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 +1,108 @@
1
+ #pragma once
2
+ /**
3
+ * @file GammaPoisson.h
4
+ * @author bab2min (bab2min@gmail.com)
5
+ * @brief
6
+ * @version 0.2.0
7
+ * @date 2020-06-22
8
+ *
9
+ * @copyright Copyright (c) 2020
10
+ *
11
+ */
12
+
13
+ #ifndef EIGENRAND_DISTS_GAMMAPOISSON_H
14
+ #define EIGENRAND_DISTS_GAMMAPOISSON_H
15
+
16
+ #include <memory>
17
+ #include <iterator>
18
+ #include <limits>
19
+
20
+ namespace Eigen
21
+ {
22
+ namespace internal
23
+ {
24
+ template<typename Scalar, typename Rng>
25
+ struct scalar_negative_binomial_dist_op : public scalar_gamma_dist_op<float, Rng>
26
+ {
27
+ static_assert(std::is_same<Scalar, int32_t>::value, "uniformInt needs integral types.");
28
+
29
+ scalar_negative_binomial_dist_op(const Rng& _rng, Scalar _trials = 1, double _p = 0.5)
30
+ : scalar_gamma_dist_op<float, Rng>{ _rng, (float)_trials, (float)((1 - _p) / _p) }
31
+
32
+ {
33
+ }
34
+
35
+ EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator() () const
36
+ {
37
+ float v = scalar_gamma_dist_op<float, Rng>::operator()();
38
+ return scalar_poisson_dist_op<Scalar, Rng>{ this->rng, v }();
39
+ }
40
+
41
+ template<typename Packet>
42
+ EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Packet packetOp() const
43
+ {
44
+ using ur_base = scalar_uniform_real_op<float, Rng>;
45
+ using PacketType = decltype(reinterpret_to_float(std::declval<Packet>()));
46
+
47
+ auto mean = scalar_gamma_dist_op<float, Rng>::template packetOp<PacketType>();
48
+ auto res = pset1<Packet>(0);
49
+ PacketType val = pset1<PacketType>(1), pne_mean = pexp(pnegate(mean));
50
+ if (pmovemask(pcmplt(pset1<PacketType>(12), mean)) == 0)
51
+ {
52
+ while (1)
53
+ {
54
+ val = pmul(val, ur_base::template packetOp<PacketType>());
55
+ auto c = reinterpret_to_int(pcmplt(pne_mean, val));
56
+ if (pmovemask(c) == 0) break;
57
+ res = padd(res, pnegate(c));
58
+ }
59
+ return res;
60
+ }
61
+ else
62
+ {
63
+ auto& cm = Rand::detail::CompressMask<sizeof(Packet)>::get_inst();
64
+ thread_local PacketType cache_rest;
65
+ thread_local int cache_rest_cnt;
66
+ thread_local const scalar_negative_binomial_dist_op* cache_ptr = nullptr;
67
+ if (cache_ptr != this)
68
+ {
69
+ cache_ptr = this;
70
+ cache_rest = pset1<PacketType>(0);
71
+ cache_rest_cnt = 0;
72
+ }
73
+
74
+ const PacketType ppi = pset1<PacketType>(constant::pi),
75
+ psqrt_tmean = psqrt(pmul(pset1<PacketType>(2), mean)),
76
+ plog_mean = plog(mean),
77
+ pg1 = psub(pmul(mean, plog_mean), plgamma(padd(mean, pset1<PacketType>(1))));
78
+ while (1)
79
+ {
80
+ PacketType fres, yx, psin, pcos;
81
+ psincos(pmul(ppi, ur_base::template packetOp<PacketType>()), psin, pcos);
82
+ yx = pdiv(psin, pcos);
83
+ fres = ptruncate(padd(pmul(psqrt_tmean, yx), mean));
84
+
85
+ auto p1 = pmul(padd(pmul(yx, yx), pset1<PacketType>(1)), pset1<PacketType>(0.9));
86
+ auto p2 = pexp(psub(psub(pmul(fres, plog_mean), plgamma(padd(fres, pset1<PacketType>(1)))), pg1));
