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) 2011-2014 Gael Guennebaud <gael.guennebaud@inria.fr>
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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_BASIC_PRECONDITIONERS_H
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#define EIGEN_BASIC_PRECONDITIONERS_H
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namespace Eigen {
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/** \ingroup IterativeLinearSolvers_Module
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* \brief A preconditioner based on the digonal entries
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*
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* This class allows to approximately solve for A.x = b problems assuming A is a diagonal matrix.
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* In other words, this preconditioner neglects all off diagonal entries and, in Eigen's language, solves for:
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\code
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A.diagonal().asDiagonal() . x = b
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\endcode
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*
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* \tparam _Scalar the type of the scalar.
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*
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* \implsparsesolverconcept
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*
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* This preconditioner is suitable for both selfadjoint and general problems.
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* The diagonal entries are pre-inverted and stored into a dense vector.
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*
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* \note A variant that has yet to be implemented would attempt to preserve the norm of each column.
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*
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* \sa class LeastSquareDiagonalPreconditioner, class ConjugateGradient
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*/
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template <typename _Scalar>
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class DiagonalPreconditioner
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{
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typedef _Scalar Scalar;
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typedef Matrix<Scalar,Dynamic,1> Vector;
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public:
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typedef typename Vector::StorageIndex StorageIndex;
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enum {
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ColsAtCompileTime = Dynamic,
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MaxColsAtCompileTime = Dynamic
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};
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DiagonalPreconditioner() : m_isInitialized(false) {}
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template<typename MatType>
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explicit DiagonalPreconditioner(const MatType& mat) : m_invdiag(mat.cols())
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{
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compute(mat);
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}
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EIGEN_CONSTEXPR Index rows() const EIGEN_NOEXCEPT { return m_invdiag.size(); }
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EIGEN_CONSTEXPR Index cols() const EIGEN_NOEXCEPT { return m_invdiag.size(); }
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template<typename MatType>
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DiagonalPreconditioner& analyzePattern(const MatType& )
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{
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return *this;
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}
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template<typename MatType>
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DiagonalPreconditioner& factorize(const MatType& mat)
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{
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m_invdiag.resize(mat.cols());
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for(int j=0; j<mat.outerSize(); ++j)
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{
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typename MatType::InnerIterator it(mat,j);
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while(it && it.index()!=j) ++it;
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if(it && it.index()==j && it.value()!=Scalar(0))
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m_invdiag(j) = Scalar(1)/it.value();
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else
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m_invdiag(j) = Scalar(1);
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}
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m_isInitialized = true;
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return *this;
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}
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template<typename MatType>
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DiagonalPreconditioner& compute(const MatType& mat)
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{
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return factorize(mat);
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}
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/** \internal */
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template<typename Rhs, typename Dest>
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void _solve_impl(const Rhs& b, Dest& x) const
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{
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x = m_invdiag.array() * b.array() ;
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}
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template<typename Rhs> inline const Solve<DiagonalPreconditioner, Rhs>
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solve(const MatrixBase<Rhs>& b) const
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{
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eigen_assert(m_isInitialized && "DiagonalPreconditioner is not initialized.");
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eigen_assert(m_invdiag.size()==b.rows()
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&& "DiagonalPreconditioner::solve(): invalid number of rows of the right hand side matrix b");
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return Solve<DiagonalPreconditioner, Rhs>(*this, b.derived());
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}
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ComputationInfo info() { return Success; }
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protected:
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Vector m_invdiag;
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bool m_isInitialized;
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};
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/** \ingroup IterativeLinearSolvers_Module
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* \brief Jacobi preconditioner for LeastSquaresConjugateGradient
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*
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* This class allows to approximately solve for A' A x = A' b problems assuming A' A is a diagonal matrix.
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* In other words, this preconditioner neglects all off diagonal entries and, in Eigen's language, solves for:
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\code
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(A.adjoint() * A).diagonal().asDiagonal() * x = b
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\endcode
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*
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* \tparam _Scalar the type of the scalar.
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*
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* \implsparsesolverconcept
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*
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* The diagonal entries are pre-inverted and stored into a dense vector.
