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
@@ -0,0 +1,545 @@
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/*
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Copyright (c) 2011, Intel Corporation. All rights reserved.
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Redistribution and use in source and binary forms, with or without modification,
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are permitted provided that the following conditions are met:
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* Redistributions of source code must retain the above copyright notice, this
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list of conditions and the following disclaimer.
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* Redistributions in binary form must reproduce the above copyright notice,
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this list of conditions and the following disclaimer in the documentation
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and/or other materials provided with the distribution.
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* Neither the name of Intel Corporation nor the names of its contributors may
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be used to endorse or promote products derived from this software without
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specific prior written permission.
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THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
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ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
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WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
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DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR
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ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
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(INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
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LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON
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ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
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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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* Content : Eigen bindings to Intel(R) MKL PARDISO
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********************************************************************************
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*/
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#ifndef EIGEN_PARDISOSUPPORT_H
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#define EIGEN_PARDISOSUPPORT_H
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namespace Eigen {
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template<typename _MatrixType> class PardisoLU;
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template<typename _MatrixType, int Options=Upper> class PardisoLLT;
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template<typename _MatrixType, int Options=Upper> class PardisoLDLT;
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namespace internal
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{
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template<typename IndexType>
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struct pardiso_run_selector
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{
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static IndexType run( _MKL_DSS_HANDLE_t pt, IndexType maxfct, IndexType mnum, IndexType type, IndexType phase, IndexType n, void *a,
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IndexType *ia, IndexType *ja, IndexType *perm, IndexType nrhs, IndexType *iparm, IndexType msglvl, void *b, void *x)
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{
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IndexType error = 0;
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::pardiso(pt, &maxfct, &mnum, &type, &phase, &n, a, ia, ja, perm, &nrhs, iparm, &msglvl, b, x, &error);
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return error;
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}
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};
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template<>
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struct pardiso_run_selector<long long int>
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{
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typedef long long int IndexType;
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static IndexType run( _MKL_DSS_HANDLE_t pt, IndexType maxfct, IndexType mnum, IndexType type, IndexType phase, IndexType n, void *a,
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IndexType *ia, IndexType *ja, IndexType *perm, IndexType nrhs, IndexType *iparm, IndexType msglvl, void *b, void *x)
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{
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IndexType error = 0;
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::pardiso_64(pt, &maxfct, &mnum, &type, &phase, &n, a, ia, ja, perm, &nrhs, iparm, &msglvl, b, x, &error);
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return error;
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}
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};
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template<class Pardiso> struct pardiso_traits;
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template<typename _MatrixType>
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struct pardiso_traits< PardisoLU<_MatrixType> >
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{
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typedef _MatrixType MatrixType;
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typedef typename _MatrixType::Scalar Scalar;
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typedef typename _MatrixType::RealScalar RealScalar;
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typedef typename _MatrixType::StorageIndex StorageIndex;
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};
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template<typename _MatrixType, int Options>
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struct pardiso_traits< PardisoLLT<_MatrixType, Options> >
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{
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typedef _MatrixType MatrixType;
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typedef typename _MatrixType::Scalar Scalar;
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typedef typename _MatrixType::RealScalar RealScalar;
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typedef typename _MatrixType::StorageIndex StorageIndex;
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};
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template<typename _MatrixType, int Options>
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struct pardiso_traits< PardisoLDLT<_MatrixType, Options> >
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{
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typedef _MatrixType MatrixType;
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typedef typename _MatrixType::Scalar Scalar;
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typedef typename _MatrixType::RealScalar RealScalar;
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typedef typename _MatrixType::StorageIndex StorageIndex;
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};
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} // end namespace internal
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template<class Derived>
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class PardisoImpl : public SparseSolverBase<Derived>
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{
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protected:
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typedef SparseSolverBase<Derived> Base;
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using Base::derived;
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using Base::m_isInitialized;
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typedef internal::pardiso_traits<Derived> Traits;
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public:
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using Base::_solve_impl;
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typedef typename Traits::MatrixType MatrixType;
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typedef typename Traits::Scalar Scalar;
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typedef typename Traits::RealScalar RealScalar;
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typedef typename Traits::StorageIndex StorageIndex;
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typedef SparseMatrix<Scalar,RowMajor,StorageIndex> SparseMatrixType;
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typedef Matrix<Scalar,Dynamic,1> VectorType;
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typedef Matrix<StorageIndex, 1, MatrixType::ColsAtCompileTime> IntRowVectorType;
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typedef Matrix<StorageIndex, MatrixType::RowsAtCompileTime, 1> IntColVectorType;
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typedef Array<StorageIndex,64,1,DontAlign> ParameterType;
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enum {
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ScalarIsComplex = NumTraits<Scalar>::IsComplex,
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ColsAtCompileTime = Dynamic,
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MaxColsAtCompileTime = Dynamic
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};
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PardisoImpl()
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: m_analysisIsOk(false), m_factorizationIsOk(false)
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{
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eigen_assert((sizeof(StorageIndex) >= sizeof(_INTEGER_t) && sizeof(StorageIndex) <= 8) && "Non-supported index type");
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m_iparm.setZero();
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m_msglvl = 0; // No output
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m_isInitialized = false;
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}
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~PardisoImpl()
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{
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pardisoRelease();
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}
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inline Index cols() const { return m_size; }
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inline Index rows() const { return m_size; }
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/** \brief Reports whether previous computation was successful.