87
+
88
+ auto c1 = pcmple(pset1<PacketType>(0), fres);
89
+ auto c2 = pcmple(ur_base::template packetOp<PacketType>(), pmul(p1, p2));
90
+
91
+ auto cands = fres;
92
+ bool full = false;
93
+ cache_rest_cnt = cm.compress_append(cands, pand(c1, c2),
94
+ cache_rest, cache_rest_cnt, full);
95
+ if (full) return pcast<PacketType, Packet>(cands);
96
+ }
97
+ }
98
+ }
99
+ };
100
+
101
+ template<typename Scalar, typename Urng>
102
+ struct functor_traits<scalar_negative_binomial_dist_op<Scalar, Urng> >
103
+ {
104
+ enum { Cost = HugeCost, PacketAccess = packet_traits<Scalar>::Vectorizable, IsRepeatable = false };
105
+ };
106
+ }
107
+ }
108
+ #endif
@@ -0,0 +1,626 @@
1
+ /**
2
+ * @file NormalExp.h
3
+ * @author bab2min (bab2min@gmail.com)
4
+ * @brief
5
+ * @version 0.2.0
6
+ * @date 2020-06-22
7
+ *
8
+ * @copyright Copyright (c) 2020
9
+ *
10
+ */
11
+
12
+
13
+ #ifndef EIGENRAND_DISTS_NORMAL_EXP_H
14
+ #define EIGENRAND_DISTS_NORMAL_EXP_H
15
+
16
+ namespace Eigen
17
+ {
18
+ namespace internal
19
+ {
20
+ template<typename Scalar, typename Rng>
21
+ struct scalar_norm_dist_op : public scalar_uniform_real_op<Scalar, Rng>
22
+ {
23
+ static_assert(std::is_floating_point<Scalar>::value, "normalDist needs floating point types.");
24
+ using ur_base = scalar_uniform_real_op<Scalar, Rng>;
25
+
26
+ using ur_base::scalar_uniform_real_op;
27
+
28
+ EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator() () const
29
+ {
30
+ thread_local Scalar cache;
31
+ thread_local const scalar_norm_dist_op* cache_ptr = nullptr;
32
+ if (cache_ptr == this)
33
+ {
34
+ cache_ptr = nullptr;
35
+ return cache;
36
+ }
37
+ cache_ptr = this;
38
+
39
+ Scalar v1, v2, sx;
40
+ while (1)
41
+ {
42
+ v1 = 2 * ur_base::operator()() - 1;
43
+ v2 = 2 * ur_base::operator()() - 1;
44
+ sx = v1 * v1 + v2 * v2;
45
+ if (sx && sx < 1) break;
46
+ }
47
+ Scalar fx = std::sqrt((Scalar)-2.0 * std::log(sx) / sx);
48
+ cache = fx * v2;
49
+ return fx * v1;
50
+ }
51
+
52
+ template<typename Packet>
53
+ EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Packet packetOp() const
54
+ {
55
+ thread_local Packet cache;
56
+ thread_local const scalar_norm_dist_op* cache_ptr = nullptr;
57
+ if (cache_ptr == this)
58
+ {
59
+ cache_ptr = nullptr;
60
+ return cache;
61
+ }
62
+ cache_ptr = this;
63
+ Packet u1 = ur_base::template packetOp<Packet>(),
64
+ u2 = ur_base::template packetOp<Packet>();
65
+
66
+ u1 = psub(pset1<Packet>(1), u1);
67
+
68
+ auto radius = psqrt(pmul(pset1<Packet>(-2), plog(u1)));
69
+ auto theta = pmul(pset1<Packet>(2 * constant::pi), u2);
70
+ Packet sintheta, costheta;
71
+
72
+ psincos(theta, sintheta, costheta);
73
+ cache = pmul(radius, costheta);
74
+ return pmul(radius, sintheta);
75
+ }
76
+ };
77
+
78
+ template<typename Scalar, typename Urng>
79
+ struct functor_traits<scalar_norm_dist_op<Scalar, Urng> >
80
+ {
81
+ enum { Cost = HugeCost, PacketAccess = packet_traits<Scalar>::Vectorizable, IsRepeatable = false };
