umappp 0.1.2
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- checksums.yaml +7 -0
- data/LICENSE.txt +25 -0
- data/README.md +110 -0
- data/ext/umappp/extconf.rb +25 -0
- data/ext/umappp/numo.hpp +867 -0
- data/ext/umappp/umappp.cpp +225 -0
- data/lib/umappp/version.rb +5 -0
- data/lib/umappp.rb +41 -0
- data/vendor/Eigen/Cholesky +45 -0
- data/vendor/Eigen/CholmodSupport +48 -0
- data/vendor/Eigen/Core +384 -0
- data/vendor/Eigen/Dense +7 -0
- data/vendor/Eigen/Eigen +2 -0
- data/vendor/Eigen/Eigenvalues +60 -0
- data/vendor/Eigen/Geometry +59 -0
- data/vendor/Eigen/Householder +29 -0
- data/vendor/Eigen/IterativeLinearSolvers +48 -0
- data/vendor/Eigen/Jacobi +32 -0
- data/vendor/Eigen/KLUSupport +41 -0
- data/vendor/Eigen/LU +47 -0
- data/vendor/Eigen/MetisSupport +35 -0
- data/vendor/Eigen/OrderingMethods +70 -0
- data/vendor/Eigen/PaStiXSupport +49 -0
- data/vendor/Eigen/PardisoSupport +35 -0
- data/vendor/Eigen/QR +50 -0
- data/vendor/Eigen/QtAlignedMalloc +39 -0
- data/vendor/Eigen/SPQRSupport +34 -0
- data/vendor/Eigen/SVD +50 -0
- data/vendor/Eigen/Sparse +34 -0
- data/vendor/Eigen/SparseCholesky +37 -0
- data/vendor/Eigen/SparseCore +69 -0
- data/vendor/Eigen/SparseLU +50 -0
- data/vendor/Eigen/SparseQR +36 -0
- data/vendor/Eigen/StdDeque +27 -0
- data/vendor/Eigen/StdList +26 -0
- data/vendor/Eigen/StdVector +27 -0
- data/vendor/Eigen/SuperLUSupport +64 -0
- data/vendor/Eigen/UmfPackSupport +40 -0
- data/vendor/Eigen/src/Cholesky/LDLT.h +688 -0
- data/vendor/Eigen/src/Cholesky/LLT.h +558 -0
- data/vendor/Eigen/src/Cholesky/LLT_LAPACKE.h +99 -0
- data/vendor/Eigen/src/CholmodSupport/CholmodSupport.h +682 -0
- data/vendor/Eigen/src/Core/ArithmeticSequence.h +413 -0
- data/vendor/Eigen/src/Core/Array.h +417 -0
- data/vendor/Eigen/src/Core/ArrayBase.h +226 -0
- data/vendor/Eigen/src/Core/ArrayWrapper.h +209 -0
- data/vendor/Eigen/src/Core/Assign.h +90 -0
- data/vendor/Eigen/src/Core/AssignEvaluator.h +1010 -0
- data/vendor/Eigen/src/Core/Assign_MKL.h +178 -0
- data/vendor/Eigen/src/Core/BandMatrix.h +353 -0
- data/vendor/Eigen/src/Core/Block.h +448 -0
- data/vendor/Eigen/src/Core/BooleanRedux.h +162 -0
- data/vendor/Eigen/src/Core/CommaInitializer.h +164 -0
- data/vendor/Eigen/src/Core/ConditionEstimator.h +175 -0
- data/vendor/Eigen/src/Core/CoreEvaluators.h +1741 -0
- data/vendor/Eigen/src/Core/CoreIterators.h +132 -0
- data/vendor/Eigen/src/Core/CwiseBinaryOp.h +183 -0
- data/vendor/Eigen/src/Core/CwiseNullaryOp.h +1001 -0
- data/vendor/Eigen/src/Core/CwiseTernaryOp.h +197 -0
- data/vendor/Eigen/src/Core/CwiseUnaryOp.h +103 -0
- data/vendor/Eigen/src/Core/CwiseUnaryView.h +132 -0
- data/vendor/Eigen/src/Core/DenseBase.h +701 -0
- data/vendor/Eigen/src/Core/DenseCoeffsBase.h +685 -0
- data/vendor/Eigen/src/Core/DenseStorage.h +652 -0
- data/vendor/Eigen/src/Core/Diagonal.h +258 -0
- data/vendor/Eigen/src/Core/DiagonalMatrix.h +391 -0
- data/vendor/Eigen/src/Core/DiagonalProduct.h +28 -0
- data/vendor/Eigen/src/Core/Dot.h +318 -0
- data/vendor/Eigen/src/Core/EigenBase.h +160 -0
- data/vendor/Eigen/src/Core/ForceAlignedAccess.h +150 -0
- data/vendor/Eigen/src/Core/Fuzzy.h +155 -0
- data/vendor/Eigen/src/Core/GeneralProduct.h +465 -0
- data/vendor/Eigen/src/Core/GenericPacketMath.h +1040 -0
- data/vendor/Eigen/src/Core/GlobalFunctions.h +194 -0
- data/vendor/Eigen/src/Core/IO.h +258 -0
- data/vendor/Eigen/src/Core/IndexedView.h +237 -0
- data/vendor/Eigen/src/Core/Inverse.h +117 -0
- data/vendor/Eigen/src/Core/Map.h +171 -0
- data/vendor/Eigen/src/Core/MapBase.h +310 -0
- data/vendor/Eigen/src/Core/MathFunctions.h +2057 -0
- data/vendor/Eigen/src/Core/MathFunctionsImpl.h +200 -0
- data/vendor/Eigen/src/Core/Matrix.h +565 -0
- data/vendor/Eigen/src/Core/MatrixBase.h +547 -0
- data/vendor/Eigen/src/Core/NestByValue.h +85 -0
- data/vendor/Eigen/src/Core/NoAlias.h +109 -0
- data/vendor/Eigen/src/Core/NumTraits.h +335 -0
- data/vendor/Eigen/src/Core/PartialReduxEvaluator.h +232 -0
- data/vendor/Eigen/src/Core/PermutationMatrix.h +605 -0
- data/vendor/Eigen/src/Core/PlainObjectBase.h +1128 -0
- data/vendor/Eigen/src/Core/Product.h +191 -0
- data/vendor/Eigen/src/Core/ProductEvaluators.h +1179 -0
- data/vendor/Eigen/src/Core/Random.h +218 -0
- data/vendor/Eigen/src/Core/Redux.h +515 -0
- data/vendor/Eigen/src/Core/Ref.h +381 -0
- data/vendor/Eigen/src/Core/Replicate.h +142 -0
- data/vendor/Eigen/src/Core/Reshaped.h +454 -0
- data/vendor/Eigen/src/Core/ReturnByValue.h +119 -0
- data/vendor/Eigen/src/Core/Reverse.h +217 -0
- data/vendor/Eigen/src/Core/Select.h +164 -0
- data/vendor/Eigen/src/Core/SelfAdjointView.h +365 -0
- data/vendor/Eigen/src/Core/SelfCwiseBinaryOp.h +47 -0
- data/vendor/Eigen/src/Core/Solve.h +188 -0
- data/vendor/Eigen/src/Core/SolveTriangular.h +235 -0
- data/vendor/Eigen/src/Core/SolverBase.h +168 -0
- data/vendor/Eigen/src/Core/StableNorm.h +251 -0
- data/vendor/Eigen/src/Core/StlIterators.h +463 -0
- data/vendor/Eigen/src/Core/Stride.h +116 -0
- data/vendor/Eigen/src/Core/Swap.h +68 -0
- data/vendor/Eigen/src/Core/Transpose.h +464 -0
- data/vendor/Eigen/src/Core/Transpositions.h +386 -0
- data/vendor/Eigen/src/Core/TriangularMatrix.h +1001 -0
- data/vendor/Eigen/src/Core/VectorBlock.h +96 -0
- data/vendor/Eigen/src/Core/VectorwiseOp.h +784 -0
- data/vendor/Eigen/src/Core/Visitor.h +381 -0
- data/vendor/Eigen/src/Core/arch/AVX/Complex.h +372 -0
- data/vendor/Eigen/src/Core/arch/AVX/MathFunctions.h +228 -0
- data/vendor/Eigen/src/Core/arch/AVX/PacketMath.h +1574 -0
