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) 2008-2009 Gael Guennebaud <gael.guennebaud@inria.fr>
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// Copyright (C) 2009 Benoit Jacob <jacob.benoit.1@gmail.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_FULLPIVOTINGHOUSEHOLDERQR_H
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#define EIGEN_FULLPIVOTINGHOUSEHOLDERQR_H
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namespace Eigen {
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namespace internal {
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template<typename _MatrixType> struct traits<FullPivHouseholderQR<_MatrixType> >
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: traits<_MatrixType>
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{
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typedef MatrixXpr XprKind;
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typedef SolverStorage StorageKind;
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typedef int StorageIndex;
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enum { Flags = 0 };
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};
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template<typename MatrixType> struct FullPivHouseholderQRMatrixQReturnType;
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template<typename MatrixType>
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struct traits<FullPivHouseholderQRMatrixQReturnType<MatrixType> >
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{
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typedef typename MatrixType::PlainObject ReturnType;
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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 FullPivHouseholderQR
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*
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* \brief Householder rank-revealing QR decomposition of a matrix with full pivoting
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*
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* \tparam _MatrixType the type of the matrix of which we are computing the QR decomposition
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*
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* This class performs a rank-revealing QR decomposition of a matrix \b A into matrices \b P, \b P', \b Q and \b R
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* such that
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* \f[
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* \mathbf{P} \, \mathbf{A} \, \mathbf{P}' = \mathbf{Q} \, \mathbf{R}
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* \f]
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* by using Householder transformations. Here, \b P and \b P' are permutation matrices, \b Q a unitary matrix
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* and \b R an upper triangular matrix.
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*
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* This decomposition performs a very prudent full pivoting in order to be rank-revealing and achieve optimal
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* numerical stability. The trade-off is that it is slower than HouseholderQR and ColPivHouseholderQR.
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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::fullPivHouseholderQr()
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*/
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template<typename _MatrixType> class FullPivHouseholderQR
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: public SolverBase<FullPivHouseholderQR<_MatrixType> >
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{
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public:
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typedef _MatrixType MatrixType;
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typedef SolverBase<FullPivHouseholderQR> Base;
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friend class SolverBase<FullPivHouseholderQR>;
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EIGEN_GENERIC_PUBLIC_INTERFACE(FullPivHouseholderQR)
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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 internal::FullPivHouseholderQRMatrixQReturnType<MatrixType> MatrixQReturnType;
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typedef typename internal::plain_diag_type<MatrixType>::type HCoeffsType;
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typedef Matrix<StorageIndex, 1,
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EIGEN_SIZE_MIN_PREFER_DYNAMIC(ColsAtCompileTime,RowsAtCompileTime), RowMajor, 1,
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EIGEN_SIZE_MIN_PREFER_FIXED(MaxColsAtCompileTime,MaxRowsAtCompileTime)> IntDiagSizeVectorType;
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typedef PermutationMatrix<ColsAtCompileTime, MaxColsAtCompileTime> PermutationType;
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typedef typename internal::plain_row_type<MatrixType>::type RowVectorType;
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typedef typename internal::plain_col_type<MatrixType>::type ColVectorType;
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typedef typename MatrixType::PlainObject PlainObject;
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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 FullPivHouseholderQR::compute(const MatrixType&).