82
+ };
83
+
84
+ template<typename Scalar, typename Rng>
85
+ struct scalar_norm_dist2_op : public scalar_norm_dist_op<Scalar, Rng>
86
+ {
87
+ static_assert(std::is_floating_point<Scalar>::value, "normalDist needs floating point types.");
88
+
89
+ Scalar mean = 0, stdev = 1;
90
+
91
+ scalar_norm_dist2_op(const Rng& _rng,
92
+ Scalar _mean = 0, Scalar _stdev = 1)
93
+ : scalar_norm_dist_op<Scalar, Rng>{ _rng },
94
+ mean{ _mean }, stdev{ _stdev }
95
+ {
96
+ }
97
+
98
+ EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator() () const
99
+ {
100
+ return scalar_norm_dist_op<Scalar, Rng>::operator()() * stdev + mean;
101
+ }
102
+
103
+ template<typename Packet>
104
+ EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Packet packetOp() const
105
+ {
106
+ return padd(pmul(
107
+ scalar_norm_dist_op<Scalar, Rng>::template packetOp<Packet>(),
108
+ pset1<Packet>(stdev)
109
+ ), pset1<Packet>(mean));
110
+ }
111
+ };
112
+
113
+ template<typename Scalar, typename Urng>
114
+ struct functor_traits<scalar_norm_dist2_op<Scalar, Urng> >
115
+ {
116
+ enum { Cost = HugeCost, PacketAccess = packet_traits<Scalar>::Vectorizable, IsRepeatable = false };
117
+ };
118
+
119
+ template<typename Scalar, typename Rng>
120
+ struct scalar_lognorm_dist_op : public scalar_norm_dist2_op<Scalar, Rng>
121
+ {
122
+ static_assert(std::is_floating_point<Scalar>::value, "lognormalDist needs floating point types.");
123
+
124
+ using scalar_norm_dist2_op<Scalar, Rng>::scalar_norm_dist2_op;
125
+
126
+ EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator() () const
127
+ {
128
+ return std::exp(scalar_norm_dist2_op<Scalar, Rng>::operator()());
129
+ }
130
+
131
+ template<typename Packet>
132
+ EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Packet packetOp() const
133
+ {
134
+ return pexp(scalar_norm_dist2_op<Scalar, Rng>::template packetOp<Packet>());
135
+ }
136
+ };
137
+
138
+ template<typename Scalar, typename Urng>
139
+ struct functor_traits<scalar_lognorm_dist_op<Scalar, Urng> >
140
+ {
141
+ enum { Cost = HugeCost, PacketAccess = packet_traits<Scalar>::Vectorizable, IsRepeatable = false };
142
+ };
143
+
144
+ template<typename Scalar, typename Rng>
145
+ struct scalar_student_t_dist_op : public scalar_uniform_real_op<Scalar, Rng>
146
+ {
147
+ static_assert(std::is_floating_point<Scalar>::value, "normalDist needs floating point types.");
148
+ using ur_base = scalar_uniform_real_op<Scalar, Rng>;
149
+
150
+ Scalar n;
151
+
152
+ scalar_student_t_dist_op(const Rng& _rng, Scalar _n = 1)
153
+ : ur_base{ _rng }, n{ _n }
154
+ {
155
+ }
156
+
157
+ EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator() () const
158
+ {
159
+ Scalar v1, v2, sx;
160
+ while (1)
161
+ {
162
+ v1 = 2 * ur_base::operator()() - 1;
163
+ v2 = 2 * ur_base::operator()() - 1;
164
+ sx = v1 * v1 + v2 * v2;
165
+ if (sx && sx < 1) break;
166
+ }
167
+
168
+ Scalar fx = std::sqrt(n * (std::pow(sx, -2 / n) - 1) / sx);
