umappp 0.1.2
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- checksums.yaml +7 -0
- data/LICENSE.txt +25 -0
- data/README.md +110 -0
- data/ext/umappp/extconf.rb +25 -0
- data/ext/umappp/numo.hpp +867 -0
- data/ext/umappp/umappp.cpp +225 -0
- data/lib/umappp/version.rb +5 -0
- data/lib/umappp.rb +41 -0
- data/vendor/Eigen/Cholesky +45 -0
- data/vendor/Eigen/CholmodSupport +48 -0
- data/vendor/Eigen/Core +384 -0
- data/vendor/Eigen/Dense +7 -0
- data/vendor/Eigen/Eigen +2 -0
- data/vendor/Eigen/Eigenvalues +60 -0
- data/vendor/Eigen/Geometry +59 -0
- data/vendor/Eigen/Householder +29 -0
- data/vendor/Eigen/IterativeLinearSolvers +48 -0
- data/vendor/Eigen/Jacobi +32 -0
- data/vendor/Eigen/KLUSupport +41 -0
- data/vendor/Eigen/LU +47 -0
- data/vendor/Eigen/MetisSupport +35 -0
- data/vendor/Eigen/OrderingMethods +70 -0
- data/vendor/Eigen/PaStiXSupport +49 -0
- data/vendor/Eigen/PardisoSupport +35 -0
- data/vendor/Eigen/QR +50 -0
- data/vendor/Eigen/QtAlignedMalloc +39 -0
- data/vendor/Eigen/SPQRSupport +34 -0
- data/vendor/Eigen/SVD +50 -0
- data/vendor/Eigen/Sparse +34 -0
- data/vendor/Eigen/SparseCholesky +37 -0
- data/vendor/Eigen/SparseCore +69 -0
- data/vendor/Eigen/SparseLU +50 -0
- data/vendor/Eigen/SparseQR +36 -0
- data/vendor/Eigen/StdDeque +27 -0
- data/vendor/Eigen/StdList +26 -0
- data/vendor/Eigen/StdVector +27 -0
- data/vendor/Eigen/SuperLUSupport +64 -0
- data/vendor/Eigen/UmfPackSupport +40 -0
- data/vendor/Eigen/src/Cholesky/LDLT.h +688 -0
- data/vendor/Eigen/src/Cholesky/LLT.h +558 -0
- data/vendor/Eigen/src/Cholesky/LLT_LAPACKE.h +99 -0
- data/vendor/Eigen/src/CholmodSupport/CholmodSupport.h +682 -0
- data/vendor/Eigen/src/Core/ArithmeticSequence.h +413 -0
- data/vendor/Eigen/src/Core/Array.h +417 -0
- data/vendor/Eigen/src/Core/ArrayBase.h +226 -0
- data/vendor/Eigen/src/Core/ArrayWrapper.h +209 -0
- data/vendor/Eigen/src/Core/Assign.h +90 -0
- data/vendor/Eigen/src/Core/AssignEvaluator.h +1010 -0
- data/vendor/Eigen/src/Core/Assign_MKL.h +178 -0
- data/vendor/Eigen/src/Core/BandMatrix.h +353 -0
- data/vendor/Eigen/src/Core/Block.h +448 -0
- data/vendor/Eigen/src/Core/BooleanRedux.h +162 -0
- data/vendor/Eigen/src/Core/CommaInitializer.h +164 -0
- data/vendor/Eigen/src/Core/ConditionEstimator.h +175 -0
- data/vendor/Eigen/src/Core/CoreEvaluators.h +1741 -0
- data/vendor/Eigen/src/Core/CoreIterators.h +132 -0
- data/vendor/Eigen/src/Core/CwiseBinaryOp.h +183 -0
- data/vendor/Eigen/src/Core/CwiseNullaryOp.h +1001 -0
- data/vendor/Eigen/src/Core/CwiseTernaryOp.h +197 -0
- data/vendor/Eigen/src/Core/CwiseUnaryOp.h +103 -0
- data/vendor/Eigen/src/Core/CwiseUnaryView.h +132 -0
- data/vendor/Eigen/src/Core/DenseBase.h +701 -0
- data/vendor/Eigen/src/Core/DenseCoeffsBase.h +685 -0
- data/vendor/Eigen/src/Core/DenseStorage.h +652 -0
- data/vendor/Eigen/src/Core/Diagonal.h +258 -0
- data/vendor/Eigen/src/Core/DiagonalMatrix.h +391 -0
- data/vendor/Eigen/src/Core/DiagonalProduct.h +28 -0
- data/vendor/Eigen/src/Core/Dot.h +318 -0
- data/vendor/Eigen/src/Core/EigenBase.h +160 -0
- data/vendor/Eigen/src/Core/ForceAlignedAccess.h +150 -0
- data/vendor/Eigen/src/Core/Fuzzy.h +155 -0
- data/vendor/Eigen/src/Core/GeneralProduct.h +465 -0
- data/vendor/Eigen/src/Core/GenericPacketMath.h +1040 -0
- data/vendor/Eigen/src/Core/GlobalFunctions.h +194 -0
- data/vendor/Eigen/src/Core/IO.h +258 -0
- data/vendor/Eigen/src/Core/IndexedView.h +237 -0
- data/vendor/Eigen/src/Core/Inverse.h +117 -0
- data/vendor/Eigen/src/Core/Map.h +171 -0
- data/vendor/Eigen/src/Core/MapBase.h +310 -0
- data/vendor/Eigen/src/Core/MathFunctions.h +2057 -0
- data/vendor/Eigen/src/Core/MathFunctionsImpl.h +200 -0
- data/vendor/Eigen/src/Core/Matrix.h +565 -0
- data/vendor/Eigen/src/Core/MatrixBase.h +547 -0
- data/vendor/Eigen/src/Core/NestByValue.h +85 -0
- data/vendor/Eigen/src/Core/NoAlias.h +109 -0
- data/vendor/Eigen/src/Core/NumTraits.h +335 -0
- data/vendor/Eigen/src/Core/PartialReduxEvaluator.h +232 -0
- data/vendor/Eigen/src/Core/PermutationMatrix.h +605 -0
- data/vendor/Eigen/src/Core/PlainObjectBase.h +1128 -0
- data/vendor/Eigen/src/Core/Product.h +191 -0
- data/vendor/Eigen/src/Core/ProductEvaluators.h +1179 -0
- data/vendor/Eigen/src/Core/Random.h +218 -0
- data/vendor/Eigen/src/Core/Redux.h +515 -0
- data/vendor/Eigen/src/Core/Ref.h +381 -0
- data/vendor/Eigen/src/Core/Replicate.h +142 -0
- data/vendor/Eigen/src/Core/Reshaped.h +454 -0
- data/vendor/Eigen/src/Core/ReturnByValue.h +119 -0
- data/vendor/Eigen/src/Core/Reverse.h +217 -0
- data/vendor/Eigen/src/Core/Select.h +164 -0
- data/vendor/Eigen/src/Core/SelfAdjointView.h +365 -0
- data/vendor/Eigen/src/Core/SelfCwiseBinaryOp.h +47 -0
- data/vendor/Eigen/src/Core/Solve.h +188 -0
- data/vendor/Eigen/src/Core/SolveTriangular.h +235 -0
- data/vendor/Eigen/src/Core/SolverBase.h +168 -0
- data/vendor/Eigen/src/Core/StableNorm.h +251 -0
- data/vendor/Eigen/src/Core/StlIterators.h +463 -0
- data/vendor/Eigen/src/Core/Stride.h +116 -0
- data/vendor/Eigen/src/Core/Swap.h +68 -0
- data/vendor/Eigen/src/Core/Transpose.h +464 -0
- data/vendor/Eigen/src/Core/Transpositions.h +386 -0
- data/vendor/Eigen/src/Core/TriangularMatrix.h +1001 -0
- data/vendor/Eigen/src/Core/VectorBlock.h +96 -0
- data/vendor/Eigen/src/Core/VectorwiseOp.h +784 -0
- data/vendor/Eigen/src/Core/Visitor.h +381 -0
- data/vendor/Eigen/src/Core/arch/AVX/Complex.h +372 -0
- data/vendor/Eigen/src/Core/arch/AVX/MathFunctions.h +228 -0
- data/vendor/Eigen/src/Core/arch/AVX/PacketMath.h +1574 -0
- data/vendor/Eigen/src/Core/arch/AVX/TypeCasting.h +115 -0
- data/vendor/Eigen/src/Core/arch/AVX512/Complex.h +422 -0
- data/vendor/Eigen/src/Core/arch/AVX512/MathFunctions.h +362 -0
- data/vendor/Eigen/src/Core/arch/AVX512/PacketMath.h +2303 -0
- data/vendor/Eigen/src/Core/arch/AVX512/TypeCasting.h +89 -0
- data/vendor/Eigen/src/Core/arch/AltiVec/Complex.h +417 -0
- data/vendor/Eigen/src/Core/arch/AltiVec/MathFunctions.h +90 -0
- data/vendor/Eigen/src/Core/arch/AltiVec/MatrixProduct.h +2937 -0
- data/vendor/Eigen/src/Core/arch/AltiVec/MatrixProductCommon.h +221 -0
- data/vendor/Eigen/src/Core/arch/AltiVec/MatrixProductMMA.h +629 -0
- data/vendor/Eigen/src/Core/arch/AltiVec/PacketMath.h +2711 -0
- data/vendor/Eigen/src/Core/arch/CUDA/Complex.h +258 -0
- data/vendor/Eigen/src/Core/arch/Default/BFloat16.h +700 -0
- data/vendor/Eigen/src/Core/arch/Default/ConjHelper.h +117 -0
- data/vendor/Eigen/src/Core/arch/Default/GenericPacketMathFunctions.h +1649 -0
- data/vendor/Eigen/src/Core/arch/Default/GenericPacketMathFunctionsFwd.h +110 -0
- data/vendor/Eigen/src/Core/arch/Default/Half.h +942 -0
- data/vendor/Eigen/src/Core/arch/Default/Settings.h +49 -0
- data/vendor/Eigen/src/Core/arch/Default/TypeCasting.h +120 -0
- data/vendor/Eigen/src/Core/arch/GPU/MathFunctions.h +103 -0
- data/vendor/Eigen/src/Core/arch/GPU/PacketMath.h +1685 -0
- data/vendor/Eigen/src/Core/arch/GPU/TypeCasting.h +80 -0
- data/vendor/Eigen/src/Core/arch/HIP/hcc/math_constants.h +23 -0
- data/vendor/Eigen/src/Core/arch/MSA/Complex.h +648 -0
- data/vendor/Eigen/src/Core/arch/MSA/MathFunctions.h +387 -0
- data/vendor/Eigen/src/Core/arch/MSA/PacketMath.h +1233 -0
- data/vendor/Eigen/src/Core/arch/NEON/Complex.h +584 -0
- data/vendor/Eigen/src/Core/arch/NEON/GeneralBlockPanelKernel.h +183 -0
- data/vendor/Eigen/src/Core/arch/NEON/MathFunctions.h +75 -0
- data/vendor/Eigen/src/Core/arch/NEON/PacketMath.h +4587 -0
- data/vendor/Eigen/src/Core/arch/NEON/TypeCasting.h +1419 -0
- data/vendor/Eigen/src/Core/arch/SSE/Complex.h +351 -0
- data/vendor/Eigen/src/Core/arch/SSE/MathFunctions.h +199 -0
- data/vendor/Eigen/src/Core/arch/SSE/PacketMath.h +1505 -0
- data/vendor/Eigen/src/Core/arch/SSE/TypeCasting.h +142 -0
- data/vendor/Eigen/src/Core/arch/SVE/MathFunctions.h +44 -0
- data/vendor/Eigen/src/Core/arch/SVE/PacketMath.h +752 -0
- data/vendor/Eigen/src/Core/arch/SVE/TypeCasting.h +49 -0
- data/vendor/Eigen/src/Core/arch/SYCL/InteropHeaders.h +232 -0
- data/vendor/Eigen/src/Core/arch/SYCL/MathFunctions.h +301 -0
- data/vendor/Eigen/src/Core/arch/SYCL/PacketMath.h +670 -0
- data/vendor/Eigen/src/Core/arch/SYCL/SyclMemoryModel.h +694 -0
- data/vendor/Eigen/src/Core/arch/SYCL/TypeCasting.h +85 -0
- data/vendor/Eigen/src/Core/arch/ZVector/Complex.h +426 -0
- data/vendor/Eigen/src/Core/arch/ZVector/MathFunctions.h +233 -0
- data/vendor/Eigen/src/Core/arch/ZVector/PacketMath.h +1060 -0
- data/vendor/Eigen/src/Core/functors/AssignmentFunctors.h +177 -0
- data/vendor/Eigen/src/Core/functors/BinaryFunctors.h +541 -0
- data/vendor/Eigen/src/Core/functors/NullaryFunctors.h +189 -0
- data/vendor/Eigen/src/Core/functors/StlFunctors.h +166 -0
- data/vendor/Eigen/src/Core/functors/TernaryFunctors.h +25 -0
- data/vendor/Eigen/src/Core/functors/UnaryFunctors.h +1131 -0
- data/vendor/Eigen/src/Core/products/GeneralBlockPanelKernel.h +2645 -0
- data/vendor/Eigen/src/Core/products/GeneralMatrixMatrix.h +517 -0
- data/vendor/Eigen/src/Core/products/GeneralMatrixMatrixTriangular.h +317 -0
- data/vendor/Eigen/src/Core/products/GeneralMatrixMatrixTriangular_BLAS.h +145 -0
- data/vendor/Eigen/src/Core/products/GeneralMatrixMatrix_BLAS.h +124 -0
- data/vendor/Eigen/src/Core/products/GeneralMatrixVector.h +518 -0
- data/vendor/Eigen/src/Core/products/GeneralMatrixVector_BLAS.h +136 -0
- data/vendor/Eigen/src/Core/products/Parallelizer.h +180 -0
- data/vendor/Eigen/src/Core/products/SelfadjointMatrixMatrix.h +544 -0
- data/vendor/Eigen/src/Core/products/SelfadjointMatrixMatrix_BLAS.h +295 -0
- data/vendor/Eigen/src/Core/products/SelfadjointMatrixVector.h +262 -0
- data/vendor/Eigen/src/Core/products/SelfadjointMatrixVector_BLAS.h +118 -0
- data/vendor/Eigen/src/Core/products/SelfadjointProduct.h +133 -0
- data/vendor/Eigen/src/Core/products/SelfadjointRank2Update.h +94 -0
- data/vendor/Eigen/src/Core/products/TriangularMatrixMatrix.h +472 -0
- data/vendor/Eigen/src/Core/products/TriangularMatrixMatrix_BLAS.h +317 -0
- data/vendor/Eigen/src/Core/products/TriangularMatrixVector.h +350 -0
- data/vendor/Eigen/src/Core/products/TriangularMatrixVector_BLAS.h +255 -0
- data/vendor/Eigen/src/Core/products/TriangularSolverMatrix.h +337 -0
- data/vendor/Eigen/src/Core/products/TriangularSolverMatrix_BLAS.h +167 -0
