@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.
Files changed (431) hide show
  1. package/README.md +1 -1
  2. package/eigen/Eigen/AccelerateSupport +52 -0
  3. package/eigen/Eigen/Cholesky +18 -20
  4. package/eigen/Eigen/CholmodSupport +28 -28
  5. package/eigen/Eigen/Core +187 -120
  6. package/eigen/Eigen/Eigenvalues +16 -13
  7. package/eigen/Eigen/Geometry +18 -18
  8. package/eigen/Eigen/Householder +9 -7
  9. package/eigen/Eigen/IterativeLinearSolvers +8 -4
  10. package/eigen/Eigen/Jacobi +14 -13
  11. package/eigen/Eigen/KLUSupport +23 -21
  12. package/eigen/Eigen/LU +15 -16
  13. package/eigen/Eigen/MetisSupport +12 -12
  14. package/eigen/Eigen/OrderingMethods +54 -51
  15. package/eigen/Eigen/PaStiXSupport +23 -21
  16. package/eigen/Eigen/PardisoSupport +17 -14
  17. package/eigen/Eigen/QR +18 -20
  18. package/eigen/Eigen/QtAlignedMalloc +5 -12
  19. package/eigen/Eigen/SPQRSupport +21 -14
  20. package/eigen/Eigen/SVD +23 -17
  21. package/eigen/Eigen/Sparse +1 -2
  22. package/eigen/Eigen/SparseCholesky +18 -15
  23. package/eigen/Eigen/SparseCore +18 -17
  24. package/eigen/Eigen/SparseLU +9 -9
  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 +366 -405
  37. package/eigen/Eigen/src/Cholesky/LLT.h +323 -367
  38. package/eigen/Eigen/src/Cholesky/LLT_LAPACKE.h +81 -56
  39. package/eigen/Eigen/src/CholmodSupport/CholmodSupport.h +585 -529
  40. package/eigen/Eigen/src/CholmodSupport/InternalHeaderCheck.h +3 -0
  41. package/eigen/Eigen/src/Core/ArithmeticSequence.h +143 -317
  42. package/eigen/Eigen/src/Core/Array.h +329 -370
  43. package/eigen/Eigen/src/Core/ArrayBase.h +190 -203
  44. package/eigen/Eigen/src/Core/ArrayWrapper.h +126 -170
  45. package/eigen/Eigen/src/Core/Assign.h +30 -40
  46. package/eigen/Eigen/src/Core/AssignEvaluator.h +651 -604
  47. package/eigen/Eigen/src/Core/Assign_MKL.h +125 -120
  48. package/eigen/Eigen/src/Core/BandMatrix.h +267 -282
  49. package/eigen/Eigen/src/Core/Block.h +371 -390
  50. package/eigen/Eigen/src/Core/CommaInitializer.h +85 -100
  51. package/eigen/Eigen/src/Core/ConditionEstimator.h +51 -53
  52. package/eigen/Eigen/src/Core/CoreEvaluators.h +1214 -937
  53. package/eigen/Eigen/src/Core/CoreIterators.h +72 -63
  54. package/eigen/Eigen/src/Core/CwiseBinaryOp.h +112 -129
  55. package/eigen/Eigen/src/Core/CwiseNullaryOp.h +676 -702
  56. package/eigen/Eigen/src/Core/CwiseTernaryOp.h +77 -103
  57. package/eigen/Eigen/src/Core/CwiseUnaryOp.h +55 -67
  58. package/eigen/Eigen/src/Core/CwiseUnaryView.h +127 -92
  59. package/eigen/Eigen/src/Core/DenseBase.h +630 -658
  60. package/eigen/Eigen/src/Core/DenseCoeffsBase.h +511 -628
  61. package/eigen/Eigen/src/Core/DenseStorage.h +511 -590
  62. package/eigen/Eigen/src/Core/DeviceWrapper.h +153 -0
  63. package/eigen/Eigen/src/Core/Diagonal.h +168 -207
  64. package/eigen/Eigen/src/Core/DiagonalMatrix.h +346 -317
  65. package/eigen/Eigen/src/Core/DiagonalProduct.h +12 -10
  66. package/eigen/Eigen/src/Core/Dot.h +167 -217
  67. package/eigen/Eigen/src/Core/EigenBase.h +74 -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 -113
  71. package/eigen/Eigen/src/Core/Fuzzy.h +82 -105
  72. package/eigen/Eigen/src/Core/GeneralProduct.h +315 -261
  73. package/eigen/Eigen/src/Core/GenericPacketMath.h +1182 -520
  74. package/eigen/Eigen/src/Core/GlobalFunctions.h +193 -157
  75. package/eigen/Eigen/src/Core/IO.h +131 -156
  76. package/eigen/Eigen/src/Core/IndexedView.h +209 -125
  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 +50 -59
  80. package/eigen/Eigen/src/Core/Map.h +123 -141
  81. package/eigen/Eigen/src/Core/MapBase.h +255 -282
  82. package/eigen/Eigen/src/Core/MathFunctions.h +1247 -1201
  83. package/eigen/Eigen/src/Core/MathFunctionsImpl.h +162 -99
  84. package/eigen/Eigen/src/Core/Matrix.h +463 -494
  85. package/eigen/Eigen/src/Core/MatrixBase.h +468 -470
  86. package/eigen/Eigen/src/Core/NestByValue.h +58 -52
  87. package/eigen/Eigen/src/Core/NoAlias.h +79 -86
  88. package/eigen/Eigen/src/Core/NumTraits.h +206 -206
  89. package/eigen/Eigen/src/Core/PartialReduxEvaluator.h +163 -142
  90. package/eigen/Eigen/src/Core/PermutationMatrix.h +461 -511
  91. package/eigen/Eigen/src/Core/PlainObjectBase.h +858 -972
  92. package/eigen/Eigen/src/Core/Product.h +246 -130
  93. package/eigen/Eigen/src/Core/ProductEvaluators.h +779 -671
  94. package/eigen/Eigen/src/Core/Random.h +153 -164
  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 +334 -314
  98. package/eigen/Eigen/src/Core/Ref.h +259 -257
  99. package/eigen/Eigen/src/Core/Replicate.h +92 -104
  100. package/eigen/Eigen/src/Core/Reshaped.h +215 -271
  101. package/eigen/Eigen/src/Core/ReturnByValue.h +47 -55
  102. package/eigen/Eigen/src/Core/Reverse.h +133 -148
  103. package/eigen/Eigen/src/Core/Select.h +68 -140
  104. package/eigen/Eigen/src/Core/SelfAdjointView.h +254 -290
  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 +88 -102
  108. package/eigen/Eigen/src/Core/SolveTriangular.h +126 -124
  109. package/eigen/Eigen/src/Core/SolverBase.h +132 -133
  110. package/eigen/Eigen/src/Core/StableNorm.h +113 -147
  111. package/eigen/Eigen/src/Core/StlIterators.h +404 -248
  112. package/eigen/Eigen/src/Core/Stride.h +90 -92
  113. package/eigen/Eigen/src/Core/Swap.h +70 -39
  114. package/eigen/Eigen/src/Core/Transpose.h +258 -295
  115. package/eigen/Eigen/src/Core/Transpositions.h +270 -333
  116. package/eigen/Eigen/src/Core/TriangularMatrix.h +642 -743
  117. package/eigen/Eigen/src/Core/VectorBlock.h +59 -72
  118. package/eigen/Eigen/src/Core/VectorwiseOp.h +653 -704
  119. package/eigen/Eigen/src/Core/Visitor.h +464 -308
  120. package/eigen/Eigen/src/Core/arch/AVX/Complex.h +380 -187
  121. package/eigen/Eigen/src/Core/arch/AVX/MathFunctions.h +65 -163
  122. package/eigen/Eigen/src/Core/arch/AVX/PacketMath.h +2145 -638
  123. package/eigen/Eigen/src/Core/arch/AVX/Reductions.h +353 -0