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*
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* \sa class LeastSquaresConjugateGradient, class DiagonalPreconditioner
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*/
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template <typename _Scalar>
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class LeastSquareDiagonalPreconditioner : public DiagonalPreconditioner<_Scalar>
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{
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typedef _Scalar Scalar;
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typedef typename NumTraits<Scalar>::Real RealScalar;
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typedef DiagonalPreconditioner<_Scalar> Base;
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using Base::m_invdiag;
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public:
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LeastSquareDiagonalPreconditioner() : Base() {}
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template<typename MatType>
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explicit LeastSquareDiagonalPreconditioner(const MatType& mat) : Base()
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{
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compute(mat);
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}
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template<typename MatType>
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LeastSquareDiagonalPreconditioner& analyzePattern(const MatType& )
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{
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return *this;
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}
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template<typename MatType>
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LeastSquareDiagonalPreconditioner& factorize(const MatType& mat)
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{
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// Compute the inverse squared-norm of each column of mat
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m_invdiag.resize(mat.cols());
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if(MatType::IsRowMajor)
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{
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m_invdiag.setZero();
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for(Index j=0; j<mat.outerSize(); ++j)
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{
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for(typename MatType::InnerIterator it(mat,j); it; ++it)
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m_invdiag(it.index()) += numext::abs2(it.value());
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}
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for(Index j=0; j<mat.cols(); ++j)
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if(numext::real(m_invdiag(j))>RealScalar(0))
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m_invdiag(j) = RealScalar(1)/numext::real(m_invdiag(j));
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}
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else
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{
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for(Index j=0; j<mat.outerSize(); ++j)
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{
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RealScalar sum = mat.col(j).squaredNorm();
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if(sum>RealScalar(0))
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m_invdiag(j) = RealScalar(1)/sum;
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else
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m_invdiag(j) = RealScalar(1);
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}
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}
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Base::m_isInitialized = true;
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return *this;
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}
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template<typename MatType>
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LeastSquareDiagonalPreconditioner& compute(const MatType& mat)
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{
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return factorize(mat);
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}
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ComputationInfo info() { return Success; }
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protected:
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};
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/** \ingroup IterativeLinearSolvers_Module
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* \brief A naive preconditioner which approximates any matrix as the identity matrix
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*
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* \implsparsesolverconcept
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*
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* \sa class DiagonalPreconditioner
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*/
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class IdentityPreconditioner
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{
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public:
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IdentityPreconditioner() {}
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template<typename MatrixType>
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explicit IdentityPreconditioner(const MatrixType& ) {}
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template<typename MatrixType>
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IdentityPreconditioner& analyzePattern(const MatrixType& ) { return *this; }
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template<typename MatrixType>
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IdentityPreconditioner& factorize(const MatrixType& ) { return *this; }
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template<typename MatrixType>
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IdentityPreconditioner& compute(const MatrixType& ) { return *this; }
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template<typename Rhs>
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inline const Rhs& solve(const Rhs& b) const { return b; }
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ComputationInfo info() { return Success; }
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};
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} // end namespace Eigen
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#endif // EIGEN_BASIC_PRECONDITIONERS_H
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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) 2011-2014 Gael Guennebaud <gael.guennebaud@inria.fr>
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// Copyright (C) 2012 Désiré Nuentsa-Wakam <desire.nuentsa_wakam@inria.fr>
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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_BICGSTAB_H
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#define EIGEN_BICGSTAB_H
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namespace Eigen {
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namespace internal {
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/** \internal Low-level bi conjugate gradient stabilized algorithm
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* \param mat The matrix A
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* \param rhs The right hand side vector b
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* \param x On input and initial solution, on output the computed solution.
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* \param precond A preconditioner being able to efficiently solve for an
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* approximation of Ax=b (regardless of b)
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* \param iters On input the max number of iteration, on output the number of performed iterations.
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* \param tol_error On input the tolerance error, on output an estimation of the relative error.
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* \return false in the case of numerical issue, for example a break down of BiCGSTAB.
