umappp 0.1.2

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Files changed (395) hide show
  1. checksums.yaml +7 -0
  2. data/LICENSE.txt +25 -0
  3. data/README.md +110 -0
  4. data/ext/umappp/extconf.rb +25 -0
  5. data/ext/umappp/numo.hpp +867 -0
  6. data/ext/umappp/umappp.cpp +225 -0
  7. data/lib/umappp/version.rb +5 -0
  8. data/lib/umappp.rb +41 -0
  9. data/vendor/Eigen/Cholesky +45 -0
  10. data/vendor/Eigen/CholmodSupport +48 -0
  11. data/vendor/Eigen/Core +384 -0
  12. data/vendor/Eigen/Dense +7 -0
  13. data/vendor/Eigen/Eigen +2 -0
  14. data/vendor/Eigen/Eigenvalues +60 -0
  15. data/vendor/Eigen/Geometry +59 -0
  16. data/vendor/Eigen/Householder +29 -0
  17. data/vendor/Eigen/IterativeLinearSolvers +48 -0
  18. data/vendor/Eigen/Jacobi +32 -0
  19. data/vendor/Eigen/KLUSupport +41 -0
  20. data/vendor/Eigen/LU +47 -0
  21. data/vendor/Eigen/MetisSupport +35 -0
  22. data/vendor/Eigen/OrderingMethods +70 -0
  23. data/vendor/Eigen/PaStiXSupport +49 -0
  24. data/vendor/Eigen/PardisoSupport +35 -0
  25. data/vendor/Eigen/QR +50 -0
  26. data/vendor/Eigen/QtAlignedMalloc +39 -0
  27. data/vendor/Eigen/SPQRSupport +34 -0
  28. data/vendor/Eigen/SVD +50 -0
  29. data/vendor/Eigen/Sparse +34 -0
  30. data/vendor/Eigen/SparseCholesky +37 -0
  31. data/vendor/Eigen/SparseCore +69 -0
  32. data/vendor/Eigen/SparseLU +50 -0
  33. data/vendor/Eigen/SparseQR +36 -0
  34. data/vendor/Eigen/StdDeque +27 -0
  35. data/vendor/Eigen/StdList +26 -0
  36. data/vendor/Eigen/StdVector +27 -0
  37. data/vendor/Eigen/SuperLUSupport +64 -0
  38. data/vendor/Eigen/UmfPackSupport +40 -0
  39. data/vendor/Eigen/src/Cholesky/LDLT.h +688 -0
  40. data/vendor/Eigen/src/Cholesky/LLT.h +558 -0
  41. data/vendor/Eigen/src/Cholesky/LLT_LAPACKE.h +99 -0
  42. data/vendor/Eigen/src/CholmodSupport/CholmodSupport.h +682 -0
  43. data/vendor/Eigen/src/Core/ArithmeticSequence.h +413 -0
  44. data/vendor/Eigen/src/Core/Array.h +417 -0
  45. data/vendor/Eigen/src/Core/ArrayBase.h +226 -0
  46. data/vendor/Eigen/src/Core/ArrayWrapper.h +209 -0
  47. data/vendor/Eigen/src/Core/Assign.h +90 -0
  48. data/vendor/Eigen/src/Core/AssignEvaluator.h +1010 -0
  49. data/vendor/Eigen/src/Core/Assign_MKL.h +178 -0
  50. data/vendor/Eigen/src/Core/BandMatrix.h +353 -0
  51. data/vendor/Eigen/src/Core/Block.h +448 -0
  52. data/vendor/Eigen/src/Core/BooleanRedux.h +162 -0
  53. data/vendor/Eigen/src/Core/CommaInitializer.h +164 -0
  54. data/vendor/Eigen/src/Core/ConditionEstimator.h +175 -0
  55. data/vendor/Eigen/src/Core/CoreEvaluators.h +1741 -0
  56. data/vendor/Eigen/src/Core/CoreIterators.h +132 -0
  57. data/vendor/Eigen/src/Core/CwiseBinaryOp.h +183 -0
  58. data/vendor/Eigen/src/Core/CwiseNullaryOp.h +1001 -0
  59. data/vendor/Eigen/src/Core/CwiseTernaryOp.h +197 -0
  60. data/vendor/Eigen/src/Core/CwiseUnaryOp.h +103 -0
  61. data/vendor/Eigen/src/Core/CwiseUnaryView.h +132 -0
  62. data/vendor/Eigen/src/Core/DenseBase.h +701 -0
  63. data/vendor/Eigen/src/Core/DenseCoeffsBase.h +685 -0
  64. data/vendor/Eigen/src/Core/DenseStorage.h +652 -0
  65. data/vendor/Eigen/src/Core/Diagonal.h +258 -0
  66. data/vendor/Eigen/src/Core/DiagonalMatrix.h +391 -0
  67. data/vendor/Eigen/src/Core/DiagonalProduct.h +28 -0
  68. data/vendor/Eigen/src/Core/Dot.h +318 -0
  69. data/vendor/Eigen/src/Core/EigenBase.h +160 -0
  70. data/vendor/Eigen/src/Core/ForceAlignedAccess.h +150 -0
  71. data/vendor/Eigen/src/Core/Fuzzy.h +155 -0
  72. data/vendor/Eigen/src/Core/GeneralProduct.h +465 -0
  73. data/vendor/Eigen/src/Core/GenericPacketMath.h +1040 -0
  74. data/vendor/Eigen/src/Core/GlobalFunctions.h +194 -0
  75. data/vendor/Eigen/src/Core/IO.h +258 -0
  76. data/vendor/Eigen/src/Core/IndexedView.h +237 -0
  77. data/vendor/Eigen/src/Core/Inverse.h +117 -0
  78. data/vendor/Eigen/src/Core/Map.h +171 -0
  79. data/vendor/Eigen/src/Core/MapBase.h +310 -0
  80. data/vendor/Eigen/src/Core/MathFunctions.h +2057 -0
  81. data/vendor/Eigen/src/Core/MathFunctionsImpl.h +200 -0
  82. data/vendor/Eigen/src/Core/Matrix.h +565 -0
  83. data/vendor/Eigen/src/Core/MatrixBase.h +547 -0
  84. data/vendor/Eigen/src/Core/NestByValue.h +85 -0
  85. data/vendor/Eigen/src/Core/NoAlias.h +109 -0
  86. data/vendor/Eigen/src/Core/NumTraits.h +335 -0
  87. data/vendor/Eigen/src/Core/PartialReduxEvaluator.h +232 -0
  88. data/vendor/Eigen/src/Core/PermutationMatrix.h +605 -0
  89. data/vendor/Eigen/src/Core/PlainObjectBase.h +1128 -0
  90. data/vendor/Eigen/src/Core/Product.h +191 -0
  91. data/vendor/Eigen/src/Core/ProductEvaluators.h +1179 -0
  92. data/vendor/Eigen/src/Core/Random.h +218 -0
  93. data/vendor/Eigen/src/Core/Redux.h +515 -0
  94. data/vendor/Eigen/src/Core/Ref.h +381 -0
  95. data/vendor/Eigen/src/Core/Replicate.h +142 -0
  96. data/vendor/Eigen/src/Core/Reshaped.h +454 -0
  97. data/vendor/Eigen/src/Core/ReturnByValue.h +119 -0
  98. data/vendor/Eigen/src/Core/Reverse.h +217 -0
  99. data/vendor/Eigen/src/Core/Select.h +164 -0
  100. data/vendor/Eigen/src/Core/SelfAdjointView.h +365 -0
  101. data/vendor/Eigen/src/Core/SelfCwiseBinaryOp.h +47 -0
  102. data/vendor/Eigen/src/Core/Solve.h +188 -0
  103. data/vendor/Eigen/src/Core/SolveTriangular.h +235 -0
  104. data/vendor/Eigen/src/Core/SolverBase.h +168 -0
  105. data/vendor/Eigen/src/Core/StableNorm.h +251 -0
  106. data/vendor/Eigen/src/Core/StlIterators.h +463 -0
  107. data/vendor/Eigen/src/Core/Stride.h +116 -0
