sequenzo 0.1.18__cp39-cp39-macosx_10_9_universal2.whl → 0.1.19__cp39-cp39-macosx_10_9_universal2.whl

sequenzo/dissimilarity_measures/src/eigen/unsupported/Eigen/src/IterativeSolvers/MINRES.h

@@ -1,267 +0,0 @@
-// This file is part of Eigen, a lightweight C++ template library
-// for linear algebra.
-//
-// Copyright (C) 2012 Giacomo Po <gpo@ucla.edu>
-// Copyright (C) 2011-2014 Gael Guennebaud <gael.guennebaud@inria.fr>
-// Copyright (C) 2018 David Hyde <dabh@stanford.edu>
-//
-// 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_MINRES_H_
-#define EIGEN_MINRES_H_
-
-
-namespace Eigen {
-    
-    namespace internal {
-        
-        /** \internal Low-level MINRES algorithm
-         * \param mat The matrix A
-         * \param rhs The right hand side vector b
-         * \param x On input and initial solution, on output the computed solution.
-         * \param precond A right preconditioner being able to efficiently solve for an
-         *                approximation of Ax=b (regardless of b)
-         * \param iters On input the max number of iteration, on output the number of performed iterations.
-         * \param tol_error On input the tolerance error, on output an estimation of the relative error.
-         */
-        template<typename MatrixType, typename Rhs, typename Dest, typename Preconditioner>
-        EIGEN_DONT_INLINE
-        void minres(const MatrixType& mat, const Rhs& rhs, Dest& x,
-                    const Preconditioner& precond, Index& iters,
-                    typename Dest::RealScalar& tol_error)
-        {
-            using std::sqrt;
-            typedef typename Dest::RealScalar RealScalar;
-            typedef typename Dest::Scalar Scalar;
-            typedef Matrix<Scalar,Dynamic,1> VectorType;
-
-            // Check for zero rhs
-            const RealScalar rhsNorm2(rhs.squaredNorm());
-            if(rhsNorm2 == 0)
-            {
-                x.setZero();
-                iters = 0;
-                tol_error = 0;
-                return;
-            }
-            
-            // initialize
-            const Index maxIters(iters);  // initialize maxIters to iters
-            const Index N(mat.cols());    // the size of the matrix
-            const RealScalar threshold2(tol_error*tol_error*rhsNorm2); // convergence threshold (compared to residualNorm2)
-            
-            // Initialize preconditioned Lanczos
-            VectorType v_old(N); // will be initialized inside loop
-            VectorType v( VectorType::Zero(N) ); //initialize v
-            VectorType v_new(rhs-mat*x); //initialize v_new
-            RealScalar residualNorm2(v_new.squaredNorm());
-            VectorType w(N); // will be initialized inside loop
-            VectorType w_new(precond.solve(v_new)); // initialize w_new
-//            RealScalar beta; // will be initialized inside loop
-            RealScalar beta_new2(v_new.dot(w_new));
-            eigen_assert(beta_new2 >= 0.0 && "PRECONDITIONER IS NOT POSITIVE DEFINITE");
-            RealScalar beta_new(sqrt(beta_new2));
-            const RealScalar beta_one(beta_new);
-            // Initialize other variables
-            RealScalar c(1.0); // the cosine of the Givens rotation
-            RealScalar c_old(1.0);
-            RealScalar s(0.0); // the sine of the Givens rotation
-            RealScalar s_old(0.0); // the sine of the Givens rotation
-            VectorType p_oold(N); // will be initialized in loop
-            VectorType p_old(VectorType::Zero(N)); // initialize p_old=0
-            VectorType p(p_old); // initialize p=0
-            RealScalar eta(1.0);
-                        
-            iters = 0; // reset iters
-            while ( iters < maxIters )
-            {
-                // Preconditioned Lanczos
-                /* Note that there are 4 variants on the Lanczos algorithm. These are
-                 * described in Paige, C. C. (1972). Computational variants of
-                 * the Lanczos method for the eigenproblem. IMA Journal of Applied
-                 * Mathematics, 10(3), 373-381. The current implementation corresponds 
-                 * to the case A(2,7) in the paper. It also corresponds to 
-                 * algorithm 6.14 in Y. Saad, Iterative Methods for Sparse Linear
-                 * Systems, 2003 p.173. For the preconditioned version see 
-                 * A. Greenbaum, Iterative Methods for Solving Linear Systems, SIAM (1987).