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*/
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FullPivHouseholderQR()
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: m_qr(),
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m_hCoeffs(),
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m_rows_transpositions(),
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m_cols_transpositions(),
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m_cols_permutation(),
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m_temp(),
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m_isInitialized(false),
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m_usePrescribedThreshold(false) {}
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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 FullPivHouseholderQR()
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*/
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FullPivHouseholderQR(Index rows, Index cols)
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: m_qr(rows, cols),
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m_hCoeffs((std::min)(rows,cols)),
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m_rows_transpositions((std::min)(rows,cols)),
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m_cols_transpositions((std::min)(rows,cols)),
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m_cols_permutation(cols),
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m_temp(cols),
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m_isInitialized(false),
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m_usePrescribedThreshold(false) {}
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/** \brief Constructs a QR factorization from a given matrix
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*
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* This constructor computes the QR factorization of the matrix \a matrix by calling
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* the method compute(). It is a short cut for:
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*
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* \code
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* FullPivHouseholderQR<MatrixType> qr(matrix.rows(), matrix.cols());
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* qr.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 FullPivHouseholderQR(const EigenBase<InputType>& matrix)
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: m_qr(matrix.rows(), matrix.cols()),
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m_hCoeffs((std::min)(matrix.rows(), matrix.cols())),
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m_rows_transpositions((std::min)(matrix.rows(), matrix.cols())),
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m_cols_transpositions((std::min)(matrix.rows(), matrix.cols())),
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m_cols_permutation(matrix.cols()),
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m_temp(matrix.cols()),
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m_isInitialized(false),
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m_usePrescribedThreshold(false)
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{
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compute(matrix.derived());
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}
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/** \brief Constructs a QR factorization 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 FullPivHouseholderQR(const EigenBase&)
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*/
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template<typename InputType>
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explicit FullPivHouseholderQR(EigenBase<InputType>& matrix)
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: m_qr(matrix.derived()),
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m_hCoeffs((std::min)(matrix.rows(), matrix.cols())),
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m_rows_transpositions((std::min)(matrix.rows(), matrix.cols())),
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m_cols_transpositions((std::min)(matrix.rows(), matrix.cols())),
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m_cols_permutation(matrix.cols()),
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m_temp(matrix.cols()),
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m_isInitialized(false),
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m_usePrescribedThreshold(false)
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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 finds a solution x to the equation Ax=b, where A is the matrix of which
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* \c *this is the QR decomposition.
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*
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* \param b the right-hand-side of the equation to solve.
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*
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* \returns the exact or least-square solution if the rank is greater or equal to the number of columns of A,
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* and an arbitrary solution otherwise.
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*
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* \note_about_checking_solutions
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*
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* \note_about_arbitrary_choice_of_solution
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*
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* Example: \include FullPivHouseholderQR_solve.cpp
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* Output: \verbinclude FullPivHouseholderQR_solve.out
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*/
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template<typename Rhs>
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inline const Solve<FullPivHouseholderQR, Rhs>
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solve(const MatrixBase<Rhs>& b) const;
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#endif
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/** \returns Expression object representing the matrix Q
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*/
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MatrixQReturnType matrixQ(void) const;
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/** \returns a reference to the matrix where the Householder QR decomposition is stored
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*/
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const MatrixType& matrixQR() const
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{
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eigen_assert(m_isInitialized && "FullPivHouseholderQR is not initialized.");
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return m_qr;
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}
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template<typename InputType>
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FullPivHouseholderQR& compute(const EigenBase<InputType>& matrix);
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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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{
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eigen_assert(m_isInitialized && "FullPivHouseholderQR is not initialized.");
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return m_cols_permutation;
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}
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/** \returns a const reference to the vector of indices representing the rows transpositions */
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const IntDiagSizeVectorType& rowsTranspositions() const
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{
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eigen_assert(m_isInitialized && "FullPivHouseholderQR is not initialized.");
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return m_rows_transpositions;
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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 QR decomposition. It has only linear complexity
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* (that is, O(n) where n is the dimension of the square matrix)
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* as the QR 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 matrix of which
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* *this is the QR decomposition. It has only linear complexity
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* (that is, O(n) where n is the dimension of the square matrix)
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* as the QR 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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* \note This method is useful to work around the risk of overflow/underflow that's inherent
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* 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 QR decomposition.
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*
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* \note This method has to determine which pivots should be considered nonzero.
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* For that, it uses the threshold value that you can control by calling
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* setThreshold(const RealScalar&).
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*/
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inline Index rank() const
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{
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using std::abs;
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eigen_assert(m_isInitialized && "FullPivHouseholderQR is not initialized.");
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RealScalar premultiplied_threshold = abs(m_maxpivot) * threshold();
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Index result = 0;
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for(Index i = 0; i < m_nonzero_pivots; ++i)
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result += (abs(m_qr.coeff(i,i)) > premultiplied_threshold);
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return result;
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}
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/** \returns the dimension of the kernel of the matrix of which *this is the QR decomposition.
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*
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* \note This method has to determine which pivots should be considered nonzero.
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* For that, it uses the threshold value that you can control by calling
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* setThreshold(const RealScalar&).
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*/
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inline Index dimensionOfKernel() const
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{
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eigen_assert(m_isInitialized && "FullPivHouseholderQR is not initialized.");
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return cols() - rank();
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}
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/** \returns true if the matrix of which *this is the QR decomposition represents an injective
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* 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 nonzero.
