umappp 0.1.2
Sign up to get free protection for your applications and to get access to all the features.
- 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 +1,697 @@
|
|
1
|
+
// This file is part of Eigen, a lightweight C++ template library
|
2
|
+
// for linear algebra.
|
3
|
+
//
|
4
|
+
// Copyright (C) 2008-2012 Gael Guennebaud <gael.guennebaud@inria.fr>
|
5
|
+
//
|
6
|
+
// This Source Code Form is subject to the terms of the Mozilla
|
7
|
+
// Public License v. 2.0. If a copy of the MPL was not distributed
|
8
|
+
// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
|
9
|
+
|
10
|
+
#ifndef EIGEN_SIMPLICIAL_CHOLESKY_H
|
11
|
+
#define EIGEN_SIMPLICIAL_CHOLESKY_H
|
12
|
+
|
13
|
+
namespace Eigen {
|
14
|
+
|
15
|
+
enum SimplicialCholeskyMode {
|
16
|
+
SimplicialCholeskyLLT,
|
17
|
+
SimplicialCholeskyLDLT
|
18
|
+
};
|
19
|
+
|
20
|
+
namespace internal {
|
21
|
+
template<typename CholMatrixType, typename InputMatrixType>
|
22
|
+
struct simplicial_cholesky_grab_input {
|
23
|
+
typedef CholMatrixType const * ConstCholMatrixPtr;
|
24
|
+
static void run(const InputMatrixType& input, ConstCholMatrixPtr &pmat, CholMatrixType &tmp)
|
25
|
+
{
|
26
|
+
tmp = input;
|
27
|
+
pmat = &tmp;
|
28
|
+
}
|
29
|
+
};
|
30
|
+
|
31
|
+
template<typename MatrixType>
|
32
|
+
struct simplicial_cholesky_grab_input<MatrixType,MatrixType> {
|
33
|
+
typedef MatrixType const * ConstMatrixPtr;
|
34
|
+
static void run(const MatrixType& input, ConstMatrixPtr &pmat, MatrixType &/*tmp*/)
|
35
|
+
{
|
36
|
+
pmat = &input;
|
37
|
+
}
|
38
|
+
};
|
39
|
+
} // end namespace internal
|
40
|
+
|
41
|
+
/** \ingroup SparseCholesky_Module
|
42
|
+
* \brief A base class for direct sparse Cholesky factorizations
|
43
|
+
*
|
44
|
+
* This is a base class for LL^T and LDL^T Cholesky factorizations of sparse matrices that are
|
45
|
+
* selfadjoint and positive definite. These factorizations allow for solving A.X = B where
|
46
|
+
* X and B can be either dense or sparse.
|
47
|
+
*
|
48
|
+
* In order to reduce the fill-in, a symmetric permutation P is applied prior to the factorization
|
49
|
+
* such that the factorized matrix is P A P^-1.
|
50
|
+
*
|
51
|
+
* \tparam Derived the type of the derived class, that is the actual factorization type.
|
52
|
+
*
|
53
|
+
*/
|
54
|
+
template<typename Derived>
|
55
|
+
class SimplicialCholeskyBase : public SparseSolverBase<Derived>
|
56
|
+
{
|
57
|
+
typedef SparseSolverBase<Derived> Base;
|
58
|
+
using Base::m_isInitialized;
|
59
|
+
|
60
|
+
public:
|
61
|
+
typedef typename internal::traits<Derived>::MatrixType MatrixType;
|
62
|
+
typedef typename internal::traits<Derived>::OrderingType OrderingType;
|
63
|
+
enum { UpLo = internal::traits<Derived>::UpLo };
|
64
|
+
typedef typename MatrixType::Scalar Scalar;
|
65
|
+
typedef typename MatrixType::RealScalar RealScalar;
|
66
|
+
typedef typename MatrixType::StorageIndex StorageIndex;
|
67
|
+
typedef SparseMatrix<Scalar,ColMajor,StorageIndex> CholMatrixType;
|
68
|
+
typedef CholMatrixType const * ConstCholMatrixPtr;
|
69
|
+
typedef Matrix<Scalar,Dynamic,1> VectorType;
|
70
|
+
typedef Matrix<StorageIndex,Dynamic,1> VectorI;
|
71
|
+
|
72
|
+
enum {
|
73
|
+
ColsAtCompileTime = MatrixType::ColsAtCompileTime,
|
74
|
+
MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime
|
75
|
+
};
|
76
|
+
|
77
|
+
public:
|
78
|
+
|
79
|
+
using Base::derived;
|
80
|
+
|
81
|
+
/** Default constructor */
|
82
|
+
SimplicialCholeskyBase()
|
83
|
+
: m_info(Success),
|
84
|
+
m_factorizationIsOk(false),
|
85
|
+
m_analysisIsOk(false),
|
86
|
+
m_shiftOffset(0),
|
87
|
+
m_shiftScale(1)
|
88
|
+
{}
|
89
|
+
|
90
|
+
explicit SimplicialCholeskyBase(const MatrixType& matrix)
|
91
|
+
: m_info(Success),
|
92
|
+
m_factorizationIsOk(false),
|
93
|
+
m_analysisIsOk(false),
|
94
|
+
m_shiftOffset(0),
|
95
|
+
m_shiftScale(1)
|
96
|
+
{
|
97
|
+
derived().compute(matrix);
|
98
|
+
}
|
99
|
+
|
100
|
+
~SimplicialCholeskyBase()
|
101
|
+
{
|
102
|
+
}
|
103
|
+
|
104
|
+
Derived& derived() { return *static_cast<Derived*>(this); }
|
105
|
+
const Derived& derived() const { return *static_cast<const Derived*>(this); }
|
106
|
+
|
107
|
+
inline Index cols() const { return m_matrix.cols(); }
|
108
|
+
inline Index rows() const { return m_matrix.rows(); }
|
109
|
+
|
110
|
+
/** \brief Reports whether previous computation was successful.