-                 */
-                const RealScalar beta(beta_new);
-                v_old = v; // update: at first time step, this makes v_old = 0 so value of beta doesn't matter
-                v_new /= beta_new; // overwrite v_new for next iteration
-                w_new /= beta_new; // overwrite w_new for next iteration
-                v = v_new; // update
-                w = w_new; // update
-                v_new.noalias() = mat*w - beta*v_old; // compute v_new
-                const RealScalar alpha = v_new.dot(w);
-                v_new -= alpha*v; // overwrite v_new
-                w_new = precond.solve(v_new); // overwrite w_new
-                beta_new2 = v_new.dot(w_new); // compute beta_new
-                eigen_assert(beta_new2 >= 0.0 && "PRECONDITIONER IS NOT POSITIVE DEFINITE");
-                beta_new = sqrt(beta_new2); // compute beta_new
-                
-                // Givens rotation
-                const RealScalar r2 =s*alpha+c*c_old*beta; // s, s_old, c and c_old are still from previous iteration
-                const RealScalar r3 =s_old*beta; // s, s_old, c and c_old are still from previous iteration
-                const RealScalar r1_hat=c*alpha-c_old*s*beta;
-                const RealScalar r1 =sqrt( std::pow(r1_hat,2) + std::pow(beta_new,2) );
-                c_old = c; // store for next iteration
-                s_old = s; // store for next iteration
-                c=r1_hat/r1; // new cosine
-                s=beta_new/r1; // new sine
-                
-                // Update solution
-                p_oold = p_old;
-                p_old = p;
-                p.noalias()=(w-r2*p_old-r3*p_oold) /r1; // IS NOALIAS REQUIRED?
-                x += beta_one*c*eta*p;
-                
-                /* Update the squared residual. Note that this is the estimated residual.
-                The real residual |Ax-b|^2 may be slightly larger */
-                residualNorm2 *= s*s;
-                
-                if ( residualNorm2 < threshold2)
-                {
-                    break;
-                }
-                
-                eta=-s*eta; // update eta
-                iters++; // increment iteration number (for output purposes)
-            }
-            
-            /* Compute error. Note that this is the estimated error. The real 
-             error |Ax-b|/|b| may be slightly larger */
-            tol_error = std::sqrt(residualNorm2 / rhsNorm2);
-        }
-        
-    }
-    
-    template< typename _MatrixType, int _UpLo=Lower,
-    typename _Preconditioner = IdentityPreconditioner>
-    class MINRES;
-    
-    namespace internal {
-        
-        template< typename _MatrixType, int _UpLo, typename _Preconditioner>
-        struct traits<MINRES<_MatrixType,_UpLo,_Preconditioner> >
-        {
-            typedef _MatrixType MatrixType;
-            typedef _Preconditioner Preconditioner;
-        };
-        
-    }
-    
-    /** \ingroup IterativeLinearSolvers_Module
-     * \brief A minimal residual solver for sparse symmetric problems
-     *
-     * This class allows to solve for A.x = b sparse linear problems using the MINRES algorithm
-     * of Paige and Saunders (1975). The sparse matrix A must be symmetric (possibly indefinite).
-     * The vectors x and b can be either dense or sparse.
-     *
-     * \tparam _MatrixType the type of the sparse matrix A, can be a dense or a sparse matrix.