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*/
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template<typename MatrixType, typename Rhs, typename Dest, typename Preconditioner>
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bool bicgstab(const MatrixType& mat, const Rhs& rhs, Dest& x,
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const Preconditioner& precond, Index& iters,
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typename Dest::RealScalar& tol_error)
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{
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using std::sqrt;
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using std::abs;
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typedef typename Dest::RealScalar RealScalar;
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typedef typename Dest::Scalar Scalar;
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typedef Matrix<Scalar,Dynamic,1> VectorType;
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RealScalar tol = tol_error;
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Index maxIters = iters;
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Index n = mat.cols();
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VectorType r = rhs - mat * x;
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VectorType r0 = r;
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RealScalar r0_sqnorm = r0.squaredNorm();
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RealScalar rhs_sqnorm = rhs.squaredNorm();
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if(rhs_sqnorm == 0)
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{
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x.setZero();
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return true;
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}
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Scalar rho = 1;
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Scalar alpha = 1;
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Scalar w = 1;
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VectorType v = VectorType::Zero(n), p = VectorType::Zero(n);
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VectorType y(n), z(n);
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VectorType kt(n), ks(n);
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VectorType s(n), t(n);
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RealScalar tol2 = tol*tol*rhs_sqnorm;
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RealScalar eps2 = NumTraits<Scalar>::epsilon()*NumTraits<Scalar>::epsilon();
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Index i = 0;
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Index restarts = 0;
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while ( r.squaredNorm() > tol2 && i<maxIters )
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{
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Scalar rho_old = rho;
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rho = r0.dot(r);
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if (abs(rho) < eps2*r0_sqnorm)
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{
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// The new residual vector became too orthogonal to the arbitrarily chosen direction r0
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// Let's restart with a new r0:
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r = rhs - mat * x;
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r0 = r;
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rho = r0_sqnorm = r.squaredNorm();
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if(restarts++ == 0)
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i = 0;
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}
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Scalar beta = (rho/rho_old) * (alpha / w);
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p = r + beta * (p - w * v);
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+
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y = precond.solve(p);
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+
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v.noalias() = mat * y;
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+
|
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alpha = rho / r0.dot(v);
|
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s = r - alpha * v;
|
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+
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z = precond.solve(s);
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t.noalias() = mat * z;
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+
|
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RealScalar tmp = t.squaredNorm();
|
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if(tmp>RealScalar(0))
|
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w = t.dot(s) / tmp;
|
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else
|
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w = Scalar(0);
|
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x += alpha * y + w * z;
|
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r = s - w * t;
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++i;
|
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}
|
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tol_error = sqrt(r.squaredNorm()/rhs_sqnorm);
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iters = i;
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return true;
|
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}
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}
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template< typename _MatrixType,
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typename _Preconditioner = DiagonalPreconditioner<typename _MatrixType::Scalar> >
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class BiCGSTAB;
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namespace internal {
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template< typename _MatrixType, typename _Preconditioner>
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struct traits<BiCGSTAB<_MatrixType,_Preconditioner> >
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{
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typedef _MatrixType MatrixType;
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typedef _Preconditioner Preconditioner;
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};
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}
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/** \ingroup IterativeLinearSolvers_Module
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* \brief A bi conjugate gradient stabilized solver for sparse square problems
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*
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* This class allows to solve for A.x = b sparse linear problems using a bi conjugate gradient
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* stabilized algorithm. The vectors x and b can be either dense or sparse.
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*
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* \tparam _MatrixType the type of the sparse matrix A, can be a dense or a sparse matrix.
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* \tparam _Preconditioner the type of the preconditioner. Default is DiagonalPreconditioner
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*
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* \implsparsesolverconcept
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*
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* The maximal number of iterations and tolerance value can be controlled via the setMaxIterations()
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* and setTolerance() methods. The defaults are the size of the problem for the maximal number of iterations
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* and NumTraits<Scalar>::epsilon() for the tolerance.
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*
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* The tolerance corresponds to the relative residual error: |Ax-b|/|b|
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*
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* \b Performance: when using sparse matrices, best performance is achied for a row-major sparse matrix format.
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* Moreover, in this case multi-threading can be exploited if the user code is compiled with OpenMP enabled.
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* See \ref TopicMultiThreading for details.
|
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*
|
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* This class can be used as the direct solver classes. Here is a typical usage example:
|
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* \include BiCGSTAB_simple.cpp
|
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*
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* By default the iterations start with x=0 as an initial guess of the solution.
|
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* One can control the start using the solveWithGuess() method.
