tomoto 0.1.0

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Files changed (420) hide show
  1. checksums.yaml +7 -0
  2. data/CHANGELOG.md +3 -0
  3. data/LICENSE.txt +22 -0
  4. data/README.md +123 -0
  5. data/ext/tomoto/ext.cpp +245 -0
  6. data/ext/tomoto/extconf.rb +28 -0
  7. data/lib/tomoto.rb +12 -0
  8. data/lib/tomoto/ct.rb +11 -0
  9. data/lib/tomoto/hdp.rb +11 -0
  10. data/lib/tomoto/lda.rb +67 -0
  11. data/lib/tomoto/version.rb +3 -0
  12. data/vendor/EigenRand/EigenRand/Core.h +1139 -0
  13. data/vendor/EigenRand/EigenRand/Dists/Basic.h +111 -0
  14. data/vendor/EigenRand/EigenRand/Dists/Discrete.h +877 -0
  15. data/vendor/EigenRand/EigenRand/Dists/GammaPoisson.h +108 -0
  16. data/vendor/EigenRand/EigenRand/Dists/NormalExp.h +626 -0
  17. data/vendor/EigenRand/EigenRand/EigenRand +19 -0
  18. data/vendor/EigenRand/EigenRand/Macro.h +24 -0
  19. data/vendor/EigenRand/EigenRand/MorePacketMath.h +978 -0
  20. data/vendor/EigenRand/EigenRand/PacketFilter.h +286 -0
  21. data/vendor/EigenRand/EigenRand/PacketRandomEngine.h +624 -0
  22. data/vendor/EigenRand/EigenRand/RandUtils.h +413 -0
  23. data/vendor/EigenRand/EigenRand/doc.h +220 -0
  24. data/vendor/EigenRand/LICENSE +21 -0
  25. data/vendor/EigenRand/README.md +288 -0
  26. data/vendor/eigen/COPYING.BSD +26 -0
  27. data/vendor/eigen/COPYING.GPL +674 -0
  28. data/vendor/eigen/COPYING.LGPL +502 -0
  29. data/vendor/eigen/COPYING.MINPACK +52 -0
  30. data/vendor/eigen/COPYING.MPL2 +373 -0
  31. data/vendor/eigen/COPYING.README +18 -0
  32. data/vendor/eigen/Eigen/CMakeLists.txt +19 -0
  33. data/vendor/eigen/Eigen/Cholesky +46 -0
  34. data/vendor/eigen/Eigen/CholmodSupport +48 -0
  35. data/vendor/eigen/Eigen/Core +537 -0
  36. data/vendor/eigen/Eigen/Dense +7 -0
  37. data/vendor/eigen/Eigen/Eigen +2 -0
  38. data/vendor/eigen/Eigen/Eigenvalues +61 -0
  39. data/vendor/eigen/Eigen/Geometry +62 -0
  40. data/vendor/eigen/Eigen/Householder +30 -0
  41. data/vendor/eigen/Eigen/IterativeLinearSolvers +48 -0
  42. data/vendor/eigen/Eigen/Jacobi +33 -0
  43. data/vendor/eigen/Eigen/LU +50 -0
  44. data/vendor/eigen/Eigen/MetisSupport +35 -0
  45. data/vendor/eigen/Eigen/OrderingMethods +73 -0
  46. data/vendor/eigen/Eigen/PaStiXSupport +48 -0
  47. data/vendor/eigen/Eigen/PardisoSupport +35 -0
  48. data/vendor/eigen/Eigen/QR +51 -0
  49. data/vendor/eigen/Eigen/QtAlignedMalloc +40 -0
  50. data/vendor/eigen/Eigen/SPQRSupport +34 -0
  51. data/vendor/eigen/Eigen/SVD +51 -0
  52. data/vendor/eigen/Eigen/Sparse +36 -0
  53. data/vendor/eigen/Eigen/SparseCholesky +45 -0
  54. data/vendor/eigen/Eigen/SparseCore +69 -0
  55. data/vendor/eigen/Eigen/SparseLU +46 -0
  56. data/vendor/eigen/Eigen/SparseQR +37 -0
  57. data/vendor/eigen/Eigen/StdDeque +27 -0
  58. data/vendor/eigen/Eigen/StdList +26 -0
  59. data/vendor/eigen/Eigen/StdVector +27 -0
  60. data/vendor/eigen/Eigen/SuperLUSupport +64 -0
  61. data/vendor/eigen/Eigen/UmfPackSupport +40 -0
  62. data/vendor/eigen/Eigen/src/Cholesky/LDLT.h +673 -0
  63. data/vendor/eigen/Eigen/src/Cholesky/LLT.h +542 -0
  64. data/vendor/eigen/Eigen/src/Cholesky/LLT_LAPACKE.h +99 -0
  65. data/vendor/eigen/Eigen/src/CholmodSupport/CholmodSupport.h +639 -0
  66. data/vendor/eigen/Eigen/src/Core/Array.h +329 -0
  67. data/vendor/eigen/Eigen/src/Core/ArrayBase.h +226 -0
  68. data/vendor/eigen/Eigen/src/Core/ArrayWrapper.h +209 -0
  69. data/vendor/eigen/Eigen/src/Core/Assign.h +90 -0
  70. data/vendor/eigen/Eigen/src/Core/AssignEvaluator.h +935 -0
  71. data/vendor/eigen/Eigen/src/Core/Assign_MKL.h +178 -0
  72. data/vendor/eigen/Eigen/src/Core/BandMatrix.h +353 -0
  73. data/vendor/eigen/Eigen/src/Core/Block.h +452 -0
  74. data/vendor/eigen/Eigen/src/Core/BooleanRedux.h +164 -0
  75. data/vendor/eigen/Eigen/src/Core/CommaInitializer.h +160 -0
  76. data/vendor/eigen/Eigen/src/Core/ConditionEstimator.h +175 -0
  77. data/vendor/eigen/Eigen/src/Core/CoreEvaluators.h +1688 -0
  78. data/vendor/eigen/Eigen/src/Core/CoreIterators.h +127 -0
  79. data/vendor/eigen/Eigen/src/Core/CwiseBinaryOp.h +184 -0
  80. data/vendor/eigen/Eigen/src/Core/CwiseNullaryOp.h +866 -0
  81. data/vendor/eigen/Eigen/src/Core/CwiseTernaryOp.h +197 -0
  82. data/vendor/eigen/Eigen/src/Core/CwiseUnaryOp.h +103 -0
  83. data/vendor/eigen/Eigen/src/Core/CwiseUnaryView.h +128 -0
  84. data/vendor/eigen/Eigen/src/Core/DenseBase.h +611 -0
  85. data/vendor/eigen/Eigen/src/Core/DenseCoeffsBase.h +681 -0
  86. data/vendor/eigen/Eigen/src/Core/DenseStorage.h +570 -0
  87. data/vendor/eigen/Eigen/src/Core/Diagonal.h +260 -0
  88. data/vendor/eigen/Eigen/src/Core/DiagonalMatrix.h +343 -0
  89. data/vendor/eigen/Eigen/src/Core/DiagonalProduct.h +28 -0
  90. data/vendor/eigen/Eigen/src/Core/Dot.h +318 -0
  91. data/vendor/eigen/Eigen/src/Core/EigenBase.h +159 -0
  92. data/vendor/eigen/Eigen/src/Core/ForceAlignedAccess.h +146 -0
  93. data/vendor/eigen/Eigen/src/Core/Fuzzy.h +155 -0
  94. data/vendor/eigen/Eigen/src/Core/GeneralProduct.h +455 -0
  95. data/vendor/eigen/Eigen/src/Core/GenericPacketMath.h +593 -0
  96. data/vendor/eigen/Eigen/src/Core/GlobalFunctions.h +187 -0
  97. data/vendor/eigen/Eigen/src/Core/IO.h +225 -0
  98. data/vendor/eigen/Eigen/src/Core/Inverse.h +118 -0
  99. data/vendor/eigen/Eigen/src/Core/Map.h +171 -0
  100. data/vendor/eigen/Eigen/src/Core/MapBase.h +303 -0
  101. data/vendor/eigen/Eigen/src/Core/MathFunctions.h +1415 -0
  102. data/vendor/eigen/Eigen/src/Core/MathFunctionsImpl.h +101 -0
  103. data/vendor/eigen/Eigen/src/Core/Matrix.h +459 -0
  104. data/vendor/eigen/Eigen/src/Core/MatrixBase.h +529 -0
  105. data/vendor/eigen/Eigen/src/Core/NestByValue.h +110 -0
  106. data/vendor/eigen/Eigen/src/Core/NoAlias.h +108 -0
  107. data/vendor/eigen/Eigen/src/Core/NumTraits.h +248 -0