  124. package/eigen/Eigen/src/Core/arch/AVX/TypeCasting.h +253 -60
  125. package/eigen/Eigen/src/Core/arch/AVX512/Complex.h +278 -228
  126. package/eigen/Eigen/src/Core/arch/AVX512/GemmKernel.h +1245 -0
  127. package/eigen/Eigen/src/Core/arch/AVX512/MathFunctions.h +48 -269
  128. package/eigen/Eigen/src/Core/arch/AVX512/MathFunctionsFP16.h +75 -0
  129. package/eigen/Eigen/src/Core/arch/AVX512/PacketMath.h +1597 -754
  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 +229 -41
  135. package/eigen/Eigen/src/Core/arch/AVX512/TypeCastingFP16.h +130 -0
  136. package/eigen/Eigen/src/Core/arch/AltiVec/Complex.h +420 -184
  137. package/eigen/Eigen/src/Core/arch/AltiVec/MathFunctions.h +40 -49
  138. package/eigen/Eigen/src/Core/arch/AltiVec/MatrixProduct.h +2962 -2213
  139. package/eigen/Eigen/src/Core/arch/AltiVec/MatrixProductCommon.h +196 -212
  140. package/eigen/Eigen/src/Core/arch/AltiVec/MatrixProductMMA.h +713 -441
  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 +2380 -1362
  144. package/eigen/Eigen/src/Core/arch/AltiVec/TypeCasting.h +153 -0
  145. package/eigen/Eigen/src/Core/arch/Default/BFloat16.h +390 -224
  146. package/eigen/Eigen/src/Core/arch/Default/ConjHelper.h +78 -67
  147. package/eigen/Eigen/src/Core/arch/Default/GenericPacketMathFunctions.h +1784 -799
  148. package/eigen/Eigen/src/Core/arch/Default/GenericPacketMathFunctionsFwd.h +167 -50
  149. package/eigen/Eigen/src/Core/arch/Default/Half.h +528 -379
  150. package/eigen/Eigen/src/Core/arch/Default/Settings.h +10 -12
  151. package/eigen/Eigen/src/Core/arch/GPU/Complex.h +244 -0
  152. package/eigen/Eigen/src/Core/arch/GPU/MathFunctions.h +41 -40
  153. package/eigen/Eigen/src/Core/arch/GPU/PacketMath.h +550 -523
  154. package/eigen/Eigen/src/Core/arch/GPU/Tuple.h +268 -0
  155. package/eigen/Eigen/src/Core/arch/GPU/TypeCasting.h +27 -30
  156. package/eigen/Eigen/src/Core/arch/HIP/hcc/math_constants.h +8 -8
  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 +54 -82
  164. package/eigen/Eigen/src/Core/arch/MSA/MathFunctions.h +84 -92
  165. package/eigen/Eigen/src/Core/arch/MSA/PacketMath.h +51 -47
  166. package/eigen/Eigen/src/Core/arch/NEON/Complex.h +454 -306
  167. package/eigen/Eigen/src/Core/arch/NEON/GeneralBlockPanelKernel.h +175 -115
  168. package/eigen/Eigen/src/Core/arch/NEON/MathFunctions.h +23 -30
  169. package/eigen/Eigen/src/Core/arch/NEON/PacketMath.h +4366 -2857
  170. package/eigen/Eigen/src/Core/arch/NEON/TypeCasting.h +616 -393
  171. package/eigen/Eigen/src/Core/arch/NEON/UnaryFunctors.h +57 -0
  172. package/eigen/Eigen/src/Core/arch/SSE/Complex.h +350 -198
  173. package/eigen/Eigen/src/Core/arch/SSE/MathFunctions.h +38 -149
  174. package/eigen/Eigen/src/Core/arch/SSE/PacketMath.h +1791 -912
  175. package/eigen/Eigen/src/Core/arch/SSE/Reductions.h +324 -0
  176. package/eigen/Eigen/src/Core/arch/SSE/TypeCasting.h +128 -40
  177. package/eigen/Eigen/src/Core/arch/SVE/MathFunctions.h +10 -6
  178. package/eigen/Eigen/src/Core/arch/SVE/PacketMath.h +156 -234
  179. package/eigen/Eigen/src/Core/arch/SVE/TypeCasting.h +6 -3
  180. package/eigen/Eigen/src/Core/arch/SYCL/InteropHeaders.h +27 -32
  181. package/eigen/Eigen/src/Core/arch/SYCL/MathFunctions.h +119 -117
  182. package/eigen/Eigen/src/Core/arch/SYCL/PacketMath.h +325 -419
  183. package/eigen/Eigen/src/Core/arch/SYCL/TypeCasting.h +15 -17
  184. package/eigen/Eigen/src/Core/arch/ZVector/Complex.h +325 -181
  185. package/eigen/Eigen/src/Core/arch/ZVector/MathFunctions.h +94 -83
  186. package/eigen/Eigen/src/Core/arch/ZVector/PacketMath.h +811 -458
  187. package/eigen/Eigen/src/Core/functors/AssignmentFunctors.h +121 -124
  188. package/eigen/Eigen/src/Core/functors/BinaryFunctors.h +576 -370
  189. package/eigen/Eigen/src/Core/functors/NullaryFunctors.h +194 -109
  190. package/eigen/Eigen/src/Core/functors/StlFunctors.h +95 -112
  191. package/eigen/Eigen/src/Core/functors/TernaryFunctors.h +34 -7
  192. package/eigen/Eigen/src/Core/functors/UnaryFunctors.h +1038 -749
  193. package/eigen/Eigen/src/Core/products/GeneralBlockPanelKernel.h +1883 -1375
  194. package/eigen/Eigen/src/Core/products/GeneralMatrixMatrix.h +312 -370
  195. package/eigen/Eigen/src/Core/products/GeneralMatrixMatrixTriangular.h +189 -176
  196. package/eigen/Eigen/src/Core/products/GeneralMatrixMatrixTriangular_BLAS.h +84 -81
  197. package/eigen/Eigen/src/Core/products/GeneralMatrixMatrix_BLAS.h +154 -73
  198. package/eigen/Eigen/src/Core/products/GeneralMatrixVector.h +292 -337
  199. package/eigen/Eigen/src/Core/products/GeneralMatrixVector_BLAS.h +80 -77
  200. package/eigen/Eigen/src/Core/products/Parallelizer.h +207 -105
  201. package/eigen/Eigen/src/Core/products/SelfadjointMatrixMatrix.h +327 -388
  202. package/eigen/Eigen/src/Core/products/SelfadjointMatrixMatrix_BLAS.h +206 -224
  203. package/eigen/Eigen/src/Core/products/SelfadjointMatrixVector.h +138 -147
  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 -47
  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 -277
  212. package/eigen/Eigen/src/Core/products/TriangularSolverMatrix_BLAS.h +108 -109
  213. package/eigen/Eigen/src/Core/products/TriangularSolverVector.h +68 -94
  214. package/eigen/Eigen/src/Core/util/Assert.h +158 -0
  215. package/eigen/Eigen/src/Core/util/BlasUtil.h +342 -303
  216. package/eigen/Eigen/src/Core/util/ConfigureVectorization.h +348 -317
  217. package/eigen/Eigen/src/Core/util/Constants.h +297 -262
  218. package/eigen/Eigen/src/Core/util/DisableStupidWarnings.h +130 -90
  219. package/eigen/Eigen/src/Core/util/EmulateArray.h +270 -0
  220. package/eigen/Eigen/src/Core/util/ForwardDeclarations.h +449 -247
  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 +417 -116
  224. package/eigen/Eigen/src/Core/util/IntegralConstant.h +211 -204
  225. package/eigen/Eigen/src/Core/util/MKL_support.h +39 -37