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* For that, it uses the threshold value that you can control by calling
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* setThreshold(const RealScalar&).
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*/
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inline bool isInjective() const
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{
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eigen_assert(m_isInitialized && "FullPivHouseholderQR is not initialized.");
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return rank() == cols();
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}
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/** \returns true if the matrix of which *this is the QR decomposition represents a surjective
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* linear map; false otherwise.
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*
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* \note This method has to determine which pivots should be considered nonzero.
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* For that, it uses the threshold value that you can control by calling
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* setThreshold(const RealScalar&).
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*/
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inline bool isSurjective() const
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{
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eigen_assert(m_isInitialized && "FullPivHouseholderQR is not initialized.");
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return rank() == rows();
|
293
|
+
}
|
294
|
+
|
295
|
+
/** \returns true if the matrix of which *this is the QR decomposition is invertible.
|
296
|
+
*
|
297
|
+
* \note This method has to determine which pivots should be considered nonzero.
|
298
|
+
* For that, it uses the threshold value that you can control by calling
|
299
|
+
* setThreshold(const RealScalar&).
|
300
|
+
*/
|
301
|
+
inline bool isInvertible() const
|
302
|
+
{
|
303
|
+
eigen_assert(m_isInitialized && "FullPivHouseholderQR is not initialized.");
|
304
|
+
return isInjective() && isSurjective();
|
305
|
+
}
|
306
|
+
|
307
|
+
/** \returns the inverse of the matrix of which *this is the QR decomposition.
|
308
|
+
*
|
309
|
+
* \note If this matrix is not invertible, the returned matrix has undefined coefficients.
|
310
|
+
* Use isInvertible() to first determine whether this matrix is invertible.
|
311
|
+
*/
|
312
|
+
inline const Inverse<FullPivHouseholderQR> inverse() const
|
313
|
+
{
|
314
|
+
eigen_assert(m_isInitialized && "FullPivHouseholderQR is not initialized.");
|
315
|
+
return Inverse<FullPivHouseholderQR>(*this);
|
316
|
+
}
|
317
|
+
|
318
|
+
inline Index rows() const { return m_qr.rows(); }
|
319
|
+
inline Index cols() const { return m_qr.cols(); }
|
320
|
+
|
321
|
+
/** \returns a const reference to the vector of Householder coefficients used to represent the factor \c Q.
|
322
|
+
*
|
323
|
+
* For advanced uses only.
|
324
|
+
*/
|
325
|
+
const HCoeffsType& hCoeffs() const { return m_hCoeffs; }
|
326
|
+
|
327
|
+
/** Allows to prescribe a threshold to be used by certain methods, such as rank(),
|
328
|
+
* who need to determine when pivots are to be considered nonzero. This is not used for the
|
329
|
+
* QR decomposition itself.
|
330
|
+
*
|
331
|
+
* When it needs to get the threshold value, Eigen calls threshold(). By default, this
|
332
|
+
* uses a formula to automatically determine a reasonable threshold.
|
333
|
+
* Once you have called the present method setThreshold(const RealScalar&),
|
334
|
+
* your value is used instead.
|
335
|
+
*
|
336
|
+
* \param threshold The new value to use as the threshold.
|
337
|
+
*
|
338
|
+
* A pivot will be considered nonzero if its absolute value is strictly greater than
|
339
|
+
* \f$ \vert pivot \vert \leqslant threshold \times \vert maxpivot \vert \f$
|
340
|
+
* where maxpivot is the biggest pivot.
|
341
|
+
*
|
342
|
+
* If you want to come back to the default behavior, call setThreshold(Default_t)
|
343
|
+
*/
|
344
|
+
FullPivHouseholderQR& setThreshold(const RealScalar& threshold)
|
345
|
+
{
|
346
|
+
m_usePrescribedThreshold = true;
|
347
|
+
m_prescribedThreshold = threshold;
|
348
|
+
return *this;
|
349
|
+
}
|
350
|
+
|
351
|
+
/** Allows to come back to the default behavior, letting Eigen use its default formula for
|
352
|
+
* determining the threshold.
|
353
|
+
*
|
354
|
+
* You should pass the special object Eigen::Default as parameter here.