- data/vendor/Eigen/src/Core/products/TriangularSolverVector.h +148 -0
- data/vendor/Eigen/src/Core/util/BlasUtil.h +583 -0
- data/vendor/Eigen/src/Core/util/ConfigureVectorization.h +512 -0
- data/vendor/Eigen/src/Core/util/Constants.h +563 -0
- data/vendor/Eigen/src/Core/util/DisableStupidWarnings.h +106 -0
- data/vendor/Eigen/src/Core/util/ForwardDeclarations.h +322 -0
- data/vendor/Eigen/src/Core/util/IndexedViewHelper.h +186 -0
- data/vendor/Eigen/src/Core/util/IntegralConstant.h +272 -0
- data/vendor/Eigen/src/Core/util/MKL_support.h +137 -0
- data/vendor/Eigen/src/Core/util/Macros.h +1464 -0
- data/vendor/Eigen/src/Core/util/Memory.h +1163 -0
- data/vendor/Eigen/src/Core/util/Meta.h +812 -0
- data/vendor/Eigen/src/Core/util/NonMPL2.h +3 -0
- data/vendor/Eigen/src/Core/util/ReenableStupidWarnings.h +31 -0
- data/vendor/Eigen/src/Core/util/ReshapedHelper.h +51 -0
- data/vendor/Eigen/src/Core/util/StaticAssert.h +221 -0
- data/vendor/Eigen/src/Core/util/SymbolicIndex.h +293 -0
- data/vendor/Eigen/src/Core/util/XprHelper.h +856 -0
- data/vendor/Eigen/src/Eigenvalues/ComplexEigenSolver.h +346 -0
- data/vendor/Eigen/src/Eigenvalues/ComplexSchur.h +462 -0
- data/vendor/Eigen/src/Eigenvalues/ComplexSchur_LAPACKE.h +91 -0
- data/vendor/Eigen/src/Eigenvalues/EigenSolver.h +622 -0
- data/vendor/Eigen/src/Eigenvalues/GeneralizedEigenSolver.h +418 -0
- data/vendor/Eigen/src/Eigenvalues/GeneralizedSelfAdjointEigenSolver.h +226 -0
- data/vendor/Eigen/src/Eigenvalues/HessenbergDecomposition.h +374 -0
- data/vendor/Eigen/src/Eigenvalues/MatrixBaseEigenvalues.h +158 -0
- data/vendor/Eigen/src/Eigenvalues/RealQZ.h +657 -0
- data/vendor/Eigen/src/Eigenvalues/RealSchur.h +558 -0
- data/vendor/Eigen/src/Eigenvalues/RealSchur_LAPACKE.h +77 -0
- data/vendor/Eigen/src/Eigenvalues/SelfAdjointEigenSolver.h +904 -0
- data/vendor/Eigen/src/Eigenvalues/SelfAdjointEigenSolver_LAPACKE.h +87 -0
- data/vendor/Eigen/src/Eigenvalues/Tridiagonalization.h +561 -0
- data/vendor/Eigen/src/Geometry/AlignedBox.h +486 -0
- data/vendor/Eigen/src/Geometry/AngleAxis.h +247 -0
- data/vendor/Eigen/src/Geometry/EulerAngles.h +114 -0
- data/vendor/Eigen/src/Geometry/Homogeneous.h +501 -0
- data/vendor/Eigen/src/Geometry/Hyperplane.h +282 -0
- data/vendor/Eigen/src/Geometry/OrthoMethods.h +235 -0
- data/vendor/Eigen/src/Geometry/ParametrizedLine.h +232 -0
- data/vendor/Eigen/src/Geometry/Quaternion.h +870 -0
- data/vendor/Eigen/src/Geometry/Rotation2D.h +199 -0
- data/vendor/Eigen/src/Geometry/RotationBase.h +206 -0
- data/vendor/Eigen/src/Geometry/Scaling.h +188 -0
- data/vendor/Eigen/src/Geometry/Transform.h +1563 -0
- data/vendor/Eigen/src/Geometry/Translation.h +202 -0
- data/vendor/Eigen/src/Geometry/Umeyama.h +166 -0
- data/vendor/Eigen/src/Geometry/arch/Geometry_SIMD.h +168 -0
- data/vendor/Eigen/src/Householder/BlockHouseholder.h +110 -0
- data/vendor/Eigen/src/Householder/Householder.h +176 -0
- data/vendor/Eigen/src/Householder/HouseholderSequence.h +545 -0
- data/vendor/Eigen/src/IterativeLinearSolvers/BasicPreconditioners.h +226 -0
- data/vendor/Eigen/src/IterativeLinearSolvers/BiCGSTAB.h +212 -0
- data/vendor/Eigen/src/IterativeLinearSolvers/ConjugateGradient.h +229 -0
- data/vendor/Eigen/src/IterativeLinearSolvers/IncompleteCholesky.h +394 -0
- data/vendor/Eigen/src/IterativeLinearSolvers/IncompleteLUT.h +453 -0
- data/vendor/Eigen/src/IterativeLinearSolvers/IterativeSolverBase.h +444 -0
- data/vendor/Eigen/src/IterativeLinearSolvers/LeastSquareConjugateGradient.h +198 -0
- data/vendor/Eigen/src/IterativeLinearSolvers/SolveWithGuess.h +117 -0
- data/vendor/Eigen/src/Jacobi/Jacobi.h +483 -0
- data/vendor/Eigen/src/KLUSupport/KLUSupport.h +358 -0
- data/vendor/Eigen/src/LU/Determinant.h +117 -0
- data/vendor/Eigen/src/LU/FullPivLU.h +877 -0
- data/vendor/Eigen/src/LU/InverseImpl.h +432 -0
- data/vendor/Eigen/src/LU/PartialPivLU.h +624 -0
- data/vendor/Eigen/src/LU/PartialPivLU_LAPACKE.h +83 -0
- data/vendor/Eigen/src/LU/arch/InverseSize4.h +351 -0
- data/vendor/Eigen/src/MetisSupport/MetisSupport.h +137 -0
- data/vendor/Eigen/src/OrderingMethods/Amd.h +435 -0
- data/vendor/Eigen/src/OrderingMethods/Eigen_Colamd.h +1863 -0
- data/vendor/Eigen/src/OrderingMethods/Ordering.h +153 -0
- data/vendor/Eigen/src/PaStiXSupport/PaStiXSupport.h +678 -0
- data/vendor/Eigen/src/PardisoSupport/PardisoSupport.h +545 -0
- data/vendor/Eigen/src/QR/ColPivHouseholderQR.h +674 -0
- data/vendor/Eigen/src/QR/ColPivHouseholderQR_LAPACKE.h +97 -0
- data/vendor/Eigen/src/QR/CompleteOrthogonalDecomposition.h +635 -0
- data/vendor/Eigen/src/QR/FullPivHouseholderQR.h +713 -0
- data/vendor/Eigen/src/QR/HouseholderQR.h +434 -0
- data/vendor/Eigen/src/QR/HouseholderQR_LAPACKE.h +68 -0
- data/vendor/Eigen/src/SPQRSupport/SuiteSparseQRSupport.h +335 -0
- data/vendor/Eigen/src/SVD/BDCSVD.h +1366 -0
- data/vendor/Eigen/src/SVD/JacobiSVD.h +812 -0
- data/vendor/Eigen/src/SVD/JacobiSVD_LAPACKE.h +91 -0
- data/vendor/Eigen/src/SVD/SVDBase.h +376 -0
- data/vendor/Eigen/src/SVD/UpperBidiagonalization.h +414 -0
- data/vendor/Eigen/src/SparseCholesky/SimplicialCholesky.h +697 -0
- data/vendor/Eigen/src/SparseCholesky/SimplicialCholesky_impl.h +174 -0
- data/vendor/Eigen/src/SparseCore/AmbiVector.h +378 -0
- data/vendor/Eigen/src/SparseCore/CompressedStorage.h +274 -0
- data/vendor/Eigen/src/SparseCore/ConservativeSparseSparseProduct.h +352 -0
- data/vendor/Eigen/src/SparseCore/MappedSparseMatrix.h +67 -0
- data/vendor/Eigen/src/SparseCore/SparseAssign.h +270 -0
- data/vendor/Eigen/src/SparseCore/SparseBlock.h +571 -0
- data/vendor/Eigen/src/SparseCore/SparseColEtree.h +206 -0
- data/vendor/Eigen/src/SparseCore/SparseCompressedBase.h +370 -0
- data/vendor/Eigen/src/SparseCore/SparseCwiseBinaryOp.h +722 -0
- data/vendor/Eigen/src/SparseCore/SparseCwiseUnaryOp.h +150 -0
- data/vendor/Eigen/src/SparseCore/SparseDenseProduct.h +342 -0
- data/vendor/Eigen/src/SparseCore/SparseDiagonalProduct.h +138 -0
- data/vendor/Eigen/src/SparseCore/SparseDot.h +98 -0
- data/vendor/Eigen/src/SparseCore/SparseFuzzy.h +29 -0
- data/vendor/Eigen/src/SparseCore/SparseMap.h +305 -0
- data/vendor/Eigen/src/SparseCore/SparseMatrix.h +1518 -0
- data/vendor/Eigen/src/SparseCore/SparseMatrixBase.h +398 -0
- data/vendor/Eigen/src/SparseCore/SparsePermutation.h +178 -0
- data/vendor/Eigen/src/SparseCore/SparseProduct.h +181 -0
- data/vendor/Eigen/src/SparseCore/SparseRedux.h +49 -0
- data/vendor/Eigen/src/SparseCore/SparseRef.h +397 -0
- data/vendor/Eigen/src/SparseCore/SparseSelfAdjointView.h +659 -0
- data/vendor/Eigen/src/SparseCore/SparseSolverBase.h +124 -0
- data/vendor/Eigen/src/SparseCore/SparseSparseProductWithPruning.h +198 -0
- data/vendor/Eigen/src/SparseCore/SparseTranspose.h +92 -0
- data/vendor/Eigen/src/SparseCore/SparseTriangularView.h +189 -0
- data/vendor/Eigen/src/SparseCore/SparseUtil.h +186 -0
- data/vendor/Eigen/src/SparseCore/SparseVector.h +478 -0
- data/vendor/Eigen/src/SparseCore/SparseView.h +254 -0
- data/vendor/Eigen/src/SparseCore/TriangularSolver.h +315 -0
- data/vendor/Eigen/src/SparseLU/SparseLU.h +923 -0
- data/vendor/Eigen/src/SparseLU/SparseLUImpl.h +66 -0
- data/vendor/Eigen/src/SparseLU/SparseLU_Memory.h +226 -0
- data/vendor/Eigen/src/SparseLU/SparseLU_Structs.h +110 -0
- data/vendor/Eigen/src/SparseLU/SparseLU_SupernodalMatrix.h +375 -0
- data/vendor/Eigen/src/SparseLU/SparseLU_Utils.h +80 -0
- data/vendor/Eigen/src/SparseLU/SparseLU_column_bmod.h +181 -0
- data/vendor/Eigen/src/SparseLU/SparseLU_column_dfs.h +179 -0
- data/vendor/Eigen/src/SparseLU/SparseLU_copy_to_ucol.h +107 -0
- data/vendor/Eigen/src/SparseLU/SparseLU_gemm_kernel.h +280 -0
- data/vendor/Eigen/src/SparseLU/SparseLU_heap_relax_snode.h +126 -0
- data/vendor/Eigen/src/SparseLU/SparseLU_kernel_bmod.h +130 -0
- data/vendor/Eigen/src/SparseLU/SparseLU_panel_bmod.h +223 -0
- data/vendor/Eigen/src/SparseLU/SparseLU_panel_dfs.h +258 -0
- data/vendor/Eigen/src/SparseLU/SparseLU_pivotL.h +137 -0
- data/vendor/Eigen/src/SparseLU/SparseLU_pruneL.h +136 -0
- data/vendor/Eigen/src/SparseLU/SparseLU_relax_snode.h +83 -0
- data/vendor/Eigen/src/SparseQR/SparseQR.h +758 -0
- data/vendor/Eigen/src/StlSupport/StdDeque.h +116 -0
- data/vendor/Eigen/src/StlSupport/StdList.h +106 -0
- data/vendor/Eigen/src/StlSupport/StdVector.h +131 -0
- data/vendor/Eigen/src/StlSupport/details.h +84 -0
- data/vendor/Eigen/src/SuperLUSupport/SuperLUSupport.h +1025 -0
- data/vendor/Eigen/src/UmfPackSupport/UmfPackSupport.h +642 -0
- data/vendor/Eigen/src/misc/Image.h +82 -0
- data/vendor/Eigen/src/misc/Kernel.h +79 -0
- data/vendor/Eigen/src/misc/RealSvd2x2.h +55 -0
- data/vendor/Eigen/src/misc/blas.h +440 -0
- data/vendor/Eigen/src/misc/lapack.h +152 -0
- data/vendor/Eigen/src/misc/lapacke.h +16292 -0
- data/vendor/Eigen/src/misc/lapacke_mangling.h +17 -0
- data/vendor/Eigen/src/plugins/ArrayCwiseBinaryOps.h +358 -0
- data/vendor/Eigen/src/plugins/ArrayCwiseUnaryOps.h +696 -0
- data/vendor/Eigen/src/plugins/BlockMethods.h +1442 -0
- data/vendor/Eigen/src/plugins/CommonCwiseBinaryOps.h +115 -0
- data/vendor/Eigen/src/plugins/CommonCwiseUnaryOps.h +177 -0
- data/vendor/Eigen/src/plugins/IndexedViewMethods.h +262 -0
- data/vendor/Eigen/src/plugins/MatrixCwiseBinaryOps.h +152 -0
- data/vendor/Eigen/src/plugins/MatrixCwiseUnaryOps.h +95 -0
- data/vendor/Eigen/src/plugins/ReshapedMethods.h +149 -0
- data/vendor/aarand/aarand.hpp +114 -0
- data/vendor/annoy/annoylib.h +1495 -0
- data/vendor/annoy/kissrandom.h +120 -0
- data/vendor/annoy/mman.h +242 -0
- data/vendor/hnswlib/bruteforce.h +152 -0
- data/vendor/hnswlib/hnswalg.h +1192 -0
- data/vendor/hnswlib/hnswlib.h +108 -0
- data/vendor/hnswlib/space_ip.h +282 -0
- data/vendor/hnswlib/space_l2.h +281 -0
- data/vendor/hnswlib/visited_list_pool.h +79 -0
- data/vendor/irlba/irlba.hpp +575 -0
- data/vendor/irlba/lanczos.hpp +212 -0
- data/vendor/irlba/parallel.hpp +474 -0
- data/vendor/irlba/utils.hpp +224 -0
- data/vendor/irlba/wrappers.hpp +228 -0
- data/vendor/kmeans/Base.hpp +75 -0
- data/vendor/kmeans/Details.hpp +79 -0
- data/vendor/kmeans/HartiganWong.hpp +492 -0
- data/vendor/kmeans/InitializeKmeansPP.hpp +144 -0
- data/vendor/kmeans/InitializeNone.hpp +44 -0
- data/vendor/kmeans/InitializePCAPartition.hpp +309 -0
- data/vendor/kmeans/InitializeRandom.hpp +91 -0
