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) 2006-2009 Benoit Jacob <jacob.benoit.1@gmail.com>
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// Copyright (C) 2009 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_PARTIALLU_H
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#define EIGEN_PARTIALLU_H
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namespace Eigen {
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namespace internal {
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template<typename _MatrixType> struct traits<PartialPivLU<_MatrixType> >
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: traits<_MatrixType>
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{
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typedef MatrixXpr XprKind;
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typedef SolverStorage StorageKind;
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typedef int StorageIndex;
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typedef traits<_MatrixType> BaseTraits;
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enum {
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Flags = BaseTraits::Flags & RowMajorBit,
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CoeffReadCost = Dynamic
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};
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};
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template<typename T,typename Derived>
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struct enable_if_ref;
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// {
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// typedef Derived type;
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// };
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template<typename T,typename Derived>
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struct enable_if_ref<Ref<T>,Derived> {
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typedef Derived type;
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};
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} // end namespace internal
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/** \ingroup LU_Module
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*
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* \class PartialPivLU
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*
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* \brief LU decomposition of a matrix with partial pivoting, and related features
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*
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* \tparam _MatrixType the type of the matrix of which we are computing the LU decomposition
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*
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* This class represents a LU decomposition of a \b square \b invertible matrix, with partial pivoting: the matrix A
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* is decomposed as A = PLU where L is unit-lower-triangular, U is upper-triangular, and P
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* is a permutation matrix.
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*
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* Typically, partial pivoting LU decomposition is only considered numerically stable for square invertible
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* matrices. Thus LAPACK's dgesv and dgesvx require the matrix to be square and invertible. The present class
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* does the same. It will assert that the matrix is square, but it won't (actually it can't) check that the
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* matrix is invertible: it is your task to check that you only use this decomposition on invertible matrices.
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*
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* The guaranteed safe alternative, working for all matrices, is the full pivoting LU decomposition, provided
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* by class FullPivLU.
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*
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* This is \b not a rank-revealing LU decomposition. Many features are intentionally absent from this class,
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* such as rank computation. If you need these features, use class FullPivLU.
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*
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* This LU decomposition is suitable to invert invertible matrices. It is what MatrixBase::inverse() uses
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* in the general case.
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* On the other hand, it is \b not suitable to determine whether a given matrix is invertible.
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*
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* The data of the LU decomposition can be directly accessed through the methods matrixLU(), permutationP().
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*
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* This class supports the \link InplaceDecomposition inplace decomposition \endlink mechanism.
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*
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* \sa MatrixBase::partialPivLu(), MatrixBase::determinant(), MatrixBase::inverse(), MatrixBase::computeInverse(), class FullPivLU
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*/
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template<typename _MatrixType> class PartialPivLU
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: public SolverBase<PartialPivLU<_MatrixType> >
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{
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public:
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typedef _MatrixType MatrixType;
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typedef SolverBase<PartialPivLU> Base;
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friend class SolverBase<PartialPivLU>;
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EIGEN_GENERIC_PUBLIC_INTERFACE(PartialPivLU)
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enum {
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MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime,
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MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime
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};
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typedef PermutationMatrix<RowsAtCompileTime, MaxRowsAtCompileTime> PermutationType;
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typedef Transpositions<RowsAtCompileTime, MaxRowsAtCompileTime> TranspositionType;
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typedef typename MatrixType::PlainObject PlainObject;
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/**
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* \brief Default Constructor.
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*
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* The default constructor is useful in cases in which the user intends to
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* perform decompositions via PartialPivLU::compute(const MatrixType&).
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*/
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PartialPivLU();
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/** \brief Default Constructor with memory preallocation
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*
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* Like the default constructor but with preallocation of the internal data
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* according to the specified problem \a size.
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* \sa PartialPivLU()
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*/
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explicit PartialPivLU(Index size);
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/** Constructor.
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*
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* \param matrix the matrix of which to compute the LU decomposition.
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*
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* \warning The matrix should have full rank (e.g. if it's square, it should be invertible).
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* If you need to deal with non-full rank, use class FullPivLU instead.
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*/
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template<typename InputType>
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explicit PartialPivLU(const EigenBase<InputType>& matrix);
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/** Constructor for \link InplaceDecomposition inplace decomposition \endlink
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*
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* \param matrix the matrix of which to compute the LU decomposition.
