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) 2008-2011 Gael Guennebaud <gael.guennebaud@inria.fr>
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// Copyright (C) 2009 Keir Mierle <mierle@gmail.com>
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// Copyright (C) 2009 Benoit Jacob <jacob.benoit.1@gmail.com>
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// Copyright (C) 2011 Timothy E. Holy <tim.holy@gmail.com >
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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_LDLT_H
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#define EIGEN_LDLT_H
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namespace Eigen {
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namespace internal {
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template<typename _MatrixType, int _UpLo> struct traits<LDLT<_MatrixType, _UpLo> >
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: traits<_MatrixType>
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{
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typedef MatrixXpr XprKind;
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typedef SolverStorage StorageKind;
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typedef int StorageIndex;
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enum { Flags = 0 };
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};
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template<typename MatrixType, int UpLo> struct LDLT_Traits;
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// PositiveSemiDef means positive semi-definite and non-zero; same for NegativeSemiDef
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enum SignMatrix { PositiveSemiDef, NegativeSemiDef, ZeroSign, Indefinite };
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}
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/** \ingroup Cholesky_Module
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*
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* \class LDLT
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*
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* \brief Robust Cholesky decomposition of a matrix with pivoting
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*
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* \tparam _MatrixType the type of the matrix of which to compute the LDL^T Cholesky decomposition
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* \tparam _UpLo the triangular part that will be used for the decompositon: Lower (default) or Upper.
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* The other triangular part won't be read.
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*
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* Perform a robust Cholesky decomposition of a positive semidefinite or negative semidefinite
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* matrix \f$ A \f$ such that \f$ A = P^TLDL^*P \f$, where P is a permutation matrix, L
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* is lower triangular with a unit diagonal and D is a diagonal matrix.
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*
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* The decomposition uses pivoting to ensure stability, so that D will have
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* zeros in the bottom right rank(A) - n submatrix. Avoiding the square root
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* on D also stabilizes the computation.
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*
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* Remember that Cholesky decompositions are not rank-revealing. Also, do not use a Cholesky
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* decomposition to determine whether a system of equations has a solution.
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*
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* This class supports the \link InplaceDecomposition inplace decomposition \endlink mechanism.
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*
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* \sa MatrixBase::ldlt(), SelfAdjointView::ldlt(), class LLT
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*/
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template<typename _MatrixType, int _UpLo> class LDLT
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: public SolverBase<LDLT<_MatrixType, _UpLo> >
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{
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public:
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typedef _MatrixType MatrixType;
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typedef SolverBase<LDLT> Base;
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friend class SolverBase<LDLT>;
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EIGEN_GENERIC_PUBLIC_INTERFACE(LDLT)
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enum {
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MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime,
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MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime,
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UpLo = _UpLo
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};
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typedef Matrix<Scalar, RowsAtCompileTime, 1, 0, MaxRowsAtCompileTime, 1> TmpMatrixType;
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typedef Transpositions<RowsAtCompileTime, MaxRowsAtCompileTime> TranspositionType;
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typedef PermutationMatrix<RowsAtCompileTime, MaxRowsAtCompileTime> PermutationType;
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typedef internal::LDLT_Traits<MatrixType,UpLo> Traits;
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/** \brief Default Constructor.
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*
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* The default constructor is useful in cases in which the user intends to
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* perform decompositions via LDLT::compute(const MatrixType&).
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*/
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LDLT()
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: m_matrix(),
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m_transpositions(),
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m_sign(internal::ZeroSign),
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m_isInitialized(false)
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{}
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/** \brief Default Constructor with memory preallocation
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*
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* Like the default constructor but with preallocation of the internal data
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* according to the specified problem \a size.
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* \sa LDLT()
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*/
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explicit LDLT(Index size)
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: m_matrix(size, size),
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m_transpositions(size),
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m_temporary(size),
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m_sign(internal::ZeroSign),
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m_isInitialized(false)
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{}
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/** \brief Constructor with decomposition
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*
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* This calculates the decomposition for the input \a matrix.
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*
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* \sa LDLT(Index size)
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*/
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template<typename InputType>
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explicit LDLT(const EigenBase<InputType>& matrix)
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: m_matrix(matrix.rows(), matrix.cols()),
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m_transpositions(matrix.rows()),
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m_temporary(matrix.rows()),
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m_sign(internal::ZeroSign),
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m_isInitialized(false)
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{
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compute(matrix.derived());
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}
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/** \brief Constructs a LDLT factorization from a given matrix
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*
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* This overloaded constructor is provided for \link InplaceDecomposition inplace decomposition \endlink when \c MatrixType is a Eigen::Ref.
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*
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* \sa LDLT(const EigenBase&)
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*/
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template<typename InputType>
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explicit LDLT(EigenBase<InputType>& matrix)
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: m_matrix(matrix.derived()),
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m_transpositions(matrix.rows()),
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m_temporary(matrix.rows()),
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m_sign(internal::ZeroSign),
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m_isInitialized(false)
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{
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compute(matrix.derived());
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}
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/** Clear any existing decomposition
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* \sa rankUpdate(w,sigma)
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*/
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void setZero()
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{
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m_isInitialized = false;
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}
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/** \returns a view of the upper triangular matrix U */
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inline typename Traits::MatrixU matrixU() const
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{
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eigen_assert(m_isInitialized && "LDLT is not initialized.");
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return Traits::getU(m_matrix);
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}
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/** \returns a view of the lower triangular matrix L */
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inline typename Traits::MatrixL matrixL() const
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{
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eigen_assert(m_isInitialized && "LDLT is not initialized.");
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return Traits::getL(m_matrix);
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}
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/** \returns the permutation matrix P as a transposition sequence.
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*/
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inline const TranspositionType& transpositionsP() const
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{
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eigen_assert(m_isInitialized && "LDLT is not initialized.");
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return m_transpositions;
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}
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/** \returns the coefficients of the diagonal matrix D */
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inline Diagonal<const MatrixType> vectorD() const
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{
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eigen_assert(m_isInitialized && "LDLT is not initialized.");
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return m_matrix.diagonal();
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}
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/** \returns true if the matrix is positive (semidefinite) */
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inline bool isPositive() const
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{
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eigen_assert(m_isInitialized && "LDLT is not initialized.");
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return m_sign == internal::PositiveSemiDef || m_sign == internal::ZeroSign;
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}
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/** \returns true if the matrix is negative (semidefinite) */
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inline bool isNegative(void) const
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{
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eigen_assert(m_isInitialized && "LDLT is not initialized.");
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return m_sign == internal::NegativeSemiDef || m_sign == internal::ZeroSign;
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}
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#ifdef EIGEN_PARSED_BY_DOXYGEN
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/** \returns a solution x of \f$ A x = b \f$ using the current decomposition of A.
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*
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* This function also supports in-place solves using the syntax <tt>x = decompositionObject.solve(x)</tt> .
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*
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* \note_about_checking_solutions
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*
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* More precisely, this method solves \f$ A x = b \f$ using the decomposition \f$ A = P^T L D L^* P \f$
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* by solving the systems \f$ P^T y_1 = b \f$, \f$ L y_2 = y_1 \f$, \f$ D y_3 = y_2 \f$,
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* \f$ L^* y_4 = y_3 \f$ and \f$ P x = y_4 \f$ in succession. If the matrix \f$ A \f$ is singular, then
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* \f$ D \f$ will also be singular (all the other matrices are invertible). In that case, the
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* least-square solution of \f$ D y_3 = y_2 \f$ is computed. This does not mean that this function
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* computes the least-square solution of \f$ A x = b \f$ if \f$ A \f$ is singular.
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*
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* \sa MatrixBase::ldlt(), SelfAdjointView::ldlt()
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*/
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template<typename Rhs>
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inline const Solve<LDLT, Rhs>
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solve(const MatrixBase<Rhs>& b) const;
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#endif
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template<typename Derived>
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bool solveInPlace(MatrixBase<Derived> &bAndX) const;
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template<typename InputType>
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LDLT& compute(const EigenBase<InputType>& matrix);
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/** \returns an estimate of the reciprocal condition number of the matrix of
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* which \c *this is the LDLT decomposition.
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*/
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RealScalar rcond() const
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{
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eigen_assert(m_isInitialized && "LDLT is not initialized.");
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return internal::rcond_estimate_helper(m_l1_norm, *this);
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}
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template <typename Derived>
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LDLT& rankUpdate(const MatrixBase<Derived>& w, const RealScalar& alpha=1);
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/** \returns the internal LDLT decomposition matrix
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*
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* TODO: document the storage layout
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*/
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inline const MatrixType& matrixLDLT() const
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{
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eigen_assert(m_isInitialized && "LDLT is not initialized.");
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return m_matrix;
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}
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MatrixType reconstructedMatrix() const;
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/** \returns the adjoint of \c *this, that is, a const reference to the decomposition itself as the underlying matrix is self-adjoint.
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*
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* This method is provided for compatibility with other matrix decompositions, thus enabling generic code such as:
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* \code x = decomposition.adjoint().solve(b) \endcode
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*/
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const LDLT& adjoint() const { return *this; };
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EIGEN_DEVICE_FUNC inline EIGEN_CONSTEXPR Index rows() const EIGEN_NOEXCEPT { return m_matrix.rows(); }
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EIGEN_DEVICE_FUNC inline EIGEN_CONSTEXPR Index cols() const EIGEN_NOEXCEPT { return m_matrix.cols(); }
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/** \brief Reports whether previous computation was successful.
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*
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* \returns \c Success if computation was successful,
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* \c NumericalIssue if the factorization failed because of a zero pivot.
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*/
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ComputationInfo info() const
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{
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eigen_assert(m_isInitialized && "LDLT is not initialized.");
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return m_info;
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}
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#ifndef EIGEN_PARSED_BY_DOXYGEN
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template<typename RhsType, typename DstType>
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void _solve_impl(const RhsType &rhs, DstType &dst) const;
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template<bool Conjugate, typename RhsType, typename DstType>
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void _solve_impl_transposed(const RhsType &rhs, DstType &dst) const;
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#endif
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protected:
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static void check_template_parameters()
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{
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EIGEN_STATIC_ASSERT_NON_INTEGER(Scalar);
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}
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/** \internal
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* Used to compute and store the Cholesky decomposition A = L D L^* = U^* D U.
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* The strict upper part is used during the decomposition, the strict lower
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* part correspond to the coefficients of L (its diagonal is equal to 1 and
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* is not stored), and the diagonal entries correspond to D.
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*/
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MatrixType m_matrix;
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RealScalar m_l1_norm;
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TranspositionType m_transpositions;
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TmpMatrixType m_temporary;
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internal::SignMatrix m_sign;
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bool m_isInitialized;
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ComputationInfo m_info;
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};
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namespace internal {
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template<int UpLo> struct ldlt_inplace;
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template<> struct ldlt_inplace<Lower>
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{
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template<typename MatrixType, typename TranspositionType, typename Workspace>
|
300
|
+
static bool unblocked(MatrixType& mat, TranspositionType& transpositions, Workspace& temp, SignMatrix& sign)
|
301
|
+
{
|
302
|
+
using std::abs;
|
303
|
+
typedef typename MatrixType::Scalar Scalar;
|
304
|
+
typedef typename MatrixType::RealScalar RealScalar;
|
305
|
+
typedef typename TranspositionType::StorageIndex IndexType;
|
306
|
+
eigen_assert(mat.rows()==mat.cols());
|
307
|
+
const Index size = mat.rows();
|
308
|
+
bool found_zero_pivot = false;
|
309
|
+
bool ret = true;
|
310
|
+
|
311
|
+
if (size <= 1)
|
312
|
+
{
|
313
|
+
transpositions.setIdentity();
|
314
|
+
if(size==0) sign = ZeroSign;
|
315
|
+
else if (numext::real(mat.coeff(0,0)) > static_cast<RealScalar>(0) ) sign = PositiveSemiDef;
|
316
|
+
else if (numext::real(mat.coeff(0,0)) < static_cast<RealScalar>(0)) sign = NegativeSemiDef;
|
317
|
+
else sign = ZeroSign;
|
318
|
+
return true;
|
319
|
+
}
|
320
|
+
|
321
|
+
for (Index k = 0; k < size; ++k)
|
322
|
+
{
|
323
|
+
// Find largest diagonal element
|
324
|
+
Index index_of_biggest_in_corner;
|
325
|
+
mat.diagonal().tail(size-k).cwiseAbs().maxCoeff(&index_of_biggest_in_corner);
|
326
|
+
index_of_biggest_in_corner += k;
|
327
|
+
|
328
|
+
transpositions.coeffRef(k) = IndexType(index_of_biggest_in_corner);
|
329
|
+
if(k != index_of_biggest_in_corner)
|
330
|
+
{
|
331
|
+
// apply the transposition while taking care to consider only
|
332
|
+
// the lower triangular part
|
333
|
+
Index s = size-index_of_biggest_in_corner-1; // trailing size after the biggest element
|
334
|
+
mat.row(k).head(k).swap(mat.row(index_of_biggest_in_corner).head(k));
|
335
|
+
mat.col(k).tail(s).swap(mat.col(index_of_biggest_in_corner).tail(s));
|
336
|
+
std::swap(mat.coeffRef(k,k),mat.coeffRef(index_of_biggest_in_corner,index_of_biggest_in_corner));
|
337
|
+
for(Index i=k+1;i<index_of_biggest_in_corner;++i)
|
338
|
+
{
|
339
|
+
Scalar tmp = mat.coeffRef(i,k);
|
340
|
+
mat.coeffRef(i,k) = numext::conj(mat.coeffRef(index_of_biggest_in_corner,i));
|
341
|
+
mat.coeffRef(index_of_biggest_in_corner,i) = numext::conj(tmp);
|
342
|
+
}
|
343
|
+
if(NumTraits<Scalar>::IsComplex)
|
344
|
+
mat.coeffRef(index_of_biggest_in_corner,k) = numext::conj(mat.coeff(index_of_biggest_in_corner,k));
|
345
|
+
}
|
346
|
+
|
347
|
+
// partition the matrix:
|
348
|
+
// A00 | - | -
|
349
|
+
// lu = A10 | A11 | -
|
350
|
+
// A20 | A21 | A22
|
351
|
+
Index rs = size - k - 1;
|
352
|
+
Block<MatrixType,Dynamic,1> A21(mat,k+1,k,rs,1);
|
353
|
+
Block<MatrixType,1,Dynamic> A10(mat,k,0,1,k);
|
354
|
+
Block<MatrixType,Dynamic,Dynamic> A20(mat,k+1,0,rs,k);
|
355
|
+
|
356
|
+
if(k>0)
|
357
|
+
{
|
358
|
+
temp.head(k) = mat.diagonal().real().head(k).asDiagonal() * A10.adjoint();
|
359
|
+
mat.coeffRef(k,k) -= (A10 * temp.head(k)).value();
|
360
|
+
if(rs>0)
|
361
|
+
A21.noalias() -= A20 * temp.head(k);
|
362
|
+
}
|
363
|
+
|
364
|
+
// In some previous versions of Eigen (e.g., 3.2.1), the scaling was omitted if the pivot
|
365
|
+
// was smaller than the cutoff value. However, since LDLT is not rank-revealing
|
366
|
+
// we should only make sure that we do not introduce INF or NaN values.
|
367
|
+
// Remark that LAPACK also uses 0 as the cutoff value.
|
368
|
+
RealScalar realAkk = numext::real(mat.coeffRef(k,k));
|
369
|
+
bool pivot_is_valid = (abs(realAkk) > RealScalar(0));
|
370
|
+
|
371
|
+
if(k==0 && !pivot_is_valid)
|
372
|
+
{
|
373
|
+
// The entire diagonal is zero, there is nothing more to do
|
374
|
+
// except filling the transpositions, and checking whether the matrix is zero.
|
375
|
+
sign = ZeroSign;
|
376
|
+
for(Index j = 0; j<size; ++j)
|
377
|
+
{
|
378
|
+
transpositions.coeffRef(j) = IndexType(j);
|
379
|
+
ret = ret && (mat.col(j).tail(size-j-1).array()==Scalar(0)).all();
|
380
|
+
}
|
381
|
+
return ret;
|
382
|
+
}
|
383
|
+
|
384
|
+
if((rs>0) && pivot_is_valid)
|
385
|
+
A21 /= realAkk;
|
386
|
+
else if(rs>0)
|
387
|
+
ret = ret && (A21.array()==Scalar(0)).all();
|
388
|
+
|
389
|
+
if(found_zero_pivot && pivot_is_valid) ret = false; // factorization failed
|
390
|
+
else if(!pivot_is_valid) found_zero_pivot = true;
|
391
|
+
|
392
|
+
if (sign == PositiveSemiDef) {
|
393
|
+
if (realAkk < static_cast<RealScalar>(0)) sign = Indefinite;
|
394
|
+
} else if (sign == NegativeSemiDef) {
|
395
|
+
if (realAkk > static_cast<RealScalar>(0)) sign = Indefinite;
|
396
|
+
} else if (sign == ZeroSign) {
|
397
|
+
if (realAkk > static_cast<RealScalar>(0)) sign = PositiveSemiDef;
|
398
|
+
else if (realAkk < static_cast<RealScalar>(0)) sign = NegativeSemiDef;
|
399
|
+
}
|
400
|
+
}
|
401
|
+
|
402
|
+
return ret;
|
403
|
+
}
|
404
|
+
|
405
|
+
// Reference for the algorithm: Davis and Hager, "Multiple Rank
|
406
|
+
// Modifications of a Sparse Cholesky Factorization" (Algorithm 1)
|
407
|
+
// Trivial rearrangements of their computations (Timothy E. Holy)
|
408
|
+
// allow their algorithm to work for rank-1 updates even if the
|
409
|
+
// original matrix is not of full rank.
|
410
|
+
// Here only rank-1 updates are implemented, to reduce the
|
411
|
+
// requirement for intermediate storage and improve accuracy
|
412
|
+
template<typename MatrixType, typename WDerived>
|
413
|
+
static bool updateInPlace(MatrixType& mat, MatrixBase<WDerived>& w, const typename MatrixType::RealScalar& sigma=1)
|
414
|
+
{
|
415
|
+
using numext::isfinite;
|
416
|
+
typedef typename MatrixType::Scalar Scalar;
|
417
|
+
typedef typename MatrixType::RealScalar RealScalar;
|
418
|
+
|
419
|
+
const Index size = mat.rows();
|
420
|
+
eigen_assert(mat.cols() == size && w.size()==size);
|
421
|
+
|
422
|
+
RealScalar alpha = 1;
|
423
|
+
|
424
|
+
// Apply the update
|
425
|
+
for (Index j = 0; j < size; j++)
|
426
|
+
{
|
427
|
+
// Check for termination due to an original decomposition of low-rank
|
428
|
+
if (!(isfinite)(alpha))
|
429
|
+
break;
|
430
|
+
|
431
|
+
// Update the diagonal terms
|
432
|
+
RealScalar dj = numext::real(mat.coeff(j,j));
|
433
|
+
Scalar wj = w.coeff(j);
|
434
|
+
RealScalar swj2 = sigma*numext::abs2(wj);
|
435
|
+
RealScalar gamma = dj*alpha + swj2;
|
436
|
+
|
437
|
+
mat.coeffRef(j,j) += swj2/alpha;
|
438
|
+
alpha += swj2/dj;
|
439
|
+
|
440
|
+
|
441
|
+
// Update the terms of L
|
442
|
+
Index rs = size-j-1;
|
443
|
+
w.tail(rs) -= wj * mat.col(j).tail(rs);
|
444
|
+
if(gamma != 0)
|
445
|
+
mat.col(j).tail(rs) += (sigma*numext::conj(wj)/gamma)*w.tail(rs);
|
446
|
+
}
|
447
|
+
return true;
|
448
|
+
}
|
449
|
+
|
450
|
+
template<typename MatrixType, typename TranspositionType, typename Workspace, typename WType>
|
451
|
+
static bool update(MatrixType& mat, const TranspositionType& transpositions, Workspace& tmp, const WType& w, const typename MatrixType::RealScalar& sigma=1)
|
452
|
+
{
|
453
|
+
// Apply the permutation to the input w
|
454
|
+
tmp = transpositions * w;
|
455
|
+
|
456
|
+
return ldlt_inplace<Lower>::updateInPlace(mat,tmp,sigma);
|
457
|
+
}
|
458
|
+
};
|
459
|
+
|
460
|
+
template<> struct ldlt_inplace<Upper>
|
461
|
+
{
|
462
|
+
template<typename MatrixType, typename TranspositionType, typename Workspace>
|
463
|
+
static EIGEN_STRONG_INLINE bool unblocked(MatrixType& mat, TranspositionType& transpositions, Workspace& temp, SignMatrix& sign)
|
464
|
+
{
|
465
|
+
Transpose<MatrixType> matt(mat);
|
466
|
+
return ldlt_inplace<Lower>::unblocked(matt, transpositions, temp, sign);
|
467
|
+
}
|
468
|
+
|
469
|
+
template<typename MatrixType, typename TranspositionType, typename Workspace, typename WType>
|
470
|
+
static EIGEN_STRONG_INLINE bool update(MatrixType& mat, TranspositionType& transpositions, Workspace& tmp, WType& w, const typename MatrixType::RealScalar& sigma=1)
|
471
|
+
{
|
472
|
+
Transpose<MatrixType> matt(mat);
|
473
|
+
return ldlt_inplace<Lower>::update(matt, transpositions, tmp, w.conjugate(), sigma);
|
474
|
+
}
|
475
|
+
};
|
476
|
+
|
477
|
+
template<typename MatrixType> struct LDLT_Traits<MatrixType,Lower>
|
478
|
+
{
|
479
|
+
typedef const TriangularView<const MatrixType, UnitLower> MatrixL;
|
480
|
+
typedef const TriangularView<const typename MatrixType::AdjointReturnType, UnitUpper> MatrixU;
|
481
|
+
static inline MatrixL getL(const MatrixType& m) { return MatrixL(m); }
|
482
|
+
static inline MatrixU getU(const MatrixType& m) { return MatrixU(m.adjoint()); }
|
483
|
+
};
|
484
|
+
|
485
|
+
template<typename MatrixType> struct LDLT_Traits<MatrixType,Upper>
|
486
|
+
{
|
487
|
+
typedef const TriangularView<const typename MatrixType::AdjointReturnType, UnitLower> MatrixL;
|
488
|
+
typedef const TriangularView<const MatrixType, UnitUpper> MatrixU;
|
489
|
+
static inline MatrixL getL(const MatrixType& m) { return MatrixL(m.adjoint()); }
|
490
|
+
static inline MatrixU getU(const MatrixType& m) { return MatrixU(m); }
|
491
|
+
};
|
492
|
+
|
493
|
+
} // end namespace internal
|
494
|
+
|
495
|
+
/** Compute / recompute the LDLT decomposition A = L D L^* = U^* D U of \a matrix
|
496
|
+
*/
|
497
|
+
template<typename MatrixType, int _UpLo>
|
498
|
+
template<typename InputType>
|
499
|
+
LDLT<MatrixType,_UpLo>& LDLT<MatrixType,_UpLo>::compute(const EigenBase<InputType>& a)
|
500
|
+
{
|
501
|
+
check_template_parameters();
|
502
|
+
|
503
|
+
eigen_assert(a.rows()==a.cols());
|
504
|
+
const Index size = a.rows();
|
505
|
+
|
506
|
+
m_matrix = a.derived();
|
507
|
+
|
508
|
+
// Compute matrix L1 norm = max abs column sum.
|
509
|
+
m_l1_norm = RealScalar(0);
|
510
|
+
// TODO move this code to SelfAdjointView
|
511
|
+
for (Index col = 0; col < size; ++col) {
|
512
|
+
RealScalar abs_col_sum;
|
513
|
+
if (_UpLo == Lower)
|
514
|
+
abs_col_sum = m_matrix.col(col).tail(size - col).template lpNorm<1>() + m_matrix.row(col).head(col).template lpNorm<1>();
|
515
|
+
else
|
516
|
+
abs_col_sum = m_matrix.col(col).head(col).template lpNorm<1>() + m_matrix.row(col).tail(size - col).template lpNorm<1>();
|
517
|
+
if (abs_col_sum > m_l1_norm)
|
518
|
+
m_l1_norm = abs_col_sum;
|
519
|
+
}
|
520
|
+
|
521
|
+
m_transpositions.resize(size);
|
522
|
+
m_isInitialized = false;
|
523
|
+
m_temporary.resize(size);
|
524
|
+
m_sign = internal::ZeroSign;
|
525
|
+
|
526
|
+
m_info = internal::ldlt_inplace<UpLo>::unblocked(m_matrix, m_transpositions, m_temporary, m_sign) ? Success : NumericalIssue;
|
527
|
+
|
528
|
+
m_isInitialized = true;
|
529
|
+
return *this;
|
530
|
+
}
|
531
|
+
|
532
|
+
/** Update the LDLT decomposition: given A = L D L^T, efficiently compute the decomposition of A + sigma w w^T.
|
533
|
+
* \param w a vector to be incorporated into the decomposition.
|
534
|
+
* \param sigma a scalar, +1 for updates and -1 for "downdates," which correspond to removing previously-added column vectors. Optional; default value is +1.
|
535
|
+
* \sa setZero()
|
536
|
+
*/
|
537
|
+
template<typename MatrixType, int _UpLo>
|
538
|
+
template<typename Derived>
|
539
|
+
LDLT<MatrixType,_UpLo>& LDLT<MatrixType,_UpLo>::rankUpdate(const MatrixBase<Derived>& w, const typename LDLT<MatrixType,_UpLo>::RealScalar& sigma)
|
540
|
+
{
|
541
|
+
typedef typename TranspositionType::StorageIndex IndexType;
|
542
|
+
const Index size = w.rows();
|
543
|
+
if (m_isInitialized)
|
544
|
+
{
|
545
|
+
eigen_assert(m_matrix.rows()==size);
|
546
|
+
}
|
547
|
+
else
|
548
|
+
{
|
549
|
+
m_matrix.resize(size,size);
|
550
|
+
m_matrix.setZero();
|
551
|
+
m_transpositions.resize(size);
|
552
|
+
for (Index i = 0; i < size; i++)
|
553
|
+
m_transpositions.coeffRef(i) = IndexType(i);
|
554
|
+
m_temporary.resize(size);
|
555
|
+
m_sign = sigma>=0 ? internal::PositiveSemiDef : internal::NegativeSemiDef;
|
556
|
+
m_isInitialized = true;
|
557
|
+
}
|
558
|
+
|
559
|
+
internal::ldlt_inplace<UpLo>::update(m_matrix, m_transpositions, m_temporary, w, sigma);
|
560
|
+
|
561
|
+
return *this;
|
562
|
+
}
|
563
|
+
|
564
|
+
#ifndef EIGEN_PARSED_BY_DOXYGEN
|
565
|
+
template<typename _MatrixType, int _UpLo>
|
566
|
+
template<typename RhsType, typename DstType>
|
567
|
+
void LDLT<_MatrixType,_UpLo>::_solve_impl(const RhsType &rhs, DstType &dst) const
|
568
|
+
{
|
569
|
+
_solve_impl_transposed<true>(rhs, dst);
|
570
|
+
}
|
571
|
+
|
572
|
+
template<typename _MatrixType,int _UpLo>
|
573
|
+
template<bool Conjugate, typename RhsType, typename DstType>
|
574
|
+
void LDLT<_MatrixType,_UpLo>::_solve_impl_transposed(const RhsType &rhs, DstType &dst) const
|
575
|
+
{
|
576
|
+
// dst = P b
|
577
|
+
dst = m_transpositions * rhs;
|
578
|
+
|
579
|
+
// dst = L^-1 (P b)
|
580
|
+
// dst = L^-*T (P b)
|
581
|
+
matrixL().template conjugateIf<!Conjugate>().solveInPlace(dst);
|
582
|
+
|
583
|
+
// dst = D^-* (L^-1 P b)
|
584
|
+
// dst = D^-1 (L^-*T P b)
|
585
|
+
// more precisely, use pseudo-inverse of D (see bug 241)
|
586
|
+
using std::abs;
|
587
|
+
const typename Diagonal<const MatrixType>::RealReturnType vecD(vectorD());
|
588
|
+
// In some previous versions, tolerance was set to the max of 1/highest (or rather numeric_limits::min())
|
589
|
+
// and the maximal diagonal entry * epsilon as motivated by LAPACK's xGELSS:
|
590
|
+
// RealScalar tolerance = numext::maxi(vecD.array().abs().maxCoeff() * NumTraits<RealScalar>::epsilon(),RealScalar(1) / NumTraits<RealScalar>::highest());
|
591
|
+
// However, LDLT is not rank revealing, and so adjusting the tolerance wrt to the highest
|
592
|
+
// diagonal element is not well justified and leads to numerical issues in some cases.
|
593
|
+
// Moreover, Lapack's xSYTRS routines use 0 for the tolerance.
|
594
|
+
// Using numeric_limits::min() gives us more robustness to denormals.
|
595
|
+
RealScalar tolerance = (std::numeric_limits<RealScalar>::min)();
|
596
|
+
for (Index i = 0; i < vecD.size(); ++i)
|
597
|
+
{
|
598
|
+
if(abs(vecD(i)) > tolerance)
|
599
|
+
dst.row(i) /= vecD(i);
|
600
|
+
else
|
601
|
+
dst.row(i).setZero();
|
602
|
+
}
|
603
|
+
|
604
|
+
// dst = L^-* (D^-* L^-1 P b)
|
605
|
+
// dst = L^-T (D^-1 L^-*T P b)
|
606
|
+
matrixL().transpose().template conjugateIf<Conjugate>().solveInPlace(dst);
|
607
|
+
|
608
|
+
// dst = P^T (L^-* D^-* L^-1 P b) = A^-1 b
|
609
|
+
// dst = P^-T (L^-T D^-1 L^-*T P b) = A^-1 b
|
610
|
+
dst = m_transpositions.transpose() * dst;
|
611
|
+
}
|
612
|
+
#endif
|
613
|
+
|
614
|
+
/** \internal use x = ldlt_object.solve(x);
|
615
|
+
*
|
616
|
+
* This is the \em in-place version of solve().
|
617
|
+
*
|
618
|
+
* \param bAndX represents both the right-hand side matrix b and result x.
|
619
|
+
*
|
620
|
+
* \returns true always! If you need to check for existence of solutions, use another decomposition like LU, QR, or SVD.
|
621
|
+
*
|
622
|
+
* This version avoids a copy when the right hand side matrix b is not
|
623
|
+
* needed anymore.
|
624
|
+
*
|
625
|
+
* \sa LDLT::solve(), MatrixBase::ldlt()
|
626
|
+
*/
|
627
|
+
template<typename MatrixType,int _UpLo>
|
628
|
+
template<typename Derived>
|
629
|
+
bool LDLT<MatrixType,_UpLo>::solveInPlace(MatrixBase<Derived> &bAndX) const
|
630
|
+
{
|
631
|
+
eigen_assert(m_isInitialized && "LDLT is not initialized.");
|
632
|
+
eigen_assert(m_matrix.rows() == bAndX.rows());
|
633
|
+
|
634
|
+
bAndX = this->solve(bAndX);
|
635
|
+
|
636
|
+
return true;
|
637
|
+
}
|
638
|
+
|
639
|
+
/** \returns the matrix represented by the decomposition,
|
640
|
+
* i.e., it returns the product: P^T L D L^* P.
|
641
|
+
* This function is provided for debug purpose. */
|
642
|
+
template<typename MatrixType, int _UpLo>
|
643
|
+
MatrixType LDLT<MatrixType,_UpLo>::reconstructedMatrix() const
|
644
|
+
{
|
645
|
+
eigen_assert(m_isInitialized && "LDLT is not initialized.");
|
646
|
+
const Index size = m_matrix.rows();
|
647
|
+
MatrixType res(size,size);
|
648
|
+
|
649
|
+
// P
|
650
|
+
res.setIdentity();
|
651
|
+
res = transpositionsP() * res;
|
652
|
+
// L^* P
|
653
|
+
res = matrixU() * res;
|
654
|
+
// D(L^*P)
|
655
|
+
res = vectorD().real().asDiagonal() * res;
|
656
|
+
// L(DL^*P)
|
657
|
+
res = matrixL() * res;
|
658
|
+
// P^T (LDL^*P)
|
659
|
+
res = transpositionsP().transpose() * res;
|
660
|
+
|
661
|
+
return res;
|
662
|
+
}
|
663
|
+
|
664
|
+
/** \cholesky_module
|
665
|
+
* \returns the Cholesky decomposition with full pivoting without square root of \c *this
|
666
|
+
* \sa MatrixBase::ldlt()
|
667
|
+
*/
|
668
|
+
template<typename MatrixType, unsigned int UpLo>
|
669
|
+
inline const LDLT<typename SelfAdjointView<MatrixType, UpLo>::PlainObject, UpLo>
|
670
|
+
SelfAdjointView<MatrixType, UpLo>::ldlt() const
|
671
|
+
{
|
672
|
+
return LDLT<PlainObject,UpLo>(m_matrix);
|
673
|
+
}
|
674
|
+
|
675
|
+
/** \cholesky_module
|
676
|
+
* \returns the Cholesky decomposition with full pivoting without square root of \c *this
|
677
|
+
* \sa SelfAdjointView::ldlt()
|
678
|
+
*/
|
679
|
+
template<typename Derived>
|
680
|
+
inline const LDLT<typename MatrixBase<Derived>::PlainObject>
|
681
|
+
MatrixBase<Derived>::ldlt() const
|
682
|
+
{
|
683
|
+
return LDLT<PlainObject>(derived());
|
684
|
+
}
|
685
|
+
|
686
|
+
} // end namespace Eigen
|
687
|
+
|
688
|
+
#endif // EIGEN_LDLT_H
|