- data/vendor/Eigen/src/Core/arch/AVX/TypeCasting.h +115 -0
- data/vendor/Eigen/src/Core/arch/AVX512/Complex.h +422 -0
- data/vendor/Eigen/src/Core/arch/AVX512/MathFunctions.h +362 -0
- data/vendor/Eigen/src/Core/arch/AVX512/PacketMath.h +2303 -0
- data/vendor/Eigen/src/Core/arch/AVX512/TypeCasting.h +89 -0
- data/vendor/Eigen/src/Core/arch/AltiVec/Complex.h +417 -0
- data/vendor/Eigen/src/Core/arch/AltiVec/MathFunctions.h +90 -0
- data/vendor/Eigen/src/Core/arch/AltiVec/MatrixProduct.h +2937 -0
- data/vendor/Eigen/src/Core/arch/AltiVec/MatrixProductCommon.h +221 -0
- data/vendor/Eigen/src/Core/arch/AltiVec/MatrixProductMMA.h +629 -0
- data/vendor/Eigen/src/Core/arch/AltiVec/PacketMath.h +2711 -0
- data/vendor/Eigen/src/Core/arch/CUDA/Complex.h +258 -0
- data/vendor/Eigen/src/Core/arch/Default/BFloat16.h +700 -0
- data/vendor/Eigen/src/Core/arch/Default/ConjHelper.h +117 -0
- data/vendor/Eigen/src/Core/arch/Default/GenericPacketMathFunctions.h +1649 -0
- data/vendor/Eigen/src/Core/arch/Default/GenericPacketMathFunctionsFwd.h +110 -0
- data/vendor/Eigen/src/Core/arch/Default/Half.h +942 -0
- data/vendor/Eigen/src/Core/arch/Default/Settings.h +49 -0
- data/vendor/Eigen/src/Core/arch/Default/TypeCasting.h +120 -0
- data/vendor/Eigen/src/Core/arch/GPU/MathFunctions.h +103 -0
- data/vendor/Eigen/src/Core/arch/GPU/PacketMath.h +1685 -0
- data/vendor/Eigen/src/Core/arch/GPU/TypeCasting.h +80 -0
- data/vendor/Eigen/src/Core/arch/HIP/hcc/math_constants.h +23 -0
- data/vendor/Eigen/src/Core/arch/MSA/Complex.h +648 -0
- data/vendor/Eigen/src/Core/arch/MSA/MathFunctions.h +387 -0
- data/vendor/Eigen/src/Core/arch/MSA/PacketMath.h +1233 -0
- data/vendor/Eigen/src/Core/arch/NEON/Complex.h +584 -0
- data/vendor/Eigen/src/Core/arch/NEON/GeneralBlockPanelKernel.h +183 -0
- data/vendor/Eigen/src/Core/arch/NEON/MathFunctions.h +75 -0
- data/vendor/Eigen/src/Core/arch/NEON/PacketMath.h +4587 -0
- data/vendor/Eigen/src/Core/arch/NEON/TypeCasting.h +1419 -0
- data/vendor/Eigen/src/Core/arch/SSE/Complex.h +351 -0
- data/vendor/Eigen/src/Core/arch/SSE/MathFunctions.h +199 -0
- data/vendor/Eigen/src/Core/arch/SSE/PacketMath.h +1505 -0
- data/vendor/Eigen/src/Core/arch/SSE/TypeCasting.h +142 -0
- data/vendor/Eigen/src/Core/arch/SVE/MathFunctions.h +44 -0
- data/vendor/Eigen/src/Core/arch/SVE/PacketMath.h +752 -0
- data/vendor/Eigen/src/Core/arch/SVE/TypeCasting.h +49 -0
- data/vendor/Eigen/src/Core/arch/SYCL/InteropHeaders.h +232 -0
- data/vendor/Eigen/src/Core/arch/SYCL/MathFunctions.h +301 -0
- data/vendor/Eigen/src/Core/arch/SYCL/PacketMath.h +670 -0
- data/vendor/Eigen/src/Core/arch/SYCL/SyclMemoryModel.h +694 -0
- data/vendor/Eigen/src/Core/arch/SYCL/TypeCasting.h +85 -0
- data/vendor/Eigen/src/Core/arch/ZVector/Complex.h +426 -0
- data/vendor/Eigen/src/Core/arch/ZVector/MathFunctions.h +233 -0
- data/vendor/Eigen/src/Core/arch/ZVector/PacketMath.h +1060 -0
- data/vendor/Eigen/src/Core/functors/AssignmentFunctors.h +177 -0
- data/vendor/Eigen/src/Core/functors/BinaryFunctors.h +541 -0
- data/vendor/Eigen/src/Core/functors/NullaryFunctors.h +189 -0
- data/vendor/Eigen/src/Core/functors/StlFunctors.h +166 -0
- data/vendor/Eigen/src/Core/functors/TernaryFunctors.h +25 -0
- data/vendor/Eigen/src/Core/functors/UnaryFunctors.h +1131 -0
- data/vendor/Eigen/src/Core/products/GeneralBlockPanelKernel.h +2645 -0
- data/vendor/Eigen/src/Core/products/GeneralMatrixMatrix.h +517 -0
- data/vendor/Eigen/src/Core/products/GeneralMatrixMatrixTriangular.h +317 -0
- data/vendor/Eigen/src/Core/products/GeneralMatrixMatrixTriangular_BLAS.h +145 -0
- data/vendor/Eigen/src/Core/products/GeneralMatrixMatrix_BLAS.h +124 -0
- data/vendor/Eigen/src/Core/products/GeneralMatrixVector.h +518 -0
- data/vendor/Eigen/src/Core/products/GeneralMatrixVector_BLAS.h +136 -0
- data/vendor/Eigen/src/Core/products/Parallelizer.h +180 -0
- data/vendor/Eigen/src/Core/products/SelfadjointMatrixMatrix.h +544 -0
- data/vendor/Eigen/src/Core/products/SelfadjointMatrixMatrix_BLAS.h +295 -0
- data/vendor/Eigen/src/Core/products/SelfadjointMatrixVector.h +262 -0
- data/vendor/Eigen/src/Core/products/SelfadjointMatrixVector_BLAS.h +118 -0
- data/vendor/Eigen/src/Core/products/SelfadjointProduct.h +133 -0
- data/vendor/Eigen/src/Core/products/SelfadjointRank2Update.h +94 -0
- data/vendor/Eigen/src/Core/products/TriangularMatrixMatrix.h +472 -0
- data/vendor/Eigen/src/Core/products/TriangularMatrixMatrix_BLAS.h +317 -0
- data/vendor/Eigen/src/Core/products/TriangularMatrixVector.h +350 -0
- data/vendor/Eigen/src/Core/products/TriangularMatrixVector_BLAS.h +255 -0
- data/vendor/Eigen/src/Core/products/TriangularSolverMatrix.h +337 -0
- data/vendor/Eigen/src/Core/products/TriangularSolverMatrix_BLAS.h +167 -0
- data/vendor/Eigen/src/Core/products/TriangularSolverVector.h +148 -0
- data/vendor/Eigen/src/Core/util/BlasUtil.h +583 -0
- data/vendor/Eigen/src/Core/util/ConfigureVectorization.h +512 -0
- data/vendor/Eigen/src/Core/util/Constants.h +563 -0
- data/vendor/Eigen/src/Core/util/DisableStupidWarnings.h +106 -0
- data/vendor/Eigen/src/Core/util/ForwardDeclarations.h +322 -0
- data/vendor/Eigen/src/Core/util/IndexedViewHelper.h +186 -0
- data/vendor/Eigen/src/Core/util/IntegralConstant.h +272 -0
- data/vendor/Eigen/src/Core/util/MKL_support.h +137 -0
- data/vendor/Eigen/src/Core/util/Macros.h +1464 -0
- data/vendor/Eigen/src/Core/util/Memory.h +1163 -0
- data/vendor/Eigen/src/Core/util/Meta.h +812 -0
- data/vendor/Eigen/src/Core/util/NonMPL2.h +3 -0
