tomoto 0.2.2 → 0.3.0

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Files changed (369) hide show
  1. checksums.yaml +4 -4
  2. data/CHANGELOG.md +10 -0
  3. data/README.md +8 -10
  4. data/ext/tomoto/ct.cpp +11 -11
  5. data/ext/tomoto/dmr.cpp +14 -13
  6. data/ext/tomoto/dt.cpp +14 -14
  7. data/ext/tomoto/extconf.rb +7 -5
  8. data/ext/tomoto/gdmr.cpp +7 -7
  9. data/ext/tomoto/hdp.cpp +9 -9
  10. data/ext/tomoto/hlda.cpp +13 -13
  11. data/ext/tomoto/hpa.cpp +5 -5
  12. data/ext/tomoto/lda.cpp +42 -39
  13. data/ext/tomoto/llda.cpp +6 -6
  14. data/ext/tomoto/mglda.cpp +15 -15
  15. data/ext/tomoto/pa.cpp +6 -6
  16. data/ext/tomoto/plda.cpp +6 -6
  17. data/ext/tomoto/slda.cpp +8 -8
  18. data/ext/tomoto/{ext.cpp → tomoto.cpp} +8 -8
  19. data/ext/tomoto/utils.h +16 -70
  20. data/lib/tomoto/version.rb +1 -1
  21. data/lib/tomoto.rb +5 -1
  22. data/vendor/EigenRand/EigenRand/Core.h +10 -10
  23. data/vendor/EigenRand/EigenRand/Dists/Basic.h +208 -9
  24. data/vendor/EigenRand/EigenRand/Dists/Discrete.h +52 -31
  25. data/vendor/EigenRand/EigenRand/Dists/GammaPoisson.h +9 -8
  26. data/vendor/EigenRand/EigenRand/Dists/NormalExp.h +28 -21
  27. data/vendor/EigenRand/EigenRand/EigenRand +11 -6
  28. data/vendor/EigenRand/EigenRand/Macro.h +13 -7
  29. data/vendor/EigenRand/EigenRand/MorePacketMath.h +348 -740
  30. data/vendor/EigenRand/EigenRand/MvDists/Multinomial.h +5 -3
  31. data/vendor/EigenRand/EigenRand/MvDists/MvNormal.h +9 -3
  32. data/vendor/EigenRand/EigenRand/PacketFilter.h +11 -253
  33. data/vendor/EigenRand/EigenRand/PacketRandomEngine.h +21 -47
  34. data/vendor/EigenRand/EigenRand/RandUtils.h +50 -344
  35. data/vendor/EigenRand/EigenRand/arch/AVX/MorePacketMath.h +619 -0
  36. data/vendor/EigenRand/EigenRand/arch/AVX/PacketFilter.h +149 -0
  37. data/vendor/EigenRand/EigenRand/arch/AVX/RandUtils.h +228 -0
  38. data/vendor/EigenRand/EigenRand/arch/NEON/MorePacketMath.h +473 -0
  39. data/vendor/EigenRand/EigenRand/arch/NEON/PacketFilter.h +142 -0
  40. data/vendor/EigenRand/EigenRand/arch/NEON/RandUtils.h +126 -0
  41. data/vendor/EigenRand/EigenRand/arch/SSE/MorePacketMath.h +501 -0
  42. data/vendor/EigenRand/EigenRand/arch/SSE/PacketFilter.h +133 -0
  43. data/vendor/EigenRand/EigenRand/arch/SSE/RandUtils.h +120 -0
  44. data/vendor/EigenRand/EigenRand/doc.h +24 -12
  45. data/vendor/EigenRand/README.md +57 -4
  46. data/vendor/eigen/COPYING.APACHE +203 -0
  47. data/vendor/eigen/COPYING.BSD +1 -1
  48. data/vendor/eigen/COPYING.MINPACK +51 -52
  49. data/vendor/eigen/Eigen/Cholesky +0 -1
  50. data/vendor/eigen/Eigen/Core +112 -265
  51. data/vendor/eigen/Eigen/Eigenvalues +2 -3
  52. data/vendor/eigen/Eigen/Geometry +5 -8
  53. data/vendor/eigen/Eigen/Householder +0 -1
  54. data/vendor/eigen/Eigen/Jacobi +0 -1
  55. data/vendor/eigen/Eigen/KLUSupport +41 -0
  56. data/vendor/eigen/Eigen/LU +2 -5
  57. data/vendor/eigen/Eigen/OrderingMethods +0 -3
  58. data/vendor/eigen/Eigen/PaStiXSupport +1 -0
  59. data/vendor/eigen/Eigen/PardisoSupport +0 -0
  60. data/vendor/eigen/Eigen/QR +2 -3
  61. data/vendor/eigen/Eigen/QtAlignedMalloc +0 -1
  62. data/vendor/eigen/Eigen/SVD +0 -1
  63. data/vendor/eigen/Eigen/Sparse +0 -2
  64. data/vendor/eigen/Eigen/SparseCholesky +0 -8
  65. data/vendor/eigen/Eigen/SparseLU +4 -0
  66. data/vendor/eigen/Eigen/SparseQR +0 -1
  67. data/vendor/eigen/Eigen/src/Cholesky/LDLT.h +42 -27
  68. data/vendor/eigen/Eigen/src/Cholesky/LLT.h +39 -23
  69. data/vendor/eigen/Eigen/src/CholmodSupport/CholmodSupport.h +90 -47
  70. data/vendor/eigen/Eigen/src/Core/ArithmeticSequence.h +413 -0
  71. data/vendor/eigen/Eigen/src/Core/Array.h +99 -11
  72. data/vendor/eigen/Eigen/src/Core/ArrayBase.h +3 -3
  73. data/vendor/eigen/Eigen/src/Core/ArrayWrapper.h +21 -21
  74. data/vendor/eigen/Eigen/src/Core/Assign.h +1 -1
  75. data/vendor/eigen/Eigen/src/Core/AssignEvaluator.h +125 -50
  76. data/vendor/eigen/Eigen/src/Core/Assign_MKL.h +10 -10
  77. data/vendor/eigen/Eigen/src/Core/BandMatrix.h +16 -16
  78. data/vendor/eigen/Eigen/src/Core/Block.h +56 -60
  79. data/vendor/eigen/Eigen/src/Core/BooleanRedux.h +29 -31
  80. data/vendor/eigen/Eigen/src/Core/CommaInitializer.h +7 -3
  81. data/vendor/eigen/Eigen/src/Core/CoreEvaluators.h +325 -272
  82. data/vendor/eigen/Eigen/src/Core/CoreIterators.h +5 -0
  83. data/vendor/eigen/Eigen/src/Core/CwiseBinaryOp.h +21 -22
  84. data/vendor/eigen/Eigen/src/Core/CwiseNullaryOp.h +153 -18
  85. data/vendor/eigen/Eigen/src/Core/CwiseUnaryOp.h +6 -6
  86. data/vendor/eigen/Eigen/src/Core/CwiseUnaryView.h +14 -10
  87. data/vendor/eigen/Eigen/src/Core/DenseBase.h +132 -42
  88. data/vendor/eigen/Eigen/src/Core/DenseCoeffsBase.h +25 -21
  89. data/vendor/eigen/Eigen/src/Core/DenseStorage.h +153 -71
  90. data/vendor/eigen/Eigen/src/Core/Diagonal.h +21 -23
  91. data/vendor/eigen/Eigen/src/Core/DiagonalMatrix.h +50 -2
  92. data/vendor/eigen/Eigen/src/Core/DiagonalProduct.h +1 -1
  93. data/vendor/eigen/Eigen/src/Core/Dot.h +10 -10
  94. data/vendor/eigen/Eigen/src/Core/EigenBase.h +10 -9
  95. data/vendor/eigen/Eigen/src/Core/ForceAlignedAccess.h +8 -4
  96. data/vendor/eigen/Eigen/src/Core/Fuzzy.h +3 -3
  97. data/vendor/eigen/Eigen/src/Core/GeneralProduct.h +20 -10
  98. data/vendor/eigen/Eigen/src/Core/GenericPacketMath.h +599 -152
  99. data/vendor/eigen/Eigen/src/Core/GlobalFunctions.h +40 -33
  100. data/vendor/eigen/Eigen/src/Core/IO.h +40 -7
  101. data/vendor/eigen/Eigen/src/Core/IndexedView.h +237 -0
  102. data/vendor/eigen/Eigen/src/Core/Inverse.h +9 -10
  103. data/vendor/eigen/Eigen/src/Core/Map.h +7 -7
  104. data/vendor/eigen/Eigen/src/Core/MapBase.h +10 -3
  105. data/vendor/eigen/Eigen/src/Core/MathFunctions.h +767 -125
  106. data/vendor/eigen/Eigen/src/Core/MathFunctionsImpl.h +118 -19
  107. data/vendor/eigen/Eigen/src/Core/Matrix.h +131 -25
  108. data/vendor/eigen/Eigen/src/Core/MatrixBase.h +21 -3
  109. data/vendor/eigen/Eigen/src/Core/NestByValue.h +25 -50
  110. data/vendor/eigen/Eigen/src/Core/NoAlias.h +4 -3