-     * \tparam _UpLo the triangular part that will be used for the computations. It can be Lower,
-     *               Upper, or Lower|Upper in which the full matrix entries will be considered. Default is Lower.
-     * \tparam _Preconditioner the type of the preconditioner. Default is DiagonalPreconditioner
-     *
-     * The maximal number of iterations and tolerance value can be controlled via the setMaxIterations()
-     * and setTolerance() methods. The defaults are the size of the problem for the maximal number of iterations
-     * and NumTraits<Scalar>::epsilon() for the tolerance.
-     *
-     * This class can be used as the direct solver classes. Here is a typical usage example:
-     * \code
-     * int n = 10000;
-     * VectorXd x(n), b(n);
-     * SparseMatrix<double> A(n,n);
-     * // fill A and b
-     * MINRES<SparseMatrix<double> > mr;
-     * mr.compute(A);
-     * x = mr.solve(b);
-     * std::cout << "#iterations:     " << mr.iterations() << std::endl;
-     * std::cout << "estimated error: " << mr.error()      << std::endl;
-     * // update b, and solve again
-     * x = mr.solve(b);
-     * \endcode
-     *
-     * By default the iterations start with x=0 as an initial guess of the solution.
-     * One can control the start using the solveWithGuess() method.
-     *
-     * MINRES can also be used in a matrix-free context, see the following \link MatrixfreeSolverExample example \endlink.
-     *
-     * \sa class ConjugateGradient, BiCGSTAB, SimplicialCholesky, DiagonalPreconditioner, IdentityPreconditioner
-     */
-    template< typename _MatrixType, int _UpLo, typename _Preconditioner>
-    class MINRES : public IterativeSolverBase<MINRES<_MatrixType,_UpLo,_Preconditioner> >
-    {
-        
-        typedef IterativeSolverBase<MINRES> Base;
-        using Base::matrix;
-        using Base::m_error;
-        using Base::m_iterations;
-        using Base::m_info;
-        using Base::m_isInitialized;
-    public:
-        using Base::_solve_impl;
-        typedef _MatrixType MatrixType;
-        typedef typename MatrixType::Scalar Scalar;
-        typedef typename MatrixType::RealScalar RealScalar;
-        typedef _Preconditioner Preconditioner;
-        
-        enum {UpLo = _UpLo};
-        
-    public:
-        
-        /** Default constructor. */
-        MINRES() : Base() {}
-        
-        /** Initialize the solver with matrix \a A for further \c Ax=b solving.
-         *
-         * This constructor is a shortcut for the default constructor followed
-         * by a call to compute().
-         *
-         * \warning this class stores a reference to the matrix A as well as some
-         * precomputed values that depend on it. Therefore, if \a A is changed
-         * this class becomes invalid. Call compute() to update it with the new
-         * matrix A, or modify a copy of A.