- data/vendor/Eigen/src/Core/util/ReenableStupidWarnings.h +31 -0
- data/vendor/Eigen/src/Core/util/ReshapedHelper.h +51 -0
- data/vendor/Eigen/src/Core/util/StaticAssert.h +221 -0
- data/vendor/Eigen/src/Core/util/SymbolicIndex.h +293 -0
- data/vendor/Eigen/src/Core/util/XprHelper.h +856 -0
- data/vendor/Eigen/src/Eigenvalues/ComplexEigenSolver.h +346 -0
- data/vendor/Eigen/src/Eigenvalues/ComplexSchur.h +462 -0
- data/vendor/Eigen/src/Eigenvalues/ComplexSchur_LAPACKE.h +91 -0
- data/vendor/Eigen/src/Eigenvalues/EigenSolver.h +622 -0
- data/vendor/Eigen/src/Eigenvalues/GeneralizedEigenSolver.h +418 -0
- data/vendor/Eigen/src/Eigenvalues/GeneralizedSelfAdjointEigenSolver.h +226 -0
- data/vendor/Eigen/src/Eigenvalues/HessenbergDecomposition.h +374 -0
- data/vendor/Eigen/src/Eigenvalues/MatrixBaseEigenvalues.h +158 -0
- data/vendor/Eigen/src/Eigenvalues/RealQZ.h +657 -0
- data/vendor/Eigen/src/Eigenvalues/RealSchur.h +558 -0
- data/vendor/Eigen/src/Eigenvalues/RealSchur_LAPACKE.h +77 -0
- data/vendor/Eigen/src/Eigenvalues/SelfAdjointEigenSolver.h +904 -0
- data/vendor/Eigen/src/Eigenvalues/SelfAdjointEigenSolver_LAPACKE.h +87 -0
- data/vendor/Eigen/src/Eigenvalues/Tridiagonalization.h +561 -0
- data/vendor/Eigen/src/Geometry/AlignedBox.h +486 -0
- data/vendor/Eigen/src/Geometry/AngleAxis.h +247 -0
- data/vendor/Eigen/src/Geometry/EulerAngles.h +114 -0
- data/vendor/Eigen/src/Geometry/Homogeneous.h +501 -0
- data/vendor/Eigen/src/Geometry/Hyperplane.h +282 -0
- data/vendor/Eigen/src/Geometry/OrthoMethods.h +235 -0
- data/vendor/Eigen/src/Geometry/ParametrizedLine.h +232 -0
- data/vendor/Eigen/src/Geometry/Quaternion.h +870 -0
- data/vendor/Eigen/src/Geometry/Rotation2D.h +199 -0
- data/vendor/Eigen/src/Geometry/RotationBase.h +206 -0
- data/vendor/Eigen/src/Geometry/Scaling.h +188 -0
- data/vendor/Eigen/src/Geometry/Transform.h +1563 -0
- data/vendor/Eigen/src/Geometry/Translation.h +202 -0
- data/vendor/Eigen/src/Geometry/Umeyama.h +166 -0
- data/vendor/Eigen/src/Geometry/arch/Geometry_SIMD.h +168 -0
- data/vendor/Eigen/src/Householder/BlockHouseholder.h +110 -0
- data/vendor/Eigen/src/Householder/Householder.h +176 -0
- data/vendor/Eigen/src/Householder/HouseholderSequence.h +545 -0
- data/vendor/Eigen/src/IterativeLinearSolvers/BasicPreconditioners.h +226 -0
- data/vendor/Eigen/src/IterativeLinearSolvers/BiCGSTAB.h +212 -0
- data/vendor/Eigen/src/IterativeLinearSolvers/ConjugateGradient.h +229 -0
- data/vendor/Eigen/src/IterativeLinearSolvers/IncompleteCholesky.h +394 -0
- data/vendor/Eigen/src/IterativeLinearSolvers/IncompleteLUT.h +453 -0
- data/vendor/Eigen/src/IterativeLinearSolvers/IterativeSolverBase.h +444 -0
- data/vendor/Eigen/src/IterativeLinearSolvers/LeastSquareConjugateGradient.h +198 -0
- data/vendor/Eigen/src/IterativeLinearSolvers/SolveWithGuess.h +117 -0
- data/vendor/Eigen/src/Jacobi/Jacobi.h +483 -0
- data/vendor/Eigen/src/KLUSupport/KLUSupport.h +358 -0
- data/vendor/Eigen/src/LU/Determinant.h +117 -0
- data/vendor/Eigen/src/LU/FullPivLU.h +877 -0
- data/vendor/Eigen/src/LU/InverseImpl.h +432 -0
- data/vendor/Eigen/src/LU/PartialPivLU.h +624 -0
- data/vendor/Eigen/src/LU/PartialPivLU_LAPACKE.h +83 -0
- data/vendor/Eigen/src/LU/arch/InverseSize4.h +351 -0
- data/vendor/Eigen/src/MetisSupport/MetisSupport.h +137 -0
- data/vendor/Eigen/src/OrderingMethods/Amd.h +435 -0
- data/vendor/Eigen/src/OrderingMethods/Eigen_Colamd.h +1863 -0
- data/vendor/Eigen/src/OrderingMethods/Ordering.h +153 -0
- data/vendor/Eigen/src/PaStiXSupport/PaStiXSupport.h +678 -0
- data/vendor/Eigen/src/PardisoSupport/PardisoSupport.h +545 -0
- data/vendor/Eigen/src/QR/ColPivHouseholderQR.h +674 -0
- data/vendor/Eigen/src/QR/ColPivHouseholderQR_LAPACKE.h +97 -0
- data/vendor/Eigen/src/QR/CompleteOrthogonalDecomposition.h +635 -0
- data/vendor/Eigen/src/QR/FullPivHouseholderQR.h +713 -0
- data/vendor/Eigen/src/QR/HouseholderQR.h +434 -0
- data/vendor/Eigen/src/QR/HouseholderQR_LAPACKE.h +68 -0
- data/vendor/Eigen/src/SPQRSupport/SuiteSparseQRSupport.h +335 -0
- data/vendor/Eigen/src/SVD/BDCSVD.h +1366 -0
- data/vendor/Eigen/src/SVD/JacobiSVD.h +812 -0
- data/vendor/Eigen/src/SVD/JacobiSVD_LAPACKE.h +91 -0
- data/vendor/Eigen/src/SVD/SVDBase.h +376 -0
- data/vendor/Eigen/src/SVD/UpperBidiagonalization.h +414 -0
- data/vendor/Eigen/src/SparseCholesky/SimplicialCholesky.h +697 -0
- data/vendor/Eigen/src/SparseCholesky/SimplicialCholesky_impl.h +174 -0
- data/vendor/Eigen/src/SparseCore/AmbiVector.h +378 -0
- data/vendor/Eigen/src/SparseCore/CompressedStorage.h +274 -0
- data/vendor/Eigen/src/SparseCore/ConservativeSparseSparseProduct.h +352 -0
- data/vendor/Eigen/src/SparseCore/MappedSparseMatrix.h +67 -0
- data/vendor/Eigen/src/SparseCore/SparseAssign.h +270 -0
- data/vendor/Eigen/src/SparseCore/SparseBlock.h +571 -0
- data/vendor/Eigen/src/SparseCore/SparseColEtree.h +206 -0
- data/vendor/Eigen/src/SparseCore/SparseCompressedBase.h +370 -0
- data/vendor/Eigen/src/SparseCore/SparseCwiseBinaryOp.h +722 -0
- data/vendor/Eigen/src/SparseCore/SparseCwiseUnaryOp.h +150 -0
- data/vendor/Eigen/src/SparseCore/SparseDenseProduct.h +342 -0
- data/vendor/Eigen/src/SparseCore/SparseDiagonalProduct.h +138 -0
- data/vendor/Eigen/src/SparseCore/SparseDot.h +98 -0
- data/vendor/Eigen/src/SparseCore/SparseFuzzy.h +29 -0
- data/vendor/Eigen/src/SparseCore/SparseMap.h +305 -0
- data/vendor/Eigen/src/SparseCore/SparseMatrix.h +1518 -0
- data/vendor/Eigen/src/SparseCore/SparseMatrixBase.h +398 -0
- data/vendor/Eigen/src/SparseCore/SparsePermutation.h +178 -0