  108. data/vendor/Eigen/src/Core/Swap.h +68 -0
  109. data/vendor/Eigen/src/Core/Transpose.h +464 -0
  110. data/vendor/Eigen/src/Core/Transpositions.h +386 -0
  111. data/vendor/Eigen/src/Core/TriangularMatrix.h +1001 -0
  112. data/vendor/Eigen/src/Core/VectorBlock.h +96 -0
  113. data/vendor/Eigen/src/Core/VectorwiseOp.h +784 -0
  114. data/vendor/Eigen/src/Core/Visitor.h +381 -0
  115. data/vendor/Eigen/src/Core/arch/AVX/Complex.h +372 -0
  116. data/vendor/Eigen/src/Core/arch/AVX/MathFunctions.h +228 -0
  117. data/vendor/Eigen/src/Core/arch/AVX/PacketMath.h +1574 -0
  118. data/vendor/Eigen/src/Core/arch/AVX/TypeCasting.h +115 -0
  119. data/vendor/Eigen/src/Core/arch/AVX512/Complex.h +422 -0
  120. data/vendor/Eigen/src/Core/arch/AVX512/MathFunctions.h +362 -0
  121. data/vendor/Eigen/src/Core/arch/AVX512/PacketMath.h +2303 -0
  122. data/vendor/Eigen/src/Core/arch/AVX512/TypeCasting.h +89 -0
  123. data/vendor/Eigen/src/Core/arch/AltiVec/Complex.h +417 -0
  124. data/vendor/Eigen/src/Core/arch/AltiVec/MathFunctions.h +90 -0
  125. data/vendor/Eigen/src/Core/arch/AltiVec/MatrixProduct.h +2937 -0
  126. data/vendor/Eigen/src/Core/arch/AltiVec/MatrixProductCommon.h +221 -0
  127. data/vendor/Eigen/src/Core/arch/AltiVec/MatrixProductMMA.h +629 -0
  128. data/vendor/Eigen/src/Core/arch/AltiVec/PacketMath.h +2711 -0
  129. data/vendor/Eigen/src/Core/arch/CUDA/Complex.h +258 -0
  130. data/vendor/Eigen/src/Core/arch/Default/BFloat16.h +700 -0
  131. data/vendor/Eigen/src/Core/arch/Default/ConjHelper.h +117 -0
  132. data/vendor/Eigen/src/Core/arch/Default/GenericPacketMathFunctions.h +1649 -0
  133. data/vendor/Eigen/src/Core/arch/Default/GenericPacketMathFunctionsFwd.h +110 -0
  134. data/vendor/Eigen/src/Core/arch/Default/Half.h +942 -0
  135. data/vendor/Eigen/src/Core/arch/Default/Settings.h +49 -0
  136. data/vendor/Eigen/src/Core/arch/Default/TypeCasting.h +120 -0
  137. data/vendor/Eigen/src/Core/arch/GPU/MathFunctions.h +103 -0
  138. data/vendor/Eigen/src/Core/arch/GPU/PacketMath.h +1685 -0
  139. data/vendor/Eigen/src/Core/arch/GPU/TypeCasting.h +80 -0
  140. data/vendor/Eigen/src/Core/arch/HIP/hcc/math_constants.h +23 -0
  141. data/vendor/Eigen/src/Core/arch/MSA/Complex.h +648 -0
  142. data/vendor/Eigen/src/Core/arch/MSA/MathFunctions.h +387 -0
  143. data/vendor/Eigen/src/Core/arch/MSA/PacketMath.h +1233 -0
  144. data/vendor/Eigen/src/Core/arch/NEON/Complex.h +584 -0
  145. data/vendor/Eigen/src/Core/arch/NEON/GeneralBlockPanelKernel.h +183 -0
  146. data/vendor/Eigen/src/Core/arch/NEON/MathFunctions.h +75 -0
  147. data/vendor/Eigen/src/Core/arch/NEON/PacketMath.h +4587 -0
  148. data/vendor/Eigen/src/Core/arch/NEON/TypeCasting.h +1419 -0
  149. data/vendor/Eigen/src/Core/arch/SSE/Complex.h +351 -0
  150. data/vendor/Eigen/src/Core/arch/SSE/MathFunctions.h +199 -0
  151. data/vendor/Eigen/src/Core/arch/SSE/PacketMath.h +1505 -0
  152. data/vendor/Eigen/src/Core/arch/SSE/TypeCasting.h +142 -0
  153. data/vendor/Eigen/src/Core/arch/SVE/MathFunctions.h +44 -0
  154. data/vendor/Eigen/src/Core/arch/SVE/PacketMath.h +752 -0
  155. data/vendor/Eigen/src/Core/arch/SVE/TypeCasting.h +49 -0
  156. data/vendor/Eigen/src/Core/arch/SYCL/InteropHeaders.h +232 -0
  157. data/vendor/Eigen/src/Core/arch/SYCL/MathFunctions.h +301 -0
  158. data/vendor/Eigen/src/Core/arch/SYCL/PacketMath.h +670 -0
  159. data/vendor/Eigen/src/Core/arch/SYCL/SyclMemoryModel.h +694 -0
  160. data/vendor/Eigen/src/Core/arch/SYCL/TypeCasting.h +85 -0
  161. data/vendor/Eigen/src/Core/arch/ZVector/Complex.h +426 -0
  162. data/vendor/Eigen/src/Core/arch/ZVector/MathFunctions.h +233 -0
  163. data/vendor/Eigen/src/Core/arch/ZVector/PacketMath.h +1060 -0
  164. data/vendor/Eigen/src/Core/functors/AssignmentFunctors.h +177 -0
  165. data/vendor/Eigen/src/Core/functors/BinaryFunctors.h +541 -0
  166. data/vendor/Eigen/src/Core/functors/NullaryFunctors.h +189 -0
  167. data/vendor/Eigen/src/Core/functors/StlFunctors.h +166 -0
  168. data/vendor/Eigen/src/Core/functors/TernaryFunctors.h +25 -0
  169. data/vendor/Eigen/src/Core/functors/UnaryFunctors.h +1131 -0
  170. data/vendor/Eigen/src/Core/products/GeneralBlockPanelKernel.h +2645 -0
  171. data/vendor/Eigen/src/Core/products/GeneralMatrixMatrix.h +517 -0
  172. data/vendor/Eigen/src/Core/products/GeneralMatrixMatrixTriangular.h +317 -0
  173. data/vendor/Eigen/src/Core/products/GeneralMatrixMatrixTriangular_BLAS.h +145 -0
  174. data/vendor/Eigen/src/Core/products/GeneralMatrixMatrix_BLAS.h +124 -0
  175. data/vendor/Eigen/src/Core/products/GeneralMatrixVector.h +518 -0
  176. data/vendor/Eigen/src/Core/products/GeneralMatrixVector_BLAS.h +136 -0
  177. data/vendor/Eigen/src/Core/products/Parallelizer.h +180 -0
  178. data/vendor/Eigen/src/Core/products/SelfadjointMatrixMatrix.h +544 -0
  179. data/vendor/Eigen/src/Core/products/SelfadjointMatrixMatrix_BLAS.h +295 -0
  180. data/vendor/Eigen/src/Core/products/SelfadjointMatrixVector.h +262 -0
  181. data/vendor/Eigen/src/Core/products/SelfadjointMatrixVector_BLAS.h +118 -0
  182. data/vendor/Eigen/src/Core/products/SelfadjointProduct.h +133 -0
  183. data/vendor/Eigen/src/Core/products/SelfadjointRank2Update.h +94 -0
  184. data/vendor/Eigen/src/Core/products/TriangularMatrixMatrix.h +472 -0
  185. data/vendor/Eigen/src/Core/products/TriangularMatrixMatrix_BLAS.h +317 -0
  186. data/vendor/Eigen/src/Core/products/TriangularMatrixVector.h +350 -0