  108. data/vendor/eigen/Eigen/src/Core/PermutationMatrix.h +633 -0
  109. data/vendor/eigen/Eigen/src/Core/PlainObjectBase.h +1035 -0
  110. data/vendor/eigen/Eigen/src/Core/Product.h +186 -0
  111. data/vendor/eigen/Eigen/src/Core/ProductEvaluators.h +1112 -0
  112. data/vendor/eigen/Eigen/src/Core/Random.h +182 -0
  113. data/vendor/eigen/Eigen/src/Core/Redux.h +505 -0
  114. data/vendor/eigen/Eigen/src/Core/Ref.h +283 -0
  115. data/vendor/eigen/Eigen/src/Core/Replicate.h +142 -0
  116. data/vendor/eigen/Eigen/src/Core/ReturnByValue.h +117 -0
  117. data/vendor/eigen/Eigen/src/Core/Reverse.h +211 -0
  118. data/vendor/eigen/Eigen/src/Core/Select.h +162 -0
  119. data/vendor/eigen/Eigen/src/Core/SelfAdjointView.h +352 -0
  120. data/vendor/eigen/Eigen/src/Core/SelfCwiseBinaryOp.h +47 -0
  121. data/vendor/eigen/Eigen/src/Core/Solve.h +188 -0
  122. data/vendor/eigen/Eigen/src/Core/SolveTriangular.h +235 -0
  123. data/vendor/eigen/Eigen/src/Core/SolverBase.h +130 -0
  124. data/vendor/eigen/Eigen/src/Core/StableNorm.h +221 -0
  125. data/vendor/eigen/Eigen/src/Core/Stride.h +111 -0
  126. data/vendor/eigen/Eigen/src/Core/Swap.h +67 -0
  127. data/vendor/eigen/Eigen/src/Core/Transpose.h +403 -0
  128. data/vendor/eigen/Eigen/src/Core/Transpositions.h +407 -0
  129. data/vendor/eigen/Eigen/src/Core/TriangularMatrix.h +983 -0
  130. data/vendor/eigen/Eigen/src/Core/VectorBlock.h +96 -0
  131. data/vendor/eigen/Eigen/src/Core/VectorwiseOp.h +695 -0
  132. data/vendor/eigen/Eigen/src/Core/Visitor.h +273 -0
  133. data/vendor/eigen/Eigen/src/Core/arch/AVX/Complex.h +451 -0
  134. data/vendor/eigen/Eigen/src/Core/arch/AVX/MathFunctions.h +439 -0
  135. data/vendor/eigen/Eigen/src/Core/arch/AVX/PacketMath.h +637 -0
  136. data/vendor/eigen/Eigen/src/Core/arch/AVX/TypeCasting.h +51 -0
  137. data/vendor/eigen/Eigen/src/Core/arch/AVX512/MathFunctions.h +391 -0
  138. data/vendor/eigen/Eigen/src/Core/arch/AVX512/PacketMath.h +1316 -0
  139. data/vendor/eigen/Eigen/src/Core/arch/AltiVec/Complex.h +430 -0
  140. data/vendor/eigen/Eigen/src/Core/arch/AltiVec/MathFunctions.h +322 -0
  141. data/vendor/eigen/Eigen/src/Core/arch/AltiVec/PacketMath.h +1061 -0
  142. data/vendor/eigen/Eigen/src/Core/arch/CUDA/Complex.h +103 -0
  143. data/vendor/eigen/Eigen/src/Core/arch/CUDA/Half.h +674 -0
  144. data/vendor/eigen/Eigen/src/Core/arch/CUDA/MathFunctions.h +91 -0
  145. data/vendor/eigen/Eigen/src/Core/arch/CUDA/PacketMath.h +333 -0
  146. data/vendor/eigen/Eigen/src/Core/arch/CUDA/PacketMathHalf.h +1124 -0
  147. data/vendor/eigen/Eigen/src/Core/arch/CUDA/TypeCasting.h +212 -0
  148. data/vendor/eigen/Eigen/src/Core/arch/Default/ConjHelper.h +29 -0
  149. data/vendor/eigen/Eigen/src/Core/arch/Default/Settings.h +49 -0
  150. data/vendor/eigen/Eigen/src/Core/arch/NEON/Complex.h +490 -0
  151. data/vendor/eigen/Eigen/src/Core/arch/NEON/MathFunctions.h +91 -0
  152. data/vendor/eigen/Eigen/src/Core/arch/NEON/PacketMath.h +760 -0
  153. data/vendor/eigen/Eigen/src/Core/arch/SSE/Complex.h +471 -0
  154. data/vendor/eigen/Eigen/src/Core/arch/SSE/MathFunctions.h +562 -0
  155. data/vendor/eigen/Eigen/src/Core/arch/SSE/PacketMath.h +895 -0
  156. data/vendor/eigen/Eigen/src/Core/arch/SSE/TypeCasting.h +77 -0
  157. data/vendor/eigen/Eigen/src/Core/arch/ZVector/Complex.h +397 -0
  158. data/vendor/eigen/Eigen/src/Core/arch/ZVector/MathFunctions.h +137 -0
  159. data/vendor/eigen/Eigen/src/Core/arch/ZVector/PacketMath.h +945 -0
  160. data/vendor/eigen/Eigen/src/Core/functors/AssignmentFunctors.h +168 -0
  161. data/vendor/eigen/Eigen/src/Core/functors/BinaryFunctors.h +475 -0
  162. data/vendor/eigen/Eigen/src/Core/functors/NullaryFunctors.h +188 -0
  163. data/vendor/eigen/Eigen/src/Core/functors/StlFunctors.h +136 -0
  164. data/vendor/eigen/Eigen/src/Core/functors/TernaryFunctors.h +25 -0
  165. data/vendor/eigen/Eigen/src/Core/functors/UnaryFunctors.h +792 -0
  166. data/vendor/eigen/Eigen/src/Core/products/GeneralBlockPanelKernel.h +2156 -0
  167. data/vendor/eigen/Eigen/src/Core/products/GeneralMatrixMatrix.h +492 -0
  168. data/vendor/eigen/Eigen/src/Core/products/GeneralMatrixMatrixTriangular.h +311 -0
  169. data/vendor/eigen/Eigen/src/Core/products/GeneralMatrixMatrixTriangular_BLAS.h +145 -0
  170. data/vendor/eigen/Eigen/src/Core/products/GeneralMatrixMatrix_BLAS.h +122 -0
  171. data/vendor/eigen/Eigen/src/Core/products/GeneralMatrixVector.h +619 -0
  172. data/vendor/eigen/Eigen/src/Core/products/GeneralMatrixVector_BLAS.h +136 -0
  173. data/vendor/eigen/Eigen/src/Core/products/Parallelizer.h +163 -0
  174. data/vendor/eigen/Eigen/src/Core/products/SelfadjointMatrixMatrix.h +521 -0
  175. data/vendor/eigen/Eigen/src/Core/products/SelfadjointMatrixMatrix_BLAS.h +287 -0
  176. data/vendor/eigen/Eigen/src/Core/products/SelfadjointMatrixVector.h +260 -0
  177. data/vendor/eigen/Eigen/src/Core/products/SelfadjointMatrixVector_BLAS.h +118 -0
  178. data/vendor/eigen/Eigen/src/Core/products/SelfadjointProduct.h +133 -0
  179. data/vendor/eigen/Eigen/src/Core/products/SelfadjointRank2Update.h +93 -0
  180. data/vendor/eigen/Eigen/src/Core/products/TriangularMatrixMatrix.h +466 -0
  181. data/vendor/eigen/Eigen/src/Core/products/TriangularMatrixMatrix_BLAS.h +315 -0
  182. data/vendor/eigen/Eigen/src/Core/products/TriangularMatrixVector.h +350 -0
  183. data/vendor/eigen/Eigen/src/Core/products/TriangularMatrixVector_BLAS.h +255 -0
  184. data/vendor/eigen/Eigen/src/Core/products/TriangularSolverMatrix.h +335 -0
  185. data/vendor/eigen/Eigen/src/Core/products/TriangularSolverMatrix_BLAS.h +163 -0
  186. data/vendor/eigen/Eigen/src/Core/products/TriangularSolverVector.h +145 -0
  187. data/vendor/eigen/Eigen/src/Core/util/BlasUtil.h +398 -0
