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) 2016 Rasmus Munk Larsen <rmlarsen@google.com>
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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_COMPLETEORTHOGONALDECOMPOSITION_H
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#define EIGEN_COMPLETEORTHOGONALDECOMPOSITION_H
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namespace Eigen {
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namespace internal {
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template <typename _MatrixType>
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struct traits<CompleteOrthogonalDecomposition<_MatrixType> >
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: traits<_MatrixType> {
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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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enum { Flags = 0 };
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};
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} // end namespace internal
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/** \ingroup QR_Module
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*
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* \class CompleteOrthogonalDecomposition
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*
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* \brief Complete orthogonal decomposition (COD) of a matrix.
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*
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* \param MatrixType the type of the matrix of which we are computing the COD.
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*
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* This class performs a rank-revealing complete orthogonal decomposition of a
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* matrix \b A into matrices \b P, \b Q, \b T, and \b Z such that
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* \f[
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* \mathbf{A} \, \mathbf{P} = \mathbf{Q} \,
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* \begin{bmatrix} \mathbf{T} & \mathbf{0} \\
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* \mathbf{0} & \mathbf{0} \end{bmatrix} \, \mathbf{Z}
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* \f]
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* by using Householder transformations. Here, \b P is a permutation matrix,
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* \b Q and \b Z are unitary matrices and \b T an upper triangular matrix of
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* size rank-by-rank. \b A may be rank deficient.
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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::completeOrthogonalDecomposition()
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*/
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template <typename _MatrixType> class CompleteOrthogonalDecomposition
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: public SolverBase<CompleteOrthogonalDecomposition<_MatrixType> >
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{
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public:
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typedef _MatrixType MatrixType;
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typedef SolverBase<CompleteOrthogonalDecomposition> Base;
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template<typename Derived>
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friend struct internal::solve_assertion;
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EIGEN_GENERIC_PUBLIC_INTERFACE(CompleteOrthogonalDecomposition)
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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 typename internal::plain_diag_type<MatrixType>::type HCoeffsType;
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typedef PermutationMatrix<ColsAtCompileTime, MaxColsAtCompileTime>
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PermutationType;
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typedef typename internal::plain_row_type<MatrixType, Index>::type
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IntRowVectorType;
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typedef typename internal::plain_row_type<MatrixType>::type RowVectorType;
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typedef typename internal::plain_row_type<MatrixType, RealScalar>::type
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RealRowVectorType;
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typedef HouseholderSequence<
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MatrixType, typename internal::remove_all<
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typename HCoeffsType::ConjugateReturnType>::type>
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HouseholderSequenceType;
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typedef typename MatrixType::PlainObject PlainObject;
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private:
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typedef typename PermutationType::Index PermIndexType;
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public:
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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
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* \c CompleteOrthogonalDecomposition::compute(const* MatrixType&).
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*/
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CompleteOrthogonalDecomposition() : m_cpqr(), m_zCoeffs(), m_temp() {}
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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 CompleteOrthogonalDecomposition()
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*/
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CompleteOrthogonalDecomposition(Index rows, Index cols)
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: m_cpqr(rows, cols), m_zCoeffs((std::min)(rows, cols)), m_temp(cols) {}
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/** \brief Constructs a complete orthogonal decomposition from a given
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* matrix.
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*
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* This constructor computes the complete orthogonal decomposition of the
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* matrix \a matrix by calling the method compute(). The default
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* threshold for rank determination will be used. It is a short cut for:
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*
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* \code
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* CompleteOrthogonalDecomposition<MatrixType> cod(matrix.rows(),
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* matrix.cols());
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* cod.setThreshold(Default);
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* cod.compute(matrix);
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* \endcode
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*
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* \sa compute()
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*/
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template <typename InputType>
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explicit CompleteOrthogonalDecomposition(const EigenBase<InputType>& matrix)
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: m_cpqr(matrix.rows(), matrix.cols()),
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m_zCoeffs((std::min)(matrix.rows(), matrix.cols())),
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m_temp(matrix.cols())
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{
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compute(matrix.derived());
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}
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/** \brief Constructs a complete orthogonal decomposition from a given matrix
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*
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* This overloaded constructor is provided for \link InplaceDecomposition inplace decomposition \endlink when \c MatrixType is a Eigen::Ref.
