sequenzo 0.1.18__cp310-cp310-win_amd64.whl → 0.1.20__cp310-cp310-win_amd64.whl

sequenzo/dissimilarity_measures/src/eigen/Eigen/src/SVD/UpperBidiagonalization.h

@@ -1,414 +0,0 @@
-// This file is part of Eigen, a lightweight C++ template library
-// for linear algebra.
-//
-// Copyright (C) 2010 Benoit Jacob <jacob.benoit.1@gmail.com>
-// Copyright (C) 2013-2014 Gael Guennebaud <gael.guennebaud@inria.fr>
-//
-// 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_BIDIAGONALIZATION_H
-#define EIGEN_BIDIAGONALIZATION_H
-
-namespace Eigen { 
-
-namespace internal {
-// UpperBidiagonalization will probably be replaced by a Bidiagonalization class, don't want to make it stable API.
-// At the same time, it's useful to keep for now as it's about the only thing that is testing the BandMatrix class.
-
-template<typename _MatrixType> class UpperBidiagonalization
-{
-  public:
-
-    typedef _MatrixType MatrixType;
-    enum {
-      RowsAtCompileTime = MatrixType::RowsAtCompileTime,
-      ColsAtCompileTime = MatrixType::ColsAtCompileTime,
-      ColsAtCompileTimeMinusOne = internal::decrement_size<ColsAtCompileTime>::ret
-    };
-    typedef typename MatrixType::Scalar Scalar;
-    typedef typename MatrixType::RealScalar RealScalar;
-    typedef Eigen::Index Index; ///< \deprecated since Eigen 3.3
-    typedef Matrix<Scalar, 1, ColsAtCompileTime> RowVectorType;
-    typedef Matrix<Scalar, RowsAtCompileTime, 1> ColVectorType;
-    typedef BandMatrix<RealScalar, ColsAtCompileTime, ColsAtCompileTime, 1, 0, RowMajor> BidiagonalType;
-    typedef Matrix<Scalar, ColsAtCompileTime, 1> DiagVectorType;
-    typedef Matrix<Scalar, ColsAtCompileTimeMinusOne, 1> SuperDiagVectorType;
-    typedef HouseholderSequence<
-              const MatrixType,
-              const typename internal::remove_all<typename Diagonal<const MatrixType,0>::ConjugateReturnType>::type
-            > HouseholderUSequenceType;
-    typedef HouseholderSequence<
-              const typename internal::remove_all<typename MatrixType::ConjugateReturnType>::type,
-              Diagonal<const MatrixType,1>,
-              OnTheRight
-            > HouseholderVSequenceType;
-    
-    /**
-    * \brief Default Constructor.
-    *
-    * The default constructor is useful in cases in which the user intends to
-    * perform decompositions via Bidiagonalization::compute(const MatrixType&).
-    */
-    UpperBidiagonalization() : m_householder(), m_bidiagonal(), m_isInitialized(false) {}
-
-    explicit UpperBidiagonalization(const MatrixType& matrix)
-      : m_householder(matrix.rows(), matrix.cols()),
-        m_bidiagonal(matrix.cols(), matrix.cols()),
-        m_isInitialized(false)
-    {
-      compute(matrix);
-    }
-    
-    UpperBidiagonalization& compute(const MatrixType& matrix);
-    UpperBidiagonalization& computeUnblocked(const MatrixType& matrix);
-    
-    const MatrixType& householder() const { return m_householder; }
-    const BidiagonalType& bidiagonal() const { return m_bidiagonal; }
-    
-    const HouseholderUSequenceType householderU() const
-    {
-      eigen_assert(m_isInitialized && "UpperBidiagonalization is not initialized.");
-      return HouseholderUSequenceType(m_householder, m_householder.diagonal().conjugate());
-    }
-
-    const HouseholderVSequenceType householderV() // const here gives nasty errors and i'm lazy
-    {
-      eigen_assert(m_isInitialized && "UpperBidiagonalization is not initialized.");
-      return HouseholderVSequenceType(m_householder.conjugate(), m_householder.const_derived().template diagonal<1>())
-             .setLength(m_householder.cols()-1)
-             .setShift(1);
-    }
-    
-  protected:
-    MatrixType m_householder;
-    BidiagonalType m_bidiagonal;
-    bool m_isInitialized;
-};
-
-// Standard upper bidiagonalization without fancy optimizations