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*
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* \returns \c Success if computation was successful,
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* \c NumericalIssue if the matrix appears to be negative.
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*/
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ComputationInfo info() const
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{
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eigen_assert(m_isInitialized && "Decomposition is not initialized.");
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return m_info;
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}
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/** \warning for advanced usage only.
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* \returns a reference to the parameter array controlling PARDISO.
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* See the PARDISO manual to know how to use it. */
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ParameterType& pardisoParameterArray()
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{
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return m_iparm;
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}
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/** Performs a symbolic decomposition on the sparcity of \a matrix.
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*
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* This function is particularly useful when solving for several problems having the same structure.
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*
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* \sa factorize()
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*/
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Derived& analyzePattern(const MatrixType& matrix);
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/** Performs a numeric decomposition of \a matrix
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*
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* The given matrix must has the same sparcity than the matrix on which the symbolic decomposition has been performed.
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*
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* \sa analyzePattern()
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*/
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Derived& factorize(const MatrixType& matrix);
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Derived& compute(const MatrixType& matrix);
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template<typename Rhs,typename Dest>
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void _solve_impl(const MatrixBase<Rhs> &b, MatrixBase<Dest> &dest) const;
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protected:
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void pardisoRelease()
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{
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if(m_isInitialized) // Factorization ran at least once
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{
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internal::pardiso_run_selector<StorageIndex>::run(m_pt, 1, 1, m_type, -1, internal::convert_index<StorageIndex>(m_size),0, 0, 0, m_perm.data(), 0,
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m_iparm.data(), m_msglvl, NULL, NULL);
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m_isInitialized = false;
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}
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}
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void pardisoInit(int type)
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{
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m_type = type;
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bool symmetric = std::abs(m_type) < 10;
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m_iparm[0] = 1; // No solver default
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m_iparm[1] = 2; // use Metis for the ordering
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m_iparm[2] = 0; // Reserved. Set to zero. (??Numbers of processors, value of OMP_NUM_THREADS??)
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m_iparm[3] = 0; // No iterative-direct algorithm
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m_iparm[4] = 0; // No user fill-in reducing permutation
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m_iparm[5] = 0; // Write solution into x, b is left unchanged
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m_iparm[6] = 0; // Not in use
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m_iparm[7] = 2; // Max numbers of iterative refinement steps
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m_iparm[8] = 0; // Not in use
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m_iparm[9] = 13; // Perturb the pivot elements with 1E-13
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m_iparm[10] = symmetric ? 0 : 1; // Use nonsymmetric permutation and scaling MPS
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m_iparm[11] = 0; // Not in use
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m_iparm[12] = symmetric ? 0 : 1; // Maximum weighted matching algorithm is switched-off (default for symmetric).