- data/vendor/kmeans/Kmeans.hpp +161 -0
- data/vendor/kmeans/Lloyd.hpp +134 -0
- data/vendor/kmeans/MiniBatch.hpp +269 -0
- data/vendor/kmeans/QuickSearch.hpp +179 -0
- data/vendor/kmeans/compute_centroids.hpp +32 -0
- data/vendor/kmeans/compute_wcss.hpp +27 -0
- data/vendor/kmeans/is_edge_case.hpp +42 -0
- data/vendor/kmeans/random.hpp +55 -0
- data/vendor/knncolle/Annoy/Annoy.hpp +193 -0
- data/vendor/knncolle/BruteForce/BruteForce.hpp +120 -0
- data/vendor/knncolle/Hnsw/Hnsw.hpp +225 -0
- data/vendor/knncolle/Kmknn/Kmknn.hpp +286 -0
- data/vendor/knncolle/VpTree/VpTree.hpp +256 -0
- data/vendor/knncolle/knncolle.hpp +34 -0
- data/vendor/knncolle/utils/Base.hpp +100 -0
- data/vendor/knncolle/utils/NeighborQueue.hpp +94 -0
- data/vendor/knncolle/utils/distances.hpp +98 -0
- data/vendor/knncolle/utils/find_nearest_neighbors.hpp +112 -0
- data/vendor/powerit/PowerIterations.hpp +157 -0
- data/vendor/umappp/NeighborList.hpp +37 -0
- data/vendor/umappp/Umap.hpp +662 -0
- data/vendor/umappp/combine_neighbor_sets.hpp +95 -0
- data/vendor/umappp/find_ab.hpp +157 -0
- data/vendor/umappp/neighbor_similarities.hpp +136 -0
- data/vendor/umappp/optimize_layout.hpp +285 -0
- data/vendor/umappp/spectral_init.hpp +181 -0
- data/vendor/umappp/umappp.hpp +13 -0
- metadata +465 -0
@@ -0,0 +1,812 @@
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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) 2009-2010 Benoit Jacob <jacob.benoit.1@gmail.com>
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// Copyright (C) 2013-2014 Gael Guennebaud <gael.guennebaud@inria.fr>
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//
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// This Source Code Form is subject to the terms of the Mozilla
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// Public License v. 2.0. If a copy of the MPL was not distributed
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// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
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#ifndef EIGEN_JACOBISVD_H
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#define EIGEN_JACOBISVD_H
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namespace Eigen {
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namespace internal {
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// forward declaration (needed by ICC)
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// the empty body is required by MSVC
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template<typename MatrixType, int QRPreconditioner,
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bool IsComplex = NumTraits<typename MatrixType::Scalar>::IsComplex>
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struct svd_precondition_2x2_block_to_be_real {};
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/*** QR preconditioners (R-SVD)
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***
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*** Their role is to reduce the problem of computing the SVD to the case of a square matrix.
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*** This approach, known as R-SVD, is an optimization for rectangular-enough matrices, and is a requirement for
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*** JacobiSVD which by itself is only able to work on square matrices.
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***/
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enum { PreconditionIfMoreColsThanRows, PreconditionIfMoreRowsThanCols };
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template<typename MatrixType, int QRPreconditioner, int Case>
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struct qr_preconditioner_should_do_anything
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{
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enum { a = MatrixType::RowsAtCompileTime != Dynamic &&
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MatrixType::ColsAtCompileTime != Dynamic &&
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MatrixType::ColsAtCompileTime <= MatrixType::RowsAtCompileTime,
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b = MatrixType::RowsAtCompileTime != Dynamic &&
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MatrixType::ColsAtCompileTime != Dynamic &&
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MatrixType::RowsAtCompileTime <= MatrixType::ColsAtCompileTime,
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ret = !( (QRPreconditioner == NoQRPreconditioner) ||
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(Case == PreconditionIfMoreColsThanRows && bool(a)) ||
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(Case == PreconditionIfMoreRowsThanCols && bool(b)) )
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};
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};
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template<typename MatrixType, int QRPreconditioner, int Case,
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bool DoAnything = qr_preconditioner_should_do_anything<MatrixType, QRPreconditioner, Case>::ret
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> struct qr_preconditioner_impl {};
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template<typename MatrixType, int QRPreconditioner, int Case>
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class qr_preconditioner_impl<MatrixType, QRPreconditioner, Case, false>
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{
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public:
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void allocate(const JacobiSVD<MatrixType, QRPreconditioner>&) {}
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bool run(JacobiSVD<MatrixType, QRPreconditioner>&, const MatrixType&)
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{
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return false;
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}
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};
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/*** preconditioner using FullPivHouseholderQR ***/
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template<typename MatrixType>
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class qr_preconditioner_impl<MatrixType, FullPivHouseholderQRPreconditioner, PreconditionIfMoreRowsThanCols, true>
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{
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public:
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typedef typename MatrixType::Scalar Scalar;
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enum
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{
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RowsAtCompileTime = MatrixType::RowsAtCompileTime,
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MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime
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};
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typedef Matrix<Scalar, 1, RowsAtCompileTime, RowMajor, 1, MaxRowsAtCompileTime> WorkspaceType;
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void allocate(const JacobiSVD<MatrixType, FullPivHouseholderQRPreconditioner>& svd)
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{
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if (svd.rows() != m_qr.rows() || svd.cols() != m_qr.cols())
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{
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m_qr.~QRType();
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::new (&m_qr) QRType(svd.rows(), svd.cols());
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}
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if (svd.m_computeFullU) m_workspace.resize(svd.rows());
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}
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bool run(JacobiSVD<MatrixType, FullPivHouseholderQRPreconditioner>& svd, const MatrixType& matrix)
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{
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if(matrix.rows() > matrix.cols())
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{
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m_qr.compute(matrix);
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svd.m_workMatrix = m_qr.matrixQR().block(0,0,matrix.cols(),matrix.cols()).template triangularView<Upper>();
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if(svd.m_computeFullU) m_qr.matrixQ().evalTo(svd.m_matrixU, m_workspace);
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if(svd.computeV()) svd.m_matrixV = m_qr.colsPermutation();
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return true;
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}
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return false;
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}
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private:
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typedef FullPivHouseholderQR<MatrixType> QRType;
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QRType m_qr;
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WorkspaceType m_workspace;
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};
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template<typename MatrixType>
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class qr_preconditioner_impl<MatrixType, FullPivHouseholderQRPreconditioner, PreconditionIfMoreColsThanRows, true>
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{
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public:
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typedef typename MatrixType::Scalar Scalar;
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enum
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{
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RowsAtCompileTime = MatrixType::RowsAtCompileTime,
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ColsAtCompileTime = MatrixType::ColsAtCompileTime,
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MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime,