- data/vendor/Eigen/src/SparseCore/SparseProduct.h +181 -0
- data/vendor/Eigen/src/SparseCore/SparseRedux.h +49 -0
- data/vendor/Eigen/src/SparseCore/SparseRef.h +397 -0
- data/vendor/Eigen/src/SparseCore/SparseSelfAdjointView.h +659 -0
- data/vendor/Eigen/src/SparseCore/SparseSolverBase.h +124 -0
- data/vendor/Eigen/src/SparseCore/SparseSparseProductWithPruning.h +198 -0
- data/vendor/Eigen/src/SparseCore/SparseTranspose.h +92 -0
- data/vendor/Eigen/src/SparseCore/SparseTriangularView.h +189 -0
- data/vendor/Eigen/src/SparseCore/SparseUtil.h +186 -0
- data/vendor/Eigen/src/SparseCore/SparseVector.h +478 -0
- data/vendor/Eigen/src/SparseCore/SparseView.h +254 -0
- data/vendor/Eigen/src/SparseCore/TriangularSolver.h +315 -0
- data/vendor/Eigen/src/SparseLU/SparseLU.h +923 -0
- data/vendor/Eigen/src/SparseLU/SparseLUImpl.h +66 -0
- data/vendor/Eigen/src/SparseLU/SparseLU_Memory.h +226 -0
- data/vendor/Eigen/src/SparseLU/SparseLU_Structs.h +110 -0
- data/vendor/Eigen/src/SparseLU/SparseLU_SupernodalMatrix.h +375 -0
- data/vendor/Eigen/src/SparseLU/SparseLU_Utils.h +80 -0
- data/vendor/Eigen/src/SparseLU/SparseLU_column_bmod.h +181 -0
- data/vendor/Eigen/src/SparseLU/SparseLU_column_dfs.h +179 -0
- data/vendor/Eigen/src/SparseLU/SparseLU_copy_to_ucol.h +107 -0
- data/vendor/Eigen/src/SparseLU/SparseLU_gemm_kernel.h +280 -0
- data/vendor/Eigen/src/SparseLU/SparseLU_heap_relax_snode.h +126 -0
- data/vendor/Eigen/src/SparseLU/SparseLU_kernel_bmod.h +130 -0
- data/vendor/Eigen/src/SparseLU/SparseLU_panel_bmod.h +223 -0
- data/vendor/Eigen/src/SparseLU/SparseLU_panel_dfs.h +258 -0
- data/vendor/Eigen/src/SparseLU/SparseLU_pivotL.h +137 -0
- data/vendor/Eigen/src/SparseLU/SparseLU_pruneL.h +136 -0
- data/vendor/Eigen/src/SparseLU/SparseLU_relax_snode.h +83 -0
- data/vendor/Eigen/src/SparseQR/SparseQR.h +758 -0
- data/vendor/Eigen/src/StlSupport/StdDeque.h +116 -0
- data/vendor/Eigen/src/StlSupport/StdList.h +106 -0
- data/vendor/Eigen/src/StlSupport/StdVector.h +131 -0
- data/vendor/Eigen/src/StlSupport/details.h +84 -0
- data/vendor/Eigen/src/SuperLUSupport/SuperLUSupport.h +1025 -0
- data/vendor/Eigen/src/UmfPackSupport/UmfPackSupport.h +642 -0
- data/vendor/Eigen/src/misc/Image.h +82 -0
- data/vendor/Eigen/src/misc/Kernel.h +79 -0
- data/vendor/Eigen/src/misc/RealSvd2x2.h +55 -0
- data/vendor/Eigen/src/misc/blas.h +440 -0
- data/vendor/Eigen/src/misc/lapack.h +152 -0
- data/vendor/Eigen/src/misc/lapacke.h +16292 -0
- data/vendor/Eigen/src/misc/lapacke_mangling.h +17 -0
- data/vendor/Eigen/src/plugins/ArrayCwiseBinaryOps.h +358 -0
- data/vendor/Eigen/src/plugins/ArrayCwiseUnaryOps.h +696 -0
- data/vendor/Eigen/src/plugins/BlockMethods.h +1442 -0
- data/vendor/Eigen/src/plugins/CommonCwiseBinaryOps.h +115 -0
- data/vendor/Eigen/src/plugins/CommonCwiseUnaryOps.h +177 -0
- data/vendor/Eigen/src/plugins/IndexedViewMethods.h +262 -0
- data/vendor/Eigen/src/plugins/MatrixCwiseBinaryOps.h +152 -0
- data/vendor/Eigen/src/plugins/MatrixCwiseUnaryOps.h +95 -0
- data/vendor/Eigen/src/plugins/ReshapedMethods.h +149 -0
- data/vendor/aarand/aarand.hpp +114 -0
- data/vendor/annoy/annoylib.h +1495 -0
- data/vendor/annoy/kissrandom.h +120 -0
- data/vendor/annoy/mman.h +242 -0
- data/vendor/hnswlib/bruteforce.h +152 -0
- data/vendor/hnswlib/hnswalg.h +1192 -0
- data/vendor/hnswlib/hnswlib.h +108 -0
- data/vendor/hnswlib/space_ip.h +282 -0
- data/vendor/hnswlib/space_l2.h +281 -0
- data/vendor/hnswlib/visited_list_pool.h +79 -0
- data/vendor/irlba/irlba.hpp +575 -0
- data/vendor/irlba/lanczos.hpp +212 -0
- data/vendor/irlba/parallel.hpp +474 -0
- data/vendor/irlba/utils.hpp +224 -0
- data/vendor/irlba/wrappers.hpp +228 -0
- data/vendor/kmeans/Base.hpp +75 -0
- data/vendor/kmeans/Details.hpp +79 -0
- data/vendor/kmeans/HartiganWong.hpp +492 -0
- data/vendor/kmeans/InitializeKmeansPP.hpp +144 -0
- data/vendor/kmeans/InitializeNone.hpp +44 -0
- data/vendor/kmeans/InitializePCAPartition.hpp +309 -0
- data/vendor/kmeans/InitializeRandom.hpp +91 -0
- data/vendor/kmeans/Kmeans.hpp +161 -0
- data/vendor/kmeans/Lloyd.hpp +134 -0
- data/vendor/kmeans/MiniBatch.hpp +269 -0
- data/vendor/kmeans/QuickSearch.hpp +179 -0
- data/vendor/kmeans/compute_centroids.hpp +32 -0
- data/vendor/kmeans/compute_wcss.hpp +27 -0
- data/vendor/kmeans/is_edge_case.hpp +42 -0
- data/vendor/kmeans/random.hpp +55 -0
- data/vendor/knncolle/Annoy/Annoy.hpp +193 -0
- data/vendor/knncolle/BruteForce/BruteForce.hpp +120 -0
- data/vendor/knncolle/Hnsw/Hnsw.hpp +225 -0
- data/vendor/knncolle/Kmknn/Kmknn.hpp +286 -0
- data/vendor/knncolle/VpTree/VpTree.hpp +256 -0
- data/vendor/knncolle/knncolle.hpp +34 -0
- data/vendor/knncolle/utils/Base.hpp +100 -0
- data/vendor/knncolle/utils/NeighborQueue.hpp +94 -0
- data/vendor/knncolle/utils/distances.hpp +98 -0
- data/vendor/knncolle/utils/find_nearest_neighbors.hpp +112 -0
- data/vendor/powerit/PowerIterations.hpp +157 -0
- data/vendor/umappp/NeighborList.hpp +37 -0
- data/vendor/umappp/Umap.hpp +662 -0
- data/vendor/umappp/combine_neighbor_sets.hpp +95 -0
- data/vendor/umappp/find_ab.hpp +157 -0
- data/vendor/umappp/neighbor_similarities.hpp +136 -0
- data/vendor/umappp/optimize_layout.hpp +285 -0
- data/vendor/umappp/spectral_init.hpp +181 -0
- data/vendor/umappp/umappp.hpp +13 -0
- metadata +465 -0
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// This file is part of Eigen, a lightweight C++ template library
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// for linear algebra.