-// This version should be faster for small matrix size
-template<typename MatrixType>
-void upperbidiagonalization_inplace_unblocked(MatrixType& mat,
-                                              typename MatrixType::RealScalar *diagonal,
-                                              typename MatrixType::RealScalar *upper_diagonal,
-                                              typename MatrixType::Scalar* tempData = 0)
-{
-  typedef typename MatrixType::Scalar Scalar;
-
-  Index rows = mat.rows();
-  Index cols = mat.cols();
-
-  typedef Matrix<Scalar,Dynamic,1,ColMajor,MatrixType::MaxRowsAtCompileTime,1> TempType;
-  TempType tempVector;
-  if(tempData==0)
-  {
-    tempVector.resize(rows);
-    tempData = tempVector.data();
-  }
-
-  for (Index k = 0; /* breaks at k==cols-1 below */ ; ++k)
-  {
-    Index remainingRows = rows - k;
-    Index remainingCols = cols - k - 1;
-
-    // construct left householder transform in-place in A
-    mat.col(k).tail(remainingRows)
-       .makeHouseholderInPlace(mat.coeffRef(k,k), diagonal[k]);
-    // apply householder transform to remaining part of A on the left
-    mat.bottomRightCorner(remainingRows, remainingCols)
-       .applyHouseholderOnTheLeft(mat.col(k).tail(remainingRows-1), mat.coeff(k,k), tempData);
-
-    if(k == cols-1) break;
-
-    // construct right householder transform in-place in mat
-    mat.row(k).tail(remainingCols)
-       .makeHouseholderInPlace(mat.coeffRef(k,k+1), upper_diagonal[k]);
-    // apply householder transform to remaining part of mat on the left
-    mat.bottomRightCorner(remainingRows-1, remainingCols)
-       .applyHouseholderOnTheRight(mat.row(k).tail(remainingCols-1).adjoint(), mat.coeff(k,k+1), tempData);
-  }
-}
-
-/** \internal
-  * Helper routine for the block reduction to upper bidiagonal form.
-  *
-  * Let's partition the matrix A:
-  * 
-  *      | A00 A01 |
-  *  A = |         |
-  *      | A10 A11 |
-  *
-  * This function reduces to bidiagonal form the left \c rows x \a blockSize vertical panel [A00/A10]
-  * and the \a blockSize x \c cols horizontal panel [A00 A01] of the matrix \a A. The bottom-right block A11
-  * is updated using matrix-matrix products:
-  *   A22 -= V * Y^T - X * U^T
-  * where V and U contains the left and right Householder vectors. U and V are stored in A10, and A01
-  * respectively, and the update matrices X and Y are computed during the reduction.
-  * 
-  */
-template<typename MatrixType>
-void upperbidiagonalization_blocked_helper(MatrixType& A,
-                                           typename MatrixType::RealScalar *diagonal,
-                                           typename MatrixType::RealScalar *upper_diagonal,
-                                           Index bs,
-                                           Ref<Matrix<typename MatrixType::Scalar, Dynamic, Dynamic,
-                                                      traits<MatrixType>::Flags & RowMajorBit> > X,
-                                           Ref<Matrix<typename MatrixType::Scalar, Dynamic, Dynamic,
-                                                      traits<MatrixType>::Flags & RowMajorBit> > Y)
-{
-  typedef typename MatrixType::Scalar Scalar;
-  typedef typename MatrixType::RealScalar RealScalar;
-  typedef typename NumTraits<RealScalar>::Literal Literal;
-  enum { StorageOrder = traits<MatrixType>::Flags & RowMajorBit };
-  typedef InnerStride<int(StorageOrder) == int(ColMajor) ? 1 : Dynamic> ColInnerStride;
-  typedef InnerStride<int(StorageOrder) == int(ColMajor) ? Dynamic : 1> RowInnerStride;
-  typedef Ref<Matrix<Scalar, Dynamic, 1>, 0, ColInnerStride>    SubColumnType;
-  typedef Ref<Matrix<Scalar, 1, Dynamic>, 0, RowInnerStride>    SubRowType;
-  typedef Ref<Matrix<Scalar, Dynamic, Dynamic, StorageOrder > > SubMatType;
-  
-  Index brows = A.rows();
-  Index bcols = A.cols();
-
-  Scalar tau_u, tau_u_prev(0), tau_v;
