umappp 0.1.2
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- checksums.yaml +7 -0
- data/LICENSE.txt +25 -0
- data/README.md +110 -0
- data/ext/umappp/extconf.rb +25 -0
- data/ext/umappp/numo.hpp +867 -0
- data/ext/umappp/umappp.cpp +225 -0
- data/lib/umappp/version.rb +5 -0
- data/lib/umappp.rb +41 -0
- data/vendor/Eigen/Cholesky +45 -0
- data/vendor/Eigen/CholmodSupport +48 -0
- data/vendor/Eigen/Core +384 -0
- data/vendor/Eigen/Dense +7 -0
- data/vendor/Eigen/Eigen +2 -0
- data/vendor/Eigen/Eigenvalues +60 -0
- data/vendor/Eigen/Geometry +59 -0
- data/vendor/Eigen/Householder +29 -0
- data/vendor/Eigen/IterativeLinearSolvers +48 -0
- data/vendor/Eigen/Jacobi +32 -0
- data/vendor/Eigen/KLUSupport +41 -0
- data/vendor/Eigen/LU +47 -0
- data/vendor/Eigen/MetisSupport +35 -0
- data/vendor/Eigen/OrderingMethods +70 -0
- data/vendor/Eigen/PaStiXSupport +49 -0
- data/vendor/Eigen/PardisoSupport +35 -0
- data/vendor/Eigen/QR +50 -0
- data/vendor/Eigen/QtAlignedMalloc +39 -0
- data/vendor/Eigen/SPQRSupport +34 -0
- data/vendor/Eigen/SVD +50 -0
- data/vendor/Eigen/Sparse +34 -0
- data/vendor/Eigen/SparseCholesky +37 -0
- data/vendor/Eigen/SparseCore +69 -0
- data/vendor/Eigen/SparseLU +50 -0
- data/vendor/Eigen/SparseQR +36 -0
- data/vendor/Eigen/StdDeque +27 -0
- data/vendor/Eigen/StdList +26 -0
- data/vendor/Eigen/StdVector +27 -0
- data/vendor/Eigen/SuperLUSupport +64 -0
- data/vendor/Eigen/UmfPackSupport +40 -0
- data/vendor/Eigen/src/Cholesky/LDLT.h +688 -0
- data/vendor/Eigen/src/Cholesky/LLT.h +558 -0
- data/vendor/Eigen/src/Cholesky/LLT_LAPACKE.h +99 -0
- data/vendor/Eigen/src/CholmodSupport/CholmodSupport.h +682 -0
- data/vendor/Eigen/src/Core/ArithmeticSequence.h +413 -0
- data/vendor/Eigen/src/Core/Array.h +417 -0
- data/vendor/Eigen/src/Core/ArrayBase.h +226 -0
- data/vendor/Eigen/src/Core/ArrayWrapper.h +209 -0
- data/vendor/Eigen/src/Core/Assign.h +90 -0
- data/vendor/Eigen/src/Core/AssignEvaluator.h +1010 -0
- data/vendor/Eigen/src/Core/Assign_MKL.h +178 -0
- data/vendor/Eigen/src/Core/BandMatrix.h +353 -0
- data/vendor/Eigen/src/Core/Block.h +448 -0
- data/vendor/Eigen/src/Core/BooleanRedux.h +162 -0
- data/vendor/Eigen/src/Core/CommaInitializer.h +164 -0
- data/vendor/Eigen/src/Core/ConditionEstimator.h +175 -0
- data/vendor/Eigen/src/Core/CoreEvaluators.h +1741 -0
- data/vendor/Eigen/src/Core/CoreIterators.h +132 -0
- data/vendor/Eigen/src/Core/CwiseBinaryOp.h +183 -0
- data/vendor/Eigen/src/Core/CwiseNullaryOp.h +1001 -0
- data/vendor/Eigen/src/Core/CwiseTernaryOp.h +197 -0
- data/vendor/Eigen/src/Core/CwiseUnaryOp.h +103 -0
- data/vendor/Eigen/src/Core/CwiseUnaryView.h +132 -0
- data/vendor/Eigen/src/Core/DenseBase.h +701 -0
- data/vendor/Eigen/src/Core/DenseCoeffsBase.h +685 -0
- data/vendor/Eigen/src/Core/DenseStorage.h +652 -0
- data/vendor/Eigen/src/Core/Diagonal.h +258 -0
- data/vendor/Eigen/src/Core/DiagonalMatrix.h +391 -0
- data/vendor/Eigen/src/Core/DiagonalProduct.h +28 -0
- data/vendor/Eigen/src/Core/Dot.h +318 -0
- data/vendor/Eigen/src/Core/EigenBase.h +160 -0
- data/vendor/Eigen/src/Core/ForceAlignedAccess.h +150 -0
- data/vendor/Eigen/src/Core/Fuzzy.h +155 -0
- data/vendor/Eigen/src/Core/GeneralProduct.h +465 -0
- data/vendor/Eigen/src/Core/GenericPacketMath.h +1040 -0
- data/vendor/Eigen/src/Core/GlobalFunctions.h +194 -0
- data/vendor/Eigen/src/Core/IO.h +258 -0
- data/vendor/Eigen/src/Core/IndexedView.h +237 -0
- data/vendor/Eigen/src/Core/Inverse.h +117 -0
- data/vendor/Eigen/src/Core/Map.h +171 -0
- data/vendor/Eigen/src/Core/MapBase.h +310 -0
- data/vendor/Eigen/src/Core/MathFunctions.h +2057 -0
- data/vendor/Eigen/src/Core/MathFunctionsImpl.h +200 -0
- data/vendor/Eigen/src/Core/Matrix.h +565 -0
- data/vendor/Eigen/src/Core/MatrixBase.h +547 -0
- data/vendor/Eigen/src/Core/NestByValue.h +85 -0
- data/vendor/Eigen/src/Core/NoAlias.h +109 -0
- data/vendor/Eigen/src/Core/NumTraits.h +335 -0
- data/vendor/Eigen/src/Core/PartialReduxEvaluator.h +232 -0
- data/vendor/Eigen/src/Core/PermutationMatrix.h +605 -0
- data/vendor/Eigen/src/Core/PlainObjectBase.h +1128 -0
- data/vendor/Eigen/src/Core/Product.h +191 -0
- data/vendor/Eigen/src/Core/ProductEvaluators.h +1179 -0
- data/vendor/Eigen/src/Core/Random.h +218 -0
- data/vendor/Eigen/src/Core/Redux.h +515 -0
- data/vendor/Eigen/src/Core/Ref.h +381 -0
- data/vendor/Eigen/src/Core/Replicate.h +142 -0
- data/vendor/Eigen/src/Core/Reshaped.h +454 -0
- data/vendor/Eigen/src/Core/ReturnByValue.h +119 -0
- data/vendor/Eigen/src/Core/Reverse.h +217 -0
- data/vendor/Eigen/src/Core/Select.h +164 -0
- data/vendor/Eigen/src/Core/SelfAdjointView.h +365 -0
- data/vendor/Eigen/src/Core/SelfCwiseBinaryOp.h +47 -0
- data/vendor/Eigen/src/Core/Solve.h +188 -0
- data/vendor/Eigen/src/Core/SolveTriangular.h +235 -0
- data/vendor/Eigen/src/Core/SolverBase.h +168 -0
- data/vendor/Eigen/src/Core/StableNorm.h +251 -0
- data/vendor/Eigen/src/Core/StlIterators.h +463 -0
- data/vendor/Eigen/src/Core/Stride.h +116 -0
- data/vendor/Eigen/src/Core/Swap.h +68 -0
- data/vendor/Eigen/src/Core/Transpose.h +464 -0
- data/vendor/Eigen/src/Core/Transpositions.h +386 -0
- data/vendor/Eigen/src/Core/TriangularMatrix.h +1001 -0
- data/vendor/Eigen/src/Core/VectorBlock.h +96 -0
- data/vendor/Eigen/src/Core/VectorwiseOp.h +784 -0
- data/vendor/Eigen/src/Core/Visitor.h +381 -0
- data/vendor/Eigen/src/Core/arch/AVX/Complex.h +372 -0
- data/vendor/Eigen/src/Core/arch/AVX/MathFunctions.h +228 -0
- data/vendor/Eigen/src/Core/arch/AVX/PacketMath.h +1574 -0
- data/vendor/Eigen/src/Core/arch/AVX/TypeCasting.h +115 -0
- data/vendor/Eigen/src/Core/arch/AVX512/Complex.h +422 -0
- data/vendor/Eigen/src/Core/arch/AVX512/MathFunctions.h +362 -0
- data/vendor/Eigen/src/Core/arch/AVX512/PacketMath.h +2303 -0
- data/vendor/Eigen/src/Core/arch/AVX512/TypeCasting.h +89 -0
- data/vendor/Eigen/src/Core/arch/AltiVec/Complex.h +417 -0
- data/vendor/Eigen/src/Core/arch/AltiVec/MathFunctions.h +90 -0
- data/vendor/Eigen/src/Core/arch/AltiVec/MatrixProduct.h +2937 -0
- data/vendor/Eigen/src/Core/arch/AltiVec/MatrixProductCommon.h +221 -0
- data/vendor/Eigen/src/Core/arch/AltiVec/MatrixProductMMA.h +629 -0
- data/vendor/Eigen/src/Core/arch/AltiVec/PacketMath.h +2711 -0
- data/vendor/Eigen/src/Core/arch/CUDA/Complex.h +258 -0
- data/vendor/Eigen/src/Core/arch/Default/BFloat16.h +700 -0
- data/vendor/Eigen/src/Core/arch/Default/ConjHelper.h +117 -0
- data/vendor/Eigen/src/Core/arch/Default/GenericPacketMathFunctions.h +1649 -0
- data/vendor/Eigen/src/Core/arch/Default/GenericPacketMathFunctionsFwd.h +110 -0
- data/vendor/Eigen/src/Core/arch/Default/Half.h +942 -0
- data/vendor/Eigen/src/Core/arch/Default/Settings.h +49 -0
- data/vendor/Eigen/src/Core/arch/Default/TypeCasting.h +120 -0
- data/vendor/Eigen/src/Core/arch/GPU/MathFunctions.h +103 -0
- data/vendor/Eigen/src/Core/arch/GPU/PacketMath.h +1685 -0
- data/vendor/Eigen/src/Core/arch/GPU/TypeCasting.h +80 -0
- data/vendor/Eigen/src/Core/arch/HIP/hcc/math_constants.h +23 -0
- data/vendor/Eigen/src/Core/arch/MSA/Complex.h +648 -0
- data/vendor/Eigen/src/Core/arch/MSA/MathFunctions.h +387 -0
- data/vendor/Eigen/src/Core/arch/MSA/PacketMath.h +1233 -0
- data/vendor/Eigen/src/Core/arch/NEON/Complex.h +584 -0
- data/vendor/Eigen/src/Core/arch/NEON/GeneralBlockPanelKernel.h +183 -0
- data/vendor/Eigen/src/Core/arch/NEON/MathFunctions.h +75 -0