169
+ return fx * v1;
170
+ }
171
+
172
+ template<typename Packet>
173
+ EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Packet packetOp() const
174
+ {
175
+ Packet u1 = ur_base::template packetOp<Packet>(),
176
+ u2 = ur_base::template packetOp<Packet>();
177
+
178
+ u1 = psub(pset1<Packet>(1), u1);
179
+ auto pn = pset1<Packet>(n);
180
+ auto radius = psqrt(pmul(pn,
181
+ psub(pexp(pmul(plog(u1), pset1<Packet>(-2 / n))), pset1<Packet>(1))
182
+ ));
183
+ auto theta = pmul(pset1<Packet>(2 * constant::pi), u2);
184
+ Packet sintheta, costheta;
185
+
186
+ //psincos(theta, sintheta, costheta);
187
+ return pmul(radius, psin(theta));
188
+ }
189
+ };
190
+
191
+ template<typename Scalar, typename Urng>
192
+ struct functor_traits<scalar_student_t_dist_op<Scalar, Urng> >
193
+ {
194
+ enum { Cost = HugeCost, PacketAccess = packet_traits<Scalar>::Vectorizable, IsRepeatable = false };
195
+ };
196
+
197
+ template<typename Scalar, typename Rng>
198
+ struct scalar_exp_dist_op : public scalar_uniform_real_op<Scalar, Rng>
199
+ {
200
+ static_assert(std::is_floating_point<Scalar>::value, "expDist needs floating point types.");
201
+
202
+ Scalar lambda = 1;
203
+
204
+ scalar_exp_dist_op(const Rng& _rng, Scalar _lambda = 1)
205
+ : scalar_uniform_real_op<Scalar, Rng>{ _rng }, lambda{ _lambda }
206
+ {
207
+ }
208
+
209
+ EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator() () const
210
+ {
211
+ return -std::log(1 - scalar_uniform_real_op<Scalar, Rng>::operator()()) / lambda;
212
+ }
213
+
214
+ template<typename Packet>
215
+ EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Packet packetOp() const
216
+ {
217
+ return pnegate(pdiv(plog(
218
+ psub(pset1<Packet>(1), scalar_uniform_real_op<Scalar, Rng>::template packetOp<Packet>())
219
+ ), pset1<Packet>(lambda)));
220
+ }
221
+ };
222
+
223
+ template<typename Scalar, typename Urng>
224
+ struct functor_traits<scalar_exp_dist_op<Scalar, Urng> >
225
+ {
226
+ enum { Cost = HugeCost, PacketAccess = packet_traits<Scalar>::Vectorizable, IsRepeatable = false };
227
+ };
228
+
229
+ template<typename Scalar, typename Rng>
230
+ struct scalar_gamma_dist_op : public scalar_exp_dist_op<Scalar, Rng>
231
+ {
232
+ static_assert(std::is_floating_point<Scalar>::value, "gammaDist needs floating point types.");
233
+
234
+ Scalar alpha, beta, px, sqrt;
235
+
236
+ scalar_gamma_dist_op(const Rng& _rng, Scalar _alpha = 1, Scalar _beta = 1)
237
+ : scalar_exp_dist_op<Scalar, Rng>{ _rng }, alpha{ _alpha }, beta{ _beta }
238
+ {
239
+ px = constant::e / (alpha + constant::e);
240
+ sqrt = std::sqrt(2 * alpha - 1);
241
+ }
242
+
243
+ EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator() () const
244
+ {
245
+ using ur_base = scalar_uniform_real_op<Scalar, Rng>;
246
+ if (alpha < 1)
247
+ {
248
+ Scalar ux, vx, xx, qx;
249
+ while (1)
250
+ {
251
+ ux = ur_base::operator()();
252
+ vx = this->nzur_scalar();
253
+
254
+ if (ux < px)
255
+ {
256
+ xx = std::pow(vx, 1 / alpha);
