diff options
author | Daniel Genrich <daniel.genrich@gmx.net> | 2012-10-15 20:29:23 +0400 |
---|---|---|
committer | Daniel Genrich <daniel.genrich@gmx.net> | 2012-10-15 20:29:23 +0400 |
commit | 827c70abd8c81089af13c4738e0586bf44e501ea (patch) | |
tree | 2485e8cadb6fcc7363322431eebd22fe846de858 /extern | |
parent | e3ea7187cedfb92741dc6667a604a873a56670e7 (diff) |
Update to stable Eigen 3.1.1
- Fixes several bugs within the Eigen library:
http://eigen.tuxfamily.org/index.php?title=ChangeLog#Eigen_3.1.1
Diffstat (limited to 'extern')
258 files changed, 16863 insertions, 7506 deletions
diff --git a/extern/Eigen3/Eigen/Cholesky b/extern/Eigen3/Eigen/Cholesky index 53f7bf911a4..f727f5d89c0 100644 --- a/extern/Eigen3/Eigen/Cholesky +++ b/extern/Eigen3/Eigen/Cholesky @@ -5,8 +5,6 @@ #include "src/Core/util/DisableStupidWarnings.h" -namespace Eigen { - /** \defgroup Cholesky_Module Cholesky module * * @@ -24,8 +22,9 @@ namespace Eigen { #include "src/misc/Solve.h" #include "src/Cholesky/LLT.h" #include "src/Cholesky/LDLT.h" - -} // namespace Eigen +#ifdef EIGEN_USE_LAPACKE +#include "src/Cholesky/LLT_MKL.h" +#endif #include "src/Core/util/ReenableStupidWarnings.h" diff --git a/extern/Eigen3/Eigen/CholmodSupport b/extern/Eigen3/Eigen/CholmodSupport new file mode 100644 index 00000000000..745b884e74d --- /dev/null +++ b/extern/Eigen3/Eigen/CholmodSupport @@ -0,0 +1,45 @@ +#ifndef EIGEN_CHOLMODSUPPORT_MODULE_H +#define EIGEN_CHOLMODSUPPORT_MODULE_H + +#include "SparseCore" + +#include "src/Core/util/DisableStupidWarnings.h" + +extern "C" { + #include <cholmod.h> +} + +/** \ingroup Support_modules + * \defgroup CholmodSupport_Module CholmodSupport module + * + * This module provides an interface to the Cholmod library which is part of the <a href="http://www.cise.ufl.edu/research/sparse/SuiteSparse/">suitesparse</a> package. + * It provides the two following main factorization classes: + * - class CholmodSupernodalLLT: a supernodal LLT Cholesky factorization. + * - class CholmodDecomposiiton: a general L(D)LT Cholesky factorization with automatic or explicit runtime selection of the underlying factorization method (supernodal or simplicial). + * + * For the sake of completeness, this module also propose the two following classes: + * - class CholmodSimplicialLLT + * - class CholmodSimplicialLDLT + * Note that these classes does not bring any particular advantage compared to the built-in + * SimplicialLLT and SimplicialLDLT factorization classes. + * + * \code + * #include <Eigen/CholmodSupport> + * \endcode + * + * In order to use this module, the cholmod headers must be accessible from the include paths, and your binary must be linked to the cholmod library and its dependencies. + * The dependencies depend on how cholmod has been compiled. + * For a cmake based project, you can use our FindCholmod.cmake module to help you in this task. + * + */ + +#include "src/misc/Solve.h" +#include "src/misc/SparseSolve.h" + +#include "src/CholmodSupport/CholmodSupport.h" + + +#include "src/Core/util/ReenableStupidWarnings.h" + +#endif // EIGEN_CHOLMODSUPPORT_MODULE_H + diff --git a/extern/Eigen3/Eigen/Core b/extern/Eigen3/Eigen/Core index a5025e37ead..d4801702261 100644 --- a/extern/Eigen3/Eigen/Core +++ b/extern/Eigen3/Eigen/Core @@ -4,24 +4,9 @@ // Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr> // Copyright (C) 2007-2011 Benoit Jacob <jacob.benoit.1@gmail.com> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_CORE_H #define EIGEN_CORE_H @@ -34,6 +19,12 @@ // defined e.g. EIGEN_DONT_ALIGN) so it needs to be done before we do anything with vectorization. #include "src/Core/util/Macros.h" +#include <complex> + +// this include file manages BLAS and MKL related macros +// and inclusion of their respective header files +#include "src/Core/util/MKL_support.h" + // if alignment is disabled, then disable vectorization. Note: EIGEN_ALIGN is the proper check, it takes into // account both the user's will (EIGEN_DONT_ALIGN) and our own platform checks #if !EIGEN_ALIGN @@ -136,7 +127,7 @@ #endif // MSVC for windows mobile does not have the errno.h file -#if !(defined(_MSC_VER) && defined(_WIN32_WCE)) +#if !(defined(_MSC_VER) && defined(_WIN32_WCE)) && !defined(__ARMCC_VERSION) #define EIGEN_HAS_ERRNO #endif @@ -146,7 +137,6 @@ #include <cstddef> #include <cstdlib> #include <cmath> -#include <complex> #include <cassert> #include <functional> #include <iosfwd> @@ -175,9 +165,6 @@ #include <new> #endif -// defined in bits/termios.h -#undef B0 - /** \brief Namespace containing all symbols from the %Eigen library. */ namespace Eigen { @@ -201,6 +188,8 @@ inline static const char *SimdInstructionSetsInUse(void) { #endif } +} // end namespace Eigen + #define STAGE10_FULL_EIGEN2_API 10 #define STAGE20_RESOLVE_API_CONFLICTS 20 #define STAGE30_FULL_EIGEN3_API 30 @@ -247,6 +236,10 @@ using std::ptrdiff_t; * \endcode */ +/** \defgroup Support_modules Support modules [category] + * Category of modules which add support for external libraries. + */ + #include "src/Core/util/Constants.h" #include "src/Core/util/ForwardDeclarations.h" #include "src/Core/util/Meta.h" @@ -318,15 +311,15 @@ using std::ptrdiff_t; #include "src/Core/CommaInitializer.h" #include "src/Core/Flagged.h" #include "src/Core/ProductBase.h" -#include "src/Core/Product.h" +#include "src/Core/GeneralProduct.h" #include "src/Core/TriangularMatrix.h" #include "src/Core/SelfAdjointView.h" -#include "src/Core/SolveTriangular.h" +#include "src/Core/products/GeneralBlockPanelKernel.h" #include "src/Core/products/Parallelizer.h" #include "src/Core/products/CoeffBasedProduct.h" -#include "src/Core/products/GeneralBlockPanelKernel.h" #include "src/Core/products/GeneralMatrixVector.h" #include "src/Core/products/GeneralMatrixMatrix.h" +#include "src/Core/SolveTriangular.h" #include "src/Core/products/GeneralMatrixMatrixTriangular.h" #include "src/Core/products/SelfadjointMatrixVector.h" #include "src/Core/products/SelfadjointMatrixMatrix.h" @@ -347,7 +340,20 @@ using std::ptrdiff_t; #include "src/Core/ArrayBase.h" #include "src/Core/ArrayWrapper.h" -} // namespace Eigen +#ifdef EIGEN_USE_BLAS +#include "src/Core/products/GeneralMatrixMatrix_MKL.h" +#include "src/Core/products/GeneralMatrixVector_MKL.h" +#include "src/Core/products/GeneralMatrixMatrixTriangular_MKL.h" +#include "src/Core/products/SelfadjointMatrixMatrix_MKL.h" +#include "src/Core/products/SelfadjointMatrixVector_MKL.h" +#include "src/Core/products/TriangularMatrixMatrix_MKL.h" +#include "src/Core/products/TriangularMatrixVector_MKL.h" +#include "src/Core/products/TriangularSolverMatrix_MKL.h" +#endif // EIGEN_USE_BLAS + +#ifdef EIGEN_USE_MKL_VML +#include "src/Core/Assign_MKL.h" +#endif #include "src/Core/GlobalFunctions.h" diff --git a/extern/Eigen3/Eigen/Eigen2Support b/extern/Eigen3/Eigen/Eigen2Support index d96592a8de9..36156d29a92 100644 --- a/extern/Eigen3/Eigen/Eigen2Support +++ b/extern/Eigen3/Eigen/Eigen2Support @@ -3,24 +3,9 @@ // // Copyright (C) 2009 Gael Guennebaud <gael.guennebaud@inria.