|
355
|
+
* \code qr.setThreshold(Eigen::Default); \endcode
|
356
|
+
*
|
357
|
+
* See the documentation of setThreshold(const RealScalar&).
|
358
|
+
*/
|
359
|
+
FullPivHouseholderQR& setThreshold(Default_t)
|
360
|
+
{
|
361
|
+
m_usePrescribedThreshold = false;
|
362
|
+
return *this;
|
363
|
+
}
|
364
|
+
|
365
|
+
/** Returns the threshold that will be used by certain methods such as rank().
|
366
|
+
*
|
367
|
+
* See the documentation of setThreshold(const RealScalar&).
|
368
|
+
*/
|
369
|
+
RealScalar threshold() const
|
370
|
+
{
|
371
|
+
eigen_assert(m_isInitialized || m_usePrescribedThreshold);
|
372
|
+
return m_usePrescribedThreshold ? m_prescribedThreshold
|
373
|
+
// this formula comes from experimenting (see "LU precision tuning" thread on the list)
|
374
|
+
// and turns out to be identical to Higham's formula used already in LDLt.
|
375
|
+
: NumTraits<Scalar>::epsilon() * RealScalar(m_qr.diagonalSize());
|
376
|
+
}
|
377
|
+
|
378
|
+
/** \returns the number of nonzero pivots in the QR decomposition.
|
379
|
+
* Here nonzero is meant in the exact sense, not in a fuzzy sense.
|
380
|
+
* So that notion isn't really intrinsically interesting, but it is
|
381
|
+
* still useful when implementing algorithms.
|
382
|
+
*
|
383
|
+
* \sa rank()
|
384
|
+
*/
|
385
|
+
inline Index nonzeroPivots() const
|
386
|
+
{
|
387
|
+
eigen_assert(m_isInitialized && "LU is not initialized.");
|
388
|
+
return m_nonzero_pivots;
|
389
|
+
}
|
390
|
+
|
391
|
+
/** \returns the absolute value of the biggest pivot, i.e. the biggest
|
392
|
+
* diagonal coefficient of U.
|
393
|
+
*/
|
394
|
+
RealScalar maxPivot() const { return m_maxpivot; }
|
395
|
+
|
396
|
+
#ifndef EIGEN_PARSED_BY_DOXYGEN
|
397
|
+
template<typename RhsType, typename DstType>
|
398
|
+
void _solve_impl(const RhsType &rhs, DstType &dst) const;
|
399
|
+
|
400
|
+
template<bool Conjugate, typename RhsType, typename DstType>
|
401
|
+
void _solve_impl_transposed(const RhsType &rhs, DstType &dst) const;
|
402
|
+
#endif
|
403
|
+
|
404
|
+
protected:
|
405
|
+
|
406
|
+
static void check_template_parameters()
|
407
|
+
{
|
408
|
+
EIGEN_STATIC_ASSERT_NON_INTEGER(Scalar);
|
409
|
+
}
|
410
|
+
|
411
|
+
void computeInPlace();
|
412
|
+
|
413
|
+
MatrixType m_qr;
|
414
|
+
HCoeffsType m_hCoeffs;
|
415
|
+
IntDiagSizeVectorType m_rows_transpositions;
|
416
|
+
IntDiagSizeVectorType m_cols_transpositions;
|
417
|
+
PermutationType m_cols_permutation;
|
418
|
+
RowVectorType m_temp;
|
419
|
+
bool m_isInitialized, m_usePrescribedThreshold;
|
420
|
+
RealScalar m_prescribedThreshold, m_maxpivot;
|
421
|
+
Index m_nonzero_pivots;
|
422
|
+
RealScalar m_precision;
|
423
|
+
Index m_det_pq;
|
424
|
+
};
|
425
|
+
|
426
|
+
template<typename MatrixType>
|
427
|
+
typename MatrixType::RealScalar FullPivHouseholderQR<MatrixType>::absDeterminant() const
|
428
|
+
{
|
429
|
+
using std::abs;
|
430
|
+
eigen_assert(m_isInitialized && "FullPivHouseholderQR is not initialized.");
|
431
|
+
eigen_assert(m_qr.rows() == m_qr.cols() && "You can't take the determinant of a non-square matrix!");
|
432
|
+
return abs(m_qr.diagonal().prod());
|
433
|
+
}
|
434
|
+
|
435
|
+
template<typename MatrixType>
|
436
|
+
typename MatrixType::RealScalar FullPivHouseholderQR<MatrixType>::logAbsDeterminant() const
|
437
|
+
{
|
438
|
+
eigen_assert(m_isInitialized && "FullPivHouseholderQR is not initialized.");
|
439
|
+
eigen_assert(m_qr.rows() == m_qr.cols() && "You can't take the determinant of a non-square matrix!");
|
440
|
+
return m_qr.diagonal().cwiseAbs().array().log().sum();
|
441
|
+
}
|
442
|
+
|
443
|
+
/** Performs the QR factorization of the given matrix \a matrix. The result of
|
444
|
+
* the factorization is stored into \c *this, and a reference to \c *this
|
445
|
+
* is returned.
