tomoto 0.2.2 → 0.3.0

Sign up to get free protection for your applications and to get access to all the features.
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
@@ -182,32 +182,14 @@ public:
182
182
 
183
183
  /** \internal */
184
184
  template<typename Rhs,typename Dest>
185
- void _solve_with_guess_impl(const Rhs& b, Dest& x) const
185
+ void _solve_vector_with_guess_impl(const Rhs& b, Dest& x) const
186
186
  {
187
187
  m_iterations = Base::maxIterations();
188
188
  m_error = Base::m_tolerance;
189
189
 
190
- for(Index j=0; j<b.cols(); ++j)
191
- {
192
- m_iterations = Base::maxIterations();
193
- m_error = Base::m_tolerance;
194
-
195
- typename Dest::ColXpr xj(x,j);
196
- internal::least_square_conjugate_gradient(matrix(), b.col(j), xj, Base::m_preconditioner, m_iterations, m_error);
197
- }
198
-
199
- m_isInitialized = true;
190
+ internal::least_square_conjugate_gradient(matrix(), b, x, Base::m_preconditioner, m_iterations, m_error);
200
191
  m_info = m_error <= Base::m_tolerance ? Success : NoConvergence;
201
192
  }
202
-
203
- /** \internal */
204
- using Base::_solve_impl;
205
- template<typename Rhs,typename Dest>
206
- void _solve_impl(const MatrixBase<Rhs>& b, Dest& x) const
207
- {
208
- x.setZero();
209
- _solve_with_guess_impl(b.derived(),x);
210
- }
211
193
 
212
194
  };
213
195
 
@@ -13,7 +13,7 @@
13
13
  namespace Eigen {
14
14
 
15
15
  template<typename Decomposition, typename RhsType, typename GuessType> class SolveWithGuess;
16
-
16
+
17
17
  /** \class SolveWithGuess
18
18
  * \ingroup IterativeLinearSolvers_Module
19
19
  *
@@ -45,13 +45,15 @@ public:
45
45
  typedef typename internal::traits<SolveWithGuess>::PlainObject PlainObject;
46
46
  typedef typename internal::generic_xpr_base<SolveWithGuess<Decomposition,RhsType,GuessType>, MatrixXpr, typename internal::traits<RhsType>::StorageKind>::type Base;
47
47
  typedef typename internal::ref_selector<SolveWithGuess>::type Nested;
48
-
48
+
49
49
  SolveWithGuess(const Decomposition &dec, const RhsType &rhs, const GuessType &guess)
50
50
  : m_dec(dec), m_rhs(rhs), m_guess(guess)
51
51
  {}
52
-
53
- EIGEN_DEVICE_FUNC Index rows() const { return m_dec.cols(); }
54
- EIGEN_DEVICE_FUNC Index cols() const { return m_rhs.cols(); }
52
+
53
+ EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
54
+ Index rows() const EIGEN_NOEXCEPT { return m_dec.cols(); }
55
+ EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
56
+ Index cols() const EIGEN_NOEXCEPT { return m_rhs.cols(); }
55
57
 
56
58
  EIGEN_DEVICE_FUNC const Decomposition& dec() const { return m_dec; }
57
59
  EIGEN_DEVICE_FUNC const RhsType& rhs() const { return m_rhs; }
@@ -61,7 +63,7 @@ protected:
61
63
  const Decomposition &m_dec;
62
64
  const RhsType &m_rhs;
63
65
  const GuessType &m_guess;
64
-
66
+
65
67
  private:
66
68
  Scalar coeff(Index row, Index col) const;
67
69
  Scalar coeff(Index i) const;
@@ -85,8 +87,8 @@ struct evaluator<SolveWithGuess<Decomposition,RhsType, GuessType> >
85
87
  m_result = solve.guess();
86
88
  solve.dec()._solve_with_guess_impl(solve.rhs(), m_result);
87
89
  }
88
-
89
- protected:
90
+
91
+ protected:
90
92
  PlainObject m_result;
91
93
  };
92
94
 