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*
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* \warning The matrix should have full rank (e.g. if it's square, it should be invertible).
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* If you need to deal with non-full rank, use class FullPivLU instead.
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*/
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template<typename InputType>
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explicit PartialPivLU(EigenBase<InputType>& matrix);
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template<typename InputType>
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PartialPivLU& compute(const EigenBase<InputType>& matrix) {
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m_lu = matrix.derived();
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compute();
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return *this;
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}
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/** \returns the LU decomposition matrix: the upper-triangular part is U, the
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* unit-lower-triangular part is L (at least for square matrices; in the non-square
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* case, special care is needed, see the documentation of class FullPivLU).
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*
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* \sa matrixL(), matrixU()
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*/
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inline const MatrixType& matrixLU() const
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{
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eigen_assert(m_isInitialized && "PartialPivLU is not initialized.");
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return m_lu;
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}
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/** \returns the permutation matrix P.
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*/
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inline const PermutationType& permutationP() const
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{
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eigen_assert(m_isInitialized && "PartialPivLU is not initialized.");
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return m_p;
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}
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#ifdef EIGEN_PARSED_BY_DOXYGEN
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/** This method returns the solution x to the equation Ax=b, where A is the matrix of which
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* *this is the LU decomposition.
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*
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* \param b the right-hand-side of the equation to solve. Can be a vector or a matrix,
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* the only requirement in order for the equation to make sense is that
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* b.rows()==A.rows(), where A is the matrix of which *this is the LU decomposition.
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*
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* \returns the solution.
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*
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* Example: \include PartialPivLU_solve.cpp
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* Output: \verbinclude PartialPivLU_solve.out
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*
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* Since this PartialPivLU class assumes anyway that the matrix A is invertible, the solution
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* theoretically exists and is unique regardless of b.
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*
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* \sa TriangularView::solve(), inverse(), computeInverse()
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*/
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template<typename Rhs>
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inline const Solve<PartialPivLU, Rhs>
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solve(const MatrixBase<Rhs>& b) const;
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#endif
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/** \returns an estimate of the reciprocal condition number of the matrix of which \c *this is
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the LU decomposition.
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*/
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inline RealScalar rcond() const
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{
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eigen_assert(m_isInitialized && "PartialPivLU is not initialized.");
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return internal::rcond_estimate_helper(m_l1_norm, *this);
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}
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/** \returns the inverse of the matrix of which *this is the LU decomposition.
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*
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* \warning The matrix being decomposed here is assumed to be invertible. If you need to check for
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* invertibility, use class FullPivLU instead.
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*
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* \sa MatrixBase::inverse(), LU::inverse()
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*/
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inline const Inverse<PartialPivLU> inverse() const
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{
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eigen_assert(m_isInitialized && "PartialPivLU is not initialized.");
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return Inverse<PartialPivLU>(*this);
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}
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/** \returns the determinant of the matrix of which
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* *this is the LU decomposition. It has only linear complexity
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* (that is, O(n) where n is the dimension of the square matrix)
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* as the LU decomposition has already been computed.
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*
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* \note For fixed-size matrices of size up to 4, MatrixBase::determinant() offers
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* optimized paths.
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*
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* \warning a determinant can be very big or small, so for matrices
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* of large enough dimension, there is a risk of overflow/underflow.
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*
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* \sa MatrixBase::determinant()
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*/
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Scalar determinant() const;
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MatrixType reconstructedMatrix() const;
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EIGEN_CONSTEXPR inline Index rows() const EIGEN_NOEXCEPT { return m_lu.rows(); }
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EIGEN_CONSTEXPR inline Index cols() const EIGEN_NOEXCEPT { return m_lu.cols(); }
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#ifndef EIGEN_PARSED_BY_DOXYGEN
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template<typename RhsType, typename DstType>
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EIGEN_DEVICE_FUNC
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void _solve_impl(const RhsType &rhs, DstType &dst) const {
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/* The decomposition PA = LU can be rewritten as A = P^{-1} L U.
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* So we proceed as follows:
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* Step 1: compute c = Pb.
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* Step 2: replace c by the solution x to Lx = c.