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//
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// Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr>
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// Copyright (C) 2010,2012 Jitse Niesen <jitse@maths.leeds.ac.uk>
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//
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// This Source Code Form is subject to the terms of the Mozilla
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// Public License v. 2.0. If a copy of the MPL was not distributed
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// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
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#ifndef EIGEN_EIGENSOLVER_H
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#define EIGEN_EIGENSOLVER_H
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#include "./RealSchur.h"
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namespace Eigen {
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/** \eigenvalues_module \ingroup Eigenvalues_Module
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*
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*
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* \class EigenSolver
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*
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* \brief Computes eigenvalues and eigenvectors of general matrices
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*
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* \tparam _MatrixType the type of the matrix of which we are computing the
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* eigendecomposition; this is expected to be an instantiation of the Matrix
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* class template. Currently, only real matrices are supported.
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*
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* The eigenvalues and eigenvectors of a matrix \f$ A \f$ are scalars
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* \f$ \lambda \f$ and vectors \f$ v \f$ such that \f$ Av = \lambda v \f$. If
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* \f$ D \f$ is a diagonal matrix with the eigenvalues on the diagonal, and
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* \f$ V \f$ is a matrix with the eigenvectors as its columns, then \f$ A V =
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* V D \f$. The matrix \f$ V \f$ is almost always invertible, in which case we
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* have \f$ A = V D V^{-1} \f$. This is called the eigendecomposition.
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*
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* The eigenvalues and eigenvectors of a matrix may be complex, even when the
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* matrix is real. However, we can choose real matrices \f$ V \f$ and \f$ D
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* \f$ satisfying \f$ A V = V D \f$, just like the eigendecomposition, if the
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* matrix \f$ D \f$ is not required to be diagonal, but if it is allowed to
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* have blocks of the form
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* \f[ \begin{bmatrix} u & v \\ -v & u \end{bmatrix} \f]
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* (where \f$ u \f$ and \f$ v \f$ are real numbers) on the diagonal. These
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* blocks correspond to complex eigenvalue pairs \f$ u \pm iv \f$. We call
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* this variant of the eigendecomposition the pseudo-eigendecomposition.
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*
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* Call the function compute() to compute the eigenvalues and eigenvectors of
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* a given matrix. Alternatively, you can use the
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* EigenSolver(const MatrixType&, bool) constructor which computes the
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* eigenvalues and eigenvectors at construction time. Once the eigenvalue and
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* eigenvectors are computed, they can be retrieved with the eigenvalues() and
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* eigenvectors() functions. The pseudoEigenvalueMatrix() and
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* pseudoEigenvectors() methods allow the construction of the
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* pseudo-eigendecomposition.
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*
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* The documentation for EigenSolver(const MatrixType&, bool) contains an
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* example of the typical use of this class.
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*
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* \note The implementation is adapted from
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* <a href="http://math.nist.gov/javanumerics/jama/">JAMA</a> (public domain).
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* Their code is based on EISPACK.
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*
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* \sa MatrixBase::eigenvalues(), class ComplexEigenSolver, class SelfAdjointEigenSolver
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*/
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template<typename _MatrixType> class EigenSolver
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{
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public:
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/** \brief Synonym for the template parameter \p _MatrixType. */
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typedef _MatrixType MatrixType;
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enum {
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RowsAtCompileTime = MatrixType::RowsAtCompileTime,
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ColsAtCompileTime = MatrixType::ColsAtCompileTime,
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Options = MatrixType::Options,
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MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime,
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MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime
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};
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/** \brief Scalar type for matrices of type #MatrixType. */
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typedef typename MatrixType::Scalar Scalar;
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typedef typename NumTraits<Scalar>::Real RealScalar;
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typedef Eigen::Index Index; ///< \deprecated since Eigen 3.3
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/** \brief Complex scalar type for #MatrixType.
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*
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* This is \c std::complex<Scalar> if #Scalar is real (e.g.,
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* \c float or \c double) and just \c Scalar if #Scalar is
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* complex.
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*/
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typedef std::complex<RealScalar> ComplexScalar;
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/** \brief Type for vector of eigenvalues as returned by eigenvalues().
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*
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* This is a column vector with entries of type #ComplexScalar.
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* The length of the vector is the size of #MatrixType.
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*/
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typedef Matrix<ComplexScalar, ColsAtCompileTime, 1, Options & ~RowMajor, MaxColsAtCompileTime, 1> EigenvalueType;
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/** \brief Type for matrix of eigenvectors as returned by eigenvectors().
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*
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* This is a square matrix with entries of type #ComplexScalar.
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* The size is the same as the size of #MatrixType.
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*/
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typedef Matrix<ComplexScalar, RowsAtCompileTime, ColsAtCompileTime, Options, MaxRowsAtCompileTime, MaxColsAtCompileTime> EigenvectorsType;
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/** \brief Default constructor.
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*
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* The default constructor is useful in cases in which the user intends to
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* perform decompositions via EigenSolver::compute(const MatrixType&, bool).
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*
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* \sa compute() for an example.
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*/
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EigenSolver() : m_eivec(), m_eivalues(), m_isInitialized(false), m_eigenvectorsOk(false), m_realSchur(), m_matT(), m_tmp() {}
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/** \brief Default constructor with memory preallocation
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*
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* Like the default constructor but with preallocation of the internal data
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* according to the specified problem \a size.
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* \sa EigenSolver()
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*/
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explicit EigenSolver(Index size)
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: m_eivec(size, size),
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m_eivalues(size),
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m_isInitialized(false),
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m_eigenvectorsOk(false),
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m_realSchur(size),
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m_matT(size, size),
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m_tmp(size)
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{}
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/** \brief Constructor; computes eigendecomposition of given matrix.
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*
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* \param[in] matrix Square matrix whose eigendecomposition is to be computed.
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* \param[in] computeEigenvectors If true, both the eigenvectors and the
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* eigenvalues are computed; if false, only the eigenvalues are
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* computed.
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*
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* This constructor calls compute() to compute the eigenvalues
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* and eigenvectors.
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*
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* Example: \include EigenSolver_EigenSolver_MatrixType.cpp
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* Output: \verbinclude EigenSolver_EigenSolver_MatrixType.out
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*
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* \sa compute()
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*/
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template<typename InputType>
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explicit EigenSolver(const EigenBase<InputType>& matrix, bool computeEigenvectors = true)
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: m_eivec(matrix.rows(), matrix.cols()),
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m_eivalues(matrix.cols()),
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m_isInitialized(false),
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m_eigenvectorsOk(false),
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m_realSchur(matrix.cols()),
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m_matT(matrix.rows(), matrix.cols()),
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m_tmp(matrix.cols())
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{
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compute(matrix.derived(), computeEigenvectors);
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}
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/** \brief Returns the eigenvectors of given matrix.
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*
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* \returns %Matrix whose columns are the (possibly complex) eigenvectors.
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*
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* \pre Either the constructor
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* EigenSolver(const MatrixType&,bool) or the member function
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* compute(const MatrixType&, bool) has been called before, and
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* \p computeEigenvectors was set to true (the default).
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*
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* Column \f$ k \f$ of the returned matrix is an eigenvector corresponding
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* to eigenvalue number \f$ k \f$ as returned by eigenvalues(). The
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* eigenvectors are normalized to have (Euclidean) norm equal to one. The
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* matrix returned by this function is the matrix \f$ V \f$ in the
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* eigendecomposition \f$ A = V D V^{-1} \f$, if it exists.
