sequenzo 0.1.18__cp310-cp310-macosx_10_9_universal2.whl → 0.1.19__cp310-cp310-macosx_10_9_universal2.whl

sequenzo/dissimilarity_measures/src/eigen/Eigen/src/Eigenvalues/GeneralizedEigenSolver.h

@@ -1,418 +0,0 @@
-// This file is part of Eigen, a lightweight C++ template library
-// for linear algebra.
-//
-// Copyright (C) 2012-2016 Gael Guennebaud <gael.guennebaud@inria.fr>
-// Copyright (C) 2010,2012 Jitse Niesen <jitse@maths.leeds.ac.uk>
-// Copyright (C) 2016 Tobias Wood <tobias@spinicist.org.uk>
-//
-// This Source Code Form is subject to the terms of the Mozilla
-// Public License v. 2.0. If a copy of the MPL was not distributed
-// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
-
-#ifndef EIGEN_GENERALIZEDEIGENSOLVER_H
-#define EIGEN_GENERALIZEDEIGENSOLVER_H
-
-#include "./RealQZ.h"
-
-namespace Eigen { 
-
-/** \eigenvalues_module \ingroup Eigenvalues_Module
-  *
-  *
-  * \class GeneralizedEigenSolver
-  *
-  * \brief Computes the generalized eigenvalues and eigenvectors of a pair of general matrices
-  *
-  * \tparam _MatrixType the type of the matrices of which we are computing the
-  * eigen-decomposition; this is expected to be an instantiation of the Matrix
-  * class template. Currently, only real matrices are supported.
-  *
-  * The generalized eigenvalues and eigenvectors of a matrix pair \f$ A \f$ and \f$ B \f$ are scalars
-  * \f$ \lambda \f$ and vectors \f$ v \f$ such that \f$ Av = \lambda Bv \f$.  If
-  * \f$ D \f$ is a diagonal matrix with the eigenvalues on the diagonal, and
-  * \f$ V \f$ is a matrix with the eigenvectors as its columns, then \f$ A V =
-  * B V D \f$. The matrix \f$ V \f$ is almost always invertible, in which case we
-  * have \f$ A = B V D V^{-1} \f$. This is called the generalized eigen-decomposition.
-  *
-  * The generalized eigenvalues and eigenvectors of a matrix pair may be complex, even when the
-  * matrices are real. Moreover, the generalized eigenvalue might be infinite if the matrix B is
-  * singular. To workaround this difficulty, the eigenvalues are provided as a pair of complex \f$ \alpha \f$
-  * and real \f$ \beta \f$ such that: \f$ \lambda_i = \alpha_i / \beta_i \f$. If \f$ \beta_i \f$ is (nearly) zero,
-  * then one can consider the well defined left eigenvalue \f$ \mu = \beta_i / \alpha_i\f$ such that:
-  * \f$ \mu_i A v_i = B v_i \f$, or even \f$ \mu_i u_i^T A  = u_i^T B \f$ where \f$ u_i \f$ is
-  * called the left eigenvector.
-  *
-  * Call the function compute() to compute the generalized eigenvalues and eigenvectors of
-  * a given matrix pair. Alternatively, you can use the
-  * GeneralizedEigenSolver(const MatrixType&, const MatrixType&, bool) constructor which computes the
-  * eigenvalues and eigenvectors at construction time. Once the eigenvalue and
-  * eigenvectors are computed, they can be retrieved with the eigenvalues() and
-  * eigenvectors() functions.