  111. data/vendor/eigen/Eigen/src/Core/NumTraits.h +107 -20
  112. data/vendor/eigen/Eigen/src/Core/PartialReduxEvaluator.h +232 -0
  113. data/vendor/eigen/Eigen/src/Core/PermutationMatrix.h +3 -31
  114. data/vendor/eigen/Eigen/src/Core/PlainObjectBase.h +152 -59
  115. data/vendor/eigen/Eigen/src/Core/Product.h +30 -25
  116. data/vendor/eigen/Eigen/src/Core/ProductEvaluators.h +192 -125
  117. data/vendor/eigen/Eigen/src/Core/Random.h +37 -1
  118. data/vendor/eigen/Eigen/src/Core/Redux.h +180 -170
  119. data/vendor/eigen/Eigen/src/Core/Ref.h +121 -23
  120. data/vendor/eigen/Eigen/src/Core/Replicate.h +8 -8
  121. data/vendor/eigen/Eigen/src/Core/Reshaped.h +454 -0
  122. data/vendor/eigen/Eigen/src/Core/ReturnByValue.h +7 -5
  123. data/vendor/eigen/Eigen/src/Core/Reverse.h +18 -12
  124. data/vendor/eigen/Eigen/src/Core/Select.h +8 -6
  125. data/vendor/eigen/Eigen/src/Core/SelfAdjointView.h +33 -20
  126. data/vendor/eigen/Eigen/src/Core/Solve.h +14 -14
  127. data/vendor/eigen/Eigen/src/Core/SolveTriangular.h +16 -16
  128. data/vendor/eigen/Eigen/src/Core/SolverBase.h +41 -3
  129. data/vendor/eigen/Eigen/src/Core/StableNorm.h +100 -70
  130. data/vendor/eigen/Eigen/src/Core/StlIterators.h +463 -0
  131. data/vendor/eigen/Eigen/src/Core/Stride.h +9 -4
  132. data/vendor/eigen/Eigen/src/Core/Swap.h +5 -4
  133. data/vendor/eigen/Eigen/src/Core/Transpose.h +88 -27
  134. data/vendor/eigen/Eigen/src/Core/Transpositions.h +26 -47
  135. data/vendor/eigen/Eigen/src/Core/TriangularMatrix.h +93 -75
  136. data/vendor/eigen/Eigen/src/Core/VectorBlock.h +5 -5
  137. data/vendor/eigen/Eigen/src/Core/VectorwiseOp.h +159 -70
  138. data/vendor/eigen/Eigen/src/Core/Visitor.h +137 -29
  139. data/vendor/eigen/Eigen/src/Core/arch/AVX/Complex.h +50 -129
  140. data/vendor/eigen/Eigen/src/Core/arch/AVX/MathFunctions.h +126 -337
  141. data/vendor/eigen/Eigen/src/Core/arch/AVX/PacketMath.h +1092 -155
  142. data/vendor/eigen/Eigen/src/Core/arch/AVX/TypeCasting.h +65 -1
  143. data/vendor/eigen/Eigen/src/Core/arch/AVX512/Complex.h +422 -0
  144. data/vendor/eigen/Eigen/src/Core/arch/AVX512/MathFunctions.h +207 -236
  145. data/vendor/eigen/Eigen/src/Core/arch/AVX512/PacketMath.h +1482 -495
  146. data/vendor/eigen/Eigen/src/Core/arch/AVX512/TypeCasting.h +89 -0
  147. data/vendor/eigen/Eigen/src/Core/arch/AltiVec/Complex.h +152 -165
  148. data/vendor/eigen/Eigen/src/Core/arch/AltiVec/MathFunctions.h +19 -251
  149. data/vendor/eigen/Eigen/src/Core/arch/AltiVec/MatrixProduct.h +2937 -0
  150. data/vendor/eigen/Eigen/src/Core/arch/AltiVec/MatrixProductCommon.h +221 -0
  151. data/vendor/eigen/Eigen/src/Core/arch/AltiVec/MatrixProductMMA.h +629 -0
  152. data/vendor/eigen/Eigen/src/Core/arch/AltiVec/PacketMath.h +2042 -392
  153. data/vendor/eigen/Eigen/src/Core/arch/CUDA/Complex.h +235 -80
  154. data/vendor/eigen/Eigen/src/Core/arch/Default/BFloat16.h +700 -0
  155. data/vendor/eigen/Eigen/src/Core/arch/Default/ConjHelper.h +102 -14
  156. data/vendor/eigen/Eigen/src/Core/arch/Default/GenericPacketMathFunctions.h +1649 -0
  157. data/vendor/eigen/Eigen/src/Core/arch/Default/GenericPacketMathFunctionsFwd.h +110 -0
  158. data/vendor/eigen/Eigen/src/Core/arch/Default/Half.h +942 -0
  159. data/vendor/eigen/Eigen/src/Core/arch/Default/Settings.h +1 -1
  160. data/vendor/eigen/Eigen/src/Core/arch/Default/TypeCasting.h +120 -0
  161. data/vendor/eigen/Eigen/src/Core/arch/{CUDA → GPU}/MathFunctions.h +16 -4
  162. data/vendor/eigen/Eigen/src/Core/arch/GPU/PacketMath.h +1685 -0
  163. data/vendor/eigen/Eigen/src/Core/arch/GPU/TypeCasting.h +80 -0
  164. data/vendor/eigen/Eigen/src/Core/arch/HIP/hcc/math_constants.h +23 -0
  165. data/vendor/eigen/Eigen/src/Core/arch/MSA/Complex.h +648 -0
  166. data/vendor/eigen/Eigen/src/Core/arch/MSA/MathFunctions.h +387 -0
  167. data/vendor/eigen/Eigen/src/Core/arch/MSA/PacketMath.h +1233 -0
  168. data/vendor/eigen/Eigen/src/Core/arch/NEON/Complex.h +313 -219
  169. data/vendor/eigen/Eigen/src/Core/arch/NEON/GeneralBlockPanelKernel.h +183 -0
  170. data/vendor/eigen/Eigen/src/Core/arch/NEON/MathFunctions.h +54 -70
  171. data/vendor/eigen/Eigen/src/Core/arch/NEON/PacketMath.h +4376 -549
  172. data/vendor/eigen/Eigen/src/Core/arch/NEON/TypeCasting.h +1419 -0
  173. data/vendor/eigen/Eigen/src/Core/arch/SSE/Complex.h +59 -179
  174. data/vendor/eigen/Eigen/src/Core/arch/SSE/MathFunctions.h +65 -428
  175. data/vendor/eigen/Eigen/src/Core/arch/SSE/PacketMath.h +893 -283
  176. data/vendor/eigen/Eigen/src/Core/arch/SSE/TypeCasting.h +65 -0
  177. data/vendor/eigen/Eigen/src/Core/arch/SVE/MathFunctions.h +44 -0
  178. data/vendor/eigen/Eigen/src/Core/arch/SVE/PacketMath.h +752 -0
  179. data/vendor/eigen/Eigen/src/Core/arch/SVE/TypeCasting.h +49 -0
  180. data/vendor/eigen/Eigen/src/Core/arch/SYCL/InteropHeaders.h +232 -0
  181. data/vendor/eigen/Eigen/src/Core/arch/SYCL/MathFunctions.h +301 -0
  182. data/vendor/eigen/Eigen/src/Core/arch/SYCL/PacketMath.h +670 -0
  183. data/vendor/eigen/Eigen/src/Core/arch/SYCL/SyclMemoryModel.h +694 -0
  184. data/vendor/eigen/Eigen/src/Core/arch/SYCL/TypeCasting.h +85 -0
  185. data/vendor/eigen/Eigen/src/Core/arch/ZVector/Complex.h +212 -183
  186. data/vendor/eigen/Eigen/src/Core/arch/ZVector/MathFunctions.h +101 -5
  187. data/vendor/eigen/Eigen/src/Core/arch/ZVector/PacketMath.h +510 -395
  188. data/vendor/eigen/Eigen/src/Core/functors/AssignmentFunctors.h +11 -2
  189. data/vendor/eigen/Eigen/src/Core/functors/BinaryFunctors.h +112 -46
  190. data/vendor/eigen/Eigen/src/Core/functors/NullaryFunctors.h +31 -30
  191. data/vendor/eigen/Eigen/src/Core/functors/StlFunctors.h +32 -2
  192. data/vendor/eigen/Eigen/src/Core/functors/UnaryFunctors.h +355 -16
  193. data/vendor/eigen/Eigen/src/Core/products/GeneralBlockPanelKernel.h +1075 -586
  194. data/vendor/eigen/Eigen/src/Core/products/GeneralMatrixMatrix.h +49 -24
  195. data/vendor/eigen/Eigen/src/Core/products/GeneralMatrixMatrixTriangular.h +41 -35
  196. data/vendor/eigen/Eigen/src/Core/products/GeneralMatrixMatrixTriangular_BLAS.h +6 -6
