umappp 0.1.2

data/vendor/Eigen/src/SparseCore/SparseView.h

@@ -0,0 +1,254 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2011-2014 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2010 Daniel Lowengrub <lowdanie@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_SPARSEVIEW_H
+#define EIGEN_SPARSEVIEW_H
+
+namespace Eigen { 
+
+namespace internal {
+
+template<typename MatrixType>
+struct traits<SparseView<MatrixType> > : traits<MatrixType>
+{
+  typedef typename MatrixType::StorageIndex StorageIndex;
+  typedef Sparse StorageKind;
+  enum {
+    Flags = int(traits<MatrixType>::Flags) & (RowMajorBit)
+  };
+};
+
+} // end namespace internal
+
+/** \ingroup SparseCore_Module
+  * \class SparseView
+  *
+  * \brief Expression of a dense or sparse matrix with zero or too small values removed
+  *
+  * \tparam MatrixType the type of the object of which we are removing the small entries
+  *
+  * This class represents an expression of a given dense or sparse matrix with
+  * entries smaller than \c reference * \c epsilon are removed.
+  * It is the return type of MatrixBase::sparseView() and SparseMatrixBase::pruned()
+  * and most of the time this is the only way it is used.
+  *
+  * \sa MatrixBase::sparseView(), SparseMatrixBase::pruned()
+  */
+template<typename MatrixType>
+class SparseView : public SparseMatrixBase<SparseView<MatrixType> >
+{
+  typedef typename MatrixType::Nested MatrixTypeNested;
+  typedef typename internal::remove_all<MatrixTypeNested>::type _MatrixTypeNested;
+  typedef SparseMatrixBase<SparseView > Base;
+public:
+  EIGEN_SPARSE_PUBLIC_INTERFACE(SparseView)
+  typedef typename internal::remove_all<MatrixType>::type NestedExpression;
+
+  explicit SparseView(const MatrixType& mat, const Scalar& reference = Scalar(0),
+                      const RealScalar &epsilon = NumTraits<Scalar>::dummy_precision())
+    : m_matrix(mat), m_reference(reference), m_epsilon(epsilon) {}
+
+  inline Index rows() const { return m_matrix.rows(); }
+  inline Index cols() const { return m_matrix.cols(); }
+
+  inline Index innerSize() const { return m_matrix.innerSize(); }
+  inline Index outerSize() const { return m_matrix.outerSize(); }
+  
+  /** \returns the nested expression */
+  const typename internal::remove_all<MatrixTypeNested>::type&
+  nestedExpression() const { return m_matrix; }
+  
+  Scalar reference() const { return m_reference; }
+  RealScalar epsilon() const { return m_epsilon; }
+  
+protected:
+  MatrixTypeNested m_matrix;
+  Scalar m_reference;
+  RealScalar m_epsilon;
+};
+
+namespace internal {
+
+// TODO find a way to unify the two following variants
+// This is tricky because implementing an inner iterator on top of an IndexBased evaluator is
+// not easy because the evaluators do not expose the sizes of the underlying expression.
