umappp 0.1.2

data/vendor/Eigen/src/Core/CommaInitializer.h

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+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2006-2008 Benoit Jacob <jacob.benoit.1@gmail.com>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_COMMAINITIALIZER_H
+#define EIGEN_COMMAINITIALIZER_H
+
+namespace Eigen { 
+
+/** \class CommaInitializer
+  * \ingroup Core_Module
+  *
+  * \brief Helper class used by the comma initializer operator
+  *
+  * This class is internally used to implement the comma initializer feature. It is
+  * the return type of MatrixBase::operator<<, and most of the time this is the only
+  * way it is used.
+  *
+  * \sa \blank \ref MatrixBaseCommaInitRef "MatrixBase::operator<<", CommaInitializer::finished()
+  */
+template<typename XprType>
+struct CommaInitializer
+{
+  typedef typename XprType::Scalar Scalar;
+
+  EIGEN_DEVICE_FUNC
+  inline CommaInitializer(XprType& xpr, const Scalar& s)
+    : m_xpr(xpr), m_row(0), m_col(1), m_currentBlockRows(1)
+  {
+    eigen_assert(m_xpr.rows() > 0 && m_xpr.cols() > 0
+      && "Cannot comma-initialize a 0x0 matrix (operator<<)");
+    m_xpr.coeffRef(0,0) = s;
+  }
+
+  template<typename OtherDerived>
+  EIGEN_DEVICE_FUNC
+  inline CommaInitializer(XprType& xpr, const DenseBase<OtherDerived>& other)
+    : m_xpr(xpr), m_row(0), m_col(other.cols()), m_currentBlockRows(other.rows())
+  {
+    eigen_assert(m_xpr.rows() >= other.rows() && m_xpr.cols() >= other.cols()
+      && "Cannot comma-initialize a 0x0 matrix (operator<<)");
+    m_xpr.block(0, 0, other.rows(), other.cols()) = other;
+  }
+
+  /* Copy/Move constructor which transfers ownership. This is crucial in 
+   * absence of return value optimization to avoid assertions during destruction. */
+  // FIXME in C++11 mode this could be replaced by a proper RValue constructor
+  EIGEN_DEVICE_FUNC
+  inline CommaInitializer(const CommaInitializer& o)
+  : m_xpr(o.m_xpr), m_row(o.m_row), m_col(o.m_col), m_currentBlockRows(o.m_currentBlockRows) {
+    // Mark original object as finished. In absence of R-value references we need to const_cast:
+    const_cast<CommaInitializer&>(o).m_row = m_xpr.rows();
+    const_cast<CommaInitializer&>(o).m_col = m_xpr.cols();
+    const_cast<CommaInitializer&>(o).m_currentBlockRows = 0;
+  }
+
+  /* inserts a scalar value in the target matrix */
+  EIGEN_DEVICE_FUNC
+  CommaInitializer& operator,(const Scalar& s)
+  {
+    if (m_col==m_xpr.cols())
+    {
+      m_row+=m_currentBlockRows;
+      m_col = 0;
+      m_currentBlockRows = 1;
+      eigen_assert(m_row<m_xpr.rows()
+        && "Too many rows passed to comma initializer (operator<<)");
+    }
+    eigen_assert(m_col<m_xpr.cols()
+      && "Too many coefficients passed to comma initializer (operator<<)");
+    eigen_assert(m_currentBlockRows==1);
+    m_xpr.coeffRef(m_row, m_col++) = s;
+    return *this;
+  }
+
+  /* inserts a matrix expression in the target matrix */
+  template<typename OtherDerived>
+  EIGEN_DEVICE_FUNC
+  CommaInitializer& operator,(const DenseBase<OtherDerived>& other)
+  {
+    if (m_col==m_xpr.cols() && (other.cols()!=0 || other.rows()!=m_currentBlockRows))
+    {
+      m_row+=m_currentBlockRows;
+      m_col = 0;
+      m_currentBlockRows = other.rows();
+      eigen_assert(m_row+m_currentBlockRows<=m_xpr.rows()
+        && "Too many rows passed to comma initializer (operator<<)");
+    }
+    eigen_assert((m_col + other.cols() <= m_xpr.cols())
+      && "Too many coefficients passed to comma initializer (operator<<)");
+    eigen_assert(m_currentBlockRows==other.rows());
+    m_xpr.template block<OtherDerived::RowsAtCompileTime, OtherDerived::ColsAtCompileTime>
+                    (m_row, m_col, other.rows(), other.cols()) = other;
+    m_col += other.cols();
+    return *this;
+  }
+
+  EIGEN_DEVICE_FUNC
+  inline ~CommaInitializer()
+#if defined VERIFY_RAISES_ASSERT && (!defined EIGEN_NO_ASSERTION_CHECKING) && defined EIGEN_EXCEPTIONS
+  EIGEN_EXCEPTION_SPEC(Eigen::eigen_assert_exception)
+#endif
+  {
+    finished();
+  }
+
+  /** \returns the built matrix once all its coefficients have been set.