  197. data/vendor/eigen/Eigen/src/Core/products/GeneralMatrixMatrix_BLAS.h +4 -2
  198. data/vendor/eigen/Eigen/src/Core/products/GeneralMatrixVector.h +382 -483
  199. data/vendor/eigen/Eigen/src/Core/products/Parallelizer.h +22 -5
  200. data/vendor/eigen/Eigen/src/Core/products/SelfadjointMatrixMatrix.h +53 -30
  201. data/vendor/eigen/Eigen/src/Core/products/SelfadjointMatrixMatrix_BLAS.h +16 -8
  202. data/vendor/eigen/Eigen/src/Core/products/SelfadjointMatrixVector.h +8 -6
  203. data/vendor/eigen/Eigen/src/Core/products/SelfadjointProduct.h +4 -4
  204. data/vendor/eigen/Eigen/src/Core/products/SelfadjointRank2Update.h +5 -4
  205. data/vendor/eigen/Eigen/src/Core/products/TriangularMatrixMatrix.h +33 -27
  206. data/vendor/eigen/Eigen/src/Core/products/TriangularMatrixMatrix_BLAS.h +14 -12
  207. data/vendor/eigen/Eigen/src/Core/products/TriangularSolverMatrix.h +36 -34
  208. data/vendor/eigen/Eigen/src/Core/products/TriangularSolverMatrix_BLAS.h +8 -4
  209. data/vendor/eigen/Eigen/src/Core/products/TriangularSolverVector.h +13 -10
  210. data/vendor/eigen/Eigen/src/Core/util/BlasUtil.h +304 -119
  211. data/vendor/eigen/Eigen/src/Core/util/ConfigureVectorization.h +512 -0
  212. data/vendor/eigen/Eigen/src/Core/util/Constants.h +25 -9
  213. data/vendor/eigen/Eigen/src/Core/util/DisableStupidWarnings.h +26 -3
  214. data/vendor/eigen/Eigen/src/Core/util/ForwardDeclarations.h +29 -9
  215. data/vendor/eigen/Eigen/src/Core/util/IndexedViewHelper.h +186 -0
  216. data/vendor/eigen/Eigen/src/Core/util/IntegralConstant.h +272 -0
  217. data/vendor/eigen/Eigen/src/Core/util/MKL_support.h +8 -1
  218. data/vendor/eigen/Eigen/src/Core/util/Macros.h +709 -246
  219. data/vendor/eigen/Eigen/src/Core/util/Memory.h +222 -52
  220. data/vendor/eigen/Eigen/src/Core/util/Meta.h +355 -77
  221. data/vendor/eigen/Eigen/src/Core/util/ReenableStupidWarnings.h +5 -1
  222. data/vendor/eigen/Eigen/src/Core/util/ReshapedHelper.h +51 -0
  223. data/vendor/eigen/Eigen/src/Core/util/StaticAssert.h +8 -5
  224. data/vendor/eigen/Eigen/src/Core/util/SymbolicIndex.h +293 -0
  225. data/vendor/eigen/Eigen/src/Core/util/XprHelper.h +65 -30
  226. data/vendor/eigen/Eigen/src/Eigenvalues/ComplexEigenSolver.h +1 -1
  227. data/vendor/eigen/Eigen/src/Eigenvalues/ComplexSchur.h +7 -4
  228. data/vendor/eigen/Eigen/src/Eigenvalues/EigenSolver.h +2 -2
  229. data/vendor/eigen/Eigen/src/Eigenvalues/GeneralizedSelfAdjointEigenSolver.h +1 -1
  230. data/vendor/eigen/Eigen/src/Eigenvalues/HessenbergDecomposition.h +2 -2
  231. data/vendor/eigen/Eigen/src/Eigenvalues/MatrixBaseEigenvalues.h +2 -2
  232. data/vendor/eigen/Eigen/src/Eigenvalues/RealQZ.h +9 -6
  233. data/vendor/eigen/Eigen/src/Eigenvalues/RealSchur.h +21 -9
  234. data/vendor/eigen/Eigen/src/Eigenvalues/SelfAdjointEigenSolver.h +77 -43
  235. data/vendor/eigen/Eigen/src/Eigenvalues/Tridiagonalization.h +20 -15
  236. data/vendor/eigen/Eigen/src/Geometry/AlignedBox.h +99 -5
  237. data/vendor/eigen/Eigen/src/Geometry/AngleAxis.h +4 -4
  238. data/vendor/eigen/Eigen/src/Geometry/EulerAngles.h +3 -3
  239. data/vendor/eigen/Eigen/src/Geometry/Homogeneous.h +15 -11
  240. data/vendor/eigen/Eigen/src/Geometry/Hyperplane.h +1 -1
  241. data/vendor/eigen/Eigen/src/Geometry/OrthoMethods.h +3 -2
  242. data/vendor/eigen/Eigen/src/Geometry/ParametrizedLine.h +39 -2
  243. data/vendor/eigen/Eigen/src/Geometry/Quaternion.h +70 -14
  244. data/vendor/eigen/Eigen/src/Geometry/Rotation2D.h +3 -3
  245. data/vendor/eigen/Eigen/src/Geometry/Scaling.h +23 -5
  246. data/vendor/eigen/Eigen/src/Geometry/Transform.h +88 -67
  247. data/vendor/eigen/Eigen/src/Geometry/Translation.h +6 -12
  248. data/vendor/eigen/Eigen/src/Geometry/Umeyama.h +1 -1
  249. data/vendor/eigen/Eigen/src/Geometry/arch/Geometry_SIMD.h +168 -0
  250. data/vendor/eigen/Eigen/src/Householder/BlockHouseholder.h +9 -2
  251. data/vendor/eigen/Eigen/src/Householder/Householder.h +8 -4
  252. data/vendor/eigen/Eigen/src/Householder/HouseholderSequence.h +123 -48
  253. data/vendor/eigen/Eigen/src/IterativeLinearSolvers/BasicPreconditioners.h +15 -15
  254. data/vendor/eigen/Eigen/src/IterativeLinearSolvers/BiCGSTAB.h +7 -23
  255. data/vendor/eigen/Eigen/src/IterativeLinearSolvers/ConjugateGradient.h +5 -22
  256. data/vendor/eigen/Eigen/src/IterativeLinearSolvers/IncompleteCholesky.h +41 -47
  257. data/vendor/eigen/Eigen/src/IterativeLinearSolvers/IncompleteLUT.h +51 -60
  258. data/vendor/eigen/Eigen/src/IterativeLinearSolvers/IterativeSolverBase.h +70 -20
  259. data/vendor/eigen/Eigen/src/IterativeLinearSolvers/LeastSquareConjugateGradient.h +2 -20
  260. data/vendor/eigen/Eigen/src/IterativeLinearSolvers/SolveWithGuess.h +11 -9
  261. data/vendor/eigen/Eigen/src/Jacobi/Jacobi.h +31 -10
  262. data/vendor/eigen/Eigen/src/KLUSupport/KLUSupport.h +358 -0
  263. data/vendor/eigen/Eigen/src/LU/Determinant.h +35 -19
  264. data/vendor/eigen/Eigen/src/LU/FullPivLU.h +29 -43
  265. data/vendor/eigen/Eigen/src/LU/InverseImpl.h +25 -8
  266. data/vendor/eigen/Eigen/src/LU/PartialPivLU.h +71 -58
  267. data/vendor/eigen/Eigen/src/LU/arch/InverseSize4.h +351 -0
  268. data/vendor/eigen/Eigen/src/OrderingMethods/Amd.h +7 -17
  269. data/vendor/eigen/Eigen/src/OrderingMethods/Eigen_Colamd.h +297 -277
  270. data/vendor/eigen/Eigen/src/OrderingMethods/Ordering.h +6 -10
  271. data/vendor/eigen/Eigen/src/PaStiXSupport/PaStiXSupport.h +1 -1
  272. data/vendor/eigen/Eigen/src/PardisoSupport/PardisoSupport.h +9 -7
  273. data/vendor/eigen/Eigen/src/QR/ColPivHouseholderQR.h +41 -20
  274. data/vendor/eigen/Eigen/src/QR/CompleteOrthogonalDecomposition.h +100 -27
  275. data/vendor/eigen/Eigen/src/QR/FullPivHouseholderQR.h +59 -22
  276. data/vendor/eigen/Eigen/src/QR/HouseholderQR.h +48 -23
  277. data/vendor/eigen/Eigen/src/SPQRSupport/SuiteSparseQRSupport.h +25 -3
  278. data/vendor/eigen/Eigen/src/SVD/BDCSVD.h +183 -63
  279. data/vendor/eigen/Eigen/src/SVD/JacobiSVD.h +22 -14
  280. data/vendor/eigen/Eigen/src/SVD/SVDBase.h +83 -22
  281. data/vendor/eigen/Eigen/src/SVD/UpperBidiagonalization.h +3 -3