|
111
|
+
*
|
112
|
+
* \returns \c Success if computation was successful,
|
113
|
+
* \c NumericalIssue if the matrix.appears to be negative.
|
114
|
+
*/
|
115
|
+
ComputationInfo info() const
|
116
|
+
{
|
117
|
+
eigen_assert(m_isInitialized && "Decomposition is not initialized.");
|
118
|
+
return m_info;
|
119
|
+
}
|
120
|
+
|
121
|
+
/** \returns the permutation P
|
122
|
+
* \sa permutationPinv() */
|
123
|
+
const PermutationMatrix<Dynamic,Dynamic,StorageIndex>& permutationP() const
|
124
|
+
{ return m_P; }
|
125
|
+
|
126
|
+
/** \returns the inverse P^-1 of the permutation P
|
127
|
+
* \sa permutationP() */
|
128
|
+
const PermutationMatrix<Dynamic,Dynamic,StorageIndex>& permutationPinv() const
|
129
|
+
{ return m_Pinv; }
|
130
|
+
|
131
|
+
/** Sets the shift parameters that will be used to adjust the diagonal coefficients during the numerical factorization.
|
132
|
+
*
|
133
|
+
* During the numerical factorization, the diagonal coefficients are transformed by the following linear model:\n
|
134
|
+
* \c d_ii = \a offset + \a scale * \c d_ii
|
135
|
+
*
|
136
|
+
* The default is the identity transformation with \a offset=0, and \a scale=1.
|
137
|
+
*
|
138
|
+
* \returns a reference to \c *this.
|
139
|
+
*/
|
140
|
+
Derived& setShift(const RealScalar& offset, const RealScalar& scale = 1)
|
141
|
+
{
|
142
|
+
m_shiftOffset = offset;
|
143
|
+
m_shiftScale = scale;
|
144
|
+
return derived();
|
145
|
+
}
|
146
|
+
|
147
|
+
#ifndef EIGEN_PARSED_BY_DOXYGEN
|
148
|
+
/** \internal */
|
149
|
+
template<typename Stream>
|
150
|
+
void dumpMemory(Stream& s)
|
151
|
+
{
|
152
|
+
int total = 0;
|
153
|
+
s << " L: " << ((total+=(m_matrix.cols()+1) * sizeof(int) + m_matrix.nonZeros()*(sizeof(int)+sizeof(Scalar))) >> 20) << "Mb" << "\n";
|
154
|
+
s << " diag: " << ((total+=m_diag.size() * sizeof(Scalar)) >> 20) << "Mb" << "\n";
|
155
|
+
s << " tree: " << ((total+=m_parent.size() * sizeof(int)) >> 20) << "Mb" << "\n";
|
156
|
+
s << " nonzeros: " << ((total+=m_nonZerosPerCol.size() * sizeof(int)) >> 20) << "Mb" << "\n";
|
157
|
+
s << " perm: " << ((total+=m_P.size() * sizeof(int)) >> 20) << "Mb" << "\n";
|
158
|
+
s << " perm^-1: " << ((total+=m_Pinv.size() * sizeof(int)) >> 20) << "Mb" << "\n";
|
159
|
+
s << " TOTAL: " << (total>> 20) << "Mb" << "\n";
|
160
|
+
}
|
161
|
+
|
162
|
+
/** \internal */
|
163
|
+
template<typename Rhs,typename Dest>
|
164
|
+
void _solve_impl(const MatrixBase<Rhs> &b, MatrixBase<Dest> &dest) const
|
165
|
+
{
|
166
|
+
eigen_assert(m_factorizationIsOk && "The decomposition is not in a valid state for solving, you must first call either compute() or symbolic()/numeric()");
|
167
|
+
eigen_assert(m_matrix.rows()==b.rows());
|
168
|
+
|
169
|
+
if(m_info!=Success)
|
170
|
+
return;
|
171
|
+
|
172
|
+
if(m_P.size()>0)
|
173
|
+
dest = m_P * b;
|
174
|
+
else
|
175
|
+
dest = b;
|
176
|
+
|
177
|
+
if(m_matrix.nonZeros()>0) // otherwise L==I
|
178
|
+
derived().matrixL().solveInPlace(dest);
|
179
|
+
|
180
|
+
if(m_diag.size()>0)
|
181
|
+
dest = m_diag.asDiagonal().inverse() * dest;
|
182
|
+
|
183
|
+
if (m_matrix.nonZeros()>0) // otherwise U==I
|
184
|
+
derived().matrixU().solveInPlace(dest);
|
185
|
+
|
186
|
+
if(m_P.size()>0)