  188. data/vendor/eigen/Eigen/src/Core/util/Constants.h +547 -0
  189. data/vendor/eigen/Eigen/src/Core/util/DisableStupidWarnings.h +83 -0
  190. data/vendor/eigen/Eigen/src/Core/util/ForwardDeclarations.h +302 -0
  191. data/vendor/eigen/Eigen/src/Core/util/MKL_support.h +130 -0
  192. data/vendor/eigen/Eigen/src/Core/util/Macros.h +1001 -0
  193. data/vendor/eigen/Eigen/src/Core/util/Memory.h +993 -0
  194. data/vendor/eigen/Eigen/src/Core/util/Meta.h +534 -0
  195. data/vendor/eigen/Eigen/src/Core/util/NonMPL2.h +3 -0
  196. data/vendor/eigen/Eigen/src/Core/util/ReenableStupidWarnings.h +27 -0
  197. data/vendor/eigen/Eigen/src/Core/util/StaticAssert.h +218 -0
  198. data/vendor/eigen/Eigen/src/Core/util/XprHelper.h +821 -0
  199. data/vendor/eigen/Eigen/src/Eigenvalues/ComplexEigenSolver.h +346 -0
  200. data/vendor/eigen/Eigen/src/Eigenvalues/ComplexSchur.h +459 -0
  201. data/vendor/eigen/Eigen/src/Eigenvalues/ComplexSchur_LAPACKE.h +91 -0
  202. data/vendor/eigen/Eigen/src/Eigenvalues/EigenSolver.h +622 -0
  203. data/vendor/eigen/Eigen/src/Eigenvalues/GeneralizedEigenSolver.h +418 -0
  204. data/vendor/eigen/Eigen/src/Eigenvalues/GeneralizedSelfAdjointEigenSolver.h +226 -0
  205. data/vendor/eigen/Eigen/src/Eigenvalues/HessenbergDecomposition.h +374 -0
  206. data/vendor/eigen/Eigen/src/Eigenvalues/MatrixBaseEigenvalues.h +158 -0
  207. data/vendor/eigen/Eigen/src/Eigenvalues/RealQZ.h +654 -0
  208. data/vendor/eigen/Eigen/src/Eigenvalues/RealSchur.h +546 -0
  209. data/vendor/eigen/Eigen/src/Eigenvalues/RealSchur_LAPACKE.h +77 -0
  210. data/vendor/eigen/Eigen/src/Eigenvalues/SelfAdjointEigenSolver.h +870 -0
  211. data/vendor/eigen/Eigen/src/Eigenvalues/SelfAdjointEigenSolver_LAPACKE.h +87 -0
  212. data/vendor/eigen/Eigen/src/Eigenvalues/Tridiagonalization.h +556 -0
  213. data/vendor/eigen/Eigen/src/Geometry/AlignedBox.h +392 -0
  214. data/vendor/eigen/Eigen/src/Geometry/AngleAxis.h +247 -0
  215. data/vendor/eigen/Eigen/src/Geometry/EulerAngles.h +114 -0
  216. data/vendor/eigen/Eigen/src/Geometry/Homogeneous.h +497 -0
  217. data/vendor/eigen/Eigen/src/Geometry/Hyperplane.h +282 -0
  218. data/vendor/eigen/Eigen/src/Geometry/OrthoMethods.h +234 -0
  219. data/vendor/eigen/Eigen/src/Geometry/ParametrizedLine.h +195 -0
  220. data/vendor/eigen/Eigen/src/Geometry/Quaternion.h +814 -0
  221. data/vendor/eigen/Eigen/src/Geometry/Rotation2D.h +199 -0
  222. data/vendor/eigen/Eigen/src/Geometry/RotationBase.h +206 -0
  223. data/vendor/eigen/Eigen/src/Geometry/Scaling.h +170 -0
  224. data/vendor/eigen/Eigen/src/Geometry/Transform.h +1542 -0
  225. data/vendor/eigen/Eigen/src/Geometry/Translation.h +208 -0
  226. data/vendor/eigen/Eigen/src/Geometry/Umeyama.h +166 -0
  227. data/vendor/eigen/Eigen/src/Geometry/arch/Geometry_SSE.h +161 -0
  228. data/vendor/eigen/Eigen/src/Householder/BlockHouseholder.h +103 -0
  229. data/vendor/eigen/Eigen/src/Householder/Householder.h +172 -0
  230. data/vendor/eigen/Eigen/src/Householder/HouseholderSequence.h +470 -0
  231. data/vendor/eigen/Eigen/src/IterativeLinearSolvers/BasicPreconditioners.h +226 -0
  232. data/vendor/eigen/Eigen/src/IterativeLinearSolvers/BiCGSTAB.h +228 -0
  233. data/vendor/eigen/Eigen/src/IterativeLinearSolvers/ConjugateGradient.h +246 -0
  234. data/vendor/eigen/Eigen/src/IterativeLinearSolvers/IncompleteCholesky.h +400 -0
  235. data/vendor/eigen/Eigen/src/IterativeLinearSolvers/IncompleteLUT.h +462 -0
  236. data/vendor/eigen/Eigen/src/IterativeLinearSolvers/IterativeSolverBase.h +394 -0
  237. data/vendor/eigen/Eigen/src/IterativeLinearSolvers/LeastSquareConjugateGradient.h +216 -0
  238. data/vendor/eigen/Eigen/src/IterativeLinearSolvers/SolveWithGuess.h +115 -0
  239. data/vendor/eigen/Eigen/src/Jacobi/Jacobi.h +462 -0
  240. data/vendor/eigen/Eigen/src/LU/Determinant.h +101 -0
  241. data/vendor/eigen/Eigen/src/LU/FullPivLU.h +891 -0
  242. data/vendor/eigen/Eigen/src/LU/InverseImpl.h +415 -0
  243. data/vendor/eigen/Eigen/src/LU/PartialPivLU.h +611 -0
  244. data/vendor/eigen/Eigen/src/LU/PartialPivLU_LAPACKE.h +83 -0
  245. data/vendor/eigen/Eigen/src/LU/arch/Inverse_SSE.h +338 -0
  246. data/vendor/eigen/Eigen/src/MetisSupport/MetisSupport.h +137 -0
  247. data/vendor/eigen/Eigen/src/OrderingMethods/Amd.h +445 -0
  248. data/vendor/eigen/Eigen/src/OrderingMethods/Eigen_Colamd.h +1843 -0
  249. data/vendor/eigen/Eigen/src/OrderingMethods/Ordering.h +157 -0
  250. data/vendor/eigen/Eigen/src/PaStiXSupport/PaStiXSupport.h +678 -0
  251. data/vendor/eigen/Eigen/src/PardisoSupport/PardisoSupport.h +543 -0
  252. data/vendor/eigen/Eigen/src/QR/ColPivHouseholderQR.h +653 -0
  253. data/vendor/eigen/Eigen/src/QR/ColPivHouseholderQR_LAPACKE.h +97 -0
  254. data/vendor/eigen/Eigen/src/QR/CompleteOrthogonalDecomposition.h +562 -0
  255. data/vendor/eigen/Eigen/src/QR/FullPivHouseholderQR.h +676 -0
  256. data/vendor/eigen/Eigen/src/QR/HouseholderQR.h +409 -0
  257. data/vendor/eigen/Eigen/src/QR/HouseholderQR_LAPACKE.h +68 -0
  258. data/vendor/eigen/Eigen/src/SPQRSupport/SuiteSparseQRSupport.h +313 -0
  259. data/vendor/eigen/Eigen/src/SVD/BDCSVD.h +1246 -0
  260. data/vendor/eigen/Eigen/src/SVD/JacobiSVD.h +804 -0
  261. data/vendor/eigen/Eigen/src/SVD/JacobiSVD_LAPACKE.h +91 -0
  262. data/vendor/eigen/Eigen/src/SVD/SVDBase.h +315 -0
  263. data/vendor/eigen/Eigen/src/SVD/UpperBidiagonalization.h +414 -0
  264. data/vendor/eigen/Eigen/src/SparseCholesky/SimplicialCholesky.h +689 -0
  265. data/vendor/eigen/Eigen/src/SparseCholesky/SimplicialCholesky_impl.h +199 -0
  266. data/vendor/eigen/Eigen/src/SparseCore/AmbiVector.h +377 -0
  267. data/vendor/eigen/Eigen/src/SparseCore/CompressedStorage.h +258 -0
  268. data/vendor/eigen/Eigen/src/SparseCore/ConservativeSparseSparseProduct.h +352 -0