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* Step 3: replace c by the solution x to Ux = c.
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*/
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// Step 1
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dst = permutationP() * rhs;
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// Step 2
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m_lu.template triangularView<UnitLower>().solveInPlace(dst);
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// Step 3
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m_lu.template triangularView<Upper>().solveInPlace(dst);
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}
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template<bool Conjugate, typename RhsType, typename DstType>
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EIGEN_DEVICE_FUNC
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void _solve_impl_transposed(const RhsType &rhs, DstType &dst) const {
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/* The decomposition PA = LU can be rewritten as A^T = U^T L^T P.
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* So we proceed as follows:
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* Step 1: compute c as the solution to L^T c = b
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* Step 2: replace c by the solution x to U^T x = c.
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* Step 3: update c = P^-1 c.
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*/
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eigen_assert(rhs.rows() == m_lu.cols());
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// Step 1
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dst = m_lu.template triangularView<Upper>().transpose()
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.template conjugateIf<Conjugate>().solve(rhs);
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// Step 2
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m_lu.template triangularView<UnitLower>().transpose()
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.template conjugateIf<Conjugate>().solveInPlace(dst);
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// Step 3
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dst = permutationP().transpose() * dst;
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}
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#endif
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protected:
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static void check_template_parameters()
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{
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EIGEN_STATIC_ASSERT_NON_INTEGER(Scalar);
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}
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void compute();
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MatrixType m_lu;
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PermutationType m_p;
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TranspositionType m_rowsTranspositions;
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RealScalar m_l1_norm;
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signed char m_det_p;
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bool m_isInitialized;
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};
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template<typename MatrixType>
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PartialPivLU<MatrixType>::PartialPivLU()
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: m_lu(),
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m_p(),
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m_rowsTranspositions(),
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m_l1_norm(0),
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m_det_p(0),
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m_isInitialized(false)
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{
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}
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template<typename MatrixType>
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PartialPivLU<MatrixType>::PartialPivLU(Index size)
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: m_lu(size, size),
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m_p(size),
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m_rowsTranspositions(size),
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m_l1_norm(0),
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m_det_p(0),
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m_isInitialized(false)
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{
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}
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+
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+
template<typename MatrixType>
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+
template<typename InputType>
|
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+
PartialPivLU<MatrixType>::PartialPivLU(const EigenBase<InputType>& matrix)
|
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+
: m_lu(matrix.rows(),matrix.cols()),
|
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+
m_p(matrix.rows()),
|
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m_rowsTranspositions(matrix.rows()),
|
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+
m_l1_norm(0),
|
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+
m_det_p(0),
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m_isInitialized(false)
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+
{
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+
compute(matrix.derived());
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+
}
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+
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+
template<typename MatrixType>
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+
template<typename InputType>
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+
PartialPivLU<MatrixType>::PartialPivLU(EigenBase<InputType>& matrix)
|
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+
: m_lu(matrix.derived()),
|
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+
m_p(matrix.rows()),
|
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|
+
m_rowsTranspositions(matrix.rows()),
|
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+
m_l1_norm(0),
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+
m_det_p(0),
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m_isInitialized(false)
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+
{
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+
compute();
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+
}
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+
|
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|
+
namespace internal {
|
332
|
+
|
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+
/** \internal This is the blocked version of fullpivlu_unblocked() */
|
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+
template<typename Scalar, int StorageOrder, typename PivIndex, int SizeAtCompileTime=Dynamic>
|
335
|
+
struct partial_lu_impl
|
336
|
+
{
|
337
|
+
static const int UnBlockedBound = 16;
|
338
|
+
static const bool UnBlockedAtCompileTime = SizeAtCompileTime!=Dynamic && SizeAtCompileTime<=UnBlockedBound;
|
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|
+
static const int ActualSizeAtCompileTime = UnBlockedAtCompileTime ? SizeAtCompileTime : Dynamic;
|
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|
+
// Remaining rows and columns at compile-time:
|
341
|
+
static const int RRows = SizeAtCompileTime==2 ? 1 : Dynamic;
|
342
|
+
static const int RCols = SizeAtCompileTime==2 ? 1 : Dynamic;
|
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|
+
typedef Matrix<Scalar, ActualSizeAtCompileTime, ActualSizeAtCompileTime, StorageOrder> MatrixType;
|
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|
+
typedef Ref<MatrixType> MatrixTypeRef;
|
345
|
+
typedef Ref<Matrix<Scalar, Dynamic, Dynamic, StorageOrder> > BlockType;
|
346
|
+
typedef typename MatrixType::RealScalar RealScalar;
|
347
|
+
|
348
|
+
/** \internal performs the LU decomposition in-place of the matrix \a lu
|
349
|
+
* using an unblocked algorithm.