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*
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* BiCGSTAB can also be used in a matrix-free context, see the following \link MatrixfreeSolverExample example \endlink.
|
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*
|
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* \sa class SimplicialCholesky, DiagonalPreconditioner, IdentityPreconditioner
|
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+
*/
|
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template< typename _MatrixType, typename _Preconditioner>
|
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|
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class BiCGSTAB : public IterativeSolverBase<BiCGSTAB<_MatrixType,_Preconditioner> >
|
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|
+
{
|
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typedef IterativeSolverBase<BiCGSTAB> Base;
|
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using Base::matrix;
|
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using Base::m_error;
|
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using Base::m_iterations;
|
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|
+
using Base::m_info;
|
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|
+
using Base::m_isInitialized;
|
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|
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public:
|
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typedef _MatrixType MatrixType;
|
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|
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typedef typename MatrixType::Scalar Scalar;
|
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|
+
typedef typename MatrixType::RealScalar RealScalar;
|
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|
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typedef _Preconditioner Preconditioner;
|
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|
+
|
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|
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public:
|
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|
+
|
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|
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/** Default constructor. */
|
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|
+
BiCGSTAB() : Base() {}
|
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|
+
|
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|
+
/** Initialize the solver with matrix \a A for further \c Ax=b solving.
|
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|
+
*
|
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|
+
* This constructor is a shortcut for the default constructor followed
|
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|
+
* by a call to compute().
|
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|
+
*
|
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|
+
* \warning this class stores a reference to the matrix A as well as some
|
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|
+
* precomputed values that depend on it. Therefore, if \a A is changed
|
184
|
+
* this class becomes invalid. Call compute() to update it with the new
|
185
|
+
* matrix A, or modify a copy of A.
|
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|
+
*/
|
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|
+
template<typename MatrixDerived>
|
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|
+
explicit BiCGSTAB(const EigenBase<MatrixDerived>& A) : Base(A.derived()) {}
|
189
|
+
|
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|
+
~BiCGSTAB() {}
|
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|
+
|
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|
+
/** \internal */
|
193
|
+
template<typename Rhs,typename Dest>
|
194
|
+
void _solve_vector_with_guess_impl(const Rhs& b, Dest& x) const
|
195
|
+
{
|
196
|
+
m_iterations = Base::maxIterations();
|
197
|
+
m_error = Base::m_tolerance;
|
198
|
+
|
199
|
+
bool ret = internal::bicgstab(matrix(), b, x, Base::m_preconditioner, m_iterations, m_error);
|
200
|
+
|
201
|
+
m_info = (!ret) ? NumericalIssue
|
202
|
+
: m_error <= Base::m_tolerance ? Success
|
203
|
+
: NoConvergence;
|
204
|
+
}
|
205
|
+
|
206
|
+
protected:
|
207
|
+
|
208
|
+
};
|
209
|
+
|
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|
+
} // end namespace Eigen
|
211
|
+
|
212
|
+
#endif // EIGEN_BICGSTAB_H
|
@@ -0,0 +1,229 @@
|
|
1
|
+
// This file is part of Eigen, a lightweight C++ template library
|
2
|
+
// for linear algebra.
|
3
|
+
//
|
4
|
+
// Copyright (C) 2011-2014 Gael Guennebaud <gael.guennebaud@inria.fr>
|
5
|
+
//
|
6
|
+
// This Source Code Form is subject to the terms of the Mozilla
|
7
|
+
// Public License v. 2.0. If a copy of the MPL was not distributed
|
8
|
+
// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
|
9
|
+
|
10
|
+
#ifndef EIGEN_CONJUGATE_GRADIENT_H
|
11
|
+
#define EIGEN_CONJUGATE_GRADIENT_H
|
12
|
+
|
13
|
+
namespace Eigen {
|
14
|
+
|
15
|
+
namespace internal {
|
16
|
+
|
17
|
+
/** \internal Low-level conjugate gradient algorithm
|
18
|
+
* \param mat The matrix A
|
19
|
+
* \param rhs The right hand side vector b
|
20
|
+
* \param x On input and initial solution, on output the computed solution.