  282. data/vendor/eigen/Eigen/src/SparseCholesky/SimplicialCholesky.h +17 -9
  283. data/vendor/eigen/Eigen/src/SparseCholesky/SimplicialCholesky_impl.h +12 -37
  284. data/vendor/eigen/Eigen/src/SparseCore/AmbiVector.h +3 -2
  285. data/vendor/eigen/Eigen/src/SparseCore/CompressedStorage.h +16 -0
  286. data/vendor/eigen/Eigen/src/SparseCore/ConservativeSparseSparseProduct.h +6 -6
  287. data/vendor/eigen/Eigen/src/SparseCore/SparseAssign.h +81 -27
  288. data/vendor/eigen/Eigen/src/SparseCore/SparseBlock.h +25 -57
  289. data/vendor/eigen/Eigen/src/SparseCore/SparseCompressedBase.h +40 -11
  290. data/vendor/eigen/Eigen/src/SparseCore/SparseCwiseBinaryOp.h +11 -15
  291. data/vendor/eigen/Eigen/src/SparseCore/SparseCwiseUnaryOp.h +4 -2
  292. data/vendor/eigen/Eigen/src/SparseCore/SparseDenseProduct.h +30 -8
  293. data/vendor/eigen/Eigen/src/SparseCore/SparseMatrix.h +126 -11
  294. data/vendor/eigen/Eigen/src/SparseCore/SparseMatrixBase.h +5 -12
  295. data/vendor/eigen/Eigen/src/SparseCore/SparseProduct.h +13 -1
  296. data/vendor/eigen/Eigen/src/SparseCore/SparseRef.h +7 -7
  297. data/vendor/eigen/Eigen/src/SparseCore/SparseSelfAdjointView.h +5 -2
  298. data/vendor/eigen/Eigen/src/SparseCore/SparseUtil.h +8 -0
  299. data/vendor/eigen/Eigen/src/SparseCore/SparseVector.h +1 -1
  300. data/vendor/eigen/Eigen/src/SparseCore/SparseView.h +1 -0
  301. data/vendor/eigen/Eigen/src/SparseLU/SparseLU.h +162 -12
  302. data/vendor/eigen/Eigen/src/SparseLU/SparseLU_Memory.h +1 -1
  303. data/vendor/eigen/Eigen/src/SparseLU/SparseLU_SupernodalMatrix.h +76 -2
  304. data/vendor/eigen/Eigen/src/SparseLU/SparseLU_column_dfs.h +2 -2
  305. data/vendor/eigen/Eigen/src/SparseLU/SparseLU_gemm_kernel.h +1 -1
  306. data/vendor/eigen/Eigen/src/SparseLU/SparseLU_panel_bmod.h +1 -1
  307. data/vendor/eigen/Eigen/src/SparseQR/SparseQR.h +19 -6
  308. data/vendor/eigen/Eigen/src/StlSupport/StdDeque.h +2 -12
  309. data/vendor/eigen/Eigen/src/StlSupport/StdList.h +2 -2
  310. data/vendor/eigen/Eigen/src/StlSupport/StdVector.h +2 -2
  311. data/vendor/eigen/Eigen/src/SuperLUSupport/SuperLUSupport.h +6 -8
  312. data/vendor/eigen/Eigen/src/UmfPackSupport/UmfPackSupport.h +175 -39
  313. data/vendor/eigen/Eigen/src/misc/lapacke.h +5 -4
  314. data/vendor/eigen/Eigen/src/plugins/ArrayCwiseBinaryOps.h +28 -2
  315. data/vendor/eigen/Eigen/src/plugins/ArrayCwiseUnaryOps.h +155 -11
  316. data/vendor/eigen/Eigen/src/plugins/BlockMethods.h +626 -242
  317. data/vendor/eigen/Eigen/src/plugins/CommonCwiseUnaryOps.h +14 -0
  318. data/vendor/eigen/Eigen/src/plugins/IndexedViewMethods.h +262 -0
  319. data/vendor/eigen/Eigen/src/plugins/MatrixCwiseBinaryOps.h +4 -4
  320. data/vendor/eigen/Eigen/src/plugins/MatrixCwiseUnaryOps.h +10 -0
  321. data/vendor/eigen/Eigen/src/plugins/ReshapedMethods.h +149 -0
  322. data/vendor/eigen/README.md +2 -0
  323. data/vendor/eigen/bench/btl/README +1 -1
  324. data/vendor/eigen/bench/tensors/README +6 -7
  325. data/vendor/eigen/ci/README.md +56 -0
  326. data/vendor/eigen/demos/mix_eigen_and_c/README +1 -1
  327. data/vendor/eigen/unsupported/Eigen/CXX11/src/Tensor/README.md +213 -158
  328. data/vendor/eigen/unsupported/README.txt +1 -1
  329. data/vendor/tomotopy/README.kr.rst +78 -0
  330. data/vendor/tomotopy/README.rst +75 -0
  331. data/vendor/tomotopy/src/Labeling/FoRelevance.cpp +2 -2
  332. data/vendor/tomotopy/src/Labeling/Phraser.hpp +4 -4
  333. data/vendor/tomotopy/src/TopicModel/CTModel.hpp +7 -3
  334. data/vendor/tomotopy/src/TopicModel/DMRModel.hpp +7 -3
  335. data/vendor/tomotopy/src/TopicModel/DTModel.hpp +6 -3
  336. data/vendor/tomotopy/src/TopicModel/GDMRModel.hpp +2 -2
  337. data/vendor/tomotopy/src/TopicModel/HDP.h +1 -0
  338. data/vendor/tomotopy/src/TopicModel/HDPModel.hpp +57 -6
  339. data/vendor/tomotopy/src/TopicModel/HLDAModel.hpp +6 -3
  340. data/vendor/tomotopy/src/TopicModel/HPAModel.hpp +3 -2
  341. data/vendor/tomotopy/src/TopicModel/LDA.h +3 -3
  342. data/vendor/tomotopy/src/TopicModel/LDACVB0Model.hpp +5 -5
  343. data/vendor/tomotopy/src/TopicModel/LDAModel.hpp +50 -19
  344. data/vendor/tomotopy/src/TopicModel/LLDAModel.hpp +6 -2
  345. data/vendor/tomotopy/src/TopicModel/MGLDAModel.hpp +3 -2
  346. data/vendor/tomotopy/src/TopicModel/PAModel.hpp +1 -1
  347. data/vendor/tomotopy/src/TopicModel/PLDAModel.hpp +6 -2
  348. data/vendor/tomotopy/src/TopicModel/PT.h +3 -1
  349. data/vendor/tomotopy/src/TopicModel/PTModel.hpp +36 -3
  350. data/vendor/tomotopy/src/TopicModel/SLDAModel.hpp +6 -3
  351. data/vendor/tomotopy/src/TopicModel/TopicModel.hpp +55 -26
  352. data/vendor/tomotopy/src/Utils/AliasMethod.hpp +5 -4
  353. data/vendor/tomotopy/src/Utils/Dictionary.h +2 -2
  354. data/vendor/tomotopy/src/Utils/EigenAddonOps.hpp +36 -1
  355. data/vendor/tomotopy/src/Utils/MultiNormalDistribution.hpp +1 -1
  356. data/vendor/tomotopy/src/Utils/TruncMultiNormal.hpp +1 -1
  357. data/vendor/tomotopy/src/Utils/exception.h +6 -0
  358. data/vendor/tomotopy/src/Utils/math.h +2 -2
  359. data/vendor/tomotopy/src/Utils/sample.hpp +14 -12
  360. data/vendor/tomotopy/src/Utils/serializer.hpp +30 -5
  361. data/vendor/tomotopy/src/Utils/sse_gamma.h +0 -3
  362. metadata +64 -18
  363. data/vendor/eigen/Eigen/CMakeLists.txt +0 -19
  364. data/vendor/eigen/Eigen/src/Core/arch/CUDA/Half.h +0 -674
  365. data/vendor/eigen/Eigen/src/Core/arch/CUDA/PacketMath.h +0 -333
  366. data/vendor/eigen/Eigen/src/Core/arch/CUDA/PacketMathHalf.h +0 -1124
  367. data/vendor/eigen/Eigen/src/Core/arch/CUDA/TypeCasting.h +0 -212
  368. data/vendor/eigen/Eigen/src/Geometry/arch/Geometry_SSE.h +0 -161
  369. data/vendor/eigen/Eigen/src/LU/arch/Inverse_SSE.h +0 -338
@@ -31,15 +31,13 @@ void ordering_helper_at_plus_a(const MatrixType& A, MatrixType& symmat)
31
31
  for (int i = 0; i < C.rows(); i++)
32
32
  {
33
33
  for (typename MatrixType::InnerIterator it(C, i); it; ++it)
34
- it.valueRef() = 0.0;
34
+ it.valueRef() = typename MatrixType::Scalar(0);
35
35
  }
36
36
  symmat = C + A;
37
37
  }
38
38
 
