tomoto 0.1.0

data/vendor/eigen/Eigen/src/Core/SolverBase.h

@@ -0,0 +1,130 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2015 Gael Guennebaud <gael.guennebaud@inria.fr>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_SOLVERBASE_H
+#define EIGEN_SOLVERBASE_H
+
+namespace Eigen {
+
+namespace internal {
+
+
+
+} // end namespace internal
+
+/** \class SolverBase
+  * \brief A base class for matrix decomposition and solvers
+  *
+  * \tparam Derived the actual type of the decomposition/solver.
+  *
+  * Any matrix decomposition inheriting this base class provide the following API:
+  *
+  * \code
+  * MatrixType A, b, x;
+  * DecompositionType dec(A);
+  * x = dec.solve(b);             // solve A   * x = b
+  * x = dec.transpose().solve(b); // solve A^T * x = b
+  * x = dec.adjoint().solve(b);   // solve A'  * x = b
+  * \endcode
+  *
+  * \warning Currently, any other usage of transpose() and adjoint() are not supported and will produce compilation errors.
+  *
+  * \sa class PartialPivLU, class FullPivLU
+  */
+template<typename Derived>
+class SolverBase : public EigenBase<Derived>
+{
+  public:
+
+    typedef EigenBase<Derived> Base;
+    typedef typename internal::traits<Derived>::Scalar Scalar;
+    typedef Scalar CoeffReturnType;
+
+    enum {
+      RowsAtCompileTime = internal::traits<Derived>::RowsAtCompileTime,
+      ColsAtCompileTime = internal::traits<Derived>::ColsAtCompileTime,
+      SizeAtCompileTime = (internal::size_at_compile_time<internal::traits<Derived>::RowsAtCompileTime,
+                                                          internal::traits<Derived>::ColsAtCompileTime>::ret),
+      MaxRowsAtCompileTime = internal::traits<Derived>::MaxRowsAtCompileTime,
+      MaxColsAtCompileTime = internal::traits<Derived>::MaxColsAtCompileTime,
+      MaxSizeAtCompileTime = (internal::size_at_compile_time<internal::traits<Derived>::MaxRowsAtCompileTime,
+                                                             internal::traits<Derived>::MaxColsAtCompileTime>::ret),
+      IsVectorAtCompileTime = internal::traits<Derived>::MaxRowsAtCompileTime == 1
+                           || internal::traits<Derived>::MaxColsAtCompileTime == 1
+    };
+
+    /** Default constructor */
+    SolverBase()
+    {}
+
+    ~SolverBase()
+    {}
+
+    using Base::derived;
+
+    /** \returns an expression of the solution x of \f$ A x = b \f$ using the current decomposition of A.
+      */
+    template<typename Rhs>
+    inline const Solve<Derived, Rhs>
+    solve(const MatrixBase<Rhs>& b) const
+    {
+      eigen_assert(derived().rows()==b.rows() && "solve(): invalid number of rows of the right hand side matrix b");
+      return Solve<Derived, Rhs>(derived(), b.derived());
+    }
+
+    /** \internal the return type of transpose() */
+    typedef typename internal::add_const<Transpose<const Derived> >::type ConstTransposeReturnType;
+    /** \returns an expression of the transposed of the factored matrix.
+      *
+      * A typical usage is to solve for the transposed problem A^T x = b:
+      * \code x = dec.transpose().solve(b); \endcode
+      *
+      * \sa adjoint(), solve()
+      */
+    inline ConstTransposeReturnType transpose() const
+    {
+      return ConstTransposeReturnType(derived());
+    }
+
+    /** \internal the return type of adjoint() */
+    typedef typename internal::conditional<NumTraits<Scalar>::IsComplex,
+                        CwiseUnaryOp<internal::scalar_conjugate_op<Scalar>, ConstTransposeReturnType>,
+                        ConstTransposeReturnType
+                     >::type AdjointReturnType;
+    /** \returns an expression of the adjoint of the factored matrix
+      *
+      * A typical usage is to solve for the adjoint problem A' x = b:
+      * \code x = dec.adjoint().solve(b); \endcode
+      *
+      * For real scalar types, this function is equivalent to transpose().