-  *
-  * Here is an usage example of this class:
-  * Example: \include GeneralizedEigenSolver.cpp
-  * Output: \verbinclude GeneralizedEigenSolver.out
-  *
-  * \sa MatrixBase::eigenvalues(), class ComplexEigenSolver, class SelfAdjointEigenSolver
-  */
-template<typename _MatrixType> class GeneralizedEigenSolver
-{
-  public:
-
-    /** \brief Synonym for the template parameter \p _MatrixType. */
-    typedef _MatrixType MatrixType;
-
-    enum {
-      RowsAtCompileTime = MatrixType::RowsAtCompileTime,
-      ColsAtCompileTime = MatrixType::ColsAtCompileTime,
-      Options = MatrixType::Options,
-      MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime,
-      MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime
-    };
-
-    /** \brief Scalar type for matrices of type #MatrixType. */
-    typedef typename MatrixType::Scalar Scalar;
-    typedef typename NumTraits<Scalar>::Real RealScalar;
-    typedef Eigen::Index Index; ///< \deprecated since Eigen 3.3
-
-    /** \brief Complex scalar type for #MatrixType. 
-      *
-      * This is \c std::complex<Scalar> if #Scalar is real (e.g.,
-      * \c float or \c double) and just \c Scalar if #Scalar is
-      * complex.
-      */
-    typedef std::complex<RealScalar> ComplexScalar;
-
-    /** \brief Type for vector of real scalar values eigenvalues as returned by betas().
-      *
-      * This is a column vector with entries of type #Scalar.
-      * The length of the vector is the size of #MatrixType.
-      */
-    typedef Matrix<Scalar, ColsAtCompileTime, 1, Options & ~RowMajor, MaxColsAtCompileTime, 1> VectorType;
-
-    /** \brief Type for vector of complex scalar values eigenvalues as returned by alphas().
-      *
-      * This is a column vector with entries of type #ComplexScalar.
-      * The length of the vector is the size of #MatrixType.
-      */
-    typedef Matrix<ComplexScalar, ColsAtCompileTime, 1, Options & ~RowMajor, MaxColsAtCompileTime, 1> ComplexVectorType;
-
-    /** \brief Expression type for the eigenvalues as returned by eigenvalues().
-      */
-    typedef CwiseBinaryOp<internal::scalar_quotient_op<ComplexScalar,Scalar>,ComplexVectorType,VectorType> EigenvalueType;
-
-    /** \brief Type for matrix of eigenvectors as returned by eigenvectors(). 
-      *
-      * This is a square matrix with entries of type #ComplexScalar. 
-      * The size is the same as the size of #MatrixType.
-      */
-    typedef Matrix<ComplexScalar, RowsAtCompileTime, ColsAtCompileTime, Options, MaxRowsAtCompileTime, MaxColsAtCompileTime> EigenvectorsType;
-
-    /** \brief Default constructor.
-      *
-      * The default constructor is useful in cases in which the user intends to
-      * perform decompositions via EigenSolver::compute(const MatrixType&, bool).
-      *
-      * \sa compute() for an example.
-      */
-    GeneralizedEigenSolver()
-      : m_eivec(),
-        m_alphas(),
-        m_betas(),
-        m_valuesOkay(false),
-        m_vectorsOkay(false),
-        m_realQZ()
-    {}
-
-    /** \brief Default constructor with memory preallocation
-      *
-      * Like the default constructor but with preallocation of the internal data
-      * according to the specified problem \a size.
-      * \sa GeneralizedEigenSolver()
-      */
-    explicit GeneralizedEigenSolver(Index size)
-      : m_eivec(size, size),
-        m_alphas(size),
-        m_betas(size),
-        m_valuesOkay(false),
-        m_vectorsOkay(false),
-        m_realQZ(size),
-        m_tmp(size)
-    {}
-
-    /** \brief Constructor; computes the generalized eigendecomposition of given matrix pair.
-      * 
-      * \param[in]  A  Square matrix whose eigendecomposition is to be computed.
-      * \param[in]  B  Square matrix whose eigendecomposition is to be computed.
-      * \param[in]  computeEigenvectors  If true, both the eigenvectors and the
-      *    eigenvalues are computed; if false, only the eigenvalues are computed.
-      *
-      * This constructor calls compute() to compute the generalized eigenvalues
-      * and eigenvectors.