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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 EIGEN2SUPPORT_H #define EIGEN2SUPPORT_H @@ -31,9 +16,8 @@ #include "src/Core/util/DisableStupidWarnings.h" -namespace Eigen { - -/** \defgroup Eigen2Support_Module Eigen2 support module +/** \ingroup Support_modules + * \defgroup Eigen2Support_Module Eigen2 support module * This module provides a couple of deprecated functions improving the compatibility with Eigen2. * * To use it, define EIGEN2_SUPPORT before including any Eigen header @@ -56,13 +40,29 @@ namespace Eigen { #include "src/Eigen2Support/MathFunctions.h" -} // namespace Eigen - #include "src/Core/util/ReenableStupidWarnings.h" // Eigen2 used to include iostream #include<iostream> +#define EIGEN_USING_MATRIX_TYPEDEFS_FOR_TYPE_AND_SIZE(TypeSuffix, SizeSuffix) \ +using Eigen::Matrix##SizeSuffix##TypeSuffix; \ +using Eigen::Vector##SizeSuffix##TypeSuffix; \ +using Eigen::RowVector##SizeSuffix##TypeSuffix; + +#define EIGEN_USING_MATRIX_TYPEDEFS_FOR_TYPE(TypeSuffix) \ +EIGEN_USING_MATRIX_TYPEDEFS_FOR_TYPE_AND_SIZE(TypeSuffix, 2) \ +EIGEN_USING_MATRIX_TYPEDEFS_FOR_TYPE_AND_SIZE(TypeSuffix, 3) \ +EIGEN_USING_MATRIX_TYPEDEFS_FOR_TYPE_AND_SIZE(TypeSuffix, 4) \ +EIGEN_USING_MATRIX_TYPEDEFS_FOR_TYPE_AND_SIZE(TypeSuffix, X) \ + +#define EIGEN_USING_MATRIX_TYPEDEFS \ +EIGEN_USING_MATRIX_TYPEDEFS_FOR_TYPE(i) \ +EIGEN_USING_MATRIX_TYPEDEFS_FOR_TYPE(f) \ +EIGEN_USING_MATRIX_TYPEDEFS_FOR_TYPE(d) \ +EIGEN_USING_MATRIX_TYPEDEFS_FOR_TYPE(cf) \ +EIGEN_USING_MATRIX_TYPEDEFS_FOR_TYPE(cd) + #define USING_PART_OF_NAMESPACE_EIGEN \ EIGEN_USING_MATRIX_TYPEDEFS \ using Eigen::Matrix; \ diff --git a/extern/Eigen3/Eigen/Eigenvalues b/extern/Eigen3/Eigen/Eigenvalues index 250c0f46652..af99ccd1fab 100644 --- a/extern/Eigen3/Eigen/Eigenvalues +++ b/extern/Eigen3/Eigen/Eigenvalues @@ -9,8 +9,7 @@ #include "Jacobi" #include "Householder" #include "LU" - -namespace Eigen { +#include "Geometry" /** \defgroup Eigenvalues_Module Eigenvalues module * @@ -35,8 +34,11 @@ namespace Eigen { #include "src/Eigenvalues/ComplexSchur.h" #include "src/Eigenvalues/ComplexEigenSolver.h" #include "src/Eigenvalues/MatrixBaseEigenvalues.h" - -} // namespace Eigen +#ifdef EIGEN_USE_LAPACKE +#include "src/Eigenvalues/RealSchur_MKL.h" +#include "src/Eigenvalues/ComplexSchur_MKL.h" +#include "src/Eigenvalues/SelfAdjointEigenSolver_MKL.h" +#endif #include "src/Core/util/ReenableStupidWarnings.h" diff --git a/extern/Eigen3/Eigen/Geometry b/extern/Eigen3/Eigen/Geometry index 78277c0c560..efd9d4504cb 100644 --- a/extern/Eigen3/Eigen/Geometry +++ b/extern/Eigen3/Eigen/Geometry @@ -13,8 +13,6 @@ #define M_PI 3.14159265358979323846 #endif -namespace Eigen { - /** \defgroup Geometry_Module Geometry module * * @@ -58,8 +56,6 @@ namespace Eigen { #include "src/Eigen2Support/Geometry/All.h" #endif -} // namespace Eigen - #include "src/Core/util/ReenableStupidWarnings.h" #endif // EIGEN_GEOMETRY_MODULE_H diff --git a/extern/Eigen3/Eigen/Householder b/extern/Eigen3/Eigen/Householder index 6b86cf65c55..6e348db5c43 100644 --- a/extern/Eigen3/Eigen/Householder +++ b/extern/Eigen3/Eigen/Householder @@ -5,8 +5,6 @@ #include "src/Core/util/DisableStupidWarnings.h" -namespace Eigen { - /** \defgroup Householder_Module Householder module * This module provides Householder transformations. * @@ -19,8 +17,6 @@ namespace Eigen { #include "src/Householder/HouseholderSequence.h" #include "src/Householder/BlockHouseholder.h" -} // namespace Eigen - #include "src/Core/util/ReenableStupidWarnings.h" #endif // EIGEN_HOUSEHOLDER_MODULE_H diff --git a/extern/Eigen3/Eigen/IterativeLinearSolvers b/extern/Eigen3/Eigen/IterativeLinearSolvers new file mode 100644 index 00000000000..315c2dd1ee7 --- /dev/null +++ b/extern/Eigen3/Eigen/IterativeLinearSolvers @@ -0,0 +1,40 @@ +#ifndef EIGEN_ITERATIVELINEARSOLVERS_MODULE_H +#define EIGEN_ITERATIVELINEARSOLVERS_MODULE_H + +#include "SparseCore" +#include "OrderingMethods" + +#include "src/Core/util/DisableStupidWarnings.h" + +/** \ingroup Sparse_modules + * \defgroup IterativeLinearSolvers_Module IterativeLinearSolvers module + * + * This module currently provides iterative methods to solve problems of the form \c A \c x = \c b, where \c A is a squared matrix, usually very large and sparse. + * Those solvers are accessible via the following classes: + * - ConjugateGradient for selfadjoint (hermitian) matrices, + * - BiCGSTAB for general square matrices. + * + * These iterative solvers are associated with some preconditioners: + * - IdentityPreconditioner - not really useful + * - DiagonalPreconditioner - also called JAcobi preconditioner, work very well on diagonal dominant matrices. + * - IncompleteILUT - incomplete LU factorization with dual thresholding + * + * Such problems can also be solved using the direct sparse decomposition modules: SparseCholesky, CholmodSupport, UmfPackSupport, SuperLUSupport. + * + * \code + * #include <Eigen/IterativeLinearSolvers> + * \endcode + */ + +#include "src/misc/Solve.h" +#include "src/misc/SparseSolve.h" + +#include "src/IterativeLinearSolvers/IterativeSolverBase.h" +#include "src/IterativeLinearSolvers/BasicPreconditioners.h" +#include "src/IterativeLinearSolvers/ConjugateGradient.h" +#include "src/IterativeLinearSolvers/BiCGSTAB.h" +#include "src/IterativeLinearSolvers/IncompleteLUT.h" + +#include "src/Core/util/ReenableStupidWarnings.h" + +#endif // EIGEN_ITERATIVELINEARSOLVERS_MODULE_H diff --git a/extern/Eigen3/Eigen/Jacobi b/extern/Eigen3/Eigen/Jacobi index afa67681379..ba8a4dc36a5 100644 --- a/extern/Eigen3/Eigen/Jacobi +++ b/extern/Eigen3/Eigen/Jacobi @@ -5,8 +5,6 @@ #include "src/Core/util/DisableStupidWarnings.h" -namespace Eigen { - /** \defgroup Jacobi_Module Jacobi module * This module provides Jacobi and Givens rotations. * @@ -21,8 +19,6 @@ namespace Eigen { #include "src/Jacobi/Jacobi.h" -} // namespace Eigen - #include "src/Core/util/ReenableStupidWarnings.h" #endif // EIGEN_JACOBI_MODULE_H diff --git a/extern/Eigen3/Eigen/LU b/extern/Eigen3/Eigen/LU index 226f88ca38a..db579550448 100644 --- a/extern/Eigen3/Eigen/LU +++ b/extern/Eigen3/Eigen/LU @@ -5,8 +5,6 @@ #include "src/Core/util/DisableStupidWarnings.h" -namespace Eigen { - /** \defgroup LU_Module LU module * This module includes %LU decomposition and related notions such as matrix inversion and determinant. * This module defines the following MatrixBase methods: @@ -23,6 +21,9 @@ namespace Eigen { #include "src/misc/Image.h" #include "src/LU/FullPivLU.h" #include "src/LU/PartialPivLU.h" +#ifdef EIGEN_USE_LAPACKE +#include "src/LU/PartialPivLU_MKL.h" +#endif #include "src/LU/Determinant.h" #include "src/LU/Inverse.h" @@ -34,8 +35,6 @@ namespace Eigen { #include "src/Eigen2Support/LU.h" #endif -} // namespace Eigen - #include "src/Core/util/ReenableStupidWarnings.h" #endif // EIGEN_LU_MODULE_H diff --git a/extern/Eigen3/Eigen/LeastSquares b/extern/Eigen3/Eigen/LeastSquares index 93a6302dcd9..35137c25db0 100644 --- a/extern/Eigen3/Eigen/LeastSquares +++ b/extern/Eigen3/Eigen/LeastSquares @@ -15,8 +15,6 @@ #include "Eigenvalues" #include "Geometry" -namespace Eigen { - /** \defgroup LeastSquares_Module LeastSquares module * This module provides linear regression and related features. * @@ -27,8 +25,6 @@ namespace Eigen { #include "src/Eigen2Support/LeastSquares.h" -} // namespace Eigen - #include "src/Core/util/ReenableStupidWarnings.h" #endif // EIGEN2_SUPPORT diff --git a/extern/Eigen3/Eigen/OrderingMethods b/extern/Eigen3/Eigen/OrderingMethods new file mode 100644 index 00000000000..1e2d87452e5 --- /dev/null +++ b/extern/Eigen3/Eigen/OrderingMethods @@ -0,0 +1,23 @@ +#ifndef EIGEN_ORDERINGMETHODS_MODULE_H +#define EIGEN_ORDERINGMETHODS_MODULE_H + +#include "SparseCore" + +#include "src/Core/util/DisableStupidWarnings.h" + +/** \ingroup Sparse_modules + * \defgroup OrderingMethods_Module OrderingMethods module + * + * This module is currently for internal use only. + * + * + * \code + * #include <Eigen/OrderingMethods> + * \endcode + */ + +#include "src/OrderingMethods/Amd.h" + +#include "src/Core/util/ReenableStupidWarnings.h" + +#endif // EIGEN_ORDERINGMETHODS_MODULE_H