@@ -108,7 +110,7 @@ struct Assignment<DstXprType, SolveWithGuess<DecType,RhsType,GuessType>, interna
108
110
  }
109
111
  };
110
112
 
111
- } // end namepsace internal
113
+ } // end namespace internal
112
114
 
113
115
  } // end namespace Eigen
114
116
 
@@ -11,7 +11,7 @@
11
11
  #ifndef EIGEN_JACOBI_H
12
12
  #define EIGEN_JACOBI_H
13
13
 
14
- namespace Eigen {
14
+ namespace Eigen {
15
15
 
16
16
  /** \ingroup Jacobi_Module
17
17
  * \jacobi_module
@@ -37,17 +37,20 @@ template<typename Scalar> class JacobiRotation
37
37
  typedef typename NumTraits<Scalar>::Real RealScalar;
38
38
 
39
39
  /** Default constructor without any initialization. */
40
+ EIGEN_DEVICE_FUNC
40
41
  JacobiRotation() {}
41
42
 
42
43
  /** Construct a planar rotation from a cosine-sine pair (\a c, \c s). */
44
+ EIGEN_DEVICE_FUNC
43
45
  JacobiRotation(const Scalar& c, const Scalar& s) : m_c(c), m_s(s) {}
44
46
 
45
- Scalar& c() { return m_c; }
46
- Scalar c() const { return m_c; }
47
- Scalar& s() { return m_s; }
48
- Scalar s() const { return m_s; }
47
+ EIGEN_DEVICE_FUNC Scalar& c() { return m_c; }
48
+ EIGEN_DEVICE_FUNC Scalar c() const { return m_c; }
49
+ EIGEN_DEVICE_FUNC Scalar& s() { return m_s; }
50
+ EIGEN_DEVICE_FUNC Scalar s() const { return m_s; }
49
51
 
50
52
  /** Concatenates two planar rotation */
53
+ EIGEN_DEVICE_FUNC
51
54
  JacobiRotation operator*(const JacobiRotation& other)
52
55
  {
53
56
  using numext::conj;
@@ -56,19 +59,26 @@ template<typename Scalar> class JacobiRotation
56
59
  }
57
60
 
58
61
  /** Returns the transposed transformation */
62
+ EIGEN_DEVICE_FUNC
59
63
  JacobiRotation transpose() const { using numext::conj; return JacobiRotation(m_c, -conj(m_s)); }
60
64
 
61
65
  /** Returns the adjoint transformation */
66
+ EIGEN_DEVICE_FUNC
62
67
  JacobiRotation adjoint() const { using numext::conj; return JacobiRotation(conj(m_c), -m_s); }
63
68
 
64
69
  template<typename Derived>
70
+ EIGEN_DEVICE_FUNC
65
71
  bool makeJacobi(const MatrixBase<Derived>&, Index p, Index q);
72
+ EIGEN_DEVICE_FUNC
66
73
  bool makeJacobi(const RealScalar& x, const Scalar& y, const RealScalar& z);
67
74
 
75
+ EIGEN_DEVICE_FUNC
68
76
  void makeGivens(const Scalar& p, const Scalar& q, Scalar* r=0);
69
77
 
70
78
  protected:
79
+ EIGEN_DEVICE_FUNC
71
80
  void makeGivens(const Scalar& p, const Scalar& q, Scalar* r, internal::true_type);
81
+ EIGEN_DEVICE_FUNC
72
82
  void makeGivens(const Scalar& p, const Scalar& q, Scalar* r, internal::false_type);
73
83
 