-      *
-      * \sa compute()
-      */
-    GeneralizedEigenSolver(const MatrixType& A, const MatrixType& B, bool computeEigenvectors = true)
-      : m_eivec(A.rows(), A.cols()),
-        m_alphas(A.cols()),
-        m_betas(A.cols()),
-        m_valuesOkay(false),
-        m_vectorsOkay(false),
-        m_realQZ(A.cols()),
-        m_tmp(A.cols())
-    {
-      compute(A, B, computeEigenvectors);
-    }
-
-    /* \brief Returns the computed generalized eigenvectors.
-      *
-      * \returns  %Matrix whose columns are the (possibly complex) right eigenvectors.
-      * i.e. the eigenvectors that solve (A - l*B)x = 0. The ordering matches the eigenvalues.
-      *
-      * \pre Either the constructor 
-      * GeneralizedEigenSolver(const MatrixType&,const MatrixType&, bool) or the member function
-      * compute(const MatrixType&, const MatrixType& bool) has been called before, and
-      * \p computeEigenvectors was set to true (the default).
-      *
-      * \sa eigenvalues()
-      */
-    EigenvectorsType eigenvectors() const {
-      eigen_assert(m_vectorsOkay && "Eigenvectors for GeneralizedEigenSolver were not calculated.");
-      return m_eivec;
-    }
-
-    /** \brief Returns an expression of the computed generalized eigenvalues.
-      *
-      * \returns An expression of the column vector containing the eigenvalues.
-      *
-      * It is a shortcut for \code this->alphas().cwiseQuotient(this->betas()); \endcode
-      * Not that betas might contain zeros. It is therefore not recommended to use this function,
-      * but rather directly deal with the alphas and betas vectors.
-      *
-      * \pre Either the constructor 
-      * GeneralizedEigenSolver(const MatrixType&,const MatrixType&,bool) or the member function
-      * compute(const MatrixType&,const MatrixType&,bool) has been called before.
-      *
-      * The eigenvalues are repeated according to their algebraic multiplicity,
-      * so there are as many eigenvalues as rows in the matrix. The eigenvalues 
-      * are not sorted in any particular order.
-      *
-      * \sa alphas(), betas(), eigenvectors()
-      */
-    EigenvalueType eigenvalues() const
-    {
-      eigen_assert(m_valuesOkay && "GeneralizedEigenSolver is not initialized.");
-      return EigenvalueType(m_alphas,m_betas);
-    }
-
-    /** \returns A const reference to the vectors containing the alpha values
-      *
-      * This vector permits to reconstruct the j-th eigenvalues as alphas(i)/betas(j).
-      *
-      * \sa betas(), eigenvalues() */
-    ComplexVectorType alphas() const
-    {
-      eigen_assert(m_valuesOkay && "GeneralizedEigenSolver is not initialized.");
-      return m_alphas;
-    }
-
-    /** \returns A const reference to the vectors containing the beta values
-      *
-      * This vector permits to reconstruct the j-th eigenvalues as alphas(i)/betas(j).
-      *
-      * \sa alphas(), eigenvalues() */
-    VectorType betas() const
-    {
-      eigen_assert(m_valuesOkay && "GeneralizedEigenSolver is not initialized.");
-      return m_betas;
-    }
-
-    /** \brief Computes generalized eigendecomposition of given matrix.
-      * 
-      * \param[in]  A  Square matrix whose eigendecomposition is to be computed.
-      * \param[in]  B  Square matrix whose eigendecomposition is to be computed.
-      * \param[in]  computeEigenvectors  If true, both the eigenvectors and the
-      *    eigenvalues are computed; if false, only the eigenvalues are
-      *    computed. 
-      * \returns    Reference to \c *this
-      *
-      * This function computes the eigenvalues of the real matrix \p matrix.
-      * The eigenvalues() function can be used to retrieve them.  If 
-      * \p computeEigenvectors is true, then the eigenvectors are also computed
-      * and can be retrieved by calling eigenvectors().
-      *
-      * The matrix is first reduced to real generalized Schur form using the RealQZ
-      * class. The generalized Schur decomposition is then used to compute the eigenvalues
-      * and eigenvectors.