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MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime,
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Options = MatrixType::Options
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};
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typedef typename internal::make_proper_matrix_type<
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Scalar, ColsAtCompileTime, RowsAtCompileTime, Options, MaxColsAtCompileTime, MaxRowsAtCompileTime
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>::type TransposeTypeWithSameStorageOrder;
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void allocate(const JacobiSVD<MatrixType, FullPivHouseholderQRPreconditioner>& svd)
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{
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if (svd.cols() != m_qr.rows() || svd.rows() != m_qr.cols())
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{
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m_qr.~QRType();
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::new (&m_qr) QRType(svd.cols(), svd.rows());
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}
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m_adjoint.resize(svd.cols(), svd.rows());
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if (svd.m_computeFullV) m_workspace.resize(svd.cols());
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}
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bool run(JacobiSVD<MatrixType, FullPivHouseholderQRPreconditioner>& svd, const MatrixType& matrix)
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{
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if(matrix.cols() > matrix.rows())
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{
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m_adjoint = matrix.adjoint();
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m_qr.compute(m_adjoint);
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svd.m_workMatrix = m_qr.matrixQR().block(0,0,matrix.rows(),matrix.rows()).template triangularView<Upper>().adjoint();
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if(svd.m_computeFullV) m_qr.matrixQ().evalTo(svd.m_matrixV, m_workspace);
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if(svd.computeU()) svd.m_matrixU = m_qr.colsPermutation();
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return true;
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}
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else return false;
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}
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private:
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typedef FullPivHouseholderQR<TransposeTypeWithSameStorageOrder> QRType;
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QRType m_qr;
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TransposeTypeWithSameStorageOrder m_adjoint;
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typename internal::plain_row_type<MatrixType>::type m_workspace;
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};
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/*** preconditioner using ColPivHouseholderQR ***/
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template<typename MatrixType>
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class qr_preconditioner_impl<MatrixType, ColPivHouseholderQRPreconditioner, PreconditionIfMoreRowsThanCols, true>
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{
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public:
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void allocate(const JacobiSVD<MatrixType, ColPivHouseholderQRPreconditioner>& svd)
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{
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if (svd.rows() != m_qr.rows() || svd.cols() != m_qr.cols())
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{
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m_qr.~QRType();
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::new (&m_qr) QRType(svd.rows(), svd.cols());
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}
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if (svd.m_computeFullU) m_workspace.resize(svd.rows());
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else if (svd.m_computeThinU) m_workspace.resize(svd.cols());
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}
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bool run(JacobiSVD<MatrixType, ColPivHouseholderQRPreconditioner>& svd, const MatrixType& matrix)
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{
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if(matrix.rows() > matrix.cols())
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{
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m_qr.compute(matrix);
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svd.m_workMatrix = m_qr.matrixQR().block(0,0,matrix.cols(),matrix.cols()).template triangularView<Upper>();
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if(svd.m_computeFullU) m_qr.householderQ().evalTo(svd.m_matrixU, m_workspace);
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else if(svd.m_computeThinU)
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{
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svd.m_matrixU.setIdentity(matrix.rows(), matrix.cols());
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m_qr.householderQ().applyThisOnTheLeft(svd.m_matrixU, m_workspace);
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}
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if(svd.computeV()) svd.m_matrixV = m_qr.colsPermutation();
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return true;
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}
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return false;
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}
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private:
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typedef ColPivHouseholderQR<MatrixType> QRType;
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QRType m_qr;
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typename internal::plain_col_type<MatrixType>::type m_workspace;
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};
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template<typename MatrixType>
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class qr_preconditioner_impl<MatrixType, ColPivHouseholderQRPreconditioner, PreconditionIfMoreColsThanRows, true>
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{
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public:
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typedef typename MatrixType::Scalar Scalar;
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enum
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{
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RowsAtCompileTime = MatrixType::RowsAtCompileTime,
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ColsAtCompileTime = MatrixType::ColsAtCompileTime,
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MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime,
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MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime,
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Options = MatrixType::Options
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};
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typedef typename internal::make_proper_matrix_type<
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Scalar, ColsAtCompileTime, RowsAtCompileTime, Options, MaxColsAtCompileTime, MaxRowsAtCompileTime
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>::type TransposeTypeWithSameStorageOrder;
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void allocate(const JacobiSVD<MatrixType, ColPivHouseholderQRPreconditioner>& svd)
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{
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if (svd.cols() != m_qr.rows() || svd.rows() != m_qr.cols())
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{
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m_qr.~QRType();
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::new (&m_qr) QRType(svd.cols(), svd.rows());
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}
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if (svd.m_computeFullV) m_workspace.resize(svd.cols());
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else if (svd.m_computeThinV) m_workspace.resize(svd.rows());
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m_adjoint.resize(svd.cols(), svd.rows());
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}
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bool run(JacobiSVD<MatrixType, ColPivHouseholderQRPreconditioner>& svd, const MatrixType& matrix)
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{
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if(matrix.cols() > matrix.rows())
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{
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m_adjoint = matrix.adjoint();
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m_qr.compute(m_adjoint);
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svd.m_workMatrix = m_qr.matrixQR().block(0,0,matrix.rows(),matrix.rows()).template triangularView<Upper>().adjoint();
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if(svd.m_computeFullV) m_qr.householderQ().evalTo(svd.m_matrixV, m_workspace);
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else if(svd.m_computeThinV)
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{
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svd.m_matrixV.setIdentity(matrix.cols(), matrix.rows());
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m_qr.householderQ().applyThisOnTheLeft(svd.m_matrixV, m_workspace);
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}
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if(svd.computeU()) svd.m_matrixU = m_qr.colsPermutation();
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return true;