-         */
-        template<typename MatrixDerived>
-        explicit MINRES(const EigenBase<MatrixDerived>& A) : Base(A.derived()) {}
-        
-        /** Destructor. */
-        ~MINRES(){}
-
-        /** \internal */
-        template<typename Rhs,typename Dest>
-        void _solve_vector_with_guess_impl(const Rhs& b, Dest& x) const
-        {
-            typedef typename Base::MatrixWrapper MatrixWrapper;
-            typedef typename Base::ActualMatrixType ActualMatrixType;
-            enum {
-              TransposeInput  =   (!MatrixWrapper::MatrixFree)
-                              &&  (UpLo==(Lower|Upper))
-                              &&  (!MatrixType::IsRowMajor)
-                              &&  (!NumTraits<Scalar>::IsComplex)
-            };
-            typedef typename internal::conditional<TransposeInput,Transpose<const ActualMatrixType>, ActualMatrixType const&>::type RowMajorWrapper;
-            EIGEN_STATIC_ASSERT(EIGEN_IMPLIES(MatrixWrapper::MatrixFree,UpLo==(Lower|Upper)),MATRIX_FREE_CONJUGATE_GRADIENT_IS_COMPATIBLE_WITH_UPPER_UNION_LOWER_MODE_ONLY);
-            typedef typename internal::conditional<UpLo==(Lower|Upper),
-                                                  RowMajorWrapper,
-                                                  typename MatrixWrapper::template ConstSelfAdjointViewReturnType<UpLo>::Type
-                                            >::type SelfAdjointWrapper;
-
-            m_iterations = Base::maxIterations();
-            m_error = Base::m_tolerance;
-            RowMajorWrapper row_mat(matrix());
-            internal::minres(SelfAdjointWrapper(row_mat), b, x,
-                             Base::m_preconditioner, m_iterations, m_error);
-            m_info = m_error <= Base::m_tolerance ? Success : NoConvergence;
-        }
-        
-    protected:
-        
-    };
-
-} // end namespace Eigen
-
-#endif // EIGEN_MINRES_H

sequenzo/dissimilarity_measures/src/eigen/unsupported/Eigen/src/IterativeSolvers/Scaling.h

@@ -1,193 +0,0 @@
-// This file is part of Eigen, a lightweight C++ template library
-// for linear algebra.
-//
-// Copyright (C) 2012 Desire NUENTSA WAKAM <desire.nuentsa_wakam@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_ITERSCALING_H
-#define EIGEN_ITERSCALING_H
-
-namespace Eigen {
-
-/**
-  * \ingroup IterativeSolvers_Module
-  * \brief iterative scaling algorithm to equilibrate rows and column norms in matrices
-  * 
-  * This class can be used as a preprocessing tool to accelerate the convergence of iterative methods 
-  * 
-  * This feature is  useful to limit the pivoting amount during LU/ILU factorization
-  * The  scaling strategy as presented here preserves the symmetry of the problem
-  * NOTE It is assumed that the matrix does not have empty row or column, 
-  * 
-  * Example with key steps 
-  * \code
-  * VectorXd x(n), b(n);
-  * SparseMatrix<double> A;
-  * // fill A and b;
-  * IterScaling<SparseMatrix<double> > scal; 
-  * // Compute the left and right scaling vectors. The matrix is equilibrated at output
-  * scal.computeRef(A); 
-  * // Scale the right hand side
-  * b = scal.LeftScaling().cwiseProduct(b); 
-  * // Now, solve the equilibrated linear system with any available solver
-  * 
-  * // Scale back the computed solution
-  * x = scal.RightScaling().cwiseProduct(x); 
-  * \endcode
-  * 
-  * \tparam _MatrixType the type of the matrix. It should be a real square sparsematrix
-  * 
-  * References : D. Ruiz and B. Ucar, A Symmetry Preserving Algorithm for Matrix Scaling, INRIA Research report RR-7552
-  * 
-  * \sa \ref IncompleteLUT 
-  */
-template<typename _MatrixType>
-class IterScaling
-{
-  public:
-    typedef _MatrixType MatrixType; 
-    typedef typename MatrixType::Scalar Scalar;
-    typedef typename MatrixType::Index Index;
-    
-  public:
-    IterScaling() { init(); }
-    
-    IterScaling(const MatrixType& matrix)
-    {
-      init();
-      compute(matrix);
-    }
-    
-    ~IterScaling() { }
-    
-    /** 
-     * Compute the left and right diagonal matrices to scale the input matrix @p mat
-     * 
-     * FIXME This algorithm will be modified such that the diagonal elements are permuted on the diagonal. 