-      *
-      * The cost of the computation is dominated by the cost of the
-      * generalized Schur decomposition.
-      *
-      * This method reuses of the allocated data in the GeneralizedEigenSolver object.
-      */
-    GeneralizedEigenSolver& compute(const MatrixType& A, const MatrixType& B, bool computeEigenvectors = true);
-
-    ComputationInfo info() const
-    {
-      eigen_assert(m_valuesOkay && "EigenSolver is not initialized.");
-      return m_realQZ.info();
-    }
-
-    /** Sets the maximal number of iterations allowed.
-    */
-    GeneralizedEigenSolver& setMaxIterations(Index maxIters)
-    {
-      m_realQZ.setMaxIterations(maxIters);
-      return *this;
-    }
-
-  protected:
-    
-    static void check_template_parameters()
-    {
-      EIGEN_STATIC_ASSERT_NON_INTEGER(Scalar);
-      EIGEN_STATIC_ASSERT(!NumTraits<Scalar>::IsComplex, NUMERIC_TYPE_MUST_BE_REAL);
-    }
-    
-    EigenvectorsType m_eivec;
-    ComplexVectorType m_alphas;
-    VectorType m_betas;
-    bool m_valuesOkay, m_vectorsOkay;
-    RealQZ<MatrixType> m_realQZ;
-    ComplexVectorType m_tmp;
-};
-
-template<typename MatrixType>
-GeneralizedEigenSolver<MatrixType>&
-GeneralizedEigenSolver<MatrixType>::compute(const MatrixType& A, const MatrixType& B, bool computeEigenvectors)
-{
-  check_template_parameters();
-  
-  using std::sqrt;
-  using std::abs;
-  eigen_assert(A.cols() == A.rows() && B.cols() == A.rows() && B.cols() == B.rows());
-  Index size = A.cols();
-  m_valuesOkay = false;
-  m_vectorsOkay = false;
-  // Reduce to generalized real Schur form:
-  // A = Q S Z and B = Q T Z
-  m_realQZ.compute(A, B, computeEigenvectors);
-  if (m_realQZ.info() == Success)
-  {
-    // Resize storage
-    m_alphas.resize(size);
-    m_betas.resize(size);
-    if (computeEigenvectors)
-    {
-      m_eivec.resize(size,size);
-      m_tmp.resize(size);
-    }
-
-    // Aliases:
-    Map<VectorType> v(reinterpret_cast<Scalar*>(m_tmp.data()), size);
-    ComplexVectorType &cv = m_tmp;
-    const MatrixType &mS = m_realQZ.matrixS();
-    const MatrixType &mT = m_realQZ.matrixT();
-
-    Index i = 0;
-    while (i < size)
-    {
-      if (i == size - 1 || mS.coeff(i+1, i) == Scalar(0))
-      {
-        // Real eigenvalue
-        m_alphas.coeffRef(i) = mS.diagonal().coeff(i);
-        m_betas.coeffRef(i)  = mT.diagonal().coeff(i);
-        if (computeEigenvectors)
-        {
-          v.setConstant(Scalar(0.0));
-          v.coeffRef(i) = Scalar(1.0);
-          // For singular eigenvalues do nothing more
-          if(abs(m_betas.coeffRef(i)) >= (std::numeric_limits<RealScalar>::min)())
-          {
-            // Non-singular eigenvalue
-            const Scalar alpha = real(m_alphas.coeffRef(i));
-            const Scalar beta = m_betas.coeffRef(i);
-            for (Index j = i-1; j >= 0; j--)
-            {
-              const Index st = j+1;
-              const Index sz = i-j;
-              if (j > 0 && mS.coeff(j, j-1) != Scalar(0))
-              {
-                // 2x2 block
-                Matrix<Scalar, 2, 1> rhs = (alpha*mT.template block<2,Dynamic>(j-1,st,2,sz) - beta*mS.template block<2,Dynamic>(j-1,st,2,sz)) .lazyProduct( v.segment(st,sz) );
-                Matrix<Scalar, 2, 2> lhs = beta * mS.template block<2,2>(j-1,j-1) - alpha * mT.template block<2,2>(j-1,j-1);
-                v.template segment<2>(j-1) = lhs.partialPivLu().solve(rhs);
-                j--;
-              }