  187. data/vendor/Eigen/src/Core/products/TriangularMatrixVector_BLAS.h +255 -0
  188. data/vendor/Eigen/src/Core/products/TriangularSolverMatrix.h +337 -0
  189. data/vendor/Eigen/src/Core/products/TriangularSolverMatrix_BLAS.h +167 -0
  190. data/vendor/Eigen/src/Core/products/TriangularSolverVector.h +148 -0
  191. data/vendor/Eigen/src/Core/util/BlasUtil.h +583 -0
  192. data/vendor/Eigen/src/Core/util/ConfigureVectorization.h +512 -0
  193. data/vendor/Eigen/src/Core/util/Constants.h +563 -0
  194. data/vendor/Eigen/src/Core/util/DisableStupidWarnings.h +106 -0
  195. data/vendor/Eigen/src/Core/util/ForwardDeclarations.h +322 -0
  196. data/vendor/Eigen/src/Core/util/IndexedViewHelper.h +186 -0
  197. data/vendor/Eigen/src/Core/util/IntegralConstant.h +272 -0
  198. data/vendor/Eigen/src/Core/util/MKL_support.h +137 -0
  199. data/vendor/Eigen/src/Core/util/Macros.h +1464 -0
  200. data/vendor/Eigen/src/Core/util/Memory.h +1163 -0
  201. data/vendor/Eigen/src/Core/util/Meta.h +812 -0
  202. data/vendor/Eigen/src/Core/util/NonMPL2.h +3 -0
  203. data/vendor/Eigen/src/Core/util/ReenableStupidWarnings.h +31 -0
  204. data/vendor/Eigen/src/Core/util/ReshapedHelper.h +51 -0
  205. data/vendor/Eigen/src/Core/util/StaticAssert.h +221 -0
  206. data/vendor/Eigen/src/Core/util/SymbolicIndex.h +293 -0
  207. data/vendor/Eigen/src/Core/util/XprHelper.h +856 -0
  208. data/vendor/Eigen/src/Eigenvalues/ComplexEigenSolver.h +346 -0
  209. data/vendor/Eigen/src/Eigenvalues/ComplexSchur.h +462 -0
  210. data/vendor/Eigen/src/Eigenvalues/ComplexSchur_LAPACKE.h +91 -0
  211. data/vendor/Eigen/src/Eigenvalues/EigenSolver.h +622 -0
  212. data/vendor/Eigen/src/Eigenvalues/GeneralizedEigenSolver.h +418 -0
  213. data/vendor/Eigen/src/Eigenvalues/GeneralizedSelfAdjointEigenSolver.h +226 -0
  214. data/vendor/Eigen/src/Eigenvalues/HessenbergDecomposition.h +374 -0
  215. data/vendor/Eigen/src/Eigenvalues/MatrixBaseEigenvalues.h +158 -0
  216. data/vendor/Eigen/src/Eigenvalues/RealQZ.h +657 -0
  217. data/vendor/Eigen/src/Eigenvalues/RealSchur.h +558 -0
  218. data/vendor/Eigen/src/Eigenvalues/RealSchur_LAPACKE.h +77 -0
  219. data/vendor/Eigen/src/Eigenvalues/SelfAdjointEigenSolver.h +904 -0
  220. data/vendor/Eigen/src/Eigenvalues/SelfAdjointEigenSolver_LAPACKE.h +87 -0
  221. data/vendor/Eigen/src/Eigenvalues/Tridiagonalization.h +561 -0
  222. data/vendor/Eigen/src/Geometry/AlignedBox.h +486 -0
  223. data/vendor/Eigen/src/Geometry/AngleAxis.h +247 -0
  224. data/vendor/Eigen/src/Geometry/EulerAngles.h +114 -0
  225. data/vendor/Eigen/src/Geometry/Homogeneous.h +501 -0
  226. data/vendor/Eigen/src/Geometry/Hyperplane.h +282 -0
  227. data/vendor/Eigen/src/Geometry/OrthoMethods.h +235 -0
  228. data/vendor/Eigen/src/Geometry/ParametrizedLine.h +232 -0
  229. data/vendor/Eigen/src/Geometry/Quaternion.h +870 -0
  230. data/vendor/Eigen/src/Geometry/Rotation2D.h +199 -0
  231. data/vendor/Eigen/src/Geometry/RotationBase.h +206 -0
  232. data/vendor/Eigen/src/Geometry/Scaling.h +188 -0
  233. data/vendor/Eigen/src/Geometry/Transform.h +1563 -0
  234. data/vendor/Eigen/src/Geometry/Translation.h +202 -0
  235. data/vendor/Eigen/src/Geometry/Umeyama.h +166 -0
  236. data/vendor/Eigen/src/Geometry/arch/Geometry_SIMD.h +168 -0
  237. data/vendor/Eigen/src/Householder/BlockHouseholder.h +110 -0
  238. data/vendor/Eigen/src/Householder/Householder.h +176 -0
  239. data/vendor/Eigen/src/Householder/HouseholderSequence.h +545 -0
  240. data/vendor/Eigen/src/IterativeLinearSolvers/BasicPreconditioners.h +226 -0
  241. data/vendor/Eigen/src/IterativeLinearSolvers/BiCGSTAB.h +212 -0
  242. data/vendor/Eigen/src/IterativeLinearSolvers/ConjugateGradient.h +229 -0
  243. data/vendor/Eigen/src/IterativeLinearSolvers/IncompleteCholesky.h +394 -0
  244. data/vendor/Eigen/src/IterativeLinearSolvers/IncompleteLUT.h +453 -0
  245. data/vendor/Eigen/src/IterativeLinearSolvers/IterativeSolverBase.h +444 -0
  246. data/vendor/Eigen/src/IterativeLinearSolvers/LeastSquareConjugateGradient.h +198 -0
  247. data/vendor/Eigen/src/IterativeLinearSolvers/SolveWithGuess.h +117 -0
  248. data/vendor/Eigen/src/Jacobi/Jacobi.h +483 -0
  249. data/vendor/Eigen/src/KLUSupport/KLUSupport.h +358 -0
  250. data/vendor/Eigen/src/LU/Determinant.h +117 -0
  251. data/vendor/Eigen/src/LU/FullPivLU.h +877 -0
  252. data/vendor/Eigen/src/LU/InverseImpl.h +432 -0
  253. data/vendor/Eigen/src/LU/PartialPivLU.h +624 -0
  254. data/vendor/Eigen/src/LU/PartialPivLU_LAPACKE.h +83 -0
  255. data/vendor/Eigen/src/LU/arch/InverseSize4.h +351 -0
  256. data/vendor/Eigen/src/MetisSupport/MetisSupport.h +137 -0
  257. data/vendor/Eigen/src/OrderingMethods/Amd.h +435 -0
  258. data/vendor/Eigen/src/OrderingMethods/Eigen_Colamd.h +1863 -0
  259. data/vendor/Eigen/src/OrderingMethods/Ordering.h +153 -0
  260. data/vendor/Eigen/src/PaStiXSupport/PaStiXSupport.h +678 -0
  261. data/vendor/Eigen/src/PardisoSupport/PardisoSupport.h +545 -0
  262. data/vendor/Eigen/src/QR/ColPivHouseholderQR.h +674 -0
  263. data/vendor/Eigen/src/QR/ColPivHouseholderQR_LAPACKE.h +97 -0
  264. data/vendor/Eigen/src/QR/CompleteOrthogonalDecomposition.h +635 -0
  265. data/vendor/Eigen/src/QR/FullPivHouseholderQR.h +713 -0
  266. data/vendor/Eigen/src/QR/HouseholderQR.h +434 -0
  267. data/vendor/Eigen/src/QR/HouseholderQR_LAPACKE.h +68 -0
  268. data/vendor/Eigen/src/SPQRSupport/SuiteSparseQRSupport.h +335 -0
