umappp 0.1.2

data/vendor/Eigen/src/KLUSupport/KLUSupport.h

@@ -0,0 +1,358 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2017 Kyle Macfarlan <kyle.macfarlan@gmail.com>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_KLUSUPPORT_H
+#define EIGEN_KLUSUPPORT_H
+
+namespace Eigen {
+
+/* TODO extract L, extract U, compute det, etc... */
+
+/** \ingroup KLUSupport_Module
+  * \brief A sparse LU factorization and solver based on KLU
+  *
+  * This class allows to solve for A.X = B sparse linear problems via a LU factorization
+  * using the KLU library. The sparse matrix A must be squared and full rank.
+  * The vectors or matrices X and B can be either dense or sparse.
+  *
+  * \warning The input matrix A should be in a \b compressed and \b column-major form.
+  * Otherwise an expensive copy will be made. You can call the inexpensive makeCompressed() to get a compressed matrix.
+  * \tparam _MatrixType the type of the sparse matrix A, it must be a SparseMatrix<>
+  *
+  * \implsparsesolverconcept
+  *
+  * \sa \ref TutorialSparseSolverConcept, class UmfPackLU, class SparseLU
+  */
+
+
+inline int klu_solve(klu_symbolic *Symbolic, klu_numeric *Numeric, Index ldim, Index nrhs, double B [ ], klu_common *Common, double) {
+   return klu_solve(Symbolic, Numeric, internal::convert_index<int>(ldim), internal::convert_index<int>(nrhs), B, Common);
+}
+
+inline int klu_solve(klu_symbolic *Symbolic, klu_numeric *Numeric, Index ldim, Index nrhs, std::complex<double>B[], klu_common *Common, std::complex<double>) {
+   return klu_z_solve(Symbolic, Numeric, internal::convert_index<int>(ldim), internal::convert_index<int>(nrhs), &numext::real_ref(B[0]), Common);
+}
+
+inline int klu_tsolve(klu_symbolic *Symbolic, klu_numeric *Numeric, Index ldim, Index nrhs, double B[], klu_common *Common, double) {
+   return klu_tsolve(Symbolic, Numeric, internal::convert_index<int>(ldim), internal::convert_index<int>(nrhs), B, Common);
+}
+
+inline int klu_tsolve(klu_symbolic *Symbolic, klu_numeric *Numeric, Index ldim, Index nrhs, std::complex<double>B[], klu_common *Common, std::complex<double>) {
+   return klu_z_tsolve(Symbolic, Numeric, internal::convert_index<int>(ldim), internal::convert_index<int>(nrhs), &numext::real_ref(B[0]), 0, Common);
+}
+
+inline klu_numeric* klu_factor(int Ap [ ], int Ai [ ], double Ax [ ], klu_symbolic *Symbolic, klu_common *Common, double) {
+   return klu_factor(Ap, Ai, Ax, Symbolic, Common);
+}
+
+inline klu_numeric* klu_factor(int Ap[], int Ai[], std::complex<double> Ax[], klu_symbolic *Symbolic, klu_common *Common, std::complex<double>) {
+   return klu_z_factor(Ap, Ai, &numext::real_ref(Ax[0]), Symbolic, Common);
+}
+
+
+template<typename _MatrixType>
+class KLU : public SparseSolverBase<KLU<_MatrixType> >
+{
+  protected:
+    typedef SparseSolverBase<KLU<_MatrixType> > Base;
+    using Base::m_isInitialized;
+  public:
+    using Base::_solve_impl;
+    typedef _MatrixType MatrixType;
+    typedef typename MatrixType::Scalar Scalar;
+    typedef typename MatrixType::RealScalar RealScalar;
+    typedef typename MatrixType::StorageIndex StorageIndex;
+    typedef Matrix<Scalar,Dynamic,1> Vector;
+    typedef Matrix<int, 1, MatrixType::ColsAtCompileTime> IntRowVectorType;
+    typedef Matrix<int, MatrixType::RowsAtCompileTime, 1> IntColVectorType;
+    typedef SparseMatrix<Scalar> LUMatrixType;
+    typedef SparseMatrix<Scalar,ColMajor,int> KLUMatrixType;
+    typedef Ref<const KLUMatrixType, StandardCompressedFormat> KLUMatrixRef;
+    enum {
+      ColsAtCompileTime = MatrixType::ColsAtCompileTime,
+      MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime
+    };
+
+  public:
+
+    KLU()
+      : m_dummy(0,0), mp_matrix(m_dummy)
+    {
+      init();
+    }
+
+    template<typename InputMatrixType>
+    explicit KLU(const InputMatrixType& matrix)
+      : mp_matrix(matrix)
+    {
+      init();
+      compute(matrix);
+    }
+
+    ~KLU()
+    {
+      if(m_symbolic) klu_free_symbolic(&m_symbolic,&m_common);
+      if(m_numeric)  klu_free_numeric(&m_numeric,&m_common);
+    }
+
+    EIGEN_CONSTEXPR inline Index rows() const EIGEN_NOEXCEPT { return mp_matrix.rows(); }
+    EIGEN_CONSTEXPR inline Index cols() const EIGEN_NOEXCEPT { return mp_matrix.cols(); }
+
+    /** \brief Reports whether previous computation was successful.