-              else
-              {
-                v.coeffRef(j) = -v.segment(st,sz).transpose().cwiseProduct(beta*mS.block(j,st,1,sz) - alpha*mT.block(j,st,1,sz)).sum() / (beta*mS.coeffRef(j,j) - alpha*mT.coeffRef(j,j));
-              }
-            }
-          }
-          m_eivec.col(i).real().noalias() = m_realQZ.matrixZ().transpose() * v;
-          m_eivec.col(i).real().normalize();
-          m_eivec.col(i).imag().setConstant(0);
-        }
-        ++i;
-      }
-      else
-      {
-        // We need to extract the generalized eigenvalues of the pair of a general 2x2 block S and a positive diagonal 2x2 block T
-        // 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):
-
-        // T =  [a 0]
-        //      [0 b]
-        RealScalar a = mT.diagonal().coeff(i),
-                   b = mT.diagonal().coeff(i+1);
-        const RealScalar beta = m_betas.coeffRef(i) = m_betas.coeffRef(i+1) = a*b;
-
-        // ^^ NOTE: using diagonal()(i) instead of coeff(i,i) workarounds a MSVC bug.
-        Matrix<RealScalar,2,2> S2 = mS.template block<2,2>(i,i) * Matrix<Scalar,2,1>(b,a).asDiagonal();
-
-        Scalar p = Scalar(0.5) * (S2.coeff(0,0) - S2.coeff(1,1));
-        Scalar z = sqrt(abs(p * p + S2.coeff(1,0) * S2.coeff(0,1)));
-        const ComplexScalar alpha = ComplexScalar(S2.coeff(1,1) + p, (beta > 0) ? z : -z);
-        m_alphas.coeffRef(i)   = conj(alpha);
-        m_alphas.coeffRef(i+1) = alpha;
-
-        if (computeEigenvectors) {
-          // Compute eigenvector in position (i+1) and then position (i) is just the conjugate
-          cv.setZero();
-          cv.coeffRef(i+1) = Scalar(1.0);
-          // here, the "static_cast" workaound expression template issues.
-          cv.coeffRef(i) = -(static_cast<Scalar>(beta*mS.coeffRef(i,i+1)) - alpha*mT.coeffRef(i,i+1))
-                          / (static_cast<Scalar>(beta*mS.coeffRef(i,i))   - alpha*mT.coeffRef(i,i));
-          for (Index j = i-1; j >= 0; j--)
-          {
-            const Index st = j+1;
-            const Index sz = i+1-j;
-            if (j > 0 && mS.coeff(j, j-1) != Scalar(0))
-            {
-              // 2x2 block
-              Matrix<ComplexScalar, 2, 1> rhs = (alpha*mT.template block<2,Dynamic>(j-1,st,2,sz) - beta*mS.template block<2,Dynamic>(j-1,st,2,sz)) .lazyProduct( cv.segment(st,sz) );
-              Matrix<ComplexScalar, 2, 2> lhs = beta * mS.template block<2,2>(j-1,j-1) - alpha * mT.template block<2,2>(j-1,j-1);
-              cv.template segment<2>(j-1) = lhs.partialPivLu().solve(rhs);
-              j--;
-            } else {
-              cv.coeffRef(j) =  cv.segment(st,sz).transpose().cwiseProduct(beta*mS.block(j,st,1,sz) - alpha*mT.block(j,st,1,sz)).sum()
-                              / (alpha*mT.coeffRef(j,j) - static_cast<Scalar>(beta*mS.coeffRef(j,j)));
-            }
-          }
-          m_eivec.col(i+1).noalias() = (m_realQZ.matrixZ().transpose() * cv);
-          m_eivec.col(i+1).normalize();
-          m_eivec.col(i) = m_eivec.col(i+1).conjugate();
-        }
-        i += 2;
-      }
-    }
-
-    m_valuesOkay = true;
-    m_vectorsOkay = computeEigenvectors;
-  }
-  return *this;
-}
-
-} // end namespace Eigen
-
-#endif // EIGEN_GENERALIZEDEIGENSOLVER_H

sequenzo/dissimilarity_measures/src/eigen/Eigen/src/Eigenvalues/GeneralizedSelfAdjointEigenSolver.h

@@ -1,226 +0,0 @@
-// This file is part of Eigen, a lightweight C++ template library
-// for linear algebra.