|
187
|
+
dest = m_Pinv * dest;
|
188
|
+
}
|
189
|
+
|
190
|
+
template<typename Rhs,typename Dest>
|
191
|
+
void _solve_impl(const SparseMatrixBase<Rhs> &b, SparseMatrixBase<Dest> &dest) const
|
192
|
+
{
|
193
|
+
internal::solve_sparse_through_dense_panels(derived(), b, dest);
|
194
|
+
}
|
195
|
+
|
196
|
+
#endif // EIGEN_PARSED_BY_DOXYGEN
|
197
|
+
|
198
|
+
protected:
|
199
|
+
|
200
|
+
/** Computes the sparse Cholesky decomposition of \a matrix */
|
201
|
+
template<bool DoLDLT>
|
202
|
+
void compute(const MatrixType& matrix)
|
203
|
+
{
|
204
|
+
eigen_assert(matrix.rows()==matrix.cols());
|
205
|
+
Index size = matrix.cols();
|
206
|
+
CholMatrixType tmp(size,size);
|
207
|
+
ConstCholMatrixPtr pmat;
|
208
|
+
ordering(matrix, pmat, tmp);
|
209
|
+
analyzePattern_preordered(*pmat, DoLDLT);
|
210
|
+
factorize_preordered<DoLDLT>(*pmat);
|
211
|
+
}
|
212
|
+
|
213
|
+
template<bool DoLDLT>
|
214
|
+
void factorize(const MatrixType& a)
|
215
|
+
{
|
216
|
+
eigen_assert(a.rows()==a.cols());
|
217
|
+
Index size = a.cols();
|
218
|
+
CholMatrixType tmp(size,size);
|
219
|
+
ConstCholMatrixPtr pmat;
|
220
|
+
|
221
|
+
if(m_P.size() == 0 && (int(UpLo) & int(Upper)) == Upper)
|
222
|
+
{
|
223
|
+
// If there is no ordering, try to directly use the input matrix without any copy
|
224
|
+
internal::simplicial_cholesky_grab_input<CholMatrixType,MatrixType>::run(a, pmat, tmp);
|
225
|
+
}
|
226
|
+
else
|
227
|
+
{
|
228
|
+
tmp.template selfadjointView<Upper>() = a.template selfadjointView<UpLo>().twistedBy(m_P);
|
229
|
+
pmat = &tmp;
|
230
|
+
}
|
231
|
+
|
232
|
+
factorize_preordered<DoLDLT>(*pmat);
|
233
|
+
}
|
234
|
+
|
235
|
+
template<bool DoLDLT>
|
236
|
+
void factorize_preordered(const CholMatrixType& a);
|
237
|
+
|
238
|
+
void analyzePattern(const MatrixType& a, bool doLDLT)
|
239
|
+
{
|
240
|
+
eigen_assert(a.rows()==a.cols());
|
241
|
+
Index size = a.cols();
|
242
|
+
CholMatrixType tmp(size,size);
|
243
|
+
ConstCholMatrixPtr pmat;
|
244
|
+
ordering(a, pmat, tmp);
|
245
|
+
analyzePattern_preordered(*pmat,doLDLT);
|
246
|
+
}
|
247
|
+
void analyzePattern_preordered(const CholMatrixType& a, bool doLDLT);
|
248
|
+
|
249
|
+
void ordering(const MatrixType& a, ConstCholMatrixPtr &pmat, CholMatrixType& ap);
|
250
|
+
|
251
|
+
/** keeps off-diagonal entries; drops diagonal entries */
|
252
|
+
struct keep_diag {
|
253
|
+
inline bool operator() (const Index& row, const Index& col, const Scalar&) const
|
254
|
+
{
|
255
|
+
return row!=col;
|
256
|
+
}
|
257
|
+
};
|
258
|
+
|
259
|
+
mutable ComputationInfo m_info;
|
260
|
+
bool m_factorizationIsOk;
|
261
|
+
bool m_analysisIsOk;
|
262
|
+
|
263
|
+
CholMatrixType m_matrix;
|
264
|
+
VectorType m_diag; // the diagonal coefficients (LDLT mode)
|
265
|
+
VectorI m_parent; // elimination tree
|
266
|
+
VectorI m_nonZerosPerCol;
|
267
|
+
PermutationMatrix<Dynamic,Dynamic,StorageIndex> m_P; // the permutation
|
268
|
+
PermutationMatrix<Dynamic,Dynamic,StorageIndex> m_Pinv; // the inverse permutation
|
269
|
+
|
270
|
+
RealScalar m_shiftOffset;
|
271
|
+
RealScalar m_shiftScale;
|
272
|
+
};
|
273
|
+
|
274
|
+
template<typename _MatrixType, int _UpLo = Lower, typename _Ordering = AMDOrdering<typename _MatrixType::StorageIndex> > class SimplicialLLT;