|
350
|
+
*
|
351
|
+
* In addition, this function returns the row transpositions in the
|
352
|
+
* vector \a row_transpositions which must have a size equal to the number
|
353
|
+
* of columns of the matrix \a lu, and an integer \a nb_transpositions
|
354
|
+
* which returns the actual number of transpositions.
|
355
|
+
*
|
356
|
+
* \returns The index of the first pivot which is exactly zero if any, or a negative number otherwise.
|
357
|
+
*/
|
358
|
+
static Index unblocked_lu(MatrixTypeRef& lu, PivIndex* row_transpositions, PivIndex& nb_transpositions)
|
359
|
+
{
|
360
|
+
typedef scalar_score_coeff_op<Scalar> Scoring;
|
361
|
+
typedef typename Scoring::result_type Score;
|
362
|
+
const Index rows = lu.rows();
|
363
|
+
const Index cols = lu.cols();
|
364
|
+
const Index size = (std::min)(rows,cols);
|
365
|
+
// For small compile-time matrices it is worth processing the last row separately:
|
366
|
+
// speedup: +100% for 2x2, +10% for others.
|
367
|
+
const Index endk = UnBlockedAtCompileTime ? size-1 : size;
|
368
|
+
nb_transpositions = 0;
|
369
|
+
Index first_zero_pivot = -1;
|
370
|
+
for(Index k = 0; k < endk; ++k)
|
371
|
+
{
|
372
|
+
int rrows = internal::convert_index<int>(rows-k-1);
|
373
|
+
int rcols = internal::convert_index<int>(cols-k-1);
|
374
|
+
|
375
|
+
Index row_of_biggest_in_col;
|
376
|
+
Score biggest_in_corner
|
377
|
+
= lu.col(k).tail(rows-k).unaryExpr(Scoring()).maxCoeff(&row_of_biggest_in_col);
|
378
|
+
row_of_biggest_in_col += k;
|
379
|
+
|
380
|
+
row_transpositions[k] = PivIndex(row_of_biggest_in_col);
|
381
|
+
|
382
|
+
if(biggest_in_corner != Score(0))
|
383
|
+
{
|
384
|
+
if(k != row_of_biggest_in_col)
|
385
|
+
{
|
386
|
+
lu.row(k).swap(lu.row(row_of_biggest_in_col));
|
387
|
+
++nb_transpositions;
|
388
|
+
}
|
389
|
+
|
390
|
+
lu.col(k).tail(fix<RRows>(rrows)) /= lu.coeff(k,k);
|
391
|
+
}
|
392
|
+
else if(first_zero_pivot==-1)
|
393
|
+
{
|
394
|
+
// the pivot is exactly zero, we record the index of the first pivot which is exactly 0,
|
395
|
+
// and continue the factorization such we still have A = PLU
|
396
|
+
first_zero_pivot = k;
|
397
|
+
}
|
398
|
+
|
399
|
+
if(k<rows-1)
|
400
|
+
lu.bottomRightCorner(fix<RRows>(rrows),fix<RCols>(rcols)).noalias() -= lu.col(k).tail(fix<RRows>(rrows)) * lu.row(k).tail(fix<RCols>(rcols));
|
401
|
+
}
|
402
|
+
|
403
|
+
// special handling of the last entry
|
404
|
+
if(UnBlockedAtCompileTime)
|
405
|
+
{
|
406
|
+
Index k = endk;
|
407
|
+
row_transpositions[k] = PivIndex(k);
|
408
|
+
if (Scoring()(lu(k, k)) == Score(0) && first_zero_pivot == -1)
|
409
|
+
first_zero_pivot = k;
|
410
|
+
}
|
411
|
+
|
412
|
+
return first_zero_pivot;
|
413
|
+
}
|
414
|
+
|
415
|
+
/** \internal performs the LU decomposition in-place of the matrix represented
|
416
|
+
* by the variables \a rows, \a cols, \a lu_data, and \a lu_stride using a
|
417
|
+
* recursive, blocked algorithm.