74
84
  Scalar m_c, m_s;
@@ -80,10 +90,12 @@ template<typename Scalar> class JacobiRotation
80
90
  * \sa MatrixBase::makeJacobi(const MatrixBase<Derived>&, Index, Index), MatrixBase::applyOnTheLeft(), MatrixBase::applyOnTheRight()
81
91
  */
82
92
  template<typename Scalar>
93
+ EIGEN_DEVICE_FUNC
83
94
  bool JacobiRotation<Scalar>::makeJacobi(const RealScalar& x, const Scalar& y, const RealScalar& z)
84
95
  {
85
96
  using std::sqrt;
86
97
  using std::abs;
98
+
87
99
  RealScalar deno = RealScalar(2)*abs(y);
88
100
  if(deno < (std::numeric_limits<RealScalar>::min)())
89
101
  {
@@ -123,6 +135,7 @@ bool JacobiRotation<Scalar>::makeJacobi(const RealScalar& x, const Scalar& y, co
123
135
  */
124
136
  template<typename Scalar>
125
137
  template<typename Derived>
138
+ EIGEN_DEVICE_FUNC
126
139
  inline bool JacobiRotation<Scalar>::makeJacobi(const MatrixBase<Derived>& m, Index p, Index q)
127
140
  {
128
141
  return makeJacobi(numext::real(m.coeff(p,p)), m.coeff(p,q), numext::real(m.coeff(q,q)));
@@ -145,6 +158,7 @@ inline bool JacobiRotation<Scalar>::makeJacobi(const MatrixBase<Derived>& m, Ind
145
158
  * \sa MatrixBase::applyOnTheLeft(), MatrixBase::applyOnTheRight()
146
159
  */
147
160
  template<typename Scalar>
161
+ EIGEN_DEVICE_FUNC
148
162
  void JacobiRotation<Scalar>::makeGivens(const Scalar& p, const Scalar& q, Scalar* r)
149
163
  {
150
164
  makeGivens(p, q, r, typename internal::conditional<NumTraits<Scalar>::IsComplex, internal::true_type, internal::false_type>::type());
@@ -153,12 +167,13 @@ void JacobiRotation<Scalar>::makeGivens(const Scalar& p, const Scalar& q, Scalar
153
167
 
154
168
  // specialization for complexes
155
169
  template<typename Scalar>
170
+ EIGEN_DEVICE_FUNC
156
171
  void JacobiRotation<Scalar>::makeGivens(const Scalar& p, const Scalar& q, Scalar* r, internal::true_type)
157
172
  {
158
173
  using std::sqrt;
159
174
  using std::abs;
160
175
  using numext::conj;
161
-
176
+
162
177
  if(q==Scalar(0))
163
178
  {
164
179
  m_c = numext::real(p)<0 ? Scalar(-1) : Scalar(1);
@@ -212,6 +227,7 @@ void JacobiRotation<Scalar>::makeGivens(const Scalar& p, const Scalar& q, Scalar
212
227
 
213
228
  // specialization for reals
214
229
  template<typename Scalar>
230
+ EIGEN_DEVICE_FUNC
215
231
  void JacobiRotation<Scalar>::makeGivens(const Scalar& p, const Scalar& q, Scalar* r, internal::false_type)
216
232
  {
217
233
  using std::sqrt;
@@ -257,12 +273,13 @@ void JacobiRotation<Scalar>::makeGivens(const Scalar& p, const Scalar& q, Scalar
257
273
 
258
274
  namespace internal {
259
275
  /** \jacobi_module
260
- * Applies the clock wise 2D rotation \a j to the set of 2D vectors of cordinates \a x and \a y:
276
+ * Applies the clock wise 2D rotation \a j to the set of 2D vectors of coordinates \a x and \a y:
261
277
  * \f$ \left ( \begin{array}{cc} x \\ y \end{array} \right ) = J \left ( \begin{array}{cc} x \\ y \end{array} \right ) \f$
262
278
  *
263
279
  * \sa MatrixBase::applyOnTheLeft(), MatrixBase::applyOnTheRight()
264
280
  */
265
281
  template<typename VectorX, typename VectorY, typename OtherScalar>
282
+ EIGEN_DEVICE_FUNC
266
283
  void apply_rotation_in_the_plane(DenseBase<VectorX>& xpr_x, DenseBase<VectorY>& xpr_y, const JacobiRotation<OtherScalar>& j);
267
284
  }
268
285
 