|
275
|
+
template<typename _MatrixType, int _UpLo = Lower, typename _Ordering = AMDOrdering<typename _MatrixType::StorageIndex> > class SimplicialLDLT;
|
276
|
+
template<typename _MatrixType, int _UpLo = Lower, typename _Ordering = AMDOrdering<typename _MatrixType::StorageIndex> > class SimplicialCholesky;
|
277
|
+
|
278
|
+
namespace internal {
|
279
|
+
|
280
|
+
template<typename _MatrixType, int _UpLo, typename _Ordering> struct traits<SimplicialLLT<_MatrixType,_UpLo,_Ordering> >
|
281
|
+
{
|
282
|
+
typedef _MatrixType MatrixType;
|
283
|
+
typedef _Ordering OrderingType;
|
284
|
+
enum { UpLo = _UpLo };
|
285
|
+
typedef typename MatrixType::Scalar Scalar;
|
286
|
+
typedef typename MatrixType::StorageIndex StorageIndex;
|
287
|
+
typedef SparseMatrix<Scalar, ColMajor, StorageIndex> CholMatrixType;
|
288
|
+
typedef TriangularView<const CholMatrixType, Eigen::Lower> MatrixL;
|
289
|
+
typedef TriangularView<const typename CholMatrixType::AdjointReturnType, Eigen::Upper> MatrixU;
|
290
|
+
static inline MatrixL getL(const CholMatrixType& m) { return MatrixL(m); }
|
291
|
+
static inline MatrixU getU(const CholMatrixType& m) { return MatrixU(m.adjoint()); }
|
292
|
+
};
|
293
|
+
|
294
|
+
template<typename _MatrixType,int _UpLo, typename _Ordering> struct traits<SimplicialLDLT<_MatrixType,_UpLo,_Ordering> >
|
295
|
+
{
|
296
|
+
typedef _MatrixType MatrixType;
|
297
|
+
typedef _Ordering OrderingType;
|
298
|
+
enum { UpLo = _UpLo };
|
299
|
+
typedef typename MatrixType::Scalar Scalar;
|
300
|
+
typedef typename MatrixType::StorageIndex StorageIndex;
|
301
|
+
typedef SparseMatrix<Scalar, ColMajor, StorageIndex> CholMatrixType;
|
302
|
+
typedef TriangularView<const CholMatrixType, Eigen::UnitLower> MatrixL;
|
303
|
+
typedef TriangularView<const typename CholMatrixType::AdjointReturnType, Eigen::UnitUpper> MatrixU;
|
304
|
+
static inline MatrixL getL(const CholMatrixType& m) { return MatrixL(m); }
|
305
|
+
static inline MatrixU getU(const CholMatrixType& m) { return MatrixU(m.adjoint()); }
|
306
|
+
};
|
307
|
+
|
308
|
+
template<typename _MatrixType, int _UpLo, typename _Ordering> struct traits<SimplicialCholesky<_MatrixType,_UpLo,_Ordering> >
|
309
|
+
{
|
310
|
+
typedef _MatrixType MatrixType;
|
311
|
+
typedef _Ordering OrderingType;
|
312
|
+
enum { UpLo = _UpLo };
|
313
|
+
};
|
314
|
+
|
315
|
+
}
|
316
|
+
|
317
|
+
/** \ingroup SparseCholesky_Module
|
318
|
+
* \class SimplicialLLT
|
319
|
+
* \brief A direct sparse LLT Cholesky factorizations
|
320
|
+
*
|
321
|
+
* This class provides a LL^T Cholesky factorizations of sparse matrices that are
|
322
|
+
* selfadjoint and positive definite. The factorization allows for solving A.X = B where
|
323
|
+
* X and B can be either dense or sparse.
|
324
|
+
*
|
325
|
+
* In order to reduce the fill-in, a symmetric permutation P is applied prior to the factorization
|
326
|
+
* such that the factorized matrix is P A P^-1.
|
327
|
+
*
|
328
|
+
* \tparam _MatrixType the type of the sparse matrix A, it must be a SparseMatrix<>
|
329
|
+
* \tparam _UpLo the triangular part that will be used for the computations. It can be Lower
|
330
|
+
* or Upper. Default is Lower.