|
418
|
+
*
|
419
|
+
* In addition, this function returns the row transpositions in the
|
420
|
+
* vector \a row_transpositions which must have a size equal to the number
|
421
|
+
* of columns of the matrix \a lu, and an integer \a nb_transpositions
|
422
|
+
* which returns the actual number of transpositions.
|
423
|
+
*
|
424
|
+
* \returns The index of the first pivot which is exactly zero if any, or a negative number otherwise.
|
425
|
+
*
|
426
|
+
* \note This very low level interface using pointers, etc. is to:
|
427
|
+
* 1 - reduce the number of instantiations to the strict minimum
|
428
|
+
* 2 - avoid infinite recursion of the instantiations with Block<Block<Block<...> > >
|
429
|
+
*/
|
430
|
+
static Index blocked_lu(Index rows, Index cols, Scalar* lu_data, Index luStride, PivIndex* row_transpositions, PivIndex& nb_transpositions, Index maxBlockSize=256)
|
431
|
+
{
|
432
|
+
MatrixTypeRef lu = MatrixType::Map(lu_data,rows, cols, OuterStride<>(luStride));
|
433
|
+
|
434
|
+
const Index size = (std::min)(rows,cols);
|
435
|
+
|
436
|
+
// if the matrix is too small, no blocking:
|
437
|
+
if(UnBlockedAtCompileTime || size<=UnBlockedBound)
|
438
|
+
{
|
439
|
+
return unblocked_lu(lu, row_transpositions, nb_transpositions);
|
440
|
+
}
|
441
|
+
|
442
|
+
// automatically adjust the number of subdivisions to the size
|
443
|
+
// of the matrix so that there is enough sub blocks:
|
444
|
+
Index blockSize;
|
445
|
+
{
|
446
|
+
blockSize = size/8;
|
447
|
+
blockSize = (blockSize/16)*16;
|
448
|
+
blockSize = (std::min)((std::max)(blockSize,Index(8)), maxBlockSize);
|
449
|
+
}
|
450
|
+
|
451
|
+
nb_transpositions = 0;
|
452
|
+
Index first_zero_pivot = -1;
|
453
|
+
for(Index k = 0; k < size; k+=blockSize)
|
454
|
+
{
|
455
|
+
Index bs = (std::min)(size-k,blockSize); // actual size of the block
|
456
|
+
Index trows = rows - k - bs; // trailing rows
|
457
|
+
Index tsize = size - k - bs; // trailing size
|
458
|
+
|
459
|
+
// partition the matrix:
|
460
|
+
// A00 | A01 | A02
|
461
|
+
// lu = A_0 | A_1 | A_2 = A10 | A11 | A12
|
462
|
+
// A20 | A21 | A22
|
463
|
+
BlockType A_0 = lu.block(0,0,rows,k);
|
464
|
+
BlockType A_2 = lu.block(0,k+bs,rows,tsize);
|
465
|
+
BlockType A11 = lu.block(k,k,bs,bs);
|
466
|
+
BlockType A12 = lu.block(k,k+bs,bs,tsize);
|
467
|
+
BlockType A21 = lu.block(k+bs,k,trows,bs);
|
468
|
+
BlockType A22 = lu.block(k+bs,k+bs,trows,tsize);
|
469
|
+
|
470
|
+
PivIndex nb_transpositions_in_panel;
|
471
|
+
// recursively call the blocked LU algorithm on [A11^T A21^T]^T
|
472
|
+
// with a very small blocking size:
|
473
|
+
Index ret = blocked_lu(trows+bs, bs, &lu.coeffRef(k,k), luStride,
|
474
|
+
row_transpositions+k, nb_transpositions_in_panel, 16);
|
475
|
+
if(ret>=0 && first_zero_pivot==-1)
|
476
|
+
first_zero_pivot = k+ret;
|
477
|
+
|
478
|
+
nb_transpositions += nb_transpositions_in_panel;
|
479
|
+
// update permutations and apply them to A_0
|
480
|
+
for(Index i=k; i<k+bs; ++i)
|
481
|
+
{
|
482
|
+
Index piv = (row_transpositions[i] += internal::convert_index<PivIndex>(k));
|
483
|
+
A_0.row(i).swap(A_0.row(piv));
|
484
|
+
}
|
485
|
+
|
486
|
+
if(trows)
|
487
|
+
{
|
488
|
+
// apply permutations to A_2
|
489
|
+
for(Index i=k;i<k+bs; ++i)
|
490
|
+
A_2.row(i).swap(A_2.row(row_transpositions[i]));
|
491
|
+
|
492
|
+
// A12 = A11^-1 A12
|
493
|
+
A11.template triangularView<UnitLower>().solveInPlace(A12);
|
494
|
+
|
495
|
+
A22.noalias() -= A21 * A12;
|
496
|
+
}
|
497
|
+
}
|
498
|
+
return first_zero_pivot;
|
499
|
+
}
|
500
|
+
};
|
501
|
+
|
502
|
+
/** \internal performs the LU decomposition with partial pivoting in-place.