-
-  for(Index k = 0; k < bs; ++k)
-  {
-    Index remainingRows = brows - k;
-    Index remainingCols = bcols - k - 1;
-
-    SubMatType X_k1( X.block(k,0, remainingRows,k) );
-    SubMatType V_k1( A.block(k,0, remainingRows,k) );
-
-    // 1 - update the k-th column of A
-    SubColumnType v_k = A.col(k).tail(remainingRows);
-          v_k -= V_k1 * Y.row(k).head(k).adjoint();
-    if(k) v_k -= X_k1 * A.col(k).head(k);
-    
-    // 2 - construct left Householder transform in-place
-    v_k.makeHouseholderInPlace(tau_v, diagonal[k]);
-       
-    if(k+1<bcols)
-    {
-      SubMatType Y_k  ( Y.block(k+1,0, remainingCols, k+1) );
-      SubMatType U_k1 ( A.block(0,k+1, k,remainingCols) );
-      
-      // this eases the application of Householder transforAions
-      // A(k,k) will store tau_v later
-      A(k,k) = Scalar(1);
-
-      // 3 - Compute y_k^T = tau_v * ( A^T*v_k - Y_k-1*V_k-1^T*v_k - U_k-1*X_k-1^T*v_k )
-      {
-        SubColumnType y_k( Y.col(k).tail(remainingCols) );
-        
-        // let's use the beginning of column k of Y as a temporary vector
-        SubColumnType tmp( Y.col(k).head(k) );
-        y_k.noalias()  = A.block(k,k+1, remainingRows,remainingCols).adjoint() * v_k; // bottleneck
-        tmp.noalias()  = V_k1.adjoint()  * v_k;
-        y_k.noalias() -= Y_k.leftCols(k) * tmp;
-        tmp.noalias()  = X_k1.adjoint()  * v_k;
-        y_k.noalias() -= U_k1.adjoint()  * tmp;
-        y_k *= numext::conj(tau_v);
-      }
-
-      // 4 - update k-th row of A (it will become u_k)
-      SubRowType u_k( A.row(k).tail(remainingCols) );
-      u_k = u_k.conjugate();
-      {
-        u_k -= Y_k * A.row(k).head(k+1).adjoint();
-        if(k) u_k -= U_k1.adjoint() * X.row(k).head(k).adjoint();
-      }
-
-      // 5 - construct right Householder transform in-place
-      u_k.makeHouseholderInPlace(tau_u, upper_diagonal[k]);
-
-      // this eases the application of Householder transformations
-      // A(k,k+1) will store tau_u later
-      A(k,k+1) = Scalar(1);
-
-      // 6 - Compute x_k = tau_u * ( A*u_k - X_k-1*U_k-1^T*u_k - V_k*Y_k^T*u_k )
-      {
-        SubColumnType x_k ( X.col(k).tail(remainingRows-1) );
-        
-        // let's use the beginning of column k of X as a temporary vectors
-        // note that tmp0 and tmp1 overlaps
-        SubColumnType tmp0 ( X.col(k).head(k) ),
-                      tmp1 ( X.col(k).head(k+1) );
-                    
-        x_k.noalias()   = A.block(k+1,k+1, remainingRows-1,remainingCols) * u_k.transpose(); // bottleneck
-        tmp0.noalias()  = U_k1 * u_k.transpose();
-        x_k.noalias()  -= X_k1.bottomRows(remainingRows-1) * tmp0;
-        tmp1.noalias()  = Y_k.adjoint() * u_k.transpose();
-        x_k.noalias()  -= A.block(k+1,0, remainingRows-1,k+1) * tmp1;
-        x_k *= numext::conj(tau_u);
-        tau_u = numext::conj(tau_u);
-        u_k = u_k.conjugate();
-      }
-
-      if(k>0) A.coeffRef(k-1,k) = tau_u_prev;
-      tau_u_prev = tau_u;
-    }
-    else
-      A.coeffRef(k-1,k) = tau_u_prev;
-
-    A.coeffRef(k,k) = tau_v;
-  }
-  
-  if(bs<bcols)
-    A.coeffRef(bs-1,bs) = tau_u_prev;
-
-  // update A22
-  if(bcols>bs && brows>bs)
-  {
-    SubMatType A11( A.bottomRightCorner(brows-bs,bcols-bs) );
-    SubMatType A10( A.block(bs,0, brows-bs,bs) );
-    SubMatType A01( A.block(0,bs, bs,bcols-bs) );
-    Scalar tmp = A01(bs-1,0);
-    A01(bs-1,0) = Literal(1);
-    A11.noalias() -= A10 * Y.topLeftCorner(bcols,bs).bottomRows(bcols-bs).adjoint();
-    A11.noalias() -= X.topLeftCorner(brows,bs).bottomRows(brows-bs) * A01;
-    A01(bs-1,0) = tmp;
-  }
-}
-
-/** \internal
-  *
-  * Implementation of a block-bidiagonal reduction.
-  * It is based on the following paper:
-  *   The Design of a Parallel Dense Linear Algebra Software Library: Reduction to Hessenberg, Tridiagonal, and Bidiagonal Form.
