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) 2008-2010 Gael Guennebaud <gael.guennebaud@inria.fr>
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// Copyright (C) 2010 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_SELFADJOINTEIGENSOLVER_H
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#define EIGEN_SELFADJOINTEIGENSOLVER_H
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#include "./Tridiagonalization.h"
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namespace Eigen {
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template<typename _MatrixType>
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class GeneralizedSelfAdjointEigenSolver;
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namespace internal {
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template<typename SolverType,int Size,bool IsComplex> struct direct_selfadjoint_eigenvalues;
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template<typename MatrixType, typename DiagType, typename SubDiagType>
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EIGEN_DEVICE_FUNC
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ComputationInfo computeFromTridiagonal_impl(DiagType& diag, SubDiagType& subdiag, const Index maxIterations, bool computeEigenvectors, MatrixType& eivec);
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}
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/** \eigenvalues_module \ingroup Eigenvalues_Module
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*
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*
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* \class SelfAdjointEigenSolver
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*
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* \brief Computes eigenvalues and eigenvectors of selfadjoint 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.
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*
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* A matrix \f$ A \f$ is selfadjoint if it equals its adjoint. For real
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* matrices, this means that the matrix is symmetric: it equals its
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* transpose. This class computes the eigenvalues and eigenvectors of a
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* selfadjoint matrix. These are the scalars \f$ \lambda \f$ and vectors
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* \f$ v \f$ such that \f$ Av = \lambda v \f$. The eigenvalues of a
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* selfadjoint matrix are always real. If \f$ D \f$ is a diagonal matrix with
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* the eigenvalues on the diagonal, and \f$ V \f$ is a matrix with the
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* eigenvectors as its columns, then \f$ A = V D V^{-1} \f$. This is called the
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* eigendecomposition.
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*
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* For a selfadjoint matrix, \f$ V \f$ is unitary, meaning its inverse is equal
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* to its adjoint, \f$ V^{-1} = V^{\dagger} \f$. If \f$ A \f$ is real, then
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* \f$ V \f$ is also real and therefore orthogonal, meaning its inverse is
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* equal to its transpose, \f$ V^{-1} = V^T \f$.
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*
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* The algorithm exploits the fact that the matrix is selfadjoint, making it
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* faster and more accurate than the general purpose eigenvalue algorithms
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* implemented in EigenSolver and ComplexEigenSolver.
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*
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* Only the \b lower \b triangular \b part of the input matrix is referenced.
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*
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* Call the function compute() to compute the eigenvalues and eigenvectors of
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* a given matrix. Alternatively, you can use the
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* SelfAdjointEigenSolver(const MatrixType&, int) constructor which computes
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* the eigenvalues and eigenvectors at construction time. Once the eigenvalue
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* and eigenvectors are computed, they can be retrieved with the eigenvalues()
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* and eigenvectors() functions.
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*
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* The documentation for SelfAdjointEigenSolver(const MatrixType&, int)
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* contains an example of the typical use of this class.
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*
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* To solve the \em generalized eigenvalue problem \f$ Av = \lambda Bv \f$ and
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* the likes, see the class GeneralizedSelfAdjointEigenSolver.
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*
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* \sa MatrixBase::eigenvalues(), class EigenSolver, class ComplexEigenSolver
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*/
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template<typename _MatrixType> class SelfAdjointEigenSolver
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{
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public:
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typedef _MatrixType MatrixType;
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enum {
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Size = MatrixType::RowsAtCompileTime,
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ColsAtCompileTime = MatrixType::ColsAtCompileTime,
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Options = MatrixType::Options,
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MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime
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};
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/** \brief Scalar type for matrices of type \p _MatrixType. */
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typedef typename MatrixType::Scalar Scalar;
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typedef Eigen::Index Index; ///< \deprecated since Eigen 3.3
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typedef Matrix<Scalar,Size,Size,ColMajor,MaxColsAtCompileTime,MaxColsAtCompileTime> EigenvectorsType;
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/** \brief Real scalar type for \p _MatrixType.
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*
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* This is just \c Scalar if #Scalar is real (e.g., \c float or
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* \c double), and the type of the real part of \c Scalar if #Scalar is
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* complex.
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*/
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typedef typename NumTraits<Scalar>::Real RealScalar;
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friend struct internal::direct_selfadjoint_eigenvalues<SelfAdjointEigenSolver,Size,NumTraits<Scalar>::IsComplex>;
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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 #RealScalar.
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* The length of the vector is the size of \p _MatrixType.
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*/
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typedef typename internal::plain_col_type<MatrixType, RealScalar>::type RealVectorType;
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typedef Tridiagonalization<MatrixType> TridiagonalizationType;
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typedef typename TridiagonalizationType::SubDiagonalType SubDiagonalType;
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/** \brief Default constructor for fixed-size matrices.
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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 compute(). This constructor
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* can only be used if \p _MatrixType is a fixed-size matrix; use
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* SelfAdjointEigenSolver(Index) for dynamic-size matrices.
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*
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* Example: \include SelfAdjointEigenSolver_SelfAdjointEigenSolver.cpp
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* Output: \verbinclude SelfAdjointEigenSolver_SelfAdjointEigenSolver.out
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*/
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EIGEN_DEVICE_FUNC
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SelfAdjointEigenSolver()
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: m_eivec(),
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m_eivalues(),
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m_subdiag(),
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m_hcoeffs(),
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m_info(InvalidInput),
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m_isInitialized(false),
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m_eigenvectorsOk(false)
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{ }
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/** \brief Constructor, pre-allocates memory for dynamic-size matrices.
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*
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* \param [in] size Positive integer, size of the matrix whose
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* eigenvalues and eigenvectors will be computed.
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*
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* This constructor is useful for dynamic-size matrices, when the user
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* intends to perform decompositions via compute(). The \p size
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* parameter is only used as a hint. It is not an error to give a wrong
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* \p size, but it may impair performance.
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*
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* \sa compute() for an example
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*/
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EIGEN_DEVICE_FUNC
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explicit SelfAdjointEigenSolver(Index size)
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: m_eivec(size, size),
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m_eivalues(size),
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m_subdiag(size > 1 ? size - 1 : 1),
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m_hcoeffs(size > 1 ? size - 1 : 1),
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m_isInitialized(false),
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m_eigenvectorsOk(false)
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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 Selfadjoint matrix whose eigendecomposition is to
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* be computed. Only the lower triangular part of the matrix is referenced.