  226. package/eigen/Eigen/src/Core/util/Macros.h +655 -773
  227. package/eigen/Eigen/src/Core/util/MaxSizeVector.h +139 -0
  228. package/eigen/Eigen/src/Core/util/Memory.h +970 -748
  229. package/eigen/Eigen/src/Core/util/Meta.h +581 -633
  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 +17 -17
  233. package/eigen/Eigen/src/Core/util/Serializer.h +209 -0
  234. package/eigen/Eigen/src/Core/util/StaticAssert.h +50 -166
  235. package/eigen/Eigen/src/Core/util/SymbolicIndex.h +377 -225
  236. package/eigen/Eigen/src/Core/util/XprHelper.h +784 -547
  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 +89 -105
  246. package/eigen/Eigen/src/Eigenvalues/RealQZ.h +537 -607
  247. package/eigen/Eigen/src/Eigenvalues/RealSchur.h +342 -381
  248. package/eigen/Eigen/src/Eigenvalues/RealSchur_LAPACKE.h +41 -35
  249. package/eigen/Eigen/src/Eigenvalues/SelfAdjointEigenSolver.h +541 -595
  250. package/eigen/Eigen/src/Eigenvalues/SelfAdjointEigenSolver_LAPACKE.h +47 -44
  251. package/eigen/Eigen/src/Eigenvalues/Tridiagonalization.h +430 -462
  252. package/eigen/Eigen/src/Geometry/AlignedBox.h +226 -227
  253. package/eigen/Eigen/src/Geometry/AngleAxis.h +131 -133
  254. package/eigen/Eigen/src/Geometry/EulerAngles.h +163 -74
  255. package/eigen/Eigen/src/Geometry/Homogeneous.h +285 -333
  256. package/eigen/Eigen/src/Geometry/Hyperplane.h +151 -160
  257. package/eigen/Eigen/src/Geometry/InternalHeaderCheck.h +3 -0
  258. package/eigen/Eigen/src/Geometry/OrthoMethods.h +168 -146
  259. package/eigen/Eigen/src/Geometry/ParametrizedLine.h +127 -127
  260. package/eigen/Eigen/src/Geometry/Quaternion.h +566 -506
  261. package/eigen/Eigen/src/Geometry/Rotation2D.h +107 -105
  262. package/eigen/Eigen/src/Geometry/RotationBase.h +148 -145
  263. package/eigen/Eigen/src/Geometry/Scaling.h +113 -106
  264. package/eigen/Eigen/src/Geometry/Transform.h +858 -936
  265. package/eigen/Eigen/src/Geometry/Translation.h +94 -92
  266. package/eigen/Eigen/src/Geometry/Umeyama.h +79 -84
  267. package/eigen/Eigen/src/Geometry/arch/Geometry_SIMD.h +90 -104
  268. package/eigen/Eigen/src/Householder/BlockHouseholder.h +51 -46
  269. package/eigen/Eigen/src/Householder/Householder.h +102 -124
  270. package/eigen/Eigen/src/Householder/HouseholderSequence.h +412 -453
  271. package/eigen/Eigen/src/Householder/InternalHeaderCheck.h +3 -0
  272. package/eigen/Eigen/src/IterativeLinearSolvers/BasicPreconditioners.h +149 -162
  273. package/eigen/Eigen/src/IterativeLinearSolvers/BiCGSTAB.h +124 -119
  274. package/eigen/Eigen/src/IterativeLinearSolvers/ConjugateGradient.h +92 -104
  275. package/eigen/Eigen/src/IterativeLinearSolvers/IncompleteCholesky.h +251 -243
  276. package/eigen/Eigen/src/IterativeLinearSolvers/IncompleteLUT.h +224 -228
  277. package/eigen/Eigen/src/IterativeLinearSolvers/InternalHeaderCheck.h +3 -0
  278. package/eigen/Eigen/src/IterativeLinearSolvers/IterativeSolverBase.h +178 -227
  279. package/eigen/Eigen/src/IterativeLinearSolvers/LeastSquareConjugateGradient.h +79 -84
  280. package/eigen/Eigen/src/IterativeLinearSolvers/SolveWithGuess.h +54 -60
  281. package/eigen/Eigen/src/Jacobi/InternalHeaderCheck.h +3 -0
  282. package/eigen/Eigen/src/Jacobi/Jacobi.h +252 -308
  283. package/eigen/Eigen/src/KLUSupport/InternalHeaderCheck.h +3 -0
  284. package/eigen/Eigen/src/KLUSupport/KLUSupport.h +208 -227
  285. package/eigen/Eigen/src/LU/Determinant.h +50 -69
  286. package/eigen/Eigen/src/LU/FullPivLU.h +545 -596
  287. package/eigen/Eigen/src/LU/InternalHeaderCheck.h +3 -0
  288. package/eigen/Eigen/src/LU/InverseImpl.h +206 -285
  289. package/eigen/Eigen/src/LU/PartialPivLU.h +390 -428
  290. package/eigen/Eigen/src/LU/PartialPivLU_LAPACKE.h +54 -40
  291. package/eigen/Eigen/src/LU/arch/InverseSize4.h +72 -70
  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 +243 -265
  295. package/eigen/Eigen/src/OrderingMethods/Eigen_Colamd.h +831 -1004
  296. package/eigen/Eigen/src/OrderingMethods/InternalHeaderCheck.h +3 -0
  297. package/eigen/Eigen/src/OrderingMethods/Ordering.h +112 -119
  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 -430
  302. package/eigen/Eigen/src/QR/ColPivHouseholderQR.h +479 -479
  303. package/eigen/Eigen/src/QR/ColPivHouseholderQR_LAPACKE.h +120 -56
  304. package/eigen/Eigen/src/QR/CompleteOrthogonalDecomposition.h +166 -153
  305. package/eigen/Eigen/src/QR/FullPivHouseholderQR.h +495 -475
  306. package/eigen/Eigen/src/QR/HouseholderQR.h +394 -285
  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 +244 -264
  311. package/eigen/Eigen/src/SVD/BDCSVD.h +817 -713
  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 +577 -543
  315. package/eigen/Eigen/src/SVD/JacobiSVD_LAPACKE.h +85 -49
  316. package/eigen/Eigen/src/SVD/SVDBase.h +242 -182
  317. package/eigen/Eigen/src/SVD/UpperBidiagonalization.h +200 -235
  318. package/eigen/Eigen/src/SparseCholesky/InternalHeaderCheck.h +3 -0
  319. package/eigen/Eigen/src/SparseCholesky/SimplicialCholesky.h +765 -594
  320. package/eigen/Eigen/src/SparseCholesky/SimplicialCholesky_impl.h +308 -94
  321. package/eigen/Eigen/src/SparseCore/AmbiVector.h +202 -251
  322. package/eigen/Eigen/src/SparseCore/CompressedStorage.h +184 -252
  323. package/eigen/Eigen/src/SparseCore/ConservativeSparseSparseProduct.h +134 -178
  324. package/eigen/Eigen/src/SparseCore/InternalHeaderCheck.h +3 -0
  325. package/eigen/Eigen/src/SparseCore/SparseAssign.h +149 -140
  326. package/eigen/Eigen/src/SparseCore/SparseBlock.h +403 -440
  327. package/eigen/Eigen/src/SparseCore/SparseColEtree.h +100 -112
  328. package/eigen/Eigen/src/SparseCore/SparseCompressedBase.h +525 -303
  329. package/eigen/Eigen/src/SparseCore/SparseCwiseBinaryOp.h +555 -339
  330. package/eigen/Eigen/src/SparseCore/SparseCwiseUnaryOp.h +100 -108
  331. package/eigen/Eigen/src/SparseCore/SparseDenseProduct.h +169 -197
  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