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}
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else return false;
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}
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private:
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typedef ColPivHouseholderQR<TransposeTypeWithSameStorageOrder> QRType;
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QRType m_qr;
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TransposeTypeWithSameStorageOrder m_adjoint;
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typename internal::plain_row_type<MatrixType>::type m_workspace;
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};
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/*** preconditioner using HouseholderQR ***/
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template<typename MatrixType>
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class qr_preconditioner_impl<MatrixType, HouseholderQRPreconditioner, PreconditionIfMoreRowsThanCols, true>
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{
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public:
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void allocate(const JacobiSVD<MatrixType, HouseholderQRPreconditioner>& svd)
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{
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if (svd.rows() != m_qr.rows() || svd.cols() != m_qr.cols())
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{
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m_qr.~QRType();
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::new (&m_qr) QRType(svd.rows(), svd.cols());
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}
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if (svd.m_computeFullU) m_workspace.resize(svd.rows());
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else if (svd.m_computeThinU) m_workspace.resize(svd.cols());
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}
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bool run(JacobiSVD<MatrixType, HouseholderQRPreconditioner>& svd, const MatrixType& matrix)
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{
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if(matrix.rows() > matrix.cols())
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{
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m_qr.compute(matrix);
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svd.m_workMatrix = m_qr.matrixQR().block(0,0,matrix.cols(),matrix.cols()).template triangularView<Upper>();
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if(svd.m_computeFullU) m_qr.householderQ().evalTo(svd.m_matrixU, m_workspace);
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else if(svd.m_computeThinU)
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{
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svd.m_matrixU.setIdentity(matrix.rows(), matrix.cols());
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m_qr.householderQ().applyThisOnTheLeft(svd.m_matrixU, m_workspace);
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}
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if(svd.computeV()) svd.m_matrixV.setIdentity(matrix.cols(), matrix.cols());
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return true;
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}
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return false;
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}
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private:
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+
typedef HouseholderQR<MatrixType> QRType;
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+
QRType m_qr;
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+
typename internal::plain_col_type<MatrixType>::type m_workspace;
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+
};
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+
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template<typename MatrixType>
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class qr_preconditioner_impl<MatrixType, HouseholderQRPreconditioner, PreconditionIfMoreColsThanRows, true>
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{
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public:
|
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+
typedef typename MatrixType::Scalar Scalar;
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enum
|
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{
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RowsAtCompileTime = MatrixType::RowsAtCompileTime,
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ColsAtCompileTime = MatrixType::ColsAtCompileTime,
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MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime,
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MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime,
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Options = MatrixType::Options
|
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+
};
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+
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typedef typename internal::make_proper_matrix_type<
|
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+
Scalar, ColsAtCompileTime, RowsAtCompileTime, Options, MaxColsAtCompileTime, MaxRowsAtCompileTime
|
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|
+
>::type TransposeTypeWithSameStorageOrder;
|
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+
|
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+
void allocate(const JacobiSVD<MatrixType, HouseholderQRPreconditioner>& svd)
|
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|
+
{
|
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|
+
if (svd.cols() != m_qr.rows() || svd.rows() != m_qr.cols())
|
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|
+
{
|
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+
m_qr.~QRType();
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+
::new (&m_qr) QRType(svd.cols(), svd.rows());
|
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|
+
}
|
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+
if (svd.m_computeFullV) m_workspace.resize(svd.cols());
|
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+
else if (svd.m_computeThinV) m_workspace.resize(svd.rows());
|
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+
m_adjoint.resize(svd.cols(), svd.rows());
|
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|
+
}
|
320
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+
|
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+
bool run(JacobiSVD<MatrixType, HouseholderQRPreconditioner>& svd, const MatrixType& matrix)
|
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|
+
{
|
323
|
+
if(matrix.cols() > matrix.rows())
|
324
|
+
{
|
325
|
+
m_adjoint = matrix.adjoint();
|
326
|
+
m_qr.compute(m_adjoint);
|
327
|
+
|
328
|
+
svd.m_workMatrix = m_qr.matrixQR().block(0,0,matrix.rows(),matrix.rows()).template triangularView<Upper>().adjoint();
|
329
|
+
if(svd.m_computeFullV) m_qr.householderQ().evalTo(svd.m_matrixV, m_workspace);
|
330
|
+
else if(svd.m_computeThinV)
|
331
|
+
{
|
332
|
+
svd.m_matrixV.setIdentity(matrix.cols(), matrix.rows());
|
333
|
+
m_qr.householderQ().applyThisOnTheLeft(svd.m_matrixV, m_workspace);
|
334
|
+
}
|
335
|
+
if(svd.computeU()) svd.m_matrixU.setIdentity(matrix.rows(), matrix.rows());
|
336
|
+
return true;
|
337
|
+
}
|
338
|
+
else return false;
|
339
|
+
}
|
340
|
+
|
341
|
+
private:
|
342
|
+
typedef HouseholderQR<TransposeTypeWithSameStorageOrder> QRType;
|
343
|
+
QRType m_qr;
|
344
|
+
TransposeTypeWithSameStorageOrder m_adjoint;
|
345
|
+
typename internal::plain_row_type<MatrixType>::type m_workspace;
|
346
|
+
};
|
347
|
+
|
348
|
+
/*** 2x2 SVD implementation
|
349
|
+
***
|
350
|
+
*** JacobiSVD consists in performing a series of 2x2 SVD subproblems
|
351
|
+
***/
|
352
|
+
|
353
|
+
template<typename MatrixType, int QRPreconditioner>
|
354
|
+
struct svd_precondition_2x2_block_to_be_real<MatrixType, QRPreconditioner, false>
|
355
|
+
{
|
356
|
+
typedef JacobiSVD<MatrixType, QRPreconditioner> SVD;
|
357
|
+
typedef typename MatrixType::RealScalar RealScalar;
|
358
|
+
static bool run(typename SVD::WorkMatrixType&, SVD&, Index, Index, RealScalar&) { return true; }
|
359
|
+
};
|
360
|
+
|
361
|
+
template<typename MatrixType, int QRPreconditioner>
|
362
|
+
struct svd_precondition_2x2_block_to_be_real<MatrixType, QRPreconditioner, true>
|
363
|
+
{
|
364
|
+
typedef JacobiSVD<MatrixType, QRPreconditioner> SVD;
|
365
|
+
typedef typename MatrixType::Scalar Scalar;
|
366
|
+
typedef typename MatrixType::RealScalar RealScalar;
|
367
|
+
static bool run(typename SVD::WorkMatrixType& work_matrix, SVD& svd, Index p, Index q, RealScalar& maxDiagEntry)
|
368
|
+
{
|
369
|
+
using std::sqrt;
|
370
|
+
using std::abs;
|
371
|
+
Scalar z;
|
372
|
+
JacobiRotation<Scalar> rot;
|
373
|
+
RealScalar n = sqrt(numext::abs2(work_matrix.coeff(p,p)) + numext::abs2(work_matrix.coeff(q,p)));
|
374
|
+
|
375
|
+
const RealScalar considerAsZero = (std::numeric_limits<RealScalar>::min)();
|
376
|
+
const RealScalar precision = NumTraits<Scalar>::epsilon();
|
377
|
+
|
378
|
+
if(n==0)
|
379
|
+
{
|
380
|
+
// make sure first column is zero
|
381
|
+
work_matrix.coeffRef(p,p) = work_matrix.coeffRef(q,p) = Scalar(0);
|
382
|
+
|
383
|
+
if(abs(numext::imag(work_matrix.coeff(p,q)))>considerAsZero)
|
384
|
+
{
|
385
|
+
// work_matrix.coeff(p,q) can be zero if work_matrix.coeff(q,p) is not zero but small enough to underflow when computing n
|
386
|
+
z = abs(work_matrix.coeff(p,q)) / work_matrix.coeff(p,q);
|
387
|
+
work_matrix.row(p) *= z;
|
388
|
+
if(svd.computeU()) svd.m_matrixU.col(p) *= conj(z);
|
389
|
+
}
|
390
|
+
if(abs(numext::imag(work_matrix.coeff(q,q)))>considerAsZero)
|
391
|
+
{
|
392
|
+
z = abs(work_matrix.coeff(q,q)) / work_matrix.coeff(q,q);
|
393
|
+
work_matrix.row(q) *= z;
|
394
|
+
if(svd.computeU()) svd.m_matrixU.col(q) *= conj(z);
|
395
|
+
}
|
396
|
+
// otherwise the second row is already zero, so we have nothing to do.