|
446
|
+
*
|
447
|
+
* \sa class FullPivHouseholderQR, FullPivHouseholderQR(const MatrixType&)
|
448
|
+
*/
|
449
|
+
template<typename MatrixType>
|
450
|
+
template<typename InputType>
|
451
|
+
FullPivHouseholderQR<MatrixType>& FullPivHouseholderQR<MatrixType>::compute(const EigenBase<InputType>& matrix)
|
452
|
+
{
|
453
|
+
m_qr = matrix.derived();
|
454
|
+
computeInPlace();
|
455
|
+
return *this;
|
456
|
+
}
|
457
|
+
|
458
|
+
template<typename MatrixType>
|
459
|
+
void FullPivHouseholderQR<MatrixType>::computeInPlace()
|
460
|
+
{
|
461
|
+
check_template_parameters();
|
462
|
+
|
463
|
+
using std::abs;
|
464
|
+
Index rows = m_qr.rows();
|
465
|
+
Index cols = m_qr.cols();
|
466
|
+
Index size = (std::min)(rows,cols);
|
467
|
+
|
468
|
+
|
469
|
+
m_hCoeffs.resize(size);
|
470
|
+
|
471
|
+
m_temp.resize(cols);
|
472
|
+
|
473
|
+
m_precision = NumTraits<Scalar>::epsilon() * RealScalar(size);
|
474
|
+
|
475
|
+
m_rows_transpositions.resize(size);
|
476
|
+
m_cols_transpositions.resize(size);
|
477
|
+
Index number_of_transpositions = 0;
|
478
|
+
|
479
|
+
RealScalar biggest(0);
|
480
|
+
|
481
|
+
m_nonzero_pivots = size; // the generic case is that in which all pivots are nonzero (invertible case)
|
482
|
+
m_maxpivot = RealScalar(0);
|
483
|
+
|
484
|
+
for (Index k = 0; k < size; ++k)
|
485
|
+
{
|
486
|
+
Index row_of_biggest_in_corner, col_of_biggest_in_corner;
|
487
|
+
typedef internal::scalar_score_coeff_op<Scalar> Scoring;
|
488
|
+
typedef typename Scoring::result_type Score;
|
489
|
+
|
490
|
+
Score score = m_qr.bottomRightCorner(rows-k, cols-k)
|
491
|
+
.unaryExpr(Scoring())
|
492
|
+
.maxCoeff(&row_of_biggest_in_corner, &col_of_biggest_in_corner);
|
493
|
+
row_of_biggest_in_corner += k;
|
494
|
+
col_of_biggest_in_corner += k;
|
495
|
+
RealScalar biggest_in_corner = internal::abs_knowing_score<Scalar>()(m_qr(row_of_biggest_in_corner, col_of_biggest_in_corner), score);
|
496
|
+
if(k==0) biggest = biggest_in_corner;
|
497
|
+
|
498
|
+
// if the corner is negligible, then we have less than full rank, and we can finish early
|
499
|
+
if(internal::isMuchSmallerThan(biggest_in_corner, biggest, m_precision))
|
500
|
+
{
|
501
|
+
m_nonzero_pivots = k;
|
502
|
+
for(Index i = k; i < size; i++)
|
503
|
+
{
|
504
|
+
m_rows_transpositions.coeffRef(i) = internal::convert_index<StorageIndex>(i);
|
505
|
+
m_cols_transpositions.coeffRef(i) = internal::convert_index<StorageIndex>(i);
|
506
|
+
m_hCoeffs.coeffRef(i) = Scalar(0);
|
507
|
+
}
|
508
|
+
break;
|
509
|
+
}
|
510
|
+
|
511
|
+
m_rows_transpositions.coeffRef(k) = internal::convert_index<StorageIndex>(row_of_biggest_in_corner);
|
512
|
+
m_cols_transpositions.coeffRef(k) = internal::convert_index<StorageIndex>(col_of_biggest_in_corner);
|
513
|
+
if(k != row_of_biggest_in_corner) {