|
331
|
+
* \tparam _Ordering The ordering method to use, either AMDOrdering<> or NaturalOrdering<>. Default is AMDOrdering<>
|
332
|
+
*
|
333
|
+
* \implsparsesolverconcept
|
334
|
+
*
|
335
|
+
* \sa class SimplicialLDLT, class AMDOrdering, class NaturalOrdering
|
336
|
+
*/
|
337
|
+
template<typename _MatrixType, int _UpLo, typename _Ordering>
|
338
|
+
class SimplicialLLT : public SimplicialCholeskyBase<SimplicialLLT<_MatrixType,_UpLo,_Ordering> >
|
339
|
+
{
|
340
|
+
public:
|
341
|
+
typedef _MatrixType MatrixType;
|
342
|
+
enum { UpLo = _UpLo };
|
343
|
+
typedef SimplicialCholeskyBase<SimplicialLLT> Base;
|
344
|
+
typedef typename MatrixType::Scalar Scalar;
|
345
|
+
typedef typename MatrixType::RealScalar RealScalar;
|
346
|
+
typedef typename MatrixType::StorageIndex StorageIndex;
|
347
|
+
typedef SparseMatrix<Scalar,ColMajor,Index> CholMatrixType;
|
348
|
+
typedef Matrix<Scalar,Dynamic,1> VectorType;
|
349
|
+
typedef internal::traits<SimplicialLLT> Traits;
|
350
|
+
typedef typename Traits::MatrixL MatrixL;
|
351
|
+
typedef typename Traits::MatrixU MatrixU;
|
352
|
+
public:
|
353
|
+
/** Default constructor */
|
354
|
+
SimplicialLLT() : Base() {}
|
355
|
+
/** Constructs and performs the LLT factorization of \a matrix */
|
356
|
+
explicit SimplicialLLT(const MatrixType& matrix)
|
357
|
+
: Base(matrix) {}
|
358
|
+
|
359
|
+
/** \returns an expression of the factor L */
|
360
|
+
inline const MatrixL matrixL() const {
|
361
|
+
eigen_assert(Base::m_factorizationIsOk && "Simplicial LLT not factorized");
|
362
|
+
return Traits::getL(Base::m_matrix);
|
363
|
+
}
|
364
|
+
|
365
|
+
/** \returns an expression of the factor U (= L^*) */
|
366
|
+
inline const MatrixU matrixU() const {
|
367
|
+
eigen_assert(Base::m_factorizationIsOk && "Simplicial LLT not factorized");
|
368
|
+
return Traits::getU(Base::m_matrix);
|
369
|
+
}
|
370
|
+
|
371
|
+
/** Computes the sparse Cholesky decomposition of \a matrix */
|
372
|
+
SimplicialLLT& compute(const MatrixType& matrix)
|
373
|
+
{
|
374
|
+
Base::template compute<false>(matrix);
|
375
|
+
return *this;
|
376
|
+
}
|
377
|
+
|
378
|
+
/** Performs a symbolic decomposition on the sparcity of \a matrix.
|
379
|
+
*
|
380
|
+
* This function is particularly useful when solving for several problems having the same structure.
|
381
|
+
*
|
382
|
+
* \sa factorize()
|
383
|
+
*/
|
384
|
+
void analyzePattern(const MatrixType& a)
|
385
|
+
{
|
386
|
+
Base::analyzePattern(a, false);
|
387
|
+
}
|
388
|
+
|
389
|
+
/** Performs a numeric decomposition of \a matrix
|
390
|
+
*
|
391
|
+
* The given matrix must has the same sparcity than the matrix on which the symbolic decomposition has been performed.
|
392
|
+
*
|
393
|
+
* \sa analyzePattern()
|
394
|
+
*/
|
395
|
+
void factorize(const MatrixType& a)
|
396
|
+
{
|
397
|
+
Base::template factorize<false>(a);
|
398
|
+
}
|
399
|
+
|
400
|
+
/** \returns the determinant of the underlying matrix from the current factorization */
|
401
|
+
Scalar determinant() const
|
402
|
+
{
|
403
|
+
Scalar detL = Base::m_matrix.diagonal().prod();
|
404
|
+
return numext::abs2(detL);
|
405
|
+
}
|
406
|
+
};
|
407
|
+
|
408
|
+
/** \ingroup SparseCholesky_Module
|
409
|
+
* \class SimplicialLDLT
|
410
|
+
* \brief A direct sparse LDLT Cholesky factorizations without square root.
|
411
|
+
*
|
412
|
+
* This class provides a LDL^T Cholesky factorizations without square root of sparse matrices that are
|
413
|
+
* selfadjoint and positive definite. The factorization allows for solving A.X = B where
|
414
|
+
* X and B can be either dense or sparse.
|
415
|
+
*
|
416
|
+
* In order to reduce the fill-in, a symmetric permutation P is applied prior to the factorization
|
417
|
+
* such that the factorized matrix is P A P^-1.