|
397
|
+
}
|
398
|
+
else
|
399
|
+
{
|
400
|
+
rot.c() = conj(work_matrix.coeff(p,p)) / n;
|
401
|
+
rot.s() = work_matrix.coeff(q,p) / n;
|
402
|
+
work_matrix.applyOnTheLeft(p,q,rot);
|
403
|
+
if(svd.computeU()) svd.m_matrixU.applyOnTheRight(p,q,rot.adjoint());
|
404
|
+
if(abs(numext::imag(work_matrix.coeff(p,q)))>considerAsZero)
|
405
|
+
{
|
406
|
+
z = abs(work_matrix.coeff(p,q)) / work_matrix.coeff(p,q);
|
407
|
+
work_matrix.col(q) *= z;
|
408
|
+
if(svd.computeV()) svd.m_matrixV.col(q) *= z;
|
409
|
+
}
|
410
|
+
if(abs(numext::imag(work_matrix.coeff(q,q)))>considerAsZero)
|
411
|
+
{
|
412
|
+
z = abs(work_matrix.coeff(q,q)) / work_matrix.coeff(q,q);
|
413
|
+
work_matrix.row(q) *= z;
|
414
|
+
if(svd.computeU()) svd.m_matrixU.col(q) *= conj(z);
|
415
|
+
}
|
416
|
+
}
|
417
|
+
|
418
|
+
// update largest diagonal entry
|
419
|
+
maxDiagEntry = numext::maxi<RealScalar>(maxDiagEntry,numext::maxi<RealScalar>(abs(work_matrix.coeff(p,p)), abs(work_matrix.coeff(q,q))));
|
420
|
+
// and check whether the 2x2 block is already diagonal
|
421
|
+
RealScalar threshold = numext::maxi<RealScalar>(considerAsZero, precision * maxDiagEntry);
|
422
|
+
return abs(work_matrix.coeff(p,q))>threshold || abs(work_matrix.coeff(q,p)) > threshold;
|
423
|
+
}
|
424
|
+
};
|
425
|
+
|
426
|
+
template<typename _MatrixType, int QRPreconditioner>
|
427
|
+
struct traits<JacobiSVD<_MatrixType,QRPreconditioner> >
|
428
|
+
: traits<_MatrixType>
|
429
|
+
{
|
430
|
+
typedef _MatrixType MatrixType;
|
431
|
+
};
|
432
|
+
|
433
|
+
} // end namespace internal
|
434
|
+
|
435
|
+
/** \ingroup SVD_Module
|
436
|
+
*
|
437
|
+
*
|
438
|
+
* \class JacobiSVD
|
439
|
+
*
|
440
|
+
* \brief Two-sided Jacobi SVD decomposition of a rectangular matrix
|
441
|
+
*
|
442
|
+
* \tparam _MatrixType the type of the matrix of which we are computing the SVD decomposition
|
443
|
+
* \tparam QRPreconditioner this optional parameter allows to specify the type of QR decomposition that will be used internally
|
444
|
+
* for the R-SVD step for non-square matrices. See discussion of possible values below.
|
445
|
+
*
|
446
|
+
* SVD decomposition consists in decomposing any n-by-p matrix \a A as a product
|
447
|
+
* \f[ A = U S V^* \f]
|
448
|
+
* where \a U is a n-by-n unitary, \a V is a p-by-p unitary, and \a S is a n-by-p real positive matrix which is zero outside of its main diagonal;
|
449
|
+
* the diagonal entries of S are known as the \em singular \em values of \a A and the columns of \a U and \a V are known as the left
|
450
|
+
* and right \em singular \em vectors of \a A respectively.
|
451
|
+
*
|
452
|
+
* Singular values are always sorted in decreasing order.
|
453
|
+
*
|
454
|
+
* This JacobiSVD decomposition computes only the singular values by default. If you want \a U or \a V, you need to ask for them explicitly.
|
455
|
+
*
|
456
|
+
* You can ask for only \em thin \a U or \a V to be computed, meaning the following. In case of a rectangular n-by-p matrix, letting \a m be the
|
457
|
+
* smaller value among \a n and \a p, there are only \a m singular vectors; the remaining columns of \a U and \a V do not correspond to actual
|
458
|
+
* singular vectors. Asking for \em thin \a U or \a V means asking for only their \a m first columns to be formed. So \a U is then a n-by-m matrix,
|
459
|
+
* and \a V is then a p-by-m matrix. Notice that thin \a U and \a V are all you need for (least squares) solving.
|
460
|
+
*
|
461
|
+
* Here's an example demonstrating basic usage:
|
462
|
+
* \include JacobiSVD_basic.cpp
|
463
|
+
* Output: \verbinclude JacobiSVD_basic.out
|
464
|
+
*
|
465
|
+
* This JacobiSVD class is a two-sided Jacobi R-SVD decomposition, ensuring optimal reliability and accuracy. The downside is that it's slower than
|
466
|
+
* bidiagonalizing SVD algorithms for large square matrices; however its complexity is still \f$ O(n^2p) \f$ where \a n is the smaller dimension and
|
467
|
+
* \a p is the greater dimension, meaning that it is still of the same order of complexity as the faster bidiagonalizing R-SVD algorithms.
|
468
|
+
* In particular, like any R-SVD, it takes advantage of non-squareness in that its complexity is only linear in the greater dimension.
|
469
|
+
*
|
470
|
+
* If the input matrix has inf or nan coefficients, the result of the computation is undefined, but the computation is guaranteed to
|
471
|
+
* terminate in finite (and reasonable) time.
|
472
|
+
*
|
473
|
+
* The possible values for QRPreconditioner are:
|
474
|
+
* \li ColPivHouseholderQRPreconditioner is the default. In practice it's very safe. It uses column-pivoting QR.
|
475
|
+
* \li FullPivHouseholderQRPreconditioner, is the safest and slowest. It uses full-pivoting QR.
|
476
|
+
* Contrary to other QRs, it doesn't allow computing thin unitaries.
|
477
|
+
* \li HouseholderQRPreconditioner is the fastest, and less safe and accurate than the pivoting variants. It uses non-pivoting QR.
|
478
|
+
* This is very similar in safety and accuracy to the bidiagonalization process used by bidiagonalizing SVD algorithms (since bidiagonalization
|
479
|
+
* is inherently non-pivoting). However the resulting SVD is still more reliable than bidiagonalizing SVDs because the Jacobi-based iterarive
|
480
|
+
* process is more reliable than the optimized bidiagonal SVD iterations.
|
481
|
+
* \li NoQRPreconditioner allows not to use a QR preconditioner at all. This is useful if you know that you will only be computing
|
482
|
+
* JacobiSVD decompositions of square matrices. Non-square matrices require a QR preconditioner. Using this option will result in
|
483
|
+
* faster compilation and smaller executable code. It won't significantly speed up computation, since JacobiSVD is always checking
|
484
|
+
* if QR preconditioning is needed before applying it anyway.