39
39
  }
40
40
 
41
- #ifndef EIGEN_MPL2_ONLY
42
-
43
41
  /** \ingroup OrderingMethods_Module
44
42
  * \class AMDOrdering
45
43
  *
@@ -81,8 +79,6 @@ class AMDOrdering
81
79
  }
82
80
  };
83
81
 
84
- #endif // EIGEN_MPL2_ONLY
85
-
86
82
  /** \ingroup OrderingMethods_Module
87
83
  * \class NaturalOrdering
88
84
  *
@@ -133,17 +129,17 @@ class COLAMDOrdering
133
129
  StorageIndex n = StorageIndex(mat.cols());
134
130
  StorageIndex nnz = StorageIndex(mat.nonZeros());
135
131
  // Get the recommended value of Alen to be used by colamd
136
- StorageIndex Alen = internal::colamd_recommended(nnz, m, n);
132
+ StorageIndex Alen = internal::Colamd::recommended(nnz, m, n);
137
133
  // Set the default parameters
138
- double knobs [COLAMD_KNOBS];
139
- StorageIndex stats [COLAMD_STATS];
140
- internal::colamd_set_defaults(knobs);
134
+ double knobs [internal::Colamd::NKnobs];
135
+ StorageIndex stats [internal::Colamd::NStats];
136
+ internal::Colamd::set_defaults(knobs);
141
137
 
142
138
  IndexVector p(n+1), A(Alen);
143
139
  for(StorageIndex i=0; i <= n; i++) p(i) = mat.outerIndexPtr()[i];
144
140
  for(StorageIndex i=0; i < nnz; i++) A(i) = mat.innerIndexPtr()[i];
145
141
  // Call Colamd routine to compute the ordering
146
- StorageIndex info = internal::colamd(m, n, Alen, A.data(), p.data(), knobs, stats);
142
+ StorageIndex info = internal::Colamd::compute_ordering(m, n, Alen, A.data(), p.data(), knobs, stats);
147
143
  EIGEN_UNUSED_VARIABLE(info);
148
144
  eigen_assert( info && "COLAMD failed " );
149
145
 
@@ -203,7 +203,7 @@ class PastixBase : public SparseSolverBase<Derived>
203
203
 
204
204
  /** \brief Reports whether previous computation was successful.
205
205
  *
206
- * \returns \c Success if computation was succesful,
206
+ * \returns \c Success if computation was successful,
207
207
  * \c NumericalIssue if the PaStiX reports a problem
208
208
  * \c InvalidInput if the input matrix is invalid
209
209
  *
@@ -123,6 +123,7 @@ class PardisoImpl : public SparseSolverBase<Derived>
123
123
  };
124
124
 
125
125
  PardisoImpl()
126
+ : m_analysisIsOk(false), m_factorizationIsOk(false)
126
127
  {
127
128
  eigen_assert((sizeof(StorageIndex) >= sizeof(_INTEGER_t) && sizeof(StorageIndex) <= 8) && "Non-supported index type");
128
129
  m_iparm.setZero();
@@ -140,7 +141,7 @@ class PardisoImpl : public SparseSolverBase<Derived>
140
141
 
141
142
  /** \brief Reports whether previous computation was successful.
142
143
  *
143
- * \returns \c Success if computation was succesful,
144
+ * \returns \c Success if computation was successful,
144
145
  * \c NumericalIssue if the matrix appears to be negative.
145
146
  */
146
147
  ComputationInfo info() const
@@ -385,14 +386,15 @@ class PardisoLU : public PardisoImpl< PardisoLU<MatrixType> >
385
386
  {
386
387
  protected:
387
388
  typedef PardisoImpl<PardisoLU> Base;
388
- typedef typename Base::Scalar Scalar;
389
- typedef typename Base::RealScalar RealScalar;
390
389
  using Base::pardisoInit;
391
390
  using Base::m_matrix;
392
391
  friend class PardisoImpl< PardisoLU<MatrixType> >;
393
392
 
394
393
  public:
395
394
 
395
+ typedef typename Base::Scalar Scalar;
396
+ typedef typename Base::RealScalar RealScalar;
397
+
396
398
  using Base::compute;
397
399
  using Base::solve;
398
400
 
@@ -440,14 +442,14 @@ class PardisoLLT : public PardisoImpl< PardisoLLT<MatrixType,_UpLo> >
440
442
  {
441
443
  protected:
442
444
  typedef PardisoImpl< PardisoLLT<MatrixType,_UpLo> > Base;
443
- typedef typename Base::Scalar Scalar;
444
- typedef typename Base::RealScalar RealScalar;
445
445
  using Base::pardisoInit;
446
446
  using Base::m_matrix;
447
447
  friend class PardisoImpl< PardisoLLT<MatrixType,_UpLo> >;
448
448
 
449
449
  public:
450
450
 
451
+ typedef typename Base::Scalar Scalar;
452
+ typedef typename Base::RealScalar RealScalar;
451
453
  typedef typename Base::StorageIndex StorageIndex;
452
454
  enum { UpLo = _UpLo };
453
455
  using Base::compute;
@@ -503,14 +505,14 @@ class PardisoLDLT : public PardisoImpl< PardisoLDLT<MatrixType,Options> >
503
505
  {
504
506
  protected:
505
507
  typedef PardisoImpl< PardisoLDLT<MatrixType,Options> > Base;
506
- typedef typename Base::Scalar Scalar;
507
- typedef typename Base::RealScalar RealScalar;
508
508
  using Base::pardisoInit;
509
509
  using Base::m_matrix;
510
510
  friend class PardisoImpl< PardisoLDLT<MatrixType,Options> >;
511
511
 
512
512
  public:
513
513
 
514
+ typedef typename Base::Scalar Scalar;
515
+ typedef typename Base::RealScalar RealScalar;
514
516
  typedef typename Base::StorageIndex StorageIndex;
515
517
  using Base::compute;
516
518
  enum { UpLo = Options&(Upper|Lower) };
@@ -17,6 +17,9 @@ namespace internal {
17
17
  template<typename _MatrixType> struct traits<ColPivHouseholderQR<_MatrixType> >
18
18
  : traits<_MatrixType>
19
19
  {
20
+ typedef MatrixXpr XprKind;
21
+ typedef SolverStorage StorageKind;
22
+ typedef int StorageIndex;
20
23
  enum { Flags = 0 };
21
24
  };
22
25
 
@@ -46,20 +49,19 @@ template<typename _MatrixType> struct traits<ColPivHouseholderQR<_MatrixType> >
46
49
  * \sa MatrixBase::colPivHouseholderQr()
47
50
  */
48
51
  template<typename _MatrixType> class ColPivHouseholderQR
52
+ : public SolverBase<ColPivHouseholderQR<_MatrixType> >
49
53
  {
50
54
  public:
51
55
 
52
56
  typedef _MatrixType MatrixType;
57
+ typedef SolverBase<ColPivHouseholderQR> Base;
58
+ friend class SolverBase<ColPivHouseholderQR>;
59
+
60
+ EIGEN_GENERIC_PUBLIC_INTERFACE(ColPivHouseholderQR)
53
61
  enum {
54
- RowsAtCompileTime = MatrixType::RowsAtCompileTime,
55
- ColsAtCompileTime = MatrixType::ColsAtCompileTime,
56
62
  MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime,
57
63
  MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime
58
64
  };
59
- typedef typename MatrixType::Scalar Scalar;
60
- typedef typename MatrixType::RealScalar RealScalar;
61
- // FIXME should be int
62
- typedef typename MatrixType::StorageIndex StorageIndex;
63
65
  typedef typename internal::plain_diag_type<MatrixType>::type HCoeffsType;
64
66
  typedef PermutationMatrix<ColsAtCompileTime, MaxColsAtCompileTime> PermutationType;
65
67
  typedef typename internal::plain_row_type<MatrixType, Index>::type IntRowVectorType;
@@ -156,6 +158,7 @@ template<typename _MatrixType> class ColPivHouseholderQR
156
158
  computeInPlace();
157
159
  }
158
160
 
161
+ #ifdef EIGEN_PARSED_BY_DOXYGEN
159
162
  /** This method finds a solution x to the equation Ax=b, where A is the matrix of which
160
163
  * *this is the QR decomposition, if any exists.
161
164
  *
@@ -172,11 +175,8 @@ template<typename _MatrixType> class ColPivHouseholderQR
172
175
  */
173
176
  template<typename Rhs>
174
177
  inline const Solve<ColPivHouseholderQR, Rhs>
175
- solve(const MatrixBase<Rhs>& b) const
176
- {
177
- eigen_assert(m_isInitialized && "ColPivHouseholderQR is not initialized.");
178
- return Solve<ColPivHouseholderQR, Rhs>(*this, b.derived());
179
- }
178
+ solve(const MatrixBase<Rhs>& b) const;
179
+ #endif
180
180
 