+    * Calling finished is 100% optional. Its purpose is to write expressions
+    * like this:
+    * \code
+    * quaternion.fromRotationMatrix((Matrix3f() << axis0, axis1, axis2).finished());
+    * \endcode
+    */
+  EIGEN_DEVICE_FUNC
+  inline XprType& finished() {
+      eigen_assert(((m_row+m_currentBlockRows) == m_xpr.rows() || m_xpr.cols() == 0)
+           && m_col == m_xpr.cols()
+           && "Too few coefficients passed to comma initializer (operator<<)");
+      return m_xpr;
+  }
+
+  XprType& m_xpr;           // target expression
+  Index m_row;              // current row id
+  Index m_col;              // current col id
+  Index m_currentBlockRows; // current block height
+};
+
+/** \anchor MatrixBaseCommaInitRef
+  * Convenient operator to set the coefficients of a matrix.
+  *
+  * The coefficients must be provided in a row major order and exactly match
+  * the size of the matrix. Otherwise an assertion is raised.
+  *
+  * Example: \include MatrixBase_set.cpp
+  * Output: \verbinclude MatrixBase_set.out
+  * 
+  * \note According the c++ standard, the argument expressions of this comma initializer are evaluated in arbitrary order.
+  *
+  * \sa CommaInitializer::finished(), class CommaInitializer
+  */
+template<typename Derived>
+EIGEN_DEVICE_FUNC inline CommaInitializer<Derived> DenseBase<Derived>::operator<< (const Scalar& s)
+{
+  return CommaInitializer<Derived>(*static_cast<Derived*>(this), s);
+}
+
+/** \sa operator<<(const Scalar&) */
+template<typename Derived>
+template<typename OtherDerived>
+EIGEN_DEVICE_FUNC inline CommaInitializer<Derived>
+DenseBase<Derived>::operator<<(const DenseBase<OtherDerived>& other)
+{
+  return CommaInitializer<Derived>(*static_cast<Derived *>(this), other);
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_COMMAINITIALIZER_H

data/vendor/Eigen/src/Core/ConditionEstimator.h

@@ -0,0 +1,175 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2016 Rasmus Munk Larsen (rmlarsen@google.com)
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_CONDITIONESTIMATOR_H
+#define EIGEN_CONDITIONESTIMATOR_H
+
+namespace Eigen {
+
+namespace internal {
+
+template <typename Vector, typename RealVector, bool IsComplex>
+struct rcond_compute_sign {
+  static inline Vector run(const Vector& v) {
+    const RealVector v_abs = v.cwiseAbs();
+    return (v_abs.array() == static_cast<typename Vector::RealScalar>(0))
+            .select(Vector::Ones(v.size()), v.cwiseQuotient(v_abs));
+  }
+};
+
+// Partial specialization to avoid elementwise division for real vectors.
+template <typename Vector>
+struct rcond_compute_sign<Vector, Vector, false> {
+  static inline Vector run(const Vector& v) {
+    return (v.array() < static_cast<typename Vector::RealScalar>(0))
+           .select(-Vector::Ones(v.size()), Vector::Ones(v.size()));
+  }
+};
+
+/**
+  * \returns an estimate of ||inv(matrix)||_1 given a decomposition of
+  * \a matrix that implements .solve() and .adjoint().solve() methods.
+  *
+  * This function implements Algorithms 4.1 and 5.1 from
+  *   http://www.maths.manchester.ac.uk/~higham/narep/narep135.pdf
+  * which also forms the basis for the condition number estimators in
+  * LAPACK. Since at most 10 calls to the solve method of dec are
+  * performed, the total cost is O(dims^2), as opposed to O(dims^3)
+  * needed to compute the inverse matrix explicitly.
+  *
+  * The most common usage is in estimating the condition number
+  * ||matrix||_1 * ||inv(matrix)||_1. The first term ||matrix||_1 can be
+  * computed directly in O(n^2) operations.
+  *
+  * Supports the following decompositions: FullPivLU, PartialPivLU, LDLT, and
+  * LLT.
+  *
+  * \sa FullPivLU, PartialPivLU, LDLT, LLT.
+  */
+template <typename Decomposition>
+typename Decomposition::RealScalar rcond_invmatrix_L1_norm_estimate(const Decomposition& dec)
+{
+  typedef typename Decomposition::MatrixType MatrixType;
+  typedef typename Decomposition::Scalar Scalar;
+  typedef typename Decomposition::RealScalar RealScalar;
+  typedef typename internal::plain_col_type<MatrixType>::type Vector;
+  typedef typename internal::plain_col_type<MatrixType, RealScalar>::type RealVector;
+  const bool is_complex = (NumTraits<Scalar>::IsComplex != 0);
+
+  eigen_assert(dec.rows() == dec.cols());
+  const Index n = dec.rows();
+  if (n == 0)
+    return 0;
+
+  // Disable Index to float conversion warning
+#ifdef __INTEL_COMPILER
+  #pragma warning push
+  #pragma warning ( disable : 2259 )
+#endif
+  Vector v = dec.solve(Vector::Ones(n) / Scalar(n));
+#ifdef __INTEL_COMPILER
+  #pragma warning pop
+#endif
+
+  // lower_bound is a lower bound on
+  //   ||inv(matrix)||_1  = sup_v ||inv(matrix) v||_1 / ||v||_1
+  // and is the objective maximized by the ("super-") gradient ascent
+  // algorithm below.