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*
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* Example: \include EigenSolver_eigenvectors.cpp
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* Output: \verbinclude EigenSolver_eigenvectors.out
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*
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* \sa eigenvalues(), pseudoEigenvectors()
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*/
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EigenvectorsType eigenvectors() const;
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/** \brief Returns the pseudo-eigenvectors of given matrix.
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*
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* \returns Const reference to matrix whose columns are the pseudo-eigenvectors.
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*
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* \pre Either the constructor
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* EigenSolver(const MatrixType&,bool) or the member function
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* compute(const MatrixType&, bool) has been called before, and
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* \p computeEigenvectors was set to true (the default).
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*
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* The real matrix \f$ V \f$ returned by this function and the
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* block-diagonal matrix \f$ D \f$ returned by pseudoEigenvalueMatrix()
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* satisfy \f$ AV = VD \f$.
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*
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* Example: \include EigenSolver_pseudoEigenvectors.cpp
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* Output: \verbinclude EigenSolver_pseudoEigenvectors.out
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*
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* \sa pseudoEigenvalueMatrix(), eigenvectors()
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*/
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const MatrixType& pseudoEigenvectors() const
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{
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eigen_assert(m_isInitialized && "EigenSolver is not initialized.");
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eigen_assert(m_eigenvectorsOk && "The eigenvectors have not been computed together with the eigenvalues.");
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return m_eivec;
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}
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/** \brief Returns the block-diagonal matrix in the pseudo-eigendecomposition.
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*
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* \returns A block-diagonal matrix.
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*
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* \pre Either the constructor
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* EigenSolver(const MatrixType&,bool) or the member function
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* compute(const MatrixType&, bool) has been called before.
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*
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* The matrix \f$ D \f$ returned by this function is real and
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* block-diagonal. The blocks on the diagonal are either 1-by-1 or 2-by-2
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* blocks of the form
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* \f$ \begin{bmatrix} u & v \\ -v & u \end{bmatrix} \f$.
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* These blocks are not sorted in any particular order.
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* The matrix \f$ D \f$ and the matrix \f$ V \f$ returned by
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* pseudoEigenvectors() satisfy \f$ AV = VD \f$.
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*
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* \sa pseudoEigenvectors() for an example, eigenvalues()
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*/
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MatrixType pseudoEigenvalueMatrix() const;
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/** \brief Returns the eigenvalues of given matrix.
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*
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* \returns A const reference to the column vector containing the eigenvalues.
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*
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* \pre Either the constructor
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* EigenSolver(const MatrixType&,bool) or the member function
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* compute(const MatrixType&, bool) has been called before.
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*
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* The eigenvalues are repeated according to their algebraic multiplicity,
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* so there are as many eigenvalues as rows in the matrix. The eigenvalues
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* are not sorted in any particular order.
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*
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* Example: \include EigenSolver_eigenvalues.cpp
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* Output: \verbinclude EigenSolver_eigenvalues.out
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*
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* \sa eigenvectors(), pseudoEigenvalueMatrix(),
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* MatrixBase::eigenvalues()
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*/
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const EigenvalueType& eigenvalues() const
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{
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eigen_assert(m_isInitialized && "EigenSolver is not initialized.");
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return m_eivalues;
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}
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/** \brief Computes eigendecomposition of given matrix.
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*
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* \param[in] matrix Square matrix whose eigendecomposition is to be computed.
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* \param[in] computeEigenvectors If true, both the eigenvectors and the
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* eigenvalues are computed; if false, only the eigenvalues are
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* computed.
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* \returns Reference to \c *this
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*
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* This function computes the eigenvalues of the real matrix \p matrix.
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* The eigenvalues() function can be used to retrieve them. If
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* \p computeEigenvectors is true, then the eigenvectors are also computed
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* and can be retrieved by calling eigenvectors().
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*