+  
+template<typename ArgType>
+struct unary_evaluator<SparseView<ArgType>, IteratorBased>
+  : public evaluator_base<SparseView<ArgType> >
+{
+    typedef typename evaluator<ArgType>::InnerIterator EvalIterator;
+  public:
+    typedef SparseView<ArgType> XprType;
+    
+    class InnerIterator : public EvalIterator
+    {
+      protected:
+        typedef typename XprType::Scalar Scalar;
+      public:
+
+        EIGEN_STRONG_INLINE InnerIterator(const unary_evaluator& sve, Index outer)
+          : EvalIterator(sve.m_argImpl,outer), m_view(sve.m_view)
+        {
+          incrementToNonZero();
+        }
+
+        EIGEN_STRONG_INLINE InnerIterator& operator++()
+        {
+          EvalIterator::operator++();
+          incrementToNonZero();
+          return *this;
+        }
+
+        using EvalIterator::value;
+
+      protected:
+        const XprType &m_view;
+
+      private:
+        void incrementToNonZero()
+        {
+          while((bool(*this)) && internal::isMuchSmallerThan(value(), m_view.reference(), m_view.epsilon()))
+          {
+            EvalIterator::operator++();
+          }
+        }
+    };
+    
+    enum {
+      CoeffReadCost = evaluator<ArgType>::CoeffReadCost,
+      Flags = XprType::Flags
+    };
+    
+    explicit unary_evaluator(const XprType& xpr) : m_argImpl(xpr.nestedExpression()), m_view(xpr) {}
+
+  protected:
+    evaluator<ArgType> m_argImpl;
+    const XprType &m_view;
+};
+
+template<typename ArgType>
+struct unary_evaluator<SparseView<ArgType>, IndexBased>
+  : public evaluator_base<SparseView<ArgType> >
+{
+  public:
+    typedef SparseView<ArgType> XprType;
+  protected:
+    enum { IsRowMajor = (XprType::Flags&RowMajorBit)==RowMajorBit };
+    typedef typename XprType::Scalar Scalar;
+    typedef typename XprType::StorageIndex StorageIndex;
+  public:
+    
+    class InnerIterator
+    {
+      public:
+
+        EIGEN_STRONG_INLINE InnerIterator(const unary_evaluator& sve, Index outer)
+          : m_sve(sve), m_inner(0), m_outer(outer), m_end(sve.m_view.innerSize())
+        {
+          incrementToNonZero();
+        }
+
+        EIGEN_STRONG_INLINE InnerIterator& operator++()
+        {
+          m_inner++;
+          incrementToNonZero();
+          return *this;
+        }
+
+        EIGEN_STRONG_INLINE Scalar value() const
+        {
+          return (IsRowMajor) ? m_sve.m_argImpl.coeff(m_outer, m_inner)
+                              : m_sve.m_argImpl.coeff(m_inner, m_outer);
+        }
+
+        EIGEN_STRONG_INLINE StorageIndex index() const { return m_inner; }
+        inline Index row() const { return IsRowMajor ? m_outer : index(); }
+        inline Index col() const { return IsRowMajor ? index() : m_outer; }
+
+        EIGEN_STRONG_INLINE operator bool() const { return m_inner < m_end && m_inner>=0; }
+
+      protected:
+        const unary_evaluator &m_sve;
+        Index m_inner;
+        const Index m_outer;
+        const Index m_end;
+
+      private:
+        void incrementToNonZero()
+        {
+          while((bool(*this)) && internal::isMuchSmallerThan(value(), m_sve.m_view.reference(), m_sve.m_view.epsilon()))
+          {
+            m_inner++;
+          }
+        }
+    };
+    
+    enum {
+      CoeffReadCost = evaluator<ArgType>::CoeffReadCost,
+      Flags = XprType::Flags
+    };
+    
+    explicit unary_evaluator(const XprType& xpr) : m_argImpl(xpr.nestedExpression()), m_view(xpr) {}
+
+  protected:
+    evaluator<ArgType> m_argImpl;
+    const XprType &m_view;
+};
+
+} // end namespace internal
+
+/** \ingroup SparseCore_Module
+  *
+  * \returns a sparse expression of the dense expression \c *this with values smaller than
+  * \a reference * \a epsilon removed.
+  *
+  * This method is typically used when prototyping to convert a quickly assembled dense Matrix \c D to a SparseMatrix \c S:
+  * \code
+  * MatrixXd D(n,m);
+  * SparseMatrix<double> S;
+  * S = D.sparseView();             // suppress numerical zeros (exact)
+  * S = D.sparseView(reference);
+  * S = D.sparseView(reference,epsilon);
+  * \endcode
+  * where \a reference is a meaningful non zero reference value,
+  * and \a epsilon is a tolerance factor defaulting to NumTraits<Scalar>::dummy_precision().
+  *
+  * \sa SparseMatrixBase::pruned(), class SparseView */
+template<typename Derived>
+const SparseView<Derived> MatrixBase<Derived>::sparseView(const Scalar& reference,
+                                                          const typename NumTraits<Scalar>::Real& epsilon) const
+{
+  return SparseView<Derived>(derived(), reference, epsilon);
+}
+
+/** \returns an expression of \c *this with values smaller than
+  * \a reference * \a epsilon removed.