|
418
|
+
*
|
419
|
+
* \tparam _MatrixType the type of the sparse matrix A, it must be a SparseMatrix<>
|
420
|
+
* \tparam _UpLo the triangular part that will be used for the computations. It can be Lower
|
421
|
+
* or Upper. Default is Lower.
|
422
|
+
* \tparam _Ordering The ordering method to use, either AMDOrdering<> or NaturalOrdering<>. Default is AMDOrdering<>
|
423
|
+
*
|
424
|
+
* \implsparsesolverconcept
|
425
|
+
*
|
426
|
+
* \sa class SimplicialLLT, class AMDOrdering, class NaturalOrdering
|
427
|
+
*/
|
428
|
+
template<typename _MatrixType, int _UpLo, typename _Ordering>
|
429
|
+
class SimplicialLDLT : public SimplicialCholeskyBase<SimplicialLDLT<_MatrixType,_UpLo,_Ordering> >
|
430
|
+
{
|
431
|
+
public:
|
432
|
+
typedef _MatrixType MatrixType;
|
433
|
+
enum { UpLo = _UpLo };
|
434
|
+
typedef SimplicialCholeskyBase<SimplicialLDLT> Base;
|
435
|
+
typedef typename MatrixType::Scalar Scalar;
|
436
|
+
typedef typename MatrixType::RealScalar RealScalar;
|
437
|
+
typedef typename MatrixType::StorageIndex StorageIndex;
|
438
|
+
typedef SparseMatrix<Scalar,ColMajor,StorageIndex> CholMatrixType;
|
439
|
+
typedef Matrix<Scalar,Dynamic,1> VectorType;
|
440
|
+
typedef internal::traits<SimplicialLDLT> Traits;
|
441
|
+
typedef typename Traits::MatrixL MatrixL;
|
442
|
+
typedef typename Traits::MatrixU MatrixU;
|
443
|
+
public:
|
444
|
+
/** Default constructor */
|
445
|
+
SimplicialLDLT() : Base() {}
|
446
|
+
|
447
|
+
/** Constructs and performs the LLT factorization of \a matrix */
|
448
|
+
explicit SimplicialLDLT(const MatrixType& matrix)
|
449
|
+
: Base(matrix) {}
|
450
|
+
|
451
|
+
/** \returns a vector expression of the diagonal D */
|
452
|
+
inline const VectorType vectorD() const {
|
453
|
+
eigen_assert(Base::m_factorizationIsOk && "Simplicial LDLT not factorized");
|
454
|
+
return Base::m_diag;
|
455
|
+
}
|
456
|
+
/** \returns an expression of the factor L */
|
457
|
+
inline const MatrixL matrixL() const {
|
458
|
+
eigen_assert(Base::m_factorizationIsOk && "Simplicial LDLT not factorized");
|
459
|
+
return Traits::getL(Base::m_matrix);
|
460
|
+
}
|
461
|
+
|
462
|
+
/** \returns an expression of the factor U (= L^*) */
|
463
|
+
inline const MatrixU matrixU() const {
|
464
|
+
eigen_assert(Base::m_factorizationIsOk && "Simplicial LDLT not factorized");
|
465
|
+
return Traits::getU(Base::m_matrix);
|
466
|
+
}
|
467
|
+
|
468
|
+
/** Computes the sparse Cholesky decomposition of \a matrix */
|
469
|
+
SimplicialLDLT& compute(const MatrixType& matrix)
|
470
|
+
{
|
471
|
+
Base::template compute<true>(matrix);
|
472
|
+
return *this;
|
473
|
+
}
|
474
|
+
|
475
|
+
/** Performs a symbolic decomposition on the sparcity of \a matrix.
|
476
|
+
*
|
477
|
+
* This function is particularly useful when solving for several problems having the same structure.
|
478
|
+
*
|
479
|
+
* \sa factorize()
|
480
|
+
*/
|
481
|
+
void analyzePattern(const MatrixType& a)
|
482
|
+
{
|
483
|
+
Base::analyzePattern(a, true);
|
484
|
+
}
|
485
|
+
|
486
|
+
/** Performs a numeric decomposition of \a matrix
|
487
|
+
*
|
488
|
+
* The given matrix must has the same sparcity than the matrix on which the symbolic decomposition has been performed.
