar, typename Index, int Mode,
80
+ int LhsStorageOrder, bool ConjugateLhs,
81
+ int RhsStorageOrder, bool ConjugateRhs, int Version>
82
+ struct product_triangular_matrix_matrix<Scalar,Index,Mode,true,
83
+ LhsStorageOrder,ConjugateLhs,
84
+ RhsStorageOrder,ConjugateRhs,ColMajor,Version>
85
+ {
86
+
87
+ typedef gebp_traits<Scalar,Scalar> Traits;
88
+ enum {
89
+ SmallPanelWidth = 2 * EIGEN_PLAIN_ENUM_MAX(Traits::mr,Traits::nr),
90
+ IsLower = (Mode&Lower) == Lower,
91
+ SetDiag = (Mode&(ZeroDiag|UnitDiag)) ? 0 : 1
92
+ };
93
+
94
+ static EIGEN_DONT_INLINE void run(
95
+ Index _rows, Index _cols, Index _depth,
96
+ const Scalar* _lhs, Index lhsStride,
97
+ const Scalar* _rhs, Index rhsStride,
98
+ Scalar* res, Index resStride,
99
+ const Scalar& alpha, level3_blocking<Scalar,Scalar>& blocking);
100
+ };
101
+
102
+ template <typename Scalar, typename Index, int Mode,
103
+ int LhsStorageOrder, bool ConjugateLhs,
104
+ int RhsStorageOrder, bool ConjugateRhs, int Version>
105
+ EIGEN_DONT_INLINE void product_triangular_matrix_matrix<Scalar,Index,Mode,true,
106
+ LhsStorageOrder,ConjugateLhs,
107
+ RhsStorageOrder,ConjugateRhs,ColMajor,Version>::run(
108
+ Index _rows, Index _cols, Index _depth,
109
+ const Scalar* _lhs, Index lhsStride,
110
+ const Scalar* _rhs, Index rhsStride,
111
+ Scalar* _res, Index resStride,
112
+ const Scalar& alpha, level3_blocking<Scalar,Scalar>& blocking)
113
+ {
114
+ // strip zeros
115
+ Index diagSize = (std::min)(_rows,_depth);
116
+ Index rows = IsLower ? _rows : diagSize;
117
+ Index depth = IsLower ? diagSize : _depth;
118
+ Index cols = _cols;
119
+
120
+ typedef const_blas_data_mapper<Scalar, Index, LhsStorageOrder> LhsMapper;
121
+ typedef const_blas_data_mapper<Scalar, Index, RhsStorageOrder> RhsMapper;
122
+ typedef blas_data_mapper<typename Traits::ResScalar, Index, ColMajor> ResMapper;
123
+ LhsMapper lhs(_lhs,lhsStride);
124
+ RhsMapper rhs(_rhs,rhsStride);
125
+ ResMapper res(_res, resStride);
126
+
127
+ Index kc = blocking.kc(); // cache block size along the K direction
128
+ Index mc = (std::min)(rows,blocking.mc()); // cache block size along the M direction
129
+ // The small panel size must not be larger than blocking size.
130
+ // Usually this should never be the case because SmallPanelWidth^2 is very small
131
+ // compared to L2 cache size, but let's be safe:
132
+ Index panelWidth = (std::min)(Index(SmallPanelWidth),(std::min)(kc,mc));
133
+
134
+ std::size_t sizeA = kc*mc;
135
+ std::size_t sizeB = kc*cols;
136
+
137
+ ei_declare_aligned_stack_constructed_variable(Scalar, blockA, sizeA, blocking.blockA());
138
+ ei_declare_aligned_stack_constructed_variable(Scalar, blockB, sizeB, blocking.blockB());
139
+
140
+ // To work around an "error: member reference base type 'Matrix<...>
141
+ // (Eigen::internal::constructor_without_unaligned_array_assert (*)())' is
142
+ // not a structure or union" compilation error in nvcc (tested V8.0.61),
143
+ // create a dummy internal::constructor_without_unaligned_array_assert
144
+ // object to pass to the Matrix constructor.