+  *
+  * This method is typically used in conjunction with the product of two sparse matrices
+  * to automatically prune the smallest values as follows:
+  * \code
+  * C = (A*B).pruned();             // suppress numerical zeros (exact)
+  * C = (A*B).pruned(ref);
+  * C = (A*B).pruned(ref,epsilon);
+  * \endcode
+  * where \c ref is a meaningful non zero reference value.
+  * */
+template<typename Derived>
+const SparseView<Derived>
+SparseMatrixBase<Derived>::pruned(const Scalar& reference,
+                                  const RealScalar& epsilon) const
+{
+  return SparseView<Derived>(derived(), reference, epsilon);
+}
+
+} // end namespace Eigen
+
+#endif

data/vendor/Eigen/src/SparseCore/TriangularSolver.h

@@ -0,0 +1,315 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr>
+//
+// 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_SPARSETRIANGULARSOLVER_H
+#define EIGEN_SPARSETRIANGULARSOLVER_H
+
+namespace Eigen { 
+
+namespace internal {
+
+template<typename Lhs, typename Rhs, int Mode,
+  int UpLo = (Mode & Lower)
+           ? Lower
+           : (Mode & Upper)
+           ? Upper
+           : -1,
+  int StorageOrder = int(traits<Lhs>::Flags) & RowMajorBit>
+struct sparse_solve_triangular_selector;
+
+// forward substitution, row-major
+template<typename Lhs, typename Rhs, int Mode>
+struct sparse_solve_triangular_selector<Lhs,Rhs,Mode,Lower,RowMajor>
+{
+  typedef typename Rhs::Scalar Scalar;
+  typedef evaluator<Lhs> LhsEval;
+  typedef typename evaluator<Lhs>::InnerIterator LhsIterator;
+  static void run(const Lhs& lhs, Rhs& other)
+  {
+    LhsEval lhsEval(lhs);
+    for(Index col=0 ; col<other.cols() ; ++col)
+    {
+      for(Index i=0; i<lhs.rows(); ++i)
+      {
+        Scalar tmp = other.coeff(i,col);
+        Scalar lastVal(0);
+        Index lastIndex = 0;
+        for(LhsIterator it(lhsEval, i); it; ++it)
+        {
+          lastVal = it.value();
+          lastIndex = it.index();
+          if(lastIndex==i)
+            break;
+          tmp -= lastVal * other.coeff(lastIndex,col);
+        }
+        if (Mode & UnitDiag)
+          other.coeffRef(i,col) = tmp;
+        else
+        {
+          eigen_assert(lastIndex==i);
+          other.coeffRef(i,col) = tmp/lastVal;
+        }
+      }
+    }
+  }
+};
+
+// backward substitution, row-major
+template<typename Lhs, typename Rhs, int Mode>
+struct sparse_solve_triangular_selector<Lhs,Rhs,Mode,Upper,RowMajor>
+{
+  typedef typename Rhs::Scalar Scalar;
+  typedef evaluator<Lhs> LhsEval;
+  typedef typename evaluator<Lhs>::InnerIterator LhsIterator;
+  static void run(const Lhs& lhs, Rhs& other)
+  {
+    LhsEval lhsEval(lhs);
+    for(Index col=0 ; col<other.cols() ; ++col)
+    {
+      for(Index i=lhs.rows()-1 ; i>=0 ; --i)
+      {
+        Scalar tmp = other.coeff(i,col);
+        Scalar l_ii(0);
+        LhsIterator it(lhsEval, i);
+        while(it && it.index()<i)
+          ++it;
+        if(!(Mode & UnitDiag))
+        {
+          eigen_assert(it && it.index()==i);
+          l_ii = it.value();
+          ++it;
+        }
+        else if (it && it.index() == i)
+          ++it;
+        for(; it; ++it)
+        {
+          tmp -= it.value() * other.coeff(it.index(),col);
+        }
+
+        if (Mode & UnitDiag)  other.coeffRef(i,col) = tmp;
+        else                  other.coeffRef(i,col) = tmp/l_ii;
+      }
+    }
+  }
+};
+
+// forward substitution, col-major
+template<typename Lhs, typename Rhs, int Mode>