|
514
|
+
m_qr.row(k).tail(cols-k).swap(m_qr.row(row_of_biggest_in_corner).tail(cols-k));
|
515
|
+
++number_of_transpositions;
|
516
|
+
}
|
517
|
+
if(k != col_of_biggest_in_corner) {
|
518
|
+
m_qr.col(k).swap(m_qr.col(col_of_biggest_in_corner));
|
519
|
+
++number_of_transpositions;
|
520
|
+
}
|
521
|
+
|
522
|
+
RealScalar beta;
|
523
|
+
m_qr.col(k).tail(rows-k).makeHouseholderInPlace(m_hCoeffs.coeffRef(k), beta);
|
524
|
+
m_qr.coeffRef(k,k) = beta;
|
525
|
+
|
526
|
+
// remember the maximum absolute value of diagonal coefficients
|
527
|
+
if(abs(beta) > m_maxpivot) m_maxpivot = abs(beta);
|
528
|
+
|
529
|
+
m_qr.bottomRightCorner(rows-k, cols-k-1)
|
530
|
+
.applyHouseholderOnTheLeft(m_qr.col(k).tail(rows-k-1), m_hCoeffs.coeffRef(k), &m_temp.coeffRef(k+1));
|
531
|
+
}
|
532
|
+
|
533
|
+
m_cols_permutation.setIdentity(cols);
|
534
|
+
for(Index k = 0; k < size; ++k)
|
535
|
+
m_cols_permutation.applyTranspositionOnTheRight(k, m_cols_transpositions.coeff(k));
|
536
|
+
|
537
|
+
m_det_pq = (number_of_transpositions%2) ? -1 : 1;
|
538
|
+
m_isInitialized = true;
|
539
|
+
}
|
540
|
+
|
541
|
+
#ifndef EIGEN_PARSED_BY_DOXYGEN
|
542
|
+
template<typename _MatrixType>
|
543
|
+
template<typename RhsType, typename DstType>
|
544
|
+
void FullPivHouseholderQR<_MatrixType>::_solve_impl(const RhsType &rhs, DstType &dst) const
|
545
|
+
{
|
546
|
+
const Index l_rank = rank();
|
547
|
+
|
548
|
+
// FIXME introduce nonzeroPivots() and use it here. and more generally,
|
549
|
+
// make the same improvements in this dec as in FullPivLU.
|
550
|
+
if(l_rank==0)
|
551
|
+
{
|
552
|
+
dst.setZero();
|
553
|
+
return;
|
554
|
+
}
|
555
|
+
|
556
|
+
typename RhsType::PlainObject c(rhs);
|
557
|
+
|
558
|
+
Matrix<typename RhsType::Scalar,1,RhsType::ColsAtCompileTime> temp(rhs.cols());
|
559
|
+
for (Index k = 0; k < l_rank; ++k)
|
560
|
+
{
|
561
|
+
Index remainingSize = rows()-k;
|
562
|
+
c.row(k).swap(c.row(m_rows_transpositions.coeff(k)));
|
563
|
+
c.bottomRightCorner(remainingSize, rhs.cols())
|
564
|
+
.applyHouseholderOnTheLeft(m_qr.col(k).tail(remainingSize-1),
|
565
|
+
m_hCoeffs.coeff(k), &temp.coeffRef(0));
|
566
|
+
}
|
567
|
+
|
568
|
+
m_qr.topLeftCorner(l_rank, l_rank)
|
569
|
+
.template triangularView<Upper>()
|
570
|
+
.solveInPlace(c.topRows(l_rank));
|
571
|
+
|
572
|
+
for(Index i = 0; i < l_rank; ++i) dst.row(m_cols_permutation.indices().coeff(i)) = c.row(i);
|
573
|
+
for(Index i = l_rank; i < cols(); ++i) dst.row(m_cols_permutation.indices().coeff(i)).setZero();
|
574
|
+
}
|
575
|
+
|
576
|
+
template<typename _MatrixType>
|
577
|
+
template<bool Conjugate, typename RhsType, typename DstType>
|
578
|
+
void FullPivHouseholderQR<_MatrixType>::_solve_impl_transposed(const RhsType &rhs, DstType &dst) const
|
579
|
+
{
|
580
|
+