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* \param[in] options Can be #ComputeEigenvectors (default) or #EigenvaluesOnly.
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*
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* This constructor calls compute(const MatrixType&, int) to compute the
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* eigenvalues of the matrix \p matrix. The eigenvectors are computed if
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* \p options equals #ComputeEigenvectors.
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*
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* Example: \include SelfAdjointEigenSolver_SelfAdjointEigenSolver_MatrixType.cpp
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* Output: \verbinclude SelfAdjointEigenSolver_SelfAdjointEigenSolver_MatrixType.out
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*
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* \sa compute(const MatrixType&, int)
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*/
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template<typename InputType>
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EIGEN_DEVICE_FUNC
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explicit SelfAdjointEigenSolver(const EigenBase<InputType>& matrix, int options = ComputeEigenvectors)
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: m_eivec(matrix.rows(), matrix.cols()),
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m_eivalues(matrix.cols()),
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m_subdiag(matrix.rows() > 1 ? matrix.rows() - 1 : 1),
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m_hcoeffs(matrix.cols() > 1 ? matrix.cols() - 1 : 1),
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m_isInitialized(false),
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m_eigenvectorsOk(false)
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{
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compute(matrix.derived(), options);
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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 Selfadjoint matrix whose eigendecomposition is to
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* be computed. Only the lower triangular part of the matrix is referenced.
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* \param[in] options Can be #ComputeEigenvectors (default) or #EigenvaluesOnly.
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* \returns Reference to \c *this
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*
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* This function computes the eigenvalues of \p matrix. The eigenvalues()
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* function can be used to retrieve them. If \p options equals #ComputeEigenvectors,
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* then the eigenvectors are also computed and can be retrieved by
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* calling eigenvectors().
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*
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* This implementation uses a symmetric QR algorithm. The matrix is first
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* reduced to tridiagonal form using the Tridiagonalization class. The
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* tridiagonal matrix is then brought to diagonal form with implicit
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* symmetric QR steps with Wilkinson shift. Details can be found in
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* Section 8.3 of Golub \& Van Loan, <i>%Matrix Computations</i>.
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*
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* The cost of the computation is about \f$ 9n^3 \f$ if the eigenvectors
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* are required and \f$ 4n^3/3 \f$ if they are not required.
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*
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* This method reuses the memory in the SelfAdjointEigenSolver object that
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* was allocated when the object was constructed, if the size of the
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* matrix does not change.
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*
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* Example: \include SelfAdjointEigenSolver_compute_MatrixType.cpp
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* Output: \verbinclude SelfAdjointEigenSolver_compute_MatrixType.out
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*
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* \sa SelfAdjointEigenSolver(const MatrixType&, int)
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*/
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template<typename InputType>
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EIGEN_DEVICE_FUNC
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SelfAdjointEigenSolver& compute(const EigenBase<InputType>& matrix, int options = ComputeEigenvectors);
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/** \brief Computes eigendecomposition of given matrix using a closed-form algorithm
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*
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* This is a variant of compute(const MatrixType&, int options) which
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* directly solves the underlying polynomial equation.
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*
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* Currently only 2x2 and 3x3 matrices for which the sizes are known at compile time are supported (e.g., Matrix3d).
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*
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* This method is usually significantly faster than the QR iterative algorithm
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* but it might also be less accurate. It is also worth noting that
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* for 3x3 matrices it involves trigonometric operations which are
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* not necessarily available for all scalar types.
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*
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* For the 3x3 case, we observed the following worst case relative error regarding the eigenvalues:
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* - double: 1e-8
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* - float: 1e-3
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*
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* \sa compute(const MatrixType&, int options)
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*/
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EIGEN_DEVICE_FUNC
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SelfAdjointEigenSolver& computeDirect(const MatrixType& matrix, int options = ComputeEigenvectors);
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/**
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*\brief Computes the eigen decomposition from a tridiagonal symmetric matrix
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*
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* \param[in] diag The vector containing the diagonal of the matrix.
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* \param[in] subdiag The subdiagonal of the matrix.
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* \param[in] options Can be #ComputeEigenvectors (default) or #EigenvaluesOnly.
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* \returns Reference to \c *this
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*
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* This function assumes that the matrix has been reduced to tridiagonal form.
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*
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* \sa compute(const MatrixType&, int) for more information
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*/
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SelfAdjointEigenSolver& computeFromTridiagonal(const RealVectorType& diag, const SubDiagonalType& subdiag , int options=ComputeEigenvectors);
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/** \brief Returns the eigenvectors of given matrix.
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*
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* \returns A const reference to the matrix whose columns are the eigenvectors.
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*
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* \pre The eigenvectors have been computed before.
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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. If
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* this object was used to solve the eigenproblem for the selfadjoint
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* matrix \f$ A \f$, then the matrix returned by this function is the
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* matrix \f$ V \f$ in the eigendecomposition \f$ A = V D V^{-1} \f$.
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*
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* For a selfadjoint matrix, \f$ V \f$ is unitary, meaning its inverse is equal
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* to its adjoint, \f$ V^{-1} = V^{\dagger} \f$. If \f$ A \f$ is real, then
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* \f$ V \f$ is also real and therefore orthogonal, meaning its inverse is
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* equal to its transpose, \f$ V^{-1} = V^T \f$.