+      *
+      * \returns \c Success if computation was successful,
+      *          \c NumericalIssue if the matrix.appears to be negative.
+      */
+    ComputationInfo info() const
+    {
+      eigen_assert(m_isInitialized && "Decomposition is not initialized.");
+      return m_info;
+    }
+#if 0 // not implemented yet
+    inline const LUMatrixType& matrixL() const
+    {
+      if (m_extractedDataAreDirty) extractData();
+      return m_l;
+    }
+
+    inline const LUMatrixType& matrixU() const
+    {
+      if (m_extractedDataAreDirty) extractData();
+      return m_u;
+    }
+
+    inline const IntColVectorType& permutationP() const
+    {
+      if (m_extractedDataAreDirty) extractData();
+      return m_p;
+    }
+
+    inline const IntRowVectorType& permutationQ() const
+    {
+      if (m_extractedDataAreDirty) extractData();
+      return m_q;
+    }
+#endif
+    /** Computes the sparse Cholesky decomposition of \a matrix
+     *  Note that the matrix should be column-major, and in compressed format for best performance.
+     *  \sa SparseMatrix::makeCompressed().
+     */
+    template<typename InputMatrixType>
+    void compute(const InputMatrixType& matrix)
+    {
+      if(m_symbolic) klu_free_symbolic(&m_symbolic, &m_common);
+      if(m_numeric)  klu_free_numeric(&m_numeric, &m_common);
+      grab(matrix.derived());
+      analyzePattern_impl();
+      factorize_impl();
+    }
+
+    /** Performs a symbolic decomposition on the sparcity of \a matrix.
+      *
+      * This function is particularly useful when solving for several problems having the same structure.
+      *
+      * \sa factorize(), compute()
+      */
+    template<typename InputMatrixType>
+    void analyzePattern(const InputMatrixType& matrix)
+    {
+      if(m_symbolic) klu_free_symbolic(&m_symbolic, &m_common);
+      if(m_numeric)  klu_free_numeric(&m_numeric, &m_common);
+
+      grab(matrix.derived());
+
+      analyzePattern_impl();
+    }
+
+
+    /** Provides access to the control settings array used by KLU.
+      *
+      * See KLU documentation for details.
+      */
+    inline const klu_common& kluCommon() const
+    {
+      return m_common;
+    }
+
+    /** Provides access to the control settings array used by UmfPack.
+      *
+      * If this array contains NaN's, the default values are used.
+      *
+      * See KLU documentation for details.
+      */
+    inline klu_common& kluCommon()
+    {
+      return m_common;
+    }
+
+    /** Performs a numeric decomposition of \a matrix
+      *
+      * The given matrix must has the same sparcity than the matrix on which the pattern anylysis has been performed.