181
181
  HouseholderSequenceType householderQ() const;
182
182
  HouseholderSequenceType matrixQ() const
@@ -402,7 +402,7 @@ template<typename _MatrixType> class ColPivHouseholderQR
402
402
  */
403
403
  RealScalar maxPivot() const { return m_maxpivot; }
404
404
 
405
- /** \brief Reports whether the QR factorization was succesful.
405
+ /** \brief Reports whether the QR factorization was successful.
406
406
  *
407
407
  * \note This function always returns \c Success. It is provided for compatibility
408
408
  * with other factorization routines.
@@ -416,8 +416,10 @@ template<typename _MatrixType> class ColPivHouseholderQR
416
416
 
417
417
  #ifndef EIGEN_PARSED_BY_DOXYGEN
418
418
  template<typename RhsType, typename DstType>
419
- EIGEN_DEVICE_FUNC
420
419
  void _solve_impl(const RhsType &rhs, DstType &dst) const;
420
+
421
+ template<bool Conjugate, typename RhsType, typename DstType>
422
+ void _solve_impl_transposed(const RhsType &rhs, DstType &dst) const;
421
423
  #endif
422
424
 
423
425
  protected:
@@ -584,8 +586,6 @@ template<typename _MatrixType>
584
586
  template<typename RhsType, typename DstType>
585
587
  void ColPivHouseholderQR<_MatrixType>::_solve_impl(const RhsType &rhs, DstType &dst) const
586
588
  {
587
- eigen_assert(rhs.rows() == rows());
588
-
589
589
  const Index nonzero_pivots = nonzeroPivots();
590
590
 
591
591
  if(nonzero_pivots == 0)
@@ -596,11 +596,7 @@ void ColPivHouseholderQR<_MatrixType>::_solve_impl(const RhsType &rhs, DstType &
596
596
 
597
597
  typename RhsType::PlainObject c(rhs);
598
598
 
599
- // Note that the matrix Q = H_0^* H_1^*... so its inverse is Q^* = (H_0 H_1 ...)^T
600
- c.applyOnTheLeft(householderSequence(m_qr, m_hCoeffs)
601
- .setLength(nonzero_pivots)
602
- .transpose()
603
- );
599
+ c.applyOnTheLeft(householderQ().setLength(nonzero_pivots).adjoint() );
604
600
 
605
601
  m_qr.topLeftCorner(nonzero_pivots, nonzero_pivots)
606
602
  .template triangularView<Upper>()
@@ -609,6 +605,31 @@ void ColPivHouseholderQR<_MatrixType>::_solve_impl(const RhsType &rhs, DstType &
609
605
  for(Index i = 0; i < nonzero_pivots; ++i) dst.row(m_colsPermutation.indices().coeff(i)) = c.row(i);
610
606
  for(Index i = nonzero_pivots; i < cols(); ++i) dst.row(m_colsPermutation.indices().coeff(i)).setZero();
611
607
  }
608
+
609
+ template<typename _MatrixType>
610
+ template<bool Conjugate, typename RhsType, typename DstType>
611
+ void ColPivHouseholderQR<_MatrixType>::_solve_impl_transposed(const RhsType &rhs, DstType &dst) const
612
+ {
613
+ const Index nonzero_pivots = nonzeroPivots();
614
+
615
+ if(nonzero_pivots == 0)
616
+ {
617
+ dst.setZero();
618
+ return;
619
+ }
620
+
621
+ typename RhsType::PlainObject c(m_colsPermutation.transpose()*rhs);
622
+
623
+ m_qr.topLeftCorner(nonzero_pivots, nonzero_pivots)
624
+ .template triangularView<Upper>()
625
+ .transpose().template conjugateIf<Conjugate>()
626
+ .solveInPlace(c.topRows(nonzero_pivots));
627
+
628
+ dst.topRows(nonzero_pivots) = c.topRows(nonzero_pivots);
629
+ dst.bottomRows(rows()-nonzero_pivots).setZero();
630
+
631
+ dst.applyOnTheLeft(householderQ().setLength(nonzero_pivots).template conjugateIf<!Conjugate>() );
632
+ }
612
633
  #endif
613
634
 
614
635
  namespace internal {
@@ -16,6 +16,9 @@ namespace internal {
16
16
  template <typename _MatrixType>
17
17
  struct traits<CompleteOrthogonalDecomposition<_MatrixType> >
18
18
  : traits<_MatrixType> {
19
+ typedef MatrixXpr XprKind;
20
+ typedef SolverStorage StorageKind;
21
+ typedef int StorageIndex;
19
22
  enum { Flags = 0 };
20
23
  };
21
24
 
@@ -44,19 +47,21 @@ struct traits<CompleteOrthogonalDecomposition<_MatrixType> >
44
47
  *
45
48
  * \sa MatrixBase::completeOrthogonalDecomposition()
46
49
  */
47
- template <typename _MatrixType>
48
- class CompleteOrthogonalDecomposition {
50
+ template <typename _MatrixType> class CompleteOrthogonalDecomposition
51
+ : public SolverBase<CompleteOrthogonalDecomposition<_MatrixType> >
52
+ {
49
53
  public:
50
54
  typedef _MatrixType MatrixType;
55
+ typedef SolverBase<CompleteOrthogonalDecomposition> Base;
56
+
57
+ template<typename Derived>
58
+ friend struct internal::solve_assertion;
59
+
60
+ EIGEN_GENERIC_PUBLIC_INTERFACE(CompleteOrthogonalDecomposition)
51
61
  enum {
52
- RowsAtCompileTime = MatrixType::RowsAtCompileTime,
53
- ColsAtCompileTime = MatrixType::ColsAtCompileTime,
54
62
  MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime,
55
63
  MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime
56
64
  };
57
- typedef typename MatrixType::Scalar Scalar;
58
- typedef typename MatrixType::RealScalar RealScalar;
59
- typedef typename MatrixType::StorageIndex StorageIndex;
60
65
  typedef typename internal::plain_diag_type<MatrixType>::type HCoeffsType;
61
66
  typedef PermutationMatrix<ColsAtCompileTime, MaxColsAtCompileTime>
62
67
  PermutationType;
@@ -131,9 +136,9 @@ class CompleteOrthogonalDecomposition {
131
136
  m_temp(matrix.cols())
132
137
  {
133
138
  computeInPlace();
134
- }
135
-
139
+ }
136
140
 
141
+ #ifdef EIGEN_PARSED_BY_DOXYGEN
137
142
  /** This method computes the minimum-norm solution X to a least squares
138
143
  * problem \f[\mathrm{minimize} \|A X - B\|, \f] where \b A is the matrix of
139
144
  * which \c *this is the complete orthogonal decomposition.
@@ -145,11 +150,8 @@ class CompleteOrthogonalDecomposition {
145
150
  */
146
151
  template <typename Rhs>
147
152
  inline const Solve<CompleteOrthogonalDecomposition, Rhs> solve(
148
- const MatrixBase<Rhs>& b) const {
149
- eigen_assert(m_cpqr.m_isInitialized &&
150
- "CompleteOrthogonalDecomposition is not initialized.");
151
- return Solve<CompleteOrthogonalDecomposition, Rhs>(*this, b.derived());
152
- }
153
+ const MatrixBase<Rhs>& b) const;
154
+ #endif
153
155
 
154
156
  HouseholderSequenceType householderQ(void) const;
155
157
  HouseholderSequenceType matrixQ(void) const { return m_cpqr.householderQ(); }
@@ -158,8 +160,8 @@ class CompleteOrthogonalDecomposition {
158
160
  */
159
161
  MatrixType matrixZ() const {
160
162
  MatrixType Z = MatrixType::Identity(m_cpqr.cols(), m_cpqr.cols());
161
- applyZAdjointOnTheLeftInPlace(Z);
162
- return Z.adjoint();
163
+ applyZOnTheLeftInPlace<false>(Z);
164
+ return Z;
163
165
  }
164
166
 
165
167
  /** \returns a reference to the matrix where the complete orthogonal
@@ -275,6 +277,7 @@ class CompleteOrthogonalDecomposition {
275
277
  */
276
278
  inline const Inverse<CompleteOrthogonalDecomposition> pseudoInverse() const
277
279
  {
280
+ eigen_assert(m_cpqr.m_isInitialized && "CompleteOrthogonalDecomposition is not initialized.");
278
281
  return Inverse<CompleteOrthogonalDecomposition>(*this);
279
282
  }
280
283
 
@@ -353,7 +356,7 @@ class CompleteOrthogonalDecomposition {
353
356
  inline RealScalar maxPivot() const { return m_cpqr.maxPivot(); }
354
357
 
355
358
  /** \brief Reports whether the complete orthogonal decomposition was
356
- * succesful.
359
+ * successful.
357
360
  *
358
361
  * \note This function always returns \c Success. It is provided for
359
362
  * compatibility
@@ -367,7 +370,10 @@ class CompleteOrthogonalDecomposition {
367
370
 