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*
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* Example: \include SelfAdjointEigenSolver_eigenvectors.cpp
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* Output: \verbinclude SelfAdjointEigenSolver_eigenvectors.out
|
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+
*
|
274
|
+
* \sa eigenvalues()
|
275
|
+
*/
|
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|
+
EIGEN_DEVICE_FUNC
|
277
|
+
const EigenvectorsType& eigenvectors() const
|
278
|
+
{
|
279
|
+
eigen_assert(m_isInitialized && "SelfAdjointEigenSolver is not initialized.");
|
280
|
+
eigen_assert(m_eigenvectorsOk && "The eigenvectors have not been computed together with the eigenvalues.");
|
281
|
+
return m_eivec;
|
282
|
+
}
|
283
|
+
|
284
|
+
/** \brief Returns the eigenvalues of given matrix.
|
285
|
+
*
|
286
|
+
* \returns A const reference to the column vector containing the eigenvalues.
|
287
|
+
*
|
288
|
+
* \pre The eigenvalues have been computed before.
|
289
|
+
*
|
290
|
+
* The eigenvalues are repeated according to their algebraic multiplicity,
|
291
|
+
* so there are as many eigenvalues as rows in the matrix. The eigenvalues
|
292
|
+
* are sorted in increasing order.
|
293
|
+
*
|
294
|
+
* Example: \include SelfAdjointEigenSolver_eigenvalues.cpp
|
295
|
+
* Output: \verbinclude SelfAdjointEigenSolver_eigenvalues.out
|
296
|
+
*
|
297
|
+
* \sa eigenvectors(), MatrixBase::eigenvalues()
|
298
|
+
*/
|
299
|
+
EIGEN_DEVICE_FUNC
|
300
|
+
const RealVectorType& eigenvalues() const
|
301
|
+
{
|
302
|
+
eigen_assert(m_isInitialized && "SelfAdjointEigenSolver is not initialized.");
|
303
|
+
return m_eivalues;
|
304
|
+
}
|
305
|
+
|
306
|
+
/** \brief Computes the positive-definite square root of the matrix.
|
307
|
+
*
|
308
|
+
* \returns the positive-definite square root of the matrix
|
309
|
+
*
|
310
|
+
* \pre The eigenvalues and eigenvectors of a positive-definite matrix
|
311
|
+
* have been computed before.
|
312
|
+
*
|
313
|
+
* The square root of a positive-definite matrix \f$ A \f$ is the
|
314
|
+
* positive-definite matrix whose square equals \f$ A \f$. This function
|
315
|
+
* uses the eigendecomposition \f$ A = V D V^{-1} \f$ to compute the
|
316
|
+
* square root as \f$ A^{1/2} = V D^{1/2} V^{-1} \f$.
|
317
|
+
*
|
318
|
+
* Example: \include SelfAdjointEigenSolver_operatorSqrt.cpp
|
319
|
+
* Output: \verbinclude SelfAdjointEigenSolver_operatorSqrt.out
|
320
|
+
*
|
321
|
+
* \sa operatorInverseSqrt(), <a href="unsupported/group__MatrixFunctions__Module.html">MatrixFunctions Module</a>
|
322
|
+
*/
|
323
|
+
EIGEN_DEVICE_FUNC
|
324
|
+
MatrixType operatorSqrt() const
|
325
|
+
{
|
326
|
+
eigen_assert(m_isInitialized && "SelfAdjointEigenSolver is not initialized.");
|
327
|
+
eigen_assert(m_eigenvectorsOk && "The eigenvectors have not been computed together with the eigenvalues.");
|
328
|
+
return m_eivec * m_eivalues.cwiseSqrt().asDiagonal() * m_eivec.adjoint();
|
329
|
+
}
|
330
|
+
|
331
|
+
/** \brief Computes the inverse square root of the matrix.
|
332
|
+
*
|
333
|
+
* \returns the inverse positive-definite square root of the matrix
|
334
|
+
*
|
335
|
+
* \pre The eigenvalues and eigenvectors of a positive-definite matrix
|
336
|
+
* have been computed before.
|
337
|
+
*
|
338
|
+
* This function uses the eigendecomposition \f$ A = V D V^{-1} \f$ to
|
339
|
+
* compute the inverse square root as \f$ V D^{-1/2} V^{-1} \f$. This is
|
340
|
+
* cheaper than first computing the square root with operatorSqrt() and
|
341
|
+
* then its inverse with MatrixBase::inverse().
|
342
|
+
*
|
343
|
+
* Example: \include SelfAdjointEigenSolver_operatorInverseSqrt.cpp
|
344
|
+
* Output: \verbinclude SelfAdjointEigenSolver_operatorInverseSqrt.out
|
345
|
+
*
|
346
|
+
* \sa operatorSqrt(), MatrixBase::inverse(), <a href="unsupported/group__MatrixFunctions__Module.html">MatrixFunctions Module</a>
|
347
|
+
*/
|
348
|
+
EIGEN_DEVICE_FUNC
|
349
|
+
MatrixType operatorInverseSqrt() const
|
350
|
+
{
|
351
|
+
eigen_assert(m_isInitialized && "SelfAdjointEigenSolver is not initialized.");
|
352
|
+
eigen_assert(m_eigenvectorsOk && "The eigenvectors have not been computed together with the eigenvalues.");
|
353
|
+
return m_eivec * m_eivalues.cwiseInverse().cwiseSqrt().asDiagonal() * m_eivec.adjoint();
|
354
|
+
}
|
355
|
+
|
356
|
+
/** \brief Reports whether previous computation was successful.
|
357
|
+
*
|
358
|
+
* \returns \c Success if computation was successful, \c NoConvergence otherwise.
|
359
|
+
*/
|
360
|
+
EIGEN_DEVICE_FUNC
|
361
|
+
ComputationInfo info() const
|
362
|
+
{
|
363
|
+
eigen_assert(m_isInitialized && "SelfAdjointEigenSolver is not initialized.");
|
364
|
+
return m_info;
|
365
|
+
}
|
366
|
+
|
367
|
+
/** \brief Maximum number of iterations.
|
368
|
+
*
|
369
|
+
* The algorithm terminates if it does not converge within m_maxIterations * n iterations, where n
|
370
|
+
* denotes the size of the matrix. This value is currently set to 30 (copied from LAPACK).
|
371
|
+
*/
|
372
|
+
static const int m_maxIterations = 30;
|
373
|
+
|
374
|
+
protected:
|
375
|
+
static EIGEN_DEVICE_FUNC
|
376
|
+
void check_template_parameters()
|
377
|
+
{
|
378
|
+
EIGEN_STATIC_ASSERT_NON_INTEGER(Scalar);
|
379
|
+
}
|
380
|
+
|
381
|
+
EigenvectorsType m_eivec;
|
382
|
+
RealVectorType m_eivalues;
|
383
|
+
typename TridiagonalizationType::SubDiagonalType m_subdiag;
|
384
|
+
typename TridiagonalizationType::CoeffVectorType m_hcoeffs;
|
385
|
+
ComputationInfo m_info;
|
386
|
+
bool m_isInitialized;
|
387
|
+
bool m_eigenvectorsOk;
|
388
|
+
};
|
389
|
+
|
390
|
+
namespace internal {
|
391
|
+
/** \internal
|
392
|
+
*
|
393
|
+
* \eigenvalues_module \ingroup Eigenvalues_Module
|
394
|
+
*
|
395
|
+
* Performs a QR step on a tridiagonal symmetric matrix represented as a
|
396
|
+
* pair of two vectors \a diag and \a subdiag.