@@ -274,6 +291,7 @@ void apply_rotation_in_the_plane(DenseBase<VectorX>& xpr_x, DenseBase<VectorY>&
274
291
  */
275
292
  template<typename Derived>
276
293
  template<typename OtherScalar>
294
+ EIGEN_DEVICE_FUNC
277
295
  inline void MatrixBase<Derived>::applyOnTheLeft(Index p, Index q, const JacobiRotation<OtherScalar>& j)
278
296
  {
279
297
  RowXpr x(this->row(p));
@@ -289,6 +307,7 @@ inline void MatrixBase<Derived>::applyOnTheLeft(Index p, Index q, const JacobiRo
289
307
  */
290
308
  template<typename Derived>
291
309
  template<typename OtherScalar>
310
+ EIGEN_DEVICE_FUNC
292
311
  inline void MatrixBase<Derived>::applyOnTheRight(Index p, Index q, const JacobiRotation<OtherScalar>& j)
293
312
  {
294
313
  ColXpr x(this->col(p));
@@ -302,7 +321,8 @@ template<typename Scalar, typename OtherScalar,
302
321
  int SizeAtCompileTime, int MinAlignment, bool Vectorizable>
303
322
  struct apply_rotation_in_the_plane_selector
304
323
  {
305
- static inline void run(Scalar *x, Index incrx, Scalar *y, Index incry, Index size, OtherScalar c, OtherScalar s)
324
+ static EIGEN_DEVICE_FUNC
325
+ inline void run(Scalar *x, Index incrx, Scalar *y, Index incry, Index size, OtherScalar c, OtherScalar s)
306
326
  {
307
327
  for(Index i=0; i<size; ++i)
308
328
  {
@@ -429,10 +449,11 @@ struct apply_rotation_in_the_plane_selector<Scalar,OtherScalar,SizeAtCompileTime
429
449
  };
430
450
 
431
451
  template<typename VectorX, typename VectorY, typename OtherScalar>
452
+ EIGEN_DEVICE_FUNC
432
453
  void /*EIGEN_DONT_INLINE*/ apply_rotation_in_the_plane(DenseBase<VectorX>& xpr_x, DenseBase<VectorY>& xpr_y, const JacobiRotation<OtherScalar>& j)
433
454
  {
434
455
  typedef typename VectorX::Scalar Scalar;
435
- const bool Vectorizable = (VectorX::Flags & VectorY::Flags & PacketAccessBit)
456
+ const bool Vectorizable = (int(VectorX::Flags) & int(VectorY::Flags) & PacketAccessBit)
436
457
  && (int(packet_traits<Scalar>::size) == int(packet_traits<OtherScalar>::size));
437
458
 
438
459
  eigen_assert(xpr_x.size() == xpr_y.size());
@@ -442,7 +463,7 @@ void /*EIGEN_DONT_INLINE*/ apply_rotation_in_the_plane(DenseBase<VectorX>& xpr_x
442
463
 