+      *
+      * \sa analyzePattern(), compute()
+      */
+    template<typename InputMatrixType>
+    void factorize(const InputMatrixType& matrix)
+    {
+      eigen_assert(m_analysisIsOk && "KLU: you must first call analyzePattern()");
+      if(m_numeric)
+        klu_free_numeric(&m_numeric,&m_common);
+
+      grab(matrix.derived());
+
+      factorize_impl();
+    }
+
+    /** \internal */
+    template<typename BDerived,typename XDerived>
+    bool _solve_impl(const MatrixBase<BDerived> &b, MatrixBase<XDerived> &x) const;
+
+#if 0 // not implemented yet
+    Scalar determinant() const;
+
+    void extractData() const;
+#endif
+
+  protected:
+
+    void init()
+    {
+      m_info                  = InvalidInput;
+      m_isInitialized         = false;
+      m_numeric               = 0;
+      m_symbolic              = 0;
+      m_extractedDataAreDirty = true;
+
+      klu_defaults(&m_common);
+    }
+
+    void analyzePattern_impl()
+    {
+      m_info = InvalidInput;
+      m_analysisIsOk = false;
+      m_factorizationIsOk = false;
+      m_symbolic = klu_analyze(internal::convert_index<int>(mp_matrix.rows()),
+                                     const_cast<StorageIndex*>(mp_matrix.outerIndexPtr()), const_cast<StorageIndex*>(mp_matrix.innerIndexPtr()),
+                                     &m_common);
+      if (m_symbolic) {
+         m_isInitialized = true;
+         m_info = Success;
+         m_analysisIsOk = true;
+         m_extractedDataAreDirty = true;
+      }
+    }
+
+    void factorize_impl()
+    {
+
+      m_numeric = klu_factor(const_cast<StorageIndex*>(mp_matrix.outerIndexPtr()), const_cast<StorageIndex*>(mp_matrix.innerIndexPtr()), const_cast<Scalar*>(mp_matrix.valuePtr()),
+                                    m_symbolic, &m_common, Scalar());
+
+
+      m_info = m_numeric ? Success : NumericalIssue;
+      m_factorizationIsOk = m_numeric ? 1 : 0;
+      m_extractedDataAreDirty = true;
+    }
+
+    template<typename MatrixDerived>
+    void grab(const EigenBase<MatrixDerived> &A)
+    {
+      mp_matrix.~KLUMatrixRef();
+      ::new (&mp_matrix) KLUMatrixRef(A.derived());
+    }
+
+    void grab(const KLUMatrixRef &A)
+    {
+      if(&(A.derived()) != &mp_matrix)
+      {
+        mp_matrix.~KLUMatrixRef();
+        ::new (&mp_matrix) KLUMatrixRef(A);
+      }
+    }
+
+    // cached data to reduce reallocation, etc.
+#if 0 // not implemented yet
+    mutable LUMatrixType m_l;
+    mutable LUMatrixType m_u;
+    mutable IntColVectorType m_p;
+    mutable IntRowVectorType m_q;
+#endif
+
+    KLUMatrixType m_dummy;
+    KLUMatrixRef mp_matrix;
+
+    klu_numeric* m_numeric;
+    klu_symbolic* m_symbolic;
+    klu_common m_common;
+    mutable ComputationInfo m_info;
+    int m_factorizationIsOk;
+    int m_analysisIsOk;
+    mutable bool m_extractedDataAreDirty;
+
+  private:
+    KLU(const KLU& ) { }
+};
+
+#if 0 // not implemented yet
+template<typename MatrixType>
+void KLU<MatrixType>::extractData() const
+{
+  if (m_extractedDataAreDirty)
+  {
+     eigen_assert(false && "KLU: extractData Not Yet Implemented");
+
+    // get size of the data
+    int lnz, unz, rows, cols, nz_udiag;
+    umfpack_get_lunz(&lnz, &unz, &rows, &cols, &nz_udiag, m_numeric, Scalar());
+
+    // allocate data
+    m_l.resize(rows,(std::min)(rows,cols));
+    m_l.resizeNonZeros(lnz);
+
+    m_u.resize((std::min)(rows,cols),cols);
+    m_u.resizeNonZeros(unz);
+
+    m_p.resize(rows);
+    m_q.resize(cols);
+
+    // extract
+    umfpack_get_numeric(m_l.outerIndexPtr(), m_l.innerIndexPtr(), m_l.valuePtr(),
+                        m_u.outerIndexPtr(), m_u.innerIndexPtr(), m_u.valuePtr(),
+                        m_p.data(), m_q.data(), 0, 0, 0, m_numeric);
+
+    m_extractedDataAreDirty = false;
+  }
+}
+
+template<typename MatrixType>
+typename KLU<MatrixType>::Scalar KLU<MatrixType>::determinant() const
+{
+  eigen_assert(false && "KLU: extractData Not Yet Implemented");
+  return Scalar();
+}
+#endif
+
+template<typename MatrixType>
+template<typename BDerived,typename XDerived>