|
397
|
+
*
|
398
|
+
* \param diag the diagonal part of the input selfadjoint tridiagonal matrix
|
399
|
+
* \param subdiag the sub-diagonal part of the input selfadjoint tridiagonal matrix
|
400
|
+
* \param start starting index of the submatrix to work on
|
401
|
+
* \param end last+1 index of the submatrix to work on
|
402
|
+
* \param matrixQ pointer to the column-major matrix holding the eigenvectors, can be 0
|
403
|
+
* \param n size of the input matrix
|
404
|
+
*
|
405
|
+
* For compilation efficiency reasons, this procedure does not use eigen expression
|
406
|
+
* for its arguments.
|
407
|
+
*
|
408
|
+
* Implemented from Golub's "Matrix Computations", algorithm 8.3.2:
|
409
|
+
* "implicit symmetric QR step with Wilkinson shift"
|
410
|
+
*/
|
411
|
+
template<int StorageOrder,typename RealScalar, typename Scalar, typename Index>
|
412
|
+
EIGEN_DEVICE_FUNC
|
413
|
+
static void tridiagonal_qr_step(RealScalar* diag, RealScalar* subdiag, Index start, Index end, Scalar* matrixQ, Index n);
|
414
|
+
}
|
415
|
+
|
416
|
+
template<typename MatrixType>
|
417
|
+
template<typename InputType>
|
418
|
+
EIGEN_DEVICE_FUNC
|
419
|
+
SelfAdjointEigenSolver<MatrixType>& SelfAdjointEigenSolver<MatrixType>
|
420
|
+
::compute(const EigenBase<InputType>& a_matrix, int options)
|
421
|
+
{
|
422
|
+
check_template_parameters();
|
423
|
+
|
424
|
+
const InputType &matrix(a_matrix.derived());
|
425
|
+
|
426
|
+
EIGEN_USING_STD(abs);
|
427
|
+
eigen_assert(matrix.cols() == matrix.rows());
|
428
|
+
eigen_assert((options&~(EigVecMask|GenEigMask))==0
|
429
|
+
&& (options&EigVecMask)!=EigVecMask
|
430
|
+
&& "invalid option parameter");
|
431
|
+
bool computeEigenvectors = (options&ComputeEigenvectors)==ComputeEigenvectors;
|
432
|
+
Index n = matrix.cols();
|
433
|
+
m_eivalues.resize(n,1);
|
434
|
+
|
435
|
+
if(n==1)
|
436
|
+
{
|
437
|
+
m_eivec = matrix;
|
438
|
+
m_eivalues.coeffRef(0,0) = numext::real(m_eivec.coeff(0,0));
|
439
|
+
if(computeEigenvectors)
|
440
|
+
m_eivec.setOnes(n,n);
|
441
|
+
m_info = Success;
|
442
|
+
m_isInitialized = true;
|
443
|
+
m_eigenvectorsOk = computeEigenvectors;
|
444
|
+
return *this;
|
445
|
+
}
|
446
|
+
|
447
|
+
// declare some aliases
|
448
|
+
RealVectorType& diag = m_eivalues;
|
449
|
+
EigenvectorsType& mat = m_eivec;
|
450
|
+
|
451
|
+
// map the matrix coefficients to [-1:1] to avoid over- and underflow.
|
452
|
+
mat = matrix.template triangularView<Lower>();
|
453
|
+
RealScalar scale = mat.cwiseAbs().maxCoeff();
|
454
|
+
if(scale==RealScalar(0)) scale = RealScalar(1);
|
455
|
+
mat.template triangularView<Lower>() /= scale;
|
456
|
+
m_subdiag.resize(n-1);
|
457
|
+
m_hcoeffs.resize(n-1);
|
458
|
+
internal::tridiagonalization_inplace(mat, diag, m_subdiag, m_hcoeffs, computeEigenvectors);
|
459
|
+
|
460
|
+
m_info = internal::computeFromTridiagonal_impl(diag, m_subdiag, m_maxIterations, computeEigenvectors, m_eivec);
|
461
|
+
|
462
|
+
// scale back the eigen values
|
463
|
+
m_eivalues *= scale;
|
464
|
+
|
465
|
+
m_isInitialized = true;
|
466
|
+
m_eigenvectorsOk = computeEigenvectors;
|
467
|
+
return *this;
|
468
|
+
}
|
469
|
+
|
470
|
+
template<typename MatrixType>
|
471
|
+
SelfAdjointEigenSolver<MatrixType>& SelfAdjointEigenSolver<MatrixType>
|
472
|
+
::computeFromTridiagonal(const RealVectorType& diag, const SubDiagonalType& subdiag , int options)
|
473
|
+
{
|
474
|
+
//TODO : Add an option to scale the values beforehand
|
475
|
+
bool computeEigenvectors = (options&ComputeEigenvectors)==ComputeEigenvectors;
|
476
|
+
|
477
|
+
m_eivalues = diag;
|
478
|
+
m_subdiag = subdiag;
|
479
|
+
if (computeEigenvectors)
|
480
|
+
{
|
481
|
+
m_eivec.setIdentity(diag.size(), diag.size());
|
482
|
+
}
|
483
|
+
m_info = internal::computeFromTridiagonal_impl(m_eivalues, m_subdiag, m_maxIterations, computeEigenvectors, m_eivec);
|
484
|
+
|
485
|
+
m_isInitialized = true;
|
486
|
+
m_eigenvectorsOk = computeEigenvectors;
|
487
|
+
return *this;
|
488
|
+
}
|
489
|
+
|
490
|
+
namespace internal {
|
491
|
+
/**
|
492
|
+
* \internal
|
493
|
+
* \brief Compute the eigendecomposition from a tridiagonal matrix
|
494
|
+
*
|
495
|
+
* \param[in,out] diag : On input, the diagonal of the matrix, on output the eigenvalues
|
496
|
+
* \param[in,out] subdiag : The subdiagonal part of the matrix (entries are modified during the decomposition)
|
497
|
+
* \param[in] maxIterations : the maximum number of iterations
|
498
|
+
* \param[in] computeEigenvectors : whether the eigenvectors have to be computed or not
|
499
|
+
* \param[out] eivec : The matrix to store the eigenvectors if computeEigenvectors==true. Must be allocated on input.