  269. data/vendor/Eigen/src/SVD/BDCSVD.h +1366 -0
  270. data/vendor/Eigen/src/SVD/JacobiSVD.h +812 -0
  271. data/vendor/Eigen/src/SVD/JacobiSVD_LAPACKE.h +91 -0
  272. data/vendor/Eigen/src/SVD/SVDBase.h +376 -0
  273. data/vendor/Eigen/src/SVD/UpperBidiagonalization.h +414 -0
  274. data/vendor/Eigen/src/SparseCholesky/SimplicialCholesky.h +697 -0
  275. data/vendor/Eigen/src/SparseCholesky/SimplicialCholesky_impl.h +174 -0
  276. data/vendor/Eigen/src/SparseCore/AmbiVector.h +378 -0
  277. data/vendor/Eigen/src/SparseCore/CompressedStorage.h +274 -0
  278. data/vendor/Eigen/src/SparseCore/ConservativeSparseSparseProduct.h +352 -0
  279. data/vendor/Eigen/src/SparseCore/MappedSparseMatrix.h +67 -0
  280. data/vendor/Eigen/src/SparseCore/SparseAssign.h +270 -0
  281. data/vendor/Eigen/src/SparseCore/SparseBlock.h +571 -0
  282. data/vendor/Eigen/src/SparseCore/SparseColEtree.h +206 -0
  283. data/vendor/Eigen/src/SparseCore/SparseCompressedBase.h +370 -0
  284. data/vendor/Eigen/src/SparseCore/SparseCwiseBinaryOp.h +722 -0
  285. data/vendor/Eigen/src/SparseCore/SparseCwiseUnaryOp.h +150 -0
  286. data/vendor/Eigen/src/SparseCore/SparseDenseProduct.h +342 -0
  287. data/vendor/Eigen/src/SparseCore/SparseDiagonalProduct.h +138 -0
  288. data/vendor/Eigen/src/SparseCore/SparseDot.h +98 -0
  289. data/vendor/Eigen/src/SparseCore/SparseFuzzy.h +29 -0
  290. data/vendor/Eigen/src/SparseCore/SparseMap.h +305 -0
  291. data/vendor/Eigen/src/SparseCore/SparseMatrix.h +1518 -0
  292. data/vendor/Eigen/src/SparseCore/SparseMatrixBase.h +398 -0
  293. data/vendor/Eigen/src/SparseCore/SparsePermutation.h +178 -0
  294. data/vendor/Eigen/src/SparseCore/SparseProduct.h +181 -0
  295. data/vendor/Eigen/src/SparseCore/SparseRedux.h +49 -0
  296. data/vendor/Eigen/src/SparseCore/SparseRef.h +397 -0
  297. data/vendor/Eigen/src/SparseCore/SparseSelfAdjointView.h +659 -0
  298. data/vendor/Eigen/src/SparseCore/SparseSolverBase.h +124 -0
  299. data/vendor/Eigen/src/SparseCore/SparseSparseProductWithPruning.h +198 -0
  300. data/vendor/Eigen/src/SparseCore/SparseTranspose.h +92 -0
  301. data/vendor/Eigen/src/SparseCore/SparseTriangularView.h +189 -0
  302. data/vendor/Eigen/src/SparseCore/SparseUtil.h +186 -0
  303. data/vendor/Eigen/src/SparseCore/SparseVector.h +478 -0
  304. data/vendor/Eigen/src/SparseCore/SparseView.h +254 -0
  305. data/vendor/Eigen/src/SparseCore/TriangularSolver.h +315 -0
  306. data/vendor/Eigen/src/SparseLU/SparseLU.h +923 -0
  307. data/vendor/Eigen/src/SparseLU/SparseLUImpl.h +66 -0
  308. data/vendor/Eigen/src/SparseLU/SparseLU_Memory.h +226 -0
  309. data/vendor/Eigen/src/SparseLU/SparseLU_Structs.h +110 -0
  310. data/vendor/Eigen/src/SparseLU/SparseLU_SupernodalMatrix.h +375 -0
  311. data/vendor/Eigen/src/SparseLU/SparseLU_Utils.h +80 -0
  312. data/vendor/Eigen/src/SparseLU/SparseLU_column_bmod.h +181 -0
  313. data/vendor/Eigen/src/SparseLU/SparseLU_column_dfs.h +179 -0
  314. data/vendor/Eigen/src/SparseLU/SparseLU_copy_to_ucol.h +107 -0
  315. data/vendor/Eigen/src/SparseLU/SparseLU_gemm_kernel.h +280 -0
  316. data/vendor/Eigen/src/SparseLU/SparseLU_heap_relax_snode.h +126 -0
  317. data/vendor/Eigen/src/SparseLU/SparseLU_kernel_bmod.h +130 -0
  318. data/vendor/Eigen/src/SparseLU/SparseLU_panel_bmod.h +223 -0
  319. data/vendor/Eigen/src/SparseLU/SparseLU_panel_dfs.h +258 -0
  320. data/vendor/Eigen/src/SparseLU/SparseLU_pivotL.h +137 -0
  321. data/vendor/Eigen/src/SparseLU/SparseLU_pruneL.h +136 -0
  322. data/vendor/Eigen/src/SparseLU/SparseLU_relax_snode.h +83 -0
  323. data/vendor/Eigen/src/SparseQR/SparseQR.h +758 -0
  324. data/vendor/Eigen/src/StlSupport/StdDeque.h +116 -0
  325. data/vendor/Eigen/src/StlSupport/StdList.h +106 -0
  326. data/vendor/Eigen/src/StlSupport/StdVector.h +131 -0
  327. data/vendor/Eigen/src/StlSupport/details.h +84 -0
  328. data/vendor/Eigen/src/SuperLUSupport/SuperLUSupport.h +1025 -0
  329. data/vendor/Eigen/src/UmfPackSupport/UmfPackSupport.h +642 -0
  330. data/vendor/Eigen/src/misc/Image.h +82 -0
  331. data/vendor/Eigen/src/misc/Kernel.h +79 -0
  332. data/vendor/Eigen/src/misc/RealSvd2x2.h +55 -0
  333. data/vendor/Eigen/src/misc/blas.h +440 -0
  334. data/vendor/Eigen/src/misc/lapack.h +152 -0
  335. data/vendor/Eigen/src/misc/lapacke.h +16292 -0
  336. data/vendor/Eigen/src/misc/lapacke_mangling.h +17 -0
  337. data/vendor/Eigen/src/plugins/ArrayCwiseBinaryOps.h +358 -0
  338. data/vendor/Eigen/src/plugins/ArrayCwiseUnaryOps.h +696 -0
  339. data/vendor/Eigen/src/plugins/BlockMethods.h +1442 -0
  340. data/vendor/Eigen/src/plugins/CommonCwiseBinaryOps.h +115 -0
  341. data/vendor/Eigen/src/plugins/CommonCwiseUnaryOps.h +177 -0
  342. data/vendor/Eigen/src/plugins/IndexedViewMethods.h +262 -0
  343. data/vendor/Eigen/src/plugins/MatrixCwiseBinaryOps.h +152 -0
  344. data/vendor/Eigen/src/plugins/MatrixCwiseUnaryOps.h +95 -0
  345. data/vendor/Eigen/src/plugins/ReshapedMethods.h +149 -0
  346. data/vendor/aarand/aarand.hpp +114 -0
  347. data/vendor/annoy/annoylib.h +1495 -0
  348. data/vendor/annoy/kissrandom.h +120 -0
  349. data/vendor/annoy/mman.h +242 -0
  350. data/vendor/hnswlib/bruteforce.h +152 -0
  351. data/vendor/hnswlib/hnswalg.h +1192 -0
  352. data/vendor/hnswlib/hnswlib.h +108 -0
  353. data/vendor/hnswlib/space_ip.h +282 -0
  354. data/vendor/hnswlib/space_l2.h +281 -0
  355. data/vendor/hnswlib/visited_list_pool.h +79 -0