368
371
  #ifndef EIGEN_PARSED_BY_DOXYGEN
369
372
  template <typename RhsType, typename DstType>
370
- EIGEN_DEVICE_FUNC void _solve_impl(const RhsType& rhs, DstType& dst) const;
373
+ void _solve_impl(const RhsType& rhs, DstType& dst) const;
374
+
375
+ template<bool Conjugate, typename RhsType, typename DstType>
376
+ void _solve_impl_transposed(const RhsType &rhs, DstType &dst) const;
371
377
  #endif
372
378
 
373
379
  protected:
@@ -375,8 +381,22 @@ class CompleteOrthogonalDecomposition {
375
381
  EIGEN_STATIC_ASSERT_NON_INTEGER(Scalar);
376
382
  }
377
383
 
384
+ template<bool Transpose_, typename Rhs>
385
+ void _check_solve_assertion(const Rhs& b) const {
386
+ EIGEN_ONLY_USED_FOR_DEBUG(b);
387
+ eigen_assert(m_cpqr.m_isInitialized && "CompleteOrthogonalDecomposition is not initialized.");
388
+ eigen_assert((Transpose_?derived().cols():derived().rows())==b.rows() && "CompleteOrthogonalDecomposition::solve(): invalid number of rows of the right hand side matrix b");
389
+ }
390
+
378
391
  void computeInPlace();
379
392
 
393
+ /** Overwrites \b rhs with \f$ \mathbf{Z} * \mathbf{rhs} \f$ or
394
+ * \f$ \mathbf{\overline Z} * \mathbf{rhs} \f$ if \c Conjugate
395
+ * is set to \c true.
396
+ */
397
+ template <bool Conjugate, typename Rhs>
398
+ void applyZOnTheLeftInPlace(Rhs& rhs) const;
399
+
380
400
  /** Overwrites \b rhs with \f$ \mathbf{Z}^* * \mathbf{rhs} \f$.
381
401
  */
382
402
  template <typename Rhs>
@@ -452,7 +472,7 @@ void CompleteOrthogonalDecomposition<MatrixType>::computeInPlace()
452
472
  // Apply Z(k) to the first k rows of X_k
453
473
  m_cpqr.m_qr.topRightCorner(k, cols - rank + 1)
454
474
  .applyHouseholderOnTheRight(
455
- m_cpqr.m_qr.row(k).tail(cols - rank).transpose(), m_zCoeffs(k),
475
+ m_cpqr.m_qr.row(k).tail(cols - rank).adjoint(), m_zCoeffs(k),
456
476
  &m_temp(0));
457
477
  }
458
478
  if (k != rank - 1) {
@@ -464,6 +484,28 @@ void CompleteOrthogonalDecomposition<MatrixType>::computeInPlace()
464
484
  }
465
485
  }
466
486
 
487
+ template <typename MatrixType>
488
+ template <bool Conjugate, typename Rhs>
489
+ void CompleteOrthogonalDecomposition<MatrixType>::applyZOnTheLeftInPlace(
490
+ Rhs& rhs) const {
491
+ const Index cols = this->cols();
492
+ const Index nrhs = rhs.cols();
493
+ const Index rank = this->rank();
494
+ Matrix<typename Rhs::Scalar, Dynamic, 1> temp((std::max)(cols, nrhs));
495
+ for (Index k = rank-1; k >= 0; --k) {
496
+ if (k != rank - 1) {
497
+ rhs.row(k).swap(rhs.row(rank - 1));
498
+ }
499
+ rhs.middleRows(rank - 1, cols - rank + 1)
500
+ .applyHouseholderOnTheLeft(
501
+ matrixQTZ().row(k).tail(cols - rank).transpose().template conjugateIf<!Conjugate>(), zCoeffs().template conjugateIf<Conjugate>()(k),
502
+ &temp(0));
503
+ if (k != rank - 1) {
504
+ rhs.row(k).swap(rhs.row(rank - 1));
505
+ }
506
+ }
507
+ }
508
+
467
509
  template <typename MatrixType>
468
510
  template <typename Rhs>
469
511
  void CompleteOrthogonalDecomposition<MatrixType>::applyZAdjointOnTheLeftInPlace(
@@ -471,7 +513,7 @@ void CompleteOrthogonalDecomposition<MatrixType>::applyZAdjointOnTheLeftInPlace(
471
513
  const Index cols = this->cols();
472
514
  const Index nrhs = rhs.cols();
473
515
  const Index rank = this->rank();
474
- Matrix<typename MatrixType::Scalar, Dynamic, 1> temp((std::max)(cols, nrhs));
516
+ Matrix<typename Rhs::Scalar, Dynamic, 1> temp((std::max)(cols, nrhs));
475
517
  for (Index k = 0; k < rank; ++k) {
476
518
  if (k != rank - 1) {
477
519
  rhs.row(k).swap(rhs.row(rank - 1));
@@ -491,8 +533,6 @@ template <typename _MatrixType>
491
533
  template <typename RhsType, typename DstType>
492
534
  void CompleteOrthogonalDecomposition<_MatrixType>::_solve_impl(
493
535
  const RhsType& rhs, DstType& dst) const {
494
- eigen_assert(rhs.rows() == this->rows());
495
-
496
536
  const Index rank = this->rank();
497
537
  if (rank == 0) {
498
538
  dst.setZero();
@@ -500,11 +540,8 @@ void CompleteOrthogonalDecomposition<_MatrixType>::_solve_impl(
500
540
  }
501
541
 
502
542
  // Compute c = Q^* * rhs
503
- // Note that the matrix Q = H_0^* H_1^*... so its inverse is
504
- // Q^* = (H_0 H_1 ...)^T
505
543
  typename RhsType::PlainObject c(rhs);
506
- c.applyOnTheLeft(
507
- householderSequence(matrixQTZ(), hCoeffs()).setLength(rank).transpose());
544
+ c.applyOnTheLeft(matrixQ().setLength(rank).adjoint());
508
545
 
509
546
  // Solve T z = c(1:rank, :)
510
547
  dst.topRows(rank) = matrixT()
@@ -523,10 +560,45 @@ void CompleteOrthogonalDecomposition<_MatrixType>::_solve_impl(
523
560
  // Undo permutation to get x = P^{-1} * y.
524
561
  dst = colsPermutation() * dst;
525
562
  }
563
+
564
+ template<typename _MatrixType>
565
+ template<bool Conjugate, typename RhsType, typename DstType>
566
+ void CompleteOrthogonalDecomposition<_MatrixType>::_solve_impl_transposed(const RhsType &rhs, DstType &dst) const
567
+ {
568
+ const Index rank = this->rank();
569
+
570
+ if (rank == 0) {
571
+ dst.setZero();
572
+ return;
573
+ }
574
+
575
+ typename RhsType::PlainObject c(colsPermutation().transpose()*rhs);
576
+
577
+ if (rank < cols()) {
578
+ applyZOnTheLeftInPlace<!Conjugate>(c);
579
+ }
580
+
581
+ matrixT().topLeftCorner(rank, rank)
582
+ .template triangularView<Upper>()
583
+ .transpose().template conjugateIf<Conjugate>()
584
+ .solveInPlace(c.topRows(rank));
585
+
586
+ dst.topRows(rank) = c.topRows(rank);
587
+ dst.bottomRows(rows()-rank).setZero();
588
+
589
+ dst.applyOnTheLeft(householderQ().setLength(rank).template conjugateIf<!Conjugate>() );
590
+ }
526
591
  #endif
527
592
 
528
593
  namespace internal {
529
594
 
595
+ template<typename MatrixType>
596
+ struct traits<Inverse<CompleteOrthogonalDecomposition<MatrixType> > >
597
+ : traits<typename Transpose<typename MatrixType::PlainObject>::PlainObject>
598
+ {
599
+ enum { Flags = 0 };
600
+ };
601
+
530
602
  template<typename DstXprType, typename MatrixType>
531
603
  struct Assignment<DstXprType, Inverse<CompleteOrthogonalDecomposition<MatrixType> >, internal::assign_op<typename DstXprType::Scalar,typename CompleteOrthogonalDecomposition<MatrixType>::Scalar>, Dense2Dense>
532
604
  {
@@ -534,7 +606,8 @@ struct Assignment<DstXprType, Inverse<CompleteOrthogonalDecomposition<MatrixType
534
606
  typedef Inverse<CodType> SrcXprType;
535
607
  static void run(DstXprType &dst, const SrcXprType &src, const internal::assign_op<typename DstXprType::Scalar,typename CodType::Scalar> &)
536
608
  {
537
- dst = src.nestedExpression().solve(MatrixType::Identity(src.rows(), src.rows()));
609
+ typedef Matrix<typename CodType::Scalar, CodType::RowsAtCompileTime, CodType::RowsAtCompileTime, 0, CodType::MaxRowsAtCompileTime, CodType::MaxRowsAtCompileTime> IdentityMatrixType;
610
+ dst = src.nestedExpression().solve(IdentityMatrixType::Identity(src.cols(), src.cols()));
538
611
  }
539
612
  };
540
613
 