|
500
|
+
* \returns \c Success or \c NoConvergence
|
501
|
+
*/
|
502
|
+
template<typename MatrixType, typename DiagType, typename SubDiagType>
|
503
|
+
EIGEN_DEVICE_FUNC
|
504
|
+
ComputationInfo computeFromTridiagonal_impl(DiagType& diag, SubDiagType& subdiag, const Index maxIterations, bool computeEigenvectors, MatrixType& eivec)
|
505
|
+
{
|
506
|
+
ComputationInfo info;
|
507
|
+
typedef typename MatrixType::Scalar Scalar;
|
508
|
+
|
509
|
+
Index n = diag.size();
|
510
|
+
Index end = n-1;
|
511
|
+
Index start = 0;
|
512
|
+
Index iter = 0; // total number of iterations
|
513
|
+
|
514
|
+
typedef typename DiagType::RealScalar RealScalar;
|
515
|
+
const RealScalar considerAsZero = (std::numeric_limits<RealScalar>::min)();
|
516
|
+
const RealScalar precision_inv = RealScalar(1)/NumTraits<RealScalar>::epsilon();
|
517
|
+
while (end>0)
|
518
|
+
{
|
519
|
+
for (Index i = start; i<end; ++i) {
|
520
|
+
if (numext::abs(subdiag[i]) < considerAsZero) {
|
521
|
+
subdiag[i] = RealScalar(0);
|
522
|
+
} else {
|
523
|
+
// abs(subdiag[i]) <= epsilon * sqrt(abs(diag[i]) + abs(diag[i+1]))
|
524
|
+
// Scaled to prevent underflows.
|
525
|
+
const RealScalar scaled_subdiag = precision_inv * subdiag[i];
|
526
|
+
if (scaled_subdiag * scaled_subdiag <= (numext::abs(diag[i])+numext::abs(diag[i+1]))) {
|
527
|
+
subdiag[i] = RealScalar(0);
|
528
|
+
}
|
529
|
+
}
|
530
|
+
}
|
531
|
+
|
532
|
+
// find the largest unreduced block at the end of the matrix.
|
533
|
+
while (end>0 && subdiag[end-1]==RealScalar(0))
|
534
|
+
{
|
535
|
+
end--;
|
536
|
+
}
|
537
|
+
if (end<=0)
|
538
|
+
break;
|
539
|
+
|
540
|
+
// if we spent too many iterations, we give up
|
541
|
+
iter++;
|
542
|
+
if(iter > maxIterations * n) break;
|
543
|
+
|
544
|
+
start = end - 1;
|
545
|
+
while (start>0 && subdiag[start-1]!=0)
|
546
|
+
start--;
|
547
|
+
|
548
|
+
internal::tridiagonal_qr_step<MatrixType::Flags&RowMajorBit ? RowMajor : ColMajor>(diag.data(), subdiag.data(), start, end, computeEigenvectors ? eivec.data() : (Scalar*)0, n);
|
549
|
+
}
|
550
|
+
if (iter <= maxIterations * n)
|
551
|
+
info = Success;
|
552
|
+
else
|
553
|
+
info = NoConvergence;
|
554
|
+
|
555
|
+
// Sort eigenvalues and corresponding vectors.
|
556
|
+
// TODO make the sort optional ?
|
557
|
+
// TODO use a better sort algorithm !!
|
558
|
+
if (info == Success)
|
559
|
+
{
|
560
|
+
for (Index i = 0; i < n-1; ++i)
|
561
|
+
{
|
562
|
+
Index k;
|
563
|
+
diag.segment(i,n-i).minCoeff(&k);
|
564
|
+
if (k > 0)
|
565
|
+
{
|
566
|
+
numext::swap(diag[i], diag[k+i]);
|
567
|
+
if(computeEigenvectors)
|
568
|
+
eivec.col(i).swap(eivec.col(k+i));
|
569
|
+
}
|
570
|
+
}
|
571
|
+
}
|
572
|
+
return info;
|
573
|
+
}
|
574
|
+
|
575
|
+
template<typename SolverType,int Size,bool IsComplex> struct direct_selfadjoint_eigenvalues
|
576
|
+
{
|
577
|
+
EIGEN_DEVICE_FUNC
|
578
|
+
static inline void run(SolverType& eig, const typename SolverType::MatrixType& A, int options)
|
579
|
+
{ eig.compute(A,options); }
|
580
|
+
};
|
581
|
+
|
582
|
+
template<typename SolverType> struct direct_selfadjoint_eigenvalues<SolverType,3,false>
|
583
|
+
{
|
584
|
+
typedef typename SolverType::MatrixType MatrixType;
|
585
|
+
typedef typename SolverType::RealVectorType VectorType;
|
586
|
+
typedef typename SolverType::Scalar Scalar;
|
587
|
+
typedef typename SolverType::EigenvectorsType EigenvectorsType;
|
588
|
+
|
589
|
+
|
590
|
+
/** \internal
|
591
|
+
* Computes the roots of the characteristic polynomial of \a m.
|
592
|
+
* For numerical stability m.trace() should be near zero and to avoid over- or underflow m should be normalized.
|
593
|
+
*/
|
594
|
+
EIGEN_DEVICE_FUNC
|
595
|
+
static inline void computeRoots(const MatrixType& m, VectorType& roots)
|
596
|
+
{
|
597
|
+
EIGEN_USING_STD(sqrt)
|
598
|
+
EIGEN_USING_STD(atan2)
|
599
|
+
EIGEN_USING_STD(cos)
|
600
|
+
EIGEN_USING_STD(sin)
|
601
|
+
const Scalar s_inv3 = Scalar(1)/Scalar(3);
|
602
|
+
const Scalar s_sqrt3 = sqrt(Scalar(3));
|
603
|
+
|
604
|
+
// The characteristic equation is x^3 - c2*x^2 + c1*x - c0 = 0. The
|
605
|
+
// eigenvalues are the roots to this equation, all guaranteed to be
|
606
|
+
// real-valued, because the matrix is symmetric.