  335. package/eigen/Eigen/src/SparseCore/SparseMap.h +243 -253
  336. package/eigen/Eigen/src/SparseCore/SparseMatrix.h +1603 -1245
  337. package/eigen/Eigen/src/SparseCore/SparseMatrixBase.h +403 -350
  338. package/eigen/Eigen/src/SparseCore/SparsePermutation.h +186 -115
  339. package/eigen/Eigen/src/SparseCore/SparseProduct.h +94 -97
  340. package/eigen/Eigen/src/SparseCore/SparseRedux.h +22 -24
  341. package/eigen/Eigen/src/SparseCore/SparseRef.h +268 -295
  342. package/eigen/Eigen/src/SparseCore/SparseSelfAdjointView.h +370 -416
  343. package/eigen/Eigen/src/SparseCore/SparseSolverBase.h +78 -87
  344. package/eigen/Eigen/src/SparseCore/SparseSparseProductWithPruning.h +81 -95
  345. package/eigen/Eigen/src/SparseCore/SparseTranspose.h +62 -71
  346. package/eigen/Eigen/src/SparseCore/SparseTriangularView.h +132 -144
  347. package/eigen/Eigen/src/SparseCore/SparseUtil.h +138 -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
  352. package/eigen/Eigen/src/SparseLU/SparseLU.h +756 -710
  353. package/eigen/Eigen/src/SparseLU/SparseLUImpl.h +61 -48
  354. package/eigen/Eigen/src/SparseLU/SparseLU_Memory.h +102 -118
  355. package/eigen/Eigen/src/SparseLU/SparseLU_Structs.h +38 -35
  356. package/eigen/Eigen/src/SparseLU/SparseLU_SupernodalMatrix.h +245 -301
  357. package/eigen/Eigen/src/SparseLU/SparseLU_Utils.h +44 -49
  358. package/eigen/Eigen/src/SparseLU/SparseLU_column_bmod.h +104 -108
  359. package/eigen/Eigen/src/SparseLU/SparseLU_column_dfs.h +89 -100
  360. package/eigen/Eigen/src/SparseLU/SparseLU_copy_to_ucol.h +57 -58
  361. package/eigen/Eigen/src/SparseLU/SparseLU_heap_relax_snode.h +43 -55
  362. package/eigen/Eigen/src/SparseLU/SparseLU_kernel_bmod.h +74 -71
  363. package/eigen/Eigen/src/SparseLU/SparseLU_panel_bmod.h +124 -132
  364. package/eigen/Eigen/src/SparseLU/SparseLU_panel_dfs.h +136 -159
  365. package/eigen/Eigen/src/SparseLU/SparseLU_pivotL.h +51 -52
  366. package/eigen/Eigen/src/SparseLU/SparseLU_pruneL.h +67 -73
  367. package/eigen/Eigen/src/SparseLU/SparseLU_relax_snode.h +24 -26
  368. package/eigen/Eigen/src/SparseQR/InternalHeaderCheck.h +3 -0
  369. package/eigen/Eigen/src/SparseQR/SparseQR.h +450 -502
  370. package/eigen/Eigen/src/StlSupport/StdDeque.h +28 -93
  371. package/eigen/Eigen/src/StlSupport/StdList.h +28 -84
  372. package/eigen/Eigen/src/StlSupport/StdVector.h +28 -108
  373. package/eigen/Eigen/src/StlSupport/details.h +48 -50
  374. package/eigen/Eigen/src/SuperLUSupport/InternalHeaderCheck.h +3 -0
  375. package/eigen/Eigen/src/SuperLUSupport/SuperLUSupport.h +634 -730
  376. package/eigen/Eigen/src/ThreadPool/Barrier.h +70 -0
  377. package/eigen/Eigen/src/ThreadPool/CoreThreadPoolDevice.h +336 -0
  378. package/eigen/Eigen/src/ThreadPool/EventCount.h +241 -0
  379. package/eigen/Eigen/src/ThreadPool/ForkJoin.h +140 -0
  380. package/eigen/Eigen/src/ThreadPool/InternalHeaderCheck.h +4 -0
  381. package/eigen/Eigen/src/ThreadPool/NonBlockingThreadPool.h +587 -0
  382. package/eigen/Eigen/src/ThreadPool/RunQueue.h +230 -0
  383. package/eigen/Eigen/src/ThreadPool/ThreadCancel.h +21 -0
  384. package/eigen/Eigen/src/ThreadPool/ThreadEnvironment.h +43 -0
  385. package/eigen/Eigen/src/ThreadPool/ThreadLocal.h +289 -0
  386. package/eigen/Eigen/src/ThreadPool/ThreadPoolInterface.h +50 -0
  387. package/eigen/Eigen/src/ThreadPool/ThreadYield.h +16 -0
  388. package/eigen/Eigen/src/UmfPackSupport/InternalHeaderCheck.h +3 -0
  389. package/eigen/Eigen/src/UmfPackSupport/UmfPackSupport.h +428 -464
  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 +9972 -16179
  396. package/eigen/Eigen/src/misc/lapacke_helpers.h +163 -0
  397. package/eigen/Eigen/src/misc/lapacke_mangling.h +4 -5
  398. package/eigen/Eigen/src/plugins/ArrayCwiseBinaryOps.inc +344 -0
  399. package/eigen/Eigen/src/plugins/ArrayCwiseUnaryOps.inc +544 -0
  400. package/eigen/Eigen/src/plugins/{BlockMethods.h → BlockMethods.inc} +434 -506
  401. package/eigen/Eigen/src/plugins/CommonCwiseBinaryOps.inc +116 -0
  402. package/eigen/Eigen/src/plugins/{CommonCwiseUnaryOps.h → CommonCwiseUnaryOps.inc} +58 -68
  403. package/eigen/Eigen/src/plugins/IndexedViewMethods.inc +192 -0
  404. package/eigen/Eigen/src/plugins/InternalHeaderCheck.inc +3 -0
  405. package/eigen/Eigen/src/plugins/MatrixCwiseBinaryOps.inc +331 -0
  406. package/eigen/Eigen/src/plugins/MatrixCwiseUnaryOps.inc +118 -0
  407. package/eigen/Eigen/src/plugins/ReshapedMethods.inc +133 -0
  408. package/package.json +1 -1
  409. package/eigen/COPYING.APACHE +0 -203
  410. package/eigen/COPYING.BSD +0 -26
  411. package/eigen/COPYING.GPL +0 -674
  412. package/eigen/COPYING.LGPL +0 -502
  413. package/eigen/COPYING.MINPACK +0 -51
  414. package/eigen/COPYING.MPL2 +0 -373
  415. package/eigen/COPYING.README +0 -18
  416. package/eigen/Eigen/src/Core/BooleanRedux.h +0 -162
  417. package/eigen/Eigen/src/Core/arch/CUDA/Complex.h +0 -258
  418. package/eigen/Eigen/src/Core/arch/Default/TypeCasting.h +0 -120
  419. package/eigen/Eigen/src/Core/arch/SYCL/SyclMemoryModel.h +0 -694
  420. package/eigen/Eigen/src/Core/util/NonMPL2.h +0 -3
  421. package/eigen/Eigen/src/SparseCore/MappedSparseMatrix.h +0 -67
  422. package/eigen/Eigen/src/SparseLU/SparseLU_gemm_kernel.h +0 -280
  423. package/eigen/Eigen/src/misc/lapack.h +0 -152
  424. package/eigen/Eigen/src/plugins/ArrayCwiseBinaryOps.h +0 -358
  425. package/eigen/Eigen/src/plugins/ArrayCwiseUnaryOps.h +0 -696
  426. package/eigen/Eigen/src/plugins/CommonCwiseBinaryOps.h +0 -115
  427. package/eigen/Eigen/src/plugins/IndexedViewMethods.h +0 -262
  428. package/eigen/Eigen/src/plugins/MatrixCwiseBinaryOps.h +0 -152
  429. package/eigen/Eigen/src/plugins/MatrixCwiseUnaryOps.h +0 -95
  430. package/eigen/Eigen/src/plugins/ReshapedMethods.h +0 -149
  431. package/eigen/README.md +0 -5
@@ -11,202 +11,207 @@
11
11
  #ifndef EIGEN_BICGSTAB_H
12
12
  #define EIGEN_BICGSTAB_H
13
13
 