443
464
  Scalar* EIGEN_RESTRICT x = &xpr_x.derived().coeffRef(0);
444
465
  Scalar* EIGEN_RESTRICT y = &xpr_y.derived().coeffRef(0);
445
-
466
+
446
467
  OtherScalar c = j.c();
447
468
  OtherScalar s = j.s();
448
469
  if (c==OtherScalar(1) && s==OtherScalar(0))
@@ -0,0 +1,358 @@
1
+ // This file is part of Eigen, a lightweight C++ template library
2
+ // for linear algebra.
3
+ //
4
+ // Copyright (C) 2017 Kyle Macfarlan <kyle.macfarlan@gmail.com>
5
+ //
6
+ // This Source Code Form is subject to the terms of the Mozilla
7
+ // Public License v. 2.0. If a copy of the MPL was not distributed
8
+ // with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
9
+
10
+ #ifndef EIGEN_KLUSUPPORT_H
11
+ #define EIGEN_KLUSUPPORT_H
12
+
13
+ namespace Eigen {
14
+
15
+ /* TODO extract L, extract U, compute det, etc... */
16
+
17
+ /** \ingroup KLUSupport_Module
18
+ * \brief A sparse LU factorization and solver based on KLU
19
+ *
20
+ * This class allows to solve for A.X = B sparse linear problems via a LU factorization
21
+ * using the KLU library. The sparse matrix A must be squared and full rank.
22
+ * The vectors or matrices X and B can be either dense or sparse.
23
+ *
24
+ * \warning The input matrix A should be in a \b compressed and \b column-major form.
25
+ * Otherwise an expensive copy will be made. You can call the inexpensive makeCompressed() to get a compressed matrix.
26
+ * \tparam _MatrixType the type of the sparse matrix A, it must be a SparseMatrix<>
27
+ *
28
+ * \implsparsesolverconcept
29
+ *
30
+ * \sa \ref TutorialSparseSolverConcept, class UmfPackLU, class SparseLU
31
+ */
32
+
33
+
34
+ inline int klu_solve(klu_symbolic *Symbolic, klu_numeric *Numeric, Index ldim, Index nrhs, double B [ ], klu_common *Common, double) {
35
+ return klu_solve(Symbolic, Numeric, internal::convert_index<int>(ldim), internal::convert_index<int>(nrhs), B, Common);
36
+ }
37
+
38
+ inline int klu_solve(klu_symbolic *Symbolic, klu_numeric *Numeric, Index ldim, Index nrhs, std::complex<double>B[], klu_common *Common, std::complex<double>) {
39
+ return klu_z_solve(Symbolic, Numeric, internal::convert_index<int>(ldim), internal::convert_index<int>(nrhs), &numext::real_ref(B[0]), Common);
40
+ }
41
+
42
+ inline int klu_tsolve(klu_symbolic *Symbolic, klu_numeric *Numeric, Index ldim, Index nrhs, double B[], klu_common *Common, double) {
43
+ return klu_tsolve(Symbolic, Numeric, internal::convert_index<int>(ldim), internal::convert_index<int>(nrhs), B, Common);
44
+ }
45
+
46
+ inline int klu_tsolve(klu_symbolic *Symbolic, klu_numeric *Numeric, Index ldim, Index nrhs, std::complex<double>B[], klu_common *Common, std::complex<double>) {
47
+ return klu_z_tsolve(Symbolic, Numeric, internal::convert_index<int>(ldim), internal::convert_index<int>(nrhs), &numext::real_ref(B[0]), 0, Common);
48
+ }
49
+
50
+ inline klu_numeric* klu_factor(int Ap [ ], int Ai [ ], double Ax [ ], klu_symbolic *Symbolic, klu_common *Common, double) {
51
+ return klu_factor(Ap, Ai, Ax, Symbolic, Common);
52
+ }
53
+
54
+ inline klu_numeric* klu_factor(int Ap[], int Ai[], std::complex<double> Ax[], klu_symbolic *Symbolic, klu_common *Common, std::complex<double>) {