  269. data/vendor/eigen/Eigen/src/SparseCore/MappedSparseMatrix.h +67 -0
  270. data/vendor/eigen/Eigen/src/SparseCore/SparseAssign.h +216 -0
  271. data/vendor/eigen/Eigen/src/SparseCore/SparseBlock.h +603 -0
  272. data/vendor/eigen/Eigen/src/SparseCore/SparseColEtree.h +206 -0
  273. data/vendor/eigen/Eigen/src/SparseCore/SparseCompressedBase.h +341 -0
  274. data/vendor/eigen/Eigen/src/SparseCore/SparseCwiseBinaryOp.h +726 -0
  275. data/vendor/eigen/Eigen/src/SparseCore/SparseCwiseUnaryOp.h +148 -0
  276. data/vendor/eigen/Eigen/src/SparseCore/SparseDenseProduct.h +320 -0
  277. data/vendor/eigen/Eigen/src/SparseCore/SparseDiagonalProduct.h +138 -0
  278. data/vendor/eigen/Eigen/src/SparseCore/SparseDot.h +98 -0
  279. data/vendor/eigen/Eigen/src/SparseCore/SparseFuzzy.h +29 -0
  280. data/vendor/eigen/Eigen/src/SparseCore/SparseMap.h +305 -0
  281. data/vendor/eigen/Eigen/src/SparseCore/SparseMatrix.h +1403 -0
  282. data/vendor/eigen/Eigen/src/SparseCore/SparseMatrixBase.h +405 -0
  283. data/vendor/eigen/Eigen/src/SparseCore/SparsePermutation.h +178 -0
  284. data/vendor/eigen/Eigen/src/SparseCore/SparseProduct.h +169 -0
  285. data/vendor/eigen/Eigen/src/SparseCore/SparseRedux.h +49 -0
  286. data/vendor/eigen/Eigen/src/SparseCore/SparseRef.h +397 -0
  287. data/vendor/eigen/Eigen/src/SparseCore/SparseSelfAdjointView.h +656 -0
  288. data/vendor/eigen/Eigen/src/SparseCore/SparseSolverBase.h +124 -0
  289. data/vendor/eigen/Eigen/src/SparseCore/SparseSparseProductWithPruning.h +198 -0
  290. data/vendor/eigen/Eigen/src/SparseCore/SparseTranspose.h +92 -0
  291. data/vendor/eigen/Eigen/src/SparseCore/SparseTriangularView.h +189 -0
  292. data/vendor/eigen/Eigen/src/SparseCore/SparseUtil.h +178 -0
  293. data/vendor/eigen/Eigen/src/SparseCore/SparseVector.h +478 -0
  294. data/vendor/eigen/Eigen/src/SparseCore/SparseView.h +253 -0
  295. data/vendor/eigen/Eigen/src/SparseCore/TriangularSolver.h +315 -0
  296. data/vendor/eigen/Eigen/src/SparseLU/SparseLU.h +773 -0
  297. data/vendor/eigen/Eigen/src/SparseLU/SparseLUImpl.h +66 -0
  298. data/vendor/eigen/Eigen/src/SparseLU/SparseLU_Memory.h +226 -0
  299. data/vendor/eigen/Eigen/src/SparseLU/SparseLU_Structs.h +110 -0
  300. data/vendor/eigen/Eigen/src/SparseLU/SparseLU_SupernodalMatrix.h +301 -0
  301. data/vendor/eigen/Eigen/src/SparseLU/SparseLU_Utils.h +80 -0
  302. data/vendor/eigen/Eigen/src/SparseLU/SparseLU_column_bmod.h +181 -0
  303. data/vendor/eigen/Eigen/src/SparseLU/SparseLU_column_dfs.h +179 -0
  304. data/vendor/eigen/Eigen/src/SparseLU/SparseLU_copy_to_ucol.h +107 -0
  305. data/vendor/eigen/Eigen/src/SparseLU/SparseLU_gemm_kernel.h +280 -0
  306. data/vendor/eigen/Eigen/src/SparseLU/SparseLU_heap_relax_snode.h +126 -0
  307. data/vendor/eigen/Eigen/src/SparseLU/SparseLU_kernel_bmod.h +130 -0
  308. data/vendor/eigen/Eigen/src/SparseLU/SparseLU_panel_bmod.h +223 -0
  309. data/vendor/eigen/Eigen/src/SparseLU/SparseLU_panel_dfs.h +258 -0
  310. data/vendor/eigen/Eigen/src/SparseLU/SparseLU_pivotL.h +137 -0
  311. data/vendor/eigen/Eigen/src/SparseLU/SparseLU_pruneL.h +136 -0
  312. data/vendor/eigen/Eigen/src/SparseLU/SparseLU_relax_snode.h +83 -0
  313. data/vendor/eigen/Eigen/src/SparseQR/SparseQR.h +745 -0
  314. data/vendor/eigen/Eigen/src/StlSupport/StdDeque.h +126 -0
  315. data/vendor/eigen/Eigen/src/StlSupport/StdList.h +106 -0
  316. data/vendor/eigen/Eigen/src/StlSupport/StdVector.h +131 -0
  317. data/vendor/eigen/Eigen/src/StlSupport/details.h +84 -0
  318. data/vendor/eigen/Eigen/src/SuperLUSupport/SuperLUSupport.h +1027 -0
  319. data/vendor/eigen/Eigen/src/UmfPackSupport/UmfPackSupport.h +506 -0
  320. data/vendor/eigen/Eigen/src/misc/Image.h +82 -0
  321. data/vendor/eigen/Eigen/src/misc/Kernel.h +79 -0
  322. data/vendor/eigen/Eigen/src/misc/RealSvd2x2.h +55 -0
  323. data/vendor/eigen/Eigen/src/misc/blas.h +440 -0
  324. data/vendor/eigen/Eigen/src/misc/lapack.h +152 -0
  325. data/vendor/eigen/Eigen/src/misc/lapacke.h +16291 -0
  326. data/vendor/eigen/Eigen/src/misc/lapacke_mangling.h +17 -0
  327. data/vendor/eigen/Eigen/src/plugins/ArrayCwiseBinaryOps.h +332 -0
  328. data/vendor/eigen/Eigen/src/plugins/ArrayCwiseUnaryOps.h +552 -0
  329. data/vendor/eigen/Eigen/src/plugins/BlockMethods.h +1058 -0
  330. data/vendor/eigen/Eigen/src/plugins/CommonCwiseBinaryOps.h +115 -0
  331. data/vendor/eigen/Eigen/src/plugins/CommonCwiseUnaryOps.h +163 -0
  332. data/vendor/eigen/Eigen/src/plugins/MatrixCwiseBinaryOps.h +152 -0
  333. data/vendor/eigen/Eigen/src/plugins/MatrixCwiseUnaryOps.h +85 -0
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  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 +1,255 @@
1
+ /*
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+ Copyright (c) 2011, Intel Corporation. All rights reserved.
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+
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+ Redistribution and use in source and binary forms, with or without modification,
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+ are permitted provided that the following conditions are met:
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+
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+ * Redistributions of source code must retain the above copyright notice, this
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+ list of conditions and the following disclaimer.
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+ * Redistributions in binary form must reproduce the above copyright notice,
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+ this list of conditions and the following disclaimer in the documentation
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+ and/or other materials provided with the distribution.