|
21
|
+
* \param precond A preconditioner being able to efficiently solve for an
|
22
|
+
* approximation of Ax=b (regardless of b)
|
23
|
+
* \param iters On input the max number of iteration, on output the number of performed iterations.
|
24
|
+
* \param tol_error On input the tolerance error, on output an estimation of the relative error.
|
25
|
+
*/
|
26
|
+
template<typename MatrixType, typename Rhs, typename Dest, typename Preconditioner>
|
27
|
+
EIGEN_DONT_INLINE
|
28
|
+
void conjugate_gradient(const MatrixType& mat, const Rhs& rhs, Dest& x,
|
29
|
+
const Preconditioner& precond, Index& iters,
|
30
|
+
typename Dest::RealScalar& tol_error)
|
31
|
+
{
|
32
|
+
using std::sqrt;
|
33
|
+
using std::abs;
|
34
|
+
typedef typename Dest::RealScalar RealScalar;
|
35
|
+
typedef typename Dest::Scalar Scalar;
|
36
|
+
typedef Matrix<Scalar,Dynamic,1> VectorType;
|
37
|
+
|
38
|
+
RealScalar tol = tol_error;
|
39
|
+
Index maxIters = iters;
|
40
|
+
|
41
|
+
Index n = mat.cols();
|
42
|
+
|
43
|
+
VectorType residual = rhs - mat * x; //initial residual
|
44
|
+
|
45
|
+
RealScalar rhsNorm2 = rhs.squaredNorm();
|
46
|
+
if(rhsNorm2 == 0)
|
47
|
+
{
|
48
|
+
x.setZero();
|
49
|
+
iters = 0;
|
50
|
+
tol_error = 0;
|
51
|
+
return;
|
52
|
+
}
|
53
|
+
const RealScalar considerAsZero = (std::numeric_limits<RealScalar>::min)();
|
54
|
+
RealScalar threshold = numext::maxi(RealScalar(tol*tol*rhsNorm2),considerAsZero);
|
55
|
+
RealScalar residualNorm2 = residual.squaredNorm();
|
56
|
+
if (residualNorm2 < threshold)
|
57
|
+
{
|
58
|
+
iters = 0;
|
59
|
+
tol_error = sqrt(residualNorm2 / rhsNorm2);
|
60
|
+
return;
|
61
|
+
}
|
62
|
+
|
63
|
+
VectorType p(n);
|
64
|
+
p = precond.solve(residual); // initial search direction
|
65
|
+
|
66
|
+
VectorType z(n), tmp(n);
|
67
|
+
RealScalar absNew = numext::real(residual.dot(p)); // the square of the absolute value of r scaled by invM
|
68
|
+
Index i = 0;
|
69
|
+
while(i < maxIters)
|
70
|
+
{
|
71
|
+
tmp.noalias() = mat * p; // the bottleneck of the algorithm
|
72
|
+
|
73
|
+
Scalar alpha = absNew / p.dot(tmp); // the amount we travel on dir
|
74
|
+
x += alpha * p; // update solution
|
75
|
+
residual -= alpha * tmp; // update residual
|
76
|
+
|
77
|
+
residualNorm2 = residual.squaredNorm();
|
78
|
+
if(residualNorm2 < threshold)
|
79
|
+
break;
|
80
|
+
|
81
|
+
z = precond.solve(residual); // approximately solve for "A z = residual"
|
82
|
+
|
83
|
+
RealScalar absOld = absNew;
|
84
|
+
absNew = numext::real(residual.dot(z)); // update the absolute value of r
|
85
|
+
RealScalar beta = absNew / absOld; // calculate the Gram-Schmidt value used to create the new search direction
|
86
|
+
p = z + beta * p; // update search direction
|
87
|
+
i++;
|
88
|
+
}
|
89
|
+
tol_error = sqrt(residualNorm2 / rhsNorm2);
|
90
|
+
iters = i;
|
91
|
+
}
|
92
|
+
|
93
|
+
}
|
94
|
+
|
95
|
+
template< typename _MatrixType, int _UpLo=Lower,
|
96
|
+
typename _Preconditioner = DiagonalPreconditioner<typename _MatrixType::Scalar> >
|
97
|
+
class ConjugateGradient;
|
98
|
+
|
99
|
+
namespace internal {
|
100
|
+
|
101
|
+
template< typename _MatrixType, int _UpLo, typename _Preconditioner>
|
102
|
+
struct traits<ConjugateGradient<_MatrixType,_UpLo,_Preconditioner> >
|
103
|
+
{
|
104
|
+
typedef _MatrixType MatrixType;
|
105
|
+
typedef _Preconditioner Preconditioner;
|
106
|
+
};
|
107
|
+
|
108
|
+
}
|
109
|
+
|
110
|
+
/** \ingroup IterativeLinearSolvers_Module
|
111
|
+
* \brief A conjugate gradient solver for sparse (or dense) self-adjoint problems
|
112
|
+
*
|
113
|
+
* This class allows to solve for A.x = b linear problems using an iterative conjugate gradient algorithm.