- data/vendor/Eigen/src/Core/arch/NEON/PacketMath.h +4587 -0
- data/vendor/Eigen/src/Core/arch/NEON/TypeCasting.h +1419 -0
- data/vendor/Eigen/src/Core/arch/SSE/Complex.h +351 -0
- data/vendor/Eigen/src/Core/arch/SSE/MathFunctions.h +199 -0
- data/vendor/Eigen/src/Core/arch/SSE/PacketMath.h +1505 -0
- data/vendor/Eigen/src/Core/arch/SSE/TypeCasting.h +142 -0
- data/vendor/Eigen/src/Core/arch/SVE/MathFunctions.h +44 -0
- data/vendor/Eigen/src/Core/arch/SVE/PacketMath.h +752 -0
- data/vendor/Eigen/src/Core/arch/SVE/TypeCasting.h +49 -0
- data/vendor/Eigen/src/Core/arch/SYCL/InteropHeaders.h +232 -0
- data/vendor/Eigen/src/Core/arch/SYCL/MathFunctions.h +301 -0
- data/vendor/Eigen/src/Core/arch/SYCL/PacketMath.h +670 -0
- data/vendor/Eigen/src/Core/arch/SYCL/SyclMemoryModel.h +694 -0
- data/vendor/Eigen/src/Core/arch/SYCL/TypeCasting.h +85 -0
- data/vendor/Eigen/src/Core/arch/ZVector/Complex.h +426 -0
- data/vendor/Eigen/src/Core/arch/ZVector/MathFunctions.h +233 -0
- data/vendor/Eigen/src/Core/arch/ZVector/PacketMath.h +1060 -0
- data/vendor/Eigen/src/Core/functors/AssignmentFunctors.h +177 -0
- data/vendor/Eigen/src/Core/functors/BinaryFunctors.h +541 -0
- data/vendor/Eigen/src/Core/functors/NullaryFunctors.h +189 -0
- data/vendor/Eigen/src/Core/functors/StlFunctors.h +166 -0
- data/vendor/Eigen/src/Core/functors/TernaryFunctors.h +25 -0
- data/vendor/Eigen/src/Core/functors/UnaryFunctors.h +1131 -0
- data/vendor/Eigen/src/Core/products/GeneralBlockPanelKernel.h +2645 -0
- data/vendor/Eigen/src/Core/products/GeneralMatrixMatrix.h +517 -0
- data/vendor/Eigen/src/Core/products/GeneralMatrixMatrixTriangular.h +317 -0
- data/vendor/Eigen/src/Core/products/GeneralMatrixMatrixTriangular_BLAS.h +145 -0
- data/vendor/Eigen/src/Core/products/GeneralMatrixMatrix_BLAS.h +124 -0
- data/vendor/Eigen/src/Core/products/GeneralMatrixVector.h +518 -0
- data/vendor/Eigen/src/Core/products/GeneralMatrixVector_BLAS.h +136 -0
- data/vendor/Eigen/src/Core/products/Parallelizer.h +180 -0
- data/vendor/Eigen/src/Core/products/SelfadjointMatrixMatrix.h +544 -0
- data/vendor/Eigen/src/Core/products/SelfadjointMatrixMatrix_BLAS.h +295 -0
- data/vendor/Eigen/src/Core/products/SelfadjointMatrixVector.h +262 -0
- data/vendor/Eigen/src/Core/products/SelfadjointMatrixVector_BLAS.h +118 -0
- data/vendor/Eigen/src/Core/products/SelfadjointProduct.h +133 -0
- data/vendor/Eigen/src/Core/products/SelfadjointRank2Update.h +94 -0
- data/vendor/Eigen/src/Core/products/TriangularMatrixMatrix.h +472 -0
- data/vendor/Eigen/src/Core/products/TriangularMatrixMatrix_BLAS.h +317 -0
- data/vendor/Eigen/src/Core/products/TriangularMatrixVector.h +350 -0
- data/vendor/Eigen/src/Core/products/TriangularMatrixVector_BLAS.h +255 -0
- data/vendor/Eigen/src/Core/products/TriangularSolverMatrix.h +337 -0
- data/vendor/Eigen/src/Core/products/TriangularSolverMatrix_BLAS.h +167 -0
- data/vendor/Eigen/src/Core/products/TriangularSolverVector.h +148 -0
- data/vendor/Eigen/src/Core/util/BlasUtil.h +583 -0
- data/vendor/Eigen/src/Core/util/ConfigureVectorization.h +512 -0
- data/vendor/Eigen/src/Core/util/Constants.h +563 -0
- data/vendor/Eigen/src/Core/util/DisableStupidWarnings.h +106 -0
- data/vendor/Eigen/src/Core/util/ForwardDeclarations.h +322 -0
- data/vendor/Eigen/src/Core/util/IndexedViewHelper.h +186 -0
- data/vendor/Eigen/src/Core/util/IntegralConstant.h +272 -0
- data/vendor/Eigen/src/Core/util/MKL_support.h +137 -0
- data/vendor/Eigen/src/Core/util/Macros.h +1464 -0
- data/vendor/Eigen/src/Core/util/Memory.h +1163 -0
- data/vendor/Eigen/src/Core/util/Meta.h +812 -0
- data/vendor/Eigen/src/Core/util/NonMPL2.h +3 -0
- data/vendor/Eigen/src/Core/util/ReenableStupidWarnings.h +31 -0
- data/vendor/Eigen/src/Core/util/ReshapedHelper.h +51 -0
- data/vendor/Eigen/src/Core/util/StaticAssert.h +221 -0
- data/vendor/Eigen/src/Core/util/SymbolicIndex.h +293 -0
- data/vendor/Eigen/src/Core/util/XprHelper.h +856 -0
- data/vendor/Eigen/src/Eigenvalues/ComplexEigenSolver.h +346 -0
- data/vendor/Eigen/src/Eigenvalues/ComplexSchur.h +462 -0
- data/vendor/Eigen/src/Eigenvalues/ComplexSchur_LAPACKE.h +91 -0
- data/vendor/Eigen/src/Eigenvalues/EigenSolver.h +622 -0
- data/vendor/Eigen/src/Eigenvalues/GeneralizedEigenSolver.h +418 -0
- data/vendor/Eigen/src/Eigenvalues/GeneralizedSelfAdjointEigenSolver.h +226 -0
- data/vendor/Eigen/src/Eigenvalues/HessenbergDecomposition.h +374 -0
- data/vendor/Eigen/src/Eigenvalues/MatrixBaseEigenvalues.h +158 -0
- data/vendor/Eigen/src/Eigenvalues/RealQZ.h +657 -0
- data/vendor/Eigen/src/Eigenvalues/RealSchur.h +558 -0
- data/vendor/Eigen/src/Eigenvalues/RealSchur_LAPACKE.h +77 -0
- data/vendor/Eigen/src/Eigenvalues/SelfAdjointEigenSolver.h +904 -0
- data/vendor/Eigen/src/Eigenvalues/SelfAdjointEigenSolver_LAPACKE.h +87 -0
- data/vendor/Eigen/src/Eigenvalues/Tridiagonalization.h +561 -0
- data/vendor/Eigen/src/Geometry/AlignedBox.h +486 -0
- data/vendor/Eigen/src/Geometry/AngleAxis.h +247 -0
- data/vendor/Eigen/src/Geometry/EulerAngles.h +114 -0
- data/vendor/Eigen/src/Geometry/Homogeneous.h +501 -0
- data/vendor/Eigen/src/Geometry/Hyperplane.h +282 -0
- data/vendor/Eigen/src/Geometry/OrthoMethods.h +235 -0
- data/vendor/Eigen/src/Geometry/ParametrizedLine.h +232 -0
- data/vendor/Eigen/src/Geometry/Quaternion.h +870 -0
- data/vendor/Eigen/src/Geometry/Rotation2D.h +199 -0
- data/vendor/Eigen/src/Geometry/RotationBase.h +206 -0
- data/vendor/Eigen/src/Geometry/Scaling.h +188 -0
- data/vendor/Eigen/src/Geometry/Transform.h +1563 -0
- data/vendor/Eigen/src/Geometry/Translation.h +202 -0
- data/vendor/Eigen/src/Geometry/Umeyama.h +166 -0
- data/vendor/Eigen/src/Geometry/arch/Geometry_SIMD.h +168 -0
- data/vendor/Eigen/src/Householder/BlockHouseholder.h +110 -0
- data/vendor/Eigen/src/Householder/Householder.h +176 -0
- data/vendor/Eigen/src/Householder/HouseholderSequence.h +545 -0
- data/vendor/Eigen/src/IterativeLinearSolvers/BasicPreconditioners.h +226 -0
- data/vendor/Eigen/src/IterativeLinearSolvers/BiCGSTAB.h +212 -0
- data/vendor/Eigen/src/IterativeLinearSolvers/ConjugateGradient.h +229 -0
- data/vendor/Eigen/src/IterativeLinearSolvers/IncompleteCholesky.h +394 -0
- data/vendor/Eigen/src/IterativeLinearSolvers/IncompleteLUT.h +453 -0
- data/vendor/Eigen/src/IterativeLinearSolvers/IterativeSolverBase.h +444 -0
- data/vendor/Eigen/src/IterativeLinearSolvers/LeastSquareConjugateGradient.h +198 -0
- data/vendor/Eigen/src/IterativeLinearSolvers/SolveWithGuess.h +117 -0
- data/vendor/Eigen/src/Jacobi/Jacobi.h +483 -0
- data/vendor/Eigen/src/KLUSupport/KLUSupport.h +358 -0
- data/vendor/Eigen/src/LU/Determinant.h +117 -0
- data/vendor/Eigen/src/LU/FullPivLU.h +877 -0
- data/vendor/Eigen/src/LU/InverseImpl.h +432 -0
- data/vendor/Eigen/src/LU/PartialPivLU.h +624 -0
- data/vendor/Eigen/src/LU/PartialPivLU_LAPACKE.h +83 -0
- data/vendor/Eigen/src/LU/arch/InverseSize4.h +351 -0
- data/vendor/Eigen/src/MetisSupport/MetisSupport.h +137 -0
- data/vendor/Eigen/src/OrderingMethods/Amd.h +435 -0
- data/vendor/Eigen/src/OrderingMethods/Eigen_Colamd.h +1863 -0
- data/vendor/Eigen/src/OrderingMethods/Ordering.h +153 -0
- data/vendor/Eigen/src/PaStiXSupport/PaStiXSupport.h +678 -0
- data/vendor/Eigen/src/PardisoSupport/PardisoSupport.h +545 -0
- data/vendor/Eigen/src/QR/ColPivHouseholderQR.h +674 -0