+bool KLU<MatrixType>::_solve_impl(const MatrixBase<BDerived> &b, MatrixBase<XDerived> &x) const
+{
+  Index rhsCols = b.cols();
+  EIGEN_STATIC_ASSERT((XDerived::Flags&RowMajorBit)==0, THIS_METHOD_IS_ONLY_FOR_COLUMN_MAJOR_MATRICES);
+  eigen_assert(m_factorizationIsOk && "The decomposition is not in a valid state for solving, you must first call either compute() or analyzePattern()/factorize()");
+
+  x = b;
+  int info = klu_solve(m_symbolic, m_numeric, b.rows(), rhsCols, x.const_cast_derived().data(), const_cast<klu_common*>(&m_common), Scalar());
+
+  m_info = info!=0 ? Success : NumericalIssue;
+  return true;
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_KLUSUPPORT_H

data/vendor/Eigen/src/LU/Determinant.h

@@ -0,0 +1,117 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008 Benoit Jacob <jacob.benoit.1@gmail.com>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_DETERMINANT_H
+#define EIGEN_DETERMINANT_H
+
+namespace Eigen { 
+
+namespace internal {
+
+template<typename Derived>
+EIGEN_DEVICE_FUNC
+inline const typename Derived::Scalar bruteforce_det3_helper
+(const MatrixBase<Derived>& matrix, int a, int b, int c)
+{
+  return matrix.coeff(0,a)
+         * (matrix.coeff(1,b) * matrix.coeff(2,c) - matrix.coeff(1,c) * matrix.coeff(2,b));
+}
+
+template<typename Derived,
+         int DeterminantType = Derived::RowsAtCompileTime
+> struct determinant_impl
+{
+  static inline typename traits<Derived>::Scalar run(const Derived& m)
+  {
+    if(Derived::ColsAtCompileTime==Dynamic && m.rows()==0)
+      return typename traits<Derived>::Scalar(1);
+    return m.partialPivLu().determinant();
+  }
+};
+
+template<typename Derived> struct determinant_impl<Derived, 1>
+{
+  static inline EIGEN_DEVICE_FUNC
+  typename traits<Derived>::Scalar run(const Derived& m)
+  {
+    return m.coeff(0,0);
+  }
+};
+
+template<typename Derived> struct determinant_impl<Derived, 2>
+{
+  static inline EIGEN_DEVICE_FUNC
+  typename traits<Derived>::Scalar run(const Derived& m)
+  {
+    return m.coeff(0,0) * m.coeff(1,1) - m.coeff(1,0) * m.coeff(0,1);
+  }
+};
+
+template<typename Derived> struct determinant_impl<Derived, 3>
+{
+  static inline EIGEN_DEVICE_FUNC
+  typename traits<Derived>::Scalar run(const Derived& m)
+  {
+    return bruteforce_det3_helper(m,0,1,2)
+          - bruteforce_det3_helper(m,1,0,2)
+          + bruteforce_det3_helper(m,2,0,1);
+  }
+};
+
+template<typename Derived> struct determinant_impl<Derived, 4>
+{
+  typedef typename traits<Derived>::Scalar Scalar;
+  static EIGEN_DEVICE_FUNC
+  Scalar run(const Derived& m)
+  {
+    Scalar d2_01 = det2(m, 0, 1);
+    Scalar d2_02 = det2(m, 0, 2);
+    Scalar d2_03 = det2(m, 0, 3);
+    Scalar d2_12 = det2(m, 1, 2);
+    Scalar d2_13 = det2(m, 1, 3);
+    Scalar d2_23 = det2(m, 2, 3);
+    Scalar d3_0 = det3(m, 1,d2_23, 2,d2_13, 3,d2_12);
+    Scalar d3_1 = det3(m, 0,d2_23, 2,d2_03, 3,d2_02);
+    Scalar d3_2 = det3(m, 0,d2_13, 1,d2_03, 3,d2_01);
+    Scalar d3_3 = det3(m, 0,d2_12, 1,d2_02, 2,d2_01);
+    return internal::pmadd(-m(0,3),d3_0, m(1,3)*d3_1) +
+           internal::pmadd(-m(2,3),d3_2, m(3,3)*d3_3);
+  }
+protected:
+  static EIGEN_DEVICE_FUNC
+  Scalar det2(const Derived& m, Index i0, Index i1)
+  {
+    return m(i0,0) * m(i1,1) - m(i1,0) * m(i0,1);
+  }
+
+  static EIGEN_DEVICE_FUNC
+  Scalar det3(const Derived& m, Index i0, const Scalar& d0, Index i1, const Scalar& d1, Index i2, const Scalar& d2)
+  {
+    return internal::pmadd(m(i0,2), d0, internal::pmadd(-m(i1,2), d1, m(i2,2)*d2));
+  }
+};
+
+} // end namespace internal
+
+/** \lu_module
+  *
+  * \returns the determinant of this matrix
+  */
+template<typename Derived>
+EIGEN_DEVICE_FUNC
+inline typename internal::traits<Derived>::Scalar MatrixBase<Derived>::determinant() const
+{
+  eigen_assert(rows() == cols());
+  typedef typename internal::nested_eval<Derived,Base::RowsAtCompileTime>::type Nested;
+  return internal::determinant_impl<typename internal::remove_all<Nested>::type>::run(derived());
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_DETERMINANT_H