55
+ return klu_z_factor(Ap, Ai, &numext::real_ref(Ax[0]), Symbolic, Common);
56
+ }
57
+
58
+
59
+ template<typename _MatrixType>
60
+ class KLU : public SparseSolverBase<KLU<_MatrixType> >
61
+ {
62
+ protected:
63
+ typedef SparseSolverBase<KLU<_MatrixType> > Base;
64
+ using Base::m_isInitialized;
65
+ public:
66
+ using Base::_solve_impl;
67
+ typedef _MatrixType MatrixType;
68
+ typedef typename MatrixType::Scalar Scalar;
69
+ typedef typename MatrixType::RealScalar RealScalar;
70
+ typedef typename MatrixType::StorageIndex StorageIndex;
71
+ typedef Matrix<Scalar,Dynamic,1> Vector;
72
+ typedef Matrix<int, 1, MatrixType::ColsAtCompileTime> IntRowVectorType;
73
+ typedef Matrix<int, MatrixType::RowsAtCompileTime, 1> IntColVectorType;
74
+ typedef SparseMatrix<Scalar> LUMatrixType;
75
+ typedef SparseMatrix<Scalar,ColMajor,int> KLUMatrixType;
76
+ typedef Ref<const KLUMatrixType, StandardCompressedFormat> KLUMatrixRef;
77
+ enum {
78
+ ColsAtCompileTime = MatrixType::ColsAtCompileTime,
79
+ MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime
80
+ };
81
+
82
+ public:
83
+
84
+ KLU()
85
+ : m_dummy(0,0), mp_matrix(m_dummy)
86
+ {
87
+ init();
88
+ }
89
+
90
+ template<typename InputMatrixType>
91
+ explicit KLU(const InputMatrixType& matrix)
92
+ : mp_matrix(matrix)
93
+ {
94
+ init();
95
+ compute(matrix);
96
+ }
97
+
98
+ ~KLU()
99
+ {
100
+ if(m_symbolic) klu_free_symbolic(&m_symbolic,&m_common);
101
+ if(m_numeric) klu_free_numeric(&m_numeric,&m_common);
102
+ }
103
+
104
+ EIGEN_CONSTEXPR inline Index rows() const EIGEN_NOEXCEPT { return mp_matrix.rows(); }
105
+ EIGEN_CONSTEXPR inline Index cols() const EIGEN_NOEXCEPT { return mp_matrix.cols(); }
106
+
107
+ /** \brief Reports whether previous computation was successful.
108
+ *
109
+ * \returns \c Success if computation was successful,
110
+ * \c NumericalIssue if the matrix.appears to be negative.
111
+ */
112
+ ComputationInfo info() const
113
+ {
114
+ eigen_assert(m_isInitialized && "Decomposition is not initialized.");
115
+ return m_info;
116
+ }
117
+ #if 0 // not implemented yet
118
+ inline const LUMatrixType& matrixL() const
119
+ {
120
+ if (m_extractedDataAreDirty) extractData();
121
+ return m_l;
122
+ }
123
+
124
+ inline const LUMatrixType& matrixU() const
125
+ {
126
+ if (m_extractedDataAreDirty) extractData();
127
+ return m_u;
128
+ }
129
+
130
+ inline const IntColVectorType& permutationP() const
131
+ {
132
+ if (m_extractedDataAreDirty) extractData();
133
+ return m_p;
134
+ }
135
+
136
+ inline const IntRowVectorType& permutationQ() const
137
+ {
138
+ if (m_extractedDataAreDirty) extractData();
139
+ return m_q;
140
+ }
141
+ #endif
142
+ /** Computes the sparse Cholesky decomposition of \a matrix
143
+ * Note that the matrix should be column-major, and in compressed format for best performance.
144
+ * \sa SparseMatrix::makeCompressed().
145
+ */
146
+ template<typename InputMatrixType>
147
+ void compute(const InputMatrixType& matrix)
148
+ {
149
+ if(m_symbolic) klu_free_symbolic(&m_symbolic, &m_common);
150
