pylibsparseir 0.1.0__cp313-cp313-macosx_15_0_arm64.whl → 0.6.0__cp313-cp313-macosx_15_0_arm64.whl

include/eigen3/unsupported/Eigen/src/LevenbergMarquardt/LMpar.h

@@ -0,0 +1,160 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// This code initially comes from MINPACK whose original authors are:
+// Copyright Jorge More - Argonne National Laboratory
+// Copyright Burt Garbow - Argonne National Laboratory
+// Copyright Ken Hillstrom - Argonne National Laboratory
+//
+// This Source Code Form is subject to the terms of the Minpack license
+// (a BSD-like license) described in the campaigned CopyrightMINPACK.txt file.
+
+#ifndef EIGEN_LMPAR_H
+#define EIGEN_LMPAR_H
+
+namespace Eigen {
+
+namespace internal {
+  
+  template <typename QRSolver, typename VectorType>
+    void lmpar2(
+    const QRSolver &qr,
+    const VectorType  &diag,
+    const VectorType  &qtb,
+    typename VectorType::Scalar m_delta,
+    typename VectorType::Scalar &par,
+    VectorType  &x)
+
+  {
+    using std::sqrt;
+    using std::abs;
+    typedef typename QRSolver::MatrixType MatrixType;
+    typedef typename QRSolver::Scalar Scalar;
+//    typedef typename QRSolver::StorageIndex StorageIndex;
+
+    /* Local variables */
+    Index j;
+    Scalar fp;
+    Scalar parc, parl;
+    Index iter;
+    Scalar temp, paru;
+    Scalar gnorm;
+    Scalar dxnorm;
+    
+    // Make a copy of the triangular factor. 
+    // This copy is modified during call the qrsolv
+    MatrixType s;
+    s = qr.matrixR();
+
+    /* Function Body */
+    const Scalar dwarf = (std::numeric_limits<Scalar>::min)();
+    const Index n = qr.matrixR().cols();
+    eigen_assert(n==diag.size());
+    eigen_assert(n==qtb.size());
+
+    VectorType  wa1, wa2;
+
+    /* compute and store in x the gauss-newton direction. if the */
+    /* jacobian is rank-deficient, obtain a least squares solution. */
+
+    //    const Index rank = qr.nonzeroPivots(); // exactly double(0.)
+    const Index rank = qr.rank(); // use a threshold
+    wa1 = qtb;
+    wa1.tail(n-rank).setZero();
+    //FIXME There is no solve in place for sparse triangularView
+    wa1.head(rank) = s.topLeftCorner(rank,rank).template triangularView<Upper>().solve(qtb.head(rank));
+
+    x = qr.colsPermutation()*wa1;
+
+    /* initialize the iteration counter. */
+    /* evaluate the function at the origin, and test */
+    /* for acceptance of the gauss-newton direction. */
+    iter = 0;
+    wa2 = diag.cwiseProduct(x);
+    dxnorm = wa2.blueNorm();
+    fp = dxnorm - m_delta;
+    if (fp <= Scalar(0.1) * m_delta) {
+      par = 0;
+      return;
+    }
+
+    /* if the jacobian is not rank deficient, the newton */
+    /* step provides a lower bound, parl, for the zero of */
+    /* the function. otherwise set this bound to zero. */
+    parl = 0.;
+    if (rank==n) {
+      wa1 = qr.colsPermutation().inverse() *  diag.cwiseProduct(wa2)/dxnorm;
+      s.topLeftCorner(n,n).transpose().template triangularView<Lower>().solveInPlace(wa1);
+      temp = wa1.blueNorm();
+      parl = fp / m_delta / temp / temp;
+    }
+
+    /* calculate an upper bound, paru, for the zero of the function. */
+    for (j = 0; j < n; ++j)
+      wa1[j] = s.col(j).head(j+1).dot(qtb.head(j+1)) / diag[qr.colsPermutation().indices()(j)];
+
+    gnorm = wa1.stableNorm();
+    paru = gnorm / m_delta;
+    if (paru == 0.)
+      paru = dwarf / (std::min)(m_delta,Scalar(0.1));
+
+    /* if the input par lies outside of the interval (parl,paru), */
+    /* set par to the closer endpoint. */
+    par = (std::max)(par,parl);
+    par = (std::min)(par,paru);
+    if (par == 0.)
+      par = gnorm / dxnorm;
+
+    /* beginning of an iteration. */
+    while (true) {
+      ++iter;
+
+      /* evaluate the function at the current value of par. */
+      if (par == 0.)