|
503
|
+
*/
|
504
|
+
template<typename MatrixType, typename TranspositionType>
|
505
|
+
void partial_lu_inplace(MatrixType& lu, TranspositionType& row_transpositions, typename TranspositionType::StorageIndex& nb_transpositions)
|
506
|
+
{
|
507
|
+
// Special-case of zero matrix.
|
508
|
+
if (lu.rows() == 0 || lu.cols() == 0) {
|
509
|
+
nb_transpositions = 0;
|
510
|
+
return;
|
511
|
+
}
|
512
|
+
eigen_assert(lu.cols() == row_transpositions.size());
|
513
|
+
eigen_assert(row_transpositions.size() < 2 || (&row_transpositions.coeffRef(1)-&row_transpositions.coeffRef(0)) == 1);
|
514
|
+
|
515
|
+
partial_lu_impl
|
516
|
+
< typename MatrixType::Scalar, MatrixType::Flags&RowMajorBit?RowMajor:ColMajor,
|
517
|
+
typename TranspositionType::StorageIndex,
|
518
|
+
EIGEN_SIZE_MIN_PREFER_FIXED(MatrixType::RowsAtCompileTime,MatrixType::ColsAtCompileTime)>
|
519
|
+
::blocked_lu(lu.rows(), lu.cols(), &lu.coeffRef(0,0), lu.outerStride(), &row_transpositions.coeffRef(0), nb_transpositions);
|
520
|
+
}
|
521
|
+
|
522
|
+
} // end namespace internal
|
523
|
+
|
524
|
+
template<typename MatrixType>
|
525
|
+
void PartialPivLU<MatrixType>::compute()
|
526
|
+
{
|
527
|
+
check_template_parameters();
|
528
|
+
|
529
|
+
// the row permutation is stored as int indices, so just to be sure:
|
530
|
+
eigen_assert(m_lu.rows()<NumTraits<int>::highest());
|
531
|
+
|
532
|
+
if(m_lu.cols()>0)
|
533
|
+
m_l1_norm = m_lu.cwiseAbs().colwise().sum().maxCoeff();
|
534
|
+
else
|
535
|
+
m_l1_norm = RealScalar(0);
|
536
|
+
|
537
|
+
eigen_assert(m_lu.rows() == m_lu.cols() && "PartialPivLU is only for square (and moreover invertible) matrices");
|
538
|
+
const Index size = m_lu.rows();
|
539
|
+
|
540
|
+
m_rowsTranspositions.resize(size);
|
541
|
+
|
542
|
+
typename TranspositionType::StorageIndex nb_transpositions;
|
543
|
+
internal::partial_lu_inplace(m_lu, m_rowsTranspositions, nb_transpositions);
|
544
|
+
m_det_p = (nb_transpositions%2) ? -1 : 1;
|
545
|
+
|
546
|
+
m_p = m_rowsTranspositions;
|
547
|
+
|
548
|
+
m_isInitialized = true;
|
549
|
+
}
|
550
|
+
|
551
|
+
template<typename MatrixType>
|
552
|
+
typename PartialPivLU<MatrixType>::Scalar PartialPivLU<MatrixType>::determinant() const
|
553
|
+
{
|
554
|
+
eigen_assert(m_isInitialized && "PartialPivLU is not initialized.");
|
555
|
+
return Scalar(m_det_p) * m_lu.diagonal().prod();
|
556
|
+
}
|
557
|
+
|
558
|
+
/** \returns the matrix represented by the decomposition,
|
559
|
+
* i.e., it returns the product: P^{-1} L U.