+      *
+      * \sa transpose(), solve()
+      */
+    inline AdjointReturnType adjoint() const
+    {
+      return AdjointReturnType(derived().transpose());
+    }
+
+  protected:
+};
+
+namespace internal {
+
+template<typename Derived>
+struct generic_xpr_base<Derived, MatrixXpr, SolverStorage>
+{
+  typedef SolverBase<Derived> type;
+
+};
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_SOLVERBASE_H

data/vendor/eigen/Eigen/src/Core/StableNorm.h

@@ -0,0 +1,221 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009 Gael Guennebaud <gael.guennebaud@inria.fr>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_STABLENORM_H
+#define EIGEN_STABLENORM_H
+
+namespace Eigen { 
+
+namespace internal {
+
+template<typename ExpressionType, typename Scalar>
+inline void stable_norm_kernel(const ExpressionType& bl, Scalar& ssq, Scalar& scale, Scalar& invScale)
+{
+  Scalar maxCoeff = bl.cwiseAbs().maxCoeff();
+  
+  if(maxCoeff>scale)
+  {
+    ssq = ssq * numext::abs2(scale/maxCoeff);
+    Scalar tmp = Scalar(1)/maxCoeff;
+    if(tmp > NumTraits<Scalar>::highest())
+    {
+      invScale = NumTraits<Scalar>::highest();
+      scale = Scalar(1)/invScale;
+    }
+    else if(maxCoeff>NumTraits<Scalar>::highest()) // we got a INF
+    {
+      invScale = Scalar(1);
+      scale = maxCoeff;
+    }
+    else
+    {
+      scale = maxCoeff;
+      invScale = tmp;
+    }
+  }
+  else if(maxCoeff!=maxCoeff) // we got a NaN
+  {
+    scale = maxCoeff;
+  }
+  
+  // TODO if the maxCoeff is much much smaller than the current scale,
+  // then we can neglect this sub vector
+  if(scale>Scalar(0)) // if scale==0, then bl is 0 
+    ssq += (bl*invScale).squaredNorm();
+}
+
+template<typename Derived>
+inline typename NumTraits<typename traits<Derived>::Scalar>::Real
+blueNorm_impl(const EigenBase<Derived>& _vec)
+{
+  typedef typename Derived::RealScalar RealScalar;  
+  using std::pow;
+  using std::sqrt;
+  using std::abs;
+  const Derived& vec(_vec.derived());
+  static bool initialized = false;
+  static RealScalar b1, b2, s1m, s2m, rbig, relerr;
+  if(!initialized)
+  {
+    int ibeta, it, iemin, iemax, iexp;
+    RealScalar eps;
+    // This program calculates the machine-dependent constants
+    // bl, b2, slm, s2m, relerr overfl
+    // from the "basic" machine-dependent numbers
+    // nbig, ibeta, it, iemin, iemax, rbig.
+    // The following define the basic machine-dependent constants.
+    // For portability, the PORT subprograms "ilmaeh" and "rlmach"
+    // are used. For any specific computer, each of the assignment
+    // statements can be replaced
+    ibeta = std::numeric_limits<RealScalar>::radix;                 // base for floating-point numbers
+    it    = std::numeric_limits<RealScalar>::digits;                // number of base-beta digits in mantissa
+    iemin = std::numeric_limits<RealScalar>::min_exponent;          // minimum exponent
+    iemax = std::numeric_limits<RealScalar>::max_exponent;          // maximum exponent
+    rbig  = (std::numeric_limits<RealScalar>::max)();               // largest floating-point number
+
+    iexp  = -((1-iemin)/2);
+    b1    = RealScalar(pow(RealScalar(ibeta),RealScalar(iexp)));    // lower boundary of midrange
+    iexp  = (iemax + 1 - it)/2;
+    b2    = RealScalar(pow(RealScalar(ibeta),RealScalar(iexp)));    // upper boundary of midrange
+
+    iexp  = (2-iemin)/2;
+    s1m   = RealScalar(pow(RealScalar(ibeta),RealScalar(iexp)));    // scaling factor for lower range
+    iexp  = - ((iemax+it)/2);
+    s2m   = RealScalar(pow(RealScalar(ibeta),RealScalar(iexp)));    // scaling factor for upper range
+
+    eps     = RealScalar(pow(double(ibeta), 1-it));
+    relerr  = sqrt(eps);                                            // tolerance for neglecting asml
+    initialized = true;
+  }
+  Index n = vec.size();
+  RealScalar ab2 = b2 / RealScalar(n);
+  RealScalar asml = RealScalar(0);
+  RealScalar amed = RealScalar(0);
+  RealScalar abig = RealScalar(0);
+  for(typename Derived::InnerIterator it(vec, 0); it; ++it)
+  {
+    RealScalar ax = abs(it.value());
+    if(ax > ab2)     abig += numext::abs2(ax*s2m);
+    else if(ax < b1) asml += numext::abs2(ax*s1m);
+    else             amed += numext::abs2(ax);
+  }
+  if(amed!=amed)
+    return amed;  // we got a NaN
+  if(abig > RealScalar(0))
+  {
+    abig = sqrt(abig);
+    if(abig > rbig) // overflow, or *this contains INF values
+      return abig;  // return INF
+    if(amed > RealScalar(0))
+    {
+      abig = abig/s2m;
+      amed = sqrt(amed);
+    }
+    else
+      return abig/s2m;
+  }
+  else if(asml > RealScalar(0))
+  {
+    if (amed > RealScalar(0))
+    {
+      abig = sqrt(amed);
+      amed = sqrt(asml) / s1m;
+    }
+    else
+      return sqrt(asml)/s1m;
+  }
+  else
+    return sqrt(amed);
+  asml = numext::mini(abig, amed);
+  abig = numext::maxi(abig, amed);
+  if(asml <= abig*relerr)
+    return abig;
+  else
+    return abig * sqrt(RealScalar(1) + numext::abs2(asml/abig));
+}
+
+} // end namespace internal
+
+/** \returns the \em l2 norm of \c *this avoiding underflow and overflow.
