@smake/eigen 1.0.2 → 1.1.1

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (435) hide show
  1. package/README.md +1 -1
  2. package/eigen/Eigen/AccelerateSupport +52 -0
  3. package/eigen/Eigen/Cholesky +18 -21
  4. package/eigen/Eigen/CholmodSupport +28 -28
  5. package/eigen/Eigen/Core +235 -326
  6. package/eigen/Eigen/Eigenvalues +16 -14
  7. package/eigen/Eigen/Geometry +21 -24
  8. package/eigen/Eigen/Householder +9 -8
  9. package/eigen/Eigen/IterativeLinearSolvers +8 -4
  10. package/eigen/Eigen/Jacobi +14 -14
  11. package/eigen/Eigen/KLUSupport +43 -0
  12. package/eigen/Eigen/LU +16 -20
  13. package/eigen/Eigen/MetisSupport +12 -12
  14. package/eigen/Eigen/OrderingMethods +54 -54
  15. package/eigen/Eigen/PaStiXSupport +23 -20
  16. package/eigen/Eigen/PardisoSupport +17 -14
  17. package/eigen/Eigen/QR +18 -21
  18. package/eigen/Eigen/QtAlignedMalloc +5 -13
  19. package/eigen/Eigen/SPQRSupport +21 -14
  20. package/eigen/Eigen/SVD +23 -18
  21. package/eigen/Eigen/Sparse +1 -4
  22. package/eigen/Eigen/SparseCholesky +18 -23
  23. package/eigen/Eigen/SparseCore +18 -17
  24. package/eigen/Eigen/SparseLU +12 -8
  25. package/eigen/Eigen/SparseQR +16 -14
  26. package/eigen/Eigen/StdDeque +5 -2
  27. package/eigen/Eigen/StdList +5 -2
  28. package/eigen/Eigen/StdVector +5 -2
  29. package/eigen/Eigen/SuperLUSupport +30 -24
  30. package/eigen/Eigen/ThreadPool +80 -0
  31. package/eigen/Eigen/UmfPackSupport +19 -17
  32. package/eigen/Eigen/Version +14 -0
  33. package/eigen/Eigen/src/AccelerateSupport/AccelerateSupport.h +423 -0
  34. package/eigen/Eigen/src/AccelerateSupport/InternalHeaderCheck.h +3 -0
  35. package/eigen/Eigen/src/Cholesky/InternalHeaderCheck.h +3 -0
  36. package/eigen/Eigen/src/Cholesky/LDLT.h +377 -401
  37. package/eigen/Eigen/src/Cholesky/LLT.h +332 -360
  38. package/eigen/Eigen/src/Cholesky/LLT_LAPACKE.h +81 -56
  39. package/eigen/Eigen/src/CholmodSupport/CholmodSupport.h +620 -521
  40. package/eigen/Eigen/src/CholmodSupport/InternalHeaderCheck.h +3 -0
  41. package/eigen/Eigen/src/Core/ArithmeticSequence.h +239 -0
  42. package/eigen/Eigen/src/Core/Array.h +341 -294
  43. package/eigen/Eigen/src/Core/ArrayBase.h +190 -203
  44. package/eigen/Eigen/src/Core/ArrayWrapper.h +127 -171
  45. package/eigen/Eigen/src/Core/Assign.h +30 -40
  46. package/eigen/Eigen/src/Core/AssignEvaluator.h +711 -589
  47. package/eigen/Eigen/src/Core/Assign_MKL.h +130 -125
  48. package/eigen/Eigen/src/Core/BandMatrix.h +268 -283
  49. package/eigen/Eigen/src/Core/Block.h +375 -398
  50. package/eigen/Eigen/src/Core/CommaInitializer.h +86 -97
  51. package/eigen/Eigen/src/Core/ConditionEstimator.h +51 -53
  52. package/eigen/Eigen/src/Core/CoreEvaluators.h +1356 -1026
  53. package/eigen/Eigen/src/Core/CoreIterators.h +73 -59
  54. package/eigen/Eigen/src/Core/CwiseBinaryOp.h +114 -132
  55. package/eigen/Eigen/src/Core/CwiseNullaryOp.h +726 -617
  56. package/eigen/Eigen/src/Core/CwiseTernaryOp.h +77 -103
  57. package/eigen/Eigen/src/Core/CwiseUnaryOp.h +56 -68
  58. package/eigen/Eigen/src/Core/CwiseUnaryView.h +132 -95
  59. package/eigen/Eigen/src/Core/DenseBase.h +632 -571
  60. package/eigen/Eigen/src/Core/DenseCoeffsBase.h +511 -624
  61. package/eigen/Eigen/src/Core/DenseStorage.h +512 -509
  62. package/eigen/Eigen/src/Core/DeviceWrapper.h +153 -0
  63. package/eigen/Eigen/src/Core/Diagonal.h +169 -210
  64. package/eigen/Eigen/src/Core/DiagonalMatrix.h +351 -274
  65. package/eigen/Eigen/src/Core/DiagonalProduct.h +12 -10
  66. package/eigen/Eigen/src/Core/Dot.h +172 -222
  67. package/eigen/Eigen/src/Core/EigenBase.h +75 -85
  68. package/eigen/Eigen/src/Core/Fill.h +138 -0
  69. package/eigen/Eigen/src/Core/FindCoeff.h +464 -0
  70. package/eigen/Eigen/src/Core/ForceAlignedAccess.h +90 -109
  71. package/eigen/Eigen/src/Core/Fuzzy.h +82 -105
  72. package/eigen/Eigen/src/Core/GeneralProduct.h +327 -263
  73. package/eigen/Eigen/src/Core/GenericPacketMath.h +1472 -360
  74. package/eigen/Eigen/src/Core/GlobalFunctions.h +194 -151
  75. package/eigen/Eigen/src/Core/IO.h +147 -139
  76. package/eigen/Eigen/src/Core/IndexedView.h +321 -0
  77. package/eigen/Eigen/src/Core/InnerProduct.h +260 -0
  78. package/eigen/Eigen/src/Core/InternalHeaderCheck.h +3 -0
  79. package/eigen/Eigen/src/Core/Inverse.h +56 -66
  80. package/eigen/Eigen/src/Core/Map.h +124 -142
  81. package/eigen/Eigen/src/Core/MapBase.h +256 -281
  82. package/eigen/Eigen/src/Core/MathFunctions.h +1620 -938
  83. package/eigen/Eigen/src/Core/MathFunctionsImpl.h +233 -71
  84. package/eigen/Eigen/src/Core/Matrix.h +491 -416
  85. package/eigen/Eigen/src/Core/MatrixBase.h +468 -453
  86. package/eigen/Eigen/src/Core/NestByValue.h +66 -85
  87. package/eigen/Eigen/src/Core/NoAlias.h +79 -85
  88. package/eigen/Eigen/src/Core/NumTraits.h +235 -148
  89. package/eigen/Eigen/src/Core/PartialReduxEvaluator.h +253 -0
  90. package/eigen/Eigen/src/Core/PermutationMatrix.h +461 -511
  91. package/eigen/Eigen/src/Core/PlainObjectBase.h +871 -894
  92. package/eigen/Eigen/src/Core/Product.h +260 -139
  93. package/eigen/Eigen/src/Core/ProductEvaluators.h +863 -714
  94. package/eigen/Eigen/src/Core/Random.h +161 -136
  95. package/eigen/Eigen/src/Core/RandomImpl.h +262 -0
  96. package/eigen/Eigen/src/Core/RealView.h +250 -0
  97. package/eigen/Eigen/src/Core/Redux.h +366 -336
  98. package/eigen/Eigen/src/Core/Ref.h +308 -209
  99. package/eigen/Eigen/src/Core/Replicate.h +94 -106
  100. package/eigen/Eigen/src/Core/Reshaped.h +398 -0
  101. package/eigen/Eigen/src/Core/ReturnByValue.h +49 -55
  102. package/eigen/Eigen/src/Core/Reverse.h +136 -145
  103. package/eigen/Eigen/src/Core/Select.h +70 -140
  104. package/eigen/Eigen/src/Core/SelfAdjointView.h +262 -285
  105. package/eigen/Eigen/src/Core/SelfCwiseBinaryOp.h +23 -20
  106. package/eigen/Eigen/src/Core/SkewSymmetricMatrix3.h +382 -0
  107. package/eigen/Eigen/src/Core/Solve.h +97 -111
  108. package/eigen/Eigen/src/Core/SolveTriangular.h +131 -129
  109. package/eigen/Eigen/src/Core/SolverBase.h +138 -101
  110. package/eigen/Eigen/src/Core/StableNorm.h +156 -160
  111. package/eigen/Eigen/src/Core/StlIterators.h +619 -0
  112. package/eigen/Eigen/src/Core/Stride.h +91 -88
  113. package/eigen/Eigen/src/Core/Swap.h +70 -38
  114. package/eigen/Eigen/src/Core/Transpose.h +295 -273
  115. package/eigen/Eigen/src/Core/Transpositions.h +272 -317
  116. package/eigen/Eigen/src/Core/TriangularMatrix.h +670 -755
  117. package/eigen/Eigen/src/Core/VectorBlock.h +59 -72
  118. package/eigen/Eigen/src/Core/VectorwiseOp.h +668 -630
  119. package/eigen/Eigen/src/Core/Visitor.h +480 -216
  120. package/eigen/Eigen/src/Core/arch/AVX/Complex.h +407 -293
  121. package/eigen/Eigen/src/Core/arch/AVX/MathFunctions.h +79 -388
  122. package/eigen/Eigen/src/Core/arch/AVX/PacketMath.h +2935 -491
  123. package/eigen/Eigen/src/Core/arch/AVX/Reductions.h +353 -0
  124. package/eigen/Eigen/src/Core/arch/AVX/TypeCasting.h +279 -22
  125. package/eigen/Eigen/src/Core/arch/AVX512/Complex.h +472 -0
  126. package/eigen/Eigen/src/Core/arch/AVX512/GemmKernel.h +1245 -0
  127. package/eigen/Eigen/src/Core/arch/AVX512/MathFunctions.h +85 -333
  128. package/eigen/Eigen/src/Core/arch/AVX512/MathFunctionsFP16.h +75 -0
  129. package/eigen/Eigen/src/Core/arch/AVX512/PacketMath.h +2490 -649
  130. package/eigen/Eigen/src/Core/arch/AVX512/PacketMathFP16.h +1413 -0
  131. package/eigen/Eigen/src/Core/arch/AVX512/Reductions.h +297 -0
  132. package/eigen/Eigen/src/Core/arch/AVX512/TrsmKernel.h +1167 -0
  133. package/eigen/Eigen/src/Core/arch/AVX512/TrsmUnrolls.inc +1219 -0
  134. package/eigen/Eigen/src/Core/arch/AVX512/TypeCasting.h +277 -0
  135. package/eigen/Eigen/src/Core/arch/AVX512/TypeCastingFP16.h +130 -0
  136. package/eigen/Eigen/src/Core/arch/AltiVec/Complex.h +521 -298
  137. package/eigen/Eigen/src/Core/arch/AltiVec/MathFunctions.h +39 -280
  138. package/eigen/Eigen/src/Core/arch/AltiVec/MatrixProduct.h +3686 -0
  139. package/eigen/Eigen/src/Core/arch/AltiVec/MatrixProductCommon.h +205 -0
  140. package/eigen/Eigen/src/Core/arch/AltiVec/MatrixProductMMA.h +901 -0
  141. package/eigen/Eigen/src/Core/arch/AltiVec/MatrixProductMMAbfloat16.h +742 -0
  142. package/eigen/Eigen/src/Core/arch/AltiVec/MatrixVectorProduct.inc +2818 -0
  143. package/eigen/Eigen/src/Core/arch/AltiVec/PacketMath.h +3391 -723
  144. package/eigen/Eigen/src/Core/arch/AltiVec/TypeCasting.h +153 -0
  145. package/eigen/Eigen/src/Core/arch/Default/BFloat16.h +866 -0
  146. package/eigen/Eigen/src/Core/arch/Default/ConjHelper.h +113 -14
  147. package/eigen/Eigen/src/Core/arch/Default/GenericPacketMathFunctions.h +2634 -0
  148. package/eigen/Eigen/src/Core/arch/Default/GenericPacketMathFunctionsFwd.h +227 -0
  149. package/eigen/Eigen/src/Core/arch/Default/Half.h +1091 -0
  150. package/eigen/Eigen/src/Core/arch/Default/Settings.h +11 -13
  151. package/eigen/Eigen/src/Core/arch/GPU/Complex.h +244 -0
  152. package/eigen/Eigen/src/Core/arch/GPU/MathFunctions.h +104 -0
  153. package/eigen/Eigen/src/Core/arch/GPU/PacketMath.h +1712 -0
  154. package/eigen/Eigen/src/Core/arch/GPU/Tuple.h +268 -0
  155. package/eigen/Eigen/src/Core/arch/GPU/TypeCasting.h +77 -0
  156. package/eigen/Eigen/src/Core/arch/HIP/hcc/math_constants.h +23 -0
  157. package/eigen/Eigen/src/Core/arch/HVX/PacketMath.h +1088 -0
  158. package/eigen/Eigen/src/Core/arch/LSX/Complex.h +520 -0
  159. package/eigen/Eigen/src/Core/arch/LSX/GeneralBlockPanelKernel.h +23 -0
  160. package/eigen/Eigen/src/Core/arch/LSX/MathFunctions.h +43 -0
  161. package/eigen/Eigen/src/Core/arch/LSX/PacketMath.h +2866 -0
  162. package/eigen/Eigen/src/Core/arch/LSX/TypeCasting.h +526 -0
  163. package/eigen/Eigen/src/Core/arch/MSA/Complex.h +620 -0
  164. package/eigen/Eigen/src/Core/arch/MSA/MathFunctions.h +379 -0
  165. package/eigen/Eigen/src/Core/arch/MSA/PacketMath.h +1237 -0
  166. package/eigen/Eigen/src/Core/arch/NEON/Complex.h +531 -289
  167. package/eigen/Eigen/src/Core/arch/NEON/GeneralBlockPanelKernel.h +243 -0
  168. package/eigen/Eigen/src/Core/arch/NEON/MathFunctions.h +50 -73
  169. package/eigen/Eigen/src/Core/arch/NEON/PacketMath.h +5915 -579
  170. package/eigen/Eigen/src/Core/arch/NEON/TypeCasting.h +1642 -0
  171. package/eigen/Eigen/src/Core/arch/NEON/UnaryFunctors.h +57 -0
  172. package/eigen/Eigen/src/Core/arch/SSE/Complex.h +366 -334
  173. package/eigen/Eigen/src/Core/arch/SSE/MathFunctions.h +40 -514
  174. package/eigen/Eigen/src/Core/arch/SSE/PacketMath.h +2164 -675
  175. package/eigen/Eigen/src/Core/arch/SSE/Reductions.h +324 -0
  176. package/eigen/Eigen/src/Core/arch/SSE/TypeCasting.h +188 -35
  177. package/eigen/Eigen/src/Core/arch/SVE/MathFunctions.h +48 -0
  178. package/eigen/Eigen/src/Core/arch/SVE/PacketMath.h +674 -0
  179. package/eigen/Eigen/src/Core/arch/SVE/TypeCasting.h +52 -0
  180. package/eigen/Eigen/src/Core/arch/SYCL/InteropHeaders.h +227 -0
  181. package/eigen/Eigen/src/Core/arch/SYCL/MathFunctions.h +303 -0
  182. package/eigen/Eigen/src/Core/arch/SYCL/PacketMath.h +576 -0
  183. package/eigen/Eigen/src/Core/arch/SYCL/TypeCasting.h +83 -0
  184. package/eigen/Eigen/src/Core/arch/ZVector/Complex.h +434 -261
  185. package/eigen/Eigen/src/Core/arch/ZVector/MathFunctions.h +160 -53
  186. package/eigen/Eigen/src/Core/arch/ZVector/PacketMath.h +1073 -605
  187. package/eigen/Eigen/src/Core/functors/AssignmentFunctors.h +123 -117
  188. package/eigen/Eigen/src/Core/functors/BinaryFunctors.h +594 -322
  189. package/eigen/Eigen/src/Core/functors/NullaryFunctors.h +204 -118
  190. package/eigen/Eigen/src/Core/functors/StlFunctors.h +110 -97
  191. package/eigen/Eigen/src/Core/functors/TernaryFunctors.h +34 -7
  192. package/eigen/Eigen/src/Core/functors/UnaryFunctors.h +1158 -530
  193. package/eigen/Eigen/src/Core/products/GeneralBlockPanelKernel.h +2329 -1333
  194. package/eigen/Eigen/src/Core/products/GeneralMatrixMatrix.h +328 -364
  195. package/eigen/Eigen/src/Core/products/GeneralMatrixMatrixTriangular.h +191 -178
  196. package/eigen/Eigen/src/Core/products/GeneralMatrixMatrixTriangular_BLAS.h +85 -82
  197. package/eigen/Eigen/src/Core/products/GeneralMatrixMatrix_BLAS.h +154 -73
  198. package/eigen/Eigen/src/Core/products/GeneralMatrixVector.h +396 -542
  199. package/eigen/Eigen/src/Core/products/GeneralMatrixVector_BLAS.h +80 -77
  200. package/eigen/Eigen/src/Core/products/Parallelizer.h +208 -92
  201. package/eigen/Eigen/src/Core/products/SelfadjointMatrixMatrix.h +331 -375
  202. package/eigen/Eigen/src/Core/products/SelfadjointMatrixMatrix_BLAS.h +206 -224
  203. package/eigen/Eigen/src/Core/products/SelfadjointMatrixVector.h +139 -146
  204. package/eigen/Eigen/src/Core/products/SelfadjointMatrixVector_BLAS.h +58 -61
  205. package/eigen/Eigen/src/Core/products/SelfadjointProduct.h +71 -71
  206. package/eigen/Eigen/src/Core/products/SelfadjointRank2Update.h +48 -46
  207. package/eigen/Eigen/src/Core/products/TriangularMatrixMatrix.h +294 -369
  208. package/eigen/Eigen/src/Core/products/TriangularMatrixMatrix_BLAS.h +246 -238
  209. package/eigen/Eigen/src/Core/products/TriangularMatrixVector.h +244 -247
  210. package/eigen/Eigen/src/Core/products/TriangularMatrixVector_BLAS.h +212 -192
  211. package/eigen/Eigen/src/Core/products/TriangularSolverMatrix.h +328 -275
  212. package/eigen/Eigen/src/Core/products/TriangularSolverMatrix_BLAS.h +108 -109
  213. package/eigen/Eigen/src/Core/products/TriangularSolverVector.h +70 -93
  214. package/eigen/Eigen/src/Core/util/Assert.h +158 -0
  215. package/eigen/Eigen/src/Core/util/BlasUtil.h +413 -290
  216. package/eigen/Eigen/src/Core/util/ConfigureVectorization.h +543 -0
  217. package/eigen/Eigen/src/Core/util/Constants.h +314 -263
  218. package/eigen/Eigen/src/Core/util/DisableStupidWarnings.h +130 -78
  219. package/eigen/Eigen/src/Core/util/EmulateArray.h +270 -0
  220. package/eigen/Eigen/src/Core/util/ForwardDeclarations.h +450 -224
  221. package/eigen/Eigen/src/Core/util/GpuHipCudaDefines.inc +101 -0
  222. package/eigen/Eigen/src/Core/util/GpuHipCudaUndefines.inc +45 -0
  223. package/eigen/Eigen/src/Core/util/IndexedViewHelper.h +487 -0
  224. package/eigen/Eigen/src/Core/util/IntegralConstant.h +279 -0
  225. package/eigen/Eigen/src/Core/util/MKL_support.h +39 -30
  226. package/eigen/Eigen/src/Core/util/Macros.h +939 -646
  227. package/eigen/Eigen/src/Core/util/MaxSizeVector.h +139 -0
  228. package/eigen/Eigen/src/Core/util/Memory.h +1042 -650
  229. package/eigen/Eigen/src/Core/util/Meta.h +618 -426
  230. package/eigen/Eigen/src/Core/util/MoreMeta.h +638 -0
  231. package/eigen/Eigen/src/Core/util/ReenableStupidWarnings.h +32 -19
  232. package/eigen/Eigen/src/Core/util/ReshapedHelper.h +51 -0
  233. package/eigen/Eigen/src/Core/util/Serializer.h +209 -0
  234. package/eigen/Eigen/src/Core/util/StaticAssert.h +51 -164
  235. package/eigen/Eigen/src/Core/util/SymbolicIndex.h +445 -0
  236. package/eigen/Eigen/src/Core/util/XprHelper.h +793 -538
  237. package/eigen/Eigen/src/Eigenvalues/ComplexEigenSolver.h +246 -277
  238. package/eigen/Eigen/src/Eigenvalues/ComplexSchur.h +299 -319
  239. package/eigen/Eigen/src/Eigenvalues/ComplexSchur_LAPACKE.h +52 -48
  240. package/eigen/Eigen/src/Eigenvalues/EigenSolver.h +413 -456
  241. package/eigen/Eigen/src/Eigenvalues/GeneralizedEigenSolver.h +309 -325
  242. package/eigen/Eigen/src/Eigenvalues/GeneralizedSelfAdjointEigenSolver.h +157 -171
  243. package/eigen/Eigen/src/Eigenvalues/HessenbergDecomposition.h +292 -310
  244. package/eigen/Eigen/src/Eigenvalues/InternalHeaderCheck.h +3 -0
  245. package/eigen/Eigen/src/Eigenvalues/MatrixBaseEigenvalues.h +91 -107
  246. package/eigen/Eigen/src/Eigenvalues/RealQZ.h +539 -606
  247. package/eigen/Eigen/src/Eigenvalues/RealSchur.h +348 -382
  248. package/eigen/Eigen/src/Eigenvalues/RealSchur_LAPACKE.h +41 -35
  249. package/eigen/Eigen/src/Eigenvalues/SelfAdjointEigenSolver.h +579 -600
  250. package/eigen/Eigen/src/Eigenvalues/SelfAdjointEigenSolver_LAPACKE.h +47 -44
  251. package/eigen/Eigen/src/Eigenvalues/Tridiagonalization.h +434 -461
  252. package/eigen/Eigen/src/Geometry/AlignedBox.h +307 -214
  253. package/eigen/Eigen/src/Geometry/AngleAxis.h +135 -137
  254. package/eigen/Eigen/src/Geometry/EulerAngles.h +163 -74
  255. package/eigen/Eigen/src/Geometry/Homogeneous.h +289 -333
  256. package/eigen/Eigen/src/Geometry/Hyperplane.h +152 -161
  257. package/eigen/Eigen/src/Geometry/InternalHeaderCheck.h +3 -0
  258. package/eigen/Eigen/src/Geometry/OrthoMethods.h +168 -145
  259. package/eigen/Eigen/src/Geometry/ParametrizedLine.h +141 -104
  260. package/eigen/Eigen/src/Geometry/Quaternion.h +595 -497
  261. package/eigen/Eigen/src/Geometry/Rotation2D.h +110 -108
  262. package/eigen/Eigen/src/Geometry/RotationBase.h +148 -145
  263. package/eigen/Eigen/src/Geometry/Scaling.h +115 -90
  264. package/eigen/Eigen/src/Geometry/Transform.h +896 -953
  265. package/eigen/Eigen/src/Geometry/Translation.h +100 -98
  266. package/eigen/Eigen/src/Geometry/Umeyama.h +79 -84
  267. package/eigen/Eigen/src/Geometry/arch/Geometry_SIMD.h +154 -0
  268. package/eigen/Eigen/src/Householder/BlockHouseholder.h +54 -42
  269. package/eigen/Eigen/src/Householder/Householder.h +104 -122
  270. package/eigen/Eigen/src/Householder/HouseholderSequence.h +416 -382
  271. package/eigen/Eigen/src/Householder/InternalHeaderCheck.h +3 -0
  272. package/eigen/Eigen/src/IterativeLinearSolvers/BasicPreconditioners.h +153 -166
  273. package/eigen/Eigen/src/IterativeLinearSolvers/BiCGSTAB.h +127 -138
  274. package/eigen/Eigen/src/IterativeLinearSolvers/ConjugateGradient.h +95 -124
  275. package/eigen/Eigen/src/IterativeLinearSolvers/IncompleteCholesky.h +269 -267
  276. package/eigen/Eigen/src/IterativeLinearSolvers/IncompleteLUT.h +246 -259
  277. package/eigen/Eigen/src/IterativeLinearSolvers/InternalHeaderCheck.h +3 -0
  278. package/eigen/Eigen/src/IterativeLinearSolvers/IterativeSolverBase.h +218 -217
  279. package/eigen/Eigen/src/IterativeLinearSolvers/LeastSquareConjugateGradient.h +80 -103
  280. package/eigen/Eigen/src/IterativeLinearSolvers/SolveWithGuess.h +59 -63
  281. package/eigen/Eigen/src/Jacobi/InternalHeaderCheck.h +3 -0
  282. package/eigen/Eigen/src/Jacobi/Jacobi.h +256 -291
  283. package/eigen/Eigen/src/KLUSupport/InternalHeaderCheck.h +3 -0
  284. package/eigen/Eigen/src/KLUSupport/KLUSupport.h +339 -0
  285. package/eigen/Eigen/src/LU/Determinant.h +60 -63
  286. package/eigen/Eigen/src/LU/FullPivLU.h +561 -626
  287. package/eigen/Eigen/src/LU/InternalHeaderCheck.h +3 -0
  288. package/eigen/Eigen/src/LU/InverseImpl.h +213 -275
  289. package/eigen/Eigen/src/LU/PartialPivLU.h +407 -435
  290. package/eigen/Eigen/src/LU/PartialPivLU_LAPACKE.h +54 -40
  291. package/eigen/Eigen/src/LU/arch/InverseSize4.h +353 -0
  292. package/eigen/Eigen/src/MetisSupport/InternalHeaderCheck.h +3 -0
  293. package/eigen/Eigen/src/MetisSupport/MetisSupport.h +81 -93
  294. package/eigen/Eigen/src/OrderingMethods/Amd.h +250 -282
  295. package/eigen/Eigen/src/OrderingMethods/Eigen_Colamd.h +950 -1103
  296. package/eigen/Eigen/src/OrderingMethods/InternalHeaderCheck.h +3 -0
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  298. package/eigen/Eigen/src/PaStiXSupport/InternalHeaderCheck.h +3 -0
  299. package/eigen/Eigen/src/PaStiXSupport/PaStiXSupport.h +524 -570
  300. package/eigen/Eigen/src/PardisoSupport/InternalHeaderCheck.h +3 -0
  301. package/eigen/Eigen/src/PardisoSupport/PardisoSupport.h +385 -429
  302. package/eigen/Eigen/src/QR/ColPivHouseholderQR.h +494 -473
  303. package/eigen/Eigen/src/QR/ColPivHouseholderQR_LAPACKE.h +120 -56
  304. package/eigen/Eigen/src/QR/CompleteOrthogonalDecomposition.h +223 -137
  305. package/eigen/Eigen/src/QR/FullPivHouseholderQR.h +517 -460
  306. package/eigen/Eigen/src/QR/HouseholderQR.h +412 -278
  307. package/eigen/Eigen/src/QR/HouseholderQR_LAPACKE.h +32 -23
  308. package/eigen/Eigen/src/QR/InternalHeaderCheck.h +3 -0
  309. package/eigen/Eigen/src/SPQRSupport/InternalHeaderCheck.h +3 -0
  310. package/eigen/Eigen/src/SPQRSupport/SuiteSparseQRSupport.h +263 -261
  311. package/eigen/Eigen/src/SVD/BDCSVD.h +872 -679
  312. package/eigen/Eigen/src/SVD/BDCSVD_LAPACKE.h +174 -0
  313. package/eigen/Eigen/src/SVD/InternalHeaderCheck.h +3 -0
  314. package/eigen/Eigen/src/SVD/JacobiSVD.h +585 -543
  315. package/eigen/Eigen/src/SVD/JacobiSVD_LAPACKE.h +85 -49
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  318. package/eigen/Eigen/src/SparseCholesky/InternalHeaderCheck.h +3 -0
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  327. package/eigen/Eigen/src/SparseCore/SparseColEtree.h +100 -112
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  329. package/eigen/Eigen/src/SparseCore/SparseCwiseBinaryOp.h +559 -347
  330. package/eigen/Eigen/src/SparseCore/SparseCwiseUnaryOp.h +100 -108
  331. package/eigen/Eigen/src/SparseCore/SparseDenseProduct.h +185 -191
  332. package/eigen/Eigen/src/SparseCore/SparseDiagonalProduct.h +71 -71
  333. package/eigen/Eigen/src/SparseCore/SparseDot.h +49 -47
  334. package/eigen/Eigen/src/SparseCore/SparseFuzzy.h +13 -11
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  336. package/eigen/Eigen/src/SparseCore/SparseMatrix.h +1614 -1142
  337. package/eigen/Eigen/src/SparseCore/SparseMatrixBase.h +403 -357
  338. package/eigen/Eigen/src/SparseCore/SparsePermutation.h +186 -115
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  344. package/eigen/Eigen/src/SparseCore/SparseSparseProductWithPruning.h +81 -95
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  347. package/eigen/Eigen/src/SparseCore/SparseUtil.h +146 -115
  348. package/eigen/Eigen/src/SparseCore/SparseVector.h +426 -372
  349. package/eigen/Eigen/src/SparseCore/SparseView.h +164 -193
  350. package/eigen/Eigen/src/SparseCore/TriangularSolver.h +129 -170
  351. package/eigen/Eigen/src/SparseLU/InternalHeaderCheck.h +3 -0
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  390. package/eigen/Eigen/src/misc/Image.h +41 -43
  391. package/eigen/Eigen/src/misc/InternalHeaderCheck.h +3 -0
  392. package/eigen/Eigen/src/misc/Kernel.h +39 -41
  393. package/eigen/Eigen/src/misc/RealSvd2x2.h +19 -21
  394. package/eigen/Eigen/src/misc/blas.h +83 -426
  395. package/eigen/Eigen/src/misc/lapacke.h +9976 -16182
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  413. package/eigen/Eigen/CMakeLists.txt +0 -19
  414. package/eigen/Eigen/src/Core/BooleanRedux.h +0 -164
  415. package/eigen/Eigen/src/Core/arch/CUDA/Complex.h +0 -103
  416. package/eigen/Eigen/src/Core/arch/CUDA/Half.h +0 -675
  417. package/eigen/Eigen/src/Core/arch/CUDA/MathFunctions.h +0 -91
  418. package/eigen/Eigen/src/Core/arch/CUDA/PacketMath.h +0 -333
  419. package/eigen/Eigen/src/Core/arch/CUDA/PacketMathHalf.h +0 -1124
  420. package/eigen/Eigen/src/Core/arch/CUDA/TypeCasting.h +0 -212
  421. package/eigen/Eigen/src/Core/util/NonMPL2.h +0 -3
  422. package/eigen/Eigen/src/Geometry/arch/Geometry_SSE.h +0 -161
  423. package/eigen/Eigen/src/LU/arch/Inverse_SSE.h +0 -338
  424. package/eigen/Eigen/src/SparseCore/MappedSparseMatrix.h +0 -67
  425. package/eigen/Eigen/src/SparseLU/SparseLU_gemm_kernel.h +0 -280
  426. package/eigen/Eigen/src/misc/lapack.h +0 -152
  427. package/eigen/Eigen/src/plugins/ArrayCwiseBinaryOps.h +0 -332
  428. package/eigen/Eigen/src/plugins/ArrayCwiseUnaryOps.h +0 -552
  429. package/eigen/Eigen/src/plugins/BlockMethods.h +0 -1058
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  434. package/lib/eigen.d.ts +0 -2
  435. package/lib/eigen.js +0 -15
@@ -16,7 +16,74 @@
16
16
  #ifndef EIGEN_SVDBASE_H
17
17
  #define EIGEN_SVDBASE_H
18
18
 
19
+ // IWYU pragma: private
20
+ #include "./InternalHeaderCheck.h"
21
+
19
22
  namespace Eigen {
23
+
24
+ namespace internal {
25
+
26
+ enum OptionsMasks {
27
+ QRPreconditionerBits = NoQRPreconditioner | HouseholderQRPreconditioner | ColPivHouseholderQRPreconditioner |
28
+ FullPivHouseholderQRPreconditioner,
29
+ ComputationOptionsBits = ComputeThinU | ComputeFullU | ComputeThinV | ComputeFullV
30
+ };
31
+
32
+ constexpr int get_qr_preconditioner(int options) { return options & QRPreconditionerBits; }
33
+
34
+ constexpr int get_computation_options(int options) { return options & ComputationOptionsBits; }
35
+
36
+ constexpr bool should_svd_compute_thin_u(int options) { return (options & ComputeThinU) != 0; }
37
+ constexpr bool should_svd_compute_full_u(int options) { return (options & ComputeFullU) != 0; }
38
+ constexpr bool should_svd_compute_thin_v(int options) { return (options & ComputeThinV) != 0; }
39
+ constexpr bool should_svd_compute_full_v(int options) { return (options & ComputeFullV) != 0; }
40
+
41
+ template <typename MatrixType, int Options>
42
+ void check_svd_options_assertions(unsigned int computationOptions, Index rows, Index cols) {
43
+ EIGEN_STATIC_ASSERT((Options & ComputationOptionsBits) == 0,
44
+ "SVDBase: Cannot request U or V using both static and runtime options, even if they match. "
45
+ "Requesting unitaries at runtime is DEPRECATED: "
46
+ "Prefer requesting unitaries statically, using the Options template parameter.");
47
+ eigen_assert(
48
+ !(should_svd_compute_thin_u(computationOptions) && cols < rows && MatrixType::RowsAtCompileTime != Dynamic) &&
49
+ !(should_svd_compute_thin_v(computationOptions) && rows < cols && MatrixType::ColsAtCompileTime != Dynamic) &&
50
+ "SVDBase: If thin U is requested at runtime, your matrix must have more rows than columns or a dynamic number of "
51
+ "rows."
52
+ "Similarly, if thin V is requested at runtime, you matrix must have more columns than rows or a dynamic number "
53
+ "of columns.");
54
+ (void)computationOptions;
55
+ (void)rows;
56
+ (void)cols;
57
+ }
58
+
59
+ template <typename Derived>
60
+ struct traits<SVDBase<Derived> > : traits<Derived> {
61
+ typedef MatrixXpr XprKind;
62
+ typedef SolverStorage StorageKind;
63
+ typedef int StorageIndex;
64
+ enum { Flags = 0 };
65
+ };
66
+
67
+ template <typename MatrixType, int Options_>
68
+ struct svd_traits : traits<MatrixType> {
69
+ static constexpr int Options = Options_;
70
+ static constexpr bool ShouldComputeFullU = internal::should_svd_compute_full_u(Options);
71
+ static constexpr bool ShouldComputeThinU = internal::should_svd_compute_thin_u(Options);
72
+ static constexpr bool ShouldComputeFullV = internal::should_svd_compute_full_v(Options);
73
+ static constexpr bool ShouldComputeThinV = internal::should_svd_compute_thin_v(Options);
74
+ enum {
75
+ DiagSizeAtCompileTime =
76
+ internal::min_size_prefer_dynamic(MatrixType::RowsAtCompileTime, MatrixType::ColsAtCompileTime),
77
+ MaxDiagSizeAtCompileTime =
78
+ internal::min_size_prefer_dynamic(MatrixType::MaxRowsAtCompileTime, MatrixType::MaxColsAtCompileTime),
79
+ MatrixUColsAtCompileTime = ShouldComputeThinU ? DiagSizeAtCompileTime : MatrixType::RowsAtCompileTime,
80
+ MatrixVColsAtCompileTime = ShouldComputeThinV ? DiagSizeAtCompileTime : MatrixType::ColsAtCompileTime,
81
+ MatrixUMaxColsAtCompileTime = ShouldComputeThinU ? MaxDiagSizeAtCompileTime : MatrixType::MaxRowsAtCompileTime,
82
+ MatrixVMaxColsAtCompileTime = ShouldComputeThinV ? MaxDiagSizeAtCompileTime : MatrixType::MaxColsAtCompileTime
83
+ };
84
+ };
85
+ } // namespace internal
86
+
20
87
  /** \ingroup SVD_Module
21
88
  *
22
89
  *
@@ -28,61 +95,83 @@ namespace Eigen {
28
95
  *
29
96
  * SVD decomposition consists in decomposing any n-by-p matrix \a A as a product
30
97
  * \f[ A = U S V^* \f]
31
- * where \a U is a n-by-n unitary, \a V is a p-by-p unitary, and \a S is a n-by-p real positive matrix which is zero outside of its main diagonal;
32
- * the diagonal entries of S are known as the \em singular \em values of \a A and the columns of \a U and \a V are known as the left
33
- * and right \em singular \em vectors of \a A respectively.
98
+ * where \a U is a n-by-n unitary, \a V is a p-by-p unitary, and \a S is a n-by-p real positive matrix which is zero
99
+ * outside of its main diagonal; the diagonal entries of S are known as the \em singular \em values of \a A and the
100
+ * columns of \a U and \a V are known as the left and right \em singular \em vectors of \a A respectively.
34
101
  *
35
102
  * Singular values are always sorted in decreasing order.
36
103
  *
37
- *
38
- * You can ask for only \em thin \a U or \a V to be computed, meaning the following. In case of a rectangular n-by-p matrix, letting \a m be the
39
- * smaller value among \a n and \a p, there are only \a m singular vectors; the remaining columns of \a U and \a V do not correspond to actual
40
- * singular vectors. Asking for \em thin \a U or \a V means asking for only their \a m first columns to be formed. So \a U is then a n-by-m matrix,
41
- * and \a V is then a p-by-m matrix. Notice that thin \a U and \a V are all you need for (least squares) solving.
42
- *
43
- * If the input matrix has inf or nan coefficients, the result of the computation is undefined, but the computation is guaranteed to
44
- * terminate in finite (and reasonable) time.
45
- * \sa class BDCSVD, class JacobiSVD
104
+ *
105
+ * You can ask for only \em thin \a U or \a V to be computed, meaning the following. In case of a rectangular n-by-p
106
+ * matrix, letting \a m be the smaller value among \a n and \a p, there are only \a m singular vectors; the remaining
107
+ * columns of \a U and \a V do not correspond to actual singular vectors. Asking for \em thin \a U or \a V means asking
108
+ * for only their \a m first columns to be formed. So \a U is then a n-by-m matrix, and \a V is then a p-by-m matrix.
109
+ * Notice that thin \a U and \a V are all you need for (least squares) solving.
110
+ *
111
+ * The status of the computation can be retrieved using the \a info() method. Unless \a info() returns \a Success, the
112
+ * results should be not considered well defined.
113
+ *
114
+ * If the input matrix has inf or nan coefficients, the result of the computation is undefined, and \a info() will
115
+ * return \a InvalidInput, but the computation is guaranteed to terminate in finite (and reasonable) time. \sa class
116
+ * BDCSVD, class JacobiSVD
46
117
  */
47
- template<typename Derived>
48
- class SVDBase
49
- {
118
+ template <typename Derived>
119
+ class SVDBase : public SolverBase<SVDBase<Derived> > {
120
+ public:
121
+ template <typename Derived_>
122
+ friend struct internal::solve_assertion;
50
123
 
51
- public:
52
124
  typedef typename internal::traits<Derived>::MatrixType MatrixType;
53
125
  typedef typename MatrixType::Scalar Scalar;
54
126
  typedef typename NumTraits<typename MatrixType::Scalar>::Real RealScalar;
55
- typedef typename MatrixType::StorageIndex StorageIndex;
56
- typedef Eigen::Index Index; ///< \deprecated since Eigen 3.3
127
+ typedef typename Eigen::internal::traits<SVDBase>::StorageIndex StorageIndex;
128
+
129
+ static constexpr bool ShouldComputeFullU = internal::traits<Derived>::ShouldComputeFullU;
130
+ static constexpr bool ShouldComputeThinU = internal::traits<Derived>::ShouldComputeThinU;
131
+ static constexpr bool ShouldComputeFullV = internal::traits<Derived>::ShouldComputeFullV;
132
+ static constexpr bool ShouldComputeThinV = internal::traits<Derived>::ShouldComputeThinV;
133
+
57
134
  enum {
58
135
  RowsAtCompileTime = MatrixType::RowsAtCompileTime,
59
136
  ColsAtCompileTime = MatrixType::ColsAtCompileTime,
60
- DiagSizeAtCompileTime = EIGEN_SIZE_MIN_PREFER_DYNAMIC(RowsAtCompileTime,ColsAtCompileTime),
137
+ DiagSizeAtCompileTime = internal::min_size_prefer_dynamic(RowsAtCompileTime, ColsAtCompileTime),
61
138
  MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime,
62
139
  MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime,
63
- MaxDiagSizeAtCompileTime = EIGEN_SIZE_MIN_PREFER_FIXED(MaxRowsAtCompileTime,MaxColsAtCompileTime),
64
- MatrixOptions = MatrixType::Options
140
+ MaxDiagSizeAtCompileTime = internal::min_size_prefer_fixed(MaxRowsAtCompileTime, MaxColsAtCompileTime),
141
+ MatrixOptions = internal::traits<MatrixType>::Options,
142
+ MatrixUColsAtCompileTime = internal::traits<Derived>::MatrixUColsAtCompileTime,
143
+ MatrixVColsAtCompileTime = internal::traits<Derived>::MatrixVColsAtCompileTime,
144
+ MatrixUMaxColsAtCompileTime = internal::traits<Derived>::MatrixUMaxColsAtCompileTime,
145
+ MatrixVMaxColsAtCompileTime = internal::traits<Derived>::MatrixVMaxColsAtCompileTime
65
146
  };
66
147
 
67
- typedef Matrix<Scalar, RowsAtCompileTime, RowsAtCompileTime, MatrixOptions, MaxRowsAtCompileTime, MaxRowsAtCompileTime> MatrixUType;
68
- typedef Matrix<Scalar, ColsAtCompileTime, ColsAtCompileTime, MatrixOptions, MaxColsAtCompileTime, MaxColsAtCompileTime> MatrixVType;
148
+ EIGEN_STATIC_ASSERT(!(ShouldComputeFullU && ShouldComputeThinU), "SVDBase: Cannot request both full and thin U")
149
+ EIGEN_STATIC_ASSERT(!(ShouldComputeFullV && ShouldComputeThinV), "SVDBase: Cannot request both full and thin V")
150
+
151
+ typedef
152
+ typename internal::make_proper_matrix_type<Scalar, RowsAtCompileTime, MatrixUColsAtCompileTime, MatrixOptions,
153
+ MaxRowsAtCompileTime, MatrixUMaxColsAtCompileTime>::type MatrixUType;
154
+ typedef
155
+ typename internal::make_proper_matrix_type<Scalar, ColsAtCompileTime, MatrixVColsAtCompileTime, MatrixOptions,
156
+ MaxColsAtCompileTime, MatrixVMaxColsAtCompileTime>::type MatrixVType;
157
+
69
158
  typedef typename internal::plain_diag_type<MatrixType, RealScalar>::type SingularValuesType;
70
-
159
+
71
160
  Derived& derived() { return *static_cast<Derived*>(this); }
72
161
  const Derived& derived() const { return *static_cast<const Derived*>(this); }
73
162
 
74
163
  /** \returns the \a U matrix.
75
164
  *
76
165
  * For the SVD decomposition of a n-by-p matrix, letting \a m be the minimum of \a n and \a p,
77
- * the U matrix is n-by-n if you asked for \link Eigen::ComputeFullU ComputeFullU \endlink, and is n-by-m if you asked for \link Eigen::ComputeThinU ComputeThinU \endlink.
166
+ * the U matrix is n-by-n if you asked for \link Eigen::ComputeFullU ComputeFullU \endlink, and is n-by-m if you asked
167
+ * for \link Eigen::ComputeThinU ComputeThinU \endlink.
78
168
  *
79
169
  * The \a m first columns of \a U are the left singular vectors of the matrix being decomposed.
80
170
  *
81
171
  * This method asserts that you asked for \a U to be computed.
82
172
  */
83
- const MatrixUType& matrixU() const
84
- {
85
- eigen_assert(m_isInitialized && "SVD is not initialized.");
173
+ const MatrixUType& matrixU() const {
174
+ _check_compute_assertions();
86
175
  eigen_assert(computeU() && "This SVD decomposition didn't compute U. Did you ask for it?");
87
176
  return m_matrixU;
88
177
  }
@@ -90,15 +179,15 @@ public:
90
179
  /** \returns the \a V matrix.
91
180
  *
92
181
  * For the SVD decomposition of a n-by-p matrix, letting \a m be the minimum of \a n and \a p,
93
- * the V matrix is p-by-p if you asked for \link Eigen::ComputeFullV ComputeFullV \endlink, and is p-by-m if you asked for \link Eigen::ComputeThinV ComputeThinV \endlink.
182
+ * the V matrix is p-by-p if you asked for \link Eigen::ComputeFullV ComputeFullV \endlink, and is p-by-m if you asked
183
+ * for \link Eigen::ComputeThinV ComputeThinV \endlink.
94
184
  *
95
185
  * The \a m first columns of \a V are the right singular vectors of the matrix being decomposed.
96
186
  *
97
187
  * This method asserts that you asked for \a V to be computed.
98
188
  */
99
- const MatrixVType& matrixV() const
100
- {
101
- eigen_assert(m_isInitialized && "SVD is not initialized.");
189
+ const MatrixVType& matrixV() const {
190
+ _check_compute_assertions();
102
191
  eigen_assert(computeV() && "This SVD decomposition didn't compute V. Did you ask for it?");
103
192
  return m_matrixV;
104
193
  }
@@ -108,82 +197,76 @@ public:
108
197
  * For the SVD decomposition of a n-by-p matrix, letting \a m be the minimum of \a n and \a p, the
109
198
  * returned vector has size \a m. Singular values are always sorted in decreasing order.
110
199
  */
111
- const SingularValuesType& singularValues() const
112
- {
113
- eigen_assert(m_isInitialized && "SVD is not initialized.");
200
+ const SingularValuesType& singularValues() const {
201
+ _check_compute_assertions();
114
202
  return m_singularValues;
115
203
  }
116
204
 
117
205
  /** \returns the number of singular values that are not exactly 0 */
118
- Index nonzeroSingularValues() const
119
- {
120
- eigen_assert(m_isInitialized && "SVD is not initialized.");
206
+ Index nonzeroSingularValues() const {
207
+ _check_compute_assertions();
121
208
  return m_nonzeroSingularValues;
122
209
  }
123
-
210
+
124
211
  /** \returns the rank of the matrix of which \c *this is the SVD.
125
- *
126
- * \note This method has to determine which singular values should be considered nonzero.
127
- * For that, it uses the threshold value that you can control by calling
128
- * setThreshold(const RealScalar&).
129
- */
130
- inline Index rank() const
131
- {
212
+ *
213
+ * \note This method has to determine which singular values should be considered nonzero.
214
+ * For that, it uses the threshold value that you can control by calling
215
+ * setThreshold(const RealScalar&).
216
+ */
217
+ inline Index rank() const {
132
218
  using std::abs;
133
- eigen_assert(m_isInitialized && "JacobiSVD is not initialized.");
134
- if(m_singularValues.size()==0) return 0;
135
- RealScalar premultiplied_threshold = numext::maxi<RealScalar>(m_singularValues.coeff(0) * threshold(), (std::numeric_limits<RealScalar>::min)());
136
- Index i = m_nonzeroSingularValues-1;
137
- while(i>=0 && m_singularValues.coeff(i) < premultiplied_threshold) --i;
138
- return i+1;
219
+ _check_compute_assertions();
220
+ if (m_singularValues.size() == 0) return 0;
221
+ RealScalar premultiplied_threshold =
222
+ numext::maxi<RealScalar>(m_singularValues.coeff(0) * threshold(), (std::numeric_limits<RealScalar>::min)());
223
+ Index i = m_nonzeroSingularValues - 1;
224
+ while (i >= 0 && m_singularValues.coeff(i) < premultiplied_threshold) --i;
225
+ return i + 1;
139
226
  }
140
-
227
+
141
228
  /** Allows to prescribe a threshold to be used by certain methods, such as rank() and solve(),
142
- * which need to determine when singular values are to be considered nonzero.
143
- * This is not used for the SVD decomposition itself.
144
- *
145
- * When it needs to get the threshold value, Eigen calls threshold().
146
- * The default is \c NumTraits<Scalar>::epsilon()
147
- *
148
- * \param threshold The new value to use as the threshold.
149
- *
150
- * A singular value will be considered nonzero if its value is strictly greater than
151
- * \f$ \vert singular value \vert \leqslant threshold \times \vert max singular value \vert \f$.
152
- *
153
- * If you want to come back to the default behavior, call setThreshold(Default_t)
154
- */
155
- Derived& setThreshold(const RealScalar& threshold)
156
- {
229
+ * which need to determine when singular values are to be considered nonzero.
230
+ * This is not used for the SVD decomposition itself.
231
+ *
232
+ * When it needs to get the threshold value, Eigen calls threshold().
233
+ * The default is \c NumTraits<Scalar>::epsilon()
234
+ *
235
+ * \param threshold The new value to use as the threshold.
236
+ *
237
+ * A singular value will be considered nonzero if its value is strictly greater than
238
+ * \f$ \vert singular value \vert \leqslant threshold \times \vert max singular value \vert \f$.
239
+ *
240
+ * If you want to come back to the default behavior, call setThreshold(Default_t)
241
+ */
242
+ Derived& setThreshold(const RealScalar& threshold) {
157
243
  m_usePrescribedThreshold = true;
158
244
  m_prescribedThreshold = threshold;
159
245
  return derived();
160
246
  }
161
247
 
162
248
  /** Allows to come back to the default behavior, letting Eigen use its default formula for
163
- * determining the threshold.
164
- *
165
- * You should pass the special object Eigen::Default as parameter here.
166
- * \code svd.setThreshold(Eigen::Default); \endcode
167
- *
168
- * See the documentation of setThreshold(const RealScalar&).
169
- */
170
- Derived& setThreshold(Default_t)
171
- {
249
+ * determining the threshold.
250
+ *
251
+ * You should pass the special object Eigen::Default as parameter here.
252
+ * \code svd.setThreshold(Eigen::Default); \endcode
253
+ *
254
+ * See the documentation of setThreshold(const RealScalar&).
255
+ */
256
+ Derived& setThreshold(Default_t) {
172
257
  m_usePrescribedThreshold = false;
173
258
  return derived();
174
259
  }
175
260
 
176
261
  /** Returns the threshold that will be used by certain methods such as rank().
177
- *
178
- * See the documentation of setThreshold(const RealScalar&).
179
- */
180
- RealScalar threshold() const
181
- {
262
+ *
263
+ * See the documentation of setThreshold(const RealScalar&).
264
+ */
265
+ RealScalar threshold() const {
182
266
  eigen_assert(m_isInitialized || m_usePrescribedThreshold);
183
267
  // this temporary is needed to workaround a MSVC issue
184
- Index diagSize = (std::max<Index>)(1,m_diagSize);
185
- return m_usePrescribedThreshold ? m_prescribedThreshold
186
- : RealScalar(diagSize)*NumTraits<Scalar>::epsilon();
268
+ Index diagSize = (std::max<Index>)(1, m_diagSize);
269
+ return m_usePrescribedThreshold ? m_prescribedThreshold : RealScalar(diagSize) * NumTraits<Scalar>::epsilon();
187
270
  }
188
271
 
189
272
  /** \returns true if \a U (full or thin) is asked for in this SVD decomposition */
@@ -191,51 +274,72 @@ public:
191
274
  /** \returns true if \a V (full or thin) is asked for in this SVD decomposition */
192
275
  inline bool computeV() const { return m_computeFullV || m_computeThinV; }
193
276
 
194
- inline Index rows() const { return m_rows; }
195
- inline Index cols() const { return m_cols; }
196
-
277
+ inline Index rows() const { return m_rows.value(); }
278
+ inline Index cols() const { return m_cols.value(); }
279
+ inline Index diagSize() const { return m_diagSize.value(); }
280
+
281
+ #ifdef EIGEN_PARSED_BY_DOXYGEN
197
282
  /** \returns a (least squares) solution of \f$ A x = b \f$ using the current SVD decomposition of A.
198
- *
199
- * \param b the right-hand-side of the equation to solve.
200
- *
201
- * \note Solving requires both U and V to be computed. Thin U and V are enough, there is no need for full U or V.
202
- *
203
- * \note SVD solving is implicitly least-squares. Thus, this method serves both purposes of exact solving and least-squares solving.
204
- * In other words, the returned solution is guaranteed to minimize the Euclidean norm \f$ \Vert A x - b \Vert \f$.
205
- */
206
- template<typename Rhs>
207
- inline const Solve<Derived, Rhs>
208
- solve(const MatrixBase<Rhs>& b) const
209
- {
283
+ *
284
+ * \param b the right-hand-side of the equation to solve.
285
+ *
286
+ * \note Solving requires both U and V to be computed. Thin U and V are enough, there is no need for full U or V.
287
+ *
288
+ * \note SVD solving is implicitly least-squares. Thus, this method serves both purposes of exact solving and
289
+ * least-squares solving. In other words, the returned solution is guaranteed to minimize the Euclidean norm \f$ \Vert
290
+ * A x - b \Vert \f$.
291
+ */
292
+ template <typename Rhs>
293
+ inline const Solve<Derived, Rhs> solve(const MatrixBase<Rhs>& b) const;
294
+ #endif
295
+
296
+ /** \brief Reports whether previous computation was successful.
297
+ *
298
+ * \returns \c Success if computation was successful.
299
+ */
300
+ EIGEN_DEVICE_FUNC ComputationInfo info() const {
210
301
  eigen_assert(m_isInitialized && "SVD is not initialized.");
211
- eigen_assert(computeU() && computeV() && "SVD::solve() requires both unitaries U and V to be computed (thin unitaries suffice).");
212
- return Solve<Derived, Rhs>(derived(), b.derived());
302
+ return m_info;
213
303
  }
214
-
215
- #ifndef EIGEN_PARSED_BY_DOXYGEN
216
- template<typename RhsType, typename DstType>
217
- EIGEN_DEVICE_FUNC
218
- void _solve_impl(const RhsType &rhs, DstType &dst) const;
219
- #endif
220
-
221
- protected:
222
-
223
- static void check_template_parameters()
224
- {
225
- EIGEN_STATIC_ASSERT_NON_INTEGER(Scalar);
304
+
305
+ #ifndef EIGEN_PARSED_BY_DOXYGEN
306
+ template <typename RhsType, typename DstType>
307
+ void _solve_impl(const RhsType& rhs, DstType& dst) const;
308
+
309
+ template <bool Conjugate, typename RhsType, typename DstType>
310
+ void _solve_impl_transposed(const RhsType& rhs, DstType& dst) const;
311
+ #endif
312
+
313
+ protected:
314
+ EIGEN_STATIC_ASSERT_NON_INTEGER(Scalar)
315
+
316
+ void _check_compute_assertions() const { eigen_assert(m_isInitialized && "SVD is not initialized."); }
317
+
318
+ template <bool Transpose_, typename Rhs>
319
+ void _check_solve_assertion(const Rhs& b) const {
320
+ EIGEN_ONLY_USED_FOR_DEBUG(b);
321
+ _check_compute_assertions();
322
+ eigen_assert(computeU() && computeV() &&
323
+ "SVDBase::solve(): Both unitaries U and V are required to be computed (thin unitaries suffice).");
324
+ eigen_assert((Transpose_ ? cols() : rows()) == b.rows() &&
325
+ "SVDBase::solve(): invalid number of rows of the right hand side matrix b");
226
326
  }
227
-
327
+
228
328
  // return true if already allocated
229
- bool allocate(Index rows, Index cols, unsigned int computationOptions) ;
329
+ bool allocate(Index rows, Index cols, unsigned int computationOptions);
230
330
 
231
331
  MatrixUType m_matrixU;
232
332
  MatrixVType m_matrixV;
233
333
  SingularValuesType m_singularValues;
334
+ ComputationInfo m_info;
234
335
  bool m_isInitialized, m_isAllocated, m_usePrescribedThreshold;
235
336
  bool m_computeFullU, m_computeThinU;
236
337
  bool m_computeFullV, m_computeThinV;
237
338
  unsigned int m_computationOptions;
238
- Index m_nonzeroSingularValues, m_rows, m_cols, m_diagSize;
339
+ Index m_nonzeroSingularValues;
340
+ internal::variable_if_dynamic<Index, RowsAtCompileTime> m_rows;
341
+ internal::variable_if_dynamic<Index, ColsAtCompileTime> m_cols;
342
+ internal::variable_if_dynamic<Index, DiagSizeAtCompileTime> m_diagSize;
239
343
  RealScalar m_prescribedThreshold;
240
344
 
241
345
  /** \brief Default Constructor.
@@ -243,73 +347,90 @@ protected:
243
347
  * Default constructor of SVDBase
244
348
  */
245
349
  SVDBase()
246
- : m_isInitialized(false),
247
- m_isAllocated(false),
248
- m_usePrescribedThreshold(false),
249
- m_computationOptions(0),
250
- m_rows(-1), m_cols(-1), m_diagSize(0)
251
- {
252
- check_template_parameters();
253
- }
254
-
255
-
350
+ : m_matrixU(MatrixUType()),
351
+ m_matrixV(MatrixVType()),
352
+ m_singularValues(SingularValuesType()),
353
+ m_info(Success),
354
+ m_isInitialized(false),
355
+ m_isAllocated(false),
356
+ m_usePrescribedThreshold(false),
357
+ m_computeFullU(ShouldComputeFullU),
358
+ m_computeThinU(ShouldComputeThinU),
359
+ m_computeFullV(ShouldComputeFullV),
360
+ m_computeThinV(ShouldComputeThinV),
361
+ m_computationOptions(internal::traits<Derived>::Options),
362
+ m_nonzeroSingularValues(0),
363
+ m_rows(RowsAtCompileTime),
364
+ m_cols(ColsAtCompileTime),
365
+ m_diagSize(DiagSizeAtCompileTime),
366
+ m_prescribedThreshold(0) {}
256
367
  };
257
368
 
258
369
  #ifndef EIGEN_PARSED_BY_DOXYGEN
259
- template<typename Derived>
260
- template<typename RhsType, typename DstType>
261
- void SVDBase<Derived>::_solve_impl(const RhsType &rhs, DstType &dst) const
262
- {
263
- eigen_assert(rhs.rows() == rows());
264
-
370
+ template <typename Derived>
371
+ template <typename RhsType, typename DstType>
372
+ void SVDBase<Derived>::_solve_impl(const RhsType& rhs, DstType& dst) const {
265
373
  // A = U S V^*
266
374
  // So A^{-1} = V S^{-1} U^*
267
375
 
268
- Matrix<Scalar, Dynamic, RhsType::ColsAtCompileTime, 0, MatrixType::MaxRowsAtCompileTime, RhsType::MaxColsAtCompileTime> tmp;
376
+ Matrix<typename RhsType::Scalar, Dynamic, RhsType::ColsAtCompileTime, 0, MatrixType::MaxRowsAtCompileTime,
377
+ RhsType::MaxColsAtCompileTime>
378
+ tmp;
379
+ Index l_rank = rank();
380
+ tmp.noalias() = m_matrixU.leftCols(l_rank).adjoint() * rhs;
381
+ tmp = m_singularValues.head(l_rank).asDiagonal().inverse() * tmp;
382
+ dst.noalias() = m_matrixV.leftCols(l_rank) * tmp;
383
+ }
384
+
385
+ template <typename Derived>
386
+ template <bool Conjugate, typename RhsType, typename DstType>
387
+ void SVDBase<Derived>::_solve_impl_transposed(const RhsType& rhs, DstType& dst) const {
388
+ // A = U S V^*
389
+ // So A^{-*} = U S^{-1} V^*
390
+ // And A^{-T} = U_conj S^{-1} V^T
391
+ Matrix<typename RhsType::Scalar, Dynamic, RhsType::ColsAtCompileTime, 0, MatrixType::MaxRowsAtCompileTime,
392
+ RhsType::MaxColsAtCompileTime>
393
+ tmp;
269
394
  Index l_rank = rank();
270
- tmp.noalias() = m_matrixU.leftCols(l_rank).adjoint() * rhs;
395
+
396
+ tmp.noalias() = m_matrixV.leftCols(l_rank).transpose().template conjugateIf<Conjugate>() * rhs;
271
397
  tmp = m_singularValues.head(l_rank).asDiagonal().inverse() * tmp;
272
- dst = m_matrixV.leftCols(l_rank) * tmp;
398
+ dst = m_matrixU.template conjugateIf<!Conjugate>().leftCols(l_rank) * tmp;
273
399
  }
274
400
  #endif
275
401
 
276
- template<typename MatrixType>
277
- bool SVDBase<MatrixType>::allocate(Index rows, Index cols, unsigned int computationOptions)
278
- {
402
+ template <typename Derived>
403
+ bool SVDBase<Derived>::allocate(Index rows, Index cols, unsigned int computationOptions) {
279
404
  eigen_assert(rows >= 0 && cols >= 0);
280
405
 
281
- if (m_isAllocated &&
282
- rows == m_rows &&
283
- cols == m_cols &&
284
- computationOptions == m_computationOptions)
285
- {
406
+ if (m_isAllocated && rows == m_rows.value() && cols == m_cols.value() && computationOptions == m_computationOptions) {
286
407
  return true;
287
408
  }
288
409
 
289
- m_rows = rows;
290
- m_cols = cols;
410
+ m_rows.setValue(rows);
411
+ m_cols.setValue(cols);
412
+ m_info = Success;
291
413
  m_isInitialized = false;
292
414
  m_isAllocated = true;
293
415
  m_computationOptions = computationOptions;
294
- m_computeFullU = (computationOptions & ComputeFullU) != 0;
295
- m_computeThinU = (computationOptions & ComputeThinU) != 0;
296
- m_computeFullV = (computationOptions & ComputeFullV) != 0;
297
- m_computeThinV = (computationOptions & ComputeThinV) != 0;
416
+ m_computeFullU = ShouldComputeFullU || internal::should_svd_compute_full_u(computationOptions);
417
+ m_computeThinU = ShouldComputeThinU || internal::should_svd_compute_thin_u(computationOptions);
418
+ m_computeFullV = ShouldComputeFullV || internal::should_svd_compute_full_v(computationOptions);
419
+ m_computeThinV = ShouldComputeThinV || internal::should_svd_compute_thin_v(computationOptions);
420
+
298
421
  eigen_assert(!(m_computeFullU && m_computeThinU) && "SVDBase: you can't ask for both full and thin U");
299
422
  eigen_assert(!(m_computeFullV && m_computeThinV) && "SVDBase: you can't ask for both full and thin V");
300
- eigen_assert(EIGEN_IMPLIES(m_computeThinU || m_computeThinV, MatrixType::ColsAtCompileTime==Dynamic) &&
301
- "SVDBase: thin U and V are only available when your matrix has a dynamic number of columns.");
302
423
 
303
- m_diagSize = (std::min)(m_rows, m_cols);
304
- m_singularValues.resize(m_diagSize);
305
- if(RowsAtCompileTime==Dynamic)
306
- m_matrixU.resize(m_rows, m_computeFullU ? m_rows : m_computeThinU ? m_diagSize : 0);
307
- if(ColsAtCompileTime==Dynamic)
308
- m_matrixV.resize(m_cols, m_computeFullV ? m_cols : m_computeThinV ? m_diagSize : 0);
424
+ m_diagSize.setValue(numext::mini(m_rows.value(), m_cols.value()));
425
+ m_singularValues.resize(m_diagSize.value());
426
+ if (RowsAtCompileTime == Dynamic)
427
+ m_matrixU.resize(m_rows.value(), m_computeFullU ? m_rows.value() : m_computeThinU ? m_diagSize.value() : 0);
428
+ if (ColsAtCompileTime == Dynamic)
429
+ m_matrixV.resize(m_cols.value(), m_computeFullV ? m_cols.value() : m_computeThinV ? m_diagSize.value() : 0);
309
430
 
310
431
  return false;
311
432
  }
312
433
 
313
- }// end namespace
434
+ } // namespace Eigen
314
435
 
315
- #endif // EIGEN_SVDBASE_H
436
+ #endif // EIGEN_SVDBASE_H