145
+ internal::constructor_without_unaligned_array_assert a;
146
+ Matrix<Scalar,SmallPanelWidth,SmallPanelWidth,LhsStorageOrder> triangularBuffer(a);
147
+ triangularBuffer.setZero();
148
+ if((Mode&ZeroDiag)==ZeroDiag)
149
+ triangularBuffer.diagonal().setZero();
150
+ else
151
+ triangularBuffer.diagonal().setOnes();
152
+
153
+ gebp_kernel<Scalar, Scalar, Index, ResMapper, Traits::mr, Traits::nr, ConjugateLhs, ConjugateRhs> gebp_kernel;
154
+ gemm_pack_lhs<Scalar, Index, LhsMapper, Traits::mr, Traits::LhsProgress, LhsStorageOrder> pack_lhs;
155
+ gemm_pack_rhs<Scalar, Index, RhsMapper, Traits::nr,RhsStorageOrder> pack_rhs;
156
+
157
+ for(Index k2=IsLower ? depth : 0;
158
+ IsLower ? k2>0 : k2<depth;
159
+ IsLower ? k2-=kc : k2+=kc)
160
+ {
161
+ Index actual_kc = (std::min)(IsLower ? k2 : depth-k2, kc);
162
+ Index actual_k2 = IsLower ? k2-actual_kc : k2;
163
+
164
+ // align blocks with the end of the triangular part for trapezoidal lhs
165
+ if((!IsLower)&&(k2<rows)&&(k2+actual_kc>rows))
166
+ {
167
+ actual_kc = rows-k2;
168
+ k2 = k2+actual_kc-kc;
169
+ }
170
+
171
+ pack_rhs(blockB, rhs.getSubMapper(actual_k2,0), actual_kc, cols);
172
+
173
+ // the selected lhs's panel has to be split in three different parts:
174
+ // 1 - the part which is zero => skip it
175
+ // 2 - the diagonal block => special kernel
176
+ // 3 - the dense panel below (lower case) or above (upper case) the diagonal block => GEPP
177
+
178
+ // the block diagonal, if any:
179
+ if(IsLower || actual_k2<rows)
180
+ {
181
+ // for each small vertical panels of lhs
182
+ for (Index k1=0; k1<actual_kc; k1+=panelWidth)
183
+ {
184
+ Index actualPanelWidth = std::min<Index>(actual_kc-k1, panelWidth);
185
+ Index lengthTarget = IsLower ? actual_kc-k1-actualPanelWidth : k1;
186
+ Index startBlock = actual_k2+k1;
187
+ Index blockBOffset = k1;
188
+
189
+ // => GEBP with the micro triangular block
190
+ // The trick is to pack this micro block while filling the opposite triangular part with zeros.