+  * This version use a blockwise two passes algorithm:
+  *  1 - find the absolute largest coefficient \c s
+  *  2 - compute \f$ s \Vert \frac{*this}{s} \Vert \f$ in a standard way
+  *
+  * For architecture/scalar types supporting vectorization, this version
+  * is faster than blueNorm(). Otherwise the blueNorm() is much faster.
+  *
+  * \sa norm(), blueNorm(), hypotNorm()
+  */
+template<typename Derived>
+inline typename NumTraits<typename internal::traits<Derived>::Scalar>::Real
+MatrixBase<Derived>::stableNorm() const
+{
+  using std::sqrt;
+  using std::abs;
+  const Index blockSize = 4096;
+  RealScalar scale(0);
+  RealScalar invScale(1);
+  RealScalar ssq(0); // sum of square
+  
+  typedef typename internal::nested_eval<Derived,2>::type DerivedCopy;
+  typedef typename internal::remove_all<DerivedCopy>::type DerivedCopyClean;
+  const DerivedCopy copy(derived());
+  
+  enum {
+    CanAlign = (   (int(DerivedCopyClean::Flags)&DirectAccessBit)
+                || (int(internal::evaluator<DerivedCopyClean>::Alignment)>0) // FIXME Alignment)>0 might not be enough
+               ) && (blockSize*sizeof(Scalar)*2<EIGEN_STACK_ALLOCATION_LIMIT)
+                 && (EIGEN_MAX_STATIC_ALIGN_BYTES>0) // if we cannot allocate on the stack, then let's not bother about this optimization
+  };
+  typedef typename internal::conditional<CanAlign, Ref<const Matrix<Scalar,Dynamic,1,0,blockSize,1>, internal::evaluator<DerivedCopyClean>::Alignment>,
+                                                   typename DerivedCopyClean::ConstSegmentReturnType>::type SegmentWrapper;
+  Index n = size();
+  
+  if(n==1)
+    return abs(this->coeff(0));
+  
+  Index bi = internal::first_default_aligned(copy);
+  if (bi>0)
+    internal::stable_norm_kernel(copy.head(bi), ssq, scale, invScale);
+  for (; bi<n; bi+=blockSize)
+    internal::stable_norm_kernel(SegmentWrapper(copy.segment(bi,numext::mini(blockSize, n - bi))), ssq, scale, invScale);
+  return scale * sqrt(ssq);
+}
+
+/** \returns the \em l2 norm of \c *this using the Blue's algorithm.
+  * A Portable Fortran Program to Find the Euclidean Norm of a Vector,
+  * ACM TOMS, Vol 4, Issue 1, 1978.
+  *
+  * For architecture/scalar types without vectorization, this version
+  * is much faster than stableNorm(). Otherwise the stableNorm() is faster.
+  *
+  * \sa norm(), stableNorm(), hypotNorm()
+  */
+template<typename Derived>
+inline typename NumTraits<typename internal::traits<Derived>::Scalar>::Real
+MatrixBase<Derived>::blueNorm() const
+{
+  return internal::blueNorm_impl(*this);
+}
+
+/** \returns the \em l2 norm of \c *this avoiding undeflow and overflow.
+  * This version use a concatenation of hypot() calls, and it is very slow.