-  *   by Jaeyoung Choi, Jack J. Dongarra, David W. Walker. (1995)
-  *   section 3.3
-  */
-template<typename MatrixType, typename BidiagType>
-void upperbidiagonalization_inplace_blocked(MatrixType& A, BidiagType& bidiagonal,
-                                            Index maxBlockSize=32,
-                                            typename MatrixType::Scalar* /*tempData*/ = 0)
-{
-  typedef typename MatrixType::Scalar Scalar;
-  typedef Block<MatrixType,Dynamic,Dynamic> BlockType;
-
-  Index rows = A.rows();
-  Index cols = A.cols();
-  Index size = (std::min)(rows, cols);
-
-  // X and Y are work space
-  enum { StorageOrder = traits<MatrixType>::Flags & RowMajorBit };
-  Matrix<Scalar,
-         MatrixType::RowsAtCompileTime,
-         Dynamic,
-         StorageOrder,
-         MatrixType::MaxRowsAtCompileTime> X(rows,maxBlockSize);
-  Matrix<Scalar,
-         MatrixType::ColsAtCompileTime,
-         Dynamic,
-         StorageOrder,
-         MatrixType::MaxColsAtCompileTime> Y(cols,maxBlockSize);
-  Index blockSize = (std::min)(maxBlockSize,size);
-
-  Index k = 0;
-  for(k = 0; k < size; k += blockSize)
-  {
-    Index bs = (std::min)(size-k,blockSize);  // actual size of the block
-    Index brows = rows - k;                   // rows of the block
-    Index bcols = cols - k;                   // columns of the block
-
-    // partition the matrix A:
-    // 
-    //      | A00 A01 A02 |
-    //      |             |
-    // A  = | A10 A11 A12 |
-    //      |             |
-    //      | A20 A21 A22 |
-    //
-    // where A11 is a bs x bs diagonal block,
-    // and let:
-    //      | A11 A12 |
-    //  B = |         |
-    //      | A21 A22 |
-
-    BlockType B = A.block(k,k,brows,bcols);
-    
-    // This stage performs the bidiagonalization of A11, A21, A12, and updating of A22.
-    // Finally, the algorithm continue on the updated A22.
-    //
-    // However, if B is too small, or A22 empty, then let's use an unblocked strategy
-    if(k+bs==cols || bcols<48) // somewhat arbitrary threshold
-    {
-      upperbidiagonalization_inplace_unblocked(B,
-                                               &(bidiagonal.template diagonal<0>().coeffRef(k)),
-                                               &(bidiagonal.template diagonal<1>().coeffRef(k)),
-                                               X.data()
-                                              );
-      break; // We're done
-    }
-    else
-    {
-      upperbidiagonalization_blocked_helper<BlockType>( B,
-                                                        &(bidiagonal.template diagonal<0>().coeffRef(k)),
-                                                        &(bidiagonal.template diagonal<1>().coeffRef(k)),
-                                                        bs,
-                                                        X.topLeftCorner(brows,bs),
-                                                        Y.topLeftCorner(bcols,bs)
-                                                      );
-    }
-  }
-}
-
-template<typename _MatrixType>
-UpperBidiagonalization<_MatrixType>& UpperBidiagonalization<_MatrixType>::computeUnblocked(const _MatrixType& matrix)
-{
-  Index rows = matrix.rows();
-  Index cols = matrix.cols();
-  EIGEN_ONLY_USED_FOR_DEBUG(cols);
-
-  eigen_assert(rows >= cols && "UpperBidiagonalization is only for Arices satisfying rows>=cols.");
-
-  m_householder = matrix;
-
-  ColVectorType temp(rows);
-
-  upperbidiagonalization_inplace_unblocked(m_householder,
-                                           &(m_bidiagonal.template diagonal<0>().coeffRef(0)),
-                                           &(m_bidiagonal.template diagonal<1>().coeffRef(0)),
-                                           temp.data());
-
-  m_isInitialized = true;
-  return *this;
-}
-
-template<typename _MatrixType>
-UpperBidiagonalization<_MatrixType>& UpperBidiagonalization<_MatrixType>::compute(const _MatrixType& matrix)
-{
-  Index rows = matrix.rows();
-  Index cols = matrix.cols();
-  EIGEN_ONLY_USED_FOR_DEBUG(rows);
-  EIGEN_ONLY_USED_FOR_DEBUG(cols);
-
-  eigen_assert(rows >= cols && "UpperBidiagonalization is only for Arices satisfying rows>=cols.");
-
-  m_householder = matrix;
-  upperbidiagonalization_inplace_blocked(m_householder, m_bidiagonal);
-            
-  m_isInitialized = true;
-  return *this;
-}
-
-#if 0
-/** \return the Householder QR decomposition of \c *this.
-  *
-  * \sa class Bidiagonalization
-  */
-template<typename Derived>
-const UpperBidiagonalization<typename MatrixBase<Derived>::PlainObject>
-MatrixBase<Derived>::bidiagonalization() const
-{
-  return UpperBidiagonalization<PlainObject>(eval());
-}
-#endif
-
-} // end namespace internal
-
-} // end namespace Eigen
-
-#endif // EIGEN_BIDIAGONALIZATION_H