+struct sparse_solve_triangular_selector<Lhs,Rhs,Mode,Lower,ColMajor>
+{
+  typedef typename Rhs::Scalar Scalar;
+  typedef evaluator<Lhs> LhsEval;
+  typedef typename evaluator<Lhs>::InnerIterator LhsIterator;
+  static void run(const Lhs& lhs, Rhs& other)
+  {
+    LhsEval lhsEval(lhs);
+    for(Index col=0 ; col<other.cols() ; ++col)
+    {
+      for(Index i=0; i<lhs.cols(); ++i)
+      {
+        Scalar& tmp = other.coeffRef(i,col);
+        if (tmp!=Scalar(0)) // optimization when other is actually sparse
+        {
+          LhsIterator it(lhsEval, i);
+          while(it && it.index()<i)
+            ++it;
+          if(!(Mode & UnitDiag))
+          {
+            eigen_assert(it && it.index()==i);
+            tmp /= it.value();
+          }
+          if (it && it.index()==i)
+            ++it;
+          for(; it; ++it)
+            other.coeffRef(it.index(), col) -= tmp * it.value();
+        }
+      }
+    }
+  }
+};
+
+// backward substitution, col-major
+template<typename Lhs, typename Rhs, int Mode>
+struct sparse_solve_triangular_selector<Lhs,Rhs,Mode,Upper,ColMajor>
+{
+  typedef typename Rhs::Scalar Scalar;
+  typedef evaluator<Lhs> LhsEval;
+  typedef typename evaluator<Lhs>::InnerIterator LhsIterator;
+  static void run(const Lhs& lhs, Rhs& other)
+  {
+    LhsEval lhsEval(lhs);
+    for(Index col=0 ; col<other.cols() ; ++col)
+    {
+      for(Index i=lhs.cols()-1; i>=0; --i)
+      {
+        Scalar& tmp = other.coeffRef(i,col);
+        if (tmp!=Scalar(0)) // optimization when other is actually sparse
+        {
+          if(!(Mode & UnitDiag))
+          {
+            // TODO replace this by a binary search. make sure the binary search is safe for partially sorted elements
+            LhsIterator it(lhsEval, i);
+            while(it && it.index()!=i)
+              ++it;
+            eigen_assert(it && it.index()==i);
+            other.coeffRef(i,col) /= it.value();
+          }
+          LhsIterator it(lhsEval, i);
+          for(; it && it.index()<i; ++it)
+            other.coeffRef(it.index(), col) -= tmp * it.value();
+        }
+      }
+    }
+  }
+};
+
+} // end namespace internal
+
+#ifndef EIGEN_PARSED_BY_DOXYGEN
+
+template<typename ExpressionType,unsigned int Mode>
+template<typename OtherDerived>
+void TriangularViewImpl<ExpressionType,Mode,Sparse>::solveInPlace(MatrixBase<OtherDerived>& other) const
+{
+  eigen_assert(derived().cols() == derived().rows() && derived().cols() == other.rows());
+  eigen_assert((!(Mode & ZeroDiag)) && bool(Mode & (Upper|Lower)));
+
+  enum { copy = internal::traits<OtherDerived>::Flags & RowMajorBit };
+
+  typedef typename internal::conditional<copy,
+    typename internal::plain_matrix_type_column_major<OtherDerived>::type, OtherDerived&>::type OtherCopy;
+  OtherCopy otherCopy(other.derived());
+
+  internal::sparse_solve_triangular_selector<ExpressionType, typename internal::remove_reference<OtherCopy>::type, Mode>::run(derived().nestedExpression(), otherCopy);
+
+  if (copy)
+    other = otherCopy;
+}
+#endif
+
+// pure sparse path
+
+namespace internal {
+
+template<typename Lhs, typename Rhs, int Mode,
+  int UpLo = (Mode & Lower)
+           ? Lower
+           : (Mode & Upper)
+           ? Upper
+           : -1,
+  int StorageOrder = int(Lhs::Flags) & (RowMajorBit)>
+struct sparse_solve_triangular_sparse_selector;
+
+// forward substitution, col-major
+template<typename Lhs, typename Rhs, int Mode, int UpLo>