|
114
|
+
* The matrix A must be selfadjoint. The matrix A and the vectors x and b can be either dense or sparse.
|
115
|
+
*
|
116
|
+
* \tparam _MatrixType the type of the matrix A, can be a dense or a sparse matrix.
|
117
|
+
* \tparam _UpLo the triangular part that will be used for the computations. It can be Lower,
|
118
|
+
* \c Upper, or \c Lower|Upper in which the full matrix entries will be considered.
|
119
|
+
* Default is \c Lower, best performance is \c Lower|Upper.
|
120
|
+
* \tparam _Preconditioner the type of the preconditioner. Default is DiagonalPreconditioner
|
121
|
+
*
|
122
|
+
* \implsparsesolverconcept
|
123
|
+
*
|
124
|
+
* The maximal number of iterations and tolerance value can be controlled via the setMaxIterations()
|
125
|
+
* and setTolerance() methods. The defaults are the size of the problem for the maximal number of iterations
|
126
|
+
* and NumTraits<Scalar>::epsilon() for the tolerance.
|
127
|
+
*
|
128
|
+
* The tolerance corresponds to the relative residual error: |Ax-b|/|b|
|
129
|
+
*
|
130
|
+
* \b Performance: Even though the default value of \c _UpLo is \c Lower, significantly higher performance is
|
131
|
+
* achieved when using a complete matrix and \b Lower|Upper as the \a _UpLo template parameter. Moreover, in this
|
132
|
+
* case multi-threading can be exploited if the user code is compiled with OpenMP enabled.
|
133
|
+
* See \ref TopicMultiThreading for details.
|
134
|
+
*
|
135
|
+
* This class can be used as the direct solver classes. Here is a typical usage example:
|
136
|
+
\code
|
137
|
+
int n = 10000;
|
138
|
+
VectorXd x(n), b(n);
|
139
|
+
SparseMatrix<double> A(n,n);
|
140
|
+
// fill A and b
|
141
|
+
ConjugateGradient<SparseMatrix<double>, Lower|Upper> cg;
|
142
|
+
cg.compute(A);
|
143
|
+
x = cg.solve(b);
|
144
|
+
std::cout << "#iterations: " << cg.iterations() << std::endl;
|
145
|
+
std::cout << "estimated error: " << cg.error() << std::endl;
|
146
|
+
// update b, and solve again
|
147
|
+
x = cg.solve(b);
|
148
|
+
\endcode
|
149
|
+
*
|
150
|
+
* By default the iterations start with x=0 as an initial guess of the solution.
|
151
|
+
* One can control the start using the solveWithGuess() method.
|
152
|
+
*
|
153
|
+
* ConjugateGradient can also be used in a matrix-free context, see the following \link MatrixfreeSolverExample example \endlink.