const Index l_rank = rank();
|
581
|
+
|
582
|
+
if(l_rank == 0)
|
583
|
+
{
|
584
|
+
dst.setZero();
|
585
|
+
return;
|
586
|
+
}
|
587
|
+
|
588
|
+
typename RhsType::PlainObject c(m_cols_permutation.transpose()*rhs);
|
589
|
+
|
590
|
+
m_qr.topLeftCorner(l_rank, l_rank)
|
591
|
+
.template triangularView<Upper>()
|
592
|
+
.transpose().template conjugateIf<Conjugate>()
|
593
|
+
.solveInPlace(c.topRows(l_rank));
|
594
|
+
|
595
|
+
dst.topRows(l_rank) = c.topRows(l_rank);
|
596
|
+
dst.bottomRows(rows()-l_rank).setZero();
|
597
|
+
|
598
|
+
Matrix<Scalar, 1, DstType::ColsAtCompileTime> temp(dst.cols());
|
599
|
+
const Index size = (std::min)(rows(), cols());
|
600
|
+
for (Index k = size-1; k >= 0; --k)
|
601
|
+
{
|
602
|
+
Index remainingSize = rows()-k;
|
603
|
+
|
604
|
+
dst.bottomRightCorner(remainingSize, dst.cols())
|
605
|
+
.applyHouseholderOnTheLeft(m_qr.col(k).tail(remainingSize-1).template conjugateIf<!Conjugate>(),
|
606
|
+
m_hCoeffs.template conjugateIf<Conjugate>().coeff(k), &temp.coeffRef(0));
|
607
|
+
|
608
|
+
dst.row(k).swap(dst.row(m_rows_transpositions.coeff(k)));
|
609
|
+
}
|
610
|
+
}
|
611
|
+
#endif
|
612
|
+
|
613
|
+
namespace internal {
|
614
|
+
|
615
|
+
template<typename DstXprType, typename MatrixType>
|
616
|
+
struct Assignment<DstXprType, Inverse<FullPivHouseholderQR<MatrixType> >, internal::assign_op<typename DstXprType::Scalar,typename FullPivHouseholderQR<MatrixType>::Scalar>, Dense2Dense>
|
617
|
+
{
|
618
|
+
typedef FullPivHouseholderQR<MatrixType> QrType;
|
619
|
+
typedef Inverse<QrType> SrcXprType;
|
620
|
+
static void run(DstXprType &dst, const SrcXprType &src, const internal::assign_op<typename DstXprType::Scalar,typename QrType::Scalar> &)
|
621
|
+
{
|
622
|
+
dst = src.nestedExpression().solve(MatrixType::Identity(src.rows(), src.cols()));
|
623
|
+
}
|
624
|
+
};
|
625
|
+
|
626
|
+
/** \ingroup QR_Module
|
627
|
+
*
|
628
|
+
* \brief Expression type for return value of FullPivHouseholderQR::matrixQ()
|
629
|
+
*
|
630
|
+
* \tparam MatrixType type of underlying dense matrix
|
631
|
+
*/
|
632
|
+
template<typename MatrixType> struct FullPivHouseholderQRMatrixQReturnType
|
633
|
+
: public ReturnByValue<FullPivHouseholderQRMatrixQReturnType<MatrixType> >
|
634
|
+
{
|
635
|
+
public:
|
636
|
+
typedef typename FullPivHouseholderQR<MatrixType>::IntDiagSizeVectorType IntDiagSizeVectorType;
|
637
|
+
typedef typename internal::plain_diag_type<MatrixType>::type HCoeffsType;
|
638
|
+
typedef Matrix<typename MatrixType::Scalar, 1, MatrixType::RowsAtCompileTime, RowMajor, 1,
|
639
|
+
MatrixType::MaxRowsAtCompileTime> WorkVectorType;
|
640
|
+
|
641
|
+
FullPivHouseholderQRMatrixQReturnType(const MatrixType& qr,
|
642
|
+
const HCoeffsType& hCoeffs,
|
643
|
+
const IntDiagSizeVectorType& rowsTranspositions)