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+ * 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
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+ specific prior written permission.
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+
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+ THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
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+ ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
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+ WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
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+ DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR
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+ 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
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+ ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
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+ (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
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+ SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
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+
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+ ********************************************************************************
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+ * Content : Eigen bindings to BLAS F77
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+ * Triangular matrix-vector product functionality based on ?TRMV.
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+ ********************************************************************************
31
+ */
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+
33
+ #ifndef EIGEN_TRIANGULAR_MATRIX_VECTOR_BLAS_H
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+ #define EIGEN_TRIANGULAR_MATRIX_VECTOR_BLAS_H
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+
36
+ namespace Eigen {
37
+
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+ namespace internal {
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+
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+ /**********************************************************************
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+ * This file implements triangular matrix-vector multiplication using BLAS
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+ **********************************************************************/
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+
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+ // trmv/hemv specialization
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+
46
+ template<typename Index, int Mode, typename LhsScalar, bool ConjLhs, typename RhsScalar, bool ConjRhs, int StorageOrder>
47
+ struct triangular_matrix_vector_product_trmv :
48
+ triangular_matrix_vector_product<Index,Mode,LhsScalar,ConjLhs,RhsScalar,ConjRhs,StorageOrder,BuiltIn> {};
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+
50
+ #define EIGEN_BLAS_TRMV_SPECIALIZE(Scalar) \
51
+ template<typename Index, int Mode, bool ConjLhs, bool ConjRhs> \
52
+ struct triangular_matrix_vector_product<Index,Mode,Scalar,ConjLhs,Scalar,ConjRhs,ColMajor,Specialized> { \
53
+ static void run(Index _rows, Index _cols, const Scalar* _lhs, Index lhsStride, \
54
+ const Scalar* _rhs, Index rhsIncr, Scalar* _res, Index resIncr, Scalar alpha) { \
55
+ triangular_matrix_vector_product_trmv<Index,Mode,Scalar,ConjLhs,Scalar,ConjRhs,ColMajor>::run( \
56
+ _rows, _cols, _lhs, lhsStride, _rhs, rhsIncr, _res, resIncr, alpha); \
57
+ } \
58
+ }; \
59
+ template<typename Index, int Mode, bool ConjLhs, bool ConjRhs> \
60
+ struct triangular_matrix_vector_product<Index,Mode,Scalar,ConjLhs,Scalar,ConjRhs,RowMajor,Specialized> { \
61
+ static void run(Index _rows, Index _cols, const Scalar* _lhs, Index lhsStride, \
62
+ const Scalar* _rhs, Index rhsIncr, Scalar* _res, Index resIncr, Scalar alpha) { \
63
+ triangular_matrix_vector_product_trmv<Index,Mode,Scalar,ConjLhs,Scalar,ConjRhs,RowMajor>::run( \
64
+ _rows, _cols, _lhs, lhsStride, _rhs, rhsIncr, _res, resIncr, alpha); \
65
+ } \
66
+ };
67
+
68
+ EIGEN_BLAS_TRMV_SPECIALIZE(double)
69
+ EIGEN_BLAS_TRMV_SPECIALIZE(float)
70
+ EIGEN_BLAS_TRMV_SPECIALIZE(dcomplex)
71
+ EIGEN_BLAS_TRMV_SPECIALIZE(scomplex)
72
+
73
+ // implements col-major: res += alpha * op(triangular) * vector
74
+ #define EIGEN_BLAS_TRMV_CM(EIGTYPE, BLASTYPE, EIGPREFIX, BLASPREFIX, BLASPOSTFIX) \
75
+ template<typename Index, int Mode, bool ConjLhs, bool ConjRhs> \
76
+ struct triangular_matrix_vector_product_trmv<Index,Mode,EIGTYPE,ConjLhs,EIGTYPE,ConjRhs,ColMajor> { \
77
+ enum { \
78
+ IsLower = (Mode&Lower) == Lower, \
79
+ SetDiag = (Mode&(ZeroDiag|UnitDiag)) ? 0 : 1, \
80
+ IsUnitDiag = (Mode&UnitDiag) ? 1 : 0, \
81
+ IsZeroDiag = (Mode&ZeroDiag) ? 1 : 0, \
82
+ LowUp = IsLower ? Lower : Upper \
83
+ }; \
84
+ static void run(Index _rows, Index _cols, const EIGTYPE* _lhs, Index lhsStride, \
85
+ const EIGTYPE* _rhs, Index rhsIncr, EIGTYPE* _res, Index resIncr, EIGTYPE alpha) \
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+ { \
87
+ if (ConjLhs || IsZeroDiag) { \
88
+ triangular_matrix_vector_product<Index,Mode,EIGTYPE,ConjLhs,EIGTYPE,ConjRhs,ColMajor,BuiltIn>::run( \
89
+ _rows, _cols, _lhs, lhsStride, _rhs, rhsIncr, _res, resIncr, alpha); \
90
+ return; \
91
+ }\
92
+ Index size = (std::min)(_rows,_cols); \
93
+ Index rows = IsLower ? _rows : size; \
94
+ Index cols = IsLower ? size : _cols; \
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+ \
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+ typedef VectorX##EIGPREFIX VectorRhs; \
97
+ EIGTYPE *x, *y;\
98
+ \
99
+ /* Set x*/ \
100
+ Map<const VectorRhs, 0, InnerStride<> > rhs(_rhs,cols,InnerStride<>(rhsIncr)); \
101
+ VectorRhs x_tmp; \
102
+ if (ConjRhs) x_tmp = rhs.conjugate(); else x_tmp = rhs; \
103
+ x = x_tmp.data(); \
104
+ \
105
+ /* Square part handling */\
106
+ \
107
+ char trans, uplo, diag; \
108
+ BlasIndex m, n, lda, incx, incy; \
109
+ EIGTYPE const *a; \
110
+ EIGTYPE beta(1); \
111
+ \
112
+ /* Set m, n */ \
113
+ n = convert_index<BlasIndex>(size); \
114