|
485
|
+
*
|
486
|
+
* \sa MatrixBase::jacobiSvd()
|
487
|
+
*/
|
488
|
+
template<typename _MatrixType, int QRPreconditioner> class JacobiSVD
|
489
|
+
: public SVDBase<JacobiSVD<_MatrixType,QRPreconditioner> >
|
490
|
+
{
|
491
|
+
typedef SVDBase<JacobiSVD> Base;
|
492
|
+
public:
|
493
|
+
|
494
|
+
typedef _MatrixType MatrixType;
|
495
|
+
typedef typename MatrixType::Scalar Scalar;
|
496
|
+
typedef typename NumTraits<typename MatrixType::Scalar>::Real RealScalar;
|
497
|
+
enum {
|
498
|
+
RowsAtCompileTime = MatrixType::RowsAtCompileTime,
|
499
|
+
ColsAtCompileTime = MatrixType::ColsAtCompileTime,
|
500
|
+
DiagSizeAtCompileTime = EIGEN_SIZE_MIN_PREFER_DYNAMIC(RowsAtCompileTime,ColsAtCompileTime),
|
501
|
+
MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime,
|
502
|
+
MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime,
|
503
|
+
MaxDiagSizeAtCompileTime = EIGEN_SIZE_MIN_PREFER_FIXED(MaxRowsAtCompileTime,MaxColsAtCompileTime),
|
504
|
+
MatrixOptions = MatrixType::Options
|
505
|
+
};
|
506
|
+
|
507
|
+
typedef typename Base::MatrixUType MatrixUType;
|
508
|
+
typedef typename Base::MatrixVType MatrixVType;
|
509
|
+
typedef typename Base::SingularValuesType SingularValuesType;
|
510
|
+
|
511
|
+
typedef typename internal::plain_row_type<MatrixType>::type RowType;
|
512
|
+
typedef typename internal::plain_col_type<MatrixType>::type ColType;
|
513
|
+
typedef Matrix<Scalar, DiagSizeAtCompileTime, DiagSizeAtCompileTime,
|
514
|
+
MatrixOptions, MaxDiagSizeAtCompileTime, MaxDiagSizeAtCompileTime>
|
515
|
+
WorkMatrixType;
|
516
|
+
|
517
|
+
/** \brief Default Constructor.
|
518
|
+
*
|
519
|
+
* The default constructor is useful in cases in which the user intends to
|
520
|
+
* perform decompositions via JacobiSVD::compute(const MatrixType&).
|
521
|
+
*/
|
522
|
+
JacobiSVD()
|
523
|
+
{}
|
524
|
+
|
525
|
+
|
526
|
+
/** \brief Default Constructor with memory preallocation
|
527
|
+
*
|
528
|
+
* Like the default constructor but with preallocation of the internal data
|
529
|
+
* according to the specified problem size.
|
530
|
+
* \sa JacobiSVD()
|
531
|
+
*/
|
532
|
+
JacobiSVD(Index rows, Index cols, unsigned int computationOptions = 0)
|
533
|
+
{
|
534
|
+
allocate(rows, cols, computationOptions);
|
535
|
+
}
|
536
|
+
|
537
|
+
/** \brief Constructor performing the decomposition of given matrix.
|
538
|
+
*
|
539
|
+
* \param matrix the matrix to decompose
|
540
|
+
* \param computationOptions optional parameter allowing to specify if you want full or thin U or V unitaries to be computed.
|
541
|
+
* By default, none is computed. This is a bit-field, the possible bits are #ComputeFullU, #ComputeThinU,
|
542
|
+
* #ComputeFullV, #ComputeThinV.
|
543
|
+
*
|
544
|
+
* Thin unitaries are only available if your matrix type has a Dynamic number of columns (for example MatrixXf). They also are not
|
545
|
+
* available with the (non-default) FullPivHouseholderQR preconditioner.
|
546
|
+
*/
|
547
|
+
explicit JacobiSVD(const MatrixType& matrix, unsigned int computationOptions = 0)
|
548
|
+
{
|
549
|
+
compute(matrix, computationOptions);
|
550
|
+
}
|
551
|
+
|
552
|
+
/** \brief Method performing the decomposition of given matrix using custom options.
|
553
|
+
*
|
554
|
+
* \param matrix the matrix to decompose
|
555
|
+
* \param computationOptions optional parameter allowing to specify if you want full or thin U or V unitaries to be computed.
|
556
|
+
* By default, none is computed. This is a bit-field, the possible bits are #ComputeFullU, #ComputeThinU,
|
557
|
+
* #ComputeFullV, #ComputeThinV.
|
558
|
+
*
|
559
|
+
* Thin unitaries are only available if your matrix type has a Dynamic number of columns (for example MatrixXf). They also are not
|
560
|
+
* available with the (non-default) FullPivHouseholderQR preconditioner.
|
561
|
+
*/
|
562
|
+
JacobiSVD& compute(const MatrixType& matrix, unsigned int computationOptions);
|
563
|
+
|
564
|
+
/** \brief Method performing the decomposition of given matrix using current options.
|
565
|
+
*
|
566
|
+
* \param matrix the matrix to decompose
|
567
|
+
*
|
568
|
+
* This method uses the current \a computationOptions, as already passed to the constructor or to compute(const MatrixType&, unsigned int).
|
569
|
+
*/
|
570
|
+
JacobiSVD& compute(const MatrixType& matrix)
|
571
|
+
{
|
572
|
+
return compute(matrix, m_computationOptions);
|
573
|
+
}
|
574
|
+
|
575
|
+
using Base::computeU;
|
576
|
+
using Base::computeV;
|
577
|
+
using Base::rows;
|
578
|
+
using Base::cols;
|
579
|
+
using Base::rank;
|
580
|
+
|
581
|
+
private:
|
582
|
+
void allocate(Index rows, Index cols, unsigned int computationOptions);
|
583
|
+
|
584
|
+
protected:
|
585
|
+
using Base::m_matrixU;
|
586
|
+
using Base::m_matrixV;
|
587
|
+
using Base::m_singularValues;
|
588
|
+
using Base::m_info;
|
589
|
+
using Base::m_isInitialized;
|
590
|
+
using Base::m_isAllocated;
|
591
|
+
using Base::m_usePrescribedThreshold;
|
592
|
+
using Base::m_computeFullU;
|
593
|
+
using Base::m_computeThinU;
|
594
|
+
using Base::m_computeFullV;
|
595
|
+
using Base::m_computeThinV;
|
596
|
+
using Base::m_computationOptions;
|
597
|
+
using Base::m_nonzeroSingularValues;
|
598
|
+
using Base::m_rows;
|
599
|
+
using Base::m_cols;
|
600
|
+
using Base::m_diagSize;
|
601
|
+
using Base::m_prescribedThreshold;
|
602
|
+
WorkMatrixType m_workMatrix;
|
603
|
+
|
604
|
+
template<typename __MatrixType, int _QRPreconditioner, bool _IsComplex>
|
605
|
+
friend struct internal::svd_precondition_2x2_block_to_be_real;
|
606
|
+
template<typename __MatrixType, int _QRPreconditioner, int _Case, bool _DoAnything>
|
607
|
+
friend struct internal::qr_preconditioner_impl;
|
608
|
+
|
609
|
+
internal::qr_preconditioner_impl<MatrixType, QRPreconditioner, internal::PreconditionIfMoreColsThanRows> m_qr_precond_morecols;
|
610
|
+
internal::qr_preconditioner_impl<MatrixType, QRPreconditioner, internal::PreconditionIfMoreRowsThanCols> m_qr_precond_morerows;
|
611
|
+
MatrixType m_scaledMatrix;
|
612
|
+
};
|
613
|
+
|
614
|
+
template<typename MatrixType, int QRPreconditioner>
|
615
|
+
void JacobiSVD<MatrixType, QRPreconditioner>::allocate(Eigen::Index rows, Eigen::Index cols, unsigned int computationOptions)
|
616
|
+
{
|
617
|
+
eigen_assert(rows >= 0 && cols >= 0);
|
618
|
+
|
619
|
+
if (m_isAllocated &&
|
620
|
+
rows == m_rows &&
|
621
|
+
cols == m_cols &&
|
622
|
+
computationOptions == m_computationOptions)
|
623
|
+
{
|
624
|
+
return;
|
625
|
+
}
|
626
|
+
|
627
|
+
m_rows = rows;
|
628
|
+
m_cols = cols;
|
629
|
+
m_info = Success;
|
630
|
+
m_isInitialized = false;
|
631
|
+
m_isAllocated = true;
|
632
|
+
m_computationOptions = computationOptions;
|
633
|
+
m_computeFullU = (computationOptions & ComputeFullU) != 0;
|
634
|
+
m_computeThinU = (computationOptions & ComputeThinU) != 0;
|
635
|
+
m_computeFullV = (computationOptions & ComputeFullV) != 0;
|
636
|
+
m_computeThinV = (computationOptions & ComputeThinV) != 0;
|
637
|
+
eigen_assert(!(m_computeFullU && m_computeThinU) && "JacobiSVD: you can't ask for both full and thin U");
|
638
|
+
eigen_assert(!(m_computeFullV && m_computeThinV) && "JacobiSVD: you can't ask for both full and thin V");
|
639
|
+
eigen_assert(EIGEN_IMPLIES(m_computeThinU || m_computeThinV, MatrixType::ColsAtCompileTime==Dynamic) &&
|
640
|
+
"JacobiSVD: thin U and V are only available when your matrix has a dynamic number of columns.");
|
641
|
+
if (QRPreconditioner == FullPivHouseholderQRPreconditioner)
|
642
|
+
{
|
643
|
+