- data/vendor/Eigen/src/QR/ColPivHouseholderQR_LAPACKE.h +97 -0
- data/vendor/Eigen/src/QR/CompleteOrthogonalDecomposition.h +635 -0
- data/vendor/Eigen/src/QR/FullPivHouseholderQR.h +713 -0
- data/vendor/Eigen/src/QR/HouseholderQR.h +434 -0
- data/vendor/Eigen/src/QR/HouseholderQR_LAPACKE.h +68 -0
- data/vendor/Eigen/src/SPQRSupport/SuiteSparseQRSupport.h +335 -0
- data/vendor/Eigen/src/SVD/BDCSVD.h +1366 -0
- data/vendor/Eigen/src/SVD/JacobiSVD.h +812 -0
- data/vendor/Eigen/src/SVD/JacobiSVD_LAPACKE.h +91 -0
- data/vendor/Eigen/src/SVD/SVDBase.h +376 -0
- data/vendor/Eigen/src/SVD/UpperBidiagonalization.h +414 -0
- data/vendor/Eigen/src/SparseCholesky/SimplicialCholesky.h +697 -0
- data/vendor/Eigen/src/SparseCholesky/SimplicialCholesky_impl.h +174 -0
- data/vendor/Eigen/src/SparseCore/AmbiVector.h +378 -0
- data/vendor/Eigen/src/SparseCore/CompressedStorage.h +274 -0
- data/vendor/Eigen/src/SparseCore/ConservativeSparseSparseProduct.h +352 -0
- data/vendor/Eigen/src/SparseCore/MappedSparseMatrix.h +67 -0
- data/vendor/Eigen/src/SparseCore/SparseAssign.h +270 -0
- data/vendor/Eigen/src/SparseCore/SparseBlock.h +571 -0
- data/vendor/Eigen/src/SparseCore/SparseColEtree.h +206 -0
- data/vendor/Eigen/src/SparseCore/SparseCompressedBase.h +370 -0
- data/vendor/Eigen/src/SparseCore/SparseCwiseBinaryOp.h +722 -0
- data/vendor/Eigen/src/SparseCore/SparseCwiseUnaryOp.h +150 -0
- data/vendor/Eigen/src/SparseCore/SparseDenseProduct.h +342 -0
- data/vendor/Eigen/src/SparseCore/SparseDiagonalProduct.h +138 -0
- data/vendor/Eigen/src/SparseCore/SparseDot.h +98 -0
- data/vendor/Eigen/src/SparseCore/SparseFuzzy.h +29 -0
- data/vendor/Eigen/src/SparseCore/SparseMap.h +305 -0
- data/vendor/Eigen/src/SparseCore/SparseMatrix.h +1518 -0
- data/vendor/Eigen/src/SparseCore/SparseMatrixBase.h +398 -0
- data/vendor/Eigen/src/SparseCore/SparsePermutation.h +178 -0
- data/vendor/Eigen/src/SparseCore/SparseProduct.h +181 -0
- data/vendor/Eigen/src/SparseCore/SparseRedux.h +49 -0
- data/vendor/Eigen/src/SparseCore/SparseRef.h +397 -0
- data/vendor/Eigen/src/SparseCore/SparseSelfAdjointView.h +659 -0
- data/vendor/Eigen/src/SparseCore/SparseSolverBase.h +124 -0
- data/vendor/Eigen/src/SparseCore/SparseSparseProductWithPruning.h +198 -0
- data/vendor/Eigen/src/SparseCore/SparseTranspose.h +92 -0
- data/vendor/Eigen/src/SparseCore/SparseTriangularView.h +189 -0
- data/vendor/Eigen/src/SparseCore/SparseUtil.h +186 -0
- data/vendor/Eigen/src/SparseCore/SparseVector.h +478 -0
- data/vendor/Eigen/src/SparseCore/SparseView.h +254 -0
- data/vendor/Eigen/src/SparseCore/TriangularSolver.h +315 -0
- data/vendor/Eigen/src/SparseLU/SparseLU.h +923 -0
- data/vendor/Eigen/src/SparseLU/SparseLUImpl.h +66 -0
- data/vendor/Eigen/src/SparseLU/SparseLU_Memory.h +226 -0
- data/vendor/Eigen/src/SparseLU/SparseLU_Structs.h +110 -0
- data/vendor/Eigen/src/SparseLU/SparseLU_SupernodalMatrix.h +375 -0
- data/vendor/Eigen/src/SparseLU/SparseLU_Utils.h +80 -0
- data/vendor/Eigen/src/SparseLU/SparseLU_column_bmod.h +181 -0
- data/vendor/Eigen/src/SparseLU/SparseLU_column_dfs.h +179 -0
- data/vendor/Eigen/src/SparseLU/SparseLU_copy_to_ucol.h +107 -0
- data/vendor/Eigen/src/SparseLU/SparseLU_gemm_kernel.h +280 -0
- data/vendor/Eigen/src/SparseLU/SparseLU_heap_relax_snode.h +126 -0
- data/vendor/Eigen/src/SparseLU/SparseLU_kernel_bmod.h +130 -0
- data/vendor/Eigen/src/SparseLU/SparseLU_panel_bmod.h +223 -0
- data/vendor/Eigen/src/SparseLU/SparseLU_panel_dfs.h +258 -0
- data/vendor/Eigen/src/SparseLU/SparseLU_pivotL.h +137 -0
- data/vendor/Eigen/src/SparseLU/SparseLU_pruneL.h +136 -0
- data/vendor/Eigen/src/SparseLU/SparseLU_relax_snode.h +83 -0
- data/vendor/Eigen/src/SparseQR/SparseQR.h +758 -0
- data/vendor/Eigen/src/StlSupport/StdDeque.h +116 -0
- data/vendor/Eigen/src/StlSupport/StdList.h +106 -0
- data/vendor/Eigen/src/StlSupport/StdVector.h +131 -0
- data/vendor/Eigen/src/StlSupport/details.h +84 -0
- data/vendor/Eigen/src/SuperLUSupport/SuperLUSupport.h +1025 -0
- data/vendor/Eigen/src/UmfPackSupport/UmfPackSupport.h +642 -0
- data/vendor/Eigen/src/misc/Image.h +82 -0
- data/vendor/Eigen/src/misc/Kernel.h +79 -0
- data/vendor/Eigen/src/misc/RealSvd2x2.h +55 -0
- data/vendor/Eigen/src/misc/blas.h +440 -0
- data/vendor/Eigen/src/misc/lapack.h +152 -0
- data/vendor/Eigen/src/misc/lapacke.h +16292 -0
- data/vendor/Eigen/src/misc/lapacke_mangling.h +17 -0
- data/vendor/Eigen/src/plugins/ArrayCwiseBinaryOps.h +358 -0
- data/vendor/Eigen/src/plugins/ArrayCwiseUnaryOps.h +696 -0
- data/vendor/Eigen/src/plugins/BlockMethods.h +1442 -0
- data/vendor/Eigen/src/plugins/CommonCwiseBinaryOps.h +115 -0
- data/vendor/Eigen/src/plugins/CommonCwiseUnaryOps.h +177 -0
- data/vendor/Eigen/src/plugins/IndexedViewMethods.h +262 -0
- data/vendor/Eigen/src/plugins/MatrixCwiseBinaryOps.h +152 -0
- data/vendor/Eigen/src/plugins/MatrixCwiseUnaryOps.h +95 -0
- data/vendor/Eigen/src/plugins/ReshapedMethods.h +149 -0
- data/vendor/aarand/aarand.hpp +114 -0
- data/vendor/annoy/annoylib.h +1495 -0
- data/vendor/annoy/kissrandom.h +120 -0
- data/vendor/annoy/mman.h +242 -0
- data/vendor/hnswlib/bruteforce.h +152 -0
- data/vendor/hnswlib/hnswalg.h +1192 -0
- data/vendor/hnswlib/hnswlib.h +108 -0
- data/vendor/hnswlib/space_ip.h +282 -0
- data/vendor/hnswlib/space_l2.h +281 -0
- data/vendor/hnswlib/visited_list_pool.h +79 -0
- data/vendor/irlba/irlba.hpp +575 -0
- data/vendor/irlba/lanczos.hpp +212 -0
- data/vendor/irlba/parallel.hpp +474 -0
- data/vendor/irlba/utils.hpp +224 -0
- data/vendor/irlba/wrappers.hpp +228 -0
- data/vendor/kmeans/Base.hpp +75 -0
- data/vendor/kmeans/Details.hpp +79 -0
- data/vendor/kmeans/HartiganWong.hpp +492 -0
- data/vendor/kmeans/InitializeKmeansPP.hpp +144 -0
- data/vendor/kmeans/InitializeNone.hpp +44 -0
- data/vendor/kmeans/InitializePCAPartition.hpp +309 -0
- data/vendor/kmeans/InitializeRandom.hpp +91 -0
- data/vendor/kmeans/Kmeans.hpp +161 -0
- data/vendor/kmeans/Lloyd.hpp +134 -0
- data/vendor/kmeans/MiniBatch.hpp +269 -0
- data/vendor/kmeans/QuickSearch.hpp +179 -0
- data/vendor/kmeans/compute_centroids.hpp +32 -0
- data/vendor/kmeans/compute_wcss.hpp +27 -0
- data/vendor/kmeans/is_edge_case.hpp +42 -0
- data/vendor/kmeans/random.hpp +55 -0
- data/vendor/knncolle/Annoy/Annoy.hpp +193 -0
- data/vendor/knncolle/BruteForce/BruteForce.hpp +120 -0
- data/vendor/knncolle/Hnsw/Hnsw.hpp +225 -0
- data/vendor/knncolle/Kmknn/Kmknn.hpp +286 -0
- data/vendor/knncolle/VpTree/VpTree.hpp +256 -0
- data/vendor/knncolle/knncolle.hpp +34 -0
- data/vendor/knncolle/utils/Base.hpp +100 -0
- data/vendor/knncolle/utils/NeighborQueue.hpp +94 -0
- data/vendor/knncolle/utils/distances.hpp +98 -0
- data/vendor/knncolle/utils/find_nearest_neighbors.hpp +112 -0
- data/vendor/powerit/PowerIterations.hpp +157 -0
- data/vendor/umappp/NeighborList.hpp +37 -0
- data/vendor/umappp/Umap.hpp +662 -0
- data/vendor/umappp/combine_neighbor_sets.hpp +95 -0
- data/vendor/umappp/find_ab.hpp +157 -0
- data/vendor/umappp/neighbor_similarities.hpp +136 -0
- data/vendor/umappp/optimize_layout.hpp +285 -0
- data/vendor/umappp/spectral_init.hpp +181 -0
- data/vendor/umappp/umappp.hpp +13 -0
- metadata +465 -0
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// This file is part of Eigen, a lightweight C++ template library
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// for linear algebra.