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// Try m_iparm[12] = 1 in case of inappropriate accuracy
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m_iparm[13] = 0; // Output: Number of perturbed pivots
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m_iparm[14] = 0; // Not in use
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m_iparm[15] = 0; // Not in use
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m_iparm[16] = 0; // Not in use
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m_iparm[17] = -1; // Output: Number of nonzeros in the factor LU
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m_iparm[18] = -1; // Output: Mflops for LU factorization
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m_iparm[19] = 0; // Output: Numbers of CG Iterations
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m_iparm[20] = 0; // 1x1 pivoting
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m_iparm[26] = 0; // No matrix checker
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m_iparm[27] = (sizeof(RealScalar) == 4) ? 1 : 0;
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m_iparm[34] = 1; // C indexing
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m_iparm[36] = 0; // CSR
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m_iparm[59] = 0; // 0 - In-Core ; 1 - Automatic switch between In-Core and Out-of-Core modes ; 2 - Out-of-Core
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memset(m_pt, 0, sizeof(m_pt));
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}
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protected:
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// cached data to reduce reallocation, etc.
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void manageErrorCode(Index error) const
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{
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switch(error)
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{
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case 0:
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m_info = Success;
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break;
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case -4:
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case -7:
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m_info = NumericalIssue;
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break;
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default:
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m_info = InvalidInput;
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}
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}
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mutable SparseMatrixType m_matrix;
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mutable ComputationInfo m_info;
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bool m_analysisIsOk, m_factorizationIsOk;
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StorageIndex m_type, m_msglvl;
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mutable void *m_pt[64];
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mutable ParameterType m_iparm;
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mutable IntColVectorType m_perm;
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Index m_size;
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};
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template<class Derived>
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Derived& PardisoImpl<Derived>::compute(const MatrixType& a)
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{
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m_size = a.rows();
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eigen_assert(a.rows() == a.cols());
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pardisoRelease();
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m_perm.setZero(m_size);
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derived().getMatrix(a);
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Index error;
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error = internal::pardiso_run_selector<StorageIndex>::run(m_pt, 1, 1, m_type, 12, internal::convert_index<StorageIndex>(m_size),
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m_matrix.valuePtr(), m_matrix.outerIndexPtr(), m_matrix.innerIndexPtr(),
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m_perm.data(), 0, m_iparm.data(), m_msglvl, NULL, NULL);
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manageErrorCode(error);
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m_analysisIsOk = true;
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m_factorizationIsOk = true;
