umappp 0.1.2

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Files changed (395) hide show
  1. checksums.yaml +7 -0
  2. data/LICENSE.txt +25 -0
  3. data/README.md +110 -0
  4. data/ext/umappp/extconf.rb +25 -0
  5. data/ext/umappp/numo.hpp +867 -0
  6. data/ext/umappp/umappp.cpp +225 -0
  7. data/lib/umappp/version.rb +5 -0
  8. data/lib/umappp.rb +41 -0
  9. data/vendor/Eigen/Cholesky +45 -0
  10. data/vendor/Eigen/CholmodSupport +48 -0
  11. data/vendor/Eigen/Core +384 -0
  12. data/vendor/Eigen/Dense +7 -0
  13. data/vendor/Eigen/Eigen +2 -0
  14. data/vendor/Eigen/Eigenvalues +60 -0
  15. data/vendor/Eigen/Geometry +59 -0
  16. data/vendor/Eigen/Householder +29 -0
  17. data/vendor/Eigen/IterativeLinearSolvers +48 -0
  18. data/vendor/Eigen/Jacobi +32 -0
  19. data/vendor/Eigen/KLUSupport +41 -0
  20. data/vendor/Eigen/LU +47 -0
  21. data/vendor/Eigen/MetisSupport +35 -0
  22. data/vendor/Eigen/OrderingMethods +70 -0
  23. data/vendor/Eigen/PaStiXSupport +49 -0
  24. data/vendor/Eigen/PardisoSupport +35 -0
  25. data/vendor/Eigen/QR +50 -0
  26. data/vendor/Eigen/QtAlignedMalloc +39 -0
  27. data/vendor/Eigen/SPQRSupport +34 -0
  28. data/vendor/Eigen/SVD +50 -0
  29. data/vendor/Eigen/Sparse +34 -0
  30. data/vendor/Eigen/SparseCholesky +37 -0
  31. data/vendor/Eigen/SparseCore +69 -0
  32. data/vendor/Eigen/SparseLU +50 -0
  33. data/vendor/Eigen/SparseQR +36 -0
  34. data/vendor/Eigen/StdDeque +27 -0
  35. data/vendor/Eigen/StdList +26 -0
  36. data/vendor/Eigen/StdVector +27 -0
  37. data/vendor/Eigen/SuperLUSupport +64 -0
  38. data/vendor/Eigen/UmfPackSupport +40 -0
  39. data/vendor/Eigen/src/Cholesky/LDLT.h +688 -0
  40. data/vendor/Eigen/src/Cholesky/LLT.h +558 -0
  41. data/vendor/Eigen/src/Cholesky/LLT_LAPACKE.h +99 -0
  42. data/vendor/Eigen/src/CholmodSupport/CholmodSupport.h +682 -0
  43. data/vendor/Eigen/src/Core/ArithmeticSequence.h +413 -0
  44. data/vendor/Eigen/src/Core/Array.h +417 -0
  45. data/vendor/Eigen/src/Core/ArrayBase.h +226 -0
  46. data/vendor/Eigen/src/Core/ArrayWrapper.h +209 -0
  47. data/vendor/Eigen/src/Core/Assign.h +90 -0
  48. data/vendor/Eigen/src/Core/AssignEvaluator.h +1010 -0
  49. data/vendor/Eigen/src/Core/Assign_MKL.h +178 -0
  50. data/vendor/Eigen/src/Core/BandMatrix.h +353 -0
  51. data/vendor/Eigen/src/Core/Block.h +448 -0
  52. data/vendor/Eigen/src/Core/BooleanRedux.h +162 -0
  53. data/vendor/Eigen/src/Core/CommaInitializer.h +164 -0
  54. data/vendor/Eigen/src/Core/ConditionEstimator.h +175 -0
  55. data/vendor/Eigen/src/Core/CoreEvaluators.h +1741 -0
  56. data/vendor/Eigen/src/Core/CoreIterators.h +132 -0
  57. data/vendor/Eigen/src/Core/CwiseBinaryOp.h +183 -0
  58. data/vendor/Eigen/src/Core/CwiseNullaryOp.h +1001 -0
  59. data/vendor/Eigen/src/Core/CwiseTernaryOp.h +197 -0
  60. data/vendor/Eigen/src/Core/CwiseUnaryOp.h +103 -0
  61. data/vendor/Eigen/src/Core/CwiseUnaryView.h +132 -0
  62. data/vendor/Eigen/src/Core/DenseBase.h +701 -0
  63. data/vendor/Eigen/src/Core/DenseCoeffsBase.h +685 -0
  64. data/vendor/Eigen/src/Core/DenseStorage.h +652 -0
  65. data/vendor/Eigen/src/Core/Diagonal.h +258 -0
  66. data/vendor/Eigen/src/Core/DiagonalMatrix.h +391 -0
  67. data/vendor/Eigen/src/Core/DiagonalProduct.h +28 -0
  68. data/vendor/Eigen/src/Core/Dot.h +318 -0
  69. data/vendor/Eigen/src/Core/EigenBase.h +160 -0
  70. data/vendor/Eigen/src/Core/ForceAlignedAccess.h +150 -0
  71. data/vendor/Eigen/src/Core/Fuzzy.h +155 -0
  72. data/vendor/Eigen/src/Core/GeneralProduct.h +465 -0
  73. data/vendor/Eigen/src/Core/GenericPacketMath.h +1040 -0
  74. data/vendor/Eigen/src/Core/GlobalFunctions.h +194 -0
  75. data/vendor/Eigen/src/Core/IO.h +258 -0
  76. data/vendor/Eigen/src/Core/IndexedView.h +237 -0
  77. data/vendor/Eigen/src/Core/Inverse.h +117 -0
  78. data/vendor/Eigen/src/Core/Map.h +171 -0
  79. data/vendor/Eigen/src/Core/MapBase.h +310 -0
  80. data/vendor/Eigen/src/Core/MathFunctions.h +2057 -0
  81. data/vendor/Eigen/src/Core/MathFunctionsImpl.h +200 -0
  82. data/vendor/Eigen/src/Core/Matrix.h +565 -0
  83. data/vendor/Eigen/src/Core/MatrixBase.h +547 -0
  84. data/vendor/Eigen/src/Core/NestByValue.h +85 -0
  85. data/vendor/Eigen/src/Core/NoAlias.h +109 -0
  86. data/vendor/Eigen/src/Core/NumTraits.h +335 -0
  87. data/vendor/Eigen/src/Core/PartialReduxEvaluator.h +232 -0
  88. data/vendor/Eigen/src/Core/PermutationMatrix.h +605 -0
  89. data/vendor/Eigen/src/Core/PlainObjectBase.h +1128 -0
  90. data/vendor/Eigen/src/Core/Product.h +191 -0
  91. data/vendor/Eigen/src/Core/ProductEvaluators.h +1179 -0
  92. data/vendor/Eigen/src/Core/Random.h +218 -0
  93. data/vendor/Eigen/src/Core/Redux.h +515 -0
  94. data/vendor/Eigen/src/Core/Ref.h +381 -0
  95. data/vendor/Eigen/src/Core/Replicate.h +142 -0
  96. data/vendor/Eigen/src/Core/Reshaped.h +454 -0
  97. data/vendor/Eigen/src/Core/ReturnByValue.h +119 -0
  98. data/vendor/Eigen/src/Core/Reverse.h +217 -0
  99. data/vendor/Eigen/src/Core/Select.h +164 -0
  100. data/vendor/Eigen/src/Core/SelfAdjointView.h +365 -0
  101. data/vendor/Eigen/src/Core/SelfCwiseBinaryOp.h +47 -0
  102. data/vendor/Eigen/src/Core/Solve.h +188 -0
  103. data/vendor/Eigen/src/Core/SolveTriangular.h +235 -0
  104. data/vendor/Eigen/src/Core/SolverBase.h +168 -0
  105. data/vendor/Eigen/src/Core/StableNorm.h +251 -0
  106. data/vendor/Eigen/src/Core/StlIterators.h +463 -0
  107. data/vendor/Eigen/src/Core/Stride.h +116 -0
  108. data/vendor/Eigen/src/Core/Swap.h +68 -0
  109. data/vendor/Eigen/src/Core/Transpose.h +464 -0
  110. data/vendor/Eigen/src/Core/Transpositions.h +386 -0
  111. data/vendor/Eigen/src/Core/TriangularMatrix.h +1001 -0
  112. data/vendor/Eigen/src/Core/VectorBlock.h +96 -0
  113. data/vendor/Eigen/src/Core/VectorwiseOp.h +784 -0
  114. data/vendor/Eigen/src/Core/Visitor.h +381 -0
  115. data/vendor/Eigen/src/Core/arch/AVX/Complex.h +372 -0
  116. data/vendor/Eigen/src/Core/arch/AVX/MathFunctions.h +228 -0
  117. data/vendor/Eigen/src/Core/arch/AVX/PacketMath.h +1574 -0
  118. data/vendor/Eigen/src/Core/arch/AVX/TypeCasting.h +115 -0
  119. data/vendor/Eigen/src/Core/arch/AVX512/Complex.h +422 -0
  120. data/vendor/Eigen/src/Core/arch/AVX512/MathFunctions.h +362 -0
  121. data/vendor/Eigen/src/Core/arch/AVX512/PacketMath.h +2303 -0
  122. data/vendor/Eigen/src/Core/arch/AVX512/TypeCasting.h +89 -0
  123. data/vendor/Eigen/src/Core/arch/AltiVec/Complex.h +417 -0
  124. data/vendor/Eigen/src/Core/arch/AltiVec/MathFunctions.h +90 -0
  125. data/vendor/Eigen/src/Core/arch/AltiVec/MatrixProduct.h +2937 -0
  126. data/vendor/Eigen/src/Core/arch/AltiVec/MatrixProductCommon.h +221 -0
  127. data/vendor/Eigen/src/Core/arch/AltiVec/MatrixProductMMA.h +629 -0
  128. data/vendor/Eigen/src/Core/arch/AltiVec/PacketMath.h +2711 -0
  129. data/vendor/Eigen/src/Core/arch/CUDA/Complex.h +258 -0
  130. data/vendor/Eigen/src/Core/arch/Default/BFloat16.h +700 -0
  131. data/vendor/Eigen/src/Core/arch/Default/ConjHelper.h +117 -0
  132. data/vendor/Eigen/src/Core/arch/Default/GenericPacketMathFunctions.h +1649 -0
  133. data/vendor/Eigen/src/Core/arch/Default/GenericPacketMathFunctionsFwd.h +110 -0
  134. data/vendor/Eigen/src/Core/arch/Default/Half.h +942 -0
  135. data/vendor/Eigen/src/Core/arch/Default/Settings.h +49 -0
  136. data/vendor/Eigen/src/Core/arch/Default/TypeCasting.h +120 -0
  137. data/vendor/Eigen/src/Core/arch/GPU/MathFunctions.h +103 -0
  138. data/vendor/Eigen/src/Core/arch/GPU/PacketMath.h +1685 -0
  139. data/vendor/Eigen/src/Core/arch/GPU/TypeCasting.h +80 -0
  140. data/vendor/Eigen/src/Core/arch/HIP/hcc/math_constants.h +23 -0
  141. data/vendor/Eigen/src/Core/arch/MSA/Complex.h +648 -0
  142. data/vendor/Eigen/src/Core/arch/MSA/MathFunctions.h +387 -0
  143. data/vendor/Eigen/src/Core/arch/MSA/PacketMath.h +1233 -0
  144. data/vendor/Eigen/src/Core/arch/NEON/Complex.h +584 -0
  145. data/vendor/Eigen/src/Core/arch/NEON/GeneralBlockPanelKernel.h +183 -0
  146. data/vendor/Eigen/src/Core/arch/NEON/MathFunctions.h +75 -0
  147. data/vendor/Eigen/src/Core/arch/NEON/PacketMath.h +4587 -0
  148. data/vendor/Eigen/src/Core/arch/NEON/TypeCasting.h +1419 -0
  149. data/vendor/Eigen/src/Core/arch/SSE/Complex.h +351 -0
  150. data/vendor/Eigen/src/Core/arch/SSE/MathFunctions.h +199 -0
  151. data/vendor/Eigen/src/Core/arch/SSE/PacketMath.h +1505 -0
  152. data/vendor/Eigen/src/Core/arch/SSE/TypeCasting.h +142 -0
  153. data/vendor/Eigen/src/Core/arch/SVE/MathFunctions.h +44 -0
  154. data/vendor/Eigen/src/Core/arch/SVE/PacketMath.h +752 -0
  155. data/vendor/Eigen/src/Core/arch/SVE/TypeCasting.h +49 -0
  156. data/vendor/Eigen/src/Core/arch/SYCL/InteropHeaders.h +232 -0
  157. data/vendor/Eigen/src/Core/arch/SYCL/MathFunctions.h +301 -0
  158. data/vendor/Eigen/src/Core/arch/SYCL/PacketMath.h +670 -0
  159. data/vendor/Eigen/src/Core/arch/SYCL/SyclMemoryModel.h +694 -0
  160. data/vendor/Eigen/src/Core/arch/SYCL/TypeCasting.h +85 -0
  161. data/vendor/Eigen/src/Core/arch/ZVector/Complex.h +426 -0
  162. data/vendor/Eigen/src/Core/arch/ZVector/MathFunctions.h +233 -0
  163. data/vendor/Eigen/src/Core/arch/ZVector/PacketMath.h +1060 -0
  164. data/vendor/Eigen/src/Core/functors/AssignmentFunctors.h +177 -0
  165. data/vendor/Eigen/src/Core/functors/BinaryFunctors.h +541 -0
  166. data/vendor/Eigen/src/Core/functors/NullaryFunctors.h +189 -0
  167. data/vendor/Eigen/src/Core/functors/StlFunctors.h +166 -0
  168. data/vendor/Eigen/src/Core/functors/TernaryFunctors.h +25 -0
  169. data/vendor/Eigen/src/Core/functors/UnaryFunctors.h +1131 -0
  170. data/vendor/Eigen/src/Core/products/GeneralBlockPanelKernel.h +2645 -0
  171. data/vendor/Eigen/src/Core/products/GeneralMatrixMatrix.h +517 -0
  172. data/vendor/Eigen/src/Core/products/GeneralMatrixMatrixTriangular.h +317 -0
  173. data/vendor/Eigen/src/Core/products/GeneralMatrixMatrixTriangular_BLAS.h +145 -0
  174. data/vendor/Eigen/src/Core/products/GeneralMatrixMatrix_BLAS.h +124 -0
  175. data/vendor/Eigen/src/Core/products/GeneralMatrixVector.h +518 -0
  176. data/vendor/Eigen/src/Core/products/GeneralMatrixVector_BLAS.h +136 -0
  177. data/vendor/Eigen/src/Core/products/Parallelizer.h +180 -0
  178. data/vendor/Eigen/src/Core/products/SelfadjointMatrixMatrix.h +544 -0
  179. data/vendor/Eigen/src/Core/products/SelfadjointMatrixMatrix_BLAS.h +295 -0
  180. data/vendor/Eigen/src/Core/products/SelfadjointMatrixVector.h +262 -0
  181. data/vendor/Eigen/src/Core/products/SelfadjointMatrixVector_BLAS.h +118 -0
  182. data/vendor/Eigen/src/Core/products/SelfadjointProduct.h +133 -0
  183. data/vendor/Eigen/src/Core/products/SelfadjointRank2Update.h +94 -0
  184. data/vendor/Eigen/src/Core/products/TriangularMatrixMatrix.h +472 -0
  185. data/vendor/Eigen/src/Core/products/TriangularMatrixMatrix_BLAS.h +317 -0
  186. data/vendor/Eigen/src/Core/products/TriangularMatrixVector.h +350 -0
  187. data/vendor/Eigen/src/Core/products/TriangularMatrixVector_BLAS.h +255 -0
  188. data/vendor/Eigen/src/Core/products/TriangularSolverMatrix.h +337 -0
  189. data/vendor/Eigen/src/Core/products/TriangularSolverMatrix_BLAS.h +167 -0
  190. data/vendor/Eigen/src/Core/products/TriangularSolverVector.h +148 -0
  191. data/vendor/Eigen/src/Core/util/BlasUtil.h +583 -0
  192. data/vendor/Eigen/src/Core/util/ConfigureVectorization.h +512 -0
  193. data/vendor/Eigen/src/Core/util/Constants.h +563 -0
  194. data/vendor/Eigen/src/Core/util/DisableStupidWarnings.h +106 -0
  195. data/vendor/Eigen/src/Core/util/ForwardDeclarations.h +322 -0
  196. data/vendor/Eigen/src/Core/util/IndexedViewHelper.h +186 -0
  197. data/vendor/Eigen/src/Core/util/IntegralConstant.h +272 -0
  198. data/vendor/Eigen/src/Core/util/MKL_support.h +137 -0
  199. data/vendor/Eigen/src/Core/util/Macros.h +1464 -0
  200. data/vendor/Eigen/src/Core/util/Memory.h +1163 -0
  201. data/vendor/Eigen/src/Core/util/Meta.h +812 -0
  202. data/vendor/Eigen/src/Core/util/NonMPL2.h +3 -0
  203. data/vendor/Eigen/src/Core/util/ReenableStupidWarnings.h +31 -0
  204. data/vendor/Eigen/src/Core/util/ReshapedHelper.h +51 -0
  205. data/vendor/Eigen/src/Core/util/StaticAssert.h +221 -0
  206. data/vendor/Eigen/src/Core/util/SymbolicIndex.h +293 -0
  207. data/vendor/Eigen/src/Core/util/XprHelper.h +856 -0
  208. data/vendor/Eigen/src/Eigenvalues/ComplexEigenSolver.h +346 -0
  209. data/vendor/Eigen/src/Eigenvalues/ComplexSchur.h +462 -0
  210. data/vendor/Eigen/src/Eigenvalues/ComplexSchur_LAPACKE.h +91 -0
  211. data/vendor/Eigen/src/Eigenvalues/EigenSolver.h +622 -0
  212. data/vendor/Eigen/src/Eigenvalues/GeneralizedEigenSolver.h +418 -0
  213. data/vendor/Eigen/src/Eigenvalues/GeneralizedSelfAdjointEigenSolver.h +226 -0
  214. data/vendor/Eigen/src/Eigenvalues/HessenbergDecomposition.h +374 -0
  215. data/vendor/Eigen/src/Eigenvalues/MatrixBaseEigenvalues.h +158 -0
  216. data/vendor/Eigen/src/Eigenvalues/RealQZ.h +657 -0
  217. data/vendor/Eigen/src/Eigenvalues/RealSchur.h +558 -0
  218. data/vendor/Eigen/src/Eigenvalues/RealSchur_LAPACKE.h +77 -0
  219. data/vendor/Eigen/src/Eigenvalues/SelfAdjointEigenSolver.h +904 -0
  220. data/vendor/Eigen/src/Eigenvalues/SelfAdjointEigenSolver_LAPACKE.h +87 -0
  221. data/vendor/Eigen/src/Eigenvalues/Tridiagonalization.h +561 -0
  222. data/vendor/Eigen/src/Geometry/AlignedBox.h +486 -0
  223. data/vendor/Eigen/src/Geometry/AngleAxis.h +247 -0
  224. data/vendor/Eigen/src/Geometry/EulerAngles.h +114 -0
  225. data/vendor/Eigen/src/Geometry/Homogeneous.h +501 -0
  226. data/vendor/Eigen/src/Geometry/Hyperplane.h +282 -0
  227. data/vendor/Eigen/src/Geometry/OrthoMethods.h +235 -0
  228. data/vendor/Eigen/src/Geometry/ParametrizedLine.h +232 -0
  229. data/vendor/Eigen/src/Geometry/Quaternion.h +870 -0
  230. data/vendor/Eigen/src/Geometry/Rotation2D.h +199 -0
  231. data/vendor/Eigen/src/Geometry/RotationBase.h +206 -0
  232. data/vendor/Eigen/src/Geometry/Scaling.h +188 -0
  233. data/vendor/Eigen/src/Geometry/Transform.h +1563 -0
  234. data/vendor/Eigen/src/Geometry/Translation.h +202 -0
  235. data/vendor/Eigen/src/Geometry/Umeyama.h +166 -0
  236. data/vendor/Eigen/src/Geometry/arch/Geometry_SIMD.h +168 -0
  237. data/vendor/Eigen/src/Householder/BlockHouseholder.h +110 -0
  238. data/vendor/Eigen/src/Householder/Householder.h +176 -0
  239. data/vendor/Eigen/src/Householder/HouseholderSequence.h +545 -0
  240. data/vendor/Eigen/src/IterativeLinearSolvers/BasicPreconditioners.h +226 -0
  241. data/vendor/Eigen/src/IterativeLinearSolvers/BiCGSTAB.h +212 -0
  242. data/vendor/Eigen/src/IterativeLinearSolvers/ConjugateGradient.h +229 -0
  243. data/vendor/Eigen/src/IterativeLinearSolvers/IncompleteCholesky.h +394 -0
  244. data/vendor/Eigen/src/IterativeLinearSolvers/IncompleteLUT.h +453 -0
  245. data/vendor/Eigen/src/IterativeLinearSolvers/IterativeSolverBase.h +444 -0
  246. data/vendor/Eigen/src/IterativeLinearSolvers/LeastSquareConjugateGradient.h +198 -0
  247. data/vendor/Eigen/src/IterativeLinearSolvers/SolveWithGuess.h +117 -0
  248. data/vendor/Eigen/src/Jacobi/Jacobi.h +483 -0
  249. data/vendor/Eigen/src/KLUSupport/KLUSupport.h +358 -0
  250. data/vendor/Eigen/src/LU/Determinant.h +117 -0
  251. data/vendor/Eigen/src/LU/FullPivLU.h +877 -0
  252. data/vendor/Eigen/src/LU/InverseImpl.h +432 -0
  253. data/vendor/Eigen/src/LU/PartialPivLU.h +624 -0
  254. data/vendor/Eigen/src/LU/PartialPivLU_LAPACKE.h +83 -0
  255. data/vendor/Eigen/src/LU/arch/InverseSize4.h +351 -0
  256. data/vendor/Eigen/src/MetisSupport/MetisSupport.h +137 -0
  257. data/vendor/Eigen/src/OrderingMethods/Amd.h +435 -0
  258. data/vendor/Eigen/src/OrderingMethods/Eigen_Colamd.h +1863 -0
  259. data/vendor/Eigen/src/OrderingMethods/Ordering.h +153 -0
  260. data/vendor/Eigen/src/PaStiXSupport/PaStiXSupport.h +678 -0
  261. data/vendor/Eigen/src/PardisoSupport/PardisoSupport.h +545 -0
  262. data/vendor/Eigen/src/QR/ColPivHouseholderQR.h +674 -0
  263. data/vendor/Eigen/src/QR/ColPivHouseholderQR_LAPACKE.h +97 -0
  264. data/vendor/Eigen/src/QR/CompleteOrthogonalDecomposition.h +635 -0
  265. data/vendor/Eigen/src/QR/FullPivHouseholderQR.h +713 -0
  266. data/vendor/Eigen/src/QR/HouseholderQR.h +434 -0
  267. data/vendor/Eigen/src/QR/HouseholderQR_LAPACKE.h +68 -0
  268. data/vendor/Eigen/src/SPQRSupport/SuiteSparseQRSupport.h +335 -0
  269. data/vendor/Eigen/src/SVD/BDCSVD.h +1366 -0
  270. data/vendor/Eigen/src/SVD/JacobiSVD.h +812 -0
  271. data/vendor/Eigen/src/SVD/JacobiSVD_LAPACKE.h +91 -0
  272. data/vendor/Eigen/src/SVD/SVDBase.h +376 -0
  273. data/vendor/Eigen/src/SVD/UpperBidiagonalization.h +414 -0
  274. data/vendor/Eigen/src/SparseCholesky/SimplicialCholesky.h +697 -0
  275. data/vendor/Eigen/src/SparseCholesky/SimplicialCholesky_impl.h +174 -0
  276. data/vendor/Eigen/src/SparseCore/AmbiVector.h +378 -0
  277. data/vendor/Eigen/src/SparseCore/CompressedStorage.h +274 -0
  278. data/vendor/Eigen/src/SparseCore/ConservativeSparseSparseProduct.h +352 -0
  279. data/vendor/Eigen/src/SparseCore/MappedSparseMatrix.h +67 -0
  280. data/vendor/Eigen/src/SparseCore/SparseAssign.h +270 -0
  281. data/vendor/Eigen/src/SparseCore/SparseBlock.h +571 -0
  282. data/vendor/Eigen/src/SparseCore/SparseColEtree.h +206 -0
  283. data/vendor/Eigen/src/SparseCore/SparseCompressedBase.h +370 -0
  284. data/vendor/Eigen/src/SparseCore/SparseCwiseBinaryOp.h +722 -0
  285. data/vendor/Eigen/src/SparseCore/SparseCwiseUnaryOp.h +150 -0
  286. data/vendor/Eigen/src/SparseCore/SparseDenseProduct.h +342 -0
  287. data/vendor/Eigen/src/SparseCore/SparseDiagonalProduct.h +138 -0
  288. data/vendor/Eigen/src/SparseCore/SparseDot.h +98 -0
  289. data/vendor/Eigen/src/SparseCore/SparseFuzzy.h +29 -0
  290. data/vendor/Eigen/src/SparseCore/SparseMap.h +305 -0
  291. data/vendor/Eigen/src/SparseCore/SparseMatrix.h +1518 -0
  292. data/vendor/Eigen/src/SparseCore/SparseMatrixBase.h +398 -0
  293. data/vendor/Eigen/src/SparseCore/SparsePermutation.h +178 -0
  294. data/vendor/Eigen/src/SparseCore/SparseProduct.h +181 -0
  295. data/vendor/Eigen/src/SparseCore/SparseRedux.h +49 -0
  296. data/vendor/Eigen/src/SparseCore/SparseRef.h +397 -0
  297. data/vendor/Eigen/src/SparseCore/SparseSelfAdjointView.h +659 -0
  298. data/vendor/Eigen/src/SparseCore/SparseSolverBase.h +124 -0
  299. data/vendor/Eigen/src/SparseCore/SparseSparseProductWithPruning.h +198 -0
  300. data/vendor/Eigen/src/SparseCore/SparseTranspose.h +92 -0
  301. data/vendor/Eigen/src/SparseCore/SparseTriangularView.h +189 -0
  302. data/vendor/Eigen/src/SparseCore/SparseUtil.h +186 -0
  303. data/vendor/Eigen/src/SparseCore/SparseVector.h +478 -0
  304. data/vendor/Eigen/src/SparseCore/SparseView.h +254 -0
  305. data/vendor/Eigen/src/SparseCore/TriangularSolver.h +315 -0
  306. data/vendor/Eigen/src/SparseLU/SparseLU.h +923 -0
  307. data/vendor/Eigen/src/SparseLU/SparseLUImpl.h +66 -0
  308. data/vendor/Eigen/src/SparseLU/SparseLU_Memory.h +226 -0
  309. data/vendor/Eigen/src/SparseLU/SparseLU_Structs.h +110 -0
  310. data/vendor/Eigen/src/SparseLU/SparseLU_SupernodalMatrix.h +375 -0
  311. data/vendor/Eigen/src/SparseLU/SparseLU_Utils.h +80 -0
  312. data/vendor/Eigen/src/SparseLU/SparseLU_column_bmod.h +181 -0
  313. data/vendor/Eigen/src/SparseLU/SparseLU_column_dfs.h +179 -0
  314. data/vendor/Eigen/src/SparseLU/SparseLU_copy_to_ucol.h +107 -0
  315. data/vendor/Eigen/src/SparseLU/SparseLU_gemm_kernel.h +280 -0
  316. data/vendor/Eigen/src/SparseLU/SparseLU_heap_relax_snode.h +126 -0
  317. data/vendor/Eigen/src/SparseLU/SparseLU_kernel_bmod.h +130 -0
  318. data/vendor/Eigen/src/SparseLU/SparseLU_panel_bmod.h +223 -0
  319. data/vendor/Eigen/src/SparseLU/SparseLU_panel_dfs.h +258 -0
  320. data/vendor/Eigen/src/SparseLU/SparseLU_pivotL.h +137 -0
  321. data/vendor/Eigen/src/SparseLU/SparseLU_pruneL.h +136 -0
  322. data/vendor/Eigen/src/SparseLU/SparseLU_relax_snode.h +83 -0
  323. data/vendor/Eigen/src/SparseQR/SparseQR.h +758 -0
  324. data/vendor/Eigen/src/StlSupport/StdDeque.h +116 -0
  325. data/vendor/Eigen/src/StlSupport/StdList.h +106 -0
  326. data/vendor/Eigen/src/StlSupport/StdVector.h +131 -0
  327. data/vendor/Eigen/src/StlSupport/details.h +84 -0
  328. data/vendor/Eigen/src/SuperLUSupport/SuperLUSupport.h +1025 -0
  329. data/vendor/Eigen/src/UmfPackSupport/UmfPackSupport.h +642 -0
  330. data/vendor/Eigen/src/misc/Image.h +82 -0
  331. data/vendor/Eigen/src/misc/Kernel.h +79 -0
  332. data/vendor/Eigen/src/misc/RealSvd2x2.h +55 -0
  333. data/vendor/Eigen/src/misc/blas.h +440 -0
  334. data/vendor/Eigen/src/misc/lapack.h +152 -0
  335. data/vendor/Eigen/src/misc/lapacke.h +16292 -0
  336. data/vendor/Eigen/src/misc/lapacke_mangling.h +17 -0
  337. data/vendor/Eigen/src/plugins/ArrayCwiseBinaryOps.h +358 -0
  338. data/vendor/Eigen/src/plugins/ArrayCwiseUnaryOps.h +696 -0
  339. data/vendor/Eigen/src/plugins/BlockMethods.h +1442 -0
  340. data/vendor/Eigen/src/plugins/CommonCwiseBinaryOps.h +115 -0
  341. data/vendor/Eigen/src/plugins/CommonCwiseUnaryOps.h +177 -0
  342. data/vendor/Eigen/src/plugins/IndexedViewMethods.h +262 -0
  343. data/vendor/Eigen/src/plugins/MatrixCwiseBinaryOps.h +152 -0
  344. data/vendor/Eigen/src/plugins/MatrixCwiseUnaryOps.h +95 -0
  345. data/vendor/Eigen/src/plugins/ReshapedMethods.h +149 -0
  346. data/vendor/aarand/aarand.hpp +114 -0
  347. data/vendor/annoy/annoylib.h +1495 -0
  348. data/vendor/annoy/kissrandom.h +120 -0
  349. data/vendor/annoy/mman.h +242 -0
  350. data/vendor/hnswlib/bruteforce.h +152 -0
  351. data/vendor/hnswlib/hnswalg.h +1192 -0
  352. data/vendor/hnswlib/hnswlib.h +108 -0
  353. data/vendor/hnswlib/space_ip.h +282 -0
  354. data/vendor/hnswlib/space_l2.h +281 -0
  355. data/vendor/hnswlib/visited_list_pool.h +79 -0
  356. data/vendor/irlba/irlba.hpp +575 -0
  357. data/vendor/irlba/lanczos.hpp +212 -0
  358. data/vendor/irlba/parallel.hpp +474 -0
  359. data/vendor/irlba/utils.hpp +224 -0
  360. data/vendor/irlba/wrappers.hpp +228 -0
  361. data/vendor/kmeans/Base.hpp +75 -0
  362. data/vendor/kmeans/Details.hpp +79 -0
  363. data/vendor/kmeans/HartiganWong.hpp +492 -0
  364. data/vendor/kmeans/InitializeKmeansPP.hpp +144 -0
  365. data/vendor/kmeans/InitializeNone.hpp +44 -0
  366. data/vendor/kmeans/InitializePCAPartition.hpp +309 -0
  367. data/vendor/kmeans/InitializeRandom.hpp +91 -0
  368. data/vendor/kmeans/Kmeans.hpp +161 -0
  369. data/vendor/kmeans/Lloyd.hpp +134 -0
  370. data/vendor/kmeans/MiniBatch.hpp +269 -0
  371. data/vendor/kmeans/QuickSearch.hpp +179 -0
  372. data/vendor/kmeans/compute_centroids.hpp +32 -0
  373. data/vendor/kmeans/compute_wcss.hpp +27 -0
  374. data/vendor/kmeans/is_edge_case.hpp +42 -0
  375. data/vendor/kmeans/random.hpp +55 -0
  376. data/vendor/knncolle/Annoy/Annoy.hpp +193 -0
  377. data/vendor/knncolle/BruteForce/BruteForce.hpp +120 -0
  378. data/vendor/knncolle/Hnsw/Hnsw.hpp +225 -0
  379. data/vendor/knncolle/Kmknn/Kmknn.hpp +286 -0
  380. data/vendor/knncolle/VpTree/VpTree.hpp +256 -0
  381. data/vendor/knncolle/knncolle.hpp +34 -0
  382. data/vendor/knncolle/utils/Base.hpp +100 -0
  383. data/vendor/knncolle/utils/NeighborQueue.hpp +94 -0
  384. data/vendor/knncolle/utils/distances.hpp +98 -0
  385. data/vendor/knncolle/utils/find_nearest_neighbors.hpp +112 -0
  386. data/vendor/powerit/PowerIterations.hpp +157 -0
  387. data/vendor/umappp/NeighborList.hpp +37 -0
  388. data/vendor/umappp/Umap.hpp +662 -0
  389. data/vendor/umappp/combine_neighbor_sets.hpp +95 -0
  390. data/vendor/umappp/find_ab.hpp +157 -0
  391. data/vendor/umappp/neighbor_similarities.hpp +136 -0
  392. data/vendor/umappp/optimize_layout.hpp +285 -0
  393. data/vendor/umappp/spectral_init.hpp +181 -0
  394. data/vendor/umappp/umappp.hpp +13 -0
  395. metadata +465 -0
@@ -0,0 +1,235 @@
1
+ // This file is part of Eigen, a lightweight C++ template library
2
+ // for linear algebra.
3
+ //
4
+ // Copyright (C) 2008-2009 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_SOLVETRIANGULAR_H
11
+ #define EIGEN_SOLVETRIANGULAR_H
12
+
13
+ namespace Eigen {
14
+
15
+ namespace internal {
16
+
17
+ // Forward declarations:
18
+ // The following two routines are implemented in the products/TriangularSolver*.h files
19
+ template<typename LhsScalar, typename RhsScalar, typename Index, int Side, int Mode, bool Conjugate, int StorageOrder>
20
+ struct triangular_solve_vector;
21
+
22
+ template <typename Scalar, typename Index, int Side, int Mode, bool Conjugate, int TriStorageOrder, int OtherStorageOrder, int OtherInnerStride>
23
+ struct triangular_solve_matrix;
24
+
25
+ // small helper struct extracting some traits on the underlying solver operation
26
+ template<typename Lhs, typename Rhs, int Side>
27
+ class trsolve_traits
28
+ {
29
+ private:
30
+ enum {
31
+ RhsIsVectorAtCompileTime = (Side==OnTheLeft ? Rhs::ColsAtCompileTime : Rhs::RowsAtCompileTime)==1
32
+ };
33
+ public:
34
+ enum {
35
+ Unrolling = (RhsIsVectorAtCompileTime && Rhs::SizeAtCompileTime != Dynamic && Rhs::SizeAtCompileTime <= 8)
36
+ ? CompleteUnrolling : NoUnrolling,
37
+ RhsVectors = RhsIsVectorAtCompileTime ? 1 : Dynamic
38
+ };
39
+ };
40
+
41
+ template<typename Lhs, typename Rhs,
42
+ int Side, // can be OnTheLeft/OnTheRight
43
+ int Mode, // can be Upper/Lower | UnitDiag
44
+ int Unrolling = trsolve_traits<Lhs,Rhs,Side>::Unrolling,
45
+ int RhsVectors = trsolve_traits<Lhs,Rhs,Side>::RhsVectors
46
+ >
47
+ struct triangular_solver_selector;
48
+
49
+ template<typename Lhs, typename Rhs, int Side, int Mode>
50
+ struct triangular_solver_selector<Lhs,Rhs,Side,Mode,NoUnrolling,1>
51
+ {
52
+ typedef typename Lhs::Scalar LhsScalar;
53
+ typedef typename Rhs::Scalar RhsScalar;
54
+ typedef blas_traits<Lhs> LhsProductTraits;
55
+ typedef typename LhsProductTraits::ExtractType ActualLhsType;
56
+ typedef Map<Matrix<RhsScalar,Dynamic,1>, Aligned> MappedRhs;
57
+ static EIGEN_DEVICE_FUNC void run(const Lhs& lhs, Rhs& rhs)
58
+ {
59
+ ActualLhsType actualLhs = LhsProductTraits::extract(lhs);
60
+
61
+ // FIXME find a way to allow an inner stride if packet_traits<Scalar>::size==1
62
+
63
+ bool useRhsDirectly = Rhs::InnerStrideAtCompileTime==1 || rhs.innerStride()==1;
64
+
65
+ ei_declare_aligned_stack_constructed_variable(RhsScalar,actualRhs,rhs.size(),
66
+ (useRhsDirectly ? rhs.data() : 0));
67
+
68
+ if(!useRhsDirectly)
69
+ MappedRhs(actualRhs,rhs.size()) = rhs;
70
+
71
+ triangular_solve_vector<LhsScalar, RhsScalar, Index, Side, Mode, LhsProductTraits::NeedToConjugate,
72
+ (int(Lhs::Flags) & RowMajorBit) ? RowMajor : ColMajor>
73
+ ::run(actualLhs.cols(), actualLhs.data(), actualLhs.outerStride(), actualRhs);
74
+
75
+ if(!useRhsDirectly)
76
+ rhs = MappedRhs(actualRhs, rhs.size());
77
+ }
78
+ };
79
+
80
+ // the rhs is a matrix
81
+ template<typename Lhs, typename Rhs, int Side, int Mode>
82
+ struct triangular_solver_selector<Lhs,Rhs,Side,Mode,NoUnrolling,Dynamic>
83
+ {
84
+ typedef typename Rhs::Scalar Scalar;
85
+ typedef blas_traits<Lhs> LhsProductTraits;
86
+ typedef typename LhsProductTraits::DirectLinearAccessType ActualLhsType;
87
+
88
+ static EIGEN_DEVICE_FUNC void run(const Lhs& lhs, Rhs& rhs)
89
+ {
90
+ typename internal::add_const_on_value_type<ActualLhsType>::type actualLhs = LhsProductTraits::extract(lhs);
91
+
92
+ const Index size = lhs.rows();
93
+ const Index othersize = Side==OnTheLeft? rhs.cols() : rhs.rows();
94
+
95
+ typedef internal::gemm_blocking_space<(Rhs::Flags&RowMajorBit) ? RowMajor : ColMajor,Scalar,Scalar,
96
+ Rhs::MaxRowsAtCompileTime, Rhs::MaxColsAtCompileTime, Lhs::MaxRowsAtCompileTime,4> BlockingType;
97
+
98
+ BlockingType blocking(rhs.rows(), rhs.cols(), size, 1, false);
99
+
100
+ triangular_solve_matrix<Scalar,Index,Side,Mode,LhsProductTraits::NeedToConjugate,(int(Lhs::Flags) & RowMajorBit) ? RowMajor : ColMajor,
101
+ (Rhs::Flags&RowMajorBit) ? RowMajor : ColMajor, Rhs::InnerStrideAtCompileTime>
102
+ ::run(size, othersize, &actualLhs.coeffRef(0,0), actualLhs.outerStride(), &rhs.coeffRef(0,0), rhs.innerStride(), rhs.outerStride(), blocking);
103
+ }
104
+ };
105
+
106
+ /***************************************************************************
107
+ * meta-unrolling implementation
108
+ ***************************************************************************/
109
+
110
+ template<typename Lhs, typename Rhs, int Mode, int LoopIndex, int Size,
111
+ bool Stop = LoopIndex==Size>
112
+ struct triangular_solver_unroller;
113
+
114
+ template<typename Lhs, typename Rhs, int Mode, int LoopIndex, int Size>
115
+ struct triangular_solver_unroller<Lhs,Rhs,Mode,LoopIndex,Size,false> {
116
+ enum {
117
+ IsLower = ((Mode&Lower)==Lower),
118
+ DiagIndex = IsLower ? LoopIndex : Size - LoopIndex - 1,
119
+ StartIndex = IsLower ? 0 : DiagIndex+1
120
+ };
121
+ static EIGEN_DEVICE_FUNC void run(const Lhs& lhs, Rhs& rhs)
122
+ {
123
+ if (LoopIndex>0)
124
+ rhs.coeffRef(DiagIndex) -= lhs.row(DiagIndex).template segment<LoopIndex>(StartIndex).transpose()
125
+ .cwiseProduct(rhs.template segment<LoopIndex>(StartIndex)).sum();
126
+
127
+ if(!(Mode & UnitDiag))
128
+ rhs.coeffRef(DiagIndex) /= lhs.coeff(DiagIndex,DiagIndex);
129
+
130
+ triangular_solver_unroller<Lhs,Rhs,Mode,LoopIndex+1,Size>::run(lhs,rhs);
131
+ }
132
+ };
133
+
134
+ template<typename Lhs, typename Rhs, int Mode, int LoopIndex, int Size>
135
+ struct triangular_solver_unroller<Lhs,Rhs,Mode,LoopIndex,Size,true> {
136
+ static EIGEN_DEVICE_FUNC void run(const Lhs&, Rhs&) {}
137
+ };
138
+
139
+ template<typename Lhs, typename Rhs, int Mode>
140
+ struct triangular_solver_selector<Lhs,Rhs,OnTheLeft,Mode,CompleteUnrolling,1> {
141
+ static EIGEN_DEVICE_FUNC void run(const Lhs& lhs, Rhs& rhs)
142
+ { triangular_solver_unroller<Lhs,Rhs,Mode,0,Rhs::SizeAtCompileTime>::run(lhs,rhs); }
143
+ };
144
+
145
+ template<typename Lhs, typename Rhs, int Mode>
146
+ struct triangular_solver_selector<Lhs,Rhs,OnTheRight,Mode,CompleteUnrolling,1> {
147
+ static EIGEN_DEVICE_FUNC void run(const Lhs& lhs, Rhs& rhs)
148
+ {
149
+ Transpose<const Lhs> trLhs(lhs);
150
+ Transpose<Rhs> trRhs(rhs);
151
+
152
+ triangular_solver_unroller<Transpose<const Lhs>,Transpose<Rhs>,
153
+ ((Mode&Upper)==Upper ? Lower : Upper) | (Mode&UnitDiag),
154
+ 0,Rhs::SizeAtCompileTime>::run(trLhs,trRhs);
155
+ }
156
+ };
157
+
158
+ } // end namespace internal
159
+
160
+ /***************************************************************************
161
+ * TriangularView methods
162
+ ***************************************************************************/
163
+
164
+ #ifndef EIGEN_PARSED_BY_DOXYGEN
165
+ template<typename MatrixType, unsigned int Mode>
166
+ template<int Side, typename OtherDerived>
167
+ EIGEN_DEVICE_FUNC void TriangularViewImpl<MatrixType,Mode,Dense>::solveInPlace(const MatrixBase<OtherDerived>& _other) const
168
+ {
169
+ OtherDerived& other = _other.const_cast_derived();
170
+ eigen_assert( derived().cols() == derived().rows() && ((Side==OnTheLeft && derived().cols() == other.rows()) || (Side==OnTheRight && derived().cols() == other.cols())) );
171
+ eigen_assert((!(int(Mode) & int(ZeroDiag))) && bool(int(Mode) & (int(Upper) | int(Lower))));
172
+ // If solving for a 0x0 matrix, nothing to do, simply return.
173
+ if (derived().cols() == 0)
174
+ return;
175
+
176
+ enum { copy = (internal::traits<OtherDerived>::Flags & RowMajorBit) && OtherDerived::IsVectorAtCompileTime && OtherDerived::SizeAtCompileTime!=1};
177
+ typedef typename internal::conditional<copy,
178
+ typename internal::plain_matrix_type_column_major<OtherDerived>::type, OtherDerived&>::type OtherCopy;
179
+ OtherCopy otherCopy(other);
180
+
181
+ internal::triangular_solver_selector<MatrixType, typename internal::remove_reference<OtherCopy>::type,
182
+ Side, Mode>::run(derived().nestedExpression(), otherCopy);
183
+
184
+ if (copy)
185
+ other = otherCopy;
186
+ }
187
+
188
+ template<typename Derived, unsigned int Mode>
189
+ template<int Side, typename Other>
190
+ const internal::triangular_solve_retval<Side,TriangularView<Derived,Mode>,Other>
191
+ TriangularViewImpl<Derived,Mode,Dense>::solve(const MatrixBase<Other>& other) const
192
+ {
193
+ return internal::triangular_solve_retval<Side,TriangularViewType,Other>(derived(), other.derived());
194
+ }
195
+ #endif
196
+
197
+ namespace internal {
198
+
199
+
200
+ template<int Side, typename TriangularType, typename Rhs>
201
+ struct traits<triangular_solve_retval<Side, TriangularType, Rhs> >
202
+ {
203
+ typedef typename internal::plain_matrix_type_column_major<Rhs>::type ReturnType;
204
+ };
205
+
206
+ template<int Side, typename TriangularType, typename Rhs> struct triangular_solve_retval
207
+ : public ReturnByValue<triangular_solve_retval<Side, TriangularType, Rhs> >
208
+ {
209
+ typedef typename remove_all<typename Rhs::Nested>::type RhsNestedCleaned;
210
+ typedef ReturnByValue<triangular_solve_retval> Base;
211
+
212
+ triangular_solve_retval(const TriangularType& tri, const Rhs& rhs)
213
+ : m_triangularMatrix(tri), m_rhs(rhs)
214
+ {}
215
+
216
+ inline EIGEN_CONSTEXPR Index rows() const EIGEN_NOEXCEPT { return m_rhs.rows(); }
217
+ inline EIGEN_CONSTEXPR Index cols() const EIGEN_NOEXCEPT { return m_rhs.cols(); }
218
+
219
+ template<typename Dest> inline void evalTo(Dest& dst) const
220
+ {
221
+ if(!is_same_dense(dst,m_rhs))
222
+ dst = m_rhs;
223
+ m_triangularMatrix.template solveInPlace<Side>(dst);
224
+ }
225
+
226
+ protected:
227
+ const TriangularType& m_triangularMatrix;
228
+ typename Rhs::Nested m_rhs;
229
+ };
230
+
231
+ } // namespace internal
232
+
233
+ } // end namespace Eigen
234
+
235
+ #endif // EIGEN_SOLVETRIANGULAR_H
@@ -0,0 +1,168 @@
1
+ // This file is part of Eigen, a lightweight C++ template library
2
+ // for linear algebra.
3
+ //
4
+ // Copyright (C) 2015 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_SOLVERBASE_H
11
+ #define EIGEN_SOLVERBASE_H
12
+
13
+ namespace Eigen {
14
+
15
+ namespace internal {
16
+
17
+ template<typename Derived>
18
+ struct solve_assertion {
19
+ template<bool Transpose_, typename Rhs>
20
+ static void run(const Derived& solver, const Rhs& b) { solver.template _check_solve_assertion<Transpose_>(b); }
21
+ };
22
+
23
+ template<typename Derived>
24
+ struct solve_assertion<Transpose<Derived> >
25
+ {
26
+ typedef Transpose<Derived> type;
27
+
28
+ template<bool Transpose_, typename Rhs>
29
+ static void run(const type& transpose, const Rhs& b)
30
+ {
31
+ internal::solve_assertion<typename internal::remove_all<Derived>::type>::template run<true>(transpose.nestedExpression(), b);
32
+ }
33
+ };
34
+
35
+ template<typename Scalar, typename Derived>
36
+ struct solve_assertion<CwiseUnaryOp<Eigen::internal::scalar_conjugate_op<Scalar>, const Transpose<Derived> > >
37
+ {
38
+ typedef CwiseUnaryOp<Eigen::internal::scalar_conjugate_op<Scalar>, const Transpose<Derived> > type;
39
+
40
+ template<bool Transpose_, typename Rhs>
41
+ static void run(const type& adjoint, const Rhs& b)
42
+ {
43
+ internal::solve_assertion<typename internal::remove_all<Transpose<Derived> >::type>::template run<true>(adjoint.nestedExpression(), b);
44
+ }
45
+ };
46
+ } // end namespace internal
47
+
48
+ /** \class SolverBase
49
+ * \brief A base class for matrix decomposition and solvers
50
+ *
51
+ * \tparam Derived the actual type of the decomposition/solver.
52
+ *
53
+ * Any matrix decomposition inheriting this base class provide the following API:
54
+ *
55
+ * \code
56
+ * MatrixType A, b, x;
57
+ * DecompositionType dec(A);
58
+ * x = dec.solve(b); // solve A * x = b
59
+ * x = dec.transpose().solve(b); // solve A^T * x = b
60
+ * x = dec.adjoint().solve(b); // solve A' * x = b
61
+ * \endcode
62
+ *
63
+ * \warning Currently, any other usage of transpose() and adjoint() are not supported and will produce compilation errors.
64
+ *
65
+ * \sa class PartialPivLU, class FullPivLU, class HouseholderQR, class ColPivHouseholderQR, class FullPivHouseholderQR, class CompleteOrthogonalDecomposition, class LLT, class LDLT, class SVDBase
66
+ */
67
+ template<typename Derived>
68
+ class SolverBase : public EigenBase<Derived>
69
+ {
70
+ public:
71
+
72
+ typedef EigenBase<Derived> Base;
73
+ typedef typename internal::traits<Derived>::Scalar Scalar;
74
+ typedef Scalar CoeffReturnType;
75
+
76
+ template<typename Derived_>
77
+ friend struct internal::solve_assertion;
78
+
79
+ enum {
80
+ RowsAtCompileTime = internal::traits<Derived>::RowsAtCompileTime,
81
+ ColsAtCompileTime = internal::traits<Derived>::ColsAtCompileTime,
82
+ SizeAtCompileTime = (internal::size_at_compile_time<internal::traits<Derived>::RowsAtCompileTime,
83
+ internal::traits<Derived>::ColsAtCompileTime>::ret),
84
+ MaxRowsAtCompileTime = internal::traits<Derived>::MaxRowsAtCompileTime,
85
+ MaxColsAtCompileTime = internal::traits<Derived>::MaxColsAtCompileTime,
86
+ MaxSizeAtCompileTime = (internal::size_at_compile_time<internal::traits<Derived>::MaxRowsAtCompileTime,
87
+ internal::traits<Derived>::MaxColsAtCompileTime>::ret),
88
+ IsVectorAtCompileTime = internal::traits<Derived>::MaxRowsAtCompileTime == 1
89
+ || internal::traits<Derived>::MaxColsAtCompileTime == 1,
90
+ NumDimensions = int(MaxSizeAtCompileTime) == 1 ? 0 : bool(IsVectorAtCompileTime) ? 1 : 2
91
+ };
92
+
93
+ /** Default constructor */
94
+ SolverBase()
95
+ {}
96
+
97
+ ~SolverBase()
98
+ {}
99
+
100
+ using Base::derived;
101
+
102
+ /** \returns an expression of the solution x of \f$ A x = b \f$ using the current decomposition of A.
103
+ */
104
+ template<typename Rhs>
105
+ inline const Solve<Derived, Rhs>
106
+ solve(const MatrixBase<Rhs>& b) const
107
+ {
108
+ internal::solve_assertion<typename internal::remove_all<Derived>::type>::template run<false>(derived(), b);
109
+ return Solve<Derived, Rhs>(derived(), b.derived());
110
+ }
111
+
112
+ /** \internal the return type of transpose() */
113
+ typedef typename internal::add_const<Transpose<const Derived> >::type ConstTransposeReturnType;
114
+ /** \returns an expression of the transposed of the factored matrix.
115
+ *
116
+ * A typical usage is to solve for the transposed problem A^T x = b:
117
+ * \code x = dec.transpose().solve(b); \endcode
118
+ *
119
+ * \sa adjoint(), solve()
120
+ */
121
+ inline ConstTransposeReturnType transpose() const
122
+ {
123
+ return ConstTransposeReturnType(derived());
124
+ }
125
+
126
+ /** \internal the return type of adjoint() */
127
+ typedef typename internal::conditional<NumTraits<Scalar>::IsComplex,
128
+ CwiseUnaryOp<internal::scalar_conjugate_op<Scalar>, ConstTransposeReturnType>,
129
+ ConstTransposeReturnType
130
+ >::type AdjointReturnType;
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+ /** \returns an expression of the adjoint of the factored matrix
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+ *
133
+ * A typical usage is to solve for the adjoint problem A' x = b:
134
+ * \code x = dec.adjoint().solve(b); \endcode
135
+ *
136
+ * For real scalar types, this function is equivalent to transpose().
137
+ *
138
+ * \sa transpose(), solve()
139
+ */
140
+ inline AdjointReturnType adjoint() const
141
+ {
142
+ return AdjointReturnType(derived().transpose());
143
+ }
144
+
145
+ protected:
146
+
147
+ template<bool Transpose_, typename Rhs>
148
+ void _check_solve_assertion(const Rhs& b) const {
149
+ EIGEN_ONLY_USED_FOR_DEBUG(b);
150
+ eigen_assert(derived().m_isInitialized && "Solver is not initialized.");
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+ eigen_assert((Transpose_?derived().cols():derived().rows())==b.rows() && "SolverBase::solve(): invalid number of rows of the right hand side matrix b");
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+ }
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+ };
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+
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+ namespace internal {
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+
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+ template<typename Derived>
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+ struct generic_xpr_base<Derived, MatrixXpr, SolverStorage>
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+ {
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+ typedef SolverBase<Derived> type;
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+
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+ };
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+
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+ } // end namespace internal
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+
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+ } // end namespace Eigen
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+
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+ #endif // EIGEN_SOLVERBASE_H
@@ -0,0 +1,251 @@
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+ // This file is part of Eigen, a lightweight C++ template library
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+ // for linear algebra.
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+ //
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+ // Copyright (C) 2009 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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+
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+ #ifndef EIGEN_STABLENORM_H
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+ #define EIGEN_STABLENORM_H
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+
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+ namespace Eigen {
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+
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+ namespace internal {
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+
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+ template<typename ExpressionType, typename Scalar>
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+ inline void stable_norm_kernel(const ExpressionType& bl, Scalar& ssq, Scalar& scale, Scalar& invScale)
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+ {
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+ Scalar maxCoeff = bl.cwiseAbs().maxCoeff();
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+
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+ if(maxCoeff>scale)
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+ {
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+ ssq = ssq * numext::abs2(scale/maxCoeff);
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+ Scalar tmp = Scalar(1)/maxCoeff;
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+ if(tmp > NumTraits<Scalar>::highest())
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+ {
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+ invScale = NumTraits<Scalar>::highest();
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+ scale = Scalar(1)/invScale;
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+ }
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+ else if(maxCoeff>NumTraits<Scalar>::highest()) // we got a INF
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+ {
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+ invScale = Scalar(1);
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+ scale = maxCoeff;
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+ }
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+ else
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+ {
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+ scale = maxCoeff;
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+ invScale = tmp;
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+ }
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+ }
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+ else if(maxCoeff!=maxCoeff) // we got a NaN
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+ {
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+ scale = maxCoeff;
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+ }
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+
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+ // TODO if the maxCoeff is much much smaller than the current scale,
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+ // then we can neglect this sub vector
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+ if(scale>Scalar(0)) // if scale==0, then bl is 0
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+ ssq += (bl*invScale).squaredNorm();
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+ }
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+
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+ template<typename VectorType, typename RealScalar>
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+ void stable_norm_impl_inner_step(const VectorType &vec, RealScalar& ssq, RealScalar& scale, RealScalar& invScale)
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+ {
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+ typedef typename VectorType::Scalar Scalar;
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+ const Index blockSize = 4096;
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+
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+ typedef typename internal::nested_eval<VectorType,2>::type VectorTypeCopy;
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+ typedef typename internal::remove_all<VectorTypeCopy>::type VectorTypeCopyClean;
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+ const VectorTypeCopy copy(vec);
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+
63
+ enum {
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+ CanAlign = ( (int(VectorTypeCopyClean::Flags)&DirectAccessBit)
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+ || (int(internal::evaluator<VectorTypeCopyClean>::Alignment)>0) // FIXME Alignment)>0 might not be enough
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+ ) && (blockSize*sizeof(Scalar)*2<EIGEN_STACK_ALLOCATION_LIMIT)
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+ && (EIGEN_MAX_STATIC_ALIGN_BYTES>0) // if we cannot allocate on the stack, then let's not bother about this optimization
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+ };
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+ typedef typename internal::conditional<CanAlign, Ref<const Matrix<Scalar,Dynamic,1,0,blockSize,1>, internal::evaluator<VectorTypeCopyClean>::Alignment>,
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+ typename VectorTypeCopyClean::ConstSegmentReturnType>::type SegmentWrapper;
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+ Index n = vec.size();
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+
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+ Index bi = internal::first_default_aligned(copy);
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+ if (bi>0)
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+ internal::stable_norm_kernel(copy.head(bi), ssq, scale, invScale);
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+ for (; bi<n; bi+=blockSize)
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+ internal::stable_norm_kernel(SegmentWrapper(copy.segment(bi,numext::mini(blockSize, n - bi))), ssq, scale, invScale);
78
+ }
79
+
80
+ template<typename VectorType>
81
+ typename VectorType::RealScalar
82
+ stable_norm_impl(const VectorType &vec, typename enable_if<VectorType::IsVectorAtCompileTime>::type* = 0 )
83
+ {
84
+ using std::sqrt;
85
+ using std::abs;
86
+
87
+ Index n = vec.size();
88
+
89
+ if(n==1)
90
+ return abs(vec.coeff(0));
91
+
92
+ typedef typename VectorType::RealScalar RealScalar;
93
+ RealScalar scale(0);
94
+ RealScalar invScale(1);
95
+ RealScalar ssq(0); // sum of squares
96
+
97
+ stable_norm_impl_inner_step(vec, ssq, scale, invScale);
98
+
99
+ return scale * sqrt(ssq);
100
+ }
101
+
102
+ template<typename MatrixType>
103
+ typename MatrixType::RealScalar
104
+ stable_norm_impl(const MatrixType &mat, typename enable_if<!MatrixType::IsVectorAtCompileTime>::type* = 0 )
105
+ {
106
+ using std::sqrt;
107
+
108
+ typedef typename MatrixType::RealScalar RealScalar;
109
+ RealScalar scale(0);
110
+ RealScalar invScale(1);
111
+ RealScalar ssq(0); // sum of squares
112
+
113
+ for(Index j=0; j<mat.outerSize(); ++j)
114
+ stable_norm_impl_inner_step(mat.innerVector(j), ssq, scale, invScale);
115
+ return scale * sqrt(ssq);
116
+ }
117
+
118
+ template<typename Derived>
119
+ inline typename NumTraits<typename traits<Derived>::Scalar>::Real
120
+ blueNorm_impl(const EigenBase<Derived>& _vec)
121
+ {
122
+ typedef typename Derived::RealScalar RealScalar;
123
+ using std::pow;
124
+ using std::sqrt;
125
+ using std::abs;
126
+
127
+ // This program calculates the machine-dependent constants
128
+ // bl, b2, slm, s2m, relerr overfl
129
+ // from the "basic" machine-dependent numbers
130
+ // nbig, ibeta, it, iemin, iemax, rbig.
131
+ // The following define the basic machine-dependent constants.
132
+ // For portability, the PORT subprograms "ilmaeh" and "rlmach"
133
+ // are used. For any specific computer, each of the assignment
134
+ // statements can be replaced
135
+ static const int ibeta = std::numeric_limits<RealScalar>::radix; // base for floating-point numbers
136
+ static const int it = NumTraits<RealScalar>::digits(); // number of base-beta digits in mantissa
137
+ static const int iemin = NumTraits<RealScalar>::min_exponent(); // minimum exponent
138
+ static const int iemax = NumTraits<RealScalar>::max_exponent(); // maximum exponent
139
+ static const RealScalar rbig = NumTraits<RealScalar>::highest(); // largest floating-point number
140
+ static const RealScalar b1 = RealScalar(pow(RealScalar(ibeta),RealScalar(-((1-iemin)/2)))); // lower boundary of midrange
141
+ static const RealScalar b2 = RealScalar(pow(RealScalar(ibeta),RealScalar((iemax + 1 - it)/2))); // upper boundary of midrange
142
+ static const RealScalar s1m = RealScalar(pow(RealScalar(ibeta),RealScalar((2-iemin)/2))); // scaling factor for lower range
143
+ static const RealScalar s2m = RealScalar(pow(RealScalar(ibeta),RealScalar(- ((iemax+it)/2)))); // scaling factor for upper range
144
+ static const RealScalar eps = RealScalar(pow(double(ibeta), 1-it));
145
+ static const RealScalar relerr = sqrt(eps); // tolerance for neglecting asml
146
+
147
+ const Derived& vec(_vec.derived());
148
+ Index n = vec.size();
149
+ RealScalar ab2 = b2 / RealScalar(n);
150
+ RealScalar asml = RealScalar(0);
151
+ RealScalar amed = RealScalar(0);
152
+ RealScalar abig = RealScalar(0);
153
+
154
+ for(Index j=0; j<vec.outerSize(); ++j)
155
+ {
156
+ for(typename Derived::InnerIterator iter(vec, j); iter; ++iter)
157
+ {
158
+ RealScalar ax = abs(iter.value());
159
+ if(ax > ab2) abig += numext::abs2(ax*s2m);
160
+ else if(ax < b1) asml += numext::abs2(ax*s1m);
161
+ else amed += numext::abs2(ax);
162
+ }
163
+ }
164
+ if(amed!=amed)
165
+ return amed; // we got a NaN
166
+ if(abig > RealScalar(0))
167
+ {
168
+ abig = sqrt(abig);
169
+ if(abig > rbig) // overflow, or *this contains INF values
170
+ return abig; // return INF
171
+ if(amed > RealScalar(0))
172
+ {
173
+ abig = abig/s2m;
174
+ amed = sqrt(amed);
175
+ }
176
+ else
177
+ return abig/s2m;
178
+ }
179
+ else if(asml > RealScalar(0))
180
+ {
181
+ if (amed > RealScalar(0))
182
+ {
183
+ abig = sqrt(amed);
184
+ amed = sqrt(asml) / s1m;
185
+ }
186
+ else
187
+ return sqrt(asml)/s1m;
188
+ }
189
+ else
190
+ return sqrt(amed);
191
+ asml = numext::mini(abig, amed);
192
+ abig = numext::maxi(abig, amed);
193
+ if(asml <= abig*relerr)
194
+ return abig;
195
+ else
196
+ return abig * sqrt(RealScalar(1) + numext::abs2(asml/abig));
197
+ }
198
+
199
+ } // end namespace internal
200
+
201
+ /** \returns the \em l2 norm of \c *this avoiding underflow and overflow.
202
+ * This version use a blockwise two passes algorithm:
203
+ * 1 - find the absolute largest coefficient \c s
204
+ * 2 - compute \f$ s \Vert \frac{*this}{s} \Vert \f$ in a standard way
205
+ *
206
+ * For architecture/scalar types supporting vectorization, this version
207
+ * is faster than blueNorm(). Otherwise the blueNorm() is much faster.
208
+ *
209
+ * \sa norm(), blueNorm(), hypotNorm()
210
+ */
211
+ template<typename Derived>
212
+ inline typename NumTraits<typename internal::traits<Derived>::Scalar>::Real
213
+ MatrixBase<Derived>::stableNorm() const
214
+ {
215
+ return internal::stable_norm_impl(derived());
216
+ }
217
+
218
+ /** \returns the \em l2 norm of \c *this using the Blue's algorithm.
219
+ * A Portable Fortran Program to Find the Euclidean Norm of a Vector,
220
+ * ACM TOMS, Vol 4, Issue 1, 1978.
221
+ *
222
+ * For architecture/scalar types without vectorization, this version
223
+ * is much faster than stableNorm(). Otherwise the stableNorm() is faster.
224
+ *
225
+ * \sa norm(), stableNorm(), hypotNorm()
226
+ */
227
+ template<typename Derived>
228
+ inline typename NumTraits<typename internal::traits<Derived>::Scalar>::Real
229
+ MatrixBase<Derived>::blueNorm() const
230
+ {
231
+ return internal::blueNorm_impl(*this);
232
+ }
233
+
234
+ /** \returns the \em l2 norm of \c *this avoiding undeflow and overflow.
235
+ * This version use a concatenation of hypot() calls, and it is very slow.
236
+ *
237
+ * \sa norm(), stableNorm()
238
+ */
239
+ template<typename Derived>
240
+ inline typename NumTraits<typename internal::traits<Derived>::Scalar>::Real
241
+ MatrixBase<Derived>::hypotNorm() const
242
+ {
243
+ if(size()==1)
244
+ return numext::abs(coeff(0,0));
245
+ else
246
+ return this->cwiseAbs().redux(internal::scalar_hypot_op<RealScalar>());
247
+ }
248
+
249
+ } // end namespace Eigen
250
+
251
+ #endif // EIGEN_STABLENORM_H