+  RealScalar lower_bound = v.template lpNorm<1>();
+  if (n == 1)
+    return lower_bound;
+
+  // Gradient ascent algorithm follows: We know that the optimum is achieved at
+  // one of the simplices v = e_i, so in each iteration we follow a
+  // super-gradient to move towards the optimal one.
+  RealScalar old_lower_bound = lower_bound;
+  Vector sign_vector(n);
+  Vector old_sign_vector;
+  Index v_max_abs_index = -1;
+  Index old_v_max_abs_index = v_max_abs_index;
+  for (int k = 0; k < 4; ++k)
+  {
+    sign_vector = internal::rcond_compute_sign<Vector, RealVector, is_complex>::run(v);
+    if (k > 0 && !is_complex && sign_vector == old_sign_vector) {
+      // Break if the solution stagnated.
+      break;
+    }
+    // v_max_abs_index = argmax |real( inv(matrix)^T * sign_vector )|
+    v = dec.adjoint().solve(sign_vector);
+    v.real().cwiseAbs().maxCoeff(&v_max_abs_index);
+    if (v_max_abs_index == old_v_max_abs_index) {
+      // Break if the solution stagnated.
+      break;
+    }
+    // Move to the new simplex e_j, where j = v_max_abs_index.
+    v = dec.solve(Vector::Unit(n, v_max_abs_index));  // v = inv(matrix) * e_j.
+    lower_bound = v.template lpNorm<1>();
+    if (lower_bound <= old_lower_bound) {
+      // Break if the gradient step did not increase the lower_bound.
+      break;
+    }
+    if (!is_complex) {
+      old_sign_vector = sign_vector;
+    }
+    old_v_max_abs_index = v_max_abs_index;
+    old_lower_bound = lower_bound;
+  }
+  // The following calculates an independent estimate of ||matrix||_1 by
+  // multiplying matrix by a vector with entries of slowly increasing
+  // magnitude and alternating sign:
+  //   v_i = (-1)^{i} (1 + (i / (dim-1))), i = 0,...,dim-1.
+  // This improvement to Hager's algorithm above is due to Higham. It was
+  // added to make the algorithm more robust in certain corner cases where
+  // large elements in the matrix might otherwise escape detection due to
+  // exact cancellation (especially when op and op_adjoint correspond to a
+  // sequence of backsubstitutions and permutations), which could cause
+  // Hager's algorithm to vastly underestimate ||matrix||_1.
+  Scalar alternating_sign(RealScalar(1));
+  for (Index i = 0; i < n; ++i) {
+    // The static_cast is needed when Scalar is a complex and RealScalar implements expression templates
+    v[i] = alternating_sign * static_cast<RealScalar>(RealScalar(1) + (RealScalar(i) / (RealScalar(n - 1))));
+    alternating_sign = -alternating_sign;
+  }
+  v = dec.solve(v);
+  const RealScalar alternate_lower_bound = (2 * v.template lpNorm<1>()) / (3 * RealScalar(n));
+  return numext::maxi(lower_bound, alternate_lower_bound);
+}
+
+/** \brief Reciprocal condition number estimator.
+  *
+  * Computing a decomposition of a dense matrix takes O(n^3) operations, while
+  * this method estimates the condition number quickly and reliably in O(n^2)
+  * operations.
+  *
+  * \returns an estimate of the reciprocal condition number
+  * (1 / (||matrix||_1 * ||inv(matrix)||_1)) of matrix, given ||matrix||_1 and
+  * its decomposition. Supports the following decompositions: FullPivLU,
+  * PartialPivLU, LDLT, and LLT.
+  *
+  * \sa FullPivLU, PartialPivLU, LDLT, LLT.
+  */
+template <typename Decomposition>
+typename Decomposition::RealScalar
+rcond_estimate_helper(typename Decomposition::RealScalar matrix_norm, const Decomposition& dec)
+{
+  typedef typename Decomposition::RealScalar RealScalar;
+  eigen_assert(dec.rows() == dec.cols());
+  if (dec.rows() == 0)              return NumTraits<RealScalar>::infinity();
+  if (matrix_norm == RealScalar(0)) return RealScalar(0);
+  if (dec.rows() == 1)              return RealScalar(1);
+  const RealScalar inverse_matrix_norm = rcond_invmatrix_L1_norm_estimate(dec);
+  return (inverse_matrix_norm == RealScalar(0) ? RealScalar(0)
+                                               : (RealScalar(1) / inverse_matrix_norm) / matrix_norm);
+}
+
+}  // namespace internal
+
+}  // namespace Eigen
+
+#endif