14
- namespace Eigen {
14
+ // IWYU pragma: private
15
+ #include "./InternalHeaderCheck.h"
16
+
17
+ namespace Eigen {
15
18
 
16
19
  namespace internal {
17
20
 
18
21
  /** \internal Low-level bi conjugate gradient stabilized algorithm
19
- * \param mat The matrix A
20
- * \param rhs The right hand side vector b
21
- * \param x On input and initial solution, on output the computed solution.
22
- * \param precond A preconditioner being able to efficiently solve for an
23
- * approximation of Ax=b (regardless of b)
24
- * \param iters On input the max number of iteration, on output the number of performed iterations.
25
- * \param tol_error On input the tolerance error, on output an estimation of the relative error.
26
- * \return false in the case of numerical issue, for example a break down of BiCGSTAB.
27
- */
28
- template<typename MatrixType, typename Rhs, typename Dest, typename Preconditioner>
29
- bool bicgstab(const MatrixType& mat, const Rhs& rhs, Dest& x,
30
- const Preconditioner& precond, Index& iters,
31
- typename Dest::RealScalar& tol_error)
32
- {
33
- using std::sqrt;
34
- using std::abs;
22
+ * \param mat The matrix A
23
+ * \param rhs The right hand side vector b
24
+ * \param x On input and initial solution, on output the computed solution.
25
+ * \param precond A preconditioner being able to efficiently solve for an
26
+ * approximation of Ax=b (regardless of b)
27
+ * \param iters On input the max number of iteration, on output the number of performed iterations.
28
+ * \param tol_error On input the tolerance error, on output an estimation of the relative error.
29
+ * \return false in the case of numerical issue, for example a break down of BiCGSTAB.
30
+ */
31
+ template <typename MatrixType, typename Rhs, typename Dest, typename Preconditioner>
32
+ bool bicgstab(const MatrixType& mat, const Rhs& rhs, Dest& x, const Preconditioner& precond, Index& iters,
33
+ typename Dest::RealScalar& tol_error) {
35
34
  typedef typename Dest::RealScalar RealScalar;
36
35
  typedef typename Dest::Scalar Scalar;
37
- typedef Matrix<Scalar,Dynamic,1> VectorType;
36
+ typedef Matrix<Scalar, Dynamic, 1> VectorType;
38
37
  RealScalar tol = tol_error;
39
38
  Index maxIters = iters;
40
39
 
41
40
  Index n = mat.cols();
42
- VectorType r = rhs - mat * x;
41
+ VectorType r = rhs - mat * x;
43
42
  VectorType r0 = r;
44
-
45
- RealScalar r0_sqnorm = r0.squaredNorm();
46
- RealScalar rhs_sqnorm = rhs.squaredNorm();
47
- if(rhs_sqnorm == 0)
48
- {
43
+
44
+ RealScalar r0_norm = r0.stableNorm();
45
+ RealScalar r_norm = r0_norm;
46
+ RealScalar rhs_norm = rhs.stableNorm();
47
+ if (rhs_norm == 0) {
49
48
  x.setZero();
50
49
  return true;
51
50
  }
52
- Scalar rho = 1;
53
- Scalar alpha = 1;
54
- Scalar w = 1;
55
-
51
+ Scalar rho(1);
52
+ Scalar alpha(0);
53
+ Scalar w(1);
54
+
56
55
  VectorType v = VectorType::Zero(n), p = VectorType::Zero(n);
57
- VectorType y(n), z(n);
56
+ VectorType y(n), z(n);
58
57
  VectorType kt(n), ks(n);
59
58
 
60
59
  VectorType s(n), t(n);
61
60
 
62
- RealScalar tol2 = tol*tol*rhs_sqnorm;
63
- RealScalar eps2 = NumTraits<Scalar>::epsilon()*NumTraits<Scalar>::epsilon();
61
+ RealScalar eps = NumTraits<Scalar>::epsilon();
64
62
  Index i = 0;
65
63
  Index restarts = 0;
66
64
 
67
- while ( r.squaredNorm() > tol2 && i<maxIters )
68
- {
65
+ while (r_norm > tol && i < maxIters) {
69
66
  Scalar rho_old = rho;
70
-
71
67
  rho = r0.dot(r);
72
- if (abs(rho) < eps2*r0_sqnorm)
73
- {
68
+ if (Eigen::numext::abs(rho) / Eigen::numext::maxi(r0_norm, r_norm) < eps * Eigen::numext::mini(r0_norm, r_norm)) {
74
69
  // The new residual vector became too orthogonal to the arbitrarily chosen direction r0
75
70
  // Let's restart with a new r0:
76
- r = rhs - mat * x;
71
+ r = rhs - mat * x;
77
72
  r0 = r;
78
- rho = r0_sqnorm = r.squaredNorm();
79
- if(restarts++ == 0)
80
- i = 0;
73
+ rho = r.squaredNorm();
74
+ r0_norm = r.stableNorm();
75
+ alpha = Scalar(0);
76
+ w = Scalar(1);
77
+ if (restarts++ == 0) i = 0;
81
78
  }
82
- Scalar beta = (rho/rho_old) * (alpha / w);
79
+ Scalar beta = (rho / rho_old) * (alpha / w);
83
80
  p = r + beta * (p - w * v);
84
-
81
+
85
82
  y = precond.solve(p);
86
-
87
- v.noalias() = mat * y;
88
83
 
89
- alpha = rho / r0.dot(v);
84
+ v.noalias() = mat * y;
85
+ Scalar theta = r0.dot(v);
86
+ // For small angles ∠(r0, v) < eps, random restart.
87
+ RealScalar v_norm = v.stableNorm();
88
+ if (Eigen::numext::abs(theta) / Eigen::numext::maxi(r0_norm, v_norm) < eps * Eigen::numext::mini(r0_norm, v_norm)) {
89
+ r = rhs - mat * x;
90
+ r0.setRandom();
91
+ r0_norm = r0.stableNorm();
92
+ rho = Scalar(1);
93
+ alpha = Scalar(0);
94
+ w = Scalar(1);
95
+ if (restarts++ == 0) i = 0;
96
+ continue;
97
+ }
98
+ alpha = rho / theta;
90
99
  s = r - alpha * v;
91
100
 
92
101
  z = precond.solve(s);
93
102
  t.noalias() = mat * z;
94
103
 
95
104
  RealScalar tmp = t.squaredNorm();
96
- if(tmp>RealScalar(0))
105
+ if (tmp > RealScalar(0)) {
97
106
  w = t.dot(s) / tmp;
98
- else
107
+ } else {
99
108
  w = Scalar(0);
109
+ }
100
110
  x += alpha * y + w * z;
101
111
  r = s - w * t;
112
+ r_norm = r.stableNorm();
102
113
  ++i;
103
114
  }
104
- tol_error = sqrt(r.squaredNorm()/rhs_sqnorm);
115
+
116
+ tol_error = r_norm / rhs_norm;
105
117
  iters = i;
106
- return true;
118
+ return true;
107
119
  }
108
120
 
109
- }
121
+ } // namespace internal
110
122
 
111
- template< typename _MatrixType,
112
- typename _Preconditioner = DiagonalPreconditioner<typename _MatrixType::Scalar> >
123
+ template <typename MatrixType_, typename Preconditioner_ = DiagonalPreconditioner<typename MatrixType_::Scalar> >
113
124
  class BiCGSTAB;
114
125
 