257
+ qx = std::exp(-xx);
258
+ }
259
+ else
260
+ {
261
+ xx = 1 - std::log(vx);
262
+ qx = std::pow(xx, alpha - 1);
263
+ }
264
+
265
+ if (ur_base::operator()() < qx)
266
+ {
267
+ return beta * xx;
268
+ }
269
+ }
270
+ }
271
+ if (alpha == 1)
272
+ {
273
+ return beta * scalar_exp_dist_op<Scalar, Rng>::operator()();
274
+ }
275
+ int count;
276
+ if ((count = alpha) == alpha && count < 20)
277
+ {
278
+ Scalar yx;
279
+ yx = this->nzur_scalar();
280
+ while (--count)
281
+ {
282
+ yx *= this->nzur_scalar();
283
+ }
284
+ return -beta * std::log(yx);
285
+ }
286
+
287
+ while (1)
288
+ {
289
+ Scalar yx, xx;
290
+ yx = std::tan(constant::pi * ur_base::operator()());
291
+ xx = sqrt * yx + alpha - 1;
292
+ if (xx <= 0) continue;
293
+ if (ur_base::operator()() <= (1 + yx * yx)
294
+ * std::exp((alpha - 1) * std::log(xx / (alpha - 1)) - sqrt * yx))
295
+ {
296
+ return beta * xx;
297
+ }
298
+ }
299
+ }
300
+
301
+ template<typename Packet>
302
+ EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Packet packetOp() const
303
+ {
304
+ using RUtils = RandUtils<Packet, Rng>;
305
+ auto& cm = Rand::detail::CompressMask<sizeof(Packet)>::get_inst();
306
+
307
+ RUtils ru;
308
+ thread_local Packet cache_rest;
309
+ thread_local int cache_rest_cnt;
310
+ thread_local const scalar_gamma_dist_op* cache_ptr = nullptr;
311
+ if (cache_ptr != this)
312
+ {
313
+ cache_ptr = this;
314
+ cache_rest = pset1<Packet>(0);
315
+ cache_rest_cnt = 0;
316
+ }
317
+
318
+ if (alpha < 1)
319
+ {
320
+ while (1)
321
+ {
322
+ Packet ux = ru.uniform_real(this->rng);
323
+ Packet vx = ru.nonzero_uniform_real(this->rng);
324
+
325
+ Packet xx = pexp(pmul(pset1<Packet>(1 / alpha), plog(vx)));
326
+ Packet qx = pexp(pnegate(xx));
327
+
328
+ Packet xx2 = psub(pset1<Packet>(1), plog(vx));
329
+ Packet qx2 = pexp(pmul(plog(xx2), pset1<Packet>(alpha - 1)));
330
+
331
+ auto c = pcmplt(ux, pset1<Packet>(px));
332
+ xx = pblendv(c, xx, xx2);
333
+ qx = pblendv(c, qx, qx2);
334
+
335
+ ux = ru.uniform_real(this->rng);
336
+ Packet cands = pmul(pset1<Packet>(beta), xx);
337
+ bool full = false;
338
+ cache_rest_cnt = cm.compress_append(cands, pcmplt(ux, qx),
339
+ cache_rest, cache_rest_cnt, full);
340
+ if (full) return cands;
341
+ }
342
+ }
343
+ if (alpha == 1)
344
+ {
345
+ return pmul(pset1<Packet>(beta),
346
+ scalar_exp_dist_op<Scalar, Rng>::template packetOp<Packet>()
347
+ );
348
+ }
349
+ int count;
350
+ if ((count = alpha) == alpha && count < 20)
351
+ {
352
+ RUtils ru;
353
+ Packet ux, yx;
354
+ yx = ru.nonzero_uniform_real(this->rng);
355
+ while (--count)
356
+ {
357
+ yx = pmul(yx, ru.nonzero_uniform_real(this->rng));
358
+ }
359
+ return pnegate(pmul(pset1<Packet>(beta), plog(yx)));
360
+ }
361
+ else
362
+ {
363
+ while (1)
364
+ {
365
+ Packet alpha_1 = pset1<Packet>(alpha - 1);
366
+ Packet ys, yc;
367
+ psincos(pmul(pset1<Packet>(constant::pi), ru.uniform_real(this->rng)), ys, yc);
368
+ Packet yx = pdiv(ys, yc);