+ lda = convert_index<BlasIndex>(lhsStride); \
115
+ incx = 1; \
116
+ incy = convert_index<BlasIndex>(resIncr); \
117
+ \
118
+ /* Set uplo, trans and diag*/ \
119
+ trans = 'N'; \
120
+ uplo = IsLower ? 'L' : 'U'; \
121
+ diag = IsUnitDiag ? 'U' : 'N'; \
122
+ \
123
+ /* call ?TRMV*/ \
124
+ BLASPREFIX##trmv##BLASPOSTFIX(&uplo, &trans, &diag, &n, (const BLASTYPE*)_lhs, &lda, (BLASTYPE*)x, &incx); \
125
+ \
126
+ /* Add op(a_tr)rhs into res*/ \
127
+ BLASPREFIX##axpy##BLASPOSTFIX(&n, (const BLASTYPE*)&numext::real_ref(alpha),(const BLASTYPE*)x, &incx, (BLASTYPE*)_res, &incy); \
128
+ /* Non-square case - doesn't fit to BLAS ?TRMV. Fall to default triangular product*/ \
129
+ if (size<(std::max)(rows,cols)) { \
130
+ if (ConjRhs) x_tmp = rhs.conjugate(); else x_tmp = rhs; \
131
+ x = x_tmp.data(); \
132
+ if (size<rows) { \
133
+ y = _res + size*resIncr; \
134
+ a = _lhs + size; \
135
+ m = convert_index<BlasIndex>(rows-size); \
136
+ n = convert_index<BlasIndex>(size); \
137
+ } \
138
+ else { \
139
+ x += size; \
140
+ y = _res; \
141
+ a = _lhs + size*lda; \
142
+ m = convert_index<BlasIndex>(size); \
143
+ n = convert_index<BlasIndex>(cols-size); \
144
+ } \
145
+ BLASPREFIX##gemv##BLASPOSTFIX(&trans, &m, &n, (const BLASTYPE*)&numext::real_ref(alpha), (const BLASTYPE*)a, &lda, (const BLASTYPE*)x, &incx, (const BLASTYPE*)&numext::real_ref(beta), (BLASTYPE*)y, &incy); \
146
+ } \
147
+ } \
148
+ };
149
+
150
+ #ifdef EIGEN_USE_MKL
151
+ EIGEN_BLAS_TRMV_CM(double, double, d, d,)
152
+ EIGEN_BLAS_TRMV_CM(dcomplex, MKL_Complex16, cd, z,)
153
+ EIGEN_BLAS_TRMV_CM(float, float, f, s,)
154
+ EIGEN_BLAS_TRMV_CM(scomplex, MKL_Complex8, cf, c,)
155
+ #else
156
+ EIGEN_BLAS_TRMV_CM(double, double, d, d, _)
157
+ EIGEN_BLAS_TRMV_CM(dcomplex, double, cd, z, _)
158
+ EIGEN_BLAS_TRMV_CM(float, float, f, s, _)
159
+ EIGEN_BLAS_TRMV_CM(scomplex, float, cf, c, _)
160
+ #endif
161
+
162
+ // implements row-major: res += alpha * op(triangular) * vector
163
+ #define EIGEN_BLAS_TRMV_RM(EIGTYPE, BLASTYPE, EIGPREFIX, BLASPREFIX, BLASPOSTFIX) \
164
+ template<typename Index, int Mode, bool ConjLhs, bool ConjRhs> \
165
+ struct triangular_matrix_vector_product_trmv<Index,Mode,EIGTYPE,ConjLhs,EIGTYPE,ConjRhs,RowMajor> { \
166
+ enum { \
167
+ IsLower = (Mode&Lower) == Lower, \
168
+ SetDiag = (Mode&(ZeroDiag|UnitDiag)) ? 0 : 1, \
169
+ IsUnitDiag = (Mode&UnitDiag) ? 1 : 0, \
170
+ IsZeroDiag = (Mode&ZeroDiag) ? 1 : 0, \
171
+ LowUp = IsLower ? Lower : Upper \
172
+ }; \
173
+ static void run(Index _rows, Index _cols, const EIGTYPE* _lhs, Index lhsStride, \
174
+ const EIGTYPE* _rhs, Index rhsIncr, EIGTYPE* _res, Index resIncr, EIGTYPE alpha) \
175
+ { \
176
+ if (IsZeroDiag) { \
177
+ triangular_matrix_vector_product<Index,Mode,EIGTYPE,ConjLhs,EIGTYPE,ConjRhs,RowMajor,BuiltIn>::run( \
178
+ _rows, _cols, _lhs, lhsStride, _rhs, rhsIncr, _res, resIncr, alpha); \
179
+ return; \
180
+ }\
181
+ Index size = (std::min)(_rows,_cols); \
182
+ Index rows = IsLower ? _rows : size; \
183
+ Index cols = IsLower ? size : _cols; \
184
+ \
185
+ typedef VectorX##EIGPREFIX VectorRhs; \
186
+ EIGTYPE *x, *y;\
187
+ \
188
+ /* Set x*/ \
189
+ Map<const VectorRhs, 0, InnerStride<> > rhs(_rhs,cols,InnerStride<>(rhsIncr)); \
190
+ VectorRhs x_tmp; \
191
+ if (ConjRhs) x_tmp = rhs.conjugate(); else x_tmp = rhs; \
192
+ x = x_tmp.data(); \
193
+ \
194
+ /* Square part handling */\
195
+ \
196
+ char trans, uplo, diag; \
197
+ BlasIndex m, n, lda, incx, incy; \
198
+ EIGTYPE const *a; \
199
+ EIGTYPE beta(1); \
200
+ \
201
+ /* Set m, n */ \
202
+ n = convert_index<BlasIndex>(size); \
203
+ lda = convert_index<BlasIndex>(lhsStride); \
204
+ incx = 1; \
205
+ incy = convert_index<BlasIndex>(resIncr); \
206
+ \
207
+ /* Set uplo, trans and diag*/ \
208
+ trans = ConjLhs ? 'C' : 'T'; \
209
+ uplo = IsLower ? 'U' : 'L'; \
210
+ diag = IsUnitDiag ? 'U' : 'N'; \
211
+ \
212
+ /* call ?TRMV*/ \
213
+ BLASPREFIX##trmv##BLASPOSTFIX(&uplo, &trans, &diag, &n, (const BLASTYPE*)_lhs, &lda, (BLASTYPE*)x, &incx); \
214
+ \
215
+ /* Add op(a_tr)rhs into res*/ \
216
+ BLASPREFIX##axpy##BLASPOSTFIX(&n, (const BLASTYPE*)&numext::real_ref(alpha),(const BLASTYPE*)x, &incx, (BLASTYPE*)_res, &incy); \
217
+ /* Non-square case - doesn't fit to BLAS ?TRMV. Fall to default triangular product*/ \
218
+ if (size<(std::max)(rows,cols)) { \
219
+ if (ConjRhs) x_tmp = rhs.conjugate(); else x_tmp = rhs; \
220
+ x = x_tmp.data(); \
221
+ if (size<rows) { \
222
+ y = _res + size*resIncr; \
223
+ a = _lhs + size*lda; \
224
+ m = convert_index<BlasIndex>(rows-size); \
225
+ n = convert_index<BlasIndex>(size); \
226
+ } \
227
+ else { \
228
+ x += size; \
229
+ y = _res; \
230
+ a = _lhs + size; \
231
+ m = convert_index<BlasIndex>(size); \
232
+ n = convert_index<BlasIndex>(cols-size); \
233
+ } \
234
+ BLASPREFIX##gemv##BLASPOSTFIX(&trans, &n, &m, (const BLASTYPE*)&numext::real_ref(alpha), (const BLASTYPE*)a, &lda, (const BLASTYPE*)x, &incx, (const BLASTYPE*)&numext::real_ref(beta), (BLASTYPE*)y, &incy); \
235
+ } \
236
+ } \
237
+ };
238
+
239
+ #ifdef EIGEN_USE_MKL
240
+ EIGEN_BLAS_TRMV_RM(double, double, d, d,)
241
+ EIGEN_BLAS_TRMV_RM(dcomplex, MKL_Complex16, cd, z,)
242
+ EIGEN_BLAS_TRMV_RM(float, float, f, s,)
243
+ EIGEN_BLAS_TRMV_RM(scomplex, MKL_Complex8, cf, c,)
244
+ #else
245
+ EIGEN_BLAS_TRMV_RM(double, double, d, d,_)
246
+ EIGEN_BLAS_TRMV_RM(dcomplex, double, cd, z,_)
247
+ EIGEN_BLAS_TRMV_RM(float, float, f, s,_)
248
+ EIGEN_BLAS_TRMV_RM(scomplex, float, cf, c,_)
249
+ #endif
250
+
251
+ } // end namespase internal
252
+
253
+ } // end namespace Eigen
254
+
255
+ #endif // EIGEN_TRIANGULAR_MATRIX_VECTOR_BLAS_H
@@ -0,0 +1,335 @@
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_SOLVER_MATRIX_H
11
+ #define EIGEN_TRIANGULAR_SOLVER_MATRIX_H
12
+
13
+ namespace Eigen {
14
+
15
+ namespace internal {
16
+
17
+ // if the rhs is row major, let's transpose the product
18
+ template <typename Scalar, typename Index, int Side, int Mode, bool Conjugate, int TriStorageOrder>
19
+ struct triangular_solve_matrix<Scalar,Index,Side,Mode,Conjugate,TriStorageOrder,RowMajor>
20
+ {
21
+ static void run(
22
+ Index size, Index cols,
23
+ const Scalar* tri, Index triStride,
24