+struct sparse_solve_triangular_sparse_selector<Lhs,Rhs,Mode,UpLo,ColMajor>
+{
+  typedef typename Rhs::Scalar Scalar;
+  typedef typename promote_index_type<typename traits<Lhs>::StorageIndex,
+                                      typename traits<Rhs>::StorageIndex>::type StorageIndex;
+  static void run(const Lhs& lhs, Rhs& other)
+  {
+    const bool IsLower = (UpLo==Lower);
+    AmbiVector<Scalar,StorageIndex> tempVector(other.rows()*2);
+    tempVector.setBounds(0,other.rows());
+
+    Rhs res(other.rows(), other.cols());
+    res.reserve(other.nonZeros());
+
+    for(Index col=0 ; col<other.cols() ; ++col)
+    {
+      // FIXME estimate number of non zeros
+      tempVector.init(.99/*float(other.col(col).nonZeros())/float(other.rows())*/);
+      tempVector.setZero();
+      tempVector.restart();
+      for (typename Rhs::InnerIterator rhsIt(other, col); rhsIt; ++rhsIt)
+      {
+        tempVector.coeffRef(rhsIt.index()) = rhsIt.value();
+      }
+
+      for(Index i=IsLower?0:lhs.cols()-1;
+          IsLower?i<lhs.cols():i>=0;
+          i+=IsLower?1:-1)
+      {
+        tempVector.restart();
+        Scalar& ci = tempVector.coeffRef(i);
+        if (ci!=Scalar(0))
+        {
+          // find
+          typename Lhs::InnerIterator it(lhs, i);
+          if(!(Mode & UnitDiag))
+          {
+            if (IsLower)
+            {
+              eigen_assert(it.index()==i);
+              ci /= it.value();
+            }
+            else
+              ci /= lhs.coeff(i,i);
+          }
+          tempVector.restart();
+          if (IsLower)
+          {
+            if (it.index()==i)
+              ++it;
+            for(; it; ++it)
+              tempVector.coeffRef(it.index()) -= ci * it.value();
+          }
+          else
+          {
+            for(; it && it.index()<i; ++it)
+              tempVector.coeffRef(it.index()) -= ci * it.value();
+          }
+        }
+      }
+
+
+      Index count = 0;
+      // FIXME compute a reference value to filter zeros
+      for (typename AmbiVector<Scalar,StorageIndex>::Iterator it(tempVector/*,1e-12*/); it; ++it)
+      {
+        ++ count;
+//         std::cerr << "fill " << it.index() << ", " << col << "\n";
+//         std::cout << it.value() << "  ";
+        // FIXME use insertBack
+        res.insert(it.index(), col) = it.value();
+      }
+//       std::cout << "tempVector.nonZeros() == " << int(count) << " / " << (other.rows()) << "\n";
+    }
+    res.finalize();
+    other = res.markAsRValue();
+  }
+};
+
+} // end namespace internal
+
+#ifndef EIGEN_PARSED_BY_DOXYGEN
+template<typename ExpressionType,unsigned int Mode>
+template<typename OtherDerived>
+void TriangularViewImpl<ExpressionType,Mode,Sparse>::solveInPlace(SparseMatrixBase<OtherDerived>& other) const
+{
+  eigen_assert(derived().cols() == derived().rows() && derived().cols() == other.rows());
+  eigen_assert( (!(Mode & ZeroDiag)) && bool(Mode & (Upper|Lower)));
+
+//   enum { copy = internal::traits<OtherDerived>::Flags & RowMajorBit };
+
+//   typedef typename internal::conditional<copy,
+//     typename internal::plain_matrix_type_column_major<OtherDerived>::type, OtherDerived&>::type OtherCopy;
+//   OtherCopy otherCopy(other.derived());
+
+  internal::sparse_solve_triangular_sparse_selector<ExpressionType, OtherDerived, Mode>::run(derived().nestedExpression(), other.derived());
+
+//   if (copy)
+//     other = otherCopy;
+}
+#endif
+
+} // end namespace Eigen
+
+#endif // EIGEN_SPARSETRIANGULARSOLVER_H