369
+ Packet xx = padd(pmul(pset1<Packet>(sqrt), yx), alpha_1);
370
+ auto c = pcmplt(pset1<Packet>(0), xx);
371
+ Packet ux = ru.uniform_real(this->rng);
372
+ Packet ub = pmul(padd(pmul(yx, yx), pset1<Packet>(1)),
373
+ pexp(psub(
374
+ pmul(alpha_1, plog(pdiv(xx, alpha_1))),
375
+ pmul(yx, pset1<Packet>(sqrt))
376
+ ))
377
+ );
378
+ c = pand(c, pcmple(ux, ub));
379
+ Packet cands = pmul(pset1<Packet>(beta), xx);
380
+ bool full = false;
381
+ cache_rest_cnt = cm.compress_append(cands, c,
382
+ cache_rest, cache_rest_cnt, full);
383
+ if (full) return cands;
384
+ }
385
+ }
386
+ }
387
+ };
388
+
389
+ template<typename Scalar, typename Urng>
390
+ struct functor_traits<scalar_gamma_dist_op<Scalar, Urng> >
391
+ {
392
+ enum { Cost = HugeCost, PacketAccess = packet_traits<Scalar>::Vectorizable, IsRepeatable = false };
393
+ };
394
+
395
+ template<typename Scalar, typename Rng>
396
+ struct scalar_weibull_dist_op : public scalar_uniform_real_op<Scalar, Rng>
397
+ {
398
+ static_assert(std::is_floating_point<Scalar>::value, "weilbullDist needs floating point types.");
399
+
400
+ Scalar a = 1, b = 1;
401
+
402
+ scalar_weibull_dist_op(const Rng& _rng, Scalar _a = 1, Scalar _b = 1)
403
+ : scalar_uniform_real_op<Scalar, Rng>{ _rng }, a{ _a }, b{ _b }
404
+ {
405
+ }
406
+
407
+ EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator() () const
408
+ {
409
+ return std::pow(-std::log(1 - scalar_uniform_real_op<Scalar, Rng>::operator()()), 1 / a) * b;
410
+ }
411
+
412
+ template<typename Packet>
413
+ EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Packet packetOp() const
414
+ {
415
+ return pmul(pexp(pmul(plog(pnegate(plog(
416
+ psub(pset1<Packet>(1), scalar_uniform_real_op<Scalar, Rng>::template packetOp<Packet>())
417
+ ))), pset1<Packet>(1 / a))), pset1<Packet>(b));
418
+ }
419
+ };
420
+
421
+ template<typename Scalar, typename Urng>
422
+ struct functor_traits<scalar_weibull_dist_op<Scalar, Urng> >
423
+ {
424
+ enum { Cost = HugeCost, PacketAccess = packet_traits<Scalar>::Vectorizable, IsRepeatable = false };
425
+ };
426
+
427
+ template<typename Scalar, typename Rng>
428
+ struct scalar_extreme_value_dist_op : public scalar_uniform_real_op<Scalar, Rng>
429
+ {
430
+ static_assert(std::is_floating_point<Scalar>::value, "extremeValueDist needs floating point types.");
431
+
432
+ Scalar a = 0, b = 1;
433
+
434
+ scalar_extreme_value_dist_op(const Rng& _rng, Scalar _a = 0, Scalar _b = 1)
435
+ : scalar_uniform_real_op<Scalar, Rng>{ _rng }, a{ _a }, b{ _b }
436
+ {
437
+ }
438
+
439
+ EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator() () const
440
+ {
441
+ return (a - b * std::log(-std::log(this->nzur_scalar())));
442
+ }
443
+
444
+ template<typename Packet>
445
+ EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Packet packetOp() const
446
+ {
447
+ using RUtils = RandUtils<Packet, Rng>;
448
+ return psub(pset1<Packet>(a),
449