+ Scalar* _other, Index otherStride,
25
+ level3_blocking<Scalar,Scalar>& blocking)
26
+ {
27
+ triangular_solve_matrix<
28
+ Scalar, Index, Side==OnTheLeft?OnTheRight:OnTheLeft,
29
+ (Mode&UnitDiag) | ((Mode&Upper) ? Lower : Upper),
30
+ NumTraits<Scalar>::IsComplex && Conjugate,
31
+ TriStorageOrder==RowMajor ? ColMajor : RowMajor, ColMajor>
32
+ ::run(size, cols, tri, triStride, _other, otherStride, blocking);
33
+ }
34
+ };
35
+
36
+ /* Optimized triangular solver with multiple right hand side and the triangular matrix on the left
37
+ */
38
+ template <typename Scalar, typename Index, int Mode, bool Conjugate, int TriStorageOrder>
39
+ struct triangular_solve_matrix<Scalar,Index,OnTheLeft,Mode,Conjugate,TriStorageOrder,ColMajor>
40
+ {
41
+ static EIGEN_DONT_INLINE void run(
42
+ Index size, Index otherSize,
43
+ const Scalar* _tri, Index triStride,
44
+ Scalar* _other, Index otherStride,
45
+ level3_blocking<Scalar,Scalar>& blocking);
46
+ };
47
+ template <typename Scalar, typename Index, int Mode, bool Conjugate, int TriStorageOrder>
48
+ EIGEN_DONT_INLINE void triangular_solve_matrix<Scalar,Index,OnTheLeft,Mode,Conjugate,TriStorageOrder,ColMajor>::run(
49
+ Index size, Index otherSize,
50
+ const Scalar* _tri, Index triStride,
51
+ Scalar* _other, Index otherStride,
52
+ level3_blocking<Scalar,Scalar>& blocking)
53
+ {
54
+ Index cols = otherSize;
55
+
56
+ typedef const_blas_data_mapper<Scalar, Index, TriStorageOrder> TriMapper;
57
+ typedef blas_data_mapper<Scalar, Index, ColMajor> OtherMapper;
58
+ TriMapper tri(_tri, triStride);
59
+ OtherMapper other(_other, otherStride);
60
+
61
+ typedef gebp_traits<Scalar,Scalar> Traits;
62
+
63
+ enum {
64
+ SmallPanelWidth = EIGEN_PLAIN_ENUM_MAX(Traits::mr,Traits::nr),
65
+ IsLower = (Mode&Lower) == Lower
66
+ };
67
+
68
+ Index kc = blocking.kc(); // cache block size along the K direction
69
+ Index mc = (std::min)(size,blocking.mc()); // cache block size along the M direction
70
+
71
+ std::size_t sizeA = kc*mc;
72
+ std::size_t sizeB = kc*cols;
73
+
74
+ ei_declare_aligned_stack_constructed_variable(Scalar, blockA, sizeA, blocking.blockA());
75
+ ei_declare_aligned_stack_constructed_variable(Scalar, blockB, sizeB, blocking.blockB());
76
+
77
+ conj_if<Conjugate> conj;
78
+ gebp_kernel<Scalar, Scalar, Index, OtherMapper, Traits::mr, Traits::nr, Conjugate, false> gebp_kernel;
79
+ gemm_pack_lhs<Scalar, Index, TriMapper, Traits::mr, Traits::LhsProgress, TriStorageOrder> pack_lhs;
80
+ gemm_pack_rhs<Scalar, Index, OtherMapper, Traits::nr, ColMajor, false, true> pack_rhs;
81
+
82
+ // the goal here is to subdivise the Rhs panels such that we keep some cache
83
+ // coherence when accessing the rhs elements
84
+ std::ptrdiff_t l1, l2, l3;
85
+ manage_caching_sizes(GetAction, &l1, &l2, &l3);
86
+ Index subcols = cols>0 ? l2/(4 * sizeof(Scalar) * std::max<Index>(otherStride,size)) : 0;
87
+ subcols = std::max<Index>((subcols/Traits::nr)*Traits::nr, Traits::nr);
88
+
89
+ for(Index k2=IsLower ? 0 : size;
90
+ IsLower ? k2<size : k2>0;
91
+ IsLower ? k2+=kc : k2-=kc)
92
+ {
93
+ const Index actual_kc = (std::min)(IsLower ? size-k2 : k2, kc);
94
+
95
+ // We have selected and packed a big horizontal panel R1 of rhs. Let B be the packed copy of this panel,
96
+ // and R2 the remaining part of rhs. The corresponding vertical panel of lhs is split into
97
+ // A11 (the triangular part) and A21 the remaining rectangular part.
98
+ // Then the high level algorithm is:
99
+ // - B = R1 => general block copy (done during the next step)
100
+ // - R1 = A11^-1 B => tricky part
101
+ // - update B from the new R1 => actually this has to be performed continuously during the above step
102
+ // - R2 -= A21 * B => GEPP
103
+
104
+ // The tricky part: compute R1 = A11^-1 B while updating B from R1
105
+ // The idea is to split A11 into multiple small vertical panels.
106
+ // Each panel can be split into a small triangular part T1k which is processed without optimization,
107
+ // and the remaining small part T2k which is processed using gebp with appropriate block strides
108
+ for(Index j2=0; j2<cols; j2+=subcols)
109
+ {
110
+ Index actual_cols = (std::min)(cols-j2,subcols);
111
+ // for each small vertical panels [T1k^T, T2k^T]^T of lhs
112
+ for (Index k1=0; k1<actual_kc; k1+=SmallPanelWidth)
113
+ {
114
+ Index actualPanelWidth = std::min<Index>(actual_kc-k1, SmallPanelWidth);
115
+ // tr solve
116
+ for (Index k=0; k<actualPanelWidth; ++k)
117
+ {
118
+ // TODO write a small kernel handling this (can be shared with trsv)
119
+ Index i = IsLower ? k2+k1+k : k2-k1-k-1;
120
+ Index rs = actualPanelWidth - k - 1; // remaining size
121
+ Index s = TriStorageOrder==RowMajor ? (IsLower ? k2+k1 : i+1)
122
+ : IsLower ? i+1 : i-rs;
123
+
124
+ Scalar a = (Mode & UnitDiag) ? Scalar(1) : Scalar(1)/conj(tri(i,i));
125
+ for (Index j=j2; j<j2+actual_cols; ++j)
126
+ {
127
+ if (TriStorageOrder==RowMajor)
128
+ {
129
+ Scalar b(0);
130
+ const Scalar* l = &tri(i,s);
131
+ Scalar* r = &other(s,j);
132
+ for (Index i3=0; i3<k; ++i3)
133
+ b += conj(l[i3]) * r[i3];
134
+
135
+ other(i,j) = (other(i,j) - b)*a;
136
+ }
137
+ else
138
+ {
139
+ Scalar b = (other(i,j) *= a);
140
+ Scalar* r = &other(s,j);
141
+ const Scalar* l = &tri(s,i);
142
+ for (Index i3=0;i3<rs;++i3)
143
+ r[i3] -= b * conj(l[i3]);
144
+ }
145
+ }
146
+ }
147
+
148
+ Index lengthTarget = actual_kc-k1-actualPanelWidth;
149
+ Index startBlock = IsLower ? k2+k1 : k2-k1-actualPanelWidth;
150
+ Index blockBOffset = IsLower ? k1 : lengthTarget;
151
+
152
+ // update the respective rows of B from other
153
+ pack_rhs(blockB+actual_kc*j2, other.getSubMapper(startBlock,j2), actualPanelWidth, actual_cols, actual_kc, blockBOffset);
154
+
155
+ // GEBP
156
+ if (lengthTarget>0)
157
+ {
158
+ Index startTarget = IsLower ? k2+k1+actualPanelWidth : k2-actual_kc;
159
+
160
+ pack_lhs(blockA, tri.getSubMapper(startTarget,startBlock), actualPanelWidth, lengthTarget);
161
+
162
+ gebp_kernel(other.getSubMapper(startTarget,j2), blockA, blockB+actual_kc*j2, lengthTarget, actualPanelWidth, actual_cols, Scalar(-1),
163
+ actualPanelWidth, actual_kc, 0, blockBOffset);
164
+ }
165
+ }
166
+ }
167
+
168
+ // R2 -= A21 * B => GEPP
169
+ {
170