|
607
|
+
Scalar c0 = m(0,0)*m(1,1)*m(2,2) + Scalar(2)*m(1,0)*m(2,0)*m(2,1) - m(0,0)*m(2,1)*m(2,1) - m(1,1)*m(2,0)*m(2,0) - m(2,2)*m(1,0)*m(1,0);
|
608
|
+
Scalar c1 = m(0,0)*m(1,1) - m(1,0)*m(1,0) + m(0,0)*m(2,2) - m(2,0)*m(2,0) + m(1,1)*m(2,2) - m(2,1)*m(2,1);
|
609
|
+
Scalar c2 = m(0,0) + m(1,1) + m(2,2);
|
610
|
+
|
611
|
+
// Construct the parameters used in classifying the roots of the equation
|
612
|
+
// and in solving the equation for the roots in closed form.
|
613
|
+
Scalar c2_over_3 = c2*s_inv3;
|
614
|
+
Scalar a_over_3 = (c2*c2_over_3 - c1)*s_inv3;
|
615
|
+
a_over_3 = numext::maxi(a_over_3, Scalar(0));
|
616
|
+
|
617
|
+
Scalar half_b = Scalar(0.5)*(c0 + c2_over_3*(Scalar(2)*c2_over_3*c2_over_3 - c1));
|
618
|
+
|
619
|
+
Scalar q = a_over_3*a_over_3*a_over_3 - half_b*half_b;
|
620
|
+
q = numext::maxi(q, Scalar(0));
|
621
|
+
|
622
|
+
// Compute the eigenvalues by solving for the roots of the polynomial.
|
623
|
+
Scalar rho = sqrt(a_over_3);
|
624
|
+
Scalar theta = atan2(sqrt(q),half_b)*s_inv3; // since sqrt(q) > 0, atan2 is in [0, pi] and theta is in [0, pi/3]
|
625
|
+
Scalar cos_theta = cos(theta);
|
626
|
+
Scalar sin_theta = sin(theta);
|
627
|
+
// roots are already sorted, since cos is monotonically decreasing on [0, pi]
|
628
|
+
roots(0) = c2_over_3 - rho*(cos_theta + s_sqrt3*sin_theta); // == 2*rho*cos(theta+2pi/3)
|
629
|
+
roots(1) = c2_over_3 - rho*(cos_theta - s_sqrt3*sin_theta); // == 2*rho*cos(theta+ pi/3)
|
630
|
+
roots(2) = c2_over_3 + Scalar(2)*rho*cos_theta;
|
631
|
+
}
|
632
|
+
|
633
|
+
EIGEN_DEVICE_FUNC
|
634
|
+
static inline bool extract_kernel(MatrixType& mat, Ref<VectorType> res, Ref<VectorType> representative)
|
635
|
+
{
|
636
|
+
EIGEN_USING_STD(abs);
|
637
|
+
EIGEN_USING_STD(sqrt);
|
638
|
+
Index i0;
|
639
|
+
// Find non-zero column i0 (by construction, there must exist a non zero coefficient on the diagonal):
|
640
|
+
mat.diagonal().cwiseAbs().maxCoeff(&i0);
|
641
|
+
// mat.col(i0) is a good candidate for an orthogonal vector to the current eigenvector,
|
642
|
+
// so let's save it:
|
643
|
+
representative = mat.col(i0);
|
644
|
+
Scalar n0, n1;
|
645
|
+
VectorType c0, c1;
|
646
|
+
n0 = (c0 = representative.cross(mat.col((i0+1)%3))).squaredNorm();
|
647
|
+
n1 = (c1 = representative.cross(mat.col((i0+2)%3))).squaredNorm();
|
648
|
+
if(n0>n1) res = c0/sqrt(n0);
|
649
|
+
else res = c1/sqrt(n1);
|
650
|
+
|
651
|
+
return true;
|
652
|
+
}
|
653
|
+
|
654
|
+
EIGEN_DEVICE_FUNC
|
655
|
+
static inline void run(SolverType& solver, const MatrixType& mat, int options)
|
656
|
+
{
|
657
|
+
eigen_assert(mat.cols() == 3 && mat.cols() == mat.rows());
|
658
|
+
eigen_assert((options&~(EigVecMask|GenEigMask))==0
|
659
|
+
&& (options&EigVecMask)!=EigVecMask
|
660
|
+
&& "invalid option parameter");
|
661
|
+
bool computeEigenvectors = (options&ComputeEigenvectors)==ComputeEigenvectors;
|
662
|
+
|
663
|
+
EigenvectorsType& eivecs = solver.m_eivec;
|
664
|
+
VectorType& eivals = solver.m_eivalues;
|
665
|
+
|
666
|
+
// Shift the matrix to the mean eigenvalue and map the matrix coefficients to [-1:1] to avoid over- and underflow.
|
667
|
+
Scalar shift = mat.trace() / Scalar(3);
|
668
|
+
// TODO Avoid this copy. Currently it is necessary to suppress bogus values when determining maxCoeff and for computing the eigenvectors later
|
669
|
+
MatrixType scaledMat = mat.template selfadjointView<Lower>();
|
670
|
+
scaledMat.diagonal().array() -= shift;
|
671
|
+
Scalar scale = scaledMat.cwiseAbs().maxCoeff();
|
672
|
+
if(scale > 0) scaledMat /= scale; // TODO for scale==0 we could save the remaining operations
|
673
|
+
|
674
|
+
// compute the eigenvalues
|
675
|
+
computeRoots(scaledMat,eivals);
|
676
|
+
|
677
|
+
// compute the eigenvectors
|
678
|
+
if(computeEigenvectors)
|
679
|
+
{
|
680
|
+
if((eivals(2)-eivals(0))<=Eigen::NumTraits<Scalar>::epsilon())
|
681
|
+
{
|
682
|
+
// All three eigenvalues are numerically the same
|
683
|
+
eivecs.setIdentity();
|
684
|
+
}
|
685
|
+
else
|
686
|
+
{
|
687
|
+
MatrixType tmp;
|
688
|
+
tmp = scaledMat;
|
689
|
+
|
690
|
+
// Compute the eigenvector of the most distinct eigenvalue
|
691
|
+
Scalar d0 = eivals(2) - eivals(1);
|
692
|
+
Scalar d1 = eivals(1) - eivals(0);
|
693
|
+
Index k(0), l(2);
|
694
|
+
if(d0 > d1)
|
695
|
+
{
|
696
|
+
numext::swap(k,l);
|
697
|
+
d0 = d1;
|
698
|
+
}
|
699
|
+
|
700
|
+
// Compute the eigenvector of index k
|
701
|
+
{
|
702
|
+
tmp.diagonal().array () -= eivals(k);
|
703
|
+
// By construction, 'tmp' is of rank 2, and its kernel corresponds to the respective eigenvector.