191
+ // To this end we do an extra triangular copy to a small temporary buffer
192
+ for (Index k=0;k<actualPanelWidth;++k)
193
+ {
194
+ if (SetDiag)
195
+ triangularBuffer.coeffRef(k,k) = lhs(startBlock+k,startBlock+k);
196
+ for (Index i=IsLower ? k+1 : 0; IsLower ? i<actualPanelWidth : i<k; ++i)
197
+ triangularBuffer.coeffRef(i,k) = lhs(startBlock+i,startBlock+k);
198
+ }
199
+ pack_lhs(blockA, LhsMapper(triangularBuffer.data(), triangularBuffer.outerStride()), actualPanelWidth, actualPanelWidth);
200
+
201
+ gebp_kernel(res.getSubMapper(startBlock, 0), blockA, blockB,
202
+ actualPanelWidth, actualPanelWidth, cols, alpha,
203
+ actualPanelWidth, actual_kc, 0, blockBOffset);
204
+
205
+ // GEBP with remaining micro panel
206
+ if (lengthTarget>0)
207
+ {
208
+ Index startTarget = IsLower ? actual_k2+k1+actualPanelWidth : actual_k2;
209
+
210
+ pack_lhs(blockA, lhs.getSubMapper(startTarget,startBlock), actualPanelWidth, lengthTarget);
211
+
212
+ gebp_kernel(res.getSubMapper(startTarget, 0), blockA, blockB,
213
+ lengthTarget, actualPanelWidth, cols, alpha,
214
+ actualPanelWidth, actual_kc, 0, blockBOffset);
215
+ }
216
+ }
217
+ }
218
+ // the part below (lower case) or above (upper case) the diagonal => GEPP
219
+ {
220
+ Index start = IsLower ? k2 : 0;
221
+ Index end = IsLower ? rows : (std::min)(actual_k2,rows);
222
+ for(Index i2=start; i2<end; i2+=mc)
223
+ {
224
+ const Index actual_mc = (std::min)(i2+mc,end)-i2;
225
+ gemm_pack_lhs<Scalar, Index, LhsMapper, Traits::mr,Traits::LhsProgress, LhsStorageOrder,false>()
226
+ (blockA, lhs.getSubMapper(i2, actual_k2), actual_kc, actual_mc);
227
+
228
+ gebp_kernel(res.getSubMapper(i2, 0), blockA, blockB, actual_mc,
229
+ actual_kc, cols, alpha, -1, -1, 0, 0);
230
+ }
231
+ }
232
+ }
233
+ }
234
+
235
+ // implements col-major += alpha * op(general) * op(triangular)
236
+ template <typename Scalar, typename Index, int Mode,
237
+ int LhsStorageOrder, bool ConjugateLhs,
238
+ int RhsStorageOrder, bool ConjugateRhs, int Version>
239
+ struct product_triangular_matrix_matrix<Scalar,Index,Mode,false,
240
+ LhsStorageOrder,ConjugateLhs,
241
+ RhsStorageOrder,ConjugateRhs,ColMajor,Version>
242
+ {
243
+ typedef gebp_traits<Scalar,Scalar> Traits;
244
+ enum {
245
+ SmallPanelWidth = EIGEN_PLAIN_ENUM_MAX(Traits::mr,Traits::nr),
246
+ IsLower = (Mode&Lower) == Lower,
247
+ SetDiag = (Mode&(ZeroDiag|UnitDiag)) ? 0 : 1
248
+ };
249
+
250
+ static EIGEN_DONT_INLINE void run(
251
+ Index _rows, Index _cols, Index _depth,
252
+ const Scalar* _lhs, Index lhsStride,
253
+ const Scalar* _rhs, Index rhsStride,
254
+ Scalar* res, Index resStride,
255
+ const Scalar& alpha, level3_blocking<Scalar,Scalar>& blocking);
256
+ };
257
+
258
+ template <typename Scalar, typename Index, int Mode,
259
+ int LhsStorageOrder, bool ConjugateLhs,
260
+ int RhsStorageOrder, bool ConjugateRhs, int Version>
261
+ EIGEN_DONT_INLINE void product_triangular_matrix_matrix<Scalar,Index,Mode,false,
262
