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
@@ -0,0 +1,682 @@
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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) 2008-2010 Gael Guennebaud <gael.guennebaud@inria.fr>
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//
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// This Source Code Form is subject to the terms of the Mozilla
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// Public License v. 2.0. If a copy of the MPL was not distributed
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// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
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#ifndef EIGEN_CHOLMODSUPPORT_H
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#define EIGEN_CHOLMODSUPPORT_H
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namespace Eigen {
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namespace internal {
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template<typename Scalar> struct cholmod_configure_matrix;
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template<> struct cholmod_configure_matrix<double> {
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template<typename CholmodType>
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static void run(CholmodType& mat) {
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mat.xtype = CHOLMOD_REAL;
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mat.dtype = CHOLMOD_DOUBLE;
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}
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};
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template<> struct cholmod_configure_matrix<std::complex<double> > {
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template<typename CholmodType>
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static void run(CholmodType& mat) {
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mat.xtype = CHOLMOD_COMPLEX;
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mat.dtype = CHOLMOD_DOUBLE;
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}
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};
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// Other scalar types are not yet supported by Cholmod
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// template<> struct cholmod_configure_matrix<float> {
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// template<typename CholmodType>
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// static void run(CholmodType& mat) {
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// mat.xtype = CHOLMOD_REAL;
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// mat.dtype = CHOLMOD_SINGLE;
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// }
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// };
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//
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// template<> struct cholmod_configure_matrix<std::complex<float> > {
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// template<typename CholmodType>
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// static void run(CholmodType& mat) {
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// mat.xtype = CHOLMOD_COMPLEX;
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// mat.dtype = CHOLMOD_SINGLE;
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// }
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// };
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} // namespace internal
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/** Wraps the Eigen sparse matrix \a mat into a Cholmod sparse matrix object.
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* Note that the data are shared.
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*/
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template<typename _Scalar, int _Options, typename _StorageIndex>
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cholmod_sparse viewAsCholmod(Ref<SparseMatrix<_Scalar,_Options,_StorageIndex> > mat)
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{
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cholmod_sparse res;
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res.nzmax = mat.nonZeros();
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res.nrow = mat.rows();
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res.ncol = mat.cols();
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res.p = mat.outerIndexPtr();
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res.i = mat.innerIndexPtr();
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res.x = mat.valuePtr();
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res.z = 0;
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res.sorted = 1;
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if(mat.isCompressed())
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{
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res.packed = 1;
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res.nz = 0;
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}
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else
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{
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res.packed = 0;
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res.nz = mat.innerNonZeroPtr();
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}
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res.dtype = 0;
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res.stype = -1;
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if (internal::is_same<_StorageIndex,int>::value)
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{
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res.itype = CHOLMOD_INT;
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}
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else if (internal::is_same<_StorageIndex,SuiteSparse_long>::value)
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{
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res.itype = CHOLMOD_LONG;
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}
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else
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{
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eigen_assert(false && "Index type not supported yet");
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}
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// setup res.xtype
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internal::cholmod_configure_matrix<_Scalar>::run(res);
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res.stype = 0;
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return res;
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}
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template<typename _Scalar, int _Options, typename _Index>
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const cholmod_sparse viewAsCholmod(const SparseMatrix<_Scalar,_Options,_Index>& mat)
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{
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cholmod_sparse res = viewAsCholmod(Ref<SparseMatrix<_Scalar,_Options,_Index> >(mat.const_cast_derived()));
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return res;
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}
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template<typename _Scalar, int _Options, typename _Index>
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const cholmod_sparse viewAsCholmod(const SparseVector<_Scalar,_Options,_Index>& mat)
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{
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cholmod_sparse res = viewAsCholmod(Ref<SparseMatrix<_Scalar,_Options,_Index> >(mat.const_cast_derived()));
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return res;
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}
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/** Returns a view of the Eigen sparse matrix \a mat as Cholmod sparse matrix.
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* The data are not copied but shared. */
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template<typename _Scalar, int _Options, typename _Index, unsigned int UpLo>
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cholmod_sparse viewAsCholmod(const SparseSelfAdjointView<const SparseMatrix<_Scalar,_Options,_Index>, UpLo>& mat)
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{
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cholmod_sparse res = viewAsCholmod(Ref<SparseMatrix<_Scalar,_Options,_Index> >(mat.matrix().const_cast_derived()));
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if(UpLo==Upper) res.stype = 1;
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if(UpLo==Lower) res.stype = -1;
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// swap stype for rowmajor matrices (only works for real matrices)
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EIGEN_STATIC_ASSERT((_Options & RowMajorBit) == 0 || NumTraits<_Scalar>::IsComplex == 0, THIS_METHOD_IS_ONLY_FOR_COLUMN_MAJOR_MATRICES);
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if(_Options & RowMajorBit) res.stype *=-1;
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return res;
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}
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/** Returns a view of the Eigen \b dense matrix \a mat as Cholmod dense matrix.
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* The data are not copied but shared. */
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template<typename Derived>
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cholmod_dense viewAsCholmod(MatrixBase<Derived>& mat)
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{
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EIGEN_STATIC_ASSERT((internal::traits<Derived>::Flags&RowMajorBit)==0,THIS_METHOD_IS_ONLY_FOR_COLUMN_MAJOR_MATRICES);
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typedef typename Derived::Scalar Scalar;
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cholmod_dense res;
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res.nrow = mat.rows();
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res.ncol = mat.cols();
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res.nzmax = res.nrow * res.ncol;
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res.d = Derived::IsVectorAtCompileTime ? mat.derived().size() : mat.derived().outerStride();
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res.x = (void*)(mat.derived().data());
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res.z = 0;
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internal::cholmod_configure_matrix<Scalar>::run(res);
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return res;
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}
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/** Returns a view of the Cholmod sparse matrix \a cm as an Eigen sparse matrix.
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* The data are not copied but shared. */
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template<typename Scalar, int Flags, typename StorageIndex>
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MappedSparseMatrix<Scalar,Flags,StorageIndex> viewAsEigen(cholmod_sparse& cm)
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{
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return MappedSparseMatrix<Scalar,Flags,StorageIndex>
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(cm.nrow, cm.ncol, static_cast<StorageIndex*>(cm.p)[cm.ncol],
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static_cast<StorageIndex*>(cm.p), static_cast<StorageIndex*>(cm.i),static_cast<Scalar*>(cm.x) );
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}
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namespace internal {
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// template specializations for int and long that call the correct cholmod method
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#define EIGEN_CHOLMOD_SPECIALIZE0(ret, name) \
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template<typename _StorageIndex> inline ret cm_ ## name (cholmod_common &Common) { return cholmod_ ## name (&Common); } \
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template<> inline ret cm_ ## name<SuiteSparse_long> (cholmod_common &Common) { return cholmod_l_ ## name (&Common); }
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#define EIGEN_CHOLMOD_SPECIALIZE1(ret, name, t1, a1) \
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template<typename _StorageIndex> inline ret cm_ ## name (t1& a1, cholmod_common &Common) { return cholmod_ ## name (&a1, &Common); } \
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template<> inline ret cm_ ## name<SuiteSparse_long> (t1& a1, cholmod_common &Common) { return cholmod_l_ ## name (&a1, &Common); }
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EIGEN_CHOLMOD_SPECIALIZE0(int, start)
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EIGEN_CHOLMOD_SPECIALIZE0(int, finish)
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EIGEN_CHOLMOD_SPECIALIZE1(int, free_factor, cholmod_factor*, L)
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EIGEN_CHOLMOD_SPECIALIZE1(int, free_dense, cholmod_dense*, X)
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EIGEN_CHOLMOD_SPECIALIZE1(int, free_sparse, cholmod_sparse*, A)
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EIGEN_CHOLMOD_SPECIALIZE1(cholmod_factor*, analyze, cholmod_sparse, A)
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template<typename _StorageIndex> inline cholmod_dense* cm_solve (int sys, cholmod_factor& L, cholmod_dense& B, cholmod_common &Common) { return cholmod_solve (sys, &L, &B, &Common); }
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template<> inline cholmod_dense* cm_solve<SuiteSparse_long> (int sys, cholmod_factor& L, cholmod_dense& B, cholmod_common &Common) { return cholmod_l_solve (sys, &L, &B, &Common); }
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template<typename _StorageIndex> inline cholmod_sparse* cm_spsolve (int sys, cholmod_factor& L, cholmod_sparse& B, cholmod_common &Common) { return cholmod_spsolve (sys, &L, &B, &Common); }
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template<> inline cholmod_sparse* cm_spsolve<SuiteSparse_long> (int sys, cholmod_factor& L, cholmod_sparse& B, cholmod_common &Common) { return cholmod_l_spsolve (sys, &L, &B, &Common); }
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template<typename _StorageIndex>
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inline int cm_factorize_p (cholmod_sparse* A, double beta[2], _StorageIndex* fset, std::size_t fsize, cholmod_factor* L, cholmod_common &Common) { return cholmod_factorize_p (A, beta, fset, fsize, L, &Common); }
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template<>
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inline int cm_factorize_p<SuiteSparse_long> (cholmod_sparse* A, double beta[2], SuiteSparse_long* fset, std::size_t fsize, cholmod_factor* L, cholmod_common &Common) { return cholmod_l_factorize_p (A, beta, fset, fsize, L, &Common); }
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#undef EIGEN_CHOLMOD_SPECIALIZE0
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#undef EIGEN_CHOLMOD_SPECIALIZE1
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} // namespace internal
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enum CholmodMode {
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CholmodAuto, CholmodSimplicialLLt, CholmodSupernodalLLt, CholmodLDLt
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};
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/** \ingroup CholmodSupport_Module
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* \class CholmodBase
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* \brief The base class for the direct Cholesky factorization of Cholmod
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* \sa class CholmodSupernodalLLT, class CholmodSimplicialLDLT, class CholmodSimplicialLLT
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*/
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template<typename _MatrixType, int _UpLo, typename Derived>
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class CholmodBase : public SparseSolverBase<Derived>
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{
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protected:
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typedef SparseSolverBase<Derived> Base;
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using Base::derived;
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using Base::m_isInitialized;
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public:
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typedef _MatrixType MatrixType;
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enum { UpLo = _UpLo };
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typedef typename MatrixType::Scalar Scalar;
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typedef typename MatrixType::RealScalar RealScalar;
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typedef MatrixType CholMatrixType;
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typedef typename MatrixType::StorageIndex StorageIndex;
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enum {
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ColsAtCompileTime = MatrixType::ColsAtCompileTime,
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MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime
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};
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public:
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CholmodBase()
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: m_cholmodFactor(0), m_info(Success), m_factorizationIsOk(false), m_analysisIsOk(false)
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{
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EIGEN_STATIC_ASSERT((internal::is_same<double,RealScalar>::value), CHOLMOD_SUPPORTS_DOUBLE_PRECISION_ONLY);
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m_shiftOffset[0] = m_shiftOffset[1] = 0.0;
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internal::cm_start<StorageIndex>(m_cholmod);
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}
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explicit CholmodBase(const MatrixType& matrix)
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: m_cholmodFactor(0), m_info(Success), m_factorizationIsOk(false), m_analysisIsOk(false)
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{
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EIGEN_STATIC_ASSERT((internal::is_same<double,RealScalar>::value), CHOLMOD_SUPPORTS_DOUBLE_PRECISION_ONLY);
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m_shiftOffset[0] = m_shiftOffset[1] = 0.0;
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internal::cm_start<StorageIndex>(m_cholmod);
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compute(matrix);
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}
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~CholmodBase()
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{
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if(m_cholmodFactor)
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internal::cm_free_factor<StorageIndex>(m_cholmodFactor, m_cholmod);
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internal::cm_finish<StorageIndex>(m_cholmod);
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}
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inline StorageIndex cols() const { return internal::convert_index<StorageIndex, Index>(m_cholmodFactor->n); }
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inline StorageIndex rows() const { return internal::convert_index<StorageIndex, Index>(m_cholmodFactor->n); }
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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 matrix.appears to be negative.
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*/
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ComputationInfo info() const
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{
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eigen_assert(m_isInitialized && "Decomposition is not initialized.");
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return m_info;
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}
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/** Computes the sparse Cholesky decomposition of \a matrix */
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Derived& compute(const MatrixType& matrix)
|
274
|
+
{
|
275
|
+
analyzePattern(matrix);
|
276
|
+
factorize(matrix);
|
277
|
+
return derived();
|
278
|
+
}
|
279
|
+
|
280
|
+
/** Performs a symbolic decomposition on the sparsity pattern of \a matrix.
|
281
|
+
*
|
282
|
+
* This function is particularly useful when solving for several problems having the same structure.
|
283
|
+
*
|
284
|
+
* \sa factorize()
|
285
|
+
*/
|
286
|
+
void analyzePattern(const MatrixType& matrix)
|
287
|
+
{
|
288
|
+
if(m_cholmodFactor)
|
289
|
+
{
|
290
|
+
internal::cm_free_factor<StorageIndex>(m_cholmodFactor, m_cholmod);
|
291
|
+
m_cholmodFactor = 0;
|
292
|
+
}
|
293
|
+
cholmod_sparse A = viewAsCholmod(matrix.template selfadjointView<UpLo>());
|
294
|
+
m_cholmodFactor = internal::cm_analyze<StorageIndex>(A, m_cholmod);
|
295
|
+
|
296
|
+
this->m_isInitialized = true;
|
297
|
+
this->m_info = Success;
|
298
|
+
m_analysisIsOk = true;
|
299
|
+
m_factorizationIsOk = false;
|
300
|
+
}
|
301
|
+
|
302
|
+
/** Performs a numeric decomposition of \a matrix
|
303
|
+
*
|
304
|
+
* The given matrix must have the same sparsity pattern as the matrix on which the symbolic decomposition has been performed.
|
305
|
+
*
|
306
|
+
* \sa analyzePattern()
|
307
|
+
*/
|
308
|
+
void factorize(const MatrixType& matrix)
|
309
|
+
{
|
310
|
+
eigen_assert(m_analysisIsOk && "You must first call analyzePattern()");
|
311
|
+
cholmod_sparse A = viewAsCholmod(matrix.template selfadjointView<UpLo>());
|
312
|
+
internal::cm_factorize_p<StorageIndex>(&A, m_shiftOffset, 0, 0, m_cholmodFactor, m_cholmod);
|
313
|
+
|
314
|
+
// If the factorization failed, minor is the column at which it did. On success minor == n.
|
315
|
+
this->m_info = (m_cholmodFactor->minor == m_cholmodFactor->n ? Success : NumericalIssue);
|
316
|
+
m_factorizationIsOk = true;
|
317
|
+
}
|
318
|
+
|
319
|
+
/** Returns a reference to the Cholmod's configuration structure to get a full control over the performed operations.
|
320
|
+
* See the Cholmod user guide for details. */
|
321
|
+
cholmod_common& cholmod() { return m_cholmod; }
|
322
|
+
|
323
|
+
#ifndef EIGEN_PARSED_BY_DOXYGEN
|
324
|
+
/** \internal */
|
325
|
+
template<typename Rhs,typename Dest>
|
326
|
+
void _solve_impl(const MatrixBase<Rhs> &b, MatrixBase<Dest> &dest) const
|
327
|
+
{
|
328
|
+
eigen_assert(m_factorizationIsOk && "The decomposition is not in a valid state for solving, you must first call either compute() or symbolic()/numeric()");
|
329
|
+
const Index size = m_cholmodFactor->n;
|
330
|
+
EIGEN_UNUSED_VARIABLE(size);
|
331
|
+
eigen_assert(size==b.rows());
|
332
|
+
|
333
|
+
// Cholmod needs column-major storage without inner-stride, which corresponds to the default behavior of Ref.
|
334
|
+
Ref<const Matrix<typename Rhs::Scalar,Dynamic,Dynamic,ColMajor> > b_ref(b.derived());
|
335
|
+
|
336
|
+
cholmod_dense b_cd = viewAsCholmod(b_ref);
|
337
|
+
cholmod_dense* x_cd = internal::cm_solve<StorageIndex>(CHOLMOD_A, *m_cholmodFactor, b_cd, m_cholmod);
|
338
|
+
if(!x_cd)
|
339
|
+
{
|
340
|
+
this->m_info = NumericalIssue;
|
341
|
+
return;
|
342
|
+
}
|
343
|
+
// TODO optimize this copy by swapping when possible (be careful with alignment, etc.)
|
344
|
+
// NOTE Actually, the copy can be avoided by calling cholmod_solve2 instead of cholmod_solve
|
345
|
+
dest = Matrix<Scalar,Dest::RowsAtCompileTime,Dest::ColsAtCompileTime>::Map(reinterpret_cast<Scalar*>(x_cd->x),b.rows(),b.cols());
|
346
|
+
internal::cm_free_dense<StorageIndex>(x_cd, m_cholmod);
|
347
|
+
}
|
348
|
+
|
349
|
+
/** \internal */
|
350
|
+
template<typename RhsDerived, typename DestDerived>
|
351
|
+
void _solve_impl(const SparseMatrixBase<RhsDerived> &b, SparseMatrixBase<DestDerived> &dest) const
|
352
|
+
{
|
353
|
+
eigen_assert(m_factorizationIsOk && "The decomposition is not in a valid state for solving, you must first call either compute() or symbolic()/numeric()");
|
354
|
+
const Index size = m_cholmodFactor->n;
|
355
|
+
EIGEN_UNUSED_VARIABLE(size);
|
356
|
+
eigen_assert(size==b.rows());
|
357
|
+
|
358
|
+
// note: cs stands for Cholmod Sparse
|
359
|
+
Ref<SparseMatrix<typename RhsDerived::Scalar,ColMajor,typename RhsDerived::StorageIndex> > b_ref(b.const_cast_derived());
|
360
|
+
cholmod_sparse b_cs = viewAsCholmod(b_ref);
|
361
|
+
cholmod_sparse* x_cs = internal::cm_spsolve<StorageIndex>(CHOLMOD_A, *m_cholmodFactor, b_cs, m_cholmod);
|
362
|
+
if(!x_cs)
|
363
|
+
{
|
364
|
+
this->m_info = NumericalIssue;
|
365
|
+
return;
|
366
|
+
}
|
367
|
+
// TODO optimize this copy by swapping when possible (be careful with alignment, etc.)
|
368
|
+
// NOTE cholmod_spsolve in fact just calls the dense solver for blocks of 4 columns at a time (similar to Eigen's sparse solver)
|
369
|
+
dest.derived() = viewAsEigen<typename DestDerived::Scalar,ColMajor,typename DestDerived::StorageIndex>(*x_cs);
|
370
|
+
internal::cm_free_sparse<StorageIndex>(x_cs, m_cholmod);
|
371
|
+
}
|
372
|
+
#endif // EIGEN_PARSED_BY_DOXYGEN
|
373
|
+
|
374
|
+
|
375
|
+
/** Sets the shift parameter that will be used to adjust the diagonal coefficients during the numerical factorization.
|
376
|
+
*
|
377
|
+
* During the numerical factorization, an offset term is added to the diagonal coefficients:\n
|
378
|
+
* \c d_ii = \a offset + \c d_ii
|
379
|
+
*
|
380
|
+
* The default is \a offset=0.
|
381
|
+
*
|
382
|
+
* \returns a reference to \c *this.
|
383
|
+
*/
|
384
|
+
Derived& setShift(const RealScalar& offset)
|
385
|
+
{
|
386
|
+
m_shiftOffset[0] = double(offset);
|
387
|
+
return derived();
|
388
|
+
}
|
389
|
+
|
390
|
+
/** \returns the determinant of the underlying matrix from the current factorization */
|
391
|
+
Scalar determinant() const
|
392
|
+
{
|
393
|
+
using std::exp;
|
394
|
+
return exp(logDeterminant());
|
395
|
+
}
|
396
|
+
|
397
|
+
/** \returns the log determinant of the underlying matrix from the current factorization */
|
398
|
+
Scalar logDeterminant() const
|
399
|
+
{
|
400
|
+
using std::log;
|
401
|
+
using numext::real;
|
402
|
+
eigen_assert(m_factorizationIsOk && "The decomposition is not in a valid state for solving, you must first call either compute() or symbolic()/numeric()");
|
403
|
+
|
404
|
+
RealScalar logDet = 0;
|
405
|
+
Scalar *x = static_cast<Scalar*>(m_cholmodFactor->x);
|
406
|
+
if (m_cholmodFactor->is_super)
|
407
|
+
{
|
408
|
+
// Supernodal factorization stored as a packed list of dense column-major blocs,
|
409
|
+
// as described by the following structure:
|
410
|
+
|
411
|
+
// super[k] == index of the first column of the j-th super node
|
412
|
+
StorageIndex *super = static_cast<StorageIndex*>(m_cholmodFactor->super);
|
413
|
+
// pi[k] == offset to the description of row indices
|
414
|
+
StorageIndex *pi = static_cast<StorageIndex*>(m_cholmodFactor->pi);
|
415
|
+
// px[k] == offset to the respective dense block
|
416
|
+
StorageIndex *px = static_cast<StorageIndex*>(m_cholmodFactor->px);
|
417
|
+
|
418
|
+
Index nb_super_nodes = m_cholmodFactor->nsuper;
|
419
|
+
for (Index k=0; k < nb_super_nodes; ++k)
|
420
|
+
{
|
421
|
+
StorageIndex ncols = super[k + 1] - super[k];
|
422
|
+
StorageIndex nrows = pi[k + 1] - pi[k];
|
423
|
+
|
424
|
+
Map<const Array<Scalar,1,Dynamic>, 0, InnerStride<> > sk(x + px[k], ncols, InnerStride<>(nrows+1));
|
425
|
+
logDet += sk.real().log().sum();
|
426
|
+
}
|
427
|
+
}
|
428
|
+
else
|
429
|
+
{
|
430
|
+
// Simplicial factorization stored as standard CSC matrix.
|
431
|
+
StorageIndex *p = static_cast<StorageIndex*>(m_cholmodFactor->p);
|
432
|
+
Index size = m_cholmodFactor->n;
|
433
|
+
for (Index k=0; k<size; ++k)
|
434
|
+
logDet += log(real( x[p[k]] ));
|
435
|
+
}
|
436
|
+
if (m_cholmodFactor->is_ll)
|
437
|
+
logDet *= 2.0;
|
438
|
+
return logDet;
|
439
|
+
};
|
440
|
+
|
441
|
+
template<typename Stream>
|
442
|
+
void dumpMemory(Stream& /*s*/)
|
443
|
+
{}
|
444
|
+
|
445
|
+
protected:
|
446
|
+
mutable cholmod_common m_cholmod;
|
447
|
+
cholmod_factor* m_cholmodFactor;
|
448
|
+
double m_shiftOffset[2];
|
449
|
+
mutable ComputationInfo m_info;
|
450
|
+
int m_factorizationIsOk;
|
451
|
+
int m_analysisIsOk;
|
452
|
+
};
|
453
|
+
|
454
|
+
/** \ingroup CholmodSupport_Module
|
455
|
+
* \class CholmodSimplicialLLT
|
456
|
+
* \brief A simplicial direct Cholesky (LLT) factorization and solver based on Cholmod
|
457
|
+
*
|
458
|
+
* This class allows to solve for A.X = B sparse linear problems via a simplicial LL^T Cholesky factorization
|
459
|
+
* using the Cholmod library.
|
460
|
+
* This simplicial variant is equivalent to Eigen's built-in SimplicialLLT class. Therefore, it has little practical interest.
|
461
|
+
* The sparse matrix A must be selfadjoint and positive definite. The vectors or matrices
|
462
|
+
* X and B can be either dense or sparse.
|
463
|
+
*
|
464
|
+
* \tparam _MatrixType the type of the sparse matrix A, it must be a SparseMatrix<>
|
465
|
+
* \tparam _UpLo the triangular part that will be used for the computations. It can be Lower
|
466
|
+
* or Upper. Default is Lower.
|
467
|
+
*
|
468
|
+
* \implsparsesolverconcept
|
469
|
+
*
|
470
|
+
* This class supports all kind of SparseMatrix<>: row or column major; upper, lower, or both; compressed or non compressed.
|
471
|
+
*
|
472
|
+
* \warning Only double precision real and complex scalar types are supported by Cholmod.
|
473
|
+
*
|
474
|
+
* \sa \ref TutorialSparseSolverConcept, class CholmodSupernodalLLT, class SimplicialLLT
|
475
|
+
*/
|
476
|
+
template<typename _MatrixType, int _UpLo = Lower>
|
477
|
+
class CholmodSimplicialLLT : public CholmodBase<_MatrixType, _UpLo, CholmodSimplicialLLT<_MatrixType, _UpLo> >
|
478
|
+
{
|
479
|
+
typedef CholmodBase<_MatrixType, _UpLo, CholmodSimplicialLLT> Base;
|
480
|
+
using Base::m_cholmod;
|
481
|
+
|
482
|
+
public:
|
483
|
+
|
484
|
+
typedef _MatrixType MatrixType;
|
485
|
+
|
486
|
+
CholmodSimplicialLLT() : Base() { init(); }
|
487
|
+
|
488
|
+
CholmodSimplicialLLT(const MatrixType& matrix) : Base()
|
489
|
+
{
|
490
|
+
init();
|
491
|
+
this->compute(matrix);
|
492
|
+
}
|
493
|
+
|
494
|
+
~CholmodSimplicialLLT() {}
|
495
|
+
protected:
|
496
|
+
void init()
|
497
|
+
{
|
498
|
+
m_cholmod.final_asis = 0;
|
499
|
+
m_cholmod.supernodal = CHOLMOD_SIMPLICIAL;
|
500
|
+
m_cholmod.final_ll = 1;
|
501
|
+
}
|
502
|
+
};
|
503
|
+
|
504
|
+
|
505
|
+
/** \ingroup CholmodSupport_Module
|
506
|
+
* \class CholmodSimplicialLDLT
|
507
|
+
* \brief A simplicial direct Cholesky (LDLT) factorization and solver based on Cholmod
|
508
|
+
*
|
509
|
+
* This class allows to solve for A.X = B sparse linear problems via a simplicial LDL^T Cholesky factorization
|
510
|
+
* using the Cholmod library.
|
511
|
+
* This simplicial variant is equivalent to Eigen's built-in SimplicialLDLT class. Therefore, it has little practical interest.
|
512
|
+
* The sparse matrix A must be selfadjoint and positive definite. The vectors or matrices
|
513
|
+
* X and B can be either dense or sparse.
|
514
|
+
*
|
515
|
+
* \tparam _MatrixType the type of the sparse matrix A, it must be a SparseMatrix<>
|
516
|
+
* \tparam _UpLo the triangular part that will be used for the computations. It can be Lower
|
517
|
+
* or Upper. Default is Lower.
|
518
|
+
*
|
519
|
+
* \implsparsesolverconcept
|
520
|
+
*
|
521
|
+
* This class supports all kind of SparseMatrix<>: row or column major; upper, lower, or both; compressed or non compressed.
|
522
|
+
*
|
523
|
+
* \warning Only double precision real and complex scalar types are supported by Cholmod.
|
524
|
+
*
|
525
|
+
* \sa \ref TutorialSparseSolverConcept, class CholmodSupernodalLLT, class SimplicialLDLT
|
526
|
+
*/
|
527
|
+
template<typename _MatrixType, int _UpLo = Lower>
|
528
|
+
class CholmodSimplicialLDLT : public CholmodBase<_MatrixType, _UpLo, CholmodSimplicialLDLT<_MatrixType, _UpLo> >
|
529
|
+
{
|
530
|
+
typedef CholmodBase<_MatrixType, _UpLo, CholmodSimplicialLDLT> Base;
|
531
|
+
using Base::m_cholmod;
|
532
|
+
|
533
|
+
public:
|
534
|
+
|
535
|
+
typedef _MatrixType MatrixType;
|
536
|
+
|
537
|
+
CholmodSimplicialLDLT() : Base() { init(); }
|
538
|
+
|
539
|
+
CholmodSimplicialLDLT(const MatrixType& matrix) : Base()
|
540
|
+
{
|
541
|
+
init();
|
542
|
+
this->compute(matrix);
|
543
|
+
}
|
544
|
+
|
545
|
+
~CholmodSimplicialLDLT() {}
|
546
|
+
protected:
|
547
|
+
void init()
|
548
|
+
{
|
549
|
+
m_cholmod.final_asis = 1;
|
550
|
+
m_cholmod.supernodal = CHOLMOD_SIMPLICIAL;
|
551
|
+
}
|
552
|
+
};
|
553
|
+
|
554
|
+
/** \ingroup CholmodSupport_Module
|
555
|
+
* \class CholmodSupernodalLLT
|
556
|
+
* \brief A supernodal Cholesky (LLT) factorization and solver based on Cholmod
|
557
|
+
*
|
558
|
+
* This class allows to solve for A.X = B sparse linear problems via a supernodal LL^T Cholesky factorization
|
559
|
+
* using the Cholmod library.
|
560
|
+
* This supernodal variant performs best on dense enough problems, e.g., 3D FEM, or very high order 2D FEM.
|
561
|
+
* The sparse matrix A must be selfadjoint and positive definite. The vectors or matrices
|
562
|
+
* X and B can be either dense or sparse.
|
563
|
+
*
|
564
|
+
* \tparam _MatrixType the type of the sparse matrix A, it must be a SparseMatrix<>
|
565
|
+
* \tparam _UpLo the triangular part that will be used for the computations. It can be Lower
|
566
|
+
* or Upper. Default is Lower.
|
567
|
+
*
|
568
|
+
* \implsparsesolverconcept
|
569
|
+
*
|
570
|
+
* This class supports all kind of SparseMatrix<>: row or column major; upper, lower, or both; compressed or non compressed.
|
571
|
+
*
|
572
|
+
* \warning Only double precision real and complex scalar types are supported by Cholmod.
|
573
|
+
*
|
574
|
+
* \sa \ref TutorialSparseSolverConcept
|
575
|
+
*/
|
576
|
+
template<typename _MatrixType, int _UpLo = Lower>
|
577
|
+
class CholmodSupernodalLLT : public CholmodBase<_MatrixType, _UpLo, CholmodSupernodalLLT<_MatrixType, _UpLo> >
|
578
|
+
{
|
579
|
+
typedef CholmodBase<_MatrixType, _UpLo, CholmodSupernodalLLT> Base;
|
580
|
+
using Base::m_cholmod;
|
581
|
+
|
582
|
+
public:
|
583
|
+
|
584
|
+
typedef _MatrixType MatrixType;
|
585
|
+
|
586
|
+
CholmodSupernodalLLT() : Base() { init(); }
|
587
|
+
|
588
|
+
CholmodSupernodalLLT(const MatrixType& matrix) : Base()
|
589
|
+
{
|
590
|
+
init();
|
591
|
+
this->compute(matrix);
|
592
|
+
}
|
593
|
+
|
594
|
+
~CholmodSupernodalLLT() {}
|
595
|
+
protected:
|
596
|
+
void init()
|
597
|
+
{
|
598
|
+
m_cholmod.final_asis = 1;
|
599
|
+
m_cholmod.supernodal = CHOLMOD_SUPERNODAL;
|
600
|
+
}
|
601
|
+
};
|
602
|
+
|
603
|
+
/** \ingroup CholmodSupport_Module
|
604
|
+
* \class CholmodDecomposition
|
605
|
+
* \brief A general Cholesky factorization and solver based on Cholmod
|
606
|
+
*
|
607
|
+
* This class allows to solve for A.X = B sparse linear problems via a LL^T or LDL^T Cholesky factorization
|
608
|
+
* using the Cholmod library. The sparse matrix A must be selfadjoint and positive definite. The vectors or matrices
|
609
|
+
* X and B can be either dense or sparse.
|
610
|
+
*
|
611
|
+
* This variant permits to change the underlying Cholesky method at runtime.
|
612
|
+
* On the other hand, it does not provide access to the result of the factorization.
|
613
|
+
* The default is to let Cholmod automatically choose between a simplicial and supernodal factorization.
|
614
|
+
*
|
615
|
+
* \tparam _MatrixType the type of the sparse matrix A, it must be a SparseMatrix<>
|
616
|
+
* \tparam _UpLo the triangular part that will be used for the computations. It can be Lower
|
617
|
+
* or Upper. Default is Lower.
|
618
|
+
*
|
619
|
+
* \implsparsesolverconcept
|
620
|
+
*
|
621
|
+
* This class supports all kind of SparseMatrix<>: row or column major; upper, lower, or both; compressed or non compressed.
|
622
|
+
*
|
623
|
+
* \warning Only double precision real and complex scalar types are supported by Cholmod.
|
624
|
+
*
|
625
|
+
* \sa \ref TutorialSparseSolverConcept
|
626
|
+
*/
|
627
|
+
template<typename _MatrixType, int _UpLo = Lower>
|
628
|
+
class CholmodDecomposition : public CholmodBase<_MatrixType, _UpLo, CholmodDecomposition<_MatrixType, _UpLo> >
|
629
|
+
{
|
630
|
+
typedef CholmodBase<_MatrixType, _UpLo, CholmodDecomposition> Base;
|
631
|
+
using Base::m_cholmod;
|
632
|
+
|
633
|
+
public:
|
634
|
+
|
635
|
+
typedef _MatrixType MatrixType;
|
636
|
+
|
637
|
+
CholmodDecomposition() : Base() { init(); }
|
638
|
+
|
639
|
+
CholmodDecomposition(const MatrixType& matrix) : Base()
|
640
|
+
{
|
641
|
+
init();
|
642
|
+
this->compute(matrix);
|
643
|
+
}
|
644
|
+
|
645
|
+
~CholmodDecomposition() {}
|
646
|
+
|
647
|
+
void setMode(CholmodMode mode)
|
648
|
+
{
|
649
|
+
switch(mode)
|
650
|
+
{
|
651
|
+
case CholmodAuto:
|
652
|
+
m_cholmod.final_asis = 1;
|
653
|
+
m_cholmod.supernodal = CHOLMOD_AUTO;
|
654
|
+
break;
|
655
|
+
case CholmodSimplicialLLt:
|
656
|
+
m_cholmod.final_asis = 0;
|
657
|
+
m_cholmod.supernodal = CHOLMOD_SIMPLICIAL;
|
658
|
+
m_cholmod.final_ll = 1;
|
659
|
+
break;
|
660
|
+
case CholmodSupernodalLLt:
|
661
|
+
m_cholmod.final_asis = 1;
|
662
|
+
m_cholmod.supernodal = CHOLMOD_SUPERNODAL;
|
663
|
+
break;
|
664
|
+
case CholmodLDLt:
|
665
|
+
m_cholmod.final_asis = 1;
|
666
|
+
m_cholmod.supernodal = CHOLMOD_SIMPLICIAL;
|
667
|
+
break;
|
668
|
+
default:
|
669
|
+
break;
|
670
|
+
}
|
671
|
+
}
|
672
|
+
protected:
|
673
|
+
void init()
|
674
|
+
{
|
675
|
+
m_cholmod.final_asis = 1;
|
676
|
+
m_cholmod.supernodal = CHOLMOD_AUTO;
|
677
|
+
}
|
678
|
+
};
|
679
|
+
|
680
|
+
} // end namespace Eigen
|
681
|
+
|
682
|
+
#endif // EIGEN_CHOLMODSUPPORT_H
|