-     * 
-     * \sa LeftScaling() RightScaling()
-     */
-    void compute (const MatrixType& mat)
-    {
-      using std::abs;
-      int m = mat.rows(); 
-      int n = mat.cols();
-      eigen_assert((m>0 && m == n) && "Please give a non - empty matrix");
-      m_left.resize(m); 
-      m_right.resize(n);
-      m_left.setOnes();
-      m_right.setOnes();
-      m_matrix = mat;
-      VectorXd Dr, Dc, DrRes, DcRes; // Temporary Left and right scaling vectors
-      Dr.resize(m); Dc.resize(n);
-      DrRes.resize(m); DcRes.resize(n);
-      double EpsRow = 1.0, EpsCol = 1.0;
-      int its = 0; 
-      do
-      { // Iterate until the infinite norm of each row and column is approximately 1
-        // Get the maximum value in each row and column
-        Dr.setZero(); Dc.setZero();
-        for (int k=0; k<m_matrix.outerSize(); ++k)
-        {
-          for (typename MatrixType::InnerIterator it(m_matrix, k); it; ++it)
-          {
-            if ( Dr(it.row()) < abs(it.value()) )
-              Dr(it.row()) = abs(it.value());
-            
-            if ( Dc(it.col()) < abs(it.value()) )
-              Dc(it.col()) = abs(it.value());
-          }
-        }
-        for (int i = 0; i < m; ++i) 
-        {
-          Dr(i) = std::sqrt(Dr(i));
-        }
-        for (int i = 0; i < n; ++i) 
-        {
-          Dc(i) = std::sqrt(Dc(i));
-        }
-        // Save the scaling factors 
-        for (int i = 0; i < m; ++i) 
-        {
-          m_left(i) /= Dr(i);
-        }
-        for (int i = 0; i < n; ++i) 
-        {
-          m_right(i) /= Dc(i);
-        }
-        // Scale the rows and the columns of the matrix
-        DrRes.setZero(); DcRes.setZero(); 
-        for (int k=0; k<m_matrix.outerSize(); ++k)
-        {
-          for (typename MatrixType::InnerIterator it(m_matrix, k); it; ++it)
-          {
-            it.valueRef() = it.value()/( Dr(it.row()) * Dc(it.col()) );
-            // Accumulate the norms of the row and column vectors   
-            if ( DrRes(it.row()) < abs(it.value()) )
-              DrRes(it.row()) = abs(it.value());
-            
-            if ( DcRes(it.col()) < abs(it.value()) )
-              DcRes(it.col()) = abs(it.value());
-          }
-        }  
-        DrRes.array() = (1-DrRes.array()).abs();
-        EpsRow = DrRes.maxCoeff();
-        DcRes.array() = (1-DcRes.array()).abs();
-        EpsCol = DcRes.maxCoeff();
-        its++;
-      }while ( (EpsRow >m_tol || EpsCol > m_tol) && (its < m_maxits) );
-      m_isInitialized = true;
-    }
-    /** Compute the left and right vectors to scale the vectors
-     * the input matrix is scaled with the computed vectors at output
-     * 
-     * \sa compute()
-     */
-    void computeRef (MatrixType& mat)
-    {
-      compute (mat);
-      mat = m_matrix;
-    }
-    /** Get the vector to scale the rows of the matrix 
-     */
-    VectorXd& LeftScaling()
-    {
-      return m_left;
-    }
-    
-    /** Get the vector to scale the columns of the matrix 
-     */
-    VectorXd& RightScaling()
-    {
-      return m_right;
-    }
-    
-    /** Set the tolerance for the convergence of the iterative scaling algorithm
-     */
-    void setTolerance(double tol)
-    {
-      m_tol = tol; 
-    }
-      
-  protected:
-    
-    void init()
-    {
-      m_tol = 1e-10;
-      m_maxits = 5;
-      m_isInitialized = false;
-    }
-    
-    MatrixType m_matrix;
-    mutable ComputationInfo m_info; 
-    bool m_isInitialized; 
-    VectorXd m_left; // Left scaling vector
-    VectorXd m_right; // m_right scaling vector
-    double m_tol; 
-    int m_maxits; // Maximum number of iterations allowed
-};
-}
-#endif