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* The matrix is first reduced to real Schur form using the RealSchur
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* class. The Schur decomposition is then used to compute the eigenvalues
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* and eigenvectors.
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*
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* The cost of the computation is dominated by the cost of the
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* Schur decomposition, which is very approximately \f$ 25n^3 \f$
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* (where \f$ n \f$ is the size of the matrix) if \p computeEigenvectors
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* is true, and \f$ 10n^3 \f$ if \p computeEigenvectors is false.
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*
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* This method reuses of the allocated data in the EigenSolver object.
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*
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* Example: \include EigenSolver_compute.cpp
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* Output: \verbinclude EigenSolver_compute.out
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*/
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template<typename InputType>
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EigenSolver& compute(const EigenBase<InputType>& matrix, bool computeEigenvectors = true);
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/** \returns NumericalIssue if the input contains INF or NaN values or overflow occurred. Returns Success otherwise. */
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+
ComputationInfo info() const
|
282
|
+
{
|
283
|
+
eigen_assert(m_isInitialized && "EigenSolver is not initialized.");
|
284
|
+
return m_info;
|
285
|
+
}
|
286
|
+
|
287
|
+
/** \brief Sets the maximum number of iterations allowed. */
|
288
|
+
EigenSolver& setMaxIterations(Index maxIters)
|
289
|
+
{
|
290
|
+
m_realSchur.setMaxIterations(maxIters);
|
291
|
+
return *this;
|
292
|
+
}
|
293
|
+
|
294
|
+
/** \brief Returns the maximum number of iterations. */
|
295
|
+
Index getMaxIterations()
|
296
|
+
{
|
297
|
+
return m_realSchur.getMaxIterations();
|
298
|
+
}
|
299
|
+
|
300
|
+
private:
|
301
|
+
void doComputeEigenvectors();
|
302
|
+
|
303
|
+
protected:
|
304
|
+
|
305
|
+
static void check_template_parameters()
|
306
|
+
{
|
307
|
+
EIGEN_STATIC_ASSERT_NON_INTEGER(Scalar);
|
308
|
+
EIGEN_STATIC_ASSERT(!NumTraits<Scalar>::IsComplex, NUMERIC_TYPE_MUST_BE_REAL);
|
309
|
+
}
|
310
|
+
|
311
|
+
MatrixType m_eivec;
|
312
|
+
EigenvalueType m_eivalues;
|
313
|
+
bool m_isInitialized;
|
314
|
+
bool m_eigenvectorsOk;
|
315
|
+
ComputationInfo m_info;
|
316
|
+
RealSchur<MatrixType> m_realSchur;
|
317
|
+
MatrixType m_matT;
|
318
|
+
|
319
|
+
typedef Matrix<Scalar, ColsAtCompileTime, 1, Options & ~RowMajor, MaxColsAtCompileTime, 1> ColumnVectorType;
|
320
|
+
ColumnVectorType m_tmp;
|
321
|
+
};
|
322
|
+
|
323
|
+
template<typename MatrixType>
|
324
|
+
MatrixType EigenSolver<MatrixType>::pseudoEigenvalueMatrix() const
|
325
|
+
{
|
326
|
+
eigen_assert(m_isInitialized && "EigenSolver is not initialized.");
|
327
|
+
const RealScalar precision = RealScalar(2)*NumTraits<RealScalar>::epsilon();
|
328
|
+
Index n = m_eivalues.rows();
|
329
|
+
MatrixType matD = MatrixType::Zero(n,n);
|
330
|
+
for (Index i=0; i<n; ++i)
|
331
|
+
{
|
332
|
+
if (internal::isMuchSmallerThan(numext::imag(m_eivalues.coeff(i)), numext::real(m_eivalues.coeff(i)), precision))
|
333
|
+
matD.coeffRef(i,i) = numext::real(m_eivalues.coeff(i));
|
334
|
+
else
|
335
|
+
{
|
336
|
+
matD.template block<2,2>(i,i) << numext::real(m_eivalues.coeff(i)), numext::imag(m_eivalues.coeff(i)),
|
337
|
+
-numext::imag(m_eivalues.coeff(i)), numext::real(m_eivalues.coeff(i));
|
338
|
+
++i;
|
339
|
+
}
|
340
|
+
}
|
341
|
+
return matD;
|
342
|
+
}
|
343
|
+
|
344
|
+
template<typename MatrixType>
|
345
|
+
typename EigenSolver<MatrixType>::EigenvectorsType EigenSolver<MatrixType>::eigenvectors() const
|
346
|
+
{
|
347
|
+
eigen_assert(m_isInitialized && "EigenSolver is not initialized.");
|
348
|
+
eigen_assert(m_eigenvectorsOk && "The eigenvectors have not been computed together with the eigenvalues.");
|
349
|
+
const RealScalar precision = RealScalar(2)*NumTraits<RealScalar>::epsilon();
|
350
|
+
Index n = m_eivec.cols();
|
351
|
+
EigenvectorsType matV(n,n);
|
352
|
+
for (Index j=0; j<n; ++j)
|
353
|
+
{
|
354
|
+
if (internal::isMuchSmallerThan(numext::imag(m_eivalues.coeff(j)), numext::real(m_eivalues.coeff(j)), precision) || j+1==n)
|
355
|
+
{
|
356
|
+
// we have a real eigen value
|
357
|
+
matV.col(j) = m_eivec.col(j).template cast<ComplexScalar>();
|
358
|
+
matV.col(j).normalize();
|
359
|
+
}
|
360
|
+
else
|
361
|
+
{
|
362
|
+
// we have a pair of complex eigen values
|
363
|
+
for (Index i=0; i<n; ++i)
|
364
|
+
{
|
365
|
+
matV.coeffRef(i,j) = ComplexScalar(m_eivec.coeff(i,j), m_eivec.coeff(i,j+1));
|
366
|
+
matV.coeffRef(i,j+1) = ComplexScalar(m_eivec.coeff(i,j), -m_eivec.coeff(i,j+1));
|
367
|
+
}
|
368
|
+
matV.col(j).normalize();
|
369
|
+
matV.col(j+1).normalize();
|
370
|
+
++j;
|
371
|
+
}
|
372
|
+
}
|
373
|
+
return matV;
|
374
|
+
}
|
375
|
+
|
376
|
+
template<typename MatrixType>
|
377
|
+
template<typename InputType>
|
378
|
+
EigenSolver<MatrixType>&
|
379
|
+
EigenSolver<MatrixType>::compute(const EigenBase<InputType>& matrix, bool computeEigenvectors)
|
380
|
+
{
|
381
|
+
check_template_parameters();
|
382
|
+
|
383
|
+
using std::sqrt;
|
384
|
+
using std::abs;
|
385
|
+
using numext::isfinite;
|
386
|
+
eigen_assert(matrix.cols() == matrix.rows());
|
387
|
+
|
388
|
+
// Reduce to real Schur form.
|
389
|
+
m_realSchur.compute(matrix.derived(), computeEigenvectors);
|
390
|
+
|
391
|
+
m_info = m_realSchur.info();
|
392
|
+
|
393
|
+
if (m_info == Success)
|
394
|
+
{
|
395
|
+
m_matT = m_realSchur.matrixT();
|
396
|
+
if (computeEigenvectors)
|
397
|
+
m_eivec = m_realSchur.matrixU();
|
398
|
+
|
399
|
+
// Compute eigenvalues from matT
|
400
|
+
m_eivalues.resize(matrix.cols());
|
401
|
+
Index i = 0;
|
402
|
+
while (i < matrix.cols())
|
403
|
+
{
|
404
|
+
if (i == matrix.cols() - 1 || m_matT.coeff(i+1, i) == Scalar(0))
|
405
|
+
{
|
406
|
+
m_eivalues.coeffRef(i) = m_matT.coeff(i, i);
|
407
|
+
if(!(isfinite)(m_eivalues.coeffRef(i)))
|
408
|
+
{
|
409
|
+
m_isInitialized = true;
|
410
|
+
m_eigenvectorsOk = false;
|
411
|
+
m_info = NumericalIssue;
|
412
|
+
return *this;
|
413
|
+
}
|
414
|
+
++i;
|
415
|
+
}
|
416
|
+
else
|
417
|
+
{
|
418
|
+
Scalar p = Scalar(0.5) * (m_matT.coeff(i, i) - m_matT.coeff(i+1, i+1));
|
419
|
+
Scalar z;
|
420
|
+
// Compute z = sqrt(abs(p * p + m_matT.coeff(i+1, i) * m_matT.coeff(i, i+1)));
|
421
|
+
// without overflow
|
422
|
+
{
|
423
|
+
Scalar t0 = m_matT.coeff(i+1, i);
|
424
|
+
Scalar t1 = m_matT.coeff(i, i+1);
|
425
|
+
Scalar maxval = numext::maxi<Scalar>(abs(p),numext::maxi<Scalar>(abs(t0),abs(t1)));
|
426
|
+
t0 /= maxval;
|
427
|
+
t1 /= maxval;
|
428
|
+
Scalar p0 = p/maxval;
|
429
|
+
z = maxval * sqrt(abs(p0 * p0 + t0 * t1));
|
430
|
+
}
|
431
|
+
|
432
|
+
m_eivalues.coeffRef(i) = ComplexScalar(m_matT.coeff(i+1, i+1) + p, z);
|
433
|
+
m_eivalues.coeffRef(i+1) = ComplexScalar(m_matT.coeff(i+1, i+1) + p, -z);
|
434
|
+
if(!((isfinite)(m_eivalues.coeffRef(i)) && (isfinite)(m_eivalues.coeffRef(i+1))))
|
435
|
+
{
|
436
|
+
m_isInitialized = true;
|
437
|
+
m_eigenvectorsOk = false;
|
438
|
+
m_info = NumericalIssue;
|
439
|
+
return *this;
|
440
|
+
}
|
441
|
+
i += 2;
|
442
|
+
}
|
443
|
+
}
|
444
|
+
|
445
|
+
// Compute eigenvectors.