|
644
|
+
: m_qr(qr),
|
645
|
+
m_hCoeffs(hCoeffs),
|
646
|
+
m_rowsTranspositions(rowsTranspositions)
|
647
|
+
{}
|
648
|
+
|
649
|
+
template <typename ResultType>
|
650
|
+
void evalTo(ResultType& result) const
|
651
|
+
{
|
652
|
+
const Index rows = m_qr.rows();
|
653
|
+
WorkVectorType workspace(rows);
|
654
|
+
evalTo(result, workspace);
|
655
|
+
}
|
656
|
+
|
657
|
+
template <typename ResultType>
|
658
|
+
void evalTo(ResultType& result, WorkVectorType& workspace) const
|
659
|
+
{
|
660
|
+
using numext::conj;
|
661
|
+
// compute the product H'_0 H'_1 ... H'_n-1,
|
662
|
+
// where H_k is the k-th Householder transformation I - h_k v_k v_k'
|
663
|
+
// and v_k is the k-th Householder vector [1,m_qr(k+1,k), m_qr(k+2,k), ...]
|
664
|
+
const Index rows = m_qr.rows();
|
665
|
+
const Index cols = m_qr.cols();
|
666
|
+
const Index size = (std::min)(rows, cols);
|
667
|
+
workspace.resize(rows);
|
668
|
+
result.setIdentity(rows, rows);
|
669
|
+
for (Index k = size-1; k >= 0; k--)
|
670
|
+
{
|
671
|
+
result.block(k, k, rows-k, rows-k)
|
672
|
+
.applyHouseholderOnTheLeft(m_qr.col(k).tail(rows-k-1), conj(m_hCoeffs.coeff(k)), &workspace.coeffRef(k));
|
673
|
+
result.row(k).swap(result.row(m_rowsTranspositions.coeff(k)));
|
674
|
+
}
|
675
|
+
}
|
676
|
+
|
677
|
+
Index rows() const { return m_qr.rows(); }
|
678
|
+
Index cols() const { return m_qr.rows(); }
|
679
|
+
|
680
|
+
protected:
|
681
|
+
typename MatrixType::Nested m_qr;
|
682
|
+
typename HCoeffsType::Nested m_hCoeffs;
|
683
|
+
typename IntDiagSizeVectorType::Nested m_rowsTranspositions;
|
684
|
+
};
|
685
|
+
|
686
|
+
// template<typename MatrixType>
|
687
|
+
// struct evaluator<FullPivHouseholderQRMatrixQReturnType<MatrixType> >
|
688
|
+
// : public evaluator<ReturnByValue<FullPivHouseholderQRMatrixQReturnType<MatrixType> > >
|
689
|
+
// {};
|
690
|
+
|
691
|
+
} // end namespace internal
|
692
|
+
|
693
|
+
template<typename MatrixType>
|
694
|
+
inline typename FullPivHouseholderQR<MatrixType>::MatrixQReturnType FullPivHouseholderQR<MatrixType>::matrixQ() const
|
695
|
+
{
|
696
|
+
eigen_assert(m_isInitialized && "FullPivHouseholderQR is not initialized.");
|
697
|
+
return MatrixQReturnType(m_qr, m_hCoeffs, m_rows_transpositions);
|
698
|
+
}
|
699
|
+
|
700
|
+
/** \return the full-pivoting Householder QR decomposition of \c *this.
|
701
|
+
*
|
702
|
+
* \sa class FullPivHouseholderQR
|
703
|
+
*/
|
704
|
+
template<typename Derived>
|
705
|
+
const FullPivHouseholderQR<typename MatrixBase<Derived>::PlainObject>
|
706
|
+
MatrixBase<Derived>::fullPivHouseholderQr() const
|
707
|
+
{
|
708
|
+
return FullPivHouseholderQR<PlainObject>(eval());
|
709
|
+
}
|
710
|
+
|
711
|
+
} // end namespace Eigen
|
712
|
+
|
713
|
+
#endif // EIGEN_FULLPIVOTINGHOUSEHOLDERQR_H
|