+ pmul(plog(pnegate(plog(RUtils{}.nonzero_uniform_real(this->rng)))), pset1<Packet>(b))
450
+ );
451
+ }
452
+ };
453
+
454
+ template<typename Scalar, typename Urng>
455
+ struct functor_traits<scalar_extreme_value_dist_op<Scalar, Urng> >
456
+ {
457
+ enum { Cost = HugeCost, PacketAccess = packet_traits<Scalar>::Vectorizable, IsRepeatable = false };
458
+ };
459
+
460
+ template<typename Scalar, typename Rng>
461
+ struct scalar_chi_squared_dist_op : public scalar_gamma_dist_op<Scalar, Rng>
462
+ {
463
+ static_assert(std::is_floating_point<Scalar>::value, "chiSquaredDist needs floating point types.");
464
+
465
+ scalar_chi_squared_dist_op(const Rng& _rng, Scalar n = 1)
466
+ : scalar_gamma_dist_op<Scalar, Rng>{ _rng, n * Scalar(0.5), 2 }
467
+ {
468
+ }
469
+ };
470
+
471
+ template<typename Scalar, typename Urng>
472
+ struct functor_traits<scalar_chi_squared_dist_op<Scalar, Urng> >
473
+ {
474
+ enum { Cost = HugeCost, PacketAccess = packet_traits<Scalar>::Vectorizable, IsRepeatable = false };
475
+ };
476
+
477
+ template<typename Scalar, typename Rng>
478
+ struct scalar_cauchy_dist_op : public scalar_uniform_real_op<Scalar, Rng>
479
+ {
480
+ static_assert(std::is_floating_point<Scalar>::value, "cauchyDist needs floating point types.");
481
+
482
+ Scalar a = 0, b = 1;
483
+
484
+ scalar_cauchy_dist_op(const Rng& _rng, Scalar _a = 0, Scalar _b = 1)
485
+ : scalar_uniform_real_op<Scalar, Rng>{ _rng }, a{ _a }, b{ _b }
486
+ {
487
+ }
488
+
489
+ EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator() () const
490
+ {
491
+ return a + b * std::tan(constant::pi * (scalar_uniform_real_op<Scalar, Rng>::operator()() - 0.5));
492
+ }
493
+
494
+ template<typename Packet>
495
+ EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Packet packetOp() const
496
+ {
497
+ Packet s, c;
498
+ psincos(pmul(pset1<Packet>(constant::pi),
499
+ psub(scalar_uniform_real_op<Scalar, Rng>::template packetOp<Packet>(), pset1<Packet>(0.5))
500
+ ), s, c);
501
+ return padd(pset1<Packet>(a),
502
+ pmul(pset1<Packet>(b), pdiv(s, c))
503
+ );
504
+ }
505
+ };
506
+
507
+ template<typename Scalar, typename Urng>
508
+ struct functor_traits<scalar_cauchy_dist_op<Scalar, Urng> >
509
+ {
510
+ enum { Cost = HugeCost, PacketAccess = packet_traits<Scalar>::Vectorizable, IsRepeatable = false };
511
+ };
512
+
513
+ template<typename Scalar, typename Rng>
514
+ struct scalar_beta_dist_op : public scalar_uniform_real_op<Scalar, Rng>
515
+ {
516
+ static_assert(std::is_floating_point<Scalar>::value, "betaDist needs floating point types.");
517
+ using ur_base = scalar_uniform_real_op<Scalar, Rng>;
518
+
519
+ Scalar a, b;
520
+ scalar_gamma_dist_op<Scalar, Rng> gd1, gd2;
521
+
522
+ scalar_beta_dist_op(const Rng& _rng, Scalar _a = 1, Scalar _b = 1)
523
+ : ur_base{ _rng }, a{ _a }, b{ _b },
524
+ gd1{ _rng, _a }, gd2{ _rng, _b }
525
+ {
526
+ }
527
+
528
+ EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator() () const
529
+ {
530
+ if (a < 1 && b < 1)
531
+ {
532