+  *
+  * \sa norm(), stableNorm()
+  */
+template<typename Derived>
+inline typename NumTraits<typename internal::traits<Derived>::Scalar>::Real
+MatrixBase<Derived>::hypotNorm() const
+{
+  return this->cwiseAbs().redux(internal::scalar_hypot_op<RealScalar>());
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_STABLENORM_H

data/vendor/eigen/Eigen/src/Core/Stride.h

@@ -0,0 +1,111 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2010 Benoit Jacob <jacob.benoit.1@gmail.com>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_STRIDE_H
+#define EIGEN_STRIDE_H
+
+namespace Eigen { 
+
+/** \class Stride
+  * \ingroup Core_Module
+  *
+  * \brief Holds strides information for Map
+  *
+  * This class holds the strides information for mapping arrays with strides with class Map.
+  *
+  * It holds two values: the inner stride and the outer stride.
+  *
+  * The inner stride is the pointer increment between two consecutive entries within a given row of a
+  * row-major matrix or within a given column of a column-major matrix.
+  *
+  * The outer stride is the pointer increment between two consecutive rows of a row-major matrix or
+  * between two consecutive columns of a column-major matrix.
+  *
+  * These two values can be passed either at compile-time as template parameters, or at runtime as
+  * arguments to the constructor.
+  *
+  * Indeed, this class takes two template parameters:
+  *  \tparam _OuterStrideAtCompileTime the outer stride, or Dynamic if you want to specify it at runtime.
+  *  \tparam _InnerStrideAtCompileTime the inner stride, or Dynamic if you want to specify it at runtime.
+  *
+  * Here is an example:
+  * \include Map_general_stride.cpp
+  * Output: \verbinclude Map_general_stride.out
+  *
+  * \sa class InnerStride, class OuterStride, \ref TopicStorageOrders
+  */
+template<int _OuterStrideAtCompileTime, int _InnerStrideAtCompileTime>
+class Stride
+{
+  public:
+    typedef Eigen::Index Index; ///< \deprecated since Eigen 3.3
+    enum {
+      InnerStrideAtCompileTime = _InnerStrideAtCompileTime,
+      OuterStrideAtCompileTime = _OuterStrideAtCompileTime
+    };
+
+    /** Default constructor, for use when strides are fixed at compile time */
+    EIGEN_DEVICE_FUNC
+    Stride()
+      : m_outer(OuterStrideAtCompileTime), m_inner(InnerStrideAtCompileTime)
+    {
+      eigen_assert(InnerStrideAtCompileTime != Dynamic && OuterStrideAtCompileTime != Dynamic);
+    }
+
+    /** Constructor allowing to pass the strides at runtime */
+    EIGEN_DEVICE_FUNC
+    Stride(Index outerStride, Index innerStride)
+      : m_outer(outerStride), m_inner(innerStride)
+    {
+      eigen_assert(innerStride>=0 && outerStride>=0);
+    }
+
+    /** Copy constructor */
+    EIGEN_DEVICE_FUNC
+    Stride(const Stride& other)
+      : m_outer(other.outer()), m_inner(other.inner())
+    {}
+
+    /** \returns the outer stride */
+    EIGEN_DEVICE_FUNC
+    inline Index outer() const { return m_outer.value(); }
+    /** \returns the inner stride */
+    EIGEN_DEVICE_FUNC
+    inline Index inner() const { return m_inner.value(); }
+
+  protected:
+    internal::variable_if_dynamic<Index, OuterStrideAtCompileTime> m_outer;
+    internal::variable_if_dynamic<Index, InnerStrideAtCompileTime> m_inner;
+};
+
+/** \brief Convenience specialization of Stride to specify only an inner stride
+  * See class Map for some examples */
+template<int Value>
+class InnerStride : public Stride<0, Value>
+{
+    typedef Stride<0, Value> Base;
+  public:
+    EIGEN_DEVICE_FUNC InnerStride() : Base() {}
+    EIGEN_DEVICE_FUNC InnerStride(Index v) : Base(0, v) {} // FIXME making this explicit could break valid code
+};
+
+/** \brief Convenience specialization of Stride to specify only an outer stride
+  * See class Map for some examples */
+template<int Value>
+class OuterStride : public Stride<Value, 0>
+{
+    typedef Stride<Value, 0> Base;
+  public:
+    EIGEN_DEVICE_FUNC OuterStride() : Base() {}
+    EIGEN_DEVICE_FUNC OuterStride(Index v) : Base(v,0) {} // FIXME making this explicit could break valid code
+};
+
+} // end namespace Eigen
+
+#endif // EIGEN_STRIDE_H