|
704
|
+
extract_kernel(tmp, eivecs.col(k), eivecs.col(l));
|
705
|
+
}
|
706
|
+
|
707
|
+
// Compute eigenvector of index l
|
708
|
+
if(d0<=2*Eigen::NumTraits<Scalar>::epsilon()*d1)
|
709
|
+
{
|
710
|
+
// If d0 is too small, then the two other eigenvalues are numerically the same,
|
711
|
+
// and thus we only have to ortho-normalize the near orthogonal vector we saved above.
|
712
|
+
eivecs.col(l) -= eivecs.col(k).dot(eivecs.col(l))*eivecs.col(l);
|
713
|
+
eivecs.col(l).normalize();
|
714
|
+
}
|
715
|
+
else
|
716
|
+
{
|
717
|
+
tmp = scaledMat;
|
718
|
+
tmp.diagonal().array () -= eivals(l);
|
719
|
+
|
720
|
+
VectorType dummy;
|
721
|
+
extract_kernel(tmp, eivecs.col(l), dummy);
|
722
|
+
}
|
723
|
+
|
724
|
+
// Compute last eigenvector from the other two
|
725
|
+
eivecs.col(1) = eivecs.col(2).cross(eivecs.col(0)).normalized();
|
726
|
+
}
|
727
|
+
}
|
728
|
+
|
729
|
+
// Rescale back to the original size.
|
730
|
+
eivals *= scale;
|
731
|
+
eivals.array() += shift;
|
732
|
+
|
733
|
+
solver.m_info = Success;
|
734
|
+
solver.m_isInitialized = true;
|
735
|
+
solver.m_eigenvectorsOk = computeEigenvectors;
|
736
|
+
}
|
737
|
+
};
|
738
|
+
|
739
|
+
// 2x2 direct eigenvalues decomposition, code from Hauke Heibel
|
740
|
+
template<typename SolverType>
|
741
|
+
struct direct_selfadjoint_eigenvalues<SolverType,2,false>
|
742
|
+
{
|
743
|
+
typedef typename SolverType::MatrixType MatrixType;
|
744
|
+
typedef typename SolverType::RealVectorType VectorType;
|
745
|
+
typedef typename SolverType::Scalar Scalar;
|
746
|
+
typedef typename SolverType::EigenvectorsType EigenvectorsType;
|
747
|
+
|
748
|
+
EIGEN_DEVICE_FUNC
|
749
|
+
static inline void computeRoots(const MatrixType& m, VectorType& roots)
|
750
|
+
{
|
751
|
+
EIGEN_USING_STD(sqrt);
|
752
|
+
const Scalar t0 = Scalar(0.5) * sqrt( numext::abs2(m(0,0)-m(1,1)) + Scalar(4)*numext::abs2(m(1,0)));
|
753
|
+
const Scalar t1 = Scalar(0.5) * (m(0,0) + m(1,1));
|
754
|
+
roots(0) = t1 - t0;
|
755
|
+
roots(1) = t1 + t0;
|
756
|
+
}
|
757
|
+
|
758
|
+
EIGEN_DEVICE_FUNC
|
759
|
+
static inline void run(SolverType& solver, const MatrixType& mat, int options)
|
760
|
+
{
|
761
|
+
EIGEN_USING_STD(sqrt);
|
762
|
+
EIGEN_USING_STD(abs);
|
763
|
+
|
764
|
+
eigen_assert(mat.cols() == 2 && mat.cols() == mat.rows());
|
765
|
+
eigen_assert((options&~(EigVecMask|GenEigMask))==0
|
766
|
+
&& (options&EigVecMask)!=EigVecMask
|
767
|
+
&& "invalid option parameter");
|
768
|
+
bool computeEigenvectors = (options&ComputeEigenvectors)==ComputeEigenvectors;
|
769
|
+
|
770
|
+
EigenvectorsType& eivecs = solver.m_eivec;
|
771
|
+
VectorType& eivals = solver.m_eivalues;
|
772
|
+
|
773
|
+
// Shift the matrix to the mean eigenvalue and map the matrix coefficients to [-1:1] to avoid over- and underflow.
|
774
|
+
Scalar shift = mat.trace() / Scalar(2);
|
775
|
+
MatrixType scaledMat = mat;
|
776
|
+
scaledMat.coeffRef(0,1) = mat.coeff(1,0);
|
777
|
+
scaledMat.diagonal().array() -= shift;
|
778
|
+
Scalar scale = scaledMat.cwiseAbs().maxCoeff();
|
779
|
+
if(scale > Scalar(0))
|
780
|
+
scaledMat /= scale;
|
781
|
+
|
782
|
+
// Compute the eigenvalues
|
783
|
+
computeRoots(scaledMat,eivals);
|
784
|
+
|
785
|
+
// compute the eigen vectors
|
786
|
+
if(computeEigenvectors)
|
787
|
+
{
|
788
|
+
if((eivals(1)-eivals(0))<=abs(eivals(1))*Eigen::NumTraits<Scalar>::epsilon())
|
789
|
+
{
|
790
|
+
eivecs.setIdentity();
|
791
|
+
}
|
792
|
+
else
|
793
|
+
{
|
794
|
+
scaledMat.diagonal().array () -= eivals(1);
|
795
|
+
Scalar a2 = numext::abs2(scaledMat(0,0));
|
796
|
+
Scalar c2 = numext::abs2(scaledMat(1,1));
|
797
|
+
Scalar b2 = numext::abs2(scaledMat(1,0));
|
798
|
+
if(a2>c2)
|
799
|
+
{
|
800
|
+
eivecs.col(1) << -scaledMat(1,0), scaledMat(0,0);
|
801
|
+
eivecs.col(1) /= sqrt(a2+b2);
|
802
|
+
}
|
803
|
+
else
|
804
|
+
{
|
805
|
+
eivecs.col(1) << -scaledMat(1,1), scaledMat(1,0);
|
806
|
+
eivecs.col(1) /= sqrt(c2+b2);
|
807
|
+
}
|
808
|
+
|
809
|
+
eivecs.col(0) << eivecs.col(1).unitOrthogonal();
|
810
|
+
}
|
811
|
+
}
|
812
|
+
|
813
|
+
// Rescale back to the original size.