  356. data/vendor/irlba/irlba.hpp +575 -0
  357. data/vendor/irlba/lanczos.hpp +212 -0
  358. data/vendor/irlba/parallel.hpp +474 -0
  359. data/vendor/irlba/utils.hpp +224 -0
  360. data/vendor/irlba/wrappers.hpp +228 -0
  361. data/vendor/kmeans/Base.hpp +75 -0
  362. data/vendor/kmeans/Details.hpp +79 -0
  363. data/vendor/kmeans/HartiganWong.hpp +492 -0
  364. data/vendor/kmeans/InitializeKmeansPP.hpp +144 -0
  365. data/vendor/kmeans/InitializeNone.hpp +44 -0
  366. data/vendor/kmeans/InitializePCAPartition.hpp +309 -0
  367. data/vendor/kmeans/InitializeRandom.hpp +91 -0
  368. data/vendor/kmeans/Kmeans.hpp +161 -0
  369. data/vendor/kmeans/Lloyd.hpp +134 -0
  370. data/vendor/kmeans/MiniBatch.hpp +269 -0
  371. data/vendor/kmeans/QuickSearch.hpp +179 -0
  372. data/vendor/kmeans/compute_centroids.hpp +32 -0
  373. data/vendor/kmeans/compute_wcss.hpp +27 -0
  374. data/vendor/kmeans/is_edge_case.hpp +42 -0
  375. data/vendor/kmeans/random.hpp +55 -0
  376. data/vendor/knncolle/Annoy/Annoy.hpp +193 -0
  377. data/vendor/knncolle/BruteForce/BruteForce.hpp +120 -0
  378. data/vendor/knncolle/Hnsw/Hnsw.hpp +225 -0
  379. data/vendor/knncolle/Kmknn/Kmknn.hpp +286 -0
  380. data/vendor/knncolle/VpTree/VpTree.hpp +256 -0
  381. data/vendor/knncolle/knncolle.hpp +34 -0
  382. data/vendor/knncolle/utils/Base.hpp +100 -0
  383. data/vendor/knncolle/utils/NeighborQueue.hpp +94 -0
  384. data/vendor/knncolle/utils/distances.hpp +98 -0
  385. data/vendor/knncolle/utils/find_nearest_neighbors.hpp +112 -0
  386. data/vendor/powerit/PowerIterations.hpp +157 -0
  387. data/vendor/umappp/NeighborList.hpp +37 -0
  388. data/vendor/umappp/Umap.hpp +662 -0
  389. data/vendor/umappp/combine_neighbor_sets.hpp +95 -0
  390. data/vendor/umappp/find_ab.hpp +157 -0
  391. data/vendor/umappp/neighbor_similarities.hpp +136 -0
  392. data/vendor/umappp/optimize_layout.hpp +285 -0
  393. data/vendor/umappp/spectral_init.hpp +181 -0
  394. data/vendor/umappp/umappp.hpp +13 -0
  395. metadata +465 -0
@@ -0,0 +1,462 @@
1
+ // This file is part of Eigen, a lightweight C++ template library
2
+ // for linear algebra.
3
+ //
4
+ // Copyright (C) 2009 Claire Maurice
5
+ // Copyright (C) 2009 Gael Guennebaud <gael.guennebaud@inria.fr>
6
+ // Copyright (C) 2010,2012 Jitse Niesen <jitse@maths.leeds.ac.uk>
7
+ //
8
+ // This Source Code Form is subject to the terms of the Mozilla
9
+ // Public License v. 2.0. If a copy of the MPL was not distributed
10
+ // with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
11
+
12
+ #ifndef EIGEN_COMPLEX_SCHUR_H
13
+ #define EIGEN_COMPLEX_SCHUR_H
14
+
15
+ #include "./HessenbergDecomposition.h"
16
+
17
+ namespace Eigen {
18
+
19
+ namespace internal {
20
+ template<typename MatrixType, bool IsComplex> struct complex_schur_reduce_to_hessenberg;
21
+ }
22
+
23
+ /** \eigenvalues_module \ingroup Eigenvalues_Module
24
+ *
25
+ *
26
+ * \class ComplexSchur
27
+ *
28
+ * \brief Performs a complex Schur decomposition of a real or complex square matrix
29
+ *
30
+ * \tparam _MatrixType the type of the matrix of which we are
31
+ * computing the Schur decomposition; this is expected to be an
32
+ * instantiation of the Matrix class template.
33
+ *
34
+ * Given a real or complex square matrix A, this class computes the
35
+ * Schur decomposition: \f$ A = U T U^*\f$ where U is a unitary
36
+ * complex matrix, and T is a complex upper triangular matrix. The
37
+ * diagonal of the matrix T corresponds to the eigenvalues of the
38
+ * matrix A.
39
+ *
40
+ * Call the function compute() to compute the Schur decomposition of
41
+ * a given matrix. Alternatively, you can use the
42
+ * ComplexSchur(const MatrixType&, bool) constructor which computes
43
+ * the Schur decomposition at construction time. Once the
44
+ * decomposition is computed, you can use the matrixU() and matrixT()
45
+ * functions to retrieve the matrices U and V in the decomposition.
46
+ *
47
+ * \note This code is inspired from Jampack
48
+ *
49
+ * \sa class RealSchur, class EigenSolver, class ComplexEigenSolver
50
+ */
51
+ template<typename _MatrixType> class ComplexSchur
52
+ {
53
+ public:
54
+ typedef _MatrixType MatrixType;
55
+ enum {
56
+ RowsAtCompileTime = MatrixType::RowsAtCompileTime,
57
+ ColsAtCompileTime = MatrixType::ColsAtCompileTime,
58
+ Options = MatrixType::Options,
59
+ MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime,
60
+ MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime
61
+ };
62
+
63
+ /** \brief Scalar type for matrices of type \p _MatrixType. */
64
+ typedef typename MatrixType::Scalar Scalar;
65
+ typedef typename NumTraits<Scalar>::Real RealScalar;
66
+ typedef Eigen::Index Index; ///< \deprecated since Eigen 3.3
67
+
68
+ /** \brief Complex scalar type for \p _MatrixType.
69
+ *
70
+ * This is \c std::complex<Scalar> if #Scalar is real (e.g.,
71
+ * \c float or \c double) and just \c Scalar if #Scalar is
72
+ * complex.
73
+ */
74
+ typedef std::complex<RealScalar> ComplexScalar;
75
+
76
+ /** \brief Type for the matrices in the Schur decomposition.
77
+ *
78
+ * This is a square matrix with entries of type #ComplexScalar.
79
+ * The size is the same as the size of \p _MatrixType.
80
+ */
81
+ typedef Matrix<ComplexScalar, RowsAtCompileTime, ColsAtCompileTime, Options, MaxRowsAtCompileTime, MaxColsAtCompileTime> ComplexMatrixType;
82
+
83
+ /** \brief Default constructor.