115
126
  namespace internal {
116
127
 
117
- template< typename _MatrixType, typename _Preconditioner>
118
- struct traits<BiCGSTAB<_MatrixType,_Preconditioner> >
119
- {
120
- typedef _MatrixType MatrixType;
121
- typedef _Preconditioner Preconditioner;
128
+ template <typename MatrixType_, typename Preconditioner_>
129
+ struct traits<BiCGSTAB<MatrixType_, Preconditioner_> > {
130
+ typedef MatrixType_ MatrixType;
131
+ typedef Preconditioner_ Preconditioner;
122
132
  };
123
133
 
124
- }
134
+ } // namespace internal
125
135
 
126
136
  /** \ingroup IterativeLinearSolvers_Module
127
- * \brief A bi conjugate gradient stabilized solver for sparse square problems
128
- *
129
- * This class allows to solve for A.x = b sparse linear problems using a bi conjugate gradient
130
- * stabilized algorithm. The vectors x and b can be either dense or sparse.
131
- *
132
- * \tparam _MatrixType the type of the sparse matrix A, can be a dense or a sparse matrix.
133
- * \tparam _Preconditioner the type of the preconditioner. Default is DiagonalPreconditioner
134
- *
135
- * \implsparsesolverconcept
136
- *
137
- * The maximal number of iterations and tolerance value can be controlled via the setMaxIterations()
138
- * and setTolerance() methods. The defaults are the size of the problem for the maximal number of iterations
139
- * and NumTraits<Scalar>::epsilon() for the tolerance.
140
- *
141
- * The tolerance corresponds to the relative residual error: |Ax-b|/|b|
142
- *
143
- * \b Performance: when using sparse matrices, best performance is achied for a row-major sparse matrix format.
144
- * Moreover, in this case multi-threading can be exploited if the user code is compiled with OpenMP enabled.
145
- * See \ref TopicMultiThreading for details.
146
- *
147
- * This class can be used as the direct solver classes. Here is a typical usage example:
148
- * \include BiCGSTAB_simple.cpp
149
- *
150
- * By default the iterations start with x=0 as an initial guess of the solution.
151
- * One can control the start using the solveWithGuess() method.
152
- *
153
- * BiCGSTAB can also be used in a matrix-free context, see the following \link MatrixfreeSolverExample example \endlink.
154
- *
155
- * \sa class SimplicialCholesky, DiagonalPreconditioner, IdentityPreconditioner
156
- */
157
- template< typename _MatrixType, typename _Preconditioner>
158
- class BiCGSTAB : public IterativeSolverBase<BiCGSTAB<_MatrixType,_Preconditioner> >
159
- {
137
+ * \brief A bi conjugate gradient stabilized solver for sparse square problems
138
+ *
139
+ * This class allows to solve for A.x = b sparse linear problems using a bi conjugate gradient
140
+ * stabilized algorithm. The vectors x and b can be either dense or sparse.
141
+ *
142
+ * \tparam MatrixType_ the type of the sparse matrix A, can be a dense or a sparse matrix.
143
+ * \tparam Preconditioner_ the type of the preconditioner. Default is DiagonalPreconditioner
144
+ *
145
+ * \implsparsesolverconcept
146
+ *
147
+ * The maximal number of iterations and tolerance value can be controlled via the setMaxIterations()
148
+ * and setTolerance() methods. The defaults are the size of the problem for the maximal number of iterations
149
+ * and NumTraits<Scalar>::epsilon() for the tolerance.
150
+ *
151
+ * The tolerance corresponds to the relative residual error: |Ax-b|/|b|
152
+ *
153
+ * \b Performance: when using sparse matrices, best performance is achied for a row-major sparse matrix format.
154
+ * Moreover, in this case multi-threading can be exploited if the user code is compiled with OpenMP enabled.
155
+ * See \ref TopicMultiThreading for details.
156
+ *
157
+ * This class can be used as the direct solver classes. Here is a typical usage example:
158
+ * \include BiCGSTAB_simple.cpp
159
+ *
160
+ * By default the iterations start with x=0 as an initial guess of the solution.
161
+ * One can control the start using the solveWithGuess() method.
162
+ *
163
+ * BiCGSTAB can also be used in a matrix-free context, see the following \link MatrixfreeSolverExample example \endlink.
164
+ *
165
+ * \sa class SimplicialCholesky, DiagonalPreconditioner, IdentityPreconditioner
166
+ */
167
+ template <typename MatrixType_, typename Preconditioner_>
168
+ class BiCGSTAB : public IterativeSolverBase<BiCGSTAB<MatrixType_, Preconditioner_> > {
160
169
  typedef IterativeSolverBase<BiCGSTAB> Base;
161
- using Base::matrix;
162
170
  using Base::m_error;
163
- using Base::m_iterations;
164
171
  using Base::m_info;
165
172
  using Base::m_isInitialized;
166
- public:
167
- typedef _MatrixType MatrixType;
173
+ using Base::m_iterations;
174
+ using Base::matrix;
175
+
176
+ public:
177
+ typedef MatrixType_ MatrixType;
168
178
  typedef typename MatrixType::Scalar Scalar;
169
179
  typedef typename MatrixType::RealScalar RealScalar;
170
- typedef _Preconditioner Preconditioner;
171
-
172
- public:
180
+ typedef Preconditioner_ Preconditioner;
173
181
 
182
+ public:
174
183
  /** Default constructor. */
175
184
  BiCGSTAB() : Base() {}
176
185
 
177
186
  /** Initialize the solver with matrix \a A for further \c Ax=b solving.
178
- *
179
- * This constructor is a shortcut for the default constructor followed
180
- * by a call to compute().
181
- *
182
- * \warning this class stores a reference to the matrix A as well as some
183
- * precomputed values that depend on it. Therefore, if \a A is changed
184
- * this class becomes invalid. Call compute() to update it with the new
185
- * matrix A, or modify a copy of A.
186
- */
187
- template<typename MatrixDerived>
187
+ *
188
+ * This constructor is a shortcut for the default constructor followed
189
+ * by a call to compute().
190
+ *
191
+ * \warning this class stores a reference to the matrix A as well as some
192
+ * precomputed values that depend on it. Therefore, if \a A is changed
193
+ * this class becomes invalid. Call compute() to update it with the new
194
+ * matrix A, or modify a copy of A.
195
+ */
196
+ template <typename MatrixDerived>
188
197
  explicit BiCGSTAB(const EigenBase<MatrixDerived>& A) : Base(A.derived()) {}
189
198
 
190
199
  ~BiCGSTAB() {}
191
200
 
192
201
  /** \internal */
193
- template<typename Rhs,typename Dest>
194
- void _solve_vector_with_guess_impl(const Rhs& b, Dest& x) const
195
- {
202
+ template <typename Rhs, typename Dest>
203
+ void _solve_vector_with_guess_impl(const Rhs& b, Dest& x) const {
196
204
  m_iterations = Base::maxIterations();
197
205
  m_error = Base::m_tolerance;
198
-
206
+
199
207
  bool ret = internal::bicgstab(matrix(), b, x, Base::m_preconditioner, m_iterations, m_error);
200
208
 
201
- m_info = (!ret) ? NumericalIssue
202
- : m_error <= Base::m_tolerance ? Success
203
- : NoConvergence;
209
+ m_info = (!ret) ? NumericalIssue : m_error <= Base::m_tolerance ? Success : NoConvergence;
204
210
  }
205
211
 
206
- protected:
207
-
212
+ protected:
208
213
  };
209
214
 
210
- } // end namespace Eigen
215
+ } // end namespace Eigen
211
216
 
212
- #endif // EIGEN_BICGSTAB_H
217
+ #endif // EIGEN_BICGSTAB_H
@@ -10,102 +10,95 @@
10
10
  #ifndef EIGEN_CONJUGATE_GRADIENT_H
11
11
  #define EIGEN_CONJUGATE_GRADIENT_H
12
12
 
13
- namespace Eigen {
13
+ // IWYU pragma: private
14
+ #include "./InternalHeaderCheck.h"
15
+
16
+ namespace Eigen {
14
17
 