@@ -18,6 +18,9 @@ namespace internal {
18
18
  template<typename _MatrixType> struct traits<FullPivHouseholderQR<_MatrixType> >
19
19
  : traits<_MatrixType>
20
20
  {
21
+ typedef MatrixXpr XprKind;
22
+ typedef SolverStorage StorageKind;
23
+ typedef int StorageIndex;
21
24
  enum { Flags = 0 };
22
25
  };
23
26
 
@@ -55,20 +58,19 @@ struct traits<FullPivHouseholderQRMatrixQReturnType<MatrixType> >
55
58
  * \sa MatrixBase::fullPivHouseholderQr()
56
59
  */
57
60
  template<typename _MatrixType> class FullPivHouseholderQR
61
+ : public SolverBase<FullPivHouseholderQR<_MatrixType> >
58
62
  {
59
63
  public:
60
64
 
61
65
  typedef _MatrixType MatrixType;
66
+ typedef SolverBase<FullPivHouseholderQR> Base;
67
+ friend class SolverBase<FullPivHouseholderQR>;
68
+
69
+ EIGEN_GENERIC_PUBLIC_INTERFACE(FullPivHouseholderQR)
62
70
  enum {
63
- RowsAtCompileTime = MatrixType::RowsAtCompileTime,
64
- ColsAtCompileTime = MatrixType::ColsAtCompileTime,
65
71
  MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime,
66
72
  MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime
67
73
  };
68
- typedef typename MatrixType::Scalar Scalar;
69
- typedef typename MatrixType::RealScalar RealScalar;
70
- // FIXME should be int
71
- typedef typename MatrixType::StorageIndex StorageIndex;
72
74
  typedef internal::FullPivHouseholderQRMatrixQReturnType<MatrixType> MatrixQReturnType;
73
75
  typedef typename internal::plain_diag_type<MatrixType>::type HCoeffsType;
74
76
  typedef Matrix<StorageIndex, 1,
@@ -156,6 +158,7 @@ template<typename _MatrixType> class FullPivHouseholderQR
156
158
  computeInPlace();
157
159
  }
158
160
 
161
+ #ifdef EIGEN_PARSED_BY_DOXYGEN
159
162
  /** This method finds a solution x to the equation Ax=b, where A is the matrix of which
160
163
  * \c *this is the QR decomposition.
161
164
  *
@@ -173,11 +176,8 @@ template<typename _MatrixType> class FullPivHouseholderQR
173
176
  */
174
177
  template<typename Rhs>
175
178
  inline const Solve<FullPivHouseholderQR, Rhs>
176
- solve(const MatrixBase<Rhs>& b) const
177
- {
178
- eigen_assert(m_isInitialized && "FullPivHouseholderQR is not initialized.");
179
- return Solve<FullPivHouseholderQR, Rhs>(*this, b.derived());
180
- }
179
+ solve(const MatrixBase<Rhs>& b) const;
180
+ #endif
181
181
 
182
182
  /** \returns Expression object representing the matrix Q
183
183
  */
@@ -392,22 +392,24 @@ template<typename _MatrixType> class FullPivHouseholderQR
392
392
  * diagonal coefficient of U.
393
393
  */
394
394
  RealScalar maxPivot() const { return m_maxpivot; }
395
-
395
+
396
396
  #ifndef EIGEN_PARSED_BY_DOXYGEN
397
397
  template<typename RhsType, typename DstType>
398
- EIGEN_DEVICE_FUNC
399
398
  void _solve_impl(const RhsType &rhs, DstType &dst) const;
399
+
400
+ template<bool Conjugate, typename RhsType, typename DstType>
401
+ void _solve_impl_transposed(const RhsType &rhs, DstType &dst) const;
400
402
  #endif
401
403
 
402
404
  protected:
403
-
405
+
404
406
  static void check_template_parameters()
405
407
  {
406
408
  EIGEN_STATIC_ASSERT_NON_INTEGER(Scalar);
407
409
  }
408
-
410
+
409
411
  void computeInPlace();
410
-
412
+
411
413
  MatrixType m_qr;
412
414
  HCoeffsType m_hCoeffs;
413
415
  IntDiagSizeVectorType m_rows_transpositions;
@@ -499,15 +501,15 @@ void FullPivHouseholderQR<MatrixType>::computeInPlace()
499
501
  m_nonzero_pivots = k;
500
502
  for(Index i = k; i < size; i++)
501
503
  {
502
- m_rows_transpositions.coeffRef(i) = i;
503
- m_cols_transpositions.coeffRef(i) = i;
504
+ m_rows_transpositions.coeffRef(i) = internal::convert_index<StorageIndex>(i);
505
+ m_cols_transpositions.coeffRef(i) = internal::convert_index<StorageIndex>(i);
504
506
  m_hCoeffs.coeffRef(i) = Scalar(0);
505
507
  }
506
508
  break;
507
509
  }
508
510
 
509
- m_rows_transpositions.coeffRef(k) = row_of_biggest_in_corner;
510
- m_cols_transpositions.coeffRef(k) = col_of_biggest_in_corner;
511
+ m_rows_transpositions.coeffRef(k) = internal::convert_index<StorageIndex>(row_of_biggest_in_corner);
512
+ m_cols_transpositions.coeffRef(k) = internal::convert_index<StorageIndex>(col_of_biggest_in_corner);
511
513
  if(k != row_of_biggest_in_corner) {
512
514
  m_qr.row(k).tail(cols-k).swap(m_qr.row(row_of_biggest_in_corner).tail(cols-k));
513
515
  ++number_of_transpositions;
@@ -541,7 +543,6 @@ template<typename _MatrixType>
541
543
  template<typename RhsType, typename DstType>
542
544
  void FullPivHouseholderQR<_MatrixType>::_solve_impl(const RhsType &rhs, DstType &dst) const
543
545
  {
544
- eigen_assert(rhs.rows() == rows());
545
546
  const Index l_rank = rank();
546
547
 
547
548
  // FIXME introduce nonzeroPivots() and use it here. and more generally,
@@ -554,7 +555,7 @@ void FullPivHouseholderQR<_MatrixType>::_solve_impl(const RhsType &rhs, DstType
554
555
 
555
556
  typename RhsType::PlainObject c(rhs);
556
557
 
557
- Matrix<Scalar,1,RhsType::ColsAtCompileTime> temp(rhs.cols());
558
+ Matrix<typename RhsType::Scalar,1,RhsType::ColsAtCompileTime> temp(rhs.cols());
558
559
  for (Index k = 0; k < l_rank; ++k)
559
560
  {
560
561
  Index remainingSize = rows()-k;
@@ -571,6 +572,42 @@ void FullPivHouseholderQR<_MatrixType>::_solve_impl(const RhsType &rhs, DstType
571
572
  for(Index i = 0; i < l_rank; ++i) dst.row(m_cols_permutation.indices().coeff(i)) = c.row(i);
572
573
  for(Index i = l_rank; i < cols(); ++i) dst.row(m_cols_permutation.indices().coeff(i)).setZero();
573
574
  }
575
+
576
+ template<typename _MatrixType>
577
+ template<bool Conjugate, typename RhsType, typename DstType>
578
+ void FullPivHouseholderQR<_MatrixType>::_solve_impl_transposed(const RhsType &rhs, DstType &dst) const
579
+ {
580
+ const Index l_rank = rank();
581
+
582
+ if(l_rank == 0)
583
+ {
584
+ dst.setZero();
585
+ return;
586
+ }
587
+
588
+ typename RhsType::PlainObject c(m_cols_permutation.transpose()*rhs);
589
+
590
+ m_qr.topLeftCorner(l_rank, l_rank)
591
+ .template triangularView<Upper>()
592
+ .transpose().template conjugateIf<Conjugate>()
593
+ .solveInPlace(c.topRows(l_rank));
594
+
595
+ dst.topRows(l_rank) = c.topRows(l_rank);
596
+ dst.bottomRows(rows()-l_rank).setZero();
597
+
598
+ Matrix<Scalar, 1, DstType::ColsAtCompileTime> temp(dst.cols());
599
+ const Index size = (std::min)(rows(), cols());
600
+ for (Index k = size-1; k >= 0; --k)
601
+ {
602
+ Index remainingSize = rows()-k;
603
+
604
+ dst.bottomRightCorner(remainingSize, dst.cols())
605
+ .applyHouseholderOnTheLeft(m_qr.col(k).tail(remainingSize-1).template conjugateIf<!Conjugate>(),
606
+ m_hCoeffs.template conjugateIf<Conjugate>().coeff(k), &temp.coeffRef(0));
607
+
608
+ dst.row(k).swap(dst.row(m_rows_transpositions.coeff(k)));
609
+ }
610
+ }
574
611
  #endif
575
612
 
576
613
  namespace internal {