|
814
|
+
eivals *= scale;
|
815
|
+
eivals.array() += shift;
|
816
|
+
|
817
|
+
solver.m_info = Success;
|
818
|
+
solver.m_isInitialized = true;
|
819
|
+
solver.m_eigenvectorsOk = computeEigenvectors;
|
820
|
+
}
|
821
|
+
};
|
822
|
+
|
823
|
+
}
|
824
|
+
|
825
|
+
template<typename MatrixType>
|
826
|
+
EIGEN_DEVICE_FUNC
|
827
|
+
SelfAdjointEigenSolver<MatrixType>& SelfAdjointEigenSolver<MatrixType>
|
828
|
+
::computeDirect(const MatrixType& matrix, int options)
|
829
|
+
{
|
830
|
+
internal::direct_selfadjoint_eigenvalues<SelfAdjointEigenSolver,Size,NumTraits<Scalar>::IsComplex>::run(*this,matrix,options);
|
831
|
+
return *this;
|
832
|
+
}
|
833
|
+
|
834
|
+
namespace internal {
|
835
|
+
|
836
|
+
// Francis implicit QR step.
|
837
|
+
template<int StorageOrder,typename RealScalar, typename Scalar, typename Index>
|
838
|
+
EIGEN_DEVICE_FUNC
|
839
|
+
static void tridiagonal_qr_step(RealScalar* diag, RealScalar* subdiag, Index start, Index end, Scalar* matrixQ, Index n)
|
840
|
+
{
|
841
|
+
// Wilkinson Shift.
|
842
|
+
RealScalar td = (diag[end-1] - diag[end])*RealScalar(0.5);
|
843
|
+
RealScalar e = subdiag[end-1];
|
844
|
+
// Note that thanks to scaling, e^2 or td^2 cannot overflow, however they can still
|
845
|
+
// underflow thus leading to inf/NaN values when using the following commented code:
|
846
|
+
// RealScalar e2 = numext::abs2(subdiag[end-1]);
|
847
|
+
// RealScalar mu = diag[end] - e2 / (td + (td>0 ? 1 : -1) * sqrt(td*td + e2));
|
848
|
+
// This explain the following, somewhat more complicated, version:
|
849
|
+
RealScalar mu = diag[end];
|
850
|
+
if(td==RealScalar(0)) {
|
851
|
+
mu -= numext::abs(e);
|
852
|
+
} else if (e != RealScalar(0)) {
|
853
|
+
const RealScalar e2 = numext::abs2(e);
|
854
|
+
const RealScalar h = numext::hypot(td,e);
|
855
|
+
if(e2 == RealScalar(0)) {
|
856
|
+
mu -= e / ((td + (td>RealScalar(0) ? h : -h)) / e);
|
857
|
+
} else {
|
858
|
+
mu -= e2 / (td + (td>RealScalar(0) ? h : -h));
|
859
|
+
}
|
860
|
+
}
|
861
|
+
|
862
|
+
RealScalar x = diag[start] - mu;
|
863
|
+
RealScalar z = subdiag[start];
|
864
|
+
// If z ever becomes zero, the Givens rotation will be the identity and
|
865
|
+
// z will stay zero for all future iterations.
|
866
|
+
for (Index k = start; k < end && z != RealScalar(0); ++k)
|
867
|
+
{
|
868
|
+
JacobiRotation<RealScalar> rot;
|
869
|
+
rot.makeGivens(x, z);
|
870
|
+
|
871
|
+
// do T = G' T G
|
872
|
+
RealScalar sdk = rot.s() * diag[k] + rot.c() * subdiag[k];
|
873
|
+
RealScalar dkp1 = rot.s() * subdiag[k] + rot.c() * diag[k+1];
|
874
|
+
|
875
|
+
diag[k] = rot.c() * (rot.c() * diag[k] - rot.s() * subdiag[k]) - rot.s() * (rot.c() * subdiag[k] - rot.s() * diag[k+1]);
|
876
|
+
diag[k+1] = rot.s() * sdk + rot.c() * dkp1;
|
877
|
+
subdiag[k] = rot.c() * sdk - rot.s() * dkp1;
|
878
|
+
|
879
|
+
if (k > start)
|
880
|
+
subdiag[k - 1] = rot.c() * subdiag[k-1] - rot.s() * z;
|
881
|
+
|
882
|
+
// "Chasing the bulge" to return to triangular form.
|
883
|
+
x = subdiag[k];
|
884
|
+
if (k < end - 1)
|
885
|
+
{
|
886
|
+
z = -rot.s() * subdiag[k+1];
|
887
|
+
subdiag[k + 1] = rot.c() * subdiag[k+1];
|
888
|
+
}
|
889
|
+
|
890
|
+
// apply the givens rotation to the unit matrix Q = Q * G
|
891
|
+
if (matrixQ)
|
892
|
+
{
|
893
|
+
// FIXME if StorageOrder == RowMajor this operation is not very efficient
|
894
|
+
Map<Matrix<Scalar,Dynamic,Dynamic,StorageOrder> > q(matrixQ,n,n);
|
895
|
+
q.applyOnTheRight(k,k+1,rot);
|
896
|
+
}
|
897
|
+
}
|
898
|
+
}
|
899
|
+
|
900
|
+
} // end namespace internal
|
901
|
+
|
902
|
+
} // end namespace Eigen
|
903
|
+
|
904
|
+
#endif // EIGEN_SELFADJOINTEIGENSOLVER_H
|