15
18
  namespace internal {
16
19
 
17
20
  /** \internal Low-level conjugate gradient algorithm
18
- * \param mat The matrix A
19
- * \param rhs The right hand side vector b
20
- * \param x On input and initial solution, on output the computed solution.
21
- * \param precond A preconditioner being able to efficiently solve for an
22
- * approximation of Ax=b (regardless of b)
23
- * \param iters On input the max number of iteration, on output the number of performed iterations.
24
- * \param tol_error On input the tolerance error, on output an estimation of the relative error.
25
- */
26
- template<typename MatrixType, typename Rhs, typename Dest, typename Preconditioner>
27
- EIGEN_DONT_INLINE
28
- void conjugate_gradient(const MatrixType& mat, const Rhs& rhs, Dest& x,
29
- const Preconditioner& precond, Index& iters,
30
- typename Dest::RealScalar& tol_error)
31
- {
32
- using std::sqrt;
33
- using std::abs;
21
+ * \param mat The matrix A
22
+ * \param rhs The right hand side vector b
23
+ * \param x On input and initial solution, on output the computed solution.
24
+ * \param precond A preconditioner being able to efficiently solve for an
25
+ * approximation of Ax=b (regardless of b)
26
+ * \param iters On input the max number of iteration, on output the number of performed iterations.
27
+ * \param tol_error On input the tolerance error, on output an estimation of the relative error.
28
+ */
29
+ template <typename MatrixType, typename Rhs, typename Dest, typename Preconditioner>
30
+ EIGEN_DONT_INLINE void conjugate_gradient(const MatrixType& mat, const Rhs& rhs, Dest& x, const Preconditioner& precond,
31
+ Index& iters, typename Dest::RealScalar& tol_error) {
34
32
  typedef typename Dest::RealScalar RealScalar;
35
33
  typedef typename Dest::Scalar Scalar;
36
- typedef Matrix<Scalar,Dynamic,1> VectorType;
37
-
34
+ typedef Matrix<Scalar, Dynamic, 1> VectorType;
35
+
38
36
  RealScalar tol = tol_error;
39
37
  Index maxIters = iters;
40
-
38
+
41
39
  Index n = mat.cols();
42
40
 
43
- VectorType residual = rhs - mat * x; //initial residual
41
+ VectorType residual = rhs - mat * x; // initial residual
44
42
 
45
43
  RealScalar rhsNorm2 = rhs.squaredNorm();
46
- if(rhsNorm2 == 0)
47
- {
44
+ if (rhsNorm2 == 0) {
48
45
  x.setZero();
49
46
  iters = 0;
50
47
  tol_error = 0;
51
48
  return;
52
49
  }
53
50
  const RealScalar considerAsZero = (std::numeric_limits<RealScalar>::min)();
54
- RealScalar threshold = numext::maxi(RealScalar(tol*tol*rhsNorm2),considerAsZero);
51
+ RealScalar threshold = numext::maxi(RealScalar(tol * tol * rhsNorm2), considerAsZero);
55
52
  RealScalar residualNorm2 = residual.squaredNorm();
56
- if (residualNorm2 < threshold)
57
- {
53
+ if (residualNorm2 < threshold) {
58
54
  iters = 0;
59
- tol_error = sqrt(residualNorm2 / rhsNorm2);
55
+ tol_error = numext::sqrt(residualNorm2 / rhsNorm2);
60
56
  return;
61
57
  }
62
58
 
63
59
  VectorType p(n);
64
- p = precond.solve(residual); // initial search direction
60
+ p = precond.solve(residual); // initial search direction
65
61
 
66
62
  VectorType z(n), tmp(n);
67
63
  RealScalar absNew = numext::real(residual.dot(p)); // the square of the absolute value of r scaled by invM
68
64
  Index i = 0;
69
- while(i < maxIters)
70
- {
71
- tmp.noalias() = mat * p; // the bottleneck of the algorithm
72
-
73
- Scalar alpha = absNew / p.dot(tmp); // the amount we travel on dir
74
- x += alpha * p; // update solution
75
- residual -= alpha * tmp; // update residual
76
-
65
+ while (i < maxIters) {
66
+ tmp.noalias() = mat * p; // the bottleneck of the algorithm
67
+
68
+ Scalar alpha = absNew / p.dot(tmp); // the amount we travel on dir
69
+ x += alpha * p; // update solution
70
+ residual -= alpha * tmp; // update residual
71
+
77
72
  residualNorm2 = residual.squaredNorm();
78
- if(residualNorm2 < threshold)
79
- break;
80
-
81
- z = precond.solve(residual); // approximately solve for "A z = residual"
73
+ if (residualNorm2 < threshold) break;
74
+
75
+ z = precond.solve(residual); // approximately solve for "A z = residual"
82
76
 
83
77
  RealScalar absOld = absNew;
84
- absNew = numext::real(residual.dot(z)); // update the absolute value of r
85
- RealScalar beta = absNew / absOld; // calculate the Gram-Schmidt value used to create the new search direction
86
- p = z + beta * p; // update search direction
78
+ absNew = numext::real(residual.dot(z)); // update the absolute value of r
79
+ RealScalar beta = absNew / absOld; // calculate the Gram-Schmidt value used to create the new search direction
80
+ p = z + beta * p; // update search direction
87
81
  i++;
88
82
  }
89
- tol_error = sqrt(residualNorm2 / rhsNorm2);
83
+ tol_error = numext::sqrt(residualNorm2 / rhsNorm2);
90
84
  iters = i;
91
85
  }
92
86
 
93
- }
87
+ } // namespace internal
94
88
 
95
- template< typename _MatrixType, int _UpLo=Lower,
96
- typename _Preconditioner = DiagonalPreconditioner<typename _MatrixType::Scalar> >
89
+ template <typename MatrixType_, int UpLo_ = Lower,
90
+ typename Preconditioner_ = DiagonalPreconditioner<typename MatrixType_::Scalar> >
97
91
  class ConjugateGradient;
98
92
 
99
93
  namespace internal {
100
94
 
101
- template< typename _MatrixType, int _UpLo, typename _Preconditioner>
102
- struct traits<ConjugateGradient<_MatrixType,_UpLo,_Preconditioner> >
103
- {
104
- typedef _MatrixType MatrixType;
105
- typedef _Preconditioner Preconditioner;
95
+ template <typename MatrixType_, int UpLo_, typename Preconditioner_>
96
+ struct traits<ConjugateGradient<MatrixType_, UpLo_, Preconditioner_> > {
97
+ typedef MatrixType_ MatrixType;
98
+ typedef Preconditioner_ Preconditioner;
106
99
  };
107
100
 