diff --git a/extern/Eigen3/Eigen/PaStiXSupport b/extern/Eigen3/Eigen/PaStiXSupport new file mode 100644 index 00000000000..7c616ee5eac --- /dev/null +++ b/extern/Eigen3/Eigen/PaStiXSupport @@ -0,0 +1,46 @@ +#ifndef EIGEN_PASTIXSUPPORT_MODULE_H +#define EIGEN_PASTIXSUPPORT_MODULE_H + +#include "SparseCore" + +#include "src/Core/util/DisableStupidWarnings.h" + +#include <complex.h> +extern "C" { +#include <pastix_nompi.h> +#include <pastix.h> +} + +#ifdef complex +#undef complex +#endif + +/** \ingroup Support_modules + * \defgroup PaStiXSupport_Module PaStiXSupport module + * + * This module provides an interface to the <a href="http://pastix.gforge.inria.fr/">PaSTiX</a> library. + * PaSTiX is a general \b supernodal, \b parallel and \b opensource sparse solver. + * It provides the two following main factorization classes: + * - class PastixLLT : a supernodal, parallel LLt Cholesky factorization. + * - class PastixLDLT: a supernodal, parallel LDLt Cholesky factorization. + * - class PastixLU : a supernodal, parallel LU factorization (optimized for a symmetric pattern). + * + * \code + * #include <Eigen/PaStiXSupport> + * \endcode + * + * In order to use this module, the PaSTiX headers must be accessible from the include paths, and your binary must be linked to the PaSTiX library and its dependencies. + * The dependencies depend on how PaSTiX has been compiled. + * For a cmake based project, you can use our FindPaSTiX.cmake module to help you in this task. + * + */ + +#include "src/misc/Solve.h" +#include "src/misc/SparseSolve.h" + +#include "src/PaStiXSupport/PaStiXSupport.h" + + +#include "src/Core/util/ReenableStupidWarnings.h" + +#endif // EIGEN_PASTIXSUPPORT_MODULE_H diff --git a/extern/Eigen3/Eigen/PardisoSupport b/extern/Eigen3/Eigen/PardisoSupport new file mode 100644 index 00000000000..99330ce7a7d --- /dev/null +++ b/extern/Eigen3/Eigen/PardisoSupport @@ -0,0 +1,30 @@ +#ifndef EIGEN_PARDISOSUPPORT_MODULE_H +#define EIGEN_PARDISOSUPPORT_MODULE_H + +#include "SparseCore" + +#include "src/Core/util/DisableStupidWarnings.h" + +#include <mkl_pardiso.h> + +#include <unsupported/Eigen/SparseExtra> + +/** \ingroup Support_modules + * \defgroup PardisoSupport_Module PardisoSupport module + * + * This module brings support for the Intel(R) MKL PARDISO direct sparse solvers. + * + * \code + * #include <Eigen/PardisoSupport> + * \endcode + * + * In order to use this module, the MKL headers must be accessible from the include paths, and your binary must be linked to the MKL library and its dependencies. + * See this \ref TopicUsingIntelMKL "page" for more information on MKL-Eigen integration. + * + */ + +#include "src/PardisoSupport/PardisoSupport.h" + +#include "src/Core/util/ReenableStupidWarnings.h" + +#endif // EIGEN_PARDISOSUPPORT_MODULE_H diff --git a/extern/Eigen3/Eigen/QR b/extern/Eigen3/Eigen/QR index 97c1788ee30..ac5b0269354 100644 --- a/extern/Eigen3/Eigen/QR +++ b/extern/Eigen3/Eigen/QR @@ -9,8 +9,6 @@ #include "Jacobi" #include "Householder" -namespace Eigen { - /** \defgroup QR_Module QR module * * @@ -28,13 +26,15 @@ namespace Eigen { #include "src/QR/HouseholderQR.h" #include "src/QR/FullPivHouseholderQR.h" #include "src/QR/ColPivHouseholderQR.h" +#ifdef EIGEN_USE_LAPACKE +#include "src/QR/HouseholderQR_MKL.h" +#include "src/QR/ColPivHouseholderQR_MKL.h" +#endif #ifdef EIGEN2_SUPPORT #include "src/Eigen2Support/QR.h" #endif -} // namespace Eigen - #include "src/Core/util/ReenableStupidWarnings.h" #ifdef EIGEN2_SUPPORT diff --git a/extern/Eigen3/Eigen/SVD b/extern/Eigen3/Eigen/SVD index 7c987a9dd36..fd310017ad1 100644 --- a/extern/Eigen3/Eigen/SVD +++ b/extern/Eigen3/Eigen/SVD @@ -7,8 +7,6 @@ #include "src/Core/util/DisableStupidWarnings.h" -namespace Eigen { - /** \defgroup SVD_Module SVD module * * @@ -24,14 +22,15 @@ namespace Eigen { #include "src/misc/Solve.h" #include "src/SVD/JacobiSVD.h" +#if defined(EIGEN_USE_LAPACKE) && !defined(EIGEN_USE_LAPACKE_STRICT) +#include "src/SVD/JacobiSVD_MKL.h" +#endif #include "src/SVD/UpperBidiagonalization.h" #ifdef EIGEN2_SUPPORT #include "src/Eigen2Support/SVD.h" #endif -} // namespace Eigen - #include "src/Core/util/ReenableStupidWarnings.h" #endif // EIGEN_SVD_MODULE_H diff --git a/extern/Eigen3/Eigen/Sparse b/extern/Eigen3/Eigen/Sparse index 7425b3a412a..2d1757172eb 100644 --- a/extern/Eigen3/Eigen/Sparse +++ b/extern/Eigen3/Eigen/Sparse @@ -1,69 +1,23 @@ #ifndef EIGEN_SPARSE_MODULE_H #define EIGEN_SPARSE_MODULE_H -#include "Core" - -#include "src/Core/util/DisableStupidWarnings.h" - -#include <vector> -#include <map> -#include <cstdlib> -#include <cstring> -#include <algorithm> - -#ifdef EIGEN2_SUPPORT -#define EIGEN_YES_I_KNOW_SPARSE_MODULE_IS_NOT_STABLE_YET -#endif - -#ifndef EIGEN_YES_I_KNOW_SPARSE_MODULE_IS_NOT_STABLE_YET -#error The sparse module API is not stable yet. To use it anyway, please define the EIGEN_YES_I_KNOW_SPARSE_MODULE_IS_NOT_STABLE_YET preprocessor token. -#endif - -namespace Eigen { - -/** \defgroup Sparse_Module Sparse module +/** \defgroup Sparse_modules Sparse modules * - * - * - * See the \ref TutorialSparse "Sparse tutorial" + * Meta-module including all related modules: + * - SparseCore + * - OrderingMethods + * - SparseCholesky + * - IterativeLinearSolvers * * \code * #include <Eigen/Sparse> * \endcode */ -/** The type used to identify a general sparse storage. */ -struct Sparse {}; - -#include "src/Sparse/SparseUtil.h" -#include "src/Sparse/SparseMatrixBase.h" -#include "src/Sparse/CompressedStorage.h" -#include "src/Sparse/AmbiVector.h" -#include "src/Sparse/SparseMatrix.h" -#include "src/Sparse/DynamicSparseMatrix.h" -#include "src/Sparse/MappedSparseMatrix.h" -#include "src/Sparse/SparseVector.h" -#include "src/Sparse/CoreIterators.h" -#include "src/Sparse/SparseBlock.h" -#include "src/Sparse/SparseTranspose.h" -#include "src/Sparse/SparseCwiseUnaryOp.h" -#include "src/Sparse/SparseCwiseBinaryOp.h" -#include "src/Sparse/SparseDot.h" -#include "src/Sparse/SparseAssign.h" -#include "src/Sparse/SparseRedux.h" -#include "src/Sparse/SparseFuzzy.h" -#include "src/Sparse/SparseProduct.h" -#include "src/Sparse/SparseSparseProduct.h" -#include "src/Sparse/SparseDenseProduct.h" -#include "src/Sparse/SparseDiagonalProduct.h" -#include "src/Sparse/SparseTriangularView.h" -#include "src/Sparse/SparseSelfAdjointView.h" -#include "src/Sparse/TriangularSolver.h" -#include "src/Sparse/SparseView.h" - -} // namespace Eigen - -#include "src/Core/util/ReenableStupidWarnings.h" +#include "SparseCore" +#include "OrderingMethods" +#include "SparseCholesky" +#include "IterativeLinearSolvers" #endif // EIGEN_SPARSE_MODULE_H diff --git a/extern/Eigen3/Eigen/SparseCholesky b/extern/Eigen3/Eigen/SparseCholesky new file mode 100644 index 00000000000..5f82742f7d8 --- /dev/null +++ b/extern/Eigen3/Eigen/SparseCholesky @@ -0,0 +1,30 @@ +#ifndef EIGEN_SPARSECHOLESKY_MODULE_H +#define EIGEN_SPARSECHOLESKY_MODULE_H + +#include "SparseCore" + +#include "src/Core/util/DisableStupidWarnings.h" + +/** \ingroup Sparse_modules + * \defgroup SparseCholesky_Module SparseCholesky module + * + * This module currently provides two variants of the direct sparse Cholesky decomposition for selfadjoint (hermitian) matrices. + * Those decompositions are accessible via the following classes: + * - SimplicialLLt, + * - SimplicialLDLt + * + * Such problems can also be solved using the ConjugateGradient solver from the IterativeLinearSolvers module. + * + * \code + * #include <Eigen/SparseCholesky> + * \endcode + */ + +#include "src/misc/Solve.h" +#include "src/misc/SparseSolve.h" + +#include "src/SparseCholesky/SimplicialCholesky.h" + +#include "src/Core/util/ReenableStupidWarnings.h" + +#endif // EIGEN_SPARSECHOLESKY_MODULE_H diff --git a/extern/Eigen3/Eigen/SparseCore b/extern/Eigen3/Eigen/SparseCore new file mode 100644 index 00000000000..41d28c92824 --- /dev/null +++ b/extern/Eigen3/Eigen/SparseCore @@ -0,0 +1,66 @@ +#ifndef EIGEN_SPARSECORE_MODULE_H +#define EIGEN_SPARSECORE_MODULE_H + +#include "Core" + +#include "src/Core/util/DisableStupidWarnings.h" + +#include <vector> +#include <map> +#include <cstdlib> +#include <cstring> +#include <algorithm> + +/** \ingroup Sparse_modules + * \defgroup SparseCore_Module SparseCore module + * + * This module provides a sparse matrix representation, and basic associatd matrix manipulations + * and operations. + * + * See the \ref TutorialSparse "Sparse tutorial" + * + * \code + * #include <Eigen/SparseCore> + * \endcode + * + * This module depends on: Core. + */ + +namespace Eigen { + +/** The type used to identify a general sparse storage. */ +struct Sparse {}; + +} + +#include "src/SparseCore/SparseUtil.h" +#include "src/SparseCore/SparseMatrixBase.h" +#include "src/SparseCore/CompressedStorage.h" +#include "src/SparseCore/AmbiVector.h" +#include "src/SparseCore/SparseMatrix.h" +#include "src/SparseCore/MappedSparseMatrix.h" +#include "src/SparseCore/SparseVector.h" +#include "src/SparseCore/CoreIterators.h" +#include "src/SparseCore/SparseBlock.h" +#include "src/SparseCore/SparseTranspose.h" +#include "src/SparseCore/SparseCwiseUnaryOp.h" +#include "src/SparseCore/SparseCwiseBinaryOp.h" +#include "src/SparseCore/SparseDot.h" +#include "src/SparseCore/SparsePermutation.h" +#include "src/SparseCore/SparseAssign.h" +#include "src/SparseCore/SparseRedux.h" +#include "src/SparseCore/SparseFuzzy.h" +#include "src/SparseCore/ConservativeSparseSparseProduct.h" +#include "src/SparseCore/SparseSparseProductWithPruning.h" +#include "src/SparseCore/SparseProduct.h" +#include "src/SparseCore/SparseDenseProduct.h" +#include "src/SparseCore/SparseDiagonalProduct.h" +#include "src/SparseCore/SparseTriangularView.h" +#include "src/SparseCore/SparseSelfAdjointView.h" +#include "src/SparseCore/TriangularSolver.h" +#include "src/SparseCore/SparseView.h" + +#include "src/Core/util/ReenableStupidWarnings.h" + +#endif // EIGEN_SPARSECORE_MODULE_H + diff --git a/extern/Eigen3/Eigen/StdDeque b/extern/Eigen3/Eigen/StdDeque index a4f96232d8c..f27234778f4 100644 --- a/extern/Eigen3/Eigen/StdDeque +++ b/extern/Eigen3/Eigen/StdDeque @@ -4,24 +4,9 @@ // Copyright (C) 2009 Gael Guennebaud <gael.guennebaud@inria.fr> // Copyright (C) 2009 Hauke Heibel <hauke.heibel@googlemail.com> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_STDDEQUE_MODULE_H #define EIGEN_STDDEQUE_MODULE_H diff --git a/extern/Eigen3/Eigen/StdList b/extern/Eigen3/Eigen/StdList index d914ded4f93..225c1e18f8e 100644 --- a/extern/Eigen3/Eigen/StdList +++ b/extern/Eigen3/Eigen/StdList @@ -3,24 +3,9 @@ // // Copyright (C) 2009 Hauke Heibel <hauke.heibel@googlemail.com> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_STDLIST_MODULE_H #define EIGEN_STDLIST_MODULE_H diff --git a/extern/Eigen3/Eigen/StdVector b/extern/Eigen3/Eigen/StdVector index 3d8995e5aae..6b22627f6f6 100644 --- a/extern/Eigen3/Eigen/StdVector +++ b/extern/Eigen3/Eigen/StdVector @@ -4,24 +4,9 @@ // Copyright (C) 2009 Gael Guennebaud <gael.guennebaud@inria.fr> // Copyright (C) 2009 Hauke Heibel <hauke.heibel@googlemail.com> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_STDVECTOR_MODULE_H #define EIGEN_STDVECTOR_MODULE_H diff --git a/extern/Eigen3/Eigen/SuperLUSupport b/extern/Eigen3/Eigen/SuperLUSupport new file mode 100644 index 00000000000..575e14fbc29 --- /dev/null +++ b/extern/Eigen3/Eigen/SuperLUSupport @@ -0,0 +1,59 @@ +#ifndef EIGEN_SUPERLUSUPPORT_MODULE_H +#define EIGEN_SUPERLUSUPPORT_MODULE_H + +#include "SparseCore" + +#include "src/Core/util/DisableStupidWarnings.h" + +#ifdef EMPTY +#define EIGEN_EMPTY_WAS_ALREADY_DEFINED +#endif + +typedef int int_t; +#include <slu_Cnames.h> +#include <supermatrix.h> +#include <slu_util.h> + +// slu_util.h defines a preprocessor token named EMPTY which is really polluting, +// so we remove it in favor of a SUPERLU_EMPTY token. +// If EMPTY was already defined then we don't undef it. + +#if defined(EIGEN_EMPTY_WAS_ALREADY_DEFINED) +# undef EIGEN_EMPTY_WAS_ALREADY_DEFINED +#elif defined(EMPTY) +# undef EMPTY +#endif + +#define SUPERLU_EMPTY (-1) + +namespace Eigen { struct SluMatrix; } + +/** \ingroup Support_modules + * \defgroup SuperLUSupport_Module SuperLUSupport module + * + * This module provides an interface to the <a href="http://crd-legacy.lbl.gov/~xiaoye/SuperLU/">SuperLU</a> library. + * It provides the following factorization class: + * - class SuperLU: a supernodal sequential LU factorization. + * - class SuperILU: a supernodal sequential incomplete LU factorization (to be used as a preconditioner for iterative methods). + * + * \warning When including this module, you have to use SUPERLU_EMPTY instead of EMPTY which is no longer defined because it is too polluting. + * + * \code + * #include <Eigen/SuperLUSupport> + * \endcode + * + * In order to use this module, the superlu headers must be accessible from the include paths, and your binary must be linked to the superlu library and its dependencies. + * The dependencies depend on how superlu has been compiled. + * For a cmake based project, you can use our FindSuperLU.cmake module to help you in this task. + * + */ + +#include "src/misc/Solve.h" +#include "src/misc/SparseSolve.h" + +#include "src/SuperLUSupport/SuperLUSupport.h" + + +#include "src/Core/util/ReenableStupidWarnings.h" + +#endif // EIGEN_SUPERLUSUPPORT_MODULE_H diff --git a/extern/Eigen3/Eigen/UmfPackSupport b/extern/Eigen3/Eigen/UmfPackSupport new file mode 100644 index 00000000000..984f64a8419 --- /dev/null +++ b/extern/Eigen3/Eigen/UmfPackSupport @@ -0,0 +1,36 @@ +#ifndef EIGEN_UMFPACKSUPPORT_MODULE_H +#define EIGEN_UMFPACKSUPPORT_MODULE_H + +#include "SparseCore" + +#include "src/Core/util/DisableStupidWarnings.h" + +extern "C" { +#include <umfpack.h> +} + +/** \ingroup Support_modules + * \defgroup UmfPackSupport_Module UmfPackSupport module + * + * This module provides an interface to the UmfPack library which is part of the <a href="http://www.cise.ufl.edu/research/sparse/SuiteSparse/">suitesparse</a> package. + * It provides the following factorization class: + * - class UmfPackLU: a multifrontal sequential LU factorization. + * + * \code + * #include <Eigen/UmfPackSupport> + * \endcode + * + * In order to use this module, the umfpack headers must be accessible from the include paths, and your binary must be linked to the umfpack library and its dependencies. + * The dependencies depend on how umfpack has been compiled. + * For a cmake based project, you can use our FindUmfPack.cmake module to help you in this task. + * + */ + +#include "src/misc/Solve.h" +#include "src/misc/SparseSolve.h" + +#include "src/UmfPackSupport/UmfPackSupport.h" + +#include "src/Core/util/ReenableStupidWarnings.h" + +#endif // EIGEN_UMFPACKSUPPORT_MODULE_H diff --git a/extern/Eigen3/Eigen/src/Cholesky/LDLT.h b/extern/Eigen3/Eigen/src/Cholesky/LDLT.h index a19e947a4c6..68e54b1d4ad 100644 --- a/extern/Eigen3/Eigen/src/Cholesky/LDLT.h +++ b/extern/Eigen3/Eigen/src/Cholesky/LDLT.h @@ -1,43 +1,33 @@ // 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) 2008-2011 Gael Guennebaud <gael.guennebaud@inria.fr> // Copyright (C) 2009 Keir Mierle <mierle@gmail.com> // Copyright (C) 2009 Benoit Jacob <jacob.benoit.1@gmail.com> +// Copyright (C) 2011 Timothy E. Holy <tim.holy@gmail.com > // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_LDLT_H #define EIGEN_LDLT_H +namespace Eigen { + namespace internal { template<typename MatrixType, int UpLo> struct LDLT_Traits; } -/** \ingroup cholesky_Module +/** \ingroup Cholesky_Module * * \class LDLT * * \brief Robust Cholesky decomposition of a matrix with pivoting * * \param MatrixType the type of the matrix of which to compute the LDL^T Cholesky decomposition + * \param UpLo the triangular part that will be used for the decompositon: Lower (default) or Upper. + * The other triangular part won't be read. * * Perform a robust Cholesky decomposition of a positive semidefinite or negative semidefinite * matrix \f$ A \f$ such that \f$ A = P^TLDL^*P \f$, where P is a permutation matrix, L @@ -48,14 +38,10 @@ template<typename MatrixType, int UpLo> struct LDLT_Traits; * on D also stabilizes the computation. * * Remember that Cholesky decompositions are not rank-revealing. Also, do not use a Cholesky - * decomposition to determine whether a system of equations has a solution. + * decomposition to determine whether a system of equations has a solution. * * \sa MatrixBase::ldlt(), class LLT */ - /* THIS PART OF THE DOX IS CURRENTLY DISABLED BECAUSE INACCURATE BECAUSE OF BUG IN THE DECOMPOSITION CODE - * Note that during the decomposition, only the upper triangular part of A is considered. Therefore, - * the strict lower part does not have to store correct values. - */ template<typename _MatrixType, int _UpLo> class LDLT { public: @@ -98,6 +84,11 @@ template<typename _MatrixType, int _UpLo> class LDLT m_isInitialized(false) {} + /** \brief Constructor with decomposition + * + * This calculates the decomposition for the input \a matrix. + * \sa LDLT(Index size) + */ LDLT(const MatrixType& matrix) : m_matrix(matrix.rows(), matrix.cols()), m_transpositions(matrix.rows()), @@ -107,6 +98,14 @@ template<typename _MatrixType, int _UpLo> class LDLT compute(matrix); } + /** Clear any existing decomposition + * \sa rankUpdate(w,sigma) + */ + void setZero() + { + m_isInitialized = false; + } + /** \returns a view of the upper triangular matrix U */ inline typename Traits::MatrixU matrixU() const { @@ -130,14 +129,14 @@ template<typename _MatrixType, int _UpLo> class LDLT } /** \returns the coefficients of the diagonal matrix D */ - inline Diagonal<const MatrixType> vectorD(void) const + inline Diagonal<const MatrixType> vectorD() const { eigen_assert(m_isInitialized && "LDLT is not initialized."); return m_matrix.diagonal(); } /** \returns true if the matrix is positive (semidefinite) */ - inline bool isPositive(void) const + inline bool isPositive() const { eigen_assert(m_isInitialized && "LDLT is not initialized."); return m_sign == 1; @@ -196,6 +195,9 @@ template<typename _MatrixType, int _UpLo> class LDLT LDLT& compute(const MatrixType& matrix); + template <typename Derived> + LDLT& rankUpdate(const MatrixBase<Derived>& w,RealScalar alpha=1); + /** \returns the internal LDLT decomposition matrix * * TODO: document the storage layout @@ -211,6 +213,17 @@ template<typename _MatrixType, int _UpLo> class LDLT inline Index rows() const { return m_matrix.rows(); } inline Index cols() const { return m_matrix.cols(); } + /** \brief Reports whether previous computation was successful. + * + * \returns \c Success if computation was succesful, + * \c NumericalIssue if the matrix.appears to be negative. + */ + ComputationInfo info() const + { + eigen_assert(m_isInitialized && "LDLT is not initialized."); + return Success; + } + protected: /** \internal @@ -249,7 +262,7 @@ template<> struct ldlt_inplace<Lower> return true; } - RealScalar cutoff = 0, biggest_in_corner; + RealScalar cutoff(0), biggest_in_corner; for (Index k = 0; k < size; ++k) { @@ -317,6 +330,61 @@ template<> struct ldlt_inplace<Lower> return true; } + + // Reference for the algorithm: Davis and Hager, "Multiple Rank + // Modifications of a Sparse Cholesky Factorization" (Algorithm 1) + // Trivial rearrangements of their computations (Timothy E. Holy) + // allow their algorithm to work for rank-1 updates even if the + // original matrix is not of full rank. + // Here only rank-1 updates are implemented, to reduce the + // requirement for intermediate storage and improve accuracy + template<typename MatrixType, typename WDerived> + static bool updateInPlace(MatrixType& mat, MatrixBase<WDerived>& w, typename MatrixType::RealScalar sigma=1) + { + using internal::isfinite; + typedef typename MatrixType::Scalar Scalar; + typedef typename MatrixType::RealScalar RealScalar; + typedef typename MatrixType::Index Index; + + const Index size = mat.rows(); + eigen_assert(mat.cols() == size && w.size()==size); + + RealScalar alpha = 1; + + // Apply the update + for (Index j = 0; j < size; j++) + { + // Check for termination due to an original decomposition of low-rank + if (!(isfinite)(alpha)) + break; + + // Update the diagonal terms + RealScalar dj = real(mat.coeff(j,j)); + Scalar wj = w.coeff(j); + RealScalar swj2 = sigma*abs2(wj); + RealScalar gamma = dj*alpha + swj2; + + mat.coeffRef(j,j) += swj2/alpha; + alpha += swj2/dj; + + + // Update the terms of L + Index rs = size-j-1; + w.tail(rs) -= wj * mat.col(j).tail(rs); + if(gamma != 0) + mat.col(j).tail(rs) += (sigma*conj(wj)/gamma)*w.tail(rs); + } + return true; + } + + template<typename MatrixType, typename TranspositionType, typename Workspace, typename WType> + static bool update(MatrixType& mat, const TranspositionType& transpositions, Workspace& tmp, const WType& w, typename MatrixType::RealScalar sigma=1) + { + // Apply the permutation to the input w + tmp = transpositions * w; + + return ldlt_inplace<Lower>::updateInPlace(mat,tmp,sigma); + } }; template<> struct ldlt_inplace<Upper> @@ -327,22 +395,29 @@ template<> struct ldlt_inplace<Upper> Transpose<MatrixType> matt(mat); return ldlt_inplace<Lower>::unblocked(matt, transpositions, temp, sign); } + + template<typename MatrixType, typename TranspositionType, typename Workspace, typename WType> + static EIGEN_STRONG_INLINE bool update(MatrixType& mat, TranspositionType& transpositions, Workspace& tmp, WType& w, typename MatrixType::RealScalar sigma=1) + { + Transpose<MatrixType> matt(mat); + return ldlt_inplace<Lower>::update(matt, transpositions, tmp, w.conjugate(), sigma); + } }; template<typename MatrixType> struct LDLT_Traits<MatrixType,Lower> { typedef const TriangularView<const MatrixType, UnitLower> MatrixL; typedef const TriangularView<const typename MatrixType::AdjointReturnType, UnitUpper> MatrixU; - inline static MatrixL getL(const MatrixType& m) { return m; } - inline static MatrixU getU(const MatrixType& m) { return m.adjoint(); } + static inline MatrixL getL(const MatrixType& m) { return m; } + static inline MatrixU getU(const MatrixType& m) { return m.adjoint(); } }; template<typename MatrixType> struct LDLT_Traits<MatrixType,Upper> { typedef const TriangularView<const typename MatrixType::AdjointReturnType, UnitLower> MatrixL; typedef const TriangularView<const MatrixType, UnitUpper> MatrixU; - inline static MatrixL getL(const MatrixType& m) { return m.adjoint(); } - inline static MatrixU getU(const MatrixType& m) { return m; } + static inline MatrixL getL(const MatrixType& m) { return m.adjoint(); } + static inline MatrixU getU(const MatrixType& m) { return m; } }; } // end namespace internal @@ -367,6 +442,37 @@ LDLT<MatrixType,_UpLo>& LDLT<MatrixType,_UpLo>::compute(const MatrixType& a) return *this; } +/** Update the LDLT decomposition: given A = L D L^T, efficiently compute the decomposition of A + sigma w w^T. + * \param w a vector to be incorporated into the decomposition. + * \param sigma a scalar, +1 for updates and -1 for "downdates," which correspond to removing previously-added column vectors. Optional; default value is +1. + * \sa setZero() + */ +template<typename MatrixType, int _UpLo> +template<typename Derived> +LDLT<MatrixType,_UpLo>& LDLT<MatrixType,_UpLo>::rankUpdate(const MatrixBase<Derived>& w,typename NumTraits<typename MatrixType::Scalar>::Real sigma) +{ + const Index size = w.rows(); + if (m_isInitialized) + { + eigen_assert(m_matrix.rows()==size); + } + else + { + m_matrix.resize(size,size); + m_matrix.setZero(); + m_transpositions.resize(size); + for (Index i = 0; i < size; i++) + m_transpositions.coeffRef(i) = i; + m_temporary.resize(size); + m_sign = sigma>=0 ? 