|
489
|
+
*
|
490
|
+
* \sa analyzePattern()
|
491
|
+
*/
|
492
|
+
void factorize(const MatrixType& a)
|
493
|
+
{
|
494
|
+
Base::template factorize<true>(a);
|
495
|
+
}
|
496
|
+
|
497
|
+
/** \returns the determinant of the underlying matrix from the current factorization */
|
498
|
+
Scalar determinant() const
|
499
|
+
{
|
500
|
+
return Base::m_diag.prod();
|
501
|
+
}
|
502
|
+
};
|
503
|
+
|
504
|
+
/** \deprecated use SimplicialLDLT or class SimplicialLLT
|
505
|
+
* \ingroup SparseCholesky_Module
|
506
|
+
* \class SimplicialCholesky
|
507
|
+
*
|
508
|
+
* \sa class SimplicialLDLT, class SimplicialLLT
|
509
|
+
*/
|
510
|
+
template<typename _MatrixType, int _UpLo, typename _Ordering>
|
511
|
+
class SimplicialCholesky : public SimplicialCholeskyBase<SimplicialCholesky<_MatrixType,_UpLo,_Ordering> >
|
512
|
+
{
|
513
|
+
public:
|
514
|
+
typedef _MatrixType MatrixType;
|
515
|
+
enum { UpLo = _UpLo };
|
516
|
+
typedef SimplicialCholeskyBase<SimplicialCholesky> Base;
|
517
|
+
typedef typename MatrixType::Scalar Scalar;
|
518
|
+
typedef typename MatrixType::RealScalar RealScalar;
|
519
|
+
typedef typename MatrixType::StorageIndex StorageIndex;
|
520
|
+
typedef SparseMatrix<Scalar,ColMajor,StorageIndex> CholMatrixType;
|
521
|
+
typedef Matrix<Scalar,Dynamic,1> VectorType;
|
522
|
+
typedef internal::traits<SimplicialCholesky> Traits;
|
523
|
+
typedef internal::traits<SimplicialLDLT<MatrixType,UpLo> > LDLTTraits;
|
524
|
+
typedef internal::traits<SimplicialLLT<MatrixType,UpLo> > LLTTraits;
|
525
|
+
public:
|
526
|
+
SimplicialCholesky() : Base(), m_LDLT(true) {}
|
527
|
+
|
528
|
+
explicit SimplicialCholesky(const MatrixType& matrix)
|
529
|
+
: Base(), m_LDLT(true)
|
530
|
+
{
|
531
|
+
compute(matrix);
|
532
|
+
}
|
533
|
+
|
534
|
+
SimplicialCholesky& setMode(SimplicialCholeskyMode mode)
|
535
|
+
{
|
536
|
+
switch(mode)
|
537
|
+
{
|
538
|
+
case SimplicialCholeskyLLT:
|
539
|
+
m_LDLT = false;
|
540
|
+
break;
|
541
|
+
case SimplicialCholeskyLDLT:
|
542
|
+
m_LDLT = true;
|
543
|
+
break;
|
544
|
+
default:
|
545
|
+
break;
|
546
|
+
}
|
547
|
+
|
548
|
+
return *this;
|
549
|
+
}
|
550
|
+
|
551
|
+
inline const VectorType vectorD() const {
|
552
|
+
eigen_assert(Base::m_factorizationIsOk && "Simplicial Cholesky not factorized");
|
553
|
+
return Base::m_diag;
|
554
|
+
}
|
555
|
+
inline const CholMatrixType rawMatrix() const {
|
556
|
+
eigen_assert(Base::m_factorizationIsOk && "Simplicial Cholesky not factorized");
|
557
|
+
return Base::m_matrix;
|
558
|
+
}
|
559
|
+
|
560
|
+
/** Computes the sparse Cholesky decomposition of \a matrix */
|
561
|
+
SimplicialCholesky& compute(const MatrixType& matrix)
|
562
|
+
{
|
563
|
+
if(m_LDLT)
|
564
|
+
Base::template compute<true>(matrix);
|
565
|
+
else
|
566
|
+
Base::template compute<false>(matrix);
|
567
|
+
return *this;
|
568
|
+
}
|
569
|
+
|
570
|
+
/** Performs a symbolic decomposition on the sparcity of \a matrix.
|
571
|
+
*
|
572
|
+
* This function is particularly useful when solving for several problems having the same structure.
|
573
|
+
*
|
574
|
+
* \sa factorize()
|
575
|
+
*/
|
576
|
+
void analyzePattern(const MatrixType& a)
|
577
|
+
{
|
578
|
+
Base::analyzePattern(a, m_LDLT);
|
579
|
+
}
|
580
|
+
|
581
|
+
/** Performs a numeric decomposition of \a matrix
|
582
|
+
*
|
583
|
+
* The given matrix must has the same sparcity than the matrix on which the symbolic decomposition has been performed.