-//
-// Copyright (C) 2008-2010 Gael Guennebaud <gael.guennebaud@inria.fr>
-// Copyright (C) 2010 Jitse Niesen <jitse@maths.leeds.ac.uk>
-//
-// This Source Code Form is subject to the terms of the Mozilla
-// Public License v. 2.0. If a copy of the MPL was not distributed
-// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
-
-#ifndef EIGEN_GENERALIZEDSELFADJOINTEIGENSOLVER_H
-#define EIGEN_GENERALIZEDSELFADJOINTEIGENSOLVER_H
-
-#include "./Tridiagonalization.h"
-
-namespace Eigen { 
-
-/** \eigenvalues_module \ingroup Eigenvalues_Module
-  *
-  *
-  * \class GeneralizedSelfAdjointEigenSolver
-  *
-  * \brief Computes eigenvalues and eigenvectors of the generalized selfadjoint eigen problem
-  *
-  * \tparam _MatrixType the type of the matrix of which we are computing the
-  * eigendecomposition; this is expected to be an instantiation of the Matrix
-  * class template.
-  *
-  * This class solves the generalized eigenvalue problem
-  * \f$ Av = \lambda Bv \f$. In this case, the matrix \f$ A \f$ should be
-  * selfadjoint and the matrix \f$ B \f$ should be positive definite.
-  *
-  * Only the \b lower \b triangular \b part of the input matrix is referenced.
-  *
-  * Call the function compute() to compute the eigenvalues and eigenvectors of
-  * a given matrix. Alternatively, you can use the
-  * GeneralizedSelfAdjointEigenSolver(const MatrixType&, const MatrixType&, int)
-  * constructor which computes the eigenvalues and eigenvectors at construction time.
-  * Once the eigenvalue and eigenvectors are computed, they can be retrieved with the eigenvalues()
-  * and eigenvectors() functions.
-  *
-  * The documentation for GeneralizedSelfAdjointEigenSolver(const MatrixType&, const MatrixType&, int)
-  * contains an example of the typical use of this class.
-  *
-  * \sa class SelfAdjointEigenSolver, class EigenSolver, class ComplexEigenSolver
-  */
-template<typename _MatrixType>
-class GeneralizedSelfAdjointEigenSolver : public SelfAdjointEigenSolver<_MatrixType>
-{
-    typedef SelfAdjointEigenSolver<_MatrixType> Base;
-  public:
-
-    typedef _MatrixType MatrixType;
-
-    /** \brief Default constructor for fixed-size matrices.
-      *
-      * The default constructor is useful in cases in which the user intends to
-      * perform decompositions via compute(). This constructor
-      * can only be used if \p _MatrixType is a fixed-size matrix; use
-      * GeneralizedSelfAdjointEigenSolver(Index) for dynamic-size matrices.
-      */
-    GeneralizedSelfAdjointEigenSolver() : Base() {}
-
-    /** \brief Constructor, pre-allocates memory for dynamic-size matrices.
-      *
-      * \param [in]  size  Positive integer, size of the matrix whose
-      * eigenvalues and eigenvectors will be computed.
-      *
-      * This constructor is useful for dynamic-size matrices, when the user
-      * intends to perform decompositions via compute(). The \p size
-      * parameter is only used as a hint. It is not an error to give a wrong
-      * \p size, but it may impair performance.