+ Index start = IsLower ? k2+kc : 0;
171
+ Index end = IsLower ? size : k2-kc;
172
+ for(Index i2=start; i2<end; i2+=mc)
173
+ {
174
+ const Index actual_mc = (std::min)(mc,end-i2);
175
+ if (actual_mc>0)
176
+ {
177
+ pack_lhs(blockA, tri.getSubMapper(i2, IsLower ? k2 : k2-kc), actual_kc, actual_mc);
178
+
179
+ gebp_kernel(other.getSubMapper(i2, 0), blockA, blockB, actual_mc, actual_kc, cols, Scalar(-1), -1, -1, 0, 0);
180
+ }
181
+ }
182
+ }
183
+ }
184
+ }
185
+
186
+ /* Optimized triangular solver with multiple left hand sides and the triangular matrix on the right
187
+ */
188
+ template <typename Scalar, typename Index, int Mode, bool Conjugate, int TriStorageOrder>
189
+ struct triangular_solve_matrix<Scalar,Index,OnTheRight,Mode,Conjugate,TriStorageOrder,ColMajor>
190
+ {
191
+ static EIGEN_DONT_INLINE void run(
192
+ Index size, Index otherSize,
193
+ const Scalar* _tri, Index triStride,
194
+ Scalar* _other, Index otherStride,
195
+ level3_blocking<Scalar,Scalar>& blocking);
196
+ };
197
+ template <typename Scalar, typename Index, int Mode, bool Conjugate, int TriStorageOrder>
198
+ EIGEN_DONT_INLINE void triangular_solve_matrix<Scalar,Index,OnTheRight,Mode,Conjugate,TriStorageOrder,ColMajor>::run(
199
+ Index size, Index otherSize,
200
+ const Scalar* _tri, Index triStride,
201
+ Scalar* _other, Index otherStride,
202
+ level3_blocking<Scalar,Scalar>& blocking)
203
+ {
204
+ Index rows = otherSize;
205
+ typedef typename NumTraits<Scalar>::Real RealScalar;
206
+
207
+ typedef blas_data_mapper<Scalar, Index, ColMajor> LhsMapper;
208
+ typedef const_blas_data_mapper<Scalar, Index, TriStorageOrder> RhsMapper;
209
+ LhsMapper lhs(_other, otherStride);
210
+ RhsMapper rhs(_tri, triStride);
211
+
212
+ typedef gebp_traits<Scalar,Scalar> Traits;
213
+ enum {
214
+ RhsStorageOrder = TriStorageOrder,
215
+ SmallPanelWidth = EIGEN_PLAIN_ENUM_MAX(Traits::mr,Traits::nr),
216
+ IsLower = (Mode&Lower) == Lower
217
+ };
218
+
219
+ Index kc = blocking.kc(); // cache block size along the K direction
220
+ Index mc = (std::min)(rows,blocking.mc()); // cache block size along the M direction
221
+
222
+ std::size_t sizeA = kc*mc;
223
+ std::size_t sizeB = kc*size;
224
+
225
+ ei_declare_aligned_stack_constructed_variable(Scalar, blockA, sizeA, blocking.blockA());
226
+ ei_declare_aligned_stack_constructed_variable(Scalar, blockB, sizeB, blocking.blockB());
227
+
228
+ conj_if<Conjugate> conj;
229
+ gebp_kernel<Scalar, Scalar, Index, LhsMapper, Traits::mr, Traits::nr, false, Conjugate> gebp_kernel;
230
+ gemm_pack_rhs<Scalar, Index, RhsMapper, Traits::nr, RhsStorageOrder> pack_rhs;
231
+ gemm_pack_rhs<Scalar, Index, RhsMapper, Traits::nr, RhsStorageOrder,false,true> pack_rhs_panel;
232
+ gemm_pack_lhs<Scalar, Index, LhsMapper, Traits::mr, Traits::LhsProgress, ColMajor, false, true> pack_lhs_panel;
233
+
234
+ for(Index k2=IsLower ? size : 0;
235
+ IsLower ? k2>0 : k2<size;
236
+ IsLower ? k2-=kc : k2+=kc)
237
+ {
238
+ const Index actual_kc = (std::min)(IsLower ? k2 : size-k2, kc);
239
+ Index actual_k2 = IsLower ? k2-actual_kc : k2 ;
240
+
241
+ Index startPanel = IsLower ? 0 : k2+actual_kc;
242
+ Index rs = IsLower ? actual_k2 : size - actual_k2 - actual_kc;
243
+ Scalar* geb = blockB+actual_kc*actual_kc;
244
+
245
+ if (rs>0) pack_rhs(geb, rhs.getSubMapper(actual_k2,startPanel), actual_kc, rs);
246
+
247
+ // triangular packing (we only pack the panels off the diagonal,
248
+ // neglecting the blocks overlapping the diagonal
249
+ {
250
+ for (Index j2=0; j2<actual_kc; j2+=SmallPanelWidth)
251
+ {
252
+ Index actualPanelWidth = std::min<Index>(actual_kc-j2, SmallPanelWidth);
253
+ Index actual_j2 = actual_k2 + j2;
254
+ Index panelOffset = IsLower ? j2+actualPanelWidth : 0;
255
+ Index panelLength = IsLower ? actual_kc-j2-actualPanelWidth : j2;
256
+
257
+ if (panelLength>0)
258
+ pack_rhs_panel(blockB+j2*actual_kc,
259
+ rhs.getSubMapper(actual_k2+panelOffset, actual_j2),
260
+ panelLength, actualPanelWidth,
261
+ actual_kc, panelOffset);
262
+ }
263
+ }
264
+
265
+ for(Index i2=0; i2<rows; i2+=mc)
266
+ {
267
+ const Index actual_mc = (std::min)(mc,rows-i2);
268
+
269
+ // triangular solver kernel
270
+ {
271
+ // for each small block of the diagonal (=> vertical panels of rhs)
272
+ for (Index j2 = IsLower
273
+ ? (actual_kc - ((actual_kc%SmallPanelWidth) ? Index(actual_kc%SmallPanelWidth)
274
+ : Index(SmallPanelWidth)))
275
+ : 0;
276
+ IsLower ? j2>=0 : j2<actual_kc;
277
+ IsLower ? j2-=SmallPanelWidth : j2+=SmallPanelWidth)
278
+ {
279
+ Index actualPanelWidth = std::min<Index>(actual_kc-j2, SmallPanelWidth);
280
+ Index absolute_j2 = actual_k2 + j2;
281
+ Index panelOffset = IsLower ? j2+actualPanelWidth : 0;
282
+ Index panelLength = IsLower ? actual_kc - j2 - actualPanelWidth : j2;
283
+
284
+ // GEBP
285
+ if(panelLength>0)
286
+ {
287
+ gebp_kernel(lhs.getSubMapper(i2,absolute_j2),
288
+ blockA, blockB+j2*actual_kc,
289
+ actual_mc, panelLength, actualPanelWidth,
290
+ Scalar(-1),
291
+ actual_kc, actual_kc, // strides
292
+ panelOffset, panelOffset); // offsets
293
+ }
294
+
295
+ // unblocked triangular solve
296
+ for (Index k=0; k<actualPanelWidth; ++k)
297
+ {
298
+ Index j = IsLower ? absolute_j2+actualPanelWidth-k-1 : absolute_j2+k;
299
+
300
+ Scalar* r = &lhs(i2,j);
301
+ for (Index k3=0; k3<k; ++k3)
302
+ {
303
+ Scalar b = conj(rhs(IsLower ? j+1+k3 : absolute_j2+k3,j));
304
+ Scalar* a = &lhs(i2,IsLower ? j+1+k3 : absolute_j2+k3);
305
+ for (Index i=0; i<actual_mc; ++i)
306
+ r[i] -= a[i] * b;
307
+ }
308
+ if((Mode & UnitDiag)==0)
309
+ {
310
+ Scalar inv_rjj = RealScalar(1)/conj(rhs(j,j));
311
+ for (Index i=0; i<actual_mc; ++i)
312
+ r[i] *= inv_rjj;
313
+ }
314
+ }
315
+
316
+ // pack the just computed part of lhs to A
317
+ pack_lhs_panel(blockA, LhsMapper(_other+absolute_j2*otherStride+i2, otherStride),
318
+ actualPanelWidth, actual_mc,
319
+ actual_kc, j2);
320
+ }
321
+ }
322
+
323
+ if (rs>0)
324
+ gebp_kernel(lhs.getSubMapper(i2, startPanel), blockA, geb,
325
+ actual_mc, actual_kc, rs, Scalar(-1),
326
+ -1, -1, 0, 0);
327
+ }
328
+ }
329
+ }
330
+
331
+ } // end namespace internal
332
+
333
+ } // end namespace Eigen
334
+
335
+ #endif // EIGEN_TRIANGULAR_SOLVER_MATRIX_H