84
+ *
85
+ * \param [in] size Positive integer, size of the matrix whose Schur decomposition will be computed.
86
+ *
87
+ * The default constructor is useful in cases in which the user
88
+ * intends to perform decompositions via compute(). The \p size
89
+ * parameter is only used as a hint. It is not an error to give a
90
+ * wrong \p size, but it may impair performance.
91
+ *
92
+ * \sa compute() for an example.
93
+ */
94
+ explicit ComplexSchur(Index size = RowsAtCompileTime==Dynamic ? 1 : RowsAtCompileTime)
95
+ : m_matT(size,size),
96
+ m_matU(size,size),
97
+ m_hess(size),
98
+ m_isInitialized(false),
99
+ m_matUisUptodate(false),
100
+ m_maxIters(-1)
101
+ {}
102
+
103
+ /** \brief Constructor; computes Schur decomposition of given matrix.
104
+ *
105
+ * \param[in] matrix Square matrix whose Schur decomposition is to be computed.
106
+ * \param[in] computeU If true, both T and U are computed; if false, only T is computed.
107
+ *
108
+ * This constructor calls compute() to compute the Schur decomposition.
109
+ *
110
+ * \sa matrixT() and matrixU() for examples.
111
+ */
112
+ template<typename InputType>
113
+ explicit ComplexSchur(const EigenBase<InputType>& matrix, bool computeU = true)
114
+ : m_matT(matrix.rows(),matrix.cols()),
115
+ m_matU(matrix.rows(),matrix.cols()),
116
+ m_hess(matrix.rows()),
117
+ m_isInitialized(false),
118
+ m_matUisUptodate(false),
119
+ m_maxIters(-1)
120
+ {
121
+ compute(matrix.derived(), computeU);
122
+ }
123
+
124
+ /** \brief Returns the unitary matrix in the Schur decomposition.
125
+ *
126
+ * \returns A const reference to the matrix U.
127
+ *
128
+ * It is assumed that either the constructor
129
+ * ComplexSchur(const MatrixType& matrix, bool computeU) or the
130
+ * member function compute(const MatrixType& matrix, bool computeU)
131
+ * has been called before to compute the Schur decomposition of a
132
+ * matrix, and that \p computeU was set to true (the default
133
+ * value).
134
+ *
135
+ * Example: \include ComplexSchur_matrixU.cpp
136
+ * Output: \verbinclude ComplexSchur_matrixU.out
137
+ */
138
+ const ComplexMatrixType& matrixU() const
139
+ {
140
+ eigen_assert(m_isInitialized && "ComplexSchur is not initialized.");
141
+ eigen_assert(m_matUisUptodate && "The matrix U has not been computed during the ComplexSchur decomposition.");
142
+ return m_matU;
143
+ }
144
+
145
+ /** \brief Returns the triangular matrix in the Schur decomposition.
146
+ *
147
+ * \returns A const reference to the matrix T.
148
+ *
149
+ * It is assumed that either the constructor
150
+ * ComplexSchur(const MatrixType& matrix, bool computeU) or the
151
+ * member function compute(const MatrixType& matrix, bool computeU)
152
+ * has been called before to compute the Schur decomposition of a
153
+ * matrix.
154
+ *
155
+ * Note that this function returns a plain square matrix. If you want to reference
156
+ * only the upper triangular part, use:
157
+ * \code schur.matrixT().triangularView<Upper>() \endcode
158
+ *
159
+ * Example: \include ComplexSchur_matrixT.cpp
160
+ * Output: \verbinclude ComplexSchur_matrixT.out
161
+ */
162
+ const ComplexMatrixType& matrixT() const
163
+ {
164
+ eigen_assert(m_isInitialized && "ComplexSchur is not initialized.");
165
+ return m_matT;
166
+ }
167
+
168
+ /** \brief Computes Schur decomposition of given matrix.
169
+ *
170
+ * \param[in] matrix Square matrix whose Schur decomposition is to be computed.
171
+ * \param[in] computeU If true, both T and U are computed; if false, only T is computed.
172
+
173
+ * \returns Reference to \c *this
174
+ *
175
+ * The Schur decomposition is computed by first reducing the
176
+ * matrix to Hessenberg form using the class
177
+ * HessenbergDecomposition. The Hessenberg matrix is then reduced
178
+ * to triangular form by performing QR iterations with a single
179
+ * shift. The cost of computing the Schur decomposition depends
180
+ * on the number of iterations; as a rough guide, it may be taken
181
+ * on the number of iterations; as a rough guide, it may be taken
182
+ * to be \f$25n^3\f$ complex flops, or \f$10n^3\f$ complex flops
183
+ * if \a computeU is false.
184
+ *
185
+ * Example: \include ComplexSchur_compute.cpp
186
+ * Output: \verbinclude ComplexSchur_compute.out
187
+ *
188
+ * \sa compute(const MatrixType&, bool, Index)
189
+ */
190
+ template<typename InputType>
191
+ ComplexSchur& compute(const EigenBase<InputType>& matrix, bool computeU = true);
192
+
193
+ /** \brief Compute Schur decomposition from a given Hessenberg matrix
194
+ * \param[in] matrixH Matrix in Hessenberg form H
195
+ * \param[in] matrixQ orthogonal matrix Q that transform a matrix A to H : A = Q H Q^T
196
+ * \param computeU Computes the matriX U of the Schur vectors
197
+ * \return Reference to \c *this
198
+ *
199
+ * This routine assumes that the matrix is already reduced in Hessenberg form matrixH
200
+ * using either the class HessenbergDecomposition or another mean.
201
+ * It computes the upper quasi-triangular matrix T of the Schur decomposition of H
202
+ * When computeU is true, this routine computes the matrix U such that
203
+ * A = U T U^T = (QZ) T (QZ)^T = Q H Q^T where A is the initial matrix
204
+ *
205
+ * NOTE Q is referenced if computeU is true; so, if the initial orthogonal matrix
206
+ * is not available, the user should give an identity matrix (Q.setIdentity())
207
+ *
208
+ * \sa compute(const MatrixType&, bool)
209
+ */
210
+ template<typename HessMatrixType, typename OrthMatrixType>
211
+ ComplexSchur& computeFromHessenberg(const HessMatrixType& matrixH, const OrthMatrixType& matrixQ, bool computeU=true);
212
+
213
+ /** \brief Reports whether previous computation was successful.
214
+ *
215
+ * \returns \c Success if computation was successful, \c NoConvergence otherwise.
216
+ */
217
+ ComputationInfo info() const
218
+ {
219
+ eigen_assert(m_isInitialized && "ComplexSchur is not initialized.");
220
+ return m_info;
221
+ }
222
+
223
+ /** \brief Sets the maximum number of iterations allowed.
224
+ *
225
+ * If not specified by the user, the maximum number of iterations is m_maxIterationsPerRow times the size
226
+ * of the matrix.
227
+ */
228
+ ComplexSchur& setMaxIterations(Index maxIters)
229
+ {
230
+ m_maxIters = maxIters;
231
+ return *this;
232
+ }
233
+
234
+ /** \brief Returns the maximum number of iterations. */
235
+ Index getMaxIterations()
236
+ {
237
+ return m_maxIters;
238
+ }
239
+
240
+ /** \brief Maximum number of iterations per row.
241
+ *
242
+ * If not otherwise specified, the maximum number of iterations is this number times the size of the
243
+ * matrix. It is currently set to 30.