|
154
|
+
*
|
155
|
+
* \sa class LeastSquaresConjugateGradient, class SimplicialCholesky, DiagonalPreconditioner, IdentityPreconditioner
|
156
|
+
*/
|
157
|
+
template< typename _MatrixType, int _UpLo, typename _Preconditioner>
|
158
|
+
class ConjugateGradient : public IterativeSolverBase<ConjugateGradient<_MatrixType,_UpLo,_Preconditioner> >
|
159
|
+
{
|
160
|
+
typedef IterativeSolverBase<ConjugateGradient> Base;
|
161
|
+
using Base::matrix;
|
162
|
+
using Base::m_error;
|
163
|
+
using Base::m_iterations;
|
164
|
+
using Base::m_info;
|
165
|
+
using Base::m_isInitialized;
|
166
|
+
public:
|
167
|
+
typedef _MatrixType MatrixType;
|
168
|
+
typedef typename MatrixType::Scalar Scalar;
|
169
|
+
typedef typename MatrixType::RealScalar RealScalar;
|
170
|
+
typedef _Preconditioner Preconditioner;
|
171
|
+
|
172
|
+
enum {
|
173
|
+
UpLo = _UpLo
|
174
|
+
};
|
175
|
+
|
176
|
+
public:
|
177
|
+
|
178
|
+
/** Default constructor. */
|
179
|
+
ConjugateGradient() : Base() {}
|
180
|
+
|
181
|
+
/** Initialize the solver with matrix \a A for further \c Ax=b solving.
|
182
|
+
*
|
183
|
+
* This constructor is a shortcut for the default constructor followed
|
184
|
+
* by a call to compute().
|
185
|
+
*
|
186
|
+
* \warning this class stores a reference to the matrix A as well as some
|
187
|
+
* precomputed values that depend on it. Therefore, if \a A is changed
|
188
|
+
* this class becomes invalid. Call compute() to update it with the new
|
189
|
+
* matrix A, or modify a copy of A.
|
190
|
+
*/
|
191
|
+
template<typename MatrixDerived>
|
192
|
+
explicit ConjugateGradient(const EigenBase<MatrixDerived>& A) : Base(A.derived()) {}
|
193
|
+
|
194
|
+
~ConjugateGradient() {}
|
195
|
+
|
196
|
+
/** \internal */
|
197
|
+
template<typename Rhs,typename Dest>
|
198
|
+
void _solve_vector_with_guess_impl(const Rhs& b, Dest& x) const
|
199
|
+
{
|
200
|
+
typedef typename Base::MatrixWrapper MatrixWrapper;
|
201
|
+
typedef typename Base::ActualMatrixType ActualMatrixType;
|
202
|
+
enum {
|
203
|
+
TransposeInput = (!MatrixWrapper::MatrixFree)
|
204
|
+
&& (UpLo==(Lower|Upper))
|
205
|
+
&& (!MatrixType::IsRowMajor)
|
206
|
+
&& (!NumTraits<Scalar>::IsComplex)
|
207
|
+
};
|
208
|
+
typedef typename internal::conditional<TransposeInput,Transpose<const ActualMatrixType>, ActualMatrixType const&>::type RowMajorWrapper;
|
209
|
+
EIGEN_STATIC_ASSERT(EIGEN_IMPLIES(MatrixWrapper::MatrixFree,UpLo==(Lower|Upper)),MATRIX_FREE_CONJUGATE_GRADIENT_IS_COMPATIBLE_WITH_UPPER_UNION_LOWER_MODE_ONLY);
|
210
|
+
typedef typename internal::conditional<UpLo==(Lower|Upper),
|
211
|
+
RowMajorWrapper,
|
212
|
+
typename MatrixWrapper::template ConstSelfAdjointViewReturnType<UpLo>::Type
|
213
|
+
>::type SelfAdjointWrapper;
|
214
|
+
|
215
|
+
m_iterations = Base::maxIterations();
|
216
|
+
m_error = Base::m_tolerance;
|
217
|
+
|
218
|
+
RowMajorWrapper row_mat(matrix());
|
219
|
+
internal::conjugate_gradient(SelfAdjointWrapper(row_mat), b, x, Base::m_preconditioner, m_iterations, m_error);
|
220
|
+
m_info = m_error <= Base::m_tolerance ? Success : NoConvergence;
|
221
|
+
}
|
222
|
+
|
223
|
+
protected:
|
224
|
+
|
225
|
+
};
|
226
|
+
|
227
|
+
} // end namespace Eigen
|
228
|
+
|
229
|
+
#endif // EIGEN_CONJUGATE_GRADIENT_H
|