-      *
-      * \sa compute() for an example
-      */
-    explicit GeneralizedSelfAdjointEigenSolver(Index size)
-        : Base(size)
-    {}
-
-    /** \brief Constructor; computes generalized eigendecomposition of given matrix pencil.
-      *
-      * \param[in]  matA  Selfadjoint matrix in matrix pencil.
-      *                   Only the lower triangular part of the matrix is referenced.
-      * \param[in]  matB  Positive-definite matrix in matrix pencil.
-      *                   Only the lower triangular part of the matrix is referenced.
-      * \param[in]  options A or-ed set of flags {#ComputeEigenvectors,#EigenvaluesOnly} | {#Ax_lBx,#ABx_lx,#BAx_lx}.
-      *                     Default is #ComputeEigenvectors|#Ax_lBx.
-      *
-      * This constructor calls compute(const MatrixType&, const MatrixType&, int)
-      * to compute the eigenvalues and (if requested) the eigenvectors of the
-      * generalized eigenproblem \f$ Ax = \lambda B x \f$ with \a matA the
-      * selfadjoint matrix \f$ A \f$ and \a matB the positive definite matrix
-      * \f$ B \f$. Each eigenvector \f$ x \f$ satisfies the property
-      * \f$ x^* B x = 1 \f$. The eigenvectors are computed if
-      * \a options contains ComputeEigenvectors.
-      *
-      * In addition, the two following variants can be solved via \p options:
-      * - \c ABx_lx: \f$ ABx = \lambda x \f$
-      * - \c BAx_lx: \f$ BAx = \lambda x \f$
-      *
-      * Example: \include SelfAdjointEigenSolver_SelfAdjointEigenSolver_MatrixType2.cpp
-      * Output: \verbinclude SelfAdjointEigenSolver_SelfAdjointEigenSolver_MatrixType2.out
-      *
-      * \sa compute(const MatrixType&, const MatrixType&, int)
-      */
-    GeneralizedSelfAdjointEigenSolver(const MatrixType& matA, const MatrixType& matB,
-                                      int options = ComputeEigenvectors|Ax_lBx)
-      : Base(matA.cols())
-    {
-      compute(matA, matB, options);
-    }
-
-    /** \brief Computes generalized eigendecomposition of given matrix pencil.
-      *
-      * \param[in]  matA  Selfadjoint matrix in matrix pencil.
-      *                   Only the lower triangular part of the matrix is referenced.
-      * \param[in]  matB  Positive-definite matrix in matrix pencil.
-      *                   Only the lower triangular part of the matrix is referenced.
-      * \param[in]  options A or-ed set of flags {#ComputeEigenvectors,#EigenvaluesOnly} | {#Ax_lBx,#ABx_lx,#BAx_lx}.
-      *                     Default is #ComputeEigenvectors|#Ax_lBx.
-      *
-      * \returns    Reference to \c *this
-      *
-      * According to \p options, this function computes eigenvalues and (if requested)
-      * the eigenvectors of one of the following three generalized eigenproblems:
-      * - \c Ax_lBx: \f$ Ax = \lambda B x \f$
-      * - \c ABx_lx: \f$ ABx = \lambda x \f$
-      * - \c BAx_lx: \f$ BAx = \lambda x \f$
-      * with \a matA the selfadjoint matrix \f$ A \f$ and \a matB the positive definite
-      * matrix \f$ B \f$.
-      * In addition, each eigenvector \f$ x \f$ satisfies the property \f$ x^* B x = 1 \f$.
-      *
-      * The eigenvalues() function can be used to retrieve
-      * the eigenvalues. If \p options contains ComputeEigenvectors, then the
-      * eigenvectors are also computed and can be retrieved by calling
-      * eigenvectors().