|
560
|
+
* This function is provided for debug purpose. */
|
561
|
+
template<typename MatrixType>
|
562
|
+
MatrixType PartialPivLU<MatrixType>::reconstructedMatrix() const
|
563
|
+
{
|
564
|
+
eigen_assert(m_isInitialized && "LU is not initialized.");
|
565
|
+
// LU
|
566
|
+
MatrixType res = m_lu.template triangularView<UnitLower>().toDenseMatrix()
|
567
|
+
* m_lu.template triangularView<Upper>();
|
568
|
+
|
569
|
+
// P^{-1}(LU)
|
570
|
+
res = m_p.inverse() * res;
|
571
|
+
|
572
|
+
return res;
|
573
|
+
}
|
574
|
+
|
575
|
+
/***** Implementation details *****************************************************/
|
576
|
+
|
577
|
+
namespace internal {
|
578
|
+
|
579
|
+
/***** Implementation of inverse() *****************************************************/
|
580
|
+
template<typename DstXprType, typename MatrixType>
|
581
|
+
struct Assignment<DstXprType, Inverse<PartialPivLU<MatrixType> >, internal::assign_op<typename DstXprType::Scalar,typename PartialPivLU<MatrixType>::Scalar>, Dense2Dense>
|
582
|
+
{
|
583
|
+
typedef PartialPivLU<MatrixType> LuType;
|
584
|
+
typedef Inverse<LuType> SrcXprType;
|
585
|
+
static void run(DstXprType &dst, const SrcXprType &src, const internal::assign_op<typename DstXprType::Scalar,typename LuType::Scalar> &)
|
586
|
+
{
|
587
|
+
dst = src.nestedExpression().solve(MatrixType::Identity(src.rows(), src.cols()));
|
588
|
+
}
|
589
|
+
};
|
590
|
+
} // end namespace internal
|
591
|
+
|
592
|
+
/******** MatrixBase methods *******/
|
593
|
+
|
594
|
+
/** \lu_module
|
595
|
+
*
|
596
|
+
* \return the partial-pivoting LU decomposition of \c *this.
|
597
|
+
*
|
598
|
+
* \sa class PartialPivLU
|
599
|
+
*/
|
600
|
+
template<typename Derived>
|
601
|
+
inline const PartialPivLU<typename MatrixBase<Derived>::PlainObject>
|
602
|
+
MatrixBase<Derived>::partialPivLu() const
|
603
|
+
{
|
604
|
+
return PartialPivLU<PlainObject>(eval());
|
605
|
+
}
|
606
|
+
|
607
|
+
/** \lu_module
|
608
|
+
*
|
609
|
+
* Synonym of partialPivLu().
|
610
|
+
*
|
611
|
+
* \return the partial-pivoting LU decomposition of \c *this.
|
612
|
+
*
|
613
|
+
* \sa class PartialPivLU
|
614
|
+
*/
|
615
|
+
template<typename Derived>
|
616
|
+
inline const PartialPivLU<typename MatrixBase<Derived>::PlainObject>
|
617
|
+
MatrixBase<Derived>::lu() const
|
618
|
+
{
|
619
|
+
return PartialPivLU<PlainObject>(eval());
|
620
|
+
}
|
621
|
+
|
622
|
+
} // end namespace Eigen
|
623
|
+
|
624
|
+
#endif // EIGEN_PARTIALLU_H
|
@@ -0,0 +1,83 @@
|
|
1
|
+
/*
|
2
|
+
Copyright (c) 2011, Intel Corporation. All rights reserved.
|
3
|
+
|
4
|
+
Redistribution and use in source and binary forms, with or without modification,
|
5
|
+
are permitted provided that the following conditions are met:
|
6
|
+
|
7
|
+
* Redistributions of source code must retain the above copyright notice, this
|
8
|
+
list of conditions and the following disclaimer.