1 : -1; + m_isInitialized = true; + } + + internal::ldlt_inplace<UpLo>::update(m_matrix, m_transpositions, m_temporary, w, sigma); + + return *this; +} + namespace internal { template<typename _MatrixType, int _UpLo, typename Rhs> struct solve_retval<LDLT<_MatrixType,_UpLo>, Rhs> @@ -481,4 +587,6 @@ MatrixBase<Derived>::ldlt() const return LDLT<PlainObject>(derived()); } +} // end namespace Eigen + #endif // EIGEN_LDLT_H diff --git a/extern/Eigen3/Eigen/src/Cholesky/LLT.h b/extern/Eigen3/Eigen/src/Cholesky/LLT.h index 3bb76b5787f..41d14e532f1 100644 --- a/extern/Eigen3/Eigen/src/Cholesky/LLT.h +++ b/extern/Eigen3/Eigen/src/Cholesky/LLT.h @@ -3,39 +3,28 @@ // // Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_LLT_H #define EIGEN_LLT_H +namespace Eigen { + namespace internal{ template<typename MatrixType, int UpLo> struct LLT_Traits; } -/** \ingroup cholesky_Module +/** \ingroup Cholesky_Module * * \class LLT * * \brief Standard Cholesky decomposition (LL^T) of a matrix and associated features * * \param MatrixType the type of the matrix of which we are computing the LL^T Cholesky decomposition + * \param UpLo the triangular part that will be used for the decompositon: Lower (default) or Upper. + * The other triangular part won't be read. * * This class performs a LL^T Cholesky decomposition of a symmetric, positive definite * matrix A such that A = LL^* = U^*U, where L is lower triangular. @@ -49,6 +38,9 @@ template<typename MatrixType, int UpLo> struct LLT_Traits; * use LDLT instead for the semidefinite case. Also, do not use a Cholesky decomposition to determine whether a system of equations * has a solution. * + * Example: \include LLT_example.cpp + * Output: \verbinclude LLT_example.out + * * \sa MatrixBase::llt(), class LDLT */ /* HEY THIS DOX IS DISABLED BECAUSE THERE's A BUG EITHER HERE OR IN LDLT ABOUT THAT (OR BOTH) @@ -178,6 +170,9 @@ template<typename _MatrixType, int _UpLo> class LLT inline Index rows() const { return m_matrix.rows(); } inline Index cols() const { return m_matrix.cols(); } + template<typename VectorType> + LLT rankUpdate(const VectorType& vec, const RealScalar& sigma = 1); + protected: /** \internal * Used to compute and store L @@ -190,16 +185,85 @@ template<typename _MatrixType, int _UpLo> class LLT namespace internal { -template<int UpLo> struct llt_inplace; +template<typename Scalar, int UpLo> struct llt_inplace; + +template<typename MatrixType, typename VectorType> +static typename MatrixType::Index llt_rank_update_lower(MatrixType& mat, const VectorType& vec, const typename MatrixType::RealScalar& sigma) +{ + typedef typename MatrixType::Scalar Scalar; + typedef typename MatrixType::RealScalar RealScalar; + typedef typename MatrixType::Index Index; + typedef typename MatrixType::ColXpr ColXpr; + typedef typename internal::remove_all<ColXpr>::type ColXprCleaned; + typedef typename ColXprCleaned::SegmentReturnType ColXprSegment; + typedef Matrix<Scalar,Dynamic,1> TempVectorType; + typedef typename TempVectorType::SegmentReturnType TempVecSegment; + + int n = mat.cols(); + eigen_assert(mat.rows()==n && vec.size()==n); + + TempVectorType temp; + + if(sigma>0) + { + // This version is based on Givens rotations. + // It is faster than the other one below, but only works for updates, + // i.e., for sigma > 0 + temp = sqrt(sigma) * vec; + + for(int i=0; i<n; ++i) + { + JacobiRotation<Scalar> g; + g.makeGivens(mat(i,i), -temp(i), &mat(i,i)); + + int rs = n-i-1; + if(rs>0) + { + ColXprSegment x(mat.col(i).tail(rs)); + TempVecSegment y(temp.tail(rs)); + apply_rotation_in_the_plane(x, y, g); + } + } + } + else + { + temp = vec; + RealScalar beta = 1; + for(int j=0; j<n; ++j) + { + RealScalar Ljj = real(mat.coeff(j,j)); + RealScalar dj = abs2(Ljj); + Scalar wj = temp.coeff(j); + RealScalar swj2 = sigma*abs2(wj); + RealScalar gamma = dj*beta + swj2; + + RealScalar x = dj + swj2/beta; + if (x<=RealScalar(0)) + return j; + RealScalar nLjj = sqrt(x); + mat.coeffRef(j,j) = nLjj; + beta += swj2/dj; + + // Update the terms of L + Index rs = n-j-1; + if(rs) + { + temp.tail(rs) -= (wj/Ljj) * mat.col(j).tail(rs); + if(gamma != 0) + mat.col(j).tail(rs) = (nLjj/Ljj) * mat.col(j).tail(rs) + (nLjj * sigma*conj(wj)/gamma)*temp.tail(rs); + } + } + } + return -1; +} -template<> struct llt_inplace<Lower> +template<typename Scalar> struct llt_inplace<Scalar, Lower> { + typedef typename NumTraits<Scalar>::Real RealScalar; template<typename MatrixType> static typename MatrixType::Index unblocked(MatrixType& mat) { typedef typename MatrixType::Index Index; - typedef typename MatrixType::Scalar Scalar; - typedef typename MatrixType::RealScalar RealScalar; eigen_assert(mat.rows()==mat.cols()); const Index size = mat.rows(); @@ -254,21 +318,35 @@ template<> struct llt_inplace<Lower> } return -1; } -}; -template<> struct llt_inplace<Upper> + template<typename MatrixType, typename VectorType> + static typename MatrixType::Index rankUpdate(MatrixType& mat, const VectorType& vec, const RealScalar& sigma) + { + return Eigen::internal::llt_rank_update_lower(mat, vec, sigma); + } +}; + +template<typename Scalar> struct llt_inplace<Scalar, Upper> { + typedef typename NumTraits<Scalar>::Real RealScalar; + template<typename MatrixType> static EIGEN_STRONG_INLINE typename MatrixType::Index unblocked(MatrixType& mat) { Transpose<MatrixType> matt(mat); - return llt_inplace<Lower>::unblocked(matt); + return llt_inplace<Scalar, Lower>::unblocked(matt); } template<typename MatrixType> static EIGEN_STRONG_INLINE typename MatrixType::Index blocked(MatrixType& mat) { Transpose<MatrixType> matt(mat); - return llt_inplace<Lower>::blocked(matt); + return llt_inplace<Scalar, Lower>::blocked(matt); + } + template<typename MatrixType, typename VectorType> + static typename MatrixType::Index rankUpdate(MatrixType& mat, const VectorType& vec, const RealScalar& sigma) + { + Transpose<MatrixType> matt(mat); + return llt_inplace<Scalar, Lower>::rankUpdate(matt, vec.conjugate(), sigma); } }; @@ -276,33 +354,35 @@ template<typename MatrixType> struct LLT_Traits<MatrixType,Lower> { typedef const TriangularView<const MatrixType, Lower> MatrixL; typedef const TriangularView<const typename MatrixType::AdjointReturnType, Upper> MatrixU; - inline static MatrixL getL(const MatrixType& m) { return m; } - inline static MatrixU getU(const MatrixType& m) { return m.adjoint(); } + static inline MatrixL getL(const MatrixType& m) { return m; } + static inline MatrixU getU(const MatrixType& m) { return m.adjoint(); } static bool inplace_decomposition(MatrixType& m) - { return llt_inplace<Lower>::blocked(m)==-1; } + { return llt_inplace<typename MatrixType::Scalar, Lower>::blocked(m)==-1; } }; template<typename MatrixType> struct LLT_Traits<MatrixType,Upper> { typedef