-      *
-      * The implementation uses LLT to compute the Cholesky decomposition
-      * \f$ B = LL^* \f$ and computes the classical eigendecomposition
-      * of the selfadjoint matrix \f$ L^{-1} A (L^*)^{-1} \f$ if \p options contains Ax_lBx
-      * and of \f$ L^{*} A L \f$ otherwise. This solves the
-      * generalized eigenproblem, because any solution of the generalized
-      * eigenproblem \f$ Ax = \lambda B x \f$ corresponds to a solution
-      * \f$ L^{-1} A (L^*)^{-1} (L^* x) = \lambda (L^* x) \f$ of the
-      * eigenproblem for \f$ L^{-1} A (L^*)^{-1} \f$. Similar statements
-      * can be made for the two other variants.
-      *
-      * Example: \include SelfAdjointEigenSolver_compute_MatrixType2.cpp
-      * Output: \verbinclude SelfAdjointEigenSolver_compute_MatrixType2.out
-      *
-      * \sa GeneralizedSelfAdjointEigenSolver(const MatrixType&, const MatrixType&, int)
-      */
-    GeneralizedSelfAdjointEigenSolver& compute(const MatrixType& matA, const MatrixType& matB,
-                                               int options = ComputeEigenvectors|Ax_lBx);
-
-  protected:
-
-};
-
-
-template<typename MatrixType>
-GeneralizedSelfAdjointEigenSolver<MatrixType>& GeneralizedSelfAdjointEigenSolver<MatrixType>::
-compute(const MatrixType& matA, const MatrixType& matB, int options)
-{
-  eigen_assert(matA.cols()==matA.rows() && matB.rows()==matA.rows() && matB.cols()==matB.rows());
-  eigen_assert((options&~(EigVecMask|GenEigMask))==0
-          && (options&EigVecMask)!=EigVecMask
-          && ((options&GenEigMask)==0 || (options&GenEigMask)==Ax_lBx
-           || (options&GenEigMask)==ABx_lx || (options&GenEigMask)==BAx_lx)
-          && "invalid option parameter");
-
-  bool computeEigVecs = ((options&EigVecMask)==0) || ((options&EigVecMask)==ComputeEigenvectors);
-
-  // Compute the cholesky decomposition of matB = L L' = U'U
-  LLT<MatrixType> cholB(matB);
-
-  int type = (options&GenEigMask);
-  if(type==0)
-    type = Ax_lBx;
-
-  if(type==Ax_lBx)
-  {
-    // compute C = inv(L) A inv(L')
-    MatrixType matC = matA.template selfadjointView<Lower>();
-    cholB.matrixL().template solveInPlace<OnTheLeft>(matC);
-    cholB.matrixU().template solveInPlace<OnTheRight>(matC);
-
-    Base::compute(matC, computeEigVecs ? ComputeEigenvectors : EigenvaluesOnly );
-
-    // transform back the eigen vectors: evecs = inv(U) * evecs
-    if(computeEigVecs)
-      cholB.matrixU().solveInPlace(Base::m_eivec);
-  }
-  else if(type==ABx_lx)
-  {
-    // compute C = L' A L
-    MatrixType matC = matA.template selfadjointView<Lower>();
-    matC = matC * cholB.matrixL();
-    matC = cholB.matrixU() * matC;
-
-    Base::compute(matC, computeEigVecs ? ComputeEigenvectors : EigenvaluesOnly);
-
-    // transform back the eigen vectors: evecs = inv(U) * evecs
-    if(computeEigVecs)
-      cholB.matrixU().solveInPlace(Base::m_eivec);
-  }
-  else if(type==BAx_lx)
-  {
-    // compute C = L' A L
-    MatrixType matC = matA.template selfadjointView<Lower>();
-    matC = matC * cholB.matrixL();
-    matC = cholB.matrixU() * matC;
-
-    Base::compute(matC, computeEigVecs ? ComputeEigenvectors : EigenvaluesOnly);
-
-    // transform back the eigen vectors: evecs = L * evecs
-    if(computeEigVecs)
-      Base::m_eivec = cholB.matrixL() * Base::m_eivec;
-  }
-
-  return *this;
-}
-
-} // end namespace Eigen
-
-#endif // EIGEN_GENERALIZEDSELFADJOINTEIGENSOLVER_H