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//
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// Copyright (C) 2012 Désiré Nuentsa-Wakam <desire.nuentsa_wakam@inria.fr>
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// Copyright (C) 2012-2014 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_SPARSE_LU_H
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#define EIGEN_SPARSE_LU_H
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namespace Eigen {
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template <typename _MatrixType, typename _OrderingType = COLAMDOrdering<typename _MatrixType::StorageIndex> > class SparseLU;
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template <typename MappedSparseMatrixType> struct SparseLUMatrixLReturnType;
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template <typename MatrixLType, typename MatrixUType> struct SparseLUMatrixUReturnType;
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template <bool Conjugate,class SparseLUType>
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class SparseLUTransposeView : public SparseSolverBase<SparseLUTransposeView<Conjugate,SparseLUType> >
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{
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protected:
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typedef SparseSolverBase<SparseLUTransposeView<Conjugate,SparseLUType> > APIBase;
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using APIBase::m_isInitialized;
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public:
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typedef typename SparseLUType::Scalar Scalar;
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typedef typename SparseLUType::StorageIndex StorageIndex;
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typedef typename SparseLUType::MatrixType MatrixType;
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typedef typename SparseLUType::OrderingType OrderingType;
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enum {
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ColsAtCompileTime = MatrixType::ColsAtCompileTime,
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MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime
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};
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SparseLUTransposeView() : m_sparseLU(NULL) {}
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SparseLUTransposeView(const SparseLUTransposeView& view) {
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this->m_sparseLU = view.m_sparseLU;
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}
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void setIsInitialized(const bool isInitialized) {this->m_isInitialized = isInitialized;}
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void setSparseLU(SparseLUType* sparseLU) {m_sparseLU = sparseLU;}
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using APIBase::_solve_impl;
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template<typename Rhs, typename Dest>
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bool _solve_impl(const MatrixBase<Rhs> &B, MatrixBase<Dest> &X_base) const
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{
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Dest& X(X_base.derived());
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eigen_assert(m_sparseLU->info() == Success && "The matrix should be factorized first");
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EIGEN_STATIC_ASSERT((Dest::Flags&RowMajorBit)==0,
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THIS_METHOD_IS_ONLY_FOR_COLUMN_MAJOR_MATRICES);
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// this ugly const_cast_derived() helps to detect aliasing when applying the permutations
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for(Index j = 0; j < B.cols(); ++j){
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X.col(j) = m_sparseLU->colsPermutation() * B.const_cast_derived().col(j);
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}
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//Forward substitution with transposed or adjoint of U
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m_sparseLU->matrixU().template solveTransposedInPlace<Conjugate>(X);
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//Backward substitution with transposed or adjoint of L
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m_sparseLU->matrixL().template solveTransposedInPlace<Conjugate>(X);
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// Permute back the solution
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for (Index j = 0; j < B.cols(); ++j)
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X.col(j) = m_sparseLU->rowsPermutation().transpose() * X.col(j);
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return true;
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}
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inline Index rows() const { return m_sparseLU->rows(); }
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inline Index cols() const { return m_sparseLU->cols(); }
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private:
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SparseLUType *m_sparseLU;
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SparseLUTransposeView& operator=(const SparseLUTransposeView&);
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};
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/** \ingroup SparseLU_Module
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* \class SparseLU
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*
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* \brief Sparse supernodal LU factorization for general matrices
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*
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* This class implements the supernodal LU factorization for general matrices.
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* It uses the main techniques from the sequential SuperLU package
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* (http://crd-legacy.lbl.gov/~xiaoye/SuperLU/). It handles transparently real
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* and complex arithmetic with single and double precision, depending on the
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* scalar type of your input matrix.
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* The code has been optimized to provide BLAS-3 operations during supernode-panel updates.
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* It benefits directly from the built-in high-performant Eigen BLAS routines.
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* Moreover, when the size of a supernode is very small, the BLAS calls are avoided to
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* enable a better optimization from the compiler. For best performance,
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* you should compile it with NDEBUG flag to avoid the numerous bounds checking on vectors.
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*
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* An important parameter of this class is the ordering method. It is used to reorder the columns
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* (and eventually the rows) of the matrix to reduce the number of new elements that are created during
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* numerical factorization. The cheapest method available is COLAMD.
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* See \link OrderingMethods_Module the OrderingMethods module \endlink for the list of
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* built-in and external ordering methods.
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*
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* Simple example with key steps
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* \code
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* VectorXd x(n), b(n);
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* SparseMatrix<double> A;
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* SparseLU<SparseMatrix<double>, COLAMDOrdering<int> > solver;
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* // fill A and b;
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* // Compute the ordering permutation vector from the structural pattern of A
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* solver.analyzePattern(A);
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* // Compute the numerical factorization
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* solver.factorize(A);
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* //Use the factors to solve the linear system
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* x = solver.solve(b);
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* \endcode
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*
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* \warning The input matrix A should be in a \b compressed and \b column-major form.
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* Otherwise an expensive copy will be made. You can call the inexpensive makeCompressed() to get a compressed matrix.
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*
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* \note Unlike the initial SuperLU implementation, there is no step to equilibrate the matrix.
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* For badly scaled matrices, this step can be useful to reduce the pivoting during factorization.
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* If this is the case for your matrices, you can try the basic scaling method at
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* "unsupported/Eigen/src/IterativeSolvers/Scaling.h"
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*
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* \tparam _MatrixType The type of the sparse matrix. It must be a column-major SparseMatrix<>
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* \tparam _OrderingType The ordering method to use, either AMD, COLAMD or METIS. Default is COLMAD
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*
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* \implsparsesolverconcept
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*
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* \sa \ref TutorialSparseSolverConcept
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* \sa \ref OrderingMethods_Module
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*/
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template <typename _MatrixType, typename _OrderingType>
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class SparseLU : public SparseSolverBase<SparseLU<_MatrixType,_OrderingType> >, public internal::SparseLUImpl<typename _MatrixType::Scalar, typename _MatrixType::StorageIndex>
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{
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protected:
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typedef SparseSolverBase<SparseLU<_MatrixType,_OrderingType> > APIBase;
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using APIBase::m_isInitialized;
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public:
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using APIBase::_solve_impl;
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typedef _MatrixType MatrixType;
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typedef _OrderingType OrderingType;
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typedef typename MatrixType::Scalar Scalar;
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typedef typename MatrixType::RealScalar RealScalar;
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typedef typename MatrixType::StorageIndex StorageIndex;
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typedef SparseMatrix<Scalar,ColMajor,StorageIndex> NCMatrix;
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typedef internal::MappedSuperNodalMatrix<Scalar, StorageIndex> SCMatrix;
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typedef Matrix<Scalar,Dynamic,1> ScalarVector;
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typedef Matrix<StorageIndex,Dynamic,1> IndexVector;
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typedef PermutationMatrix<Dynamic, Dynamic, StorageIndex> PermutationType;
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typedef internal::SparseLUImpl<Scalar, StorageIndex> Base;
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enum {
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ColsAtCompileTime = MatrixType::ColsAtCompileTime,
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MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime
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};
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public:
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SparseLU():m_lastError(""),m_Ustore(0,0,0,0,0,0),m_symmetricmode(false),m_diagpivotthresh(1.0),m_detPermR(1)
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{
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initperfvalues();
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}
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explicit SparseLU(const MatrixType& matrix)
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: m_lastError(""),m_Ustore(0,0,0,0,0,0),m_symmetricmode(false),m_diagpivotthresh(1.0),m_detPermR(1)
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{
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initperfvalues();
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compute(matrix);
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}
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~SparseLU()
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{
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// Free all explicit dynamic pointers
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}
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void analyzePattern (const MatrixType& matrix);
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void factorize (const MatrixType& matrix);
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void simplicialfactorize(const MatrixType& matrix);
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/**
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* Compute the symbolic and numeric factorization of the input sparse matrix.