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*
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* \sa CompleteOrthogonalDecomposition(const EigenBase&)
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*/
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template<typename InputType>
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explicit CompleteOrthogonalDecomposition(EigenBase<InputType>& matrix)
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: m_cpqr(matrix.derived()),
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m_zCoeffs((std::min)(matrix.rows(), matrix.cols())),
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m_temp(matrix.cols())
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{
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computeInPlace();
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}
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#ifdef EIGEN_PARSED_BY_DOXYGEN
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/** This method computes the minimum-norm solution X to a least squares
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* problem \f[\mathrm{minimize} \|A X - B\|, \f] where \b A is the matrix of
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* which \c *this is the complete orthogonal decomposition.
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*
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* \param b the right-hand sides of the problem to solve.
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*
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* \returns a solution.
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*
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*/
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template <typename Rhs>
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inline const Solve<CompleteOrthogonalDecomposition, Rhs> solve(
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const MatrixBase<Rhs>& b) const;
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#endif
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HouseholderSequenceType householderQ(void) const;
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HouseholderSequenceType matrixQ(void) const { return m_cpqr.householderQ(); }
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/** \returns the matrix \b Z.
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*/
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MatrixType matrixZ() const {
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MatrixType Z = MatrixType::Identity(m_cpqr.cols(), m_cpqr.cols());
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applyZOnTheLeftInPlace<false>(Z);
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return Z;
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}
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/** \returns a reference to the matrix where the complete orthogonal
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* decomposition is stored
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*/
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const MatrixType& matrixQTZ() const { return m_cpqr.matrixQR(); }
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/** \returns a reference to the matrix where the complete orthogonal
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* decomposition is stored.
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* \warning The strict lower part and \code cols() - rank() \endcode right
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* columns of this matrix contains internal values.
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* Only the upper triangular part should be referenced. To get it, use
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* \code matrixT().template triangularView<Upper>() \endcode
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* For rank-deficient matrices, use
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* \code
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* matrixR().topLeftCorner(rank(), rank()).template triangularView<Upper>()
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* \endcode
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*/
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const MatrixType& matrixT() const { return m_cpqr.matrixQR(); }
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template <typename InputType>
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CompleteOrthogonalDecomposition& compute(const EigenBase<InputType>& matrix) {
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// Compute the column pivoted QR factorization A P = Q R.
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m_cpqr.compute(matrix);
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computeInPlace();
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return *this;
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}
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/** \returns a const reference to the column permutation matrix */
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const PermutationType& colsPermutation() const {
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return m_cpqr.colsPermutation();
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}
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/** \returns the absolute value of the determinant of the matrix of which
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* *this is the complete orthogonal decomposition. It has only linear
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* complexity (that is, O(n) where n is the dimension of the square matrix)
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* as the complete orthogonal decomposition has already been computed.
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*
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* \note This is only for square matrices.
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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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* One way to work around that is to use logAbsDeterminant() instead.
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*
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* \sa logAbsDeterminant(), MatrixBase::determinant()
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*/
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typename MatrixType::RealScalar absDeterminant() const;
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/** \returns the natural log of the absolute value of the determinant of the
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* matrix of which *this is the complete orthogonal decomposition. It has
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* only linear complexity (that is, O(n) where n is the dimension of the
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* square matrix) as the complete orthogonal decomposition has already been
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* computed.
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*
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* \note This is only for square matrices.
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*
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* \note This method is useful to work around the risk of overflow/underflow
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* that's inherent to determinant computation.
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*
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* \sa absDeterminant(), MatrixBase::determinant()
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*/
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typename MatrixType::RealScalar logAbsDeterminant() const;
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/** \returns the rank of the matrix of which *this is the complete orthogonal
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* decomposition.
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*
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* \note This method has to determine which pivots should be considered
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* nonzero. For that, it uses the threshold value that you can control by
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* calling setThreshold(const RealScalar&).
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*/
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inline Index rank() const { return m_cpqr.rank(); }
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/** \returns the dimension of the kernel of the matrix of which *this is the
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* complete orthogonal decomposition.
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*
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* \note This method has to determine which pivots should be considered
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* nonzero. For that, it uses the threshold value that you can control by
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* calling setThreshold(const RealScalar&).
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*/
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inline Index dimensionOfKernel() const { return m_cpqr.dimensionOfKernel(); }
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/** \returns true if the matrix of which *this is the decomposition represents
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* an injective linear map, i.e. has trivial kernel; false otherwise.