+        par = (std::max)(dwarf,Scalar(.001) * paru); /* Computing MAX */
+      wa1 = sqrt(par)* diag;
+
+      VectorType sdiag(n);
+      lmqrsolv(s, qr.colsPermutation(), wa1, qtb, x, sdiag);
+
+      wa2 = diag.cwiseProduct(x);
+      dxnorm = wa2.blueNorm();
+      temp = fp;
+      fp = dxnorm - m_delta;
+
+      /* if the function is small enough, accept the current value */
+      /* of par. also test for the exceptional cases where parl */
+      /* is zero or the number of iterations has reached 10. */
+      if (abs(fp) <= Scalar(0.1) * m_delta || (parl == 0. && fp <= temp && temp < 0.) || iter == 10)
+        break;
+
+      /* compute the newton correction. */
+      wa1 = qr.colsPermutation().inverse() * diag.cwiseProduct(wa2/dxnorm);
+      // we could almost use this here, but the diagonal is outside qr, in sdiag[]
+      for (j = 0; j < n; ++j) {
+        wa1[j] /= sdiag[j];
+        temp = wa1[j];
+        for (Index i = j+1; i < n; ++i)
+          wa1[i] -= s.coeff(i,j) * temp;
+      }
+      temp = wa1.blueNorm();
+      parc = fp / m_delta / temp / temp;
+
+      /* depending on the sign of the function, update parl or paru. */
+      if (fp > 0.)
+        parl = (std::max)(parl,par);
+      if (fp < 0.)
+        paru = (std::min)(paru,par);
+
+      /* compute an improved estimate for par. */
+      par = (std::max)(parl,par+parc);
+    }
+    if (iter == 0)
+      par = 0.;
+    return;
+  }
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_LMPAR_H

include/eigen3/unsupported/Eigen/src/LevenbergMarquardt/LMqrsolv.h

@@ -0,0 +1,188 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009 Thomas Capricelli <orzel@freehackers.org>
+// Copyright (C) 2012 Desire Nuentsa <desire.nuentsa_wakam@inria.fr>
+//
+// This code initially comes from MINPACK whose original authors are:
+// Copyright Jorge More - Argonne National Laboratory
+// Copyright Burt Garbow - Argonne National Laboratory
+// Copyright Ken Hillstrom - Argonne National Laboratory
+//
+// This Source Code Form is subject to the terms of the Minpack license
+// (a BSD-like license) described in the campaigned CopyrightMINPACK.txt file.
+
+#ifndef EIGEN_LMQRSOLV_H
+#define EIGEN_LMQRSOLV_H
+
+namespace Eigen { 
+
+namespace internal {
+
+template <typename Scalar,int Rows, int Cols, typename PermIndex>
+void lmqrsolv(
+  Matrix<Scalar,Rows,Cols> &s,
+  const PermutationMatrix<Dynamic,Dynamic,PermIndex> &iPerm,
+  const Matrix<Scalar,Dynamic,1> &diag,
+  const Matrix<Scalar,Dynamic,1> &qtb,
+  Matrix<Scalar,Dynamic,1> &x,
+  Matrix<Scalar,Dynamic,1> &sdiag)
+{
+    /* Local variables */
+    Index i, j, k;
+    Scalar temp;
+    Index n = s.cols();
+    Matrix<Scalar,Dynamic,1>  wa(n);
+    JacobiRotation<Scalar> givens;
+
+    /* Function Body */
+    // the following will only change the lower triangular part of s, including
+    // the diagonal, though the diagonal is restored afterward
+
+    /*     copy r and (q transpose)*b to preserve input and initialize s. */
+    /*     in particular, save the diagonal elements of r in x. */
+    x = s.diagonal();
+    wa = qtb;
+    
+   
+    s.topLeftCorner(n,n).template triangularView<StrictlyLower>() = s.topLeftCorner(n,n).transpose();
+    /*     eliminate the diagonal matrix d using a givens rotation. */
+    for (j = 0; j < n; ++j) {
+
+        /*        prepare the row of d to be eliminated, locating the */
+        /*        diagonal element using p from the qr factorization. */
+        const PermIndex l = iPerm.indices()(j);
+        if (diag[l] == 0.)