244
+ */
245
+ static const int m_maxIterationsPerRow = 30;
246
+
247
+ protected:
248
+ ComplexMatrixType m_matT, m_matU;
249
+ HessenbergDecomposition<MatrixType> m_hess;
250
+ ComputationInfo m_info;
251
+ bool m_isInitialized;
252
+ bool m_matUisUptodate;
253
+ Index m_maxIters;
254
+
255
+ private:
256
+ bool subdiagonalEntryIsNeglegible(Index i);
257
+ ComplexScalar computeShift(Index iu, Index iter);
258
+ void reduceToTriangularForm(bool computeU);
259
+ friend struct internal::complex_schur_reduce_to_hessenberg<MatrixType, NumTraits<Scalar>::IsComplex>;
260
+ };
261
+
262
+ /** If m_matT(i+1,i) is neglegible in floating point arithmetic
263
+ * compared to m_matT(i,i) and m_matT(j,j), then set it to zero and
264
+ * return true, else return false. */
265
+ template<typename MatrixType>
266
+ inline bool ComplexSchur<MatrixType>::subdiagonalEntryIsNeglegible(Index i)
267
+ {
268
+ RealScalar d = numext::norm1(m_matT.coeff(i,i)) + numext::norm1(m_matT.coeff(i+1,i+1));
269
+ RealScalar sd = numext::norm1(m_matT.coeff(i+1,i));
270
+ if (internal::isMuchSmallerThan(sd, d, NumTraits<RealScalar>::epsilon()))
271
+ {
272
+ m_matT.coeffRef(i+1,i) = ComplexScalar(0);
273
+ return true;
274
+ }
275
+ return false;
276
+ }
277
+
278
+
279
+ /** Compute the shift in the current QR iteration. */
280
+ template<typename MatrixType>
281
+ typename ComplexSchur<MatrixType>::ComplexScalar ComplexSchur<MatrixType>::computeShift(Index iu, Index iter)
282
+ {
283
+ using std::abs;
284
+ if (iter == 10 || iter == 20)
285
+ {
286
+ // exceptional shift, taken from http://www.netlib.org/eispack/comqr.f
287
+ return abs(numext::real(m_matT.coeff(iu,iu-1))) + abs(numext::real(m_matT.coeff(iu-1,iu-2)));
288
+ }
289
+
290
+ // compute the shift as one of the eigenvalues of t, the 2x2
291
+ // diagonal block on the bottom of the active submatrix
292
+ Matrix<ComplexScalar,2,2> t = m_matT.template block<2,2>(iu-1,iu-1);
293
+ RealScalar normt = t.cwiseAbs().sum();
294
+ t /= normt; // the normalization by sf is to avoid under/overflow
295
+
296
+ ComplexScalar b = t.coeff(0,1) * t.coeff(1,0);
297
+ ComplexScalar c = t.coeff(0,0) - t.coeff(1,1);
298
+ ComplexScalar disc = sqrt(c*c + RealScalar(4)*b);
299
+ ComplexScalar det = t.coeff(0,0) * t.coeff(1,1) - b;
300
+ ComplexScalar trace = t.coeff(0,0) + t.coeff(1,1);
301
+ ComplexScalar eival1 = (trace + disc) / RealScalar(2);
302
+ ComplexScalar eival2 = (trace - disc) / RealScalar(2);
303
+ RealScalar eival1_norm = numext::norm1(eival1);
304
+ RealScalar eival2_norm = numext::norm1(eival2);
305
+ // A division by zero can only occur if eival1==eival2==0.
306
+ // In this case, det==0, and all we have to do is checking that eival2_norm!=0
307
+ if(eival1_norm > eival2_norm)
308
+ eival2 = det / eival1;
309
+ else if(eival2_norm!=RealScalar(0))
310
+ eival1 = det / eival2;
311
+
312
+ // choose the eigenvalue closest to the bottom entry of the diagonal
313
+ if(numext::norm1(eival1-t.coeff(1,1)) < numext::norm1(eival2-t.coeff(1,1)))
314
+ return normt * eival1;
315
+ else
316
+ return normt * eival2;
317
+ }
318
+
319
+
320
+ template<typename MatrixType>
321
+ template<typename InputType>
322
+ ComplexSchur<MatrixType>& ComplexSchur<MatrixType>::compute(const EigenBase<InputType>& matrix, bool computeU)
323
+ {
324
+ m_matUisUptodate = false;
325
+ eigen_assert(matrix.cols() == matrix.rows());
326
+
327
+ if(matrix.cols() == 1)
328
+ {
329
+ m_matT = matrix.derived().template cast<ComplexScalar>();
330
+ if(computeU) m_matU = ComplexMatrixType::Identity(1,1);
331
+ m_info = Success;
332
+ m_isInitialized = true;
333
+ m_matUisUptodate = computeU;
334
+ return *this;
335
+ }
336
+
337
+ internal::complex_schur_reduce_to_hessenberg<MatrixType, NumTraits<Scalar>::IsComplex>::run(*this, matrix.derived(), computeU);
338
+ computeFromHessenberg(m_matT, m_matU, computeU);
339
+ return *this;
340
+ }
341
+
342
+ template<typename MatrixType>
343
+ template<typename HessMatrixType, typename OrthMatrixType>
344
+ ComplexSchur<MatrixType>& ComplexSchur<MatrixType>::computeFromHessenberg(const HessMatrixType& matrixH, const OrthMatrixType& matrixQ, bool computeU)
345
+ {
346
+ m_matT = matrixH;
347
+ if(computeU)
348
+ m_matU = matrixQ;
349
+ reduceToTriangularForm(computeU);
350
+ return *this;
351
+ }
352
+ namespace internal {
353
+
354
+ /* Reduce given matrix to Hessenberg form */
355
+ template<typename MatrixType, bool IsComplex>
356
+ struct complex_schur_reduce_to_hessenberg
357
+ {
358
+ // this is the implementation for the case IsComplex = true
359
+ static void run(ComplexSchur<MatrixType>& _this, const MatrixType& matrix, bool computeU)
360
+ {
361
+ _this.m_hess.compute(matrix);
362
+ _this.m_matT = _this.m_hess.matrixH();
363
+ if(computeU) _this.m_matU = _this.m_hess.matrixQ();
364
+ }
365
+ };
366
+
367
+ template<typename MatrixType>
368
+ struct complex_schur_reduce_to_hessenberg<MatrixType, false>
369
+ {
370
+ static void run(ComplexSchur<MatrixType>& _this, const MatrixType& matrix, bool computeU)
371
+ {
372
+ typedef typename ComplexSchur<MatrixType>::ComplexScalar ComplexScalar;
373
+
374
+ // Note: m_hess is over RealScalar; m_matT and m_matU is over ComplexScalar
375
+ _this.m_hess.compute(matrix);
376
+ _this.m_matT = _this.m_hess.matrixH().template cast<ComplexScalar>();
377
+ if(computeU)
378
+ {
379
+ // This may cause an allocation which seems to be avoidable
380
+ MatrixType Q = _this.m_hess.matrixQ();
381
+ _this.m_matU = Q.template cast<ComplexScalar>();
382
+ }
383
+ }
384
+ };
385
+
386
+ } // end namespace internal
387
+
388
+ // Reduce the Hessenberg matrix m_matT to triangular form by QR iteration.
389
+ template<typename MatrixType>
390
+ void ComplexSchur<MatrixType>::reduceToTriangularForm(bool computeU)
391
+ {
392
+ Index maxIters = m_maxIters;
393
+ if (maxIters == -1)
394
+ maxIters = m_maxIterationsPerRow * m_matT.rows();
395
+
396
+ // The matrix m_matT is divided in three parts.
397
+ // Rows 0,...,il-1 are decoupled from the rest because m_matT(il,il-1) is zero.
398
+ // Rows il,...,iu is the part we are working on (the active submatrix).
399
+ // Rows iu+1,...,end are already brought in triangular form.