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m_isInitialized = true;
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return derived();
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}
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template<class Derived>
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Derived& PardisoImpl<Derived>::analyzePattern(const MatrixType& a)
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{
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m_size = a.rows();
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eigen_assert(m_size == a.cols());
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pardisoRelease();
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m_perm.setZero(m_size);
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derived().getMatrix(a);
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Index error;
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error = internal::pardiso_run_selector<StorageIndex>::run(m_pt, 1, 1, m_type, 11, internal::convert_index<StorageIndex>(m_size),
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m_matrix.valuePtr(), m_matrix.outerIndexPtr(), m_matrix.innerIndexPtr(),
|
293
|
+
m_perm.data(), 0, m_iparm.data(), m_msglvl, NULL, NULL);
|
294
|
+
|
295
|
+
manageErrorCode(error);
|
296
|
+
m_analysisIsOk = true;
|
297
|
+
m_factorizationIsOk = false;
|
298
|
+
m_isInitialized = true;
|
299
|
+
return derived();
|
300
|
+
}
|
301
|
+
|
302
|
+
template<class Derived>
|
303
|
+
Derived& PardisoImpl<Derived>::factorize(const MatrixType& a)
|
304
|
+
{
|
305
|
+
eigen_assert(m_analysisIsOk && "You must first call analyzePattern()");
|
306
|
+
eigen_assert(m_size == a.rows() && m_size == a.cols());
|
307
|
+
|
308
|
+
derived().getMatrix(a);
|
309
|
+
|
310
|
+
Index error;
|
311
|
+
error = internal::pardiso_run_selector<StorageIndex>::run(m_pt, 1, 1, m_type, 22, internal::convert_index<StorageIndex>(m_size),
|
312
|
+
m_matrix.valuePtr(), m_matrix.outerIndexPtr(), m_matrix.innerIndexPtr(),
|
313
|
+
m_perm.data(), 0, m_iparm.data(), m_msglvl, NULL, NULL);
|
314
|
+
|
315
|
+
manageErrorCode(error);
|
316
|
+
m_factorizationIsOk = true;
|
317
|
+
return derived();
|
318
|
+
}
|
319
|
+
|
320
|
+
template<class Derived>
|
321
|
+
template<typename BDerived,typename XDerived>
|
322
|
+
void PardisoImpl<Derived>::_solve_impl(const MatrixBase<BDerived> &b, MatrixBase<XDerived>& x) const
|
323
|
+
{
|
324
|
+
if(m_iparm[0] == 0) // Factorization was not computed
|
325
|
+
{
|
326
|
+
m_info = InvalidInput;
|
327
|
+
return;
|
328
|
+
}
|
329
|
+
|
330
|
+
//Index n = m_matrix.rows();
|
331
|
+
Index nrhs = Index(b.cols());
|
332
|
+
eigen_assert(m_size==b.rows());
|
333
|
+
eigen_assert(((MatrixBase<BDerived>::Flags & RowMajorBit) == 0 || nrhs == 1) && "Row-major right hand sides are not supported");
|
334
|
+
eigen_assert(((MatrixBase<XDerived>::Flags & RowMajorBit) == 0 || nrhs == 1) && "Row-major matrices of unknowns are not supported");
|
335
|
+
eigen_assert(((nrhs == 1) || b.outerStride() == b.rows()));
|
336
|
+
|
337
|
+
|
338
|
+
// switch (transposed) {
|
339
|
+
// case SvNoTrans : m_iparm[11] = 0 ; break;
|
340
|
+
// case SvTranspose : m_iparm[11] = 2 ; break;
|
341
|
+
// case SvAdjoint : m_iparm[11] = 1 ; break;
|
342
|
+
// default:
|
343
|
+
// //std::cerr << "Eigen: transposition option \"" << transposed << "\" not supported by the PARDISO backend\n";
|
344
|
+
// m_iparm[11] = 0;
|
345
|
+
// }
|
346
|
+
|
347
|
+
Scalar* rhs_ptr = const_cast<Scalar*>(b.derived().data());
|
348
|
+
Matrix<Scalar,Dynamic,Dynamic,ColMajor> tmp;
|
349
|
+
|
350
|
+
// Pardiso cannot solve in-place
|
351
|
+
if(rhs_ptr == x.derived().data())
|
352
|
+
{
|
353
|
+
tmp = b;
|
354
|
+
rhs_ptr = tmp.data();
|
355
|
+
}
|
356
|
+
|
357
|
+
Index error;
|
358
|
+
error = internal::pardiso_run_selector<StorageIndex>::run(m_pt, 1, 1, m_type, 33, internal::convert_index<StorageIndex>(m_size),
|
359
|
+
m_matrix.valuePtr(), m_matrix.outerIndexPtr(), m_matrix.innerIndexPtr(),
|
360
|
+
m_perm.data(), internal::convert_index<StorageIndex>(nrhs), m_iparm.data(), m_msglvl,
|
361
|
+
rhs_ptr, x.derived().data());
|
362
|
+
|
363
|
+
manageErrorCode(error);
|
364
|
+
}
|
365
|
+
|
366
|
+
|
367
|
+
/** \ingroup PardisoSupport_Module
|
368
|
+
* \class PardisoLU
|
369
|
+
* \brief A sparse direct LU factorization and solver based on the PARDISO library
|
370
|
+
*
|
371
|
+
* This class allows to solve for A.X = B sparse linear problems via a direct LU factorization
|
372
|
+
* using the Intel MKL PARDISO library. The sparse matrix A must be squared and invertible.
|
373
|
+
* The vectors or matrices X and B can be either dense or sparse.