|
584
|
+
*
|
585
|
+
* \sa analyzePattern()
|
586
|
+
*/
|
587
|
+
void factorize(const MatrixType& a)
|
588
|
+
{
|
589
|
+
if(m_LDLT)
|
590
|
+
Base::template factorize<true>(a);
|
591
|
+
else
|
592
|
+
Base::template factorize<false>(a);
|
593
|
+
}
|
594
|
+
|
595
|
+
/** \internal */
|
596
|
+
template<typename Rhs,typename Dest>
|
597
|
+
void _solve_impl(const MatrixBase<Rhs> &b, MatrixBase<Dest> &dest) const
|
598
|
+
{
|
599
|
+
eigen_assert(Base::m_factorizationIsOk && "The decomposition is not in a valid state for solving, you must first call either compute() or symbolic()/numeric()");
|
600
|
+
eigen_assert(Base::m_matrix.rows()==b.rows());
|
601
|
+
|
602
|
+
if(Base::m_info!=Success)
|
603
|
+
return;
|
604
|
+
|
605
|
+
if(Base::m_P.size()>0)
|
606
|
+
dest = Base::m_P * b;
|
607
|
+
else
|
608
|
+
dest = b;
|
609
|
+
|
610
|
+
if(Base::m_matrix.nonZeros()>0) // otherwise L==I
|
611
|
+
{
|
612
|
+
if(m_LDLT)
|
613
|
+
LDLTTraits::getL(Base::m_matrix).solveInPlace(dest);
|
614
|
+
else
|
615
|
+
LLTTraits::getL(Base::m_matrix).solveInPlace(dest);
|
616
|
+
}
|
617
|
+
|
618
|
+
if(Base::m_diag.size()>0)
|
619
|
+
dest = Base::m_diag.real().asDiagonal().inverse() * dest;
|
620
|
+
|
621
|
+
if (Base::m_matrix.nonZeros()>0) // otherwise I==I
|
622
|
+
{
|
623
|
+
if(m_LDLT)
|
624
|
+
LDLTTraits::getU(Base::m_matrix).solveInPlace(dest);
|
625
|
+
else
|
626
|
+
LLTTraits::getU(Base::m_matrix).solveInPlace(dest);
|
627
|
+
}
|
628
|
+
|
629
|
+
if(Base::m_P.size()>0)
|
630
|
+
dest = Base::m_Pinv * dest;
|
631
|
+
}
|
632
|
+
|
633
|
+
/** \internal */
|
634
|
+
template<typename Rhs,typename Dest>
|
635
|
+
void _solve_impl(const SparseMatrixBase<Rhs> &b, SparseMatrixBase<Dest> &dest) const
|
636
|
+
{
|
637
|
+
internal::solve_sparse_through_dense_panels(*this, b, dest);
|
638
|
+
}
|
639
|
+
|
640
|
+
Scalar determinant() const
|
641
|
+
{
|
642
|
+
if(m_LDLT)
|
643
|
+
{
|
644
|
+
return Base::m_diag.prod();
|
645
|
+
}
|
646
|
+
else
|
647
|
+
{
|
648
|
+
Scalar detL = Diagonal<const CholMatrixType>(Base::m_matrix).prod();
|
649
|
+
return numext::abs2(detL);
|
650
|
+
}
|
651
|
+
}
|
652
|
+
|
653
|
+
protected:
|
654
|
+
bool m_LDLT;
|
655
|
+
};
|
656
|
+
|
657
|
+
template<typename Derived>
|
658
|
+
void SimplicialCholeskyBase<Derived>::ordering(const MatrixType& a, ConstCholMatrixPtr &pmat, CholMatrixType& ap)
|
659
|
+
{
|
660
|
+
eigen_assert(a.rows()==a.cols());
|
661
|
+
const Index size = a.rows();
|
662
|
+
pmat = ≈
|
663
|
+
// Note that ordering methods compute the inverse permutation
|
664
|
+
if(!internal::is_same<OrderingType,NaturalOrdering<Index> >::value)
|
665
|
+
{
|
666
|
+
{
|
667
|
+
CholMatrixType C;
|
668
|
+
C = a.template selfadjointView<UpLo>();
|
669
|
+
|
670
|
+
OrderingType ordering;
|
671
|
+
ordering(C,m_Pinv);
|
672
|
+
}
|
673
|
+
|
674
|
+
if(m_Pinv.size()>0) m_P = m_Pinv.inverse();
|
675
|
+
else m_P.resize(0);
|
676
|
+
|
677
|
+
ap.resize(size,size);
|
678
|
+
ap.template selfadjointView<Upper>() = a.template selfadjointView<UpLo>().twistedBy(m_P);
|
679
|
+
}
|
680
|
+
else
|
681
|
+
{
|
682
|
+
m_Pinv.resize(0);
|
683
|
+
m_P.resize(0);
|
684
|
+
if(int(UpLo)==int(Lower) || MatrixType::IsRowMajor)
|
685
|
+
{
|
686
|
+
// we have to transpose the lower part to to the upper one
|
687
|
+
ap.resize(size,size);
|
688
|
+
ap.template selfadjointView<Upper>() = a.template selfadjointView<UpLo>();
|
689
|
+
}
|
690
|
+
else
|
691
|
+
internal::simplicial_cholesky_grab_input<CholMatrixType,MatrixType>::run(a, pmat, ap);
|
692
|
+
}
|
693
|
+
}
|
694
|
+
|
695
|
+
} // end namespace Eigen
|
696
|
+
|
697
|
+
#endif // EIGEN_SIMPLICIAL_CHOLESKY_H
|