+ LhsStorageOrder,ConjugateLhs,
263
+ RhsStorageOrder,ConjugateRhs,ColMajor,Version>::run(
264
+ Index _rows, Index _cols, Index _depth,
265
+ const Scalar* _lhs, Index lhsStride,
266
+ const Scalar* _rhs, Index rhsStride,
267
+ Scalar* _res, Index resStride,
268
+ const Scalar& alpha, level3_blocking<Scalar,Scalar>& blocking)
269
+ {
270
+ const Index PacketBytes = packet_traits<Scalar>::size*sizeof(Scalar);
271
+ // strip zeros
272
+ Index diagSize = (std::min)(_cols,_depth);
273
+ Index rows = _rows;
274
+ Index depth = IsLower ? _depth : diagSize;
275
+ Index cols = IsLower ? diagSize : _cols;
276
+
277
+ typedef const_blas_data_mapper<Scalar, Index, LhsStorageOrder> LhsMapper;
278
+ typedef const_blas_data_mapper<Scalar, Index, RhsStorageOrder> RhsMapper;
279
+ typedef blas_data_mapper<typename Traits::ResScalar, Index, ColMajor> ResMapper;
280
+ LhsMapper lhs(_lhs,lhsStride);
281
+ RhsMapper rhs(_rhs,rhsStride);
282
+ ResMapper res(_res, resStride);
283
+
284
+ Index kc = blocking.kc(); // cache block size along the K direction
285
+ Index mc = (std::min)(rows,blocking.mc()); // cache block size along the M direction
286
+
287
+ std::size_t sizeA = kc*mc;
288
+ std::size_t sizeB = kc*cols+EIGEN_MAX_ALIGN_BYTES/sizeof(Scalar);
289
+
290
+ ei_declare_aligned_stack_constructed_variable(Scalar, blockA, sizeA, blocking.blockA());
291
+ ei_declare_aligned_stack_constructed_variable(Scalar, blockB, sizeB, blocking.blockB());
292
+
293
+ internal::constructor_without_unaligned_array_assert a;
294
+ Matrix<Scalar,SmallPanelWidth,SmallPanelWidth,RhsStorageOrder> triangularBuffer(a);
295
+ triangularBuffer.setZero();
296
+ if((Mode&ZeroDiag)==ZeroDiag)
297
+ triangularBuffer.diagonal().setZero();
298
+ else
299
+ triangularBuffer.diagonal().setOnes();
300
+
301
+ gebp_kernel<Scalar, Scalar, Index, ResMapper, Traits::mr, Traits::nr, ConjugateLhs, ConjugateRhs> gebp_kernel;
302
+ gemm_pack_lhs<Scalar, Index, LhsMapper, Traits::mr, Traits::LhsProgress, LhsStorageOrder> pack_lhs;
303
+ gemm_pack_rhs<Scalar, Index, RhsMapper, Traits::nr,RhsStorageOrder> pack_rhs;
304
+ gemm_pack_rhs<Scalar, Index, RhsMapper, Traits::nr,RhsStorageOrder,false,true> pack_rhs_panel;
305
+
306
+ for(Index k2=IsLower ? 0 : depth;
307
+ IsLower ? k2<depth : k2>0;
308
+ IsLower ? k2+=kc : k2-=kc)
309
+ {
310
+ Index actual_kc = (std::min)(IsLower ? depth-k2 : k2, kc);
311
+ Index actual_k2 = IsLower ? k2 : k2-actual_kc;
312
+
313
+ // align blocks with the end of the triangular part for trapezoidal rhs
314
+ if(IsLower && (k2<cols) && (actual_k2+actual_kc>cols))
315
+ {
316
+ actual_kc = cols-k2;
317
+ k2 = actual_k2 + actual_kc - kc;
318
+ }
319
+
320
+ // remaining size
321
+ Index rs = IsLower ? (std::min)(cols,actual_k2) : cols - k2;
322
+ // size of the triangular part
323
+ Index ts = (IsLower && actual_k2>=cols) ? 0 : actual_kc;
324
+
325
+ Scalar* geb = blockB+ts*ts;
326
+ geb = geb + internal::first_aligned<PacketBytes>(geb,PacketBytes/sizeof(Scalar));
327