|
374
|
+
*
|
375
|
+
* By default, it runs in in-core mode. To enable PARDISO's out-of-core feature, set:
|
376
|
+
* \code solver.pardisoParameterArray()[59] = 1; \endcode
|
377
|
+
*
|
378
|
+
* \tparam _MatrixType the type of the sparse matrix A, it must be a SparseMatrix<>
|
379
|
+
*
|
380
|
+
* \implsparsesolverconcept
|
381
|
+
*
|
382
|
+
* \sa \ref TutorialSparseSolverConcept, class SparseLU
|
383
|
+
*/
|
384
|
+
template<typename MatrixType>
|
385
|
+
class PardisoLU : public PardisoImpl< PardisoLU<MatrixType> >
|
386
|
+
{
|
387
|
+
protected:
|
388
|
+
typedef PardisoImpl<PardisoLU> Base;
|
389
|
+
using Base::pardisoInit;
|
390
|
+
using Base::m_matrix;
|
391
|
+
friend class PardisoImpl< PardisoLU<MatrixType> >;
|
392
|
+
|
393
|
+
public:
|
394
|
+
|
395
|
+
typedef typename Base::Scalar Scalar;
|
396
|
+
typedef typename Base::RealScalar RealScalar;
|
397
|
+
|
398
|
+
using Base::compute;
|
399
|
+
using Base::solve;
|
400
|
+
|
401
|
+
PardisoLU()
|
402
|
+
: Base()
|
403
|
+
{
|
404
|
+
pardisoInit(Base::ScalarIsComplex ? 13 : 11);
|
405
|
+
}
|
406
|
+
|
407
|
+
explicit PardisoLU(const MatrixType& matrix)
|
408
|
+
: Base()
|
409
|
+
{
|
410
|
+
pardisoInit(Base::ScalarIsComplex ? 13 : 11);
|
411
|
+
compute(matrix);
|
412
|
+
}
|
413
|
+
protected:
|
414
|
+
void getMatrix(const MatrixType& matrix)
|
415
|
+
{
|
416
|
+
m_matrix = matrix;
|
417
|
+
m_matrix.makeCompressed();
|
418
|
+
}
|
419
|
+
};
|
420
|
+
|
421
|
+
/** \ingroup PardisoSupport_Module
|
422
|
+
* \class PardisoLLT
|
423
|
+
* \brief A sparse direct Cholesky (LLT) factorization and solver based on the PARDISO library
|
424
|
+
*
|
425
|
+
* This class allows to solve for A.X = B sparse linear problems via a LL^T Cholesky factorization
|
426
|
+
* using the Intel MKL PARDISO library. The sparse matrix A must be selfajoint and positive definite.
|
427
|
+
* The vectors or matrices X and B can be either dense or sparse.
|
428
|
+
*
|
429
|
+
* By default, it runs in in-core mode. To enable PARDISO's out-of-core feature, set:
|
430
|
+
* \code solver.pardisoParameterArray()[59] = 1; \endcode
|
431
|
+
*
|
432
|
+
* \tparam MatrixType the type of the sparse matrix A, it must be a SparseMatrix<>
|
433
|
+
* \tparam UpLo can be any bitwise combination of Upper, Lower. The default is Upper, meaning only the upper triangular part has to be used.
|
434
|
+
* Upper|Lower can be used to tell both triangular parts can be used as input.
|
435
|
+
*
|
436
|
+
* \implsparsesolverconcept
|
437
|
+
*
|
438
|
+
* \sa \ref TutorialSparseSolverConcept, class SimplicialLLT
|
439
|
+
*/
|
440
|
+
template<typename MatrixType, int _UpLo>
|
441
|
+
class PardisoLLT : public PardisoImpl< PardisoLLT<MatrixType,_UpLo> >
|
442
|
+
{
|
443
|
+
protected:
|
444
|
+
typedef PardisoImpl< PardisoLLT<MatrixType,_UpLo> > Base;
|
445
|
+
using Base::pardisoInit;
|
446
|
+
using Base::m_matrix;
|
447
|
+
friend class PardisoImpl< PardisoLLT<MatrixType,_UpLo> >;
|
448
|
+
|
449
|
+
public:
|
450
|
+
|
451
|
+
typedef typename Base::Scalar Scalar;
|
452
|
+
typedef typename Base::RealScalar RealScalar;
|
453
|
+
typedef typename Base::StorageIndex StorageIndex;
|
454
|
+
enum { UpLo = _UpLo };
|
455
|
+
using Base::compute;
|
456
|
+
|
457
|
+
PardisoLLT()
|
458
|
+
: Base()
|
459
|
+
{
|
460
|
+
pardisoInit(Base::ScalarIsComplex ? 4 : 2);
|
461
|
+
}
|
462
|
+
|
463
|
+
explicit PardisoLLT(const MatrixType& matrix)
|
464
|
+
: Base()
|
465
|
+
{
|
466
|
+
pardisoInit(Base::ScalarIsComplex ? 4 : 2);
|
467
|
+
compute(matrix);
|
468
|
+
}
|
469
|
+
|
470
|
+
protected:
|
471
|
+
|
472
|
+
void getMatrix(const MatrixType& matrix)
|
473
|
+
{
|
474
|
+
// PARDISO supports only upper, row-major matrices
|
475
|
+
PermutationMatrix<Dynamic,Dynamic,StorageIndex> p_null;
|
476
|
+
m_matrix.resize(matrix.rows(), matrix.cols());
|
477
|
+
m_matrix.template selfadjointView<Upper>() = matrix.template selfadjointView<UpLo>().twistedBy(p_null);
|
478
|
+
m_matrix.makeCompressed();
|
479
|
+
}
|
480
|
+
};
|
481
|
+
|
482
|
+
/** \ingroup PardisoSupport_Module
|
483
|
+
* \class PardisoLDLT
|
484
|
+
* \brief A sparse direct Cholesky (LDLT) factorization and solver based on the PARDISO library
|
485
|
+
*
|
486
|
+
* This class allows to solve for A.X = B sparse linear problems via a LDL^T Cholesky factorization
|
487
|
+
* using the Intel MKL PARDISO library. The sparse matrix A is assumed to be selfajoint and positive definite.