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* The input matrix should be in column-major storage.
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*/
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void compute (const MatrixType& matrix)
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{
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// Analyze
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analyzePattern(matrix);
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//Factorize
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factorize(matrix);
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}
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/** \returns an expression of the transposed of the factored matrix.
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*
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* A typical usage is to solve for the transposed problem A^T x = b:
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* \code
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* solver.compute(A);
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* x = solver.transpose().solve(b);
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* \endcode
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*
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* \sa adjoint(), solve()
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*/
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const SparseLUTransposeView<false,SparseLU<_MatrixType,_OrderingType> > transpose()
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{
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SparseLUTransposeView<false, SparseLU<_MatrixType,_OrderingType> > transposeView;
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transposeView.setSparseLU(this);
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transposeView.setIsInitialized(this->m_isInitialized);
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return transposeView;
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}
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/** \returns an expression of the adjoint of the factored matrix
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*
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* A typical usage is to solve for the adjoint problem A' x = b:
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* \code
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* solver.compute(A);
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* x = solver.adjoint().solve(b);
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* \endcode
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*
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* For real scalar types, this function is equivalent to transpose().
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*
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* \sa transpose(), solve()
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*/
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const SparseLUTransposeView<true, SparseLU<_MatrixType,_OrderingType> > adjoint()
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{
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SparseLUTransposeView<true, SparseLU<_MatrixType,_OrderingType> > adjointView;
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adjointView.setSparseLU(this);
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adjointView.setIsInitialized(this->m_isInitialized);
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return adjointView;
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}
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inline Index rows() const { return m_mat.rows(); }
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inline Index cols() const { return m_mat.cols(); }
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/** Indicate that the pattern of the input matrix is symmetric */
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void isSymmetric(bool sym)
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{
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m_symmetricmode = sym;
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}
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/** \returns an expression of the matrix L, internally stored as supernodes
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* The only operation available with this expression is the triangular solve
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* \code
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* y = b; matrixL().solveInPlace(y);
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* \endcode
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*/
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SparseLUMatrixLReturnType<SCMatrix> matrixL() const
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{
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return SparseLUMatrixLReturnType<SCMatrix>(m_Lstore);
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}
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/** \returns an expression of the matrix U,
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* The only operation available with this expression is the triangular solve
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* \code
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* y = b; matrixU().solveInPlace(y);
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* \endcode
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*/
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SparseLUMatrixUReturnType<SCMatrix,MappedSparseMatrix<Scalar,ColMajor,StorageIndex> > matrixU() const
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{
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return SparseLUMatrixUReturnType<SCMatrix, MappedSparseMatrix<Scalar,ColMajor,StorageIndex> >(m_Lstore, m_Ustore);
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}
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/**
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* \returns a reference to the row matrix permutation \f$ P_r \f$ such that \f$P_r A P_c^T = L U\f$
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* \sa colsPermutation()
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*/
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inline const PermutationType& rowsPermutation() const
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{
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return m_perm_r;
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}
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/**
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* \returns a reference to the column matrix permutation\f$ P_c^T \f$ such that \f$P_r A P_c^T = L U\f$
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* \sa rowsPermutation()
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*/
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inline const PermutationType& colsPermutation() const
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{
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return m_perm_c;
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}
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/** Set the threshold used for a diagonal entry to be an acceptable pivot. */
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void setPivotThreshold(const RealScalar& thresh)
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{
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m_diagpivotthresh = thresh;
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}
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#ifdef EIGEN_PARSED_BY_DOXYGEN
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/** \returns the solution X of \f$ A X = B \f$ using the current decomposition of A.
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*
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+
* \warning the destination matrix X in X = this->solve(B) must be colmun-major.
|
284
|
+
*
|
285
|
+
* \sa compute()
|
286
|
+
*/
|
287
|
+
template<typename Rhs>
|
288
|
+
inline const Solve<SparseLU, Rhs> solve(const MatrixBase<Rhs>& B) const;
|
289
|
+
#endif // EIGEN_PARSED_BY_DOXYGEN
|
290
|
+
|
291
|
+
/** \brief Reports whether previous computation was successful.
|
292
|
+
*
|
293
|
+
* \returns \c Success if computation was successful,
|
294
|
+
* \c NumericalIssue if the LU factorization reports a problem, zero diagonal for instance
|
295
|
+
* \c InvalidInput if the input matrix is invalid
|
296
|
+
*
|
297
|
+
* \sa iparm()
|
298
|
+
*/
|
299
|
+
ComputationInfo info() const
|
300
|
+
{
|
301
|
+
eigen_assert(m_isInitialized && "Decomposition is not initialized.");
|
302
|
+
return m_info;
|
303
|
+
}
|
304
|
+
|
305
|
+
/**
|
306
|
+
* \returns A string describing the type of error
|
307
|
+
*/
|
308
|
+
std::string lastErrorMessage() const
|
309
|
+
{
|
310
|
+
return m_lastError;
|
311
|
+
}
|
312
|
+
|
313
|
+
template<typename Rhs, typename Dest>
|
314
|
+
bool _solve_impl(const MatrixBase<Rhs> &B, MatrixBase<Dest> &X_base) const
|
315
|
+
{
|
316
|
+
Dest& X(X_base.derived());
|
317
|
+
eigen_assert(m_factorizationIsOk && "The matrix should be factorized first");
|
318
|
+
EIGEN_STATIC_ASSERT((Dest::Flags&RowMajorBit)==0,
|
319
|
+
THIS_METHOD_IS_ONLY_FOR_COLUMN_MAJOR_MATRICES);
|
320
|
+
|
321
|
+
// Permute the right hand side to form X = Pr*B
|
322
|
+
// on return, X is overwritten by the computed solution
|
323
|
+
X.resize(B.rows(),B.cols());
|
324
|
+
|
325
|
+
// this ugly const_cast_derived() helps to detect aliasing when applying the permutations
|
326
|
+
for(Index j = 0; j < B.cols(); ++j)
|
327
|
+
X.col(j) = rowsPermutation() * B.const_cast_derived().col(j);
|
328
|
+
|
329
|
+
//Forward substitution with L
|
330
|
+
this->matrixL().solveInPlace(X);
|
331
|
+
this->matrixU().solveInPlace(X);
|
332
|
+
|
333
|
+
// Permute back the solution
|
334
|
+
for (Index j = 0; j < B.cols(); ++j)
|
335
|
+
X.col(j) = colsPermutation().inverse() * X.col(j);
|
336
|
+
|
337
|
+
return true;
|
338
|
+
}
|
339
|
+
|
340
|
+
/**
|
341
|
+
* \returns the absolute value of the determinant of the matrix of which
|
342
|
+
* *this is the QR decomposition.
|
343
|
+
*
|
344
|
+
* \warning a determinant can be very big or small, so for matrices
|
345
|
+
* of large enough dimension, there is a risk of overflow/underflow.
|
346
|
+
* One way to work around that is to use logAbsDeterminant() instead.
|
347
|
+
*
|
348
|
+
* \sa logAbsDeterminant(), signDeterminant()
|
349
|
+
*/
|
350
|
+
Scalar absDeterminant()
|
351
|
+
{
|
352
|
+
using std::abs;
|
353
|
+
eigen_assert(m_factorizationIsOk && "The matrix should be factorized first.");
|
354
|
+
// Initialize with the determinant of the row matrix
|
355
|
+
Scalar det = Scalar(1.);
|
356
|
+
// Note that the diagonal blocks of U are stored in supernodes,
|
357
|
+
// which are available in the L part :)
|
358
|
+
for (Index j = 0; j < this->cols(); ++j)
|
359
|
+
{
|
360
|
+
for (typename SCMatrix::InnerIterator it(m_Lstore, j); it; ++it)
|
361
|
+
{
|
362
|
+
if(it.index() == j)
|
363
|
+
{
|
364
|
+
det *= abs(it.value());
|
365
|
+
break;
|
366
|
+
}
|
367
|
+
}
|
368
|
+
}
|
369
|
+
return det;
|
370
|
+
}
|
371
|
+
|
372
|
+
/** \returns the natural log of the absolute value of the determinant of the matrix
|
373
|
+
* of which **this is the QR decomposition
|
374
|
+
*
|
375
|
+
* \note This method is useful to work around the risk of overflow/underflow that's
|
376
|
+
* inherent to the determinant computation.