|
9
|
+
* Redistributions in binary form must reproduce the above copyright notice,
|
10
|
+
this list of conditions and the following disclaimer in the documentation
|
11
|
+
and/or other materials provided with the distribution.
|
12
|
+
* Neither the name of Intel Corporation nor the names of its contributors may
|
13
|
+
be used to endorse or promote products derived from this software without
|
14
|
+
specific prior written permission.
|
15
|
+
|
16
|
+
THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
|
17
|
+
ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
|
18
|
+
WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
|
19
|
+
DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR
|
20
|
+
ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
|
21
|
+
(INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
|
22
|
+
LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON
|
23
|
+
ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
|
24
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(INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
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SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
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+
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27
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+
********************************************************************************
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28
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* Content : Eigen bindings to LAPACKe
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29
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* LU decomposition with partial pivoting based on LAPACKE_?getrf function.
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30
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+
********************************************************************************
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31
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+
*/
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32
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+
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33
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#ifndef EIGEN_PARTIALLU_LAPACK_H
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34
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#define EIGEN_PARTIALLU_LAPACK_H
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35
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+
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36
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+
namespace Eigen {
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37
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+
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38
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namespace internal {
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39
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+
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40
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+
/** \internal Specialization for the data types supported by LAPACKe */
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41
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+
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42
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+
#define EIGEN_LAPACKE_LU_PARTPIV(EIGTYPE, LAPACKE_TYPE, LAPACKE_PREFIX) \
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43
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+
template<int StorageOrder> \
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+
struct partial_lu_impl<EIGTYPE, StorageOrder, lapack_int> \
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45
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+
{ \
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46
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+
/* \internal performs the LU decomposition in-place of the matrix represented */ \
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47
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+
static lapack_int blocked_lu(Index rows, Index cols, EIGTYPE* lu_data, Index luStride, lapack_int* row_transpositions, lapack_int& nb_transpositions, lapack_int maxBlockSize=256) \
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48
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+
{ \
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49
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+
EIGEN_UNUSED_VARIABLE(maxBlockSize);\
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50
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+
lapack_int matrix_order, first_zero_pivot; \
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51
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+
lapack_int m, n, lda, *ipiv, info; \
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52
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+
EIGTYPE* a; \
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53
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+
/* Set up parameters for ?getrf */ \
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54
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+
matrix_order = StorageOrder==RowMajor ? LAPACK_ROW_MAJOR : LAPACK_COL_MAJOR; \
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55
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+
lda = convert_index<lapack_int>(luStride); \
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56
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+
a = lu_data; \
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57
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+
ipiv = row_transpositions; \
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58
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+
m = convert_index<lapack_int>(rows); \
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59
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+
n = convert_index<lapack_int>(cols); \
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60
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+
nb_transpositions = 0; \
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61
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+
\
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+
info = LAPACKE_##LAPACKE_PREFIX##getrf( matrix_order, m, n, (LAPACKE_TYPE*)a, lda, ipiv ); \
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63
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+
\
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64
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+
for(int i=0;i<m;i++) { ipiv[i]--; if (ipiv[i]!=i) nb_transpositions++; } \
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65
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+
\
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66
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+
eigen_assert(info >= 0); \
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67
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+
/* something should be done with nb_transpositions */ \
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68
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+
\
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69
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+
first_zero_pivot = info; \
|
70
|
+
return first_zero_pivot; \
|
71
|
+
} \
|
72
|
+
};
|
73
|
+
|
74
|
+
EIGEN_LAPACKE_LU_PARTPIV(double, double, d)
|
75
|
+
EIGEN_LAPACKE_LU_PARTPIV(float, float, s)
|
76
|
+
EIGEN_LAPACKE_LU_PARTPIV(dcomplex, lapack_complex_double, z)
|
77
|
+
EIGEN_LAPACKE_LU_PARTPIV(scomplex, lapack_complex_float, c)
|
78
|
+
|
79
|
+
} // end namespace internal
|
80
|
+
|
81
|
+
} // end namespace Eigen
|
82
|
+
|
83
|
+
#endif // EIGEN_PARTIALLU_LAPACK_H
|