|
488
|
+
* For complex matrices, A can also be symmetric only, see the \a Options template parameter.
|
489
|
+
* The vectors or matrices X and B can be either dense or sparse.
|
490
|
+
*
|
491
|
+
* By default, it runs in in-core mode. To enable PARDISO's out-of-core feature, set:
|
492
|
+
* \code solver.pardisoParameterArray()[59] = 1; \endcode
|
493
|
+
*
|
494
|
+
* \tparam MatrixType the type of the sparse matrix A, it must be a SparseMatrix<>
|
495
|
+
* \tparam Options can be any bitwise combination of Upper, Lower, and Symmetric. The default is Upper, meaning only the upper triangular part has to be used.
|
496
|
+
* Symmetric can be used for symmetric, non-selfadjoint complex matrices, the default being to assume a selfadjoint matrix.
|
497
|
+
* Upper|Lower can be used to tell both triangular parts can be used as input.
|
498
|
+
*
|
499
|
+
* \implsparsesolverconcept
|
500
|
+
*
|
501
|
+
* \sa \ref TutorialSparseSolverConcept, class SimplicialLDLT
|
502
|
+
*/
|
503
|
+
template<typename MatrixType, int Options>
|
504
|
+
class PardisoLDLT : public PardisoImpl< PardisoLDLT<MatrixType,Options> >
|
505
|
+
{
|
506
|
+
protected:
|
507
|
+
typedef PardisoImpl< PardisoLDLT<MatrixType,Options> > Base;
|
508
|
+
using Base::pardisoInit;
|
509
|
+
using Base::m_matrix;
|
510
|
+
friend class PardisoImpl< PardisoLDLT<MatrixType,Options> >;
|
511
|
+
|
512
|
+
public:
|
513
|
+
|
514
|
+
typedef typename Base::Scalar Scalar;
|
515
|
+
typedef typename Base::RealScalar RealScalar;
|
516
|
+
typedef typename Base::StorageIndex StorageIndex;
|
517
|
+
using Base::compute;
|
518
|
+
enum { UpLo = Options&(Upper|Lower) };
|
519
|
+
|
520
|
+
PardisoLDLT()
|
521
|
+
: Base()
|
522
|
+
{
|
523
|
+
pardisoInit(Base::ScalarIsComplex ? ( bool(Options&Symmetric) ? 6 : -4 ) : -2);
|
524
|
+
}
|
525
|
+
|
526
|
+
explicit PardisoLDLT(const MatrixType& matrix)
|
527
|
+
: Base()
|
528
|
+
{
|
529
|
+
pardisoInit(Base::ScalarIsComplex ? ( bool(Options&Symmetric) ? 6 : -4 ) : -2);
|
530
|
+
compute(matrix);
|
531
|
+
}
|
532
|
+
|
533
|
+
void getMatrix(const MatrixType& matrix)
|
534
|
+
{
|
535
|
+
// PARDISO supports only upper, row-major matrices
|
536
|
+
PermutationMatrix<Dynamic,Dynamic,StorageIndex> p_null;
|
537
|
+
m_matrix.resize(matrix.rows(), matrix.cols());
|
538
|
+
m_matrix.template selfadjointView<Upper>() = matrix.template selfadjointView<UpLo>().twistedBy(p_null);
|
539
|
+
m_matrix.makeCompressed();
|
540
|
+
}
|
541
|
+
};
|
542
|
+
|
543
|
+
} // end namespace Eigen
|
544
|
+
|
545
|
+
#endif // EIGEN_PARDISOSUPPORT_H
|