const TriangularView<const typename MatrixType::AdjointReturnType, Lower> MatrixL; typedef const TriangularView<const MatrixType, Upper> MatrixU; - inline static MatrixL getL(const MatrixType& m) { return m.adjoint(); } - inline static MatrixU getU(const MatrixType& m) { return m; } + static inline MatrixL getL(const MatrixType& m) { return m.adjoint(); } + static inline MatrixU getU(const MatrixType& m) { return m; } static bool inplace_decomposition(MatrixType& m) - { return llt_inplace<Upper>::blocked(m)==-1; } + { return llt_inplace<typename MatrixType::Scalar, Upper>::blocked(m)==-1; } }; } // end namespace internal /** Computes / recomputes the Cholesky decomposition A = LL^* = U^*U of \a matrix * - * * \returns a reference to *this + * + * Example: \include TutorialLinAlgComputeTwice.cpp + * Output: \verbinclude TutorialLinAlgComputeTwice.out */ template<typename MatrixType, int _UpLo> LLT<MatrixType,_UpLo>& LLT<MatrixType,_UpLo>::compute(const MatrixType& a) { - assert(a.rows()==a.cols()); + eigen_assert(a.rows()==a.cols()); const Index size = a.rows(); m_matrix.resize(size, size); m_matrix = a; @@ -314,6 +394,26 @@ LLT<MatrixType,_UpLo>& LLT<MatrixType,_UpLo>::compute(const MatrixType& a) return *this; } +/** Performs a rank one update (or dowdate) of the current decomposition. + * If A = LL^* before the rank one update, + * then after it we have LL^* = A + sigma * v v^* where \a v must be a vector + * of same dimension. + */ +template<typename _MatrixType, int _UpLo> +template<typename VectorType> +LLT<_MatrixType,_UpLo> LLT<_MatrixType,_UpLo>::rankUpdate(const VectorType& v, const RealScalar& sigma) +{ + EIGEN_STATIC_ASSERT_VECTOR_ONLY(VectorType); + eigen_assert(v.size()==m_matrix.cols()); + eigen_assert(m_isInitialized); + if(internal::llt_inplace<typename MatrixType::Scalar, UpLo>::rankUpdate(m_matrix,v,sigma)>=0) + m_info = NumericalIssue; + else + m_info = Success; + + return *this; +} + namespace internal { template<typename _MatrixType, int UpLo, typename Rhs> struct solve_retval<LLT<_MatrixType, UpLo>, Rhs> @@ -383,4 +483,6 @@ SelfAdjointView<MatrixType, UpLo>::llt() const return LLT<PlainObject,UpLo>(m_matrix); } +} // end namespace Eigen + #endif // EIGEN_LLT_H diff --git a/extern/Eigen3/Eigen/src/Cholesky/LLT_MKL.h b/extern/Eigen3/Eigen/src/Cholesky/LLT_MKL.h new file mode 100644 index 00000000000..64daa445cf7 --- /dev/null +++ b/extern/Eigen3/Eigen/src/Cholesky/LLT_MKL.h @@ -0,0 +1,102 @@ +/* + Copyright (c) 2011, Intel Corporation. All rights reserved. + + Redistribution and use in source and binary forms, with or without modification, + are permitted provided that the following conditions are met: + + * Redistributions of source code must retain the above copyright notice, this + list of conditions and the following disclaimer. + * Redistributions in binary form must reproduce the above copyright notice, + this list of conditions and the following disclaimer in the documentation + and/or other materials provided with the distribution. + * Neither the name of Intel Corporation nor the names of its contributors may + be used to endorse or promote products derived from this software without + specific prior written permission. + + THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND + ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED + WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE + DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR + ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES + (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; + LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON + ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT + (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS + SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. + + ******************************************************************************** + * Content : Eigen bindings to Intel(R) MKL + * LLt decomposition based on LAPACKE_?potrf function. + ******************************************************************************** +*/ + +#ifndef EIGEN_LLT_MKL_H +#define EIGEN_LLT_MKL_H + +#include "Eigen/src/Core/util/MKL_support.h" +#include <iostream> + +namespace Eigen { + +namespace internal { + +template<typename Scalar> struct mkl_llt; + +#define EIGEN_MKL_LLT(EIGTYPE, MKLTYPE, MKLPREFIX) \ +template<> struct mkl_llt<EIGTYPE> \ +{ \ + template<typename MatrixType> \ + static inline typename MatrixType::Index potrf(MatrixType& m, char uplo) \ + { \ + lapack_int matrix_order; \ + lapack_int size, lda, info, StorageOrder; \ + EIGTYPE* a; \ + eigen_assert(m.rows()==m.cols()); \ + /* Set up parameters for ?potrf */ \ + size = m.rows(); \ + StorageOrder = MatrixType::Flags&RowMajorBit?RowMajor:ColMajor; \ + matrix_order = StorageOrder==RowMajor ? LAPACK_ROW_MAJOR : LAPACK_COL_MAJOR; \ + a = &(m.coeffRef(0,0)); \ + lda = m.outerStride(); \ +\ + info = LAPACKE_##MKLPREFIX##potrf( matrix_order, uplo, size, (MKLTYPE*)a, lda ); \ + info = (info==0) ? Success : NumericalIssue; \ + return info; \ + } \ +}; \ +template<> struct llt_inplace<EIGTYPE, Lower> \ +{ \ + template<typename MatrixType> \ + static typename MatrixType::Index blocked(MatrixType& m) \ + { \ + return mkl_llt<EIGTYPE>::potrf(m, 'L'); \ + } \ + template<typename MatrixType, typename VectorType> \ + static typename MatrixType::Index rankUpdate(MatrixType& mat, const VectorType& vec, const typename MatrixType::RealScalar& sigma) \ + { return Eigen::internal::llt_rank_update_lower(mat, vec, sigma); } \ +}; \ +template<> struct llt_inplace<EIGTYPE, Upper> \ +{ \ + template<typename MatrixType> \ + static typename MatrixType::Index blocked(MatrixType& m) \ + { \ + return mkl_llt<EIGTYPE>::potrf(m, 'U'); \ + } \ + template<typename MatrixType, typename VectorType> \ + static typename MatrixType::Index rankUpdate(MatrixType& mat, const VectorType& vec, const typename MatrixType::RealScalar& sigma) \ + { \ + Transpose<MatrixType> matt(mat); \ + return llt_inplace<EIGTYPE, Lower>::rankUpdate(matt, vec.conjugate(), sigma); \ + } \ +}; + +EIGEN_MKL_LLT(double, double, d) +EIGEN_MKL_LLT(float, float, s) +EIGEN_MKL_LLT(dcomplex, MKL_Complex16, z) +EIGEN_MKL_LLT(scomplex, MKL_Complex8, c) + +} // end namespace internal + +} // end namespace Eigen + +#endif // EIGEN_LLT_MKL_H diff --git a/extern/Eigen3/Eigen/src/CholmodSupport/CholmodSupport.h b/extern/Eigen3/Eigen/src/CholmodSupport/CholmodSupport.h new file mode 100644 index 00000000000..37f142150ff --- /dev/null +++ b/extern/Eigen3/Eigen/src/CholmodSupport/CholmodSupport.h @@ -0,0 +1,579 @@ +// This file is part of Eigen, a lightweight C++ template library +// for linear algebra. +// +// Copyright (C) 2008-2010 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_CHOLMODSUPPORT_H +#define EIGEN_CHOLMODSUPPORT_H + +namespace Eigen { + +namespace internal { + +template<typename Scalar, typename CholmodType> +void cholmod_configure_matrix(CholmodType& mat) +{ + if (internal::is_same<Scalar,float>::value) + { + mat.xtype = CHOLMOD_REAL; + mat.dtype = CHOLMOD_SINGLE; + } + else if (internal::is_same<Scalar,double>::value) + { + mat.xtype = CHOLMOD_REAL; + mat.dtype = CHOLMOD_DOUBLE; + } + else if (internal::is_same<Scalar,std::complex<float> >::value) + { + mat.xtype = CHOLMOD_COMPLEX; + mat.dtype = CHOLMOD_SINGLE; + } + else if (internal::is_same<Scalar,std::complex<double> >::value) + { + mat.xtype = CHOLMOD_COMPLEX; + mat.dtype = CHOLMOD_DOUBLE; + } + else + { + eigen_assert(false && "Scalar type not supported by CHOLMOD"); + } +} + +} // namespace internal + +/** Wraps the Eigen sparse matrix \a mat into a Cholmod sparse matrix object. + * Note that the data are shared. + */ +template<typename _Scalar, int _Options, typename _Index> +cholmod_sparse viewAsCholmod(SparseMatrix<_Scalar,_Options,_Index>& mat) +{ + typedef SparseMatrix<_Scalar,_Options,_Index> MatrixType; + cholmod_sparse res; + res.nzmax = mat.nonZeros(); + res.nrow = mat.rows();; + res.ncol = mat.cols(); + res.p = mat.outerIndexPtr(); + res.i = mat.innerIndexPtr(); + res.x = mat.valuePtr(); + res.sorted = 1; + if(mat.isCompressed()) + { + res.packed = 1; + } + else + { + res.packed = 0; + res.nz = mat.innerNonZeroPtr(); + } + + res.dtype = 0; + res.stype = -1; + + if (internal::is_same<_Index,int>::value) + { + res.itype = CHOLMOD_INT; + } + else + { + eigen_assert(false && "Index type different than int is not supported yet"); + } + + // setup res.xtype + internal::cholmod_configure_matrix<_Scalar>(res); + + res.stype = 0; + + return res; +} + +template<typename _Scalar, int _Options, typename _Index> +const cholmod_sparse viewAsCholmod(const SparseMatrix<_Scalar,_Options,_Index>& mat) +{ + cholmod_sparse res = viewAsCholmod(mat.const_cast_derived()); + return res; +} + +/** Returns a view of the Eigen sparse matrix \a mat as Cholmod sparse matrix. + * The data are not copied but shared. */ +template<typename _Scalar, int _Options, typename _Index, unsigned int UpLo> +cholmod_sparse viewAsCholmod(const SparseSelfAdjointView<SparseMatrix<_Scalar,_Options,_Index>, UpLo>& mat) +{ + cholmod_sparse res = viewAsCholmod(mat.matrix().const_cast_derived()); + + if(UpLo==Upper) res.stype = 1; + if(UpLo==Lower) res.stype = -1; + + return res; +} + +/** Returns a view of the Eigen \b dense matrix \a mat as Cholmod dense matrix. + * The data are not copied but shared. */ +template<typename Derived> +cholmod_dense viewAsCholmod(MatrixBase<Derived>& mat) +{ + EIGEN_STATIC_ASSERT((internal::traits<Derived>::Flags&RowMajorBit)==0,THIS_METHOD_IS_ONLY_FOR_COLUMN_MAJOR_MATRICES); + typedef typename Derived::Scalar Scalar; + + cholmod_dense res; + res.nrow = mat.rows(); + res.ncol = mat.cols(); + res.nzmax = res.nrow * res.ncol; + res.d = Derived::IsVectorAtCompileTime ? mat.derived().size() : mat.derived().outerStride(); + res.x = mat.derived().data(); + res.z = 0; + + internal::cholmod_configure_matrix<Scalar>(res); + + return res; +} + +/** Returns a view of the Cholmod sparse matrix \a cm as an Eigen sparse matrix. + * The data are not copied but shared. */ +template<typename Scalar, int Flags, typename Index> +MappedSparseMatrix<Scalar,Flags,Index> viewAsEigen(cholmod_sparse& cm) +{ + return MappedSparseMatrix<Scalar,Flags,Index> + (cm.nrow, cm.ncol, reinterpret_cast<Index*>(cm.p)[cm.ncol], + reinterpret_cast<Index*>(cm.p), reinterpret_cast<Index*>(cm.i),reinterpret_cast<Scalar*>(cm.x) ); +} + +enum CholmodMode { + CholmodAuto, CholmodSimplicialLLt, CholmodSupernodalLLt, CholmodLDLt +}; + + +/** \ingroup CholmodSupport_Module + * \class CholmodBase + * \brief The base class for the direct Cholesky factorization of Cholmod + * \sa class CholmodSupernodalLLT, class CholmodSimplicialLDLT, class CholmodSimplicialLLT + */ +template<typename _MatrixType, int _UpLo, typename Derived> +class CholmodBase : internal::noncopyable +{ + public: + typedef _MatrixType MatrixType; + enum { UpLo = _UpLo }; + typedef typename MatrixType::Scalar Scalar; + typedef typename MatrixType::RealScalar RealScalar; + typedef MatrixType CholMatrixType; + typedef typename MatrixType::Index Index; + + public: + + CholmodBase() + : m_cholmodFactor(0), m_info(Success), m_isInitialized(false) + { + cholmod_start(&m_cholmod); + } + + CholmodBase(const MatrixType& matrix) + : m_cholmodFactor(0), m_info(Success), m_isInitialized(false) + { + cholmod_start(&m_cholmod); + compute(matrix); + } + + ~CholmodBase() + { + if(m_cholmodFactor) + cholmod_free_factor(&m_cholmodFactor, &m_cholmod); + cholmod_finish(&m_cholmod); + } + + inline Index cols() const { return m_cholmodFactor->n; } + inline Index rows() const { return m_cholmodFactor->n; } + + Derived& derived() { return *static_cast<Derived*>(this); } + const Derived& derived() const { return *static_cast<const Derived*>(this); } + + /** \brief Reports whether previous computation was successful. + * + * \returns \c Success if computation was succesful, + * \c NumericalIssue if the matrix.appears to be negative. + */ + ComputationInfo info() const + { + eigen_assert(m_isInitialized && "Decomposition is not initialized."); + return m_info; + } + + /** Computes the sparse Cholesky decomposition of \a matrix */ + Derived& compute(const MatrixType& matrix) + { + analyzePattern(matrix); + factorize(matrix); + return derived(); + } + + /** \returns the solution x of \f$ A x = b \f$ using the current decomposition of A. + * + * \sa compute() + */ + template<typename Rhs> + inline const internal::solve_retval<CholmodBase, Rhs> + solve(const MatrixBase<Rhs>& b) const + { + eigen_assert(m_isInitialized && "LLT is not initialized."); + eigen_assert(rows()==b.rows() + && "CholmodDecomposition::solve(): invalid number of rows of the right hand side matrix b"); + return internal::solve_retval<CholmodBase, Rhs>(*this, b.derived()); + } + + /** \returns the solution x of \f$ A x = b \f$ using the current decomposition of A. + * + * \sa compute() + */ + template<typename Rhs> + inline const internal::sparse_solve_retval<CholmodBase, Rhs> + solve(const SparseMatrixBase<Rhs>& b) const + { + eigen_assert(m_isInitialized && "LLT is not initialized."); + eigen_assert(rows()==b.rows() + && "CholmodDecomposition::solve(): invalid number of rows of the right hand side matrix b"); + return internal::sparse_solve_retval<CholmodBase, Rhs>(*this, b.derived()); + } + + /** Performs a symbolic decomposition on the sparcity of \a matrix. + * + * This function is particularly useful when solving for several problems having the same structure. + * + * \sa factorize() + */ + void analyzePattern(const MatrixType& matrix) + { + if(m_cholmodFactor) + { + cholmod_free_factor(&m_cholmodFactor, &m_cholmod); + m_cholmodFactor = 0; + } + cholmod_sparse A = viewAsCholmod(matrix.template selfadjointView<UpLo>()); + m_cholmodFactor = cholmod_analyze(&A, &m_cholmod); + + this->m_isInitialized = true; + this->m_info = Success; + m_analysisIsOk = true; + m_factorizationIsOk = false; + } + + /** Performs a numeric decomposition of \a matrix + * + * The given matrix must has the same sparcity than the matrix on which the symbolic decomposition has been performed. + * + * \sa analyzePattern() + */ + void factorize(const MatrixType& matrix) + { + eigen_assert(m_analysisIsOk && "You must first call analyzePattern()"); + cholmod_sparse A = viewAsCholmod(matrix.template selfadjointView<UpLo>()); + cholmod_factorize(&A, m_cholmodFactor, &m_cholmod); + + this->m_info = Success; + m_factorizationIsOk = true; + } + + /** Returns a reference to the Cholmod's configuration structure to get a full control over the performed operations. + * See the Cholmod user guide for details. */ + cholmod_common& cholmod() { return m_cholmod; } + + #ifndef EIGEN_PARSED_BY_DOXYGEN + /** \internal */ + template<typename Rhs,typename Dest> + void _solve(const MatrixBase<Rhs> &b, MatrixBase<Dest> &dest) const + { + eigen_assert(m_factorizationIsOk && "The decomposition is not in a valid state for solving, you must first call either compute() or symbolic()/numeric()"); + const Index size = m_cholmodFactor->n; + eigen_assert(size==b.rows()); + + // note: cd stands for Cholmod Dense + cholmod_dense b_cd = viewAsCholmod(b.const_cast_derived()); + cholