@smake/eigen 1.1.0 → 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.
- package/README.md +1 -1
- package/eigen/Eigen/AccelerateSupport +52 -0
- package/eigen/Eigen/Cholesky +18 -20
- package/eigen/Eigen/CholmodSupport +28 -28
- package/eigen/Eigen/Core +187 -120
- package/eigen/Eigen/Eigenvalues +16 -13
- package/eigen/Eigen/Geometry +18 -18
- package/eigen/Eigen/Householder +9 -7
- package/eigen/Eigen/IterativeLinearSolvers +8 -4
- package/eigen/Eigen/Jacobi +14 -13
- package/eigen/Eigen/KLUSupport +23 -21
- package/eigen/Eigen/LU +15 -16
- package/eigen/Eigen/MetisSupport +12 -12
- package/eigen/Eigen/OrderingMethods +54 -51
- package/eigen/Eigen/PaStiXSupport +23 -21
- package/eigen/Eigen/PardisoSupport +17 -14
- package/eigen/Eigen/QR +18 -20
- package/eigen/Eigen/QtAlignedMalloc +5 -12
- package/eigen/Eigen/SPQRSupport +21 -14
- package/eigen/Eigen/SVD +23 -17
- package/eigen/Eigen/Sparse +1 -2
- package/eigen/Eigen/SparseCholesky +18 -15
- package/eigen/Eigen/SparseCore +18 -17
- package/eigen/Eigen/SparseLU +9 -9
- package/eigen/Eigen/SparseQR +16 -14
- package/eigen/Eigen/StdDeque +5 -2
- package/eigen/Eigen/StdList +5 -2
- package/eigen/Eigen/StdVector +5 -2
- package/eigen/Eigen/SuperLUSupport +30 -24
- package/eigen/Eigen/ThreadPool +80 -0
- package/eigen/Eigen/UmfPackSupport +19 -17
- package/eigen/Eigen/Version +14 -0
- package/eigen/Eigen/src/AccelerateSupport/AccelerateSupport.h +423 -0
- package/eigen/Eigen/src/AccelerateSupport/InternalHeaderCheck.h +3 -0
- package/eigen/Eigen/src/Cholesky/InternalHeaderCheck.h +3 -0
- package/eigen/Eigen/src/Cholesky/LDLT.h +366 -405
- package/eigen/Eigen/src/Cholesky/LLT.h +323 -367
- package/eigen/Eigen/src/Cholesky/LLT_LAPACKE.h +81 -56
- package/eigen/Eigen/src/CholmodSupport/CholmodSupport.h +585 -529
- package/eigen/Eigen/src/CholmodSupport/InternalHeaderCheck.h +3 -0
- package/eigen/Eigen/src/Core/ArithmeticSequence.h +143 -317
- package/eigen/Eigen/src/Core/Array.h +329 -370
- package/eigen/Eigen/src/Core/ArrayBase.h +190 -203
- package/eigen/Eigen/src/Core/ArrayWrapper.h +126 -170
- package/eigen/Eigen/src/Core/Assign.h +30 -40
- package/eigen/Eigen/src/Core/AssignEvaluator.h +651 -604
- package/eigen/Eigen/src/Core/Assign_MKL.h +125 -120
- package/eigen/Eigen/src/Core/BandMatrix.h +267 -282
- package/eigen/Eigen/src/Core/Block.h +371 -390
- package/eigen/Eigen/src/Core/CommaInitializer.h +85 -100
- package/eigen/Eigen/src/Core/ConditionEstimator.h +51 -53
- package/eigen/Eigen/src/Core/CoreEvaluators.h +1214 -937
- package/eigen/Eigen/src/Core/CoreIterators.h +72 -63
- package/eigen/Eigen/src/Core/CwiseBinaryOp.h +112 -129
- package/eigen/Eigen/src/Core/CwiseNullaryOp.h +676 -702
- package/eigen/Eigen/src/Core/CwiseTernaryOp.h +77 -103
- package/eigen/Eigen/src/Core/CwiseUnaryOp.h +55 -67
- package/eigen/Eigen/src/Core/CwiseUnaryView.h +127 -92
- package/eigen/Eigen/src/Core/DenseBase.h +630 -658
- package/eigen/Eigen/src/Core/DenseCoeffsBase.h +511 -628
- package/eigen/Eigen/src/Core/DenseStorage.h +511 -590
- package/eigen/Eigen/src/Core/DeviceWrapper.h +153 -0
- package/eigen/Eigen/src/Core/Diagonal.h +168 -207
- package/eigen/Eigen/src/Core/DiagonalMatrix.h +346 -317
- package/eigen/Eigen/src/Core/DiagonalProduct.h +12 -10
- package/eigen/Eigen/src/Core/Dot.h +167 -217
- package/eigen/Eigen/src/Core/EigenBase.h +74 -85
- package/eigen/Eigen/src/Core/Fill.h +138 -0
- package/eigen/Eigen/src/Core/FindCoeff.h +464 -0
- package/eigen/Eigen/src/Core/ForceAlignedAccess.h +90 -113
- package/eigen/Eigen/src/Core/Fuzzy.h +82 -105
- package/eigen/Eigen/src/Core/GeneralProduct.h +315 -261
- package/eigen/Eigen/src/Core/GenericPacketMath.h +1182 -520
- package/eigen/Eigen/src/Core/GlobalFunctions.h +193 -157
- package/eigen/Eigen/src/Core/IO.h +131 -156
- package/eigen/Eigen/src/Core/IndexedView.h +209 -125
- package/eigen/Eigen/src/Core/InnerProduct.h +260 -0
- package/eigen/Eigen/src/Core/InternalHeaderCheck.h +3 -0
- package/eigen/Eigen/src/Core/Inverse.h +50 -59
- package/eigen/Eigen/src/Core/Map.h +123 -141
- package/eigen/Eigen/src/Core/MapBase.h +255 -282
- package/eigen/Eigen/src/Core/MathFunctions.h +1247 -1201
- package/eigen/Eigen/src/Core/MathFunctionsImpl.h +162 -99
- package/eigen/Eigen/src/Core/Matrix.h +463 -494
- package/eigen/Eigen/src/Core/MatrixBase.h +468 -470
- package/eigen/Eigen/src/Core/NestByValue.h +58 -52
- package/eigen/Eigen/src/Core/NoAlias.h +79 -86
- package/eigen/Eigen/src/Core/NumTraits.h +206 -206
- package/eigen/Eigen/src/Core/PartialReduxEvaluator.h +163 -142
- package/eigen/Eigen/src/Core/PermutationMatrix.h +461 -511
- package/eigen/Eigen/src/Core/PlainObjectBase.h +858 -972
- package/eigen/Eigen/src/Core/Product.h +246 -130
- package/eigen/Eigen/src/Core/ProductEvaluators.h +779 -671
- package/eigen/Eigen/src/Core/Random.h +153 -164
- package/eigen/Eigen/src/Core/RandomImpl.h +262 -0
- package/eigen/Eigen/src/Core/RealView.h +250 -0
- package/eigen/Eigen/src/Core/Redux.h +334 -314
- package/eigen/Eigen/src/Core/Ref.h +259 -257
- package/eigen/Eigen/src/Core/Replicate.h +92 -104
- package/eigen/Eigen/src/Core/Reshaped.h +215 -271
- package/eigen/Eigen/src/Core/ReturnByValue.h +47 -55
- package/eigen/Eigen/src/Core/Reverse.h +133 -148
- package/eigen/Eigen/src/Core/Select.h +68 -140
- package/eigen/Eigen/src/Core/SelfAdjointView.h +254 -290
- package/eigen/Eigen/src/Core/SelfCwiseBinaryOp.h +23 -20
- package/eigen/Eigen/src/Core/SkewSymmetricMatrix3.h +382 -0
- package/eigen/Eigen/src/Core/Solve.h +88 -102
- package/eigen/Eigen/src/Core/SolveTriangular.h +126 -124
- package/eigen/Eigen/src/Core/SolverBase.h +132 -133
- package/eigen/Eigen/src/Core/StableNorm.h +113 -147
- package/eigen/Eigen/src/Core/StlIterators.h +404 -248
- package/eigen/Eigen/src/Core/Stride.h +90 -92
- package/eigen/Eigen/src/Core/Swap.h +70 -39
- package/eigen/Eigen/src/Core/Transpose.h +258 -295
- package/eigen/Eigen/src/Core/Transpositions.h +270 -333
- package/eigen/Eigen/src/Core/TriangularMatrix.h +642 -743
- package/eigen/Eigen/src/Core/VectorBlock.h +59 -72
- package/eigen/Eigen/src/Core/VectorwiseOp.h +653 -704
- package/eigen/Eigen/src/Core/Visitor.h +464 -308
- package/eigen/Eigen/src/Core/arch/AVX/Complex.h +380 -187
- package/eigen/Eigen/src/Core/arch/AVX/MathFunctions.h +65 -163
- package/eigen/Eigen/src/Core/arch/AVX/PacketMath.h +2145 -638
- package/eigen/Eigen/src/Core/arch/AVX/Reductions.h +353 -0
- package/eigen/Eigen/src/Core/arch/AVX/TypeCasting.h +253 -60
- package/eigen/Eigen/src/Core/arch/AVX512/Complex.h +278 -228
- package/eigen/Eigen/src/Core/arch/AVX512/GemmKernel.h +1245 -0
- package/eigen/Eigen/src/Core/arch/AVX512/MathFunctions.h +48 -269
- package/eigen/Eigen/src/Core/arch/AVX512/MathFunctionsFP16.h +75 -0
- package/eigen/Eigen/src/Core/arch/AVX512/PacketMath.h +1597 -754
- package/eigen/Eigen/src/Core/arch/AVX512/PacketMathFP16.h +1413 -0
- package/eigen/Eigen/src/Core/arch/AVX512/Reductions.h +297 -0
- package/eigen/Eigen/src/Core/arch/AVX512/TrsmKernel.h +1167 -0
- package/eigen/Eigen/src/Core/arch/AVX512/TrsmUnrolls.inc +1219 -0
- package/eigen/Eigen/src/Core/arch/AVX512/TypeCasting.h +229 -41
- package/eigen/Eigen/src/Core/arch/AVX512/TypeCastingFP16.h +130 -0
- package/eigen/Eigen/src/Core/arch/AltiVec/Complex.h +420 -184
- package/eigen/Eigen/src/Core/arch/AltiVec/MathFunctions.h +40 -49
- package/eigen/Eigen/src/Core/arch/AltiVec/MatrixProduct.h +2962 -2213
- package/eigen/Eigen/src/Core/arch/AltiVec/MatrixProductCommon.h +196 -212
- package/eigen/Eigen/src/Core/arch/AltiVec/MatrixProductMMA.h +713 -441
- package/eigen/Eigen/src/Core/arch/AltiVec/MatrixProductMMAbfloat16.h +742 -0
- package/eigen/Eigen/src/Core/arch/AltiVec/MatrixVectorProduct.inc +2818 -0
- package/eigen/Eigen/src/Core/arch/AltiVec/PacketMath.h +2380 -1362
- package/eigen/Eigen/src/Core/arch/AltiVec/TypeCasting.h +153 -0
- package/eigen/Eigen/src/Core/arch/Default/BFloat16.h +390 -224
- package/eigen/Eigen/src/Core/arch/Default/ConjHelper.h +78 -67
- package/eigen/Eigen/src/Core/arch/Default/GenericPacketMathFunctions.h +1784 -799
- package/eigen/Eigen/src/Core/arch/Default/GenericPacketMathFunctionsFwd.h +167 -50
- package/eigen/Eigen/src/Core/arch/Default/Half.h +528 -379
- package/eigen/Eigen/src/Core/arch/Default/Settings.h +10 -12
- package/eigen/Eigen/src/Core/arch/GPU/Complex.h +244 -0
- package/eigen/Eigen/src/Core/arch/GPU/MathFunctions.h +41 -40
- package/eigen/Eigen/src/Core/arch/GPU/PacketMath.h +550 -523
- package/eigen/Eigen/src/Core/arch/GPU/Tuple.h +268 -0
- package/eigen/Eigen/src/Core/arch/GPU/TypeCasting.h +27 -30
- package/eigen/Eigen/src/Core/arch/HIP/hcc/math_constants.h +8 -8
- package/eigen/Eigen/src/Core/arch/HVX/PacketMath.h +1088 -0
- package/eigen/Eigen/src/Core/arch/LSX/Complex.h +520 -0
- package/eigen/Eigen/src/Core/arch/LSX/GeneralBlockPanelKernel.h +23 -0
- package/eigen/Eigen/src/Core/arch/LSX/MathFunctions.h +43 -0
- package/eigen/Eigen/src/Core/arch/LSX/PacketMath.h +2866 -0
- package/eigen/Eigen/src/Core/arch/LSX/TypeCasting.h +526 -0
- package/eigen/Eigen/src/Core/arch/MSA/Complex.h +54 -82
- package/eigen/Eigen/src/Core/arch/MSA/MathFunctions.h +84 -92
- package/eigen/Eigen/src/Core/arch/MSA/PacketMath.h +51 -47
- package/eigen/Eigen/src/Core/arch/NEON/Complex.h +454 -306
- package/eigen/Eigen/src/Core/arch/NEON/GeneralBlockPanelKernel.h +175 -115
- package/eigen/Eigen/src/Core/arch/NEON/MathFunctions.h +23 -30
- package/eigen/Eigen/src/Core/arch/NEON/PacketMath.h +4366 -2857
- package/eigen/Eigen/src/Core/arch/NEON/TypeCasting.h +616 -393
- package/eigen/Eigen/src/Core/arch/NEON/UnaryFunctors.h +57 -0
- package/eigen/Eigen/src/Core/arch/SSE/Complex.h +350 -198
- package/eigen/Eigen/src/Core/arch/SSE/MathFunctions.h +38 -149
- package/eigen/Eigen/src/Core/arch/SSE/PacketMath.h +1791 -912
- package/eigen/Eigen/src/Core/arch/SSE/Reductions.h +324 -0
- package/eigen/Eigen/src/Core/arch/SSE/TypeCasting.h +128 -40
- package/eigen/Eigen/src/Core/arch/SVE/MathFunctions.h +10 -6
- package/eigen/Eigen/src/Core/arch/SVE/PacketMath.h +156 -234
- package/eigen/Eigen/src/Core/arch/SVE/TypeCasting.h +6 -3
- package/eigen/Eigen/src/Core/arch/SYCL/InteropHeaders.h +27 -32
- package/eigen/Eigen/src/Core/arch/SYCL/MathFunctions.h +119 -117
- package/eigen/Eigen/src/Core/arch/SYCL/PacketMath.h +325 -419
- package/eigen/Eigen/src/Core/arch/SYCL/TypeCasting.h +15 -17
- package/eigen/Eigen/src/Core/arch/ZVector/Complex.h +325 -181
- package/eigen/Eigen/src/Core/arch/ZVector/MathFunctions.h +94 -83
- package/eigen/Eigen/src/Core/arch/ZVector/PacketMath.h +811 -458
- package/eigen/Eigen/src/Core/functors/AssignmentFunctors.h +121 -124
- package/eigen/Eigen/src/Core/functors/BinaryFunctors.h +576 -370
- package/eigen/Eigen/src/Core/functors/NullaryFunctors.h +194 -109
- package/eigen/Eigen/src/Core/functors/StlFunctors.h +95 -112
- package/eigen/Eigen/src/Core/functors/TernaryFunctors.h +34 -7
- package/eigen/Eigen/src/Core/functors/UnaryFunctors.h +1038 -749
- package/eigen/Eigen/src/Core/products/GeneralBlockPanelKernel.h +1883 -1375
- package/eigen/Eigen/src/Core/products/GeneralMatrixMatrix.h +312 -370
- package/eigen/Eigen/src/Core/products/GeneralMatrixMatrixTriangular.h +189 -176
- package/eigen/Eigen/src/Core/products/GeneralMatrixMatrixTriangular_BLAS.h +84 -81
- package/eigen/Eigen/src/Core/products/GeneralMatrixMatrix_BLAS.h +154 -73
- package/eigen/Eigen/src/Core/products/GeneralMatrixVector.h +292 -337
- package/eigen/Eigen/src/Core/products/GeneralMatrixVector_BLAS.h +80 -77
- package/eigen/Eigen/src/Core/products/Parallelizer.h +207 -105
- package/eigen/Eigen/src/Core/products/SelfadjointMatrixMatrix.h +327 -388
- package/eigen/Eigen/src/Core/products/SelfadjointMatrixMatrix_BLAS.h +206 -224
- package/eigen/Eigen/src/Core/products/SelfadjointMatrixVector.h +138 -147
- package/eigen/Eigen/src/Core/products/SelfadjointMatrixVector_BLAS.h +58 -61
- package/eigen/Eigen/src/Core/products/SelfadjointProduct.h +71 -71
- package/eigen/Eigen/src/Core/products/SelfadjointRank2Update.h +48 -47
- package/eigen/Eigen/src/Core/products/TriangularMatrixMatrix.h +294 -369
- package/eigen/Eigen/src/Core/products/TriangularMatrixMatrix_BLAS.h +246 -238
- package/eigen/Eigen/src/Core/products/TriangularMatrixVector.h +244 -247
- package/eigen/Eigen/src/Core/products/TriangularMatrixVector_BLAS.h +212 -192
- package/eigen/Eigen/src/Core/products/TriangularSolverMatrix.h +328 -277
- package/eigen/Eigen/src/Core/products/TriangularSolverMatrix_BLAS.h +108 -109
- package/eigen/Eigen/src/Core/products/TriangularSolverVector.h +68 -94
- package/eigen/Eigen/src/Core/util/Assert.h +158 -0
- package/eigen/Eigen/src/Core/util/BlasUtil.h +342 -303
- package/eigen/Eigen/src/Core/util/ConfigureVectorization.h +348 -317
- package/eigen/Eigen/src/Core/util/Constants.h +297 -262
- package/eigen/Eigen/src/Core/util/DisableStupidWarnings.h +130 -90
- package/eigen/Eigen/src/Core/util/EmulateArray.h +270 -0
- package/eigen/Eigen/src/Core/util/ForwardDeclarations.h +449 -247
- package/eigen/Eigen/src/Core/util/GpuHipCudaDefines.inc +101 -0
- package/eigen/Eigen/src/Core/util/GpuHipCudaUndefines.inc +45 -0
- package/eigen/Eigen/src/Core/util/IndexedViewHelper.h +417 -116
- package/eigen/Eigen/src/Core/util/IntegralConstant.h +211 -204
- package/eigen/Eigen/src/Core/util/MKL_support.h +39 -37
- package/eigen/Eigen/src/Core/util/Macros.h +655 -773
- package/eigen/Eigen/src/Core/util/MaxSizeVector.h +139 -0
- package/eigen/Eigen/src/Core/util/Memory.h +970 -748
- package/eigen/Eigen/src/Core/util/Meta.h +581 -633
- package/eigen/Eigen/src/Core/util/MoreMeta.h +638 -0
- package/eigen/Eigen/src/Core/util/ReenableStupidWarnings.h +32 -19
- package/eigen/Eigen/src/Core/util/ReshapedHelper.h +17 -17
- package/eigen/Eigen/src/Core/util/Serializer.h +209 -0
- package/eigen/Eigen/src/Core/util/StaticAssert.h +50 -166
- package/eigen/Eigen/src/Core/util/SymbolicIndex.h +377 -225
- package/eigen/Eigen/src/Core/util/XprHelper.h +784 -547
- package/eigen/Eigen/src/Eigenvalues/ComplexEigenSolver.h +246 -277
- package/eigen/Eigen/src/Eigenvalues/ComplexSchur.h +299 -319
- package/eigen/Eigen/src/Eigenvalues/ComplexSchur_LAPACKE.h +52 -48
- package/eigen/Eigen/src/Eigenvalues/EigenSolver.h +413 -456
- package/eigen/Eigen/src/Eigenvalues/GeneralizedEigenSolver.h +309 -325
- package/eigen/Eigen/src/Eigenvalues/GeneralizedSelfAdjointEigenSolver.h +157 -171
- package/eigen/Eigen/src/Eigenvalues/HessenbergDecomposition.h +292 -310
- package/eigen/Eigen/src/Eigenvalues/InternalHeaderCheck.h +3 -0
- package/eigen/Eigen/src/Eigenvalues/MatrixBaseEigenvalues.h +89 -105
- package/eigen/Eigen/src/Eigenvalues/RealQZ.h +537 -607
- package/eigen/Eigen/src/Eigenvalues/RealSchur.h +342 -381
- package/eigen/Eigen/src/Eigenvalues/RealSchur_LAPACKE.h +41 -35
- package/eigen/Eigen/src/Eigenvalues/SelfAdjointEigenSolver.h +541 -595
- package/eigen/Eigen/src/Eigenvalues/SelfAdjointEigenSolver_LAPACKE.h +47 -44
- package/eigen/Eigen/src/Eigenvalues/Tridiagonalization.h +430 -462
- package/eigen/Eigen/src/Geometry/AlignedBox.h +226 -227
- package/eigen/Eigen/src/Geometry/AngleAxis.h +131 -133
- package/eigen/Eigen/src/Geometry/EulerAngles.h +163 -74
- package/eigen/Eigen/src/Geometry/Homogeneous.h +285 -333
- package/eigen/Eigen/src/Geometry/Hyperplane.h +151 -160
- package/eigen/Eigen/src/Geometry/InternalHeaderCheck.h +3 -0
- package/eigen/Eigen/src/Geometry/OrthoMethods.h +168 -146
- package/eigen/Eigen/src/Geometry/ParametrizedLine.h +127 -127
- package/eigen/Eigen/src/Geometry/Quaternion.h +566 -506
- package/eigen/Eigen/src/Geometry/Rotation2D.h +107 -105
- package/eigen/Eigen/src/Geometry/RotationBase.h +148 -145
- package/eigen/Eigen/src/Geometry/Scaling.h +113 -106
- package/eigen/Eigen/src/Geometry/Transform.h +858 -936
- package/eigen/Eigen/src/Geometry/Translation.h +94 -92
- package/eigen/Eigen/src/Geometry/Umeyama.h +79 -84
- package/eigen/Eigen/src/Geometry/arch/Geometry_SIMD.h +90 -104
- package/eigen/Eigen/src/Householder/BlockHouseholder.h +51 -46
- package/eigen/Eigen/src/Householder/Householder.h +102 -124
- package/eigen/Eigen/src/Householder/HouseholderSequence.h +412 -453
- package/eigen/Eigen/src/Householder/InternalHeaderCheck.h +3 -0
- package/eigen/Eigen/src/IterativeLinearSolvers/BasicPreconditioners.h +149 -162
- package/eigen/Eigen/src/IterativeLinearSolvers/BiCGSTAB.h +124 -119
- package/eigen/Eigen/src/IterativeLinearSolvers/ConjugateGradient.h +92 -104
- package/eigen/Eigen/src/IterativeLinearSolvers/IncompleteCholesky.h +251 -243
- package/eigen/Eigen/src/IterativeLinearSolvers/IncompleteLUT.h +224 -228
- package/eigen/Eigen/src/IterativeLinearSolvers/InternalHeaderCheck.h +3 -0
- package/eigen/Eigen/src/IterativeLinearSolvers/IterativeSolverBase.h +178 -227
- package/eigen/Eigen/src/IterativeLinearSolvers/LeastSquareConjugateGradient.h +79 -84
- package/eigen/Eigen/src/IterativeLinearSolvers/SolveWithGuess.h +54 -60
- package/eigen/Eigen/src/Jacobi/InternalHeaderCheck.h +3 -0
- package/eigen/Eigen/src/Jacobi/Jacobi.h +252 -308
- package/eigen/Eigen/src/KLUSupport/InternalHeaderCheck.h +3 -0
- package/eigen/Eigen/src/KLUSupport/KLUSupport.h +208 -227
- package/eigen/Eigen/src/LU/Determinant.h +50 -69
- package/eigen/Eigen/src/LU/FullPivLU.h +545 -596
- package/eigen/Eigen/src/LU/InternalHeaderCheck.h +3 -0
- package/eigen/Eigen/src/LU/InverseImpl.h +206 -285
- package/eigen/Eigen/src/LU/PartialPivLU.h +390 -428
- package/eigen/Eigen/src/LU/PartialPivLU_LAPACKE.h +54 -40
- package/eigen/Eigen/src/LU/arch/InverseSize4.h +72 -70
- package/eigen/Eigen/src/MetisSupport/InternalHeaderCheck.h +3 -0
- package/eigen/Eigen/src/MetisSupport/MetisSupport.h +81 -93
- package/eigen/Eigen/src/OrderingMethods/Amd.h +243 -265
- package/eigen/Eigen/src/OrderingMethods/Eigen_Colamd.h +831 -1004
- package/eigen/Eigen/src/OrderingMethods/InternalHeaderCheck.h +3 -0
- package/eigen/Eigen/src/OrderingMethods/Ordering.h +112 -119
- package/eigen/Eigen/src/PaStiXSupport/InternalHeaderCheck.h +3 -0
- package/eigen/Eigen/src/PaStiXSupport/PaStiXSupport.h +524 -570
- package/eigen/Eigen/src/PardisoSupport/InternalHeaderCheck.h +3 -0
- package/eigen/Eigen/src/PardisoSupport/PardisoSupport.h +385 -430
- package/eigen/Eigen/src/QR/ColPivHouseholderQR.h +479 -479
- package/eigen/Eigen/src/QR/ColPivHouseholderQR_LAPACKE.h +120 -56
- package/eigen/Eigen/src/QR/CompleteOrthogonalDecomposition.h +166 -153
- package/eigen/Eigen/src/QR/FullPivHouseholderQR.h +495 -475
- package/eigen/Eigen/src/QR/HouseholderQR.h +394 -285
- package/eigen/Eigen/src/QR/HouseholderQR_LAPACKE.h +32 -23
- package/eigen/Eigen/src/QR/InternalHeaderCheck.h +3 -0
- package/eigen/Eigen/src/SPQRSupport/InternalHeaderCheck.h +3 -0
- package/eigen/Eigen/src/SPQRSupport/SuiteSparseQRSupport.h +244 -264
- package/eigen/Eigen/src/SVD/BDCSVD.h +817 -713
- package/eigen/Eigen/src/SVD/BDCSVD_LAPACKE.h +174 -0
- package/eigen/Eigen/src/SVD/InternalHeaderCheck.h +3 -0
- package/eigen/Eigen/src/SVD/JacobiSVD.h +577 -543
- package/eigen/Eigen/src/SVD/JacobiSVD_LAPACKE.h +85 -49
- package/eigen/Eigen/src/SVD/SVDBase.h +242 -182
- package/eigen/Eigen/src/SVD/UpperBidiagonalization.h +200 -235
- package/eigen/Eigen/src/SparseCholesky/InternalHeaderCheck.h +3 -0
- package/eigen/Eigen/src/SparseCholesky/SimplicialCholesky.h +765 -594
- package/eigen/Eigen/src/SparseCholesky/SimplicialCholesky_impl.h +308 -94
- package/eigen/Eigen/src/SparseCore/AmbiVector.h +202 -251
- package/eigen/Eigen/src/SparseCore/CompressedStorage.h +184 -252
- package/eigen/Eigen/src/SparseCore/ConservativeSparseSparseProduct.h +134 -178
- package/eigen/Eigen/src/SparseCore/InternalHeaderCheck.h +3 -0
- package/eigen/Eigen/src/SparseCore/SparseAssign.h +149 -140
- package/eigen/Eigen/src/SparseCore/SparseBlock.h +403 -440
- package/eigen/Eigen/src/SparseCore/SparseColEtree.h +100 -112
- package/eigen/Eigen/src/SparseCore/SparseCompressedBase.h +525 -303
- package/eigen/Eigen/src/SparseCore/SparseCwiseBinaryOp.h +555 -339
- package/eigen/Eigen/src/SparseCore/SparseCwiseUnaryOp.h +100 -108
- package/eigen/Eigen/src/SparseCore/SparseDenseProduct.h +169 -197
- package/eigen/Eigen/src/SparseCore/SparseDiagonalProduct.h +71 -71
- package/eigen/Eigen/src/SparseCore/SparseDot.h +49 -47
- package/eigen/Eigen/src/SparseCore/SparseFuzzy.h +13 -11
- package/eigen/Eigen/src/SparseCore/SparseMap.h +243 -253
- package/eigen/Eigen/src/SparseCore/SparseMatrix.h +1603 -1245
- package/eigen/Eigen/src/SparseCore/SparseMatrixBase.h +403 -350
- package/eigen/Eigen/src/SparseCore/SparsePermutation.h +186 -115
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- package/eigen/Eigen/src/SparseCore/SparseRedux.h +22 -24
- package/eigen/Eigen/src/SparseCore/SparseRef.h +268 -295
- package/eigen/Eigen/src/SparseCore/SparseSelfAdjointView.h +370 -416
- package/eigen/Eigen/src/SparseCore/SparseSolverBase.h +78 -87
- package/eigen/Eigen/src/SparseCore/SparseSparseProductWithPruning.h +81 -95
- package/eigen/Eigen/src/SparseCore/SparseTranspose.h +62 -71
- package/eigen/Eigen/src/SparseCore/SparseTriangularView.h +132 -144
- package/eigen/Eigen/src/SparseCore/SparseUtil.h +138 -115
- package/eigen/Eigen/src/SparseCore/SparseVector.h +426 -372
- package/eigen/Eigen/src/SparseCore/SparseView.h +164 -193
- package/eigen/Eigen/src/SparseCore/TriangularSolver.h +129 -170
- package/eigen/Eigen/src/SparseLU/InternalHeaderCheck.h +3 -0
- package/eigen/Eigen/src/SparseLU/SparseLU.h +756 -710
- package/eigen/Eigen/src/SparseLU/SparseLUImpl.h +61 -48
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- package/eigen/Eigen/src/SparseLU/SparseLU_Structs.h +38 -35
- package/eigen/Eigen/src/SparseLU/SparseLU_SupernodalMatrix.h +245 -301
- package/eigen/Eigen/src/SparseLU/SparseLU_Utils.h +44 -49
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- package/eigen/Eigen/src/SparseLU/SparseLU_panel_dfs.h +136 -159
- package/eigen/Eigen/src/SparseLU/SparseLU_pivotL.h +51 -52
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- package/eigen/Eigen/src/SparseLU/SparseLU_relax_snode.h +24 -26
- package/eigen/Eigen/src/SparseQR/InternalHeaderCheck.h +3 -0
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- package/eigen/Eigen/src/SuperLUSupport/InternalHeaderCheck.h +3 -0
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- package/eigen/Eigen/src/ThreadPool/EventCount.h +241 -0
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- package/eigen/Eigen/src/ThreadPool/InternalHeaderCheck.h +4 -0
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- package/eigen/Eigen/src/ThreadPool/ThreadCancel.h +21 -0
- package/eigen/Eigen/src/ThreadPool/ThreadEnvironment.h +43 -0
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- package/eigen/Eigen/src/ThreadPool/ThreadPoolInterface.h +50 -0
- package/eigen/Eigen/src/ThreadPool/ThreadYield.h +16 -0
- package/eigen/Eigen/src/UmfPackSupport/InternalHeaderCheck.h +3 -0
- package/eigen/Eigen/src/UmfPackSupport/UmfPackSupport.h +428 -464
- package/eigen/Eigen/src/misc/Image.h +41 -43
- package/eigen/Eigen/src/misc/InternalHeaderCheck.h +3 -0
- package/eigen/Eigen/src/misc/Kernel.h +39 -41
- package/eigen/Eigen/src/misc/RealSvd2x2.h +19 -21
- package/eigen/Eigen/src/misc/blas.h +83 -426
- package/eigen/Eigen/src/misc/lapacke.h +9972 -16179
- package/eigen/Eigen/src/misc/lapacke_helpers.h +163 -0
- package/eigen/Eigen/src/misc/lapacke_mangling.h +4 -5
- package/eigen/Eigen/src/plugins/ArrayCwiseBinaryOps.inc +344 -0
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- package/eigen/Eigen/src/plugins/IndexedViewMethods.inc +192 -0
- package/eigen/Eigen/src/plugins/InternalHeaderCheck.inc +3 -0
- package/eigen/Eigen/src/plugins/MatrixCwiseBinaryOps.inc +331 -0
- package/eigen/Eigen/src/plugins/MatrixCwiseUnaryOps.inc +118 -0
- package/eigen/Eigen/src/plugins/ReshapedMethods.inc +133 -0
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- package/eigen/COPYING.APACHE +0 -203
- package/eigen/COPYING.BSD +0 -26
- package/eigen/COPYING.GPL +0 -674
- package/eigen/COPYING.LGPL +0 -502
- package/eigen/COPYING.MINPACK +0 -51
- package/eigen/COPYING.MPL2 +0 -373
- package/eigen/COPYING.README +0 -18
- package/eigen/Eigen/src/Core/BooleanRedux.h +0 -162
- package/eigen/Eigen/src/Core/arch/CUDA/Complex.h +0 -258
- package/eigen/Eigen/src/Core/arch/Default/TypeCasting.h +0 -120
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- package/eigen/Eigen/src/Core/util/NonMPL2.h +0 -3
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- package/eigen/Eigen/src/SparseLU/SparseLU_gemm_kernel.h +0 -280
- package/eigen/Eigen/src/misc/lapack.h +0 -152
- package/eigen/Eigen/src/plugins/ArrayCwiseBinaryOps.h +0 -358
- package/eigen/Eigen/src/plugins/ArrayCwiseUnaryOps.h +0 -696
- package/eigen/Eigen/src/plugins/CommonCwiseBinaryOps.h +0 -115
- package/eigen/Eigen/src/plugins/IndexedViewMethods.h +0 -262
- package/eigen/Eigen/src/plugins/MatrixCwiseBinaryOps.h +0 -152
- package/eigen/Eigen/src/plugins/MatrixCwiseUnaryOps.h +0 -95
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* \class GeneralizedEigenSolver
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*
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* The generalized eigenvalues and eigenvectors of a matrix pair \f$ A \f$ and \f$ B \f$ are scalars
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* \f$ D \f$ is a diagonal matrix with the eigenvalues on the diagonal, and
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* B V D \f$. The matrix \f$ V \f$ is almost always invertible, in which case we
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* have \f$ A = B V D V^{-1} \f$. This is called the generalized eigen-decomposition.
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*
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* The generalized eigenvalues and eigenvectors of a matrix pair may be complex, even when the
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* matrices are real. Moreover, the generalized eigenvalue might be infinite if the matrix B is
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* singular. To workaround this difficulty, the eigenvalues are provided as a pair of complex \f$ \alpha \f$
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* and real \f$ \beta \f$ such that: \f$ \lambda_i = \alpha_i / \beta_i \f$. If \f$ \beta_i \f$ is (nearly) zero,
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* then one can consider the well defined left eigenvalue \f$ \mu = \beta_i / \alpha_i\f$ such that:
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* called the left eigenvector.
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*
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* Call the function compute() to compute the generalized eigenvalues and eigenvectors of
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* a given matrix pair. Alternatively, you can use the
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* eigenvalues and eigenvectors at construction time. Once the eigenvalue and
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* eigenvectors are computed, they can be retrieved with the eigenvalues() and
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* eigenvectors() functions.
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*
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* Here is an usage example of this class:
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* Example: \include GeneralizedEigenSolver.cpp
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* Output: \verbinclude GeneralizedEigenSolver.out
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*
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* \sa MatrixBase::eigenvalues(), class ComplexEigenSolver, class SelfAdjointEigenSolver
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*/
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template <typename MatrixType_>
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class GeneralizedEigenSolver {
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public:
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/** \brief Synonym for the template parameter \p MatrixType_. */
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typedef MatrixType_ MatrixType;
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enum {
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RowsAtCompileTime = MatrixType::RowsAtCompileTime,
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ColsAtCompileTime = MatrixType::ColsAtCompileTime,
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Options = internal::traits<MatrixType>::Options,
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MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime,
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MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime
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};
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/** \brief Scalar type for matrices of type #MatrixType. */
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typedef typename MatrixType::Scalar Scalar;
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typedef typename NumTraits<Scalar>::Real RealScalar;
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typedef Eigen::Index Index; ///< \deprecated since Eigen 3.3
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/** \brief Complex scalar type for #MatrixType.
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*
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* This is \c std::complex<Scalar> if #Scalar is real (e.g.,
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* complex.
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*/
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typedef internal::make_complex_t<Scalar> ComplexScalar;
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/** \brief Type for vector of real scalar values eigenvalues as returned by betas().
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*
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* This is a column vector with entries of type #Scalar.
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* The length of the vector is the size of #MatrixType.
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*/
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typedef Matrix<Scalar, ColsAtCompileTime, 1, Options & ~RowMajor, MaxColsAtCompileTime, 1> VectorType;
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/** \brief Type for vector of complex scalar values eigenvalues as returned by alphas().
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*
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* This is a column vector with entries of type #ComplexScalar.
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* The length of the vector is the size of #MatrixType.
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*/
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typedef Matrix<ComplexScalar, ColsAtCompileTime, 1, Options & ~RowMajor, MaxColsAtCompileTime, 1> ComplexVectorType;
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/** \brief Expression type for the eigenvalues as returned by eigenvalues().
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*/
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typedef CwiseBinaryOp<internal::scalar_quotient_op<ComplexScalar, Scalar>, ComplexVectorType, VectorType>
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EigenvalueType;
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/** \brief Type for matrix of eigenvectors as returned by eigenvectors().
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*
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* This is a square matrix with entries of type #ComplexScalar.
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* The size is the same as the size of #MatrixType.
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*/
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typedef Matrix<ComplexScalar, RowsAtCompileTime, ColsAtCompileTime, Options, MaxRowsAtCompileTime,
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MaxColsAtCompileTime>
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EigenvectorsType;
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/** \brief Default constructor.
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*
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* The default constructor is useful in cases in which the user intends to
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* perform decompositions via EigenSolver::compute(const MatrixType&, bool).
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*
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*/
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GeneralizedEigenSolver()
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: m_eivec(), m_alphas(), m_betas(), m_computeEigenvectors(false), m_isInitialized(false), m_realQZ() {}
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/** \brief Default constructor with memory preallocation
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*
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* according to the specified problem \a size.
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* \sa GeneralizedEigenSolver()
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*/
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explicit GeneralizedEigenSolver(Index size)
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GeneralizedEigenSolver(const MatrixType& A, const MatrixType& B, bool computeEigenvectors = true)
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m_tmp(size) {}
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/** \brief Constructor; computes the generalized eigendecomposition of given matrix pair.
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*
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* \param[in] A Square matrix whose eigendecomposition is to be computed.
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* \param[in] B Square matrix whose eigendecomposition is to be computed.
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* \param[in] computeEigenvectors If true, both the eigenvectors and the
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* eigenvalues are computed; if false, only the eigenvalues are computed.
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*
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* This constructor calls compute() to compute the generalized eigenvalues
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* and eigenvectors.
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*
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* \sa compute()
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*/
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GeneralizedEigenSolver(const MatrixType& A, const MatrixType& B, bool computeEigenvectors = true)
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: m_eivec(A.rows(), A.cols()),
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m_alphas(A.cols()),
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m_betas(A.cols()),
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m_realQZ(A.cols()),
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m_tmp(A.cols())
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}
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m_tmp(A.cols()) {
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compute(A, B, computeEigenvectors);
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}
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/** \brief Returns the computed generalized eigenvectors.
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*
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* \returns %Matrix whose columns are the (possibly complex) right eigenvectors.
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* i.e. the eigenvectors that solve (A - l*B)x = 0. The ordering matches the eigenvalues.
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*
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* \pre Either the constructor
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* GeneralizedEigenSolver(const MatrixType&,const MatrixType&, bool) or the member function
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* compute(const MatrixType&, const MatrixType& bool) has been called before, and
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* \p computeEigenvectors was set to true (the default).
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*
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* \sa eigenvalues()
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*/
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EigenvectorsType eigenvectors() const {
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eigen_assert(info() == Success && "GeneralizedEigenSolver failed to compute eigenvectors");
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eigen_assert(m_computeEigenvectors && "Eigenvectors for GeneralizedEigenSolver were not calculated");
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return m_eivec;
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}
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}
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/** \brief Returns an expression of the computed generalized eigenvalues.
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*
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* \returns An expression of the column vector containing the eigenvalues.
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*
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* It is a shortcut for \code this->alphas().cwiseQuotient(this->betas()); \endcode
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* Not that betas might contain zeros. It is therefore not recommended to use this function,
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* but rather directly deal with the alphas and betas vectors.
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*
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* \pre Either the constructor
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* GeneralizedEigenSolver(const MatrixType&,const MatrixType&,bool) or the member function
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* compute(const MatrixType&,const MatrixType&,bool) has been called before.
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*
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* The eigenvalues are repeated according to their algebraic multiplicity,
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* so there are as many eigenvalues as rows in the matrix. The eigenvalues
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* are not sorted in any particular order.
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*
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* \sa alphas(), betas(), eigenvectors()
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*/
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EigenvalueType eigenvalues() const {
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eigen_assert(info() == Success && "GeneralizedEigenSolver failed to compute eigenvalues.");
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return EigenvalueType(m_alphas, m_betas);
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}
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}
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/** \returns A const reference to the vectors containing the alpha values
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*
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* This vector permits to reconstruct the j-th eigenvalues as alphas(i)/betas(j).
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*
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* \sa betas(), eigenvalues() */
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const ComplexVectorType& alphas() const {
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eigen_assert(info() == Success && "GeneralizedEigenSolver failed to compute alphas.");
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return m_alphas;
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}
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}
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/** \returns A const reference to the vectors containing the beta values
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*
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* This vector permits to reconstruct the j-th eigenvalues as alphas(i)/betas(j).
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*
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* \sa alphas(), eigenvalues() */
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const VectorType& betas() const {
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eigen_assert(info() == Success && "GeneralizedEigenSolver failed to compute betas.");
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return m_betas;
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}
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}
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/** \brief Computes generalized eigendecomposition of given matrix.
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*
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* \param[in] A Square matrix whose eigendecomposition is to be computed.
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* \param[in] B Square matrix whose eigendecomposition is to be computed.
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* \param[in] computeEigenvectors If true, both the eigenvectors and the
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* eigenvalues are computed; if false, only the eigenvalues are
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* computed.
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* \returns Reference to \c *this
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*
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* This function computes the eigenvalues of the real matrix \p matrix.
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* The eigenvalues() function can be used to retrieve them. If
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* \p computeEigenvectors is true, then the eigenvectors are also computed
|
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* and can be retrieved by calling eigenvectors().
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*
|
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* The matrix is first reduced to real generalized Schur form using the RealQZ
|
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* class. The generalized Schur decomposition is then used to compute the eigenvalues
|
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* and eigenvectors.
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*
|
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* The cost of the computation is dominated by the cost of the
|
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* generalized Schur decomposition.
|
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*
|
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+
* This method reuses of the allocated data in the GeneralizedEigenSolver object.
|
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+
*/
|
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|
+
GeneralizedEigenSolver& compute(const MatrixType& A, const MatrixType& B, bool computeEigenvectors = true);
|
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|
+
|
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+
ComputationInfo info() const {
|
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+
eigen_assert(m_isInitialized && "EigenSolver is not initialized.");
|
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return m_realQZ.info();
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+
}
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}
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/** Sets the maximal number of iterations allowed.
|
|
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|
+
*/
|
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|
+
GeneralizedEigenSolver& setMaxIterations(Index maxIters) {
|
|
258
|
+
m_realQZ.setMaxIterations(maxIters);
|
|
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|
+
return *this;
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|
+
}
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279
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|
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bool m_valuesOkay, m_vectorsOkay;
|
|
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|
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RealQZ<MatrixType> m_realQZ;
|
|
282
|
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ComplexVectorType m_tmp;
|
|
262
|
+
protected:
|
|
263
|
+
EIGEN_STATIC_ASSERT_NON_INTEGER(Scalar)
|
|
264
|
+
EIGEN_STATIC_ASSERT(!NumTraits<Scalar>::IsComplex, NUMERIC_TYPE_MUST_BE_REAL)
|
|
265
|
+
|
|
266
|
+
EigenvectorsType m_eivec;
|
|
267
|
+
ComplexVectorType m_alphas;
|
|
268
|
+
VectorType m_betas;
|
|
269
|
+
bool m_computeEigenvectors;
|
|
270
|
+
bool m_isInitialized;
|
|
271
|
+
RealQZ<MatrixType> m_realQZ;
|
|
272
|
+
ComplexVectorType m_tmp;
|
|
283
273
|
};
|
|
284
274
|
|
|
285
|
-
template<typename MatrixType>
|
|
286
|
-
GeneralizedEigenSolver<MatrixType>&
|
|
287
|
-
|
|
288
|
-
{
|
|
289
|
-
check_template_parameters();
|
|
290
|
-
|
|
291
|
-
using std::sqrt;
|
|
275
|
+
template <typename MatrixType>
|
|
276
|
+
GeneralizedEigenSolver<MatrixType>& GeneralizedEigenSolver<MatrixType>::compute(const MatrixType& A,
|
|
277
|
+
const MatrixType& B,
|
|
278
|
+
bool computeEigenvectors) {
|
|
292
279
|
using std::abs;
|
|
280
|
+
using std::sqrt;
|
|
293
281
|
eigen_assert(A.cols() == A.rows() && B.cols() == A.rows() && B.cols() == B.rows());
|
|
294
282
|
Index size = A.cols();
|
|
295
|
-
m_valuesOkay = false;
|
|
296
|
-
m_vectorsOkay = false;
|
|
297
283
|
// Reduce to generalized real Schur form:
|
|
298
284
|
// A = Q S Z and B = Q T Z
|
|
299
285
|
m_realQZ.compute(A, B, computeEigenvectors);
|
|
300
|
-
if (m_realQZ.info() == Success)
|
|
301
|
-
{
|
|
286
|
+
if (m_realQZ.info() == Success) {
|
|
302
287
|
// Resize storage
|
|
303
288
|
m_alphas.resize(size);
|
|
304
289
|
m_betas.resize(size);
|
|
305
|
-
if (computeEigenvectors)
|
|
306
|
-
|
|
307
|
-
m_eivec.resize(size,size);
|
|
290
|
+
if (computeEigenvectors) {
|
|
291
|
+
m_eivec.resize(size, size);
|
|
308
292
|
m_tmp.resize(size);
|
|
309
293
|
}
|
|
310
294
|
|
|
311
295
|
// Aliases:
|
|
312
296
|
Map<VectorType> v(reinterpret_cast<Scalar*>(m_tmp.data()), size);
|
|
313
|
-
ComplexVectorType
|
|
314
|
-
const MatrixType
|
|
315
|
-
const MatrixType
|
|
297
|
+
ComplexVectorType& cv = m_tmp;
|
|
298
|
+
const MatrixType& mS = m_realQZ.matrixS();
|
|
299
|
+
const MatrixType& mT = m_realQZ.matrixT();
|
|
316
300
|
|
|
317
301
|
Index i = 0;
|
|
318
|
-
while (i < size)
|
|
319
|
-
|
|
320
|
-
if (i == size - 1 || mS.coeff(i+1, i) == Scalar(0))
|
|
321
|
-
{
|
|
302
|
+
while (i < size) {
|
|
303
|
+
if (i == size - 1 || mS.coeff(i + 1, i) == Scalar(0)) {
|
|
322
304
|
// Real eigenvalue
|
|
323
305
|
m_alphas.coeffRef(i) = mS.diagonal().coeff(i);
|
|
324
|
-
m_betas.coeffRef(i)
|
|
325
|
-
if (computeEigenvectors)
|
|
326
|
-
{
|
|
306
|
+
m_betas.coeffRef(i) = mT.diagonal().coeff(i);
|
|
307
|
+
if (computeEigenvectors) {
|
|
327
308
|
v.setConstant(Scalar(0.0));
|
|
328
309
|
v.coeffRef(i) = Scalar(1.0);
|
|
329
310
|
// For singular eigenvalues do nothing more
|
|
330
|
-
if(abs(m_betas.coeffRef(i)) >= (std::numeric_limits<RealScalar>::min)())
|
|
331
|
-
{
|
|
311
|
+
if (abs(m_betas.coeffRef(i)) >= (std::numeric_limits<RealScalar>::min)()) {
|
|
332
312
|
// Non-singular eigenvalue
|
|
333
313
|
const Scalar alpha = real(m_alphas.coeffRef(i));
|
|
334
314
|
const Scalar beta = m_betas.coeffRef(i);
|
|
335
|
-
for (Index j = i-1; j >= 0; j--)
|
|
336
|
-
|
|
337
|
-
const Index
|
|
338
|
-
|
|
339
|
-
if (j > 0 && mS.coeff(j, j-1) != Scalar(0))
|
|
340
|
-
{
|
|
315
|
+
for (Index j = i - 1; j >= 0; j--) {
|
|
316
|
+
const Index st = j + 1;
|
|
317
|
+
const Index sz = i - j;
|
|
318
|
+
if (j > 0 && mS.coeff(j, j - 1) != Scalar(0)) {
|
|
341
319
|
// 2x2 block
|
|
342
|
-
Matrix<Scalar, 2, 1> rhs = (alpha*mT.template block<2,Dynamic>(j
|
|
343
|
-
|
|
344
|
-
|
|
320
|
+
Matrix<Scalar, 2, 1> rhs = (alpha * mT.template block<2, Dynamic>(j - 1, st, 2, sz) -
|
|
321
|
+
beta * mS.template block<2, Dynamic>(j - 1, st, 2, sz))
|
|
322
|
+
.lazyProduct(v.segment(st, sz));
|
|
323
|
+
Matrix<Scalar, 2, 2> lhs =
|
|
324
|
+
beta * mS.template block<2, 2>(j - 1, j - 1) - alpha * mT.template block<2, 2>(j - 1, j - 1);
|
|
325
|
+
v.template segment<2>(j - 1) = lhs.partialPivLu().solve(rhs);
|
|
345
326
|
j--;
|
|
346
|
-
}
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|
347
|
-
|
|
348
|
-
|
|
349
|
-
|
|
327
|
+
} else {
|
|
328
|
+
v.coeffRef(j) = -v.segment(st, sz)
|
|
329
|
+
.transpose()
|
|
330
|
+
.cwiseProduct(beta * mS.block(j, st, 1, sz) - alpha * mT.block(j, st, 1, sz))
|
|
331
|
+
.sum() /
|
|
332
|
+
(beta * mS.coeffRef(j, j) - alpha * mT.coeffRef(j, j));
|
|
350
333
|
}
|
|
351
334
|
}
|
|
352
335
|
}
|
|
@@ -355,64 +338,65 @@ GeneralizedEigenSolver<MatrixType>::compute(const MatrixType& A, const MatrixTyp
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|
355
338
|
m_eivec.col(i).imag().setConstant(0);
|
|
356
339
|
}
|
|
357
340
|
++i;
|
|
358
|
-
}
|
|
359
|
-
|
|
360
|
-
|
|
361
|
-
//
|
|
362
|
-
// Then taking beta=T_00*T_11, we can avoid any division, and alpha is the eigenvalues of A = (U^-1 * S * U) * diag(T_11,T_00):
|
|
341
|
+
} else {
|
|
342
|
+
// We need to extract the generalized eigenvalues of the pair of a general 2x2 block S and a positive diagonal
|
|
343
|
+
// 2x2 block T Then taking beta=T_00*T_11, we can avoid any division, and alpha is the eigenvalues of A = (U^-1
|
|
344
|
+
// * S * U) * diag(T_11,T_00):
|
|
363
345
|
|
|
364
346
|
// T = [a 0]
|
|
365
347
|
// [0 b]
|
|
366
|
-
RealScalar a = mT.diagonal().coeff(i),
|
|
367
|
-
|
|
368
|
-
const RealScalar beta = m_betas.coeffRef(i) = m_betas.coeffRef(i+1) = a*b;
|
|
348
|
+
RealScalar a = mT.diagonal().coeff(i), b = mT.diagonal().coeff(i + 1);
|
|
349
|
+
const RealScalar beta = m_betas.coeffRef(i) = m_betas.coeffRef(i + 1) = a * b;
|
|
369
350
|
|
|
370
351
|
// ^^ NOTE: using diagonal()(i) instead of coeff(i,i) workarounds a MSVC bug.
|
|
371
|
-
Matrix<RealScalar,2,2> S2 = mS.template block<2,2>(i,i) * Matrix<Scalar,2,1>(b,a).asDiagonal();
|
|
352
|
+
Matrix<RealScalar, 2, 2> S2 = mS.template block<2, 2>(i, i) * Matrix<Scalar, 2, 1>(b, a).asDiagonal();
|
|
372
353
|
|
|
373
|
-
Scalar p = Scalar(0.5) * (S2.coeff(0,0) - S2.coeff(1,1));
|
|
374
|
-
Scalar z = sqrt(abs(p * p + S2.coeff(1,0) * S2.coeff(0,1)));
|
|
375
|
-
const ComplexScalar alpha = ComplexScalar(S2.coeff(1,1) + p, (beta > 0) ? z : -z);
|
|
376
|
-
m_alphas.coeffRef(i)
|
|
377
|
-
m_alphas.coeffRef(i+1) = alpha;
|
|
354
|
+
Scalar p = Scalar(0.5) * (S2.coeff(0, 0) - S2.coeff(1, 1));
|
|
355
|
+
Scalar z = sqrt(abs(p * p + S2.coeff(1, 0) * S2.coeff(0, 1)));
|
|
356
|
+
const ComplexScalar alpha = ComplexScalar(S2.coeff(1, 1) + p, (beta > 0) ? z : -z);
|
|
357
|
+
m_alphas.coeffRef(i) = conj(alpha);
|
|
358
|
+
m_alphas.coeffRef(i + 1) = alpha;
|
|
378
359
|
|
|
379
360
|
if (computeEigenvectors) {
|
|
380
361
|
// Compute eigenvector in position (i+1) and then position (i) is just the conjugate
|
|
381
362
|
cv.setZero();
|
|
382
|
-
cv.coeffRef(i+1) = Scalar(1.0);
|
|
383
|
-
// here, the "static_cast"
|
|
384
|
-
cv.coeffRef(i) = -(static_cast<Scalar>(beta*mS.coeffRef(i,i+1)) - alpha*mT.coeffRef(i,i+1))
|
|
385
|
-
|
|
386
|
-
for (Index j = i-1; j >= 0; j--)
|
|
387
|
-
|
|
388
|
-
const Index
|
|
389
|
-
|
|
390
|
-
if (j > 0 && mS.coeff(j, j-1) != Scalar(0))
|
|
391
|
-
{
|
|
363
|
+
cv.coeffRef(i + 1) = Scalar(1.0);
|
|
364
|
+
// here, the "static_cast" workaround expression template issues.
|
|
365
|
+
cv.coeffRef(i) = -(static_cast<Scalar>(beta * mS.coeffRef(i, i + 1)) - alpha * mT.coeffRef(i, i + 1)) /
|
|
366
|
+
(static_cast<Scalar>(beta * mS.coeffRef(i, i)) - alpha * mT.coeffRef(i, i));
|
|
367
|
+
for (Index j = i - 1; j >= 0; j--) {
|
|
368
|
+
const Index st = j + 1;
|
|
369
|
+
const Index sz = i + 1 - j;
|
|
370
|
+
if (j > 0 && mS.coeff(j, j - 1) != Scalar(0)) {
|
|
392
371
|
// 2x2 block
|
|
393
|
-
Matrix<ComplexScalar, 2, 1> rhs = (alpha*mT.template block<2,Dynamic>(j
|
|
394
|
-
|
|
395
|
-
|
|
372
|
+
Matrix<ComplexScalar, 2, 1> rhs = (alpha * mT.template block<2, Dynamic>(j - 1, st, 2, sz) -
|
|
373
|
+
beta * mS.template block<2, Dynamic>(j - 1, st, 2, sz))
|
|
374
|
+
.lazyProduct(cv.segment(st, sz));
|
|
375
|
+
Matrix<ComplexScalar, 2, 2> lhs =
|
|
376
|
+
beta * mS.template block<2, 2>(j - 1, j - 1) - alpha * mT.template block<2, 2>(j - 1, j - 1);
|
|
377
|
+
cv.template segment<2>(j - 1) = lhs.partialPivLu().solve(rhs);
|
|
396
378
|
j--;
|
|
397
379
|
} else {
|
|
398
|
-
cv.coeffRef(j) =
|
|
399
|
-
|
|
380
|
+
cv.coeffRef(j) = cv.segment(st, sz)
|
|
381
|
+
.transpose()
|
|
382
|
+
.cwiseProduct(beta * mS.block(j, st, 1, sz) - alpha * mT.block(j, st, 1, sz))
|
|
383
|
+
.sum() /
|
|
384
|
+
(alpha * mT.coeffRef(j, j) - static_cast<Scalar>(beta * mS.coeffRef(j, j)));
|
|
400
385
|
}
|
|
401
386
|
}
|
|
402
|
-
m_eivec.col(i+1).noalias() = (m_realQZ.matrixZ().transpose() * cv);
|
|
403
|
-
m_eivec.col(i+1).normalize();
|
|
404
|
-
m_eivec.col(i) = m_eivec.col(i+1).conjugate();
|
|
387
|
+
m_eivec.col(i + 1).noalias() = (m_realQZ.matrixZ().transpose() * cv);
|
|
388
|
+
m_eivec.col(i + 1).normalize();
|
|
389
|
+
m_eivec.col(i) = m_eivec.col(i + 1).conjugate();
|
|
405
390
|
}
|
|
406
391
|
i += 2;
|
|
407
392
|
}
|
|
408
393
|
}
|
|
409
|
-
|
|
410
|
-
m_valuesOkay = true;
|
|
411
|
-
m_vectorsOkay = computeEigenvectors;
|
|
412
394
|
}
|
|
395
|
+
m_computeEigenvectors = computeEigenvectors;
|
|
396
|
+
m_isInitialized = true;
|
|
413
397
|
return *this;
|
|
414
398
|
}
|
|
415
399
|
|
|
416
|
-
}
|
|
400
|
+
} // end namespace Eigen
|
|
417
401
|
|
|
418
|
-
#endif
|
|
402
|
+
#endif // EIGEN_GENERALIZEDEIGENSOLVER_H
|