108
- }
101
+ } // namespace internal
109
102
 
110
103
  /** \ingroup IterativeLinearSolvers_Module
111
104
  * \brief A conjugate gradient solver for sparse (or dense) self-adjoint problems
@@ -113,25 +106,25 @@ struct traits<ConjugateGradient<_MatrixType,_UpLo,_Preconditioner> >
113
106
  * This class allows to solve for A.x = b linear problems using an iterative conjugate gradient algorithm.
114
107
  * The matrix A must be selfadjoint. The matrix A and the vectors x and b can be either dense or sparse.
115
108
  *
116
- * \tparam _MatrixType the type of the matrix A, can be a dense or a sparse matrix.
117
- * \tparam _UpLo the triangular part that will be used for the computations. It can be Lower,
109
+ * \tparam MatrixType_ the type of the matrix A, can be a dense or a sparse matrix.
110
+ * \tparam UpLo_ the triangular part that will be used for the computations. It can be Lower,
118
111
  * \c Upper, or \c Lower|Upper in which the full matrix entries will be considered.
119
112
  * Default is \c Lower, best performance is \c Lower|Upper.
120
- * \tparam _Preconditioner the type of the preconditioner. Default is DiagonalPreconditioner
113
+ * \tparam Preconditioner_ the type of the preconditioner. Default is DiagonalPreconditioner
121
114
  *
122
115
  * \implsparsesolverconcept
123
116
  *
124
117
  * The maximal number of iterations and tolerance value can be controlled via the setMaxIterations()
125
118
  * and setTolerance() methods. The defaults are the size of the problem for the maximal number of iterations
126
119
  * and NumTraits<Scalar>::epsilon() for the tolerance.
127
- *
120
+ *
128
121
  * The tolerance corresponds to the relative residual error: |Ax-b|/|b|
129
- *
130
- * \b Performance: Even though the default value of \c _UpLo is \c Lower, significantly higher performance is
131
- * achieved when using a complete matrix and \b Lower|Upper as the \a _UpLo template parameter. Moreover, in this
122
+ *
123
+ * \b Performance: Even though the default value of \c UpLo_ is \c Lower, significantly higher performance is
124
+ * achieved when using a complete matrix and \b Lower|Upper as the \a UpLo_ template parameter. Moreover, in this
132
125
  * case multi-threading can be exploited if the user code is compiled with OpenMP enabled.
133
126
  * See \ref TopicMultiThreading for details.
134
- *
127
+ *
135
128
  * This class can be used as the direct solver classes. Here is a typical usage example:
136
129
  \code
137
130
  int n = 10000;
@@ -146,71 +139,67 @@ struct traits<ConjugateGradient<_MatrixType,_UpLo,_Preconditioner> >
146
139
  // update b, and solve again
147
140
  x = cg.solve(b);
148
141
  \endcode
149
- *
142
+ *
150
143
  * By default the iterations start with x=0 as an initial guess of the solution.
151
144
  * One can control the start using the solveWithGuess() method.
152
- *
153
- * ConjugateGradient can also be used in a matrix-free context, see the following \link MatrixfreeSolverExample example \endlink.
145
+ *
146
+ * ConjugateGradient can also be used in a matrix-free context, see the following \link MatrixfreeSolverExample example
147
+ \endlink.
154
148
  *
155
149
  * \sa class LeastSquaresConjugateGradient, class SimplicialCholesky, DiagonalPreconditioner, IdentityPreconditioner
156
150
  */
157
- template< typename _MatrixType, int _UpLo, typename _Preconditioner>
158
- class ConjugateGradient : public IterativeSolverBase<ConjugateGradient<_MatrixType,_UpLo,_Preconditioner> >
159
- {
151
+ template <typename MatrixType_, int UpLo_, typename Preconditioner_>
152
+ class ConjugateGradient : public IterativeSolverBase<ConjugateGradient<MatrixType_, UpLo_, Preconditioner_> > {
160
153
  typedef IterativeSolverBase<ConjugateGradient> Base;
161
- using Base::matrix;
162
154
  using Base::m_error;
163
- using Base::m_iterations;
164
155
  using Base::m_info;
165
156
  using Base::m_isInitialized;
166
- public:
167
- typedef _MatrixType MatrixType;
157
+ using Base::m_iterations;
158
+ using Base::matrix;
159
+
160
+ public:
161
+ typedef MatrixType_ MatrixType;
168
162
  typedef typename MatrixType::Scalar Scalar;
169
163
  typedef typename MatrixType::RealScalar RealScalar;
170
- typedef _Preconditioner Preconditioner;
164
+ typedef Preconditioner_ Preconditioner;
171
165
 
172
- enum {
173
- UpLo = _UpLo
174
- };
175
-
176
- public:
166
+ enum { UpLo = UpLo_ };
177
167
 
168
+ public:
178
169
  /** Default constructor. */
179
170
  ConjugateGradient() : Base() {}
180
171
 
181
172
  /** Initialize the solver with matrix \a A for further \c Ax=b solving.
182
- *
183
- * This constructor is a shortcut for the default constructor followed
184
- * by a call to compute().
185
- *
186
- * \warning this class stores a reference to the matrix A as well as some
187
- * precomputed values that depend on it. Therefore, if \a A is changed
188
- * this class becomes invalid. Call compute() to update it with the new
189
- * matrix A, or modify a copy of A.
190
- */
191
- template<typename MatrixDerived>
173
+ *
174
+ * This constructor is a shortcut for the default constructor followed
175
+ * by a call to compute().
176
+ *
177
+ * \warning this class stores a reference to the matrix A as well as some
178
+ * precomputed values that depend on it. Therefore, if \a A is changed
179
+ * this class becomes invalid. Call compute() to update it with the new
180
+ * matrix A, or modify a copy of A.
181
+ */
182
+ template <typename MatrixDerived>
192
183
  explicit ConjugateGradient(const EigenBase<MatrixDerived>& A) : Base(A.derived()) {}
193
184
 
194
185
  ~ConjugateGradient() {}
195
186
 
196
187
  /** \internal */
197
- template<typename Rhs,typename Dest>
198
- void _solve_vector_with_guess_impl(const Rhs& b, Dest& x) const
199
- {
188
+ template <typename Rhs, typename Dest>
189
+ void _solve_vector_with_guess_impl(const Rhs& b, Dest& x) const {
200
190
  typedef typename Base::MatrixWrapper MatrixWrapper;
201
191
  typedef typename Base::ActualMatrixType ActualMatrixType;
202
192
  enum {
203
- TransposeInput = (!MatrixWrapper::MatrixFree)
204
- && (UpLo==(Lower|Upper))
205
- && (!MatrixType::IsRowMajor)
206
- && (!NumTraits<Scalar>::IsComplex)
193
+ TransposeInput = (!MatrixWrapper::MatrixFree) && (UpLo == (Lower | Upper)) && (!MatrixType::IsRowMajor) &&
194
+ (!NumTraits<Scalar>::IsComplex)
207
195
  };
208
- typedef typename internal::conditional<TransposeInput,Transpose<const ActualMatrixType>, ActualMatrixType const&>::type RowMajorWrapper;
209
- EIGEN_STATIC_ASSERT(EIGEN_IMPLIES(MatrixWrapper::MatrixFree,UpLo==(Lower|Upper)),MATRIX_FREE_CONJUGATE_GRADIENT_IS_COMPATIBLE_WITH_UPPER_UNION_LOWER_MODE_ONLY);
210
- typedef typename internal::conditional<UpLo==(Lower|Upper),
211
- RowMajorWrapper,
212
- typename MatrixWrapper::template ConstSelfAdjointViewReturnType<UpLo>::Type
213
- >::type SelfAdjointWrapper;
196
+ typedef std::conditional_t<TransposeInput, Transpose<const ActualMatrixType>, ActualMatrixType const&>
197
+ RowMajorWrapper;
198
+ EIGEN_STATIC_ASSERT(internal::check_implication(MatrixWrapper::MatrixFree, UpLo == (Lower | Upper)),
199
+ MATRIX_FREE_CONJUGATE_GRADIENT_IS_COMPATIBLE_WITH_UPPER_UNION_LOWER_MODE_ONLY);
200
+ typedef std::conditional_t<UpLo == (Lower | Upper), RowMajorWrapper,
201
+ typename MatrixWrapper::template ConstSelfAdjointViewReturnType<UpLo>::Type>
202
+ SelfAdjointWrapper;
214
203
 
215
204
  m_iterations = Base::maxIterations();
216
205
  m_error = Base::m_tolerance;
@@ -220,10 +209,9 @@ public:
220
209
  m_info = m_error <= Base::m_tolerance ? Success : NoConvergence;
221
210
  }
222
211
 
223
- protected:
224
-
212
+ protected:
225
213
  };
226
214
 
227
- } // end namespace Eigen
215
+ } // end namespace Eigen
228
216
 
229
- #endif // EIGEN_CONJUGATE_GRADIENT_H
217
+ #endif // EIGEN_CONJUGATE_GRADIENT_H