|
377
|
+
*
|
378
|
+
* \sa absDeterminant(), signDeterminant()
|
379
|
+
*/
|
380
|
+
Scalar logAbsDeterminant() const
|
381
|
+
{
|
382
|
+
using std::log;
|
383
|
+
using std::abs;
|
384
|
+
|
385
|
+
eigen_assert(m_factorizationIsOk && "The matrix should be factorized first.");
|
386
|
+
Scalar det = Scalar(0.);
|
387
|
+
for (Index j = 0; j < this->cols(); ++j)
|
388
|
+
{
|
389
|
+
for (typename SCMatrix::InnerIterator it(m_Lstore, j); it; ++it)
|
390
|
+
{
|
391
|
+
if(it.row() < j) continue;
|
392
|
+
if(it.row() == j)
|
393
|
+
{
|
394
|
+
det += log(abs(it.value()));
|
395
|
+
break;
|
396
|
+
}
|
397
|
+
}
|
398
|
+
}
|
399
|
+
return det;
|
400
|
+
}
|
401
|
+
|
402
|
+
/** \returns A number representing the sign of the determinant
|
403
|
+
*
|
404
|
+
* \sa absDeterminant(), logAbsDeterminant()
|
405
|
+
*/
|
406
|
+
Scalar signDeterminant()
|
407
|
+
{
|
408
|
+
eigen_assert(m_factorizationIsOk && "The matrix should be factorized first.");
|
409
|
+
// Initialize with the determinant of the row matrix
|
410
|
+
Index det = 1;
|
411
|
+
// Note that the diagonal blocks of U are stored in supernodes,
|
412
|
+
// which are available in the L part :)
|
413
|
+
for (Index j = 0; j < this->cols(); ++j)
|
414
|
+
{
|
415
|
+
for (typename SCMatrix::InnerIterator it(m_Lstore, j); it; ++it)
|
416
|
+
{
|
417
|
+
if(it.index() == j)
|
418
|
+
{
|
419
|
+
if(it.value()<0)
|
420
|
+
det = -det;
|
421
|
+
else if(it.value()==0)
|
422
|
+
return 0;
|
423
|
+
break;
|
424
|
+
}
|
425
|
+
}
|
426
|
+
}
|
427
|
+
return det * m_detPermR * m_detPermC;
|
428
|
+
}
|
429
|
+
|
430
|
+
/** \returns The determinant of the matrix.
|
431
|
+
*
|
432
|
+
* \sa absDeterminant(), logAbsDeterminant()
|
433
|
+
*/
|
434
|
+
Scalar determinant()
|
435
|
+
{
|
436
|
+
eigen_assert(m_factorizationIsOk && "The matrix should be factorized first.");
|
437
|
+
// Initialize with the determinant of the row matrix
|
438
|
+
Scalar det = Scalar(1.);
|
439
|
+
// Note that the diagonal blocks of U are stored in supernodes,
|
440
|
+
// which are available in the L part :)
|
441
|
+
for (Index j = 0; j < this->cols(); ++j)
|
442
|
+
{
|
443
|
+
for (typename SCMatrix::InnerIterator it(m_Lstore, j); it; ++it)
|
444
|
+
{
|
445
|
+
if(it.index() == j)
|
446
|
+
{
|
447
|
+
det *= it.value();
|
448
|
+
break;
|
449
|
+
}
|
450
|
+
}
|
451
|
+
}
|
452
|
+
return (m_detPermR * m_detPermC) > 0 ? det : -det;
|
453
|
+
}
|
454
|
+
|
455
|
+
Index nnzL() const { return m_nnzL; };
|
456
|
+
Index nnzU() const { return m_nnzU; };
|
457
|
+
|
458
|
+
protected:
|
459
|
+
// Functions
|
460
|
+
void initperfvalues()
|
461
|
+
{
|
462
|
+
m_perfv.panel_size = 16;
|
463
|
+
m_perfv.relax = 1;
|
464
|
+
m_perfv.maxsuper = 128;
|
465
|
+
m_perfv.rowblk = 16;
|
466
|
+
m_perfv.colblk = 8;
|
467
|
+
m_perfv.fillfactor = 20;
|
468
|
+
}
|
469
|
+
|
470
|
+
// Variables
|
471
|
+
mutable ComputationInfo m_info;
|
472
|
+
bool m_factorizationIsOk;
|
473
|
+
bool m_analysisIsOk;
|
474
|
+
std::string m_lastError;
|
475
|
+
NCMatrix m_mat; // The input (permuted ) matrix
|
476
|
+
SCMatrix m_Lstore; // The lower triangular matrix (supernodal)
|
477
|
+
MappedSparseMatrix<Scalar,ColMajor,StorageIndex> m_Ustore; // The upper triangular matrix
|
478
|
+
PermutationType m_perm_c; // Column permutation
|
479
|
+
PermutationType m_perm_r ; // Row permutation
|
480
|
+
IndexVector m_etree; // Column elimination tree
|
481
|
+
|
482
|
+
typename Base::GlobalLU_t m_glu;
|
483
|
+
|
484
|
+
// SparseLU options
|
485
|
+
bool m_symmetricmode;
|
486
|
+
// values for performance
|
487
|
+
internal::perfvalues m_perfv;
|
488
|
+
RealScalar m_diagpivotthresh; // Specifies the threshold used for a diagonal entry to be an acceptable pivot
|
489
|
+
Index m_nnzL, m_nnzU; // Nonzeros in L and U factors
|
490
|
+
Index m_detPermR, m_detPermC; // Determinants of the permutation matrices
|
491
|
+
private:
|
492
|
+
// Disable copy constructor
|
493
|
+
SparseLU (const SparseLU& );
|
494
|
+
}; // End class SparseLU
|
495
|
+
|
496
|
+
|
497
|
+
|
498
|
+
// Functions needed by the anaysis phase
|
499
|
+
/**
|
500
|
+
* Compute the column permutation to minimize the fill-in
|
501
|
+
*
|
502
|
+
* - Apply this permutation to the input matrix -
|
503
|
+
*
|
504
|
+
* - Compute the column elimination tree on the permuted matrix
|
505
|
+
*
|
506
|
+
* - Postorder the elimination tree and the column permutation
|
507
|
+
*
|
508
|
+
*/
|
509
|
+
template <typename MatrixType, typename OrderingType>
|
510
|
+
void SparseLU<MatrixType, OrderingType>::analyzePattern(const MatrixType& mat)
|
511
|
+
{
|
512
|
+
|
513
|
+
//TODO It is possible as in SuperLU to compute row and columns scaling vectors to equilibrate the matrix mat.
|
514
|
+
|
515
|
+
// Firstly, copy the whole input matrix.
|
516
|
+
m_mat = mat;
|
517
|
+
|
518
|
+
// Compute fill-in ordering
|
519
|
+
OrderingType ord;
|
520
|
+
ord(m_mat,m_perm_c);
|
521
|
+
|
522
|
+
// Apply the permutation to the column of the input matrix
|
523
|
+
if (m_perm_c.size())
|
524
|
+
{
|
525
|
+
m_mat.uncompress(); //NOTE: The effect of this command is only to create the InnerNonzeros pointers. FIXME : This vector is filled but not subsequently used.
|
526
|
+
// Then, permute only the column pointers
|
527
|
+
ei_declare_aligned_stack_constructed_variable(StorageIndex,outerIndexPtr,mat.cols()+1,mat.isCompressed()?const_cast<StorageIndex*>(mat.outerIndexPtr()):0);
|
528
|
+
|
529
|
+
// If the input matrix 'mat' is uncompressed, then the outer-indices do not match the ones of m_mat, and a copy is thus needed.
|
530
|
+
if(!mat.isCompressed())
|
531
|
+
IndexVector::Map(outerIndexPtr, mat.cols()+1) = IndexVector::Map(m_mat.outerIndexPtr(),mat.cols()+1);
|
532
|
+
|
533
|
+
// Apply the permutation and compute the nnz per column.
|
534
|
+
for (Index i = 0; i < mat.cols(); i++)
|
535
|
+
{
|
536
|
+
m_mat.outerIndexPtr()[m_perm_c.indices()(i)] = outerIndexPtr[i];
|
537
|
+
m_mat.innerNonZeroPtr()[m_perm_c.indices()(i)] = outerIndexPtr[i+1] - outerIndexPtr[i];
|
538
|
+
}
|
539
|
+
}
|
540
|
+
|
541
|
+
// Compute the column elimination tree of the permuted matrix
|
542
|
+
IndexVector firstRowElt;
|
543
|
+
internal::coletree(m_mat, m_etree,firstRowElt);
|
544
|
+
|
545
|
+
// In symmetric mode, do not do postorder here
|
546
|
+
if (!m_symmetricmode) {
|
547
|
+
IndexVector post, iwork;
|
548
|
+
// Post order etree
|
549
|
+
internal::treePostorder(StorageIndex(m_mat.cols()), m_etree, post);
|
550
|
+
|
551
|
+
|
552
|
+
// Renumber etree in postorder
|
553
|
+
Index m = m_mat.cols();
|
554
|
+
iwork.resize(m+1);
|
555
|
+
for (Index i = 0; i < m; ++i) iwork(post(i)) = post(m_etree(i));
|
556
|
+
m_etree = iwork;
|
557
|
+
|
558
|
+
// Postmultiply A*Pc by post, i.e reorder the matrix according to the postorder of the etree
|
559
|
+
PermutationType post_perm(m);
|
560
|
+
for (Index i = 0; i < m; i++)
|
561
|
+
post_perm.indices()(i) = post(i);
|
562
|
+
|
563
|
+
// Combine the two permutations : postorder the permutation for future use
|
564
|
+
if(m_perm_c.size()) {
|
565
|
+
m_perm_c = post_perm * m_perm_c;
|
566
|
+
}
|
567
|
+
|
568
|
+
} // end postordering
|
569
|
+
|
570
|
+
m_analysisIsOk = true;
|
571
|
+
}
|
572
|
+
|
573
|
+
// Functions needed by the numerical factorization phase
|
574
|
+
|
575
|
+
|
576
|
+
/**
|
577
|
+
* - Numerical factorization
|
578
|
+
* - Interleaved with the symbolic factorization
|
579
|
+
* On exit, info is
|
580
|
+
*
|
581
|
+
* = 0: successful factorization
|
582
|
+
*
|
583
|
+
* > 0: if info = i, and i is
|
584
|
+
*
|
585
|
+
* <= A->ncol: U(i,i) is exactly zero. The factorization has
|
586
|
+
* been completed, but the factor U is exactly singular,
|
587
|
+
* and division by zero will occur if it is used to solve a
|
588
|
+
* system of equations.
|
589
|
+
*
|
590
|
+
* > A->ncol: number of bytes allocated when memory allocation
|
591
|
+
* failure occurred, plus A->ncol. If lwork = -1, it is
|
592
|
+
* the estimated amount of space needed, plus A->ncol.