+ if(m_numeric) klu_free_numeric(&m_numeric, &m_common);
151
+ grab(matrix.derived());
152
+ analyzePattern_impl();
153
+ factorize_impl();
154
+ }
155
+
156
+ /** Performs a symbolic decomposition on the sparcity of \a matrix.
157
+ *
158
+ * This function is particularly useful when solving for several problems having the same structure.
159
+ *
160
+ * \sa factorize(), compute()
161
+ */
162
+ template<typename InputMatrixType>
163
+ void analyzePattern(const InputMatrixType& matrix)
164
+ {
165
+ if(m_symbolic) klu_free_symbolic(&m_symbolic, &m_common);
166
+ if(m_numeric) klu_free_numeric(&m_numeric, &m_common);
167
+
168
+ grab(matrix.derived());
169
+
170
+ analyzePattern_impl();
171
+ }
172
+
173
+
174
+ /** Provides access to the control settings array used by KLU.
175
+ *
176
+ * See KLU documentation for details.
177
+ */
178
+ inline const klu_common& kluCommon() const
179
+ {
180
+ return m_common;
181
+ }
182
+
183
+ /** Provides access to the control settings array used by UmfPack.
184
+ *
185
+ * If this array contains NaN's, the default values are used.
186
+ *
187
+ * See KLU documentation for details.
188
+ */
189
+ inline klu_common& kluCommon()
190
+ {
191
+ return m_common;
192
+ }
193
+
194
+ /** Performs a numeric decomposition of \a matrix
195
+ *
196
+ * The given matrix must has the same sparcity than the matrix on which the pattern anylysis has been performed.
197
+ *
198
+ * \sa analyzePattern(), compute()
199
+ */
200
+ template<typename InputMatrixType>
201
+ void factorize(const InputMatrixType& matrix)
202
+ {
203
+ eigen_assert(m_analysisIsOk && "KLU: you must first call analyzePattern()");
204
+ if(m_numeric)
205
+ klu_free_numeric(&m_numeric,&m_common);
206
+
207
+ grab(matrix.derived());
208
+
209
+ factorize_impl();
210
+ }
211
+
212
+ /** \internal */
213
+ template<typename BDerived,typename XDerived>
214
+ bool _solve_impl(const MatrixBase<BDerived> &b, MatrixBase<XDerived> &x) const;
215
+
216
+ #if 0 // not implemented yet
217
+ Scalar determinant() const;
218
+
219
+ void extractData() const;
220
+ #endif
221
+
222
+ protected:
223
+
224
+ void init()
225
+ {
226
+ m_info = InvalidInput;
227
+ m_isInitialized = false;
228
+ m_numeric = 0;
229
+ m_symbolic = 0;
230
+ m_extractedDataAreDirty = true;
231
+
232
+ klu_defaults(&m_common);
233
+ }
234
+
235
+ void analyzePattern_impl()
236
+ {
237
+ m_info = InvalidInput;
238
+ m_analysisIsOk = false;
239
+ m_factorizationIsOk = false;
240
+ m_symbolic = klu_analyze(internal::convert_index<int>(mp_matrix.rows()),
241
+ const_cast<StorageIndex*>(mp_matrix.outerIndexPtr()), const_cast<StorageIndex*>(mp_matrix.innerIndexPtr()),
242
+ &m_common);
243
+ if (m_symbolic) {
244
+ m_isInitialized = true;
245
+ m_info = Success;
246
+ m_analysisIsOk = true;
247
+ m_extractedDataAreDirty = true;
248
+ }
249
+ }
250
+
251
+ void factorize_impl()
252
+ {
253
+
254
+ m_numeric = klu_factor(const_cast<StorageIndex*>(mp_matrix.outerIndexPtr()), const_cast<StorageIndex*>(mp_matrix.innerIndexPtr()), const_cast<Scalar*>(mp_matrix.valuePtr()),
255
+ m_symbolic, &m_common, Scalar());
256
+
257
+
258