eigen_assert(!(m_computeThinU || m_computeThinV) &&
|
644
|
+
"JacobiSVD: can't compute thin U or thin V with the FullPivHouseholderQR preconditioner. "
|
645
|
+
"Use the ColPivHouseholderQR preconditioner instead.");
|
646
|
+
}
|
647
|
+
m_diagSize = (std::min)(m_rows, m_cols);
|
648
|
+
m_singularValues.resize(m_diagSize);
|
649
|
+
if(RowsAtCompileTime==Dynamic)
|
650
|
+
m_matrixU.resize(m_rows, m_computeFullU ? m_rows
|
651
|
+
: m_computeThinU ? m_diagSize
|
652
|
+
: 0);
|
653
|
+
if(ColsAtCompileTime==Dynamic)
|
654
|
+
m_matrixV.resize(m_cols, m_computeFullV ? m_cols
|
655
|
+
: m_computeThinV ? m_diagSize
|
656
|
+
: 0);
|
657
|
+
m_workMatrix.resize(m_diagSize, m_diagSize);
|
658
|
+
|
659
|
+
if(m_cols>m_rows) m_qr_precond_morecols.allocate(*this);
|
660
|
+
if(m_rows>m_cols) m_qr_precond_morerows.allocate(*this);
|
661
|
+
if(m_rows!=m_cols) m_scaledMatrix.resize(rows,cols);
|
662
|
+
}
|
663
|
+
|
664
|
+
template<typename MatrixType, int QRPreconditioner>
|
665
|
+
JacobiSVD<MatrixType, QRPreconditioner>&
|
666
|
+
JacobiSVD<MatrixType, QRPreconditioner>::compute(const MatrixType& matrix, unsigned int computationOptions)
|
667
|
+
{
|
668
|
+
using std::abs;
|
669
|
+
allocate(matrix.rows(), matrix.cols(), computationOptions);
|
670
|
+
|
671
|
+
// currently we stop when we reach precision 2*epsilon as the last bit of precision can require an unreasonable number of iterations,
|
672
|
+
// only worsening the precision of U and V as we accumulate more rotations
|
673
|
+
const RealScalar precision = RealScalar(2) * NumTraits<Scalar>::epsilon();
|
674
|
+
|
675
|
+
// limit for denormal numbers to be considered zero in order to avoid infinite loops (see bug 286)
|
676
|
+
const RealScalar considerAsZero = (std::numeric_limits<RealScalar>::min)();
|
677
|
+
|
678
|
+
// Scaling factor to reduce over/under-flows
|
679
|
+
RealScalar scale = matrix.cwiseAbs().template maxCoeff<PropagateNaN>();
|
680
|
+
if (!(numext::isfinite)(scale)) {
|
681
|
+
m_isInitialized = true;
|
682
|
+
m_info = InvalidInput;
|
683
|
+
return *this;
|
684
|
+
}
|
685
|
+
if(scale==RealScalar(0)) scale = RealScalar(1);
|
686
|
+
|
687
|
+
/*** step 1. The R-SVD step: we use a QR decomposition to reduce to the case of a square matrix */
|
688
|
+
|
689
|
+
if(m_rows!=m_cols)
|
690
|
+
{
|
691
|
+
m_scaledMatrix = matrix / scale;
|
692
|
+
m_qr_precond_morecols.run(*this, m_scaledMatrix);
|
693
|
+
m_qr_precond_morerows.run(*this, m_scaledMatrix);
|
694
|
+
}
|
695
|
+
else
|
696
|
+
{
|
697
|
+
m_workMatrix = matrix.block(0,0,m_diagSize,m_diagSize) / scale;
|
698
|
+
if(m_computeFullU) m_matrixU.setIdentity(m_rows,m_rows);
|
699
|
+
if(m_computeThinU) m_matrixU.setIdentity(m_rows,m_diagSize);
|
700
|
+
if(m_computeFullV) m_matrixV.setIdentity(m_cols,m_cols);
|
701
|
+
if(m_computeThinV) m_matrixV.setIdentity(m_cols, m_diagSize);
|
702
|
+
}
|
703
|
+
|
704
|
+
/*** step 2. The main Jacobi SVD iteration. ***/
|
705
|
+
RealScalar maxDiagEntry = m_workMatrix.cwiseAbs().diagonal().maxCoeff();
|
706
|
+
|
707
|
+
bool finished = false;
|
708
|
+
while(!finished)
|
709
|
+
{
|
710
|
+
finished = true;
|
711
|
+
|
712
|
+
// do a sweep: for all index pairs (p,q), perform SVD of the corresponding 2x2 sub-matrix
|
713
|
+
|
714
|
+
for(Index p = 1; p < m_diagSize; ++p)
|
715
|
+
{
|
716
|
+
for(Index q = 0; q < p; ++q)
|
717
|
+
{
|
718
|
+
// if this 2x2 sub-matrix is not diagonal already...
|
719
|
+
// notice that this comparison will evaluate to false if any NaN is involved, ensuring that NaN's don't
|
720
|
+
// keep us iterating forever. Similarly, small denormal numbers are considered zero.
|
721
|
+
RealScalar threshold = numext::maxi<RealScalar>(considerAsZero, precision * maxDiagEntry);
|
722
|
+
if(abs(m_workMatrix.coeff(p,q))>threshold || abs(m_workMatrix.coeff(q,p)) > threshold)
|
723
|
+
{
|
724
|
+
finished = false;
|
725
|
+
// perform SVD decomposition of 2x2 sub-matrix corresponding to indices p,q to make it diagonal
|
726
|
+
// the complex to real operation returns true if the updated 2x2 block is not already diagonal
|
727
|
+
if(internal::svd_precondition_2x2_block_to_be_real<MatrixType, QRPreconditioner>::run(m_workMatrix, *this, p, q, maxDiagEntry))
|
728
|
+
{
|
729
|
+
JacobiRotation<RealScalar> j_left, j_right;
|
730
|
+
internal::real_2x2_jacobi_svd(m_workMatrix, p, q, &j_left, &j_right);
|
731
|
+
|
732
|
+
// accumulate resulting Jacobi rotations
|
733
|
+
m_workMatrix.applyOnTheLeft(p,q,j_left);
|
734
|
+
if(computeU()) m_matrixU.applyOnTheRight(p,q,j_left.transpose());
|
735
|
+
|
736
|
+
m_workMatrix.applyOnTheRight(p,q,j_right);
|
737
|
+
if(computeV()) m_matrixV.applyOnTheRight(p,q,j_right);
|
738
|
+
|
739
|
+
// keep track of the largest diagonal coefficient
|
740
|
+
maxDiagEntry = numext::maxi<RealScalar>(maxDiagEntry,numext::maxi<RealScalar>(abs(m_workMatrix.coeff(p,p)), abs(m_workMatrix.coeff(q,q))));
|
741
|
+
}
|
742
|
+
}
|
743
|
+
}
|
744
|
+
}
|
745
|
+
}
|
746
|
+
|
747
|
+
/*** step 3. The work matrix is now diagonal, so ensure it's positive so its diagonal entries are the singular values ***/
|
748
|
+
|
749
|
+
for(Index i = 0; i < m_diagSize; ++i)
|
750
|
+
{
|
751
|
+
// For a complex matrix, some diagonal coefficients might note have been
|
752
|
+
// treated by svd_precondition_2x2_block_to_be_real, and the imaginary part
|
753
|
+
// of some diagonal entry might not be null.
|
754
|
+
if(NumTraits<Scalar>::IsComplex && abs(numext::imag(m_workMatrix.coeff(i,i)))>considerAsZero)
|
755
|
+
{
|
756
|
+
RealScalar a = abs(m_workMatrix.coeff(i,i));
|
757
|
+
m_singularValues.coeffRef(i) = abs(a);
|
758
|
+
if(computeU()) m_matrixU.col(i) *= m_workMatrix.coeff(i,i)/a;
|
759
|
+
}
|
760
|
+
else
|
761
|
+
{
|
762
|
+
// m_workMatrix.coeff(i,i) is already real, no difficulty:
|
763
|
+
RealScalar a = numext::real(m_workMatrix.coeff(i,i));
|
764
|
+
m_singularValues.coeffRef(i) = abs(a);
|
765
|
+
if(computeU() && (a<RealScalar(0))) m_matrixU.col(i) = -m_matrixU.col(i);
|
766
|
+
}
|
767
|
+
}
|
768
|
+
|
769
|
+
m_singularValues *= scale;
|
770
|
+
|
771
|
+
/*** step 4. Sort singular values in descending order and compute the number of nonzero singular values ***/
|
772
|
+
|
773
|
+
m_nonzeroSingularValues = m_diagSize;
|
774
|
+
for(Index i = 0; i < m_diagSize; i++)
|
775
|
+
{
|
776
|
+
Index pos;
|
777
|
+
RealScalar maxRemainingSingularValue = m_singularValues.tail(m_diagSize-i).maxCoeff(&pos);
|
778
|
+
if(maxRemainingSingularValue == RealScalar(0))
|
779
|
+
{
|
780
|
+
m_nonzeroSingularValues = i;
|
781
|
+
break;
|
782
|
+
}
|
783
|
+
if(pos)
|
784
|
+
{
|
785
|
+
pos += i;
|
786
|
+
std::swap(m_singularValues.coeffRef(i), m_singularValues.coeffRef(pos));
|
787
|
+
if(computeU()) m_matrixU.col(pos).swap(m_matrixU.col(i));
|
788
|
+
if(computeV()) m_matrixV.col(pos).swap(m_matrixV.col(i));
|
789
|
+
}
|
790
|
+
}
|
791
|
+
|
792
|
+
m_isInitialized = true;
|
793
|
+
return *this;
|
794
|
+
}
|
795
|
+
|
796
|
+
/** \svd_module
|
797
|
+
*
|
798
|
+
* \return the singular value decomposition of \c *this computed by two-sided
|
799
|
+
* Jacobi transformations.
|
800
|
+
*
|
801
|
+
* \sa class JacobiSVD
|
802
|
+
*/
|
803
|
+
template<typename Derived>
|
804
|
+
JacobiSVD<typename MatrixBase<Derived>::PlainObject>
|
805
|
+
MatrixBase<Derived>::jacobiSvd(unsigned int computationOptions) const
|
806
|
+
{
|
807
|
+
return JacobiSVD<PlainObject>(*this, computationOptions);
|
808
|
+
}
|
809
|
+
|
810
|
+
} // end namespace Eigen
|
811
|
+
|
812
|
+
#endif // EIGEN_JACOBISVD_H
|