|
593
|
+
*/
|
594
|
+
template <typename MatrixType, typename OrderingType>
|
595
|
+
void SparseLU<MatrixType, OrderingType>::factorize(const MatrixType& matrix)
|
596
|
+
{
|
597
|
+
using internal::emptyIdxLU;
|
598
|
+
eigen_assert(m_analysisIsOk && "analyzePattern() should be called first");
|
599
|
+
eigen_assert((matrix.rows() == matrix.cols()) && "Only for squared matrices");
|
600
|
+
|
601
|
+
m_isInitialized = true;
|
602
|
+
|
603
|
+
// Apply the column permutation computed in analyzepattern()
|
604
|
+
// m_mat = matrix * m_perm_c.inverse();
|
605
|
+
m_mat = matrix;
|
606
|
+
if (m_perm_c.size())
|
607
|
+
{
|
608
|
+
m_mat.uncompress(); //NOTE: The effect of this command is only to create the InnerNonzeros pointers.
|
609
|
+
//Then, permute only the column pointers
|
610
|
+
const StorageIndex * outerIndexPtr;
|
611
|
+
if (matrix.isCompressed()) outerIndexPtr = matrix.outerIndexPtr();
|
612
|
+
else
|
613
|
+
{
|
614
|
+
StorageIndex* outerIndexPtr_t = new StorageIndex[matrix.cols()+1];
|
615
|
+
for(Index i = 0; i <= matrix.cols(); i++) outerIndexPtr_t[i] = m_mat.outerIndexPtr()[i];
|
616
|
+
outerIndexPtr = outerIndexPtr_t;
|
617
|
+
}
|
618
|
+
for (Index i = 0; i < matrix.cols(); i++)
|
619
|
+
{
|
620
|
+
m_mat.outerIndexPtr()[m_perm_c.indices()(i)] = outerIndexPtr[i];
|
621
|
+
m_mat.innerNonZeroPtr()[m_perm_c.indices()(i)] = outerIndexPtr[i+1] - outerIndexPtr[i];
|
622
|
+
}
|
623
|
+
if(!matrix.isCompressed()) delete[] outerIndexPtr;
|
624
|
+
}
|
625
|
+
else
|
626
|
+
{ //FIXME This should not be needed if the empty permutation is handled transparently
|
627
|
+
m_perm_c.resize(matrix.cols());
|
628
|
+
for(StorageIndex i = 0; i < matrix.cols(); ++i) m_perm_c.indices()(i) = i;
|
629
|
+
}
|
630
|
+
|
631
|
+
Index m = m_mat.rows();
|
632
|
+
Index n = m_mat.cols();
|
633
|
+
Index nnz = m_mat.nonZeros();
|
634
|
+
Index maxpanel = m_perfv.panel_size * m;
|
635
|
+
// Allocate working storage common to the factor routines
|
636
|
+
Index lwork = 0;
|
637
|
+
Index info = Base::memInit(m, n, nnz, lwork, m_perfv.fillfactor, m_perfv.panel_size, m_glu);
|
638
|
+
if (info)
|
639
|
+
{
|
640
|
+
m_lastError = "UNABLE TO ALLOCATE WORKING MEMORY\n\n" ;
|
641
|
+
m_factorizationIsOk = false;
|
642
|
+
return ;
|
643
|
+
}
|
644
|
+
|
645
|
+
// Set up pointers for integer working arrays
|
646
|
+
IndexVector segrep(m); segrep.setZero();
|
647
|
+
IndexVector parent(m); parent.setZero();
|
648
|
+
IndexVector xplore(m); xplore.setZero();
|
649
|
+
IndexVector repfnz(maxpanel);
|
650
|
+
IndexVector panel_lsub(maxpanel);
|
651
|
+
IndexVector xprune(n); xprune.setZero();
|
652
|
+
IndexVector marker(m*internal::LUNoMarker); marker.setZero();
|
653
|
+
|
654
|
+
repfnz.setConstant(-1);
|
655
|
+
panel_lsub.setConstant(-1);
|
656
|
+
|
657
|
+
// Set up pointers for scalar working arrays
|
658
|
+
ScalarVector dense;
|
659
|
+
dense.setZero(maxpanel);
|
660
|
+
ScalarVector tempv;
|
661
|
+
tempv.setZero(internal::LUnumTempV(m, m_perfv.panel_size, m_perfv.maxsuper, /*m_perfv.rowblk*/m) );
|
662
|
+
|
663
|
+
// Compute the inverse of perm_c
|
664
|
+
PermutationType iperm_c(m_perm_c.inverse());
|
665
|
+
|
666
|
+
// Identify initial relaxed snodes
|
667
|
+
IndexVector relax_end(n);
|
668
|
+
if ( m_symmetricmode == true )
|
669
|
+
Base::heap_relax_snode(n, m_etree, m_perfv.relax, marker, relax_end);
|
670
|
+
else
|
671
|
+
Base::relax_snode(n, m_etree, m_perfv.relax, marker, relax_end);
|
672
|
+
|
673
|
+
|
674
|
+
m_perm_r.resize(m);
|
675
|
+
m_perm_r.indices().setConstant(-1);
|
676
|
+
marker.setConstant(-1);
|
677
|
+
m_detPermR = 1; // Record the determinant of the row permutation
|
678
|
+
|
679
|
+
m_glu.supno(0) = emptyIdxLU; m_glu.xsup.setConstant(0);
|
680
|
+
m_glu.xsup(0) = m_glu.xlsub(0) = m_glu.xusub(0) = m_glu.xlusup(0) = Index(0);
|
681
|
+
|
682
|
+
// Work on one 'panel' at a time. A panel is one of the following :
|
683
|
+
// (a) a relaxed supernode at the bottom of the etree, or
|
684
|
+
// (b) panel_size contiguous columns, <panel_size> defined by the user
|
685
|
+
Index jcol;
|
686
|
+
Index pivrow; // Pivotal row number in the original row matrix
|
687
|
+
Index nseg1; // Number of segments in U-column above panel row jcol
|
688
|
+
Index nseg; // Number of segments in each U-column
|
689
|
+
Index irep;
|
690
|
+
Index i, k, jj;
|
691
|
+
for (jcol = 0; jcol < n; )
|
692
|
+
{
|
693
|
+
// Adjust panel size so that a panel won't overlap with the next relaxed snode.
|
694
|
+
Index panel_size = m_perfv.panel_size; // upper bound on panel width
|
695
|
+
for (k = jcol + 1; k < (std::min)(jcol+panel_size, n); k++)
|
696
|
+
{
|
697
|
+
if (relax_end(k) != emptyIdxLU)
|
698
|
+
{
|
699
|
+
panel_size = k - jcol;
|
700
|
+
break;
|
701
|
+
}
|
702
|
+
}
|
703
|
+
if (k == n)
|
704
|
+
panel_size = n - jcol;
|
705
|
+
|
706
|
+
// Symbolic outer factorization on a panel of columns
|
707
|
+
Base::panel_dfs(m, panel_size, jcol, m_mat, m_perm_r.indices(), nseg1, dense, panel_lsub, segrep, repfnz, xprune, marker, parent, xplore, m_glu);
|
708
|
+
|
709
|
+
// Numeric sup-panel updates in topological order
|
710
|
+
Base::panel_bmod(m, panel_size, jcol, nseg1, dense, tempv, segrep, repfnz, m_glu);
|
711
|
+
|
712
|
+
// Sparse LU within the panel, and below the panel diagonal
|
713
|
+
for ( jj = jcol; jj< jcol + panel_size; jj++)
|
714
|
+
{
|
715
|
+
k = (jj - jcol) * m; // Column index for w-wide arrays
|
716
|
+
|
717
|
+
nseg = nseg1; // begin after all the panel segments
|
718
|
+
//Depth-first-search for the current column
|
719
|
+
VectorBlock<IndexVector> panel_lsubk(panel_lsub, k, m);
|
720
|
+
VectorBlock<IndexVector> repfnz_k(repfnz, k, m);
|
721
|
+
info = Base::column_dfs(m, jj, m_perm_r.indices(), m_perfv.maxsuper, nseg, panel_lsubk, segrep, repfnz_k, xprune, marker, parent, xplore, m_glu);
|
722
|
+
if ( info )
|
723
|
+
{
|
724
|
+
m_lastError = "UNABLE TO EXPAND MEMORY IN COLUMN_DFS() ";
|
725
|
+
m_info = NumericalIssue;
|
726
|
+
m_factorizationIsOk = false;
|
727
|
+
return;
|
728
|
+
}
|
729
|
+
// Numeric updates to this column
|
730
|
+
VectorBlock<ScalarVector> dense_k(dense, k, m);
|
731
|
+
VectorBlock<IndexVector> segrep_k(segrep, nseg1, m-nseg1);
|
732
|
+
info = Base::column_bmod(jj, (nseg - nseg1), dense_k, tempv, segrep_k, repfnz_k, jcol, m_glu);
|
733
|
+
if ( info )
|
734
|
+
{
|
735
|
+
m_lastError = "UNABLE TO EXPAND MEMORY IN COLUMN_BMOD() ";
|
736
|
+
m_info = NumericalIssue;
|
737
|
+
m_factorizationIsOk = false;
|
738
|
+
return;
|
739
|
+
}
|
740
|
+
|
741
|
+
// Copy the U-segments to ucol(*)
|
742
|
+
info = Base::copy_to_ucol(jj, nseg, segrep, repfnz_k ,m_perm_r.indices(), dense_k, m_glu);
|
743
|
+
if ( info )
|
744
|
+
{
|
745
|
+
m_lastError = "UNABLE TO EXPAND MEMORY IN COPY_TO_UCOL() ";
|
746
|
+
m_info = NumericalIssue;
|
747
|
+
m_factorizationIsOk = false;
|
748
|
+
return;
|
749
|
+
}
|
750
|
+
|
751
|
+
// Form the L-segment
|
752
|
+
info = Base::pivotL(jj, m_diagpivotthresh, m_perm_r.indices(), iperm_c.indices(), pivrow, m_glu);
|
753
|
+
if ( info )
|
754
|
+
{
|
755
|
+
m_lastError = "THE MATRIX IS STRUCTURALLY SINGULAR ... ZERO COLUMN AT ";
|
756
|
+
std::ostringstream returnInfo;
|
757
|
+
returnInfo << info;
|
758
|
+
m_lastError += returnInfo.str();
|
759
|
+
m_info = NumericalIssue;
|
760
|
+
m_factorizationIsOk = false;
|
761
|
+
return;
|
762
|
+
}
|
763
|
+
|
764
|
+
// Update the determinant of the row permutation matrix
|
765
|
+
// FIXME: the following test is not correct, we should probably take iperm_c into account and pivrow is not directly the row pivot.