+ Scalar x, p1, p2;
533
+ while(1)
534
+ {
535
+ p1 = std::pow(ur_base::operator()(), 1 / a);
536
+ p2 = std::pow(ur_base::operator()(), 1 / b);
537
+ x = p1 + p2;
538
+ if (x <= 1) break;
539
+ }
540
+ return p1 / x;
541
+ }
542
+ else
543
+ {
544
+ Scalar p1 = gd1(), p2 = gd2();
545
+ return p1 / (p1 + p2);
546
+ }
547
+ }
548
+
549
+ template<typename Packet>
550
+ EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Packet packetOp() const
551
+ {
552
+ if (a < 1 && b < 1)
553
+ {
554
+ auto& cm = Rand::detail::CompressMask<sizeof(Packet)>::get_inst();
555
+
556
+ thread_local Packet cache_rest;
557
+ thread_local int cache_rest_cnt;
558
+ thread_local const scalar_beta_dist_op* cache_ptr = nullptr;
559
+ if (cache_ptr != this)
560
+ {
561
+ cache_ptr = this;
562
+ cache_rest = pset1<Packet>(0);
563
+ cache_rest_cnt = 0;
564
+ }
565
+
566
+ Packet x, p1, p2;
567
+ while (1)
568
+ {
569
+ p1 = pexp(pmul(plog(ur_base::template packetOp<Packet>()), pset1<Packet>(1 / a)));
570
+ p2 = pexp(pmul(plog(ur_base::template packetOp<Packet>()), pset1<Packet>(1 / b)));
571
+ x = padd(p1, p2);
572
+ Packet cands = pdiv(p1, x);
573
+ bool full = false;
574
+ cache_rest_cnt = cm.compress_append(cands, pcmple(x, pset1<Packet>(1)),
575
+ cache_rest, cache_rest_cnt, full);
576
+ if (full) return cands;
577
+ }
578
+ }
579
+ else
580
+ {
581
+ auto p1 = gd1.template packetOp<Packet>(),
582
+ p2 = gd2.template packetOp<Packet>();
583
+ return pdiv(p1, padd(p1, p2));
584
+ }
585
+ }
586
+ };
587
+
588
+ template<typename Scalar, typename Urng>
589
+ struct functor_traits<scalar_beta_dist_op<Scalar, Urng> >
590
+ {
591
+ enum { Cost = HugeCost, PacketAccess = packet_traits<Scalar>::Vectorizable, IsRepeatable = false };
592
+ };
593
+
594
+ template<typename Scalar, typename Rng>
595
+ struct scalar_fisher_f_dist_op : public scalar_beta_dist_op<Scalar, Rng>
596
+ {
597
+ static_assert(std::is_floating_point<Scalar>::value, "chiSquaredDist needs floating point types.");
598
+
599
+ scalar_fisher_f_dist_op(const Rng& _rng, Scalar m = 1, Scalar n = 1)
600
+ : scalar_beta_dist_op<Scalar, Rng>{ _rng, m * Scalar(0.5), n * Scalar(0.5) }
601
+ {
602
+ }
603
+
604
+ EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator() () const
605
+ {
606
+ auto x = scalar_beta_dist_op<Scalar, Rng>::operator()();
607
+ return this->b / this->a * x / (1 - x);
608
+ }
609
+
610
+ template<typename Packet>
611
+ EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Packet packetOp() const
612
+ {
613
+ auto x = scalar_beta_dist_op<Scalar, Rng>::template packetOp<Packet>();
614
+ return pdiv(pmul(pset1<Packet>(this->b / this->a), x), psub(pset1<Packet>(1), x));
615
+ }
616
+ };
617
+
618
+ template<typename Scalar, typename Urng>
619
+ struct functor_traits<scalar_fisher_f_dist_op<Scalar, Urng> >
620
+ {
621
+ enum { Cost = HugeCost, PacketAccess = packet_traits<Scalar>::Vectorizable, IsRepeatable = false };
622
+ };
623
+ }
624
+ }
625
+
626
+ #endif