+
328
+ pack_rhs(geb, rhs.getSubMapper(actual_k2,IsLower ? 0 : k2), actual_kc, rs);
329
+
330
+ // pack the triangular part of the rhs padding the unrolled blocks with zeros
331
+ if(ts>0)
332
+ {
333
+ for (Index j2=0; j2<actual_kc; j2+=SmallPanelWidth)
334
+ {
335
+ Index actualPanelWidth = std::min<Index>(actual_kc-j2, SmallPanelWidth);
336
+ Index actual_j2 = actual_k2 + j2;
337
+ Index panelOffset = IsLower ? j2+actualPanelWidth : 0;
338
+ Index panelLength = IsLower ? actual_kc-j2-actualPanelWidth : j2;
339
+ // general part
340
+ pack_rhs_panel(blockB+j2*actual_kc,
341
+ rhs.getSubMapper(actual_k2+panelOffset, actual_j2),
342
+ panelLength, actualPanelWidth,
343
+ actual_kc, panelOffset);
344
+
345
+ // append the triangular part via a temporary buffer
346
+ for (Index j=0;j<actualPanelWidth;++j)
347
+ {
348
+ if (SetDiag)
349
+ triangularBuffer.coeffRef(j,j) = rhs(actual_j2+j,actual_j2+j);
350
+ for (Index k=IsLower ? j+1 : 0; IsLower ? k<actualPanelWidth : k<j; ++k)
351
+ triangularBuffer.coeffRef(k,j) = rhs(actual_j2+k,actual_j2+j);
352
+ }
353
+
354
+ pack_rhs_panel(blockB+j2*actual_kc,
355
+ RhsMapper(triangularBuffer.data(), triangularBuffer.outerStride()),
356
+ actualPanelWidth, actualPanelWidth,
357
+ actual_kc, j2);
358
+ }
359
+ }
360
+
361
+ for (Index i2=0; i2<rows; i2+=mc)
362
+ {
363
+ const Index actual_mc = (std::min)(mc,rows-i2);
364
+ pack_lhs(blockA, lhs.getSubMapper(i2, actual_k2), actual_kc, actual_mc);
365
+
366
+ // triangular kernel
367
+ if(ts>0)
368
+ {
369
+ for (Index j2=0; j2<actual_kc; j2+=SmallPanelWidth)
370
+ {
371
+ Index actualPanelWidth = std::min<Index>(actual_kc-j2, SmallPanelWidth);
372
+ Index panelLength = IsLower ? actual_kc-j2 : j2+actualPanelWidth;
373
+ Index blockOffset = IsLower ? j2 : 0;
374
+
375
+ gebp_kernel(res.getSubMapper(i2, actual_k2 + j2),
376
+ blockA, blockB+j2*actual_kc,
377
+ actual_mc, panelLength, actualPanelWidth,
378
+ alpha,
379
+ actual_kc, actual_kc, // strides
380
+ blockOffset, blockOffset);// offsets
381
+ }
382
+ }
383
+ gebp_kernel(res.getSubMapper(i2, IsLower ? 0 : k2),
384
+ blockA, geb, actual_mc, actual_kc, rs,
385
+ alpha,
386
+ -1, -1, 0, 0);
387
+ }
388
+ }
389
+ }
390
+
391
+ /***************************************************************************
392
+ * Wrapper to product_triangular_matrix_matrix
393
+ ***************************************************************************/
394
+
395
+ } // end namespace internal
396
+
397
+ namespace internal {
398
+ template<int Mode, bool LhsIsTriangular, typename Lhs, typename Rhs>
399
+ struct triangular_product_impl<Mode,LhsIsTriangular,Lhs,false,Rhs,false>
400
+ {
401
+ template<typename Dest> static void run(Dest& dst, const Lhs &a_lhs, const Rhs &a_rhs, const typename Dest::Scalar& alpha)
402
+ {
403
+ typedef typename Lhs::Scalar LhsScalar;
404
+ typedef typename Rhs::Scalar RhsScalar;
405
+ typedef typename Dest::Scalar Scalar;
406
+
407
+ typedef internal::blas_traits<Lhs> LhsBlasTraits;