|
766
|
+
if (pivrow != jj) m_detPermR = -m_detPermR;
|
767
|
+
|
768
|
+
// Prune columns (0:jj-1) using column jj
|
769
|
+
Base::pruneL(jj, m_perm_r.indices(), pivrow, nseg, segrep, repfnz_k, xprune, m_glu);
|
770
|
+
|
771
|
+
// Reset repfnz for this column
|
772
|
+
for (i = 0; i < nseg; i++)
|
773
|
+
{
|
774
|
+
irep = segrep(i);
|
775
|
+
repfnz_k(irep) = emptyIdxLU;
|
776
|
+
}
|
777
|
+
} // end SparseLU within the panel
|
778
|
+
jcol += panel_size; // Move to the next panel
|
779
|
+
} // end for -- end elimination
|
780
|
+
|
781
|
+
m_detPermR = m_perm_r.determinant();
|
782
|
+
m_detPermC = m_perm_c.determinant();
|
783
|
+
|
784
|
+
// Count the number of nonzeros in factors
|
785
|
+
Base::countnz(n, m_nnzL, m_nnzU, m_glu);
|
786
|
+
// Apply permutation to the L subscripts
|
787
|
+
Base::fixupL(n, m_perm_r.indices(), m_glu);
|
788
|
+
|
789
|
+
// Create supernode matrix L
|
790
|
+
m_Lstore.setInfos(m, n, m_glu.lusup, m_glu.xlusup, m_glu.lsub, m_glu.xlsub, m_glu.supno, m_glu.xsup);
|
791
|
+
// Create the column major upper sparse matrix U;
|
792
|
+
new (&m_Ustore) MappedSparseMatrix<Scalar, ColMajor, StorageIndex> ( m, n, m_nnzU, m_glu.xusub.data(), m_glu.usub.data(), m_glu.ucol.data() );
|
793
|
+
|
794
|
+
m_info = Success;
|
795
|
+
m_factorizationIsOk = true;
|
796
|
+
}
|
797
|
+
|
798
|
+
template<typename MappedSupernodalType>
|
799
|
+
struct SparseLUMatrixLReturnType : internal::no_assignment_operator
|
800
|
+
{
|
801
|
+
typedef typename MappedSupernodalType::Scalar Scalar;
|
802
|
+
explicit SparseLUMatrixLReturnType(const MappedSupernodalType& mapL) : m_mapL(mapL)
|
803
|
+
{ }
|
804
|
+
Index rows() const { return m_mapL.rows(); }
|
805
|
+
Index cols() const { return m_mapL.cols(); }
|
806
|
+
template<typename Dest>
|
807
|
+
void solveInPlace( MatrixBase<Dest> &X) const
|
808
|
+
{
|
809
|
+
m_mapL.solveInPlace(X);
|
810
|
+
}
|
811
|
+
template<bool Conjugate, typename Dest>
|
812
|
+
void solveTransposedInPlace( MatrixBase<Dest> &X) const
|
813
|
+
{
|
814
|
+
m_mapL.template solveTransposedInPlace<Conjugate>(X);
|
815
|
+
}
|
816
|
+
|
817
|
+
const MappedSupernodalType& m_mapL;
|
818
|
+
};
|
819
|
+
|
820
|
+
template<typename MatrixLType, typename MatrixUType>
|
821
|
+
struct SparseLUMatrixUReturnType : internal::no_assignment_operator
|
822
|
+
{
|
823
|
+
typedef typename MatrixLType::Scalar Scalar;
|
824
|
+
SparseLUMatrixUReturnType(const MatrixLType& mapL, const MatrixUType& mapU)
|
825
|
+
: m_mapL(mapL),m_mapU(mapU)
|
826
|
+
{ }
|
827
|
+
Index rows() const { return m_mapL.rows(); }
|
828
|
+
Index cols() const { return m_mapL.cols(); }
|
829
|
+
|
830
|
+
template<typename Dest> void solveInPlace(MatrixBase<Dest> &X) const
|
831
|
+
{
|
832
|
+
Index nrhs = X.cols();
|
833
|
+
Index n = X.rows();
|
834
|
+
// Backward solve with U
|
835
|
+
for (Index k = m_mapL.nsuper(); k >= 0; k--)
|
836
|
+
{
|
837
|
+
Index fsupc = m_mapL.supToCol()[k];
|
838
|
+
Index lda = m_mapL.colIndexPtr()[fsupc+1] - m_mapL.colIndexPtr()[fsupc]; // leading dimension
|
839
|
+
Index nsupc = m_mapL.supToCol()[k+1] - fsupc;
|
840
|
+
Index luptr = m_mapL.colIndexPtr()[fsupc];
|
841
|
+
|
842
|
+
if (nsupc == 1)
|
843
|
+
{
|
844
|
+
for (Index j = 0; j < nrhs; j++)
|
845
|
+
{
|
846
|
+
X(fsupc, j) /= m_mapL.valuePtr()[luptr];
|
847
|
+
}
|
848
|
+
}
|
849
|
+
else
|
850
|
+
{
|
851
|
+
// FIXME: the following lines should use Block expressions and not Map!
|
852
|
+
Map<const Matrix<Scalar,Dynamic,Dynamic, ColMajor>, 0, OuterStride<> > A( &(m_mapL.valuePtr()[luptr]), nsupc, nsupc, OuterStride<>(lda) );
|
853
|
+
Map< Matrix<Scalar,Dynamic,Dest::ColsAtCompileTime, ColMajor>, 0, OuterStride<> > U (&(X.coeffRef(fsupc,0)), nsupc, nrhs, OuterStride<>(n) );
|
854
|
+
U = A.template triangularView<Upper>().solve(U);
|
855
|
+
}
|
856
|
+
|
857
|
+
for (Index j = 0; j < nrhs; ++j)
|
858
|
+
{
|
859
|
+
for (Index jcol = fsupc; jcol < fsupc + nsupc; jcol++)
|
860
|
+
{
|
861
|
+
typename MatrixUType::InnerIterator it(m_mapU, jcol);
|
862
|
+
for ( ; it; ++it)
|
863
|
+
{
|
864
|
+
Index irow = it.index();
|
865
|
+
X(irow, j) -= X(jcol, j) * it.value();
|
866
|
+
}
|
867
|
+
}
|
868
|
+
}
|
869
|
+
} // End For U-solve
|
870
|
+
}
|
871
|
+
|
872
|
+
template<bool Conjugate, typename Dest> void solveTransposedInPlace(MatrixBase<Dest> &X) const
|
873
|
+
{
|
874
|
+
using numext::conj;
|
875
|
+
Index nrhs = X.cols();
|
876
|
+
Index n = X.rows();
|
877
|
+
// Forward solve with U
|
878
|
+
for (Index k = 0; k <= m_mapL.nsuper(); k++)
|
879
|
+
{
|
880
|
+
Index fsupc = m_mapL.supToCol()[k];
|
881
|
+
Index lda = m_mapL.colIndexPtr()[fsupc+1] - m_mapL.colIndexPtr()[fsupc]; // leading dimension
|
882
|
+
Index nsupc = m_mapL.supToCol()[k+1] - fsupc;
|
883
|
+
Index luptr = m_mapL.colIndexPtr()[fsupc];
|
884
|
+
|
885
|
+
for (Index j = 0; j < nrhs; ++j)
|
886
|
+
{
|
887
|
+
for (Index jcol = fsupc; jcol < fsupc + nsupc; jcol++)
|
888
|
+
{
|
889
|
+
typename MatrixUType::InnerIterator it(m_mapU, jcol);
|
890
|
+
for ( ; it; ++it)
|
891
|
+
{
|
892
|
+
Index irow = it.index();
|
893
|
+
X(jcol, j) -= X(irow, j) * (Conjugate? conj(it.value()): it.value());
|
894
|
+
}
|
895
|
+
}
|
896
|
+
}
|
897
|
+
if (nsupc == 1)
|
898
|
+
{
|
899
|
+
for (Index j = 0; j < nrhs; j++)
|
900
|
+
{
|
901
|
+
X(fsupc, j) /= (Conjugate? conj(m_mapL.valuePtr()[luptr]) : m_mapL.valuePtr()[luptr]);
|
902
|
+
}
|
903
|
+
}
|
904
|
+
else
|
905
|
+
{
|
906
|
+
Map<const Matrix<Scalar,Dynamic,Dynamic, ColMajor>, 0, OuterStride<> > A( &(m_mapL.valuePtr()[luptr]), nsupc, nsupc, OuterStride<>(lda) );
|
907
|
+
Map< Matrix<Scalar,Dynamic,Dest::ColsAtCompileTime, ColMajor>, 0, OuterStride<> > U (&(X(fsupc,0)), nsupc, nrhs, OuterStride<>(n) );
|
908
|
+
if(Conjugate)
|
909
|
+
U = A.adjoint().template triangularView<Lower>().solve(U);
|
910
|
+
else
|
911
|
+
U = A.transpose().template triangularView<Lower>().solve(U);
|
912
|
+
}
|
913
|
+
}// End For U-solve
|
914
|
+
}
|
915
|
+
|
916
|
+
|
917
|
+
const MatrixLType& m_mapL;
|
918
|
+
const MatrixUType& m_mapU;
|
919
|
+
};
|
920
|
+
|
921
|
+
} // End namespace Eigen
|
922
|
+
|
923
|
+
#endif
|