|
446
|
+
if (computeEigenvectors)
|
447
|
+
doComputeEigenvectors();
|
448
|
+
}
|
449
|
+
|
450
|
+
m_isInitialized = true;
|
451
|
+
m_eigenvectorsOk = computeEigenvectors;
|
452
|
+
|
453
|
+
return *this;
|
454
|
+
}
|
455
|
+
|
456
|
+
|
457
|
+
template<typename MatrixType>
|
458
|
+
void EigenSolver<MatrixType>::doComputeEigenvectors()
|
459
|
+
{
|
460
|
+
using std::abs;
|
461
|
+
const Index size = m_eivec.cols();
|
462
|
+
const Scalar eps = NumTraits<Scalar>::epsilon();
|
463
|
+
|
464
|
+
// inefficient! this is already computed in RealSchur
|
465
|
+
Scalar norm(0);
|
466
|
+
for (Index j = 0; j < size; ++j)
|
467
|
+
{
|
468
|
+
norm += m_matT.row(j).segment((std::max)(j-1,Index(0)), size-(std::max)(j-1,Index(0))).cwiseAbs().sum();
|
469
|
+
}
|
470
|
+
|
471
|
+
// Backsubstitute to find vectors of upper triangular form
|
472
|
+
if (norm == Scalar(0))
|
473
|
+
{
|
474
|
+
return;
|
475
|
+
}
|
476
|
+
|
477
|
+
for (Index n = size-1; n >= 0; n--)
|
478
|
+
{
|
479
|
+
Scalar p = m_eivalues.coeff(n).real();
|
480
|
+
Scalar q = m_eivalues.coeff(n).imag();
|
481
|
+
|
482
|
+
// Scalar vector
|
483
|
+
if (q == Scalar(0))
|
484
|
+
{
|
485
|
+
Scalar lastr(0), lastw(0);
|
486
|
+
Index l = n;
|
487
|
+
|
488
|
+
m_matT.coeffRef(n,n) = Scalar(1);
|
489
|
+
for (Index i = n-1; i >= 0; i--)
|
490
|
+
{
|
491
|
+
Scalar w = m_matT.coeff(i,i) - p;
|
492
|
+
Scalar r = m_matT.row(i).segment(l,n-l+1).dot(m_matT.col(n).segment(l, n-l+1));
|
493
|
+
|
494
|
+
if (m_eivalues.coeff(i).imag() < Scalar(0))
|
495
|
+
{
|
496
|
+
lastw = w;
|
497
|
+
lastr = r;
|
498
|
+
}
|
499
|
+
else
|
500
|
+
{
|
501
|
+
l = i;
|
502
|
+
if (m_eivalues.coeff(i).imag() == Scalar(0))
|
503
|
+
{
|
504
|
+
if (w != Scalar(0))
|
505
|
+
m_matT.coeffRef(i,n) = -r / w;
|
506
|
+
else
|
507
|
+
m_matT.coeffRef(i,n) = -r / (eps * norm);
|
508
|
+
}
|
509
|
+
else // Solve real equations
|
510
|
+
{
|
511
|
+
Scalar x = m_matT.coeff(i,i+1);
|
512
|
+
Scalar y = m_matT.coeff(i+1,i);
|
513
|
+
Scalar denom = (m_eivalues.coeff(i).real() - p) * (m_eivalues.coeff(i).real() - p) + m_eivalues.coeff(i).imag() * m_eivalues.coeff(i).imag();
|
514
|
+
Scalar t = (x * lastr - lastw * r) / denom;
|
515
|
+
m_matT.coeffRef(i,n) = t;
|
516
|
+
if (abs(x) > abs(lastw))
|
517
|
+
m_matT.coeffRef(i+1,n) = (-r - w * t) / x;
|
518
|
+
else
|
519
|
+
m_matT.coeffRef(i+1,n) = (-lastr - y * t) / lastw;
|
520
|
+
}
|
521
|
+
|
522
|
+
// Overflow control
|
523
|
+
Scalar t = abs(m_matT.coeff(i,n));
|
524
|
+
if ((eps * t) * t > Scalar(1))
|
525
|
+
m_matT.col(n).tail(size-i) /= t;
|
526
|
+
}
|
527
|
+
}
|
528
|
+
}
|
529
|
+
else if (q < Scalar(0) && n > 0) // Complex vector
|
530
|
+
{
|
531
|
+
Scalar lastra(0), lastsa(0), lastw(0);
|
532
|
+
Index l = n-1;
|
533
|
+
|
534
|
+
// Last vector component imaginary so matrix is triangular
|
535
|
+
if (abs(m_matT.coeff(n,n-1)) > abs(m_matT.coeff(n-1,n)))
|
536
|
+
{
|
537
|
+
m_matT.coeffRef(n-1,n-1) = q / m_matT.coeff(n,n-1);
|
538
|
+
m_matT.coeffRef(n-1,n) = -(m_matT.coeff(n,n) - p) / m_matT.coeff(n,n-1);
|
539
|
+
}
|
540
|
+
else
|
541
|
+
{
|
542
|
+
ComplexScalar cc = ComplexScalar(Scalar(0),-m_matT.coeff(n-1,n)) / ComplexScalar(m_matT.coeff(n-1,n-1)-p,q);
|
543
|
+
m_matT.coeffRef(n-1,n-1) = numext::real(cc);
|
544
|
+
m_matT.coeffRef(n-1,n) = numext::imag(cc);
|
545
|
+
}
|
546
|
+
m_matT.coeffRef(n,n-1) = Scalar(0);
|
547
|
+
m_matT.coeffRef(n,n) = Scalar(1);
|
548
|
+
for (Index i = n-2; i >= 0; i--)
|
549
|
+
{
|
550
|
+
Scalar ra = m_matT.row(i).segment(l, n-l+1).dot(m_matT.col(n-1).segment(l, n-l+1));
|
551
|
+
Scalar sa = m_matT.row(i).segment(l, n-l+1).dot(m_matT.col(n).segment(l, n-l+1));
|
552
|
+
Scalar w = m_matT.coeff(i,i) - p;
|
553
|
+
|
554
|
+
if (m_eivalues.coeff(i).imag() < Scalar(0))
|
555
|
+
{
|
556
|
+
lastw = w;
|
557
|
+
lastra = ra;
|
558
|
+
lastsa = sa;
|
559
|
+
}
|
560
|
+
else
|
561
|
+
{
|
562
|
+
l = i;
|
563
|
+
if (m_eivalues.coeff(i).imag() == RealScalar(0))
|
564
|
+
{
|
565
|
+
ComplexScalar cc = ComplexScalar(-ra,-sa) / ComplexScalar(w,q);
|
566
|
+
m_matT.coeffRef(i,n-1) = numext::real(cc);
|
567
|
+
m_matT.coeffRef(i,n) = numext::imag(cc);
|
568
|
+
}
|
569
|
+
else
|
570
|
+
{
|
571
|
+
// Solve complex equations
|
572
|
+
Scalar x = m_matT.coeff(i,i+1);
|
573
|
+
Scalar y = m_matT.coeff(i+1,i);
|
574
|
+
Scalar vr = (m_eivalues.coeff(i).real() - p) * (m_eivalues.coeff(i).real() - p) + m_eivalues.coeff(i).imag() * m_eivalues.coeff(i).imag() - q * q;
|
575
|
+
Scalar vi = (m_eivalues.coeff(i).real() - p) * Scalar(2) * q;
|
576
|
+
if ((vr == Scalar(0)) && (vi == Scalar(0)))
|
577
|
+
vr = eps * norm * (abs(w) + abs(q) + abs(x) + abs(y) + abs(lastw));
|
578
|
+
|
579
|
+
ComplexScalar cc = ComplexScalar(x*lastra-lastw*ra+q*sa,x*lastsa-lastw*sa-q*ra) / ComplexScalar(vr,vi);
|
580
|
+
m_matT.coeffRef(i,n-1) = numext::real(cc);
|
581
|
+
m_matT.coeffRef(i,n) = numext::imag(cc);
|
582
|
+
if (abs(x) > (abs(lastw) + abs(q)))
|
583
|
+
{
|
584
|
+
m_matT.coeffRef(i+1,n-1) = (-ra - w * m_matT.coeff(i,n-1) + q * m_matT.coeff(i,n)) / x;
|
585
|
+
m_matT.coeffRef(i+1,n) = (-sa - w * m_matT.coeff(i,n) - q * m_matT.coeff(i,n-1)) / x;
|
586
|
+
}
|
587
|
+
else
|
588
|
+
{
|
589
|
+
cc = ComplexScalar(-lastra-y*m_matT.coeff(i,n-1),-lastsa-y*m_matT.coeff(i,n)) / ComplexScalar(lastw,q);
|
590
|
+
m_matT.coeffRef(i+1,n-1) = numext::real(cc);
|
591
|
+
m_matT.coeffRef(i+1,n) = numext::imag(cc);
|
592
|
+
}
|
593
|
+
}
|
594
|
+
|
595
|
+
// Overflow control
|
596
|
+
Scalar t = numext::maxi<Scalar>(abs(m_matT.coeff(i,n-1)),abs(m_matT.coeff(i,n)));
|
597
|
+
if ((eps * t) * t > Scalar(1))
|
598
|
+
m_matT.block(i, n-1, size-i, 2) /= t;
|
599
|
+
|
600
|
+
}
|
601
|
+
}
|
602
|
+
|
603
|
+
// We handled a pair of complex conjugate eigenvalues, so need to skip them both
|
604
|
+
n--;
|
605
|
+
}
|
606
|
+
else
|
607
|
+
{
|
608
|
+
eigen_assert(0 && "Internal bug in EigenSolver (INF or NaN has not been detected)"); // this should not happen
|
609
|
+
}
|
610
|
+
}
|
611
|
+
|
612
|
+
// Back transformation to get eigenvectors of original matrix
|
613
|
+
for (Index j = size-1; j >= 0; j--)
|
614
|
+
{
|
615
|
+
m_tmp.noalias() = m_eivec.leftCols(j+1) * m_matT.col(j).segment(0, j+1);
|
616
|
+
m_eivec.col(j) = m_tmp;
|
617
|
+
}
|
618
|
+
}
|
619
|
+
|
620
|
+
} // end namespace Eigen
|
621
|
+
|
622
|
+
#endif // EIGEN_EIGENSOLVER_H
|