400
+ Index iu = m_matT.cols() - 1;
401
+ Index il;
402
+ Index iter = 0; // number of iterations we are working on the (iu,iu) element
403
+ Index totalIter = 0; // number of iterations for whole matrix
404
+
405
+ while(true)
406
+ {
407
+ // find iu, the bottom row of the active submatrix
408
+ while(iu > 0)
409
+ {
410
+ if(!subdiagonalEntryIsNeglegible(iu-1)) break;
411
+ iter = 0;
412
+ --iu;
413
+ }
414
+
415
+ // if iu is zero then we are done; the whole matrix is triangularized
416
+ if(iu==0) break;
417
+
418
+ // if we spent too many iterations, we give up
419
+ iter++;
420
+ totalIter++;
421
+ if(totalIter > maxIters) break;
422
+
423
+ // find il, the top row of the active submatrix
424
+ il = iu-1;
425
+ while(il > 0 && !subdiagonalEntryIsNeglegible(il-1))
426
+ {
427
+ --il;
428
+ }
429
+
430
+ /* perform the QR step using Givens rotations. The first rotation
431
+ creates a bulge; the (il+2,il) element becomes nonzero. This
432
+ bulge is chased down to the bottom of the active submatrix. */
433
+
434
+ ComplexScalar shift = computeShift(iu, iter);
435
+ JacobiRotation<ComplexScalar> rot;
436
+ rot.makeGivens(m_matT.coeff(il,il) - shift, m_matT.coeff(il+1,il));
437
+ m_matT.rightCols(m_matT.cols()-il).applyOnTheLeft(il, il+1, rot.adjoint());
438
+ m_matT.topRows((std::min)(il+2,iu)+1).applyOnTheRight(il, il+1, rot);
439
+ if(computeU) m_matU.applyOnTheRight(il, il+1, rot);
440
+
441
+ for(Index i=il+1 ; i<iu ; i++)
442
+ {
443
+ rot.makeGivens(m_matT.coeffRef(i,i-1), m_matT.coeffRef(i+1,i-1), &m_matT.coeffRef(i,i-1));
444
+ m_matT.coeffRef(i+1,i-1) = ComplexScalar(0);
445
+ m_matT.rightCols(m_matT.cols()-i).applyOnTheLeft(i, i+1, rot.adjoint());
446
+ m_matT.topRows((std::min)(i+2,iu)+1).applyOnTheRight(i, i+1, rot);
447
+ if(computeU) m_matU.applyOnTheRight(i, i+1, rot);
448
+ }
449
+ }
450
+
451
+ if(totalIter <= maxIters)
452
+ m_info = Success;
453
+ else
454
+ m_info = NoConvergence;
455
+
456
+ m_isInitialized = true;
457
+ m_matUisUptodate = computeU;
458
+ }
459
+
460
+ } // end namespace Eigen
461
+
462
+ #endif // EIGEN_COMPLEX_SCHUR_H
@@ -0,0 +1,91 @@
1
+ /*
2
+ Copyright (c) 2011, Intel Corporation. All rights reserved.
3
+
4
+ Redistribution and use in source and binary forms, with or without modification,
5
+ are permitted provided that the following conditions are met:
6
+
7
+ * Redistributions of source code must retain the above copyright notice, this
8
+ list of conditions and the following disclaimer.
9
+ * Redistributions in binary form must reproduce the above copyright notice,
10
+ this list of conditions and the following disclaimer in the documentation
11
+ and/or other materials provided with the distribution.
12
+ * Neither the name of Intel Corporation nor the names of its contributors may
13
+ be used to endorse or promote products derived from this software without
14
+ specific prior written permission.
15
+
16
+ THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
17
+ ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
18
+ WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
19
+ DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR
20
+ ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
21
+ (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
22
+ LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON
23
+ ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
24
+ (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
25
+ SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
26
+
27
+ ********************************************************************************
28
+ * Content : Eigen bindings to LAPACKe
29
+ * Complex Schur needed to complex unsymmetrical eigenvalues/eigenvectors.
30
+ ********************************************************************************
31
+ */
32
+
33
+ #ifndef EIGEN_COMPLEX_SCHUR_LAPACKE_H
34
+ #define EIGEN_COMPLEX_SCHUR_LAPACKE_H
35
+
36
+ namespace Eigen {
37
+
38
+ /** \internal Specialization for the data types supported by LAPACKe */
39
+
40
+ #define EIGEN_LAPACKE_SCHUR_COMPLEX(EIGTYPE, LAPACKE_TYPE, LAPACKE_PREFIX, LAPACKE_PREFIX_U, EIGCOLROW, LAPACKE_COLROW) \
41
+ template<> template<typename InputType> inline \
42
+ ComplexSchur<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW> >& \
43
+ ComplexSchur<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW> >::compute(const EigenBase<InputType>& matrix, bool computeU) \
44
+ { \
45
+ typedef Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW> MatrixType; \
46
+ typedef MatrixType::RealScalar RealScalar; \
47
+ typedef std::complex<RealScalar> ComplexScalar; \
48
+ \
49
+ eigen_assert(matrix.cols() == matrix.rows()); \
50
+ \
51
+ m_matUisUptodate = false; \
52
+ if(matrix.cols() == 1) \
53
+ { \
54
+ m_matT = matrix.derived().template cast<ComplexScalar>(); \
55
+ if(computeU) m_matU = ComplexMatrixType::Identity(1,1); \
56
+ m_info = Success; \
57
+ m_isInitialized = true; \
58
+ m_matUisUptodate = computeU; \
59
+ return *this; \
60
+ } \
61
+ lapack_int n = internal::convert_index<lapack_int>(matrix.cols()), sdim, info; \
62
+ lapack_int matrix_order = LAPACKE_COLROW; \
63
+ char jobvs, sort='N'; \
64
+ LAPACK_##LAPACKE_PREFIX_U##_SELECT1 select = 0; \
65
+ jobvs = (computeU) ? 'V' : 'N'; \
66
+ m_matU.resize(n, n); \
67
+ lapack_int ldvs = internal::convert_index<lapack_int>(m_matU.outerStride()); \
68
+ m_matT = matrix; \
69
+ lapack_int lda = internal::convert_index<lapack_int>(m_matT.outerStride()); \
70
+ Matrix<EIGTYPE, Dynamic, Dynamic> w; \
71
+ w.resize(n, 1);\
72
+ info = LAPACKE_##LAPACKE_PREFIX##gees( matrix_order, jobvs, sort, select, n, (LAPACKE_TYPE*)m_matT.data(), lda, &sdim, (LAPACKE_TYPE*)w.data(), (LAPACKE_TYPE*)m_matU.data(), ldvs ); \
73
+ if(info == 0) \
74
+ m_info = Success; \
75
+ else \
76
+ m_info = NoConvergence; \
77
+ \
78
+ m_isInitialized = true; \
79
+ m_matUisUptodate = computeU; \
80
+ return *this; \
81
+ \
82
+ }
83
+
84
+ EIGEN_LAPACKE_SCHUR_COMPLEX(dcomplex, lapack_complex_double, z, Z, ColMajor, LAPACK_COL_MAJOR)
85
+ EIGEN_LAPACKE_SCHUR_COMPLEX(scomplex, lapack_complex_float, c, C, ColMajor, LAPACK_COL_MAJOR)
86
+ EIGEN_LAPACKE_SCHUR_COMPLEX(dcomplex, lapack_complex_double, z, Z, RowMajor, LAPACK_ROW_MAJOR)
87
+ EIGEN_LAPACKE_SCHUR_COMPLEX(scomplex, lapack_complex_float, c, C, RowMajor, LAPACK_ROW_MAJOR)
88
+
89
+ } // end namespace Eigen
90
+
91
+ #endif // EIGEN_COMPLEX_SCHUR_LAPACKE_H