408
+ typedef typename LhsBlasTraits::DirectLinearAccessType ActualLhsType;
409
+ typedef typename internal::remove_all<ActualLhsType>::type ActualLhsTypeCleaned;
410
+ typedef internal::blas_traits<Rhs> RhsBlasTraits;
411
+ typedef typename RhsBlasTraits::DirectLinearAccessType ActualRhsType;
412
+ typedef typename internal::remove_all<ActualRhsType>::type ActualRhsTypeCleaned;
413
+
414
+ typename internal::add_const_on_value_type<ActualLhsType>::type lhs = LhsBlasTraits::extract(a_lhs);
415
+ typename internal::add_const_on_value_type<ActualRhsType>::type rhs = RhsBlasTraits::extract(a_rhs);
416
+
417
+ LhsScalar lhs_alpha = LhsBlasTraits::extractScalarFactor(a_lhs);
418
+ RhsScalar rhs_alpha = RhsBlasTraits::extractScalarFactor(a_rhs);
419
+ Scalar actualAlpha = alpha * lhs_alpha * rhs_alpha;
420
+
421
+ typedef internal::gemm_blocking_space<(Dest::Flags&RowMajorBit) ? RowMajor : ColMajor,Scalar,Scalar,
422
+ Lhs::MaxRowsAtCompileTime, Rhs::MaxColsAtCompileTime, Lhs::MaxColsAtCompileTime,4> BlockingType;
423
+
424
+ enum { IsLower = (Mode&Lower) == Lower };
425
+ Index stripedRows = ((!LhsIsTriangular) || (IsLower)) ? lhs.rows() : (std::min)(lhs.rows(),lhs.cols());
426
+ Index stripedCols = ((LhsIsTriangular) || (!IsLower)) ? rhs.cols() : (std::min)(rhs.cols(),rhs.rows());
427
+ Index stripedDepth = LhsIsTriangular ? ((!IsLower) ? lhs.cols() : (std::min)(lhs.cols(),lhs.rows()))
428
+ : ((IsLower) ? rhs.rows() : (std::min)(rhs.rows(),rhs.cols()));
429
+
430
+ BlockingType blocking(stripedRows, stripedCols, stripedDepth, 1, false);
431
+
432
+ internal::product_triangular_matrix_matrix<Scalar, Index,
433
+ Mode, LhsIsTriangular,
434
+ (internal::traits<ActualLhsTypeCleaned>::Flags&RowMajorBit) ? RowMajor : ColMajor, LhsBlasTraits::NeedToConjugate,
435
+ (internal::traits<ActualRhsTypeCleaned>::Flags&RowMajorBit) ? RowMajor : ColMajor, RhsBlasTraits::NeedToConjugate,
436
+ (internal::traits<Dest >::Flags&RowMajorBit) ? RowMajor : ColMajor>
437
+ ::run(
438
+ stripedRows, stripedCols, stripedDepth, // sizes
439
+ &lhs.coeffRef(0,0), lhs.outerStride(), // lhs info
440
+ &rhs.coeffRef(0,0), rhs.outerStride(), // rhs info
441
+ &dst.coeffRef(0,0), dst.outerStride(), // result info
442
+ actualAlpha, blocking
443
+ );
444
+
445
+ // Apply correction if the diagonal is unit and a scalar factor was nested:
446
+ if ((Mode&UnitDiag)==UnitDiag)
447
+ {
448
+ if (LhsIsTriangular && lhs_alpha!=LhsScalar(1))
449
+ {
450
+ Index diagSize = (std::min)(lhs.rows(),lhs.cols());
451
+ dst.topRows(diagSize) -= ((lhs_alpha-LhsScalar(1))*a_rhs).topRows(diagSize);
452
+ }
453
+ else if ((!LhsIsTriangular) && rhs_alpha!=RhsScalar(1))
454
+ {
455
+ Index diagSize = (std::min)(rhs.rows(),rhs.cols());
456
+ dst.leftCols(diagSize) -= (rhs_alpha-RhsScalar(1))*a_lhs.leftCols(diagSize);
457
+ }
458
+ }
459
+ }
460
+ };
461
+
462
+ } // end namespace internal
463
+
464
+ } // end namespace Eigen
465
+
466
+ #endif // EIGEN_TRIANGULAR_MATRIX_MATRIX_H