+ m_info = m_numeric ? Success : NumericalIssue;
259
+ m_factorizationIsOk = m_numeric ? 1 : 0;
260
+ m_extractedDataAreDirty = true;
261
+ }
262
+
263
+ template<typename MatrixDerived>
264
+ void grab(const EigenBase<MatrixDerived> &A)
265
+ {
266
+ mp_matrix.~KLUMatrixRef();
267
+ ::new (&mp_matrix) KLUMatrixRef(A.derived());
268
+ }
269
+
270
+ void grab(const KLUMatrixRef &A)
271
+ {
272
+ if(&(A.derived()) != &mp_matrix)
273
+ {
274
+ mp_matrix.~KLUMatrixRef();
275
+ ::new (&mp_matrix) KLUMatrixRef(A);
276
+ }
277
+ }
278
+
279
+ // cached data to reduce reallocation, etc.
280
+ #if 0 // not implemented yet
281
+ mutable LUMatrixType m_l;
282
+ mutable LUMatrixType m_u;
283
+ mutable IntColVectorType m_p;
284
+ mutable IntRowVectorType m_q;
285
+ #endif
286
+
287
+ KLUMatrixType m_dummy;
288
+ KLUMatrixRef mp_matrix;
289
+
290
+ klu_numeric* m_numeric;
291
+ klu_symbolic* m_symbolic;
292
+ klu_common m_common;
293
+ mutable ComputationInfo m_info;
294
+ int m_factorizationIsOk;
295
+ int m_analysisIsOk;
296
+ mutable bool m_extractedDataAreDirty;
297
+
298
+ private:
299
+ KLU(const KLU& ) { }
300
+ };
301
+
302
+ #if 0 // not implemented yet
303
+ template<typename MatrixType>
304
+ void KLU<MatrixType>::extractData() const
305
+ {
306
+ if (m_extractedDataAreDirty)
307
+ {
308
+ eigen_assert(false && "KLU: extractData Not Yet Implemented");
309
+
310
+ // get size of the data
311
+ int lnz, unz, rows, cols, nz_udiag;
312
+ umfpack_get_lunz(&lnz, &unz, &rows, &cols, &nz_udiag, m_numeric, Scalar());
313
+
314
+ // allocate data
315
+ m_l.resize(rows,(std::min)(rows,cols));
316
+ m_l.resizeNonZeros(lnz);
317
+
318
+ m_u.resize((std::min)(rows,cols),cols);
319
+ m_u.resizeNonZeros(unz);
320
+
321
+ m_p.resize(rows);
322
+ m_q.resize(cols);
323
+
324
+ // extract
325
+ umfpack_get_numeric(m_l.outerIndexPtr(), m_l.innerIndexPtr(), m_l.valuePtr(),
326
+ m_u.outerIndexPtr(), m_u.innerIndexPtr(), m_u.valuePtr(),
327
+ m_p.data(), m_q.data(), 0, 0, 0, m_numeric);
328
+
329
+ m_extractedDataAreDirty = false;
330
+ }
331
+ }
332
+
333
+ template<typename MatrixType>
334
+ typename KLU<MatrixType>::Scalar KLU<MatrixType>::determinant() const
335
+ {
336
+ eigen_assert(false && "KLU: extractData Not Yet Implemented");
337
+ return Scalar();
338
+ }
339
+ #endif
340
+
341
+ template<typename MatrixType>
342
+ template<typename BDerived,typename XDerived>
343
+ bool KLU<MatrixType>::_solve_impl(const MatrixBase<BDerived> &b, MatrixBase<XDerived> &x) const
344
+ {
345
+ Index rhsCols = b.cols();
346
+ EIGEN_STATIC_ASSERT((XDerived::Flags&RowMajorBit)==0, THIS_METHOD_IS_ONLY_FOR_COLUMN_MAJOR_MATRICES);
347
+ eigen_assert(m_factorizationIsOk && "The decomposition is not in a valid state for solving, you must first call either compute() or analyzePattern()/factorize()");
348
+
349
+ x = b;
350
+ int info = klu_solve(m_symbolic, m_numeric, b.rows(), rhsCols, x.const_cast_derived().data(), const_cast<klu_common*>(&m_common), Scalar());
351
+
352
+ m_info = info!=0 ? Success : NumericalIssue;
353
+ return true;
354
+ }
355
+
356
+ } // end namespace Eigen
357
+
358
+ #endif // EIGEN_KLUSUPPORT_H