+            break;
+        sdiag.tail(n-j).setZero();
+        sdiag[j] = diag[l];
+
+        /*        the transformations to eliminate the row of d */
+        /*        modify only a single element of (q transpose)*b */
+        /*        beyond the first n, which is initially zero. */
+        Scalar qtbpj = 0.;
+        for (k = j; k < n; ++k) {
+            /*           determine a givens rotation which eliminates the */
+            /*           appropriate element in the current row of d. */
+            givens.makeGivens(-s(k,k), sdiag[k]);
+
+            /*           compute the modified diagonal element of r and */
+            /*           the modified element of ((q transpose)*b,0). */
+            s(k,k) = givens.c() * s(k,k) + givens.s() * sdiag[k];
+            temp = givens.c() * wa[k] + givens.s() * qtbpj;
+            qtbpj = -givens.s() * wa[k] + givens.c() * qtbpj;
+            wa[k] = temp;
+
+            /*           accumulate the transformation in the row of s. */
+            for (i = k+1; i<n; ++i) {
+                temp = givens.c() * s(i,k) + givens.s() * sdiag[i];
+                sdiag[i] = -givens.s() * s(i,k) + givens.c() * sdiag[i];
+                s(i,k) = temp;
+            }
+        }
+    }
+  
+    /*     solve the triangular system for z. if the system is */
+    /*     singular, then obtain a least squares solution. */
+    Index nsing;
+    for(nsing=0; nsing<n && sdiag[nsing]!=0; nsing++) {}
+
+    wa.tail(n-nsing).setZero();
+    s.topLeftCorner(nsing, nsing).transpose().template triangularView<Upper>().solveInPlace(wa.head(nsing));
+  
+    // restore
+    sdiag = s.diagonal();
+    s.diagonal() = x;
+
+    /* permute the components of z back to components of x. */
+    x = iPerm * wa; 
+}
+
+template <typename Scalar, int _Options, typename Index>
+void lmqrsolv(
+  SparseMatrix<Scalar,_Options,Index> &s,
+  const PermutationMatrix<Dynamic,Dynamic> &iPerm,
+  const Matrix<Scalar,Dynamic,1> &diag,
+  const Matrix<Scalar,Dynamic,1> &qtb,
+  Matrix<Scalar,Dynamic,1> &x,
+  Matrix<Scalar,Dynamic,1> &sdiag)
+{
+  /* Local variables */
+  typedef SparseMatrix<Scalar,RowMajor,Index> FactorType;
+    Index i, j, k, l;
+    Scalar temp;
+    Index n = s.cols();
+    Matrix<Scalar,Dynamic,1>  wa(n);
+    JacobiRotation<Scalar> givens;
+
+    /* Function Body */
+    // the following will only change the lower triangular part of s, including
+    // the diagonal, though the diagonal is restored afterward
+
+    /*     copy r and (q transpose)*b to preserve input and initialize R. */
+    wa = qtb;
+    FactorType R(s);
+    // Eliminate the diagonal matrix d using a givens rotation
+    for (j = 0; j < n; ++j)
+    {
+      // Prepare the row of d to be eliminated, locating the 
+      // diagonal element using p from the qr factorization
+      l = iPerm.indices()(j);
+      if (diag(l) == Scalar(0)) 
+        break; 
+      sdiag.tail(n-j).setZero();
+      sdiag[j] = diag[l];
+      // the transformations to eliminate the row of d
+      // modify only a single element of (q transpose)*b
+      // beyond the first n, which is initially zero. 
+      
+      Scalar qtbpj = 0; 
+      // Browse the nonzero elements of row j of the upper triangular s
+      for (k = j; k < n; ++k)
+      {
+        typename FactorType::InnerIterator itk(R,k);
+        for (; itk; ++itk){
+          if (itk.index() < k) continue;
+          else break;
+        }
+        //At this point, we have the diagonal element R(k,k)
+        // Determine a givens rotation which eliminates 
+        // the appropriate element in the current row of d
+        givens.makeGivens(-itk.value(), sdiag(k));
+        
+        // Compute the modified diagonal element of r and 
+        // the modified element of ((q transpose)*b,0).
+        itk.valueRef() = givens.c() * itk.value() + givens.s() * sdiag(k);
+        temp = givens.c() * wa(k) + givens.s() * qtbpj; 
+        qtbpj = -givens.s() * wa(k) + givens.c() * qtbpj;
+        wa(k) = temp;
+        
+        // Accumulate the transformation in the remaining k row/column of R
+        for (++itk; itk; ++itk)
+        {
+          i = itk.index();
+          temp = givens.c() *  itk.value() + givens.s() * sdiag(i);
+          sdiag(i) = -givens.s() * itk.value() + givens.c() * sdiag(i);
+          itk.valueRef() = temp;
+        }
+      }
+    }
+    
+    // Solve the triangular system for z. If the system is 
+    // singular, then obtain a least squares solution
+    Index nsing;
+    for(nsing = 0; nsing<n && sdiag(nsing) !=0; nsing++) {}
+    
+    wa.tail(n-nsing).setZero();
+//     x = wa; 
+    wa.head(nsing) = R.topLeftCorner(nsing,nsing).template triangularView<Upper>().solve/*InPlace*/(wa.head(nsing));
+    
+    sdiag = R.diagonal();
+    // Permute the components of z back to components of x
+    x = iPerm * wa; 
+}
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_LMQRSOLV_H