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*
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* \note This method has to determine which pivots should be considered
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* nonzero. For that, it uses the threshold value that you can control by
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* calling setThreshold(const RealScalar&).
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*/
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inline bool isInjective() const { return m_cpqr.isInjective(); }
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/** \returns true if the matrix of which *this is the decomposition represents
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* a surjective linear map; false otherwise.
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*
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* \note This method has to determine which pivots should be considered
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* nonzero. For that, it uses the threshold value that you can control by
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* calling setThreshold(const RealScalar&).
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*/
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inline bool isSurjective() const { return m_cpqr.isSurjective(); }
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/** \returns true if the matrix of which *this is the complete orthogonal
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* decomposition is invertible.
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*
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* \note This method has to determine which pivots should be considered
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* nonzero. For that, it uses the threshold value that you can control by
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* calling setThreshold(const RealScalar&).
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*/
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inline bool isInvertible() const { return m_cpqr.isInvertible(); }
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/** \returns the pseudo-inverse of the matrix of which *this is the complete
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* orthogonal decomposition.
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* \warning: Do not compute \c this->pseudoInverse()*rhs to solve a linear systems.
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* It is more efficient and numerically stable to call \c this->solve(rhs).
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*/
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inline const Inverse<CompleteOrthogonalDecomposition> pseudoInverse() const
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{
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eigen_assert(m_cpqr.m_isInitialized && "CompleteOrthogonalDecomposition is not initialized.");
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return Inverse<CompleteOrthogonalDecomposition>(*this);
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}
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inline Index rows() const { return m_cpqr.rows(); }
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inline Index cols() const { return m_cpqr.cols(); }
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/** \returns a const reference to the vector of Householder coefficients used
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* to represent the factor \c Q.
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*
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* For advanced uses only.
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*/
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inline const HCoeffsType& hCoeffs() const { return m_cpqr.hCoeffs(); }
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/** \returns a const reference to the vector of Householder coefficients
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* used to represent the factor \c Z.
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+
*
|
297
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+
* For advanced uses only.
|
298
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+
*/
|
299
|
+
const HCoeffsType& zCoeffs() const { return m_zCoeffs; }
|
300
|
+
|
301
|
+
/** Allows to prescribe a threshold to be used by certain methods, such as
|
302
|
+
* rank(), who need to determine when pivots are to be considered nonzero.
|
303
|
+
* Most be called before calling compute().
|
304
|
+
*
|
305
|
+
* When it needs to get the threshold value, Eigen calls threshold(). By
|
306
|
+
* default, this uses a formula to automatically determine a reasonable
|
307
|
+
* threshold. Once you have called the present method
|
308
|
+
* setThreshold(const RealScalar&), your value is used instead.
|
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|
+
*
|
310
|
+
* \param threshold The new value to use as the threshold.
|
311
|
+
*
|
312
|
+
* A pivot will be considered nonzero if its absolute value is strictly
|
313
|
+
* greater than
|
314
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+
* \f$ \vert pivot \vert \leqslant threshold \times \vert maxpivot \vert \f$
|
315
|
+
* where maxpivot is the biggest pivot.
|
316
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+
*
|
317
|
+
* If you want to come back to the default behavior, call
|
318
|
+
* setThreshold(Default_t)
|
319
|
+
*/
|
320
|
+
CompleteOrthogonalDecomposition& setThreshold(const RealScalar& threshold) {
|
321
|
+
m_cpqr.setThreshold(threshold);
|
322
|
+
return *this;
|
323
|
+
}
|
324
|
+
|
325
|
+
/** Allows to come back to the default behavior, letting Eigen use its default
|
326
|
+
* formula for determining the threshold.
|
327
|
+
*
|
328
|
+
* You should pass the special object Eigen::Default as parameter here.
|
329
|
+
* \code qr.setThreshold(Eigen::Default); \endcode
|
330
|
+
*
|
331
|
+
* See the documentation of setThreshold(const RealScalar&).
|
332
|
+
*/
|
333
|
+
CompleteOrthogonalDecomposition& setThreshold(Default_t) {
|
334
|
+
m_cpqr.setThreshold(Default);
|
335
|
+
return *this;
|
336
|
+
}
|
337
|
+
|
338
|
+
/** Returns the threshold that will be used by certain methods such as rank().
|
339
|
+
*
|
340
|
+
* See the documentation of setThreshold(const RealScalar&).
|
341
|
+
*/
|
342
|
+
RealScalar threshold() const { return m_cpqr.threshold(); }
|
343
|
+
|
344
|
+
/** \returns the number of nonzero pivots in the complete orthogonal
|
345
|
+
* decomposition. Here nonzero is meant in the exact sense, not in a
|
346
|
+
* fuzzy sense. So that notion isn't really intrinsically interesting,
|
347
|
+
* but it is still useful when implementing algorithms.
|
348
|
+
*
|
349
|
+
* \sa rank()
|
350
|
+
*/
|
351
|
+
inline Index nonzeroPivots() const { return m_cpqr.nonzeroPivots(); }
|
352
|
+
|
353
|
+
/** \returns the absolute value of the biggest pivot, i.e. the biggest
|
354
|
+
* diagonal coefficient of R.
|
355
|
+
*/
|
356
|
+
inline RealScalar maxPivot() const { return m_cpqr.maxPivot(); }
|
357
|
+
|
358
|
+
/** \brief Reports whether the complete orthogonal decomposition was
|
359
|
+
* successful.
|
360
|
+
*
|
361
|
+
* \note This function always returns \c Success. It is provided for
|
362
|
+
* compatibility
|
363
|
+
* with other factorization routines.
|
364
|
+
* \returns \c Success
|
365
|
+
*/
|
366
|
+
ComputationInfo info() const {
|
367
|
+
eigen_assert(m_cpqr.m_isInitialized && "Decomposition is not initialized.");
|
368
|
+
return Success;
|
369
|
+
}
|
370
|
+
|
371
|
+
#ifndef EIGEN_PARSED_BY_DOXYGEN
|
372
|
+
template <typename RhsType, typename DstType>
|
373
|
+
void _solve_impl(const RhsType& rhs, DstType& dst) const;
|
374
|
+
|
375
|
+
template<bool Conjugate, typename RhsType, typename DstType>
|
376
|
+
void _solve_impl_transposed(const RhsType &rhs, DstType &dst) const;
|
377
|
+
#endif
|
378
|
+
|
379
|
+
protected:
|
380
|
+
static void check_template_parameters() {
|
381
|
+
EIGEN_STATIC_ASSERT_NON_INTEGER(Scalar);
|
382
|
+
}
|
383
|
+
|
384
|
+
template<bool Transpose_, typename Rhs>
|
385
|
+
void _check_solve_assertion(const Rhs& b) const {
|
386
|
+
EIGEN_ONLY_USED_FOR_DEBUG(b);
|
387
|
+
eigen_assert(m_cpqr.m_isInitialized && "CompleteOrthogonalDecomposition is not initialized.");
|
388
|
+
eigen_assert((Transpose_?derived().cols():derived().rows())==b.rows() && "CompleteOrthogonalDecomposition::solve(): invalid number of rows of the right hand side matrix b");
|
389
|
+
}
|
390
|
+
|
391
|
+
void computeInPlace();
|
392
|
+
|
393
|
+
/** Overwrites \b rhs with \f$ \mathbf{Z} * \mathbf{rhs} \f$ or
|
394
|
+
* \f$ \mathbf{\overline Z} * \mathbf{rhs} \f$ if \c Conjugate
|
395
|
+
* is set to \c true.
|
396
|
+
*/
|
397
|
+
template <bool Conjugate, typename Rhs>
|
398
|
+
void applyZOnTheLeftInPlace(Rhs& rhs) const;
|
399
|
+
|
400
|
+
/** Overwrites \b rhs with \f$ \mathbf{Z}^* * \mathbf{rhs} \f$.
|
401
|
+
*/
|
402
|
+
template <typename Rhs>
|
403
|
+
void applyZAdjointOnTheLeftInPlace(Rhs& rhs) const;
|
404
|
+
|
405
|
+
ColPivHouseholderQR<MatrixType> m_cpqr;
|
406
|
+
HCoeffsType m_zCoeffs;
|
407
|
+
RowVectorType m_temp;
|
408
|
+
};
|
409
|
+
|
410
|
+
template <typename MatrixType>
|
411
|
+
typename MatrixType::RealScalar
|
412
|
+
CompleteOrthogonalDecomposition<MatrixType>::absDeterminant() const {
|
413
|
+
return m_cpqr.absDeterminant();
|
414
|
+
}
|
415
|
+
|
416
|
+
template <typename MatrixType>
|
417
|
+
typename MatrixType::RealScalar
|
418
|
+
CompleteOrthogonalDecomposition<MatrixType>::logAbsDeterminant() const {
|
419
|
+
return m_cpqr.logAbsDeterminant();
|
420
|
+
}
|
421
|
+
|
422
|
+
/** Performs the complete orthogonal decomposition of the given matrix \a
|
423
|
+
* matrix. The result of the factorization is stored into \c *this, and a
|
424
|
+
* reference to \c *this is returned.
|
425
|
+
*
|
426
|
+
* \sa class CompleteOrthogonalDecomposition,
|
427
|
+
* CompleteOrthogonalDecomposition(const MatrixType&)
|
428
|
+
*/
|
429
|
+
template <typename MatrixType>
|
430
|
+
void CompleteOrthogonalDecomposition<MatrixType>::computeInPlace()
|
431
|
+
{
|
432
|
+
check_template_parameters();
|
433
|
+
|
434
|
+
// the column permutation is stored as int indices, so just to be sure:
|
435
|
+
eigen_assert(m_cpqr.cols() <= NumTraits<int>::highest());
|
436
|
+
|
437
|
+
const Index rank = m_cpqr.rank();
|
438
|
+
const Index cols = m_cpqr.cols();
|
439
|
+
const Index rows = m_cpqr.rows();
|
440
|
+
m_zCoeffs.resize((std::min)(rows, cols));
|
441
|
+
m_temp.resize(cols);
|
442
|
+
|
443
|
+
if (rank < cols) {
|
444
|
+
// We have reduced the (permuted) matrix to the form
|
445
|
+
// [R11 R12]
|
446
|
+
// [ 0 R22]
|
447
|
+
// where R11 is r-by-r (r = rank) upper triangular, R12 is
|
448
|
+
// r-by-(n-r), and R22 is empty or the norm of R22 is negligible.
|
449
|
+
// We now compute the complete orthogonal decomposition by applying
|
450
|
+
// Householder transformations from the right to the upper trapezoidal
|
451
|
+
// matrix X = [R11 R12] to zero out R12 and obtain the factorization
|
452
|
+
// [R11 R12] = [T11 0] * Z, where T11 is r-by-r upper triangular and
|
453
|
+
// Z = Z(0) * Z(1) ... Z(r-1) is an n-by-n orthogonal matrix.
|
454
|
+
// We store the data representing Z in R12 and m_zCoeffs.
|
455
|
+
for (Index k = rank - 1; k >= 0; --k) {
|
456
|
+
if (k != rank - 1) {
|
457
|
+
// Given the API for Householder reflectors, it is more convenient if
|
458
|
+
// we swap the leading parts of columns k and r-1 (zero-based) to form
|
459
|
+
// the matrix X_k = [X(0:k, k), X(0:k, r:n)]
|
460
|
+
m_cpqr.m_qr.col(k).head(k + 1).swap(
|
461
|
+
m_cpqr.m_qr.col(rank - 1).head(k + 1));
|
462
|
+
}
|
463
|
+
// Construct Householder reflector Z(k) to zero out the last row of X_k,
|
464
|
+
// i.e. choose Z(k) such that
|
465
|
+
// [X(k, k), X(k, r:n)] * Z(k) = [beta, 0, .., 0].
|
466
|
+
RealScalar beta;
|
467
|
+
m_cpqr.m_qr.row(k)
|
468
|
+
.tail(cols - rank + 1)
|
469
|
+
.makeHouseholderInPlace(m_zCoeffs(k), beta);
|
470
|
+
m_cpqr.m_qr(k, rank - 1) = beta;
|
471
|
+
if (k > 0) {
|
472
|
+
// Apply Z(k) to the first k rows of X_k
|
473
|
+
m_cpqr.m_qr.topRightCorner(k, cols - rank + 1)
|
474
|
+
.applyHouseholderOnTheRight(
|
475
|
+
m_cpqr.m_qr.row(k).tail(cols - rank).adjoint(), m_zCoeffs(k),
|
476
|
+
&m_temp(0));
|
477
|
+
}
|
478
|
+
if (k != rank - 1) {
|
479
|
+
// Swap X(0:k,k) back to its proper location.
|
480
|
+
m_cpqr.m_qr.col(k).head(k + 1).swap(
|
481
|
+
m_cpqr.m_qr.col(rank - 1).head(k + 1));
|
482
|
+
}
|
483
|
+
}
|
484
|
+
}
|
485
|
+
}
|
486
|
+
|
487
|
+
template <typename MatrixType>
|
488
|
+
template <bool Conjugate, typename Rhs>
|
489
|
+
void CompleteOrthogonalDecomposition<MatrixType>::applyZOnTheLeftInPlace(
|
490
|
+
Rhs& rhs) const {
|
491
|
+
const Index cols = this->cols();
|
492
|
+
const Index nrhs = rhs.cols();
|
493
|
+
const Index rank = this->rank();
|
494
|
+
Matrix<typename Rhs::Scalar, Dynamic, 1> temp((std::max)(cols, nrhs));
|
495
|
+
for (Index k = rank-1; k >= 0; --k) {
|
496
|
+
if (k != rank - 1) {
|
497
|
+
rhs.row(k).swap(rhs.row(rank - 1));
|
498
|
+
}
|
499
|
+
rhs.middleRows(rank - 1, cols - rank + 1)
|
500
|
+
.applyHouseholderOnTheLeft(
|
501
|
+
matrixQTZ().row(k).tail(cols - rank).transpose().template conjugateIf<!Conjugate>(), zCoeffs().template conjugateIf<Conjugate>()(k),
|
502
|
+
&temp(0));
|
503
|
+
if (k != rank - 1) {
|
504
|
+
rhs.row(k).swap(rhs.row(rank - 1));
|
505
|
+
}
|
506
|
+
}
|
507
|
+
}
|
508
|
+
|
509
|
+
template <typename MatrixType>
|
510
|
+
template <typename Rhs>
|
511
|
+
void CompleteOrthogonalDecomposition<MatrixType>::applyZAdjointOnTheLeftInPlace(
|
512
|
+
Rhs& rhs) const {
|
513
|
+
const Index cols = this->cols();
|
514
|
+
const Index nrhs = rhs.cols();
|
515
|
+
const Index rank = this->rank();
|
516
|
+
Matrix<typename Rhs::Scalar, Dynamic, 1> temp((std::max)(cols, nrhs));
|
517
|
+
for (Index k = 0; k < rank; ++k) {
|
518
|
+
if (k != rank - 1) {
|
519
|
+
rhs.row(k).swap(rhs.row(rank - 1));
|
520
|
+
}
|
521
|
+
rhs.middleRows(rank - 1, cols - rank + 1)
|
522
|
+
.applyHouseholderOnTheLeft(
|
523
|
+
matrixQTZ().row(k).tail(cols - rank).adjoint(), zCoeffs()(k),
|
524
|
+
&temp(0));
|
525
|
+
if (k != rank - 1) {
|
526
|
+
rhs.row(k).swap(rhs.row(rank - 1));
|
527
|
+
}
|
528
|
+
}
|
529
|
+
}
|
530
|
+
|
531
|
+
#ifndef EIGEN_PARSED_BY_DOXYGEN
|
532
|
+
template <typename _MatrixType>
|
533
|
+
template <typename RhsType, typename DstType>
|
534
|
+
void CompleteOrthogonalDecomposition<_MatrixType>::_solve_impl(
|
535
|
+
const RhsType& rhs, DstType& dst) const {
|
536
|
+
const Index rank = this->rank();
|
537
|
+
if (rank == 0) {
|
538
|
+
dst.setZero();
|
539
|
+
return;
|
540
|
+
}
|
541
|
+
|
542
|
+
// Compute c = Q^* * rhs
|
543
|
+
typename RhsType::PlainObject c(rhs);
|
544
|
+
c.applyOnTheLeft(matrixQ().setLength(rank).adjoint());
|
545
|
+
|
546
|
+
// Solve T z = c(1:rank, :)
|
547
|
+
dst.topRows(rank) = matrixT()
|
548
|
+
.topLeftCorner(rank, rank)
|
549
|
+
.template triangularView<Upper>()
|
550
|
+
.solve(c.topRows(rank));
|
551
|
+
|
552
|
+
const Index cols = this->cols();
|
553
|
+
if (rank < cols) {
|
554
|
+
// Compute y = Z^* * [ z ]
|
555
|
+
// [ 0 ]
|
556
|
+
dst.bottomRows(cols - rank).setZero();
|
557
|
+
applyZAdjointOnTheLeftInPlace(dst);
|
558
|
+
}
|
559
|
+
|
560
|
+
// Undo permutation to get x = P^{-1} * y.
|
561
|
+
dst = colsPermutation() * dst;
|
562
|
+
}
|
563
|
+
|
564
|
+
template<typename _MatrixType>
|
565
|
+
template<bool Conjugate, typename RhsType, typename DstType>
|
566
|
+
void CompleteOrthogonalDecomposition<_MatrixType>::_solve_impl_transposed(const RhsType &rhs, DstType &dst) const
|
567
|
+
{
|
568
|
+
const Index rank = this->rank();
|
569
|
+
|
570
|
+
if (rank == 0) {
|
571
|
+
dst.setZero();
|
572
|
+
return;
|
573
|
+
}
|
574
|
+
|
575
|
+
typename RhsType::PlainObject c(colsPermutation().transpose()*rhs);
|
576
|
+
|
577
|
+
if (rank < cols()) {
|
578
|
+
applyZOnTheLeftInPlace<!Conjugate>(c);
|
579
|
+
}
|
580
|
+
|
581
|
+
matrixT().topLeftCorner(rank, rank)
|
582
|
+
.template triangularView<Upper>()
|
583
|
+
.transpose().template conjugateIf<Conjugate>()
|
584
|
+
.solveInPlace(c.topRows(rank));
|
585
|
+
|
586
|
+
dst.topRows(rank) = c.topRows(rank);
|
587
|
+
dst.bottomRows(rows()-rank).setZero();
|
588
|
+
|
589
|
+
dst.applyOnTheLeft(householderQ().setLength(rank).template conjugateIf<!Conjugate>() );
|
590
|
+
}
|
591
|
+
#endif
|
592
|
+
|
593
|
+
namespace internal {
|
594
|
+
|
595
|
+
template<typename MatrixType>
|
596
|
+
struct traits<Inverse<CompleteOrthogonalDecomposition<MatrixType> > >
|
597
|
+
: traits<typename Transpose<typename MatrixType::PlainObject>::PlainObject>
|
598
|
+
{
|
599
|
+
enum { Flags = 0 };
|
600
|
+
};
|
601
|
+
|
602
|
+
template<typename DstXprType, typename MatrixType>
|
603
|
+
struct Assignment<DstXprType, Inverse<CompleteOrthogonalDecomposition<MatrixType> >, internal::assign_op<typename DstXprType::Scalar,typename CompleteOrthogonalDecomposition<MatrixType>::Scalar>, Dense2Dense>
|
604
|
+
{
|
605
|
+
typedef CompleteOrthogonalDecomposition<MatrixType> CodType;
|
606
|
+
typedef Inverse<CodType> SrcXprType;
|
607
|
+
static void run(DstXprType &dst, const SrcXprType &src, const internal::assign_op<typename DstXprType::Scalar,typename CodType::Scalar> &)
|
608
|
+
{
|
609
|
+
typedef Matrix<typename CodType::Scalar, CodType::RowsAtCompileTime, CodType::RowsAtCompileTime, 0, CodType::MaxRowsAtCompileTime, CodType::MaxRowsAtCompileTime> IdentityMatrixType;
|
610
|
+
dst = src.nestedExpression().solve(IdentityMatrixType::Identity(src.cols(), src.cols()));
|
611
|
+
}
|
612
|
+
};
|
613
|
+
|
614
|
+
} // end namespace internal
|
615
|
+
|
616
|
+
/** \returns the matrix Q as a sequence of householder transformations */
|
617
|
+
template <typename MatrixType>
|
618
|
+
typename CompleteOrthogonalDecomposition<MatrixType>::HouseholderSequenceType
|
619
|
+
CompleteOrthogonalDecomposition<MatrixType>::householderQ() const {
|
620
|
+
return m_cpqr.householderQ();
|
621
|
+
}
|
622
|
+
|
623
|
+
/** \return the complete orthogonal decomposition of \c *this.
|
624
|
+
*
|
625
|
+
* \sa class CompleteOrthogonalDecomposition
|
626
|
+
*/
|
627
|
+
template <typename Derived>
|
628
|
+
const CompleteOrthogonalDecomposition<typename MatrixBase<Derived>::PlainObject>
|
629
|
+
MatrixBase<Derived>::completeOrthogonalDecomposition() const {
|
630
|
+
return CompleteOrthogonalDecomposition<PlainObject>(eval());
|
631
|
+
}
|
632
|
+
|
633
|
+
} // end namespace Eigen
|
634
|
+
|
635
|
+
#endif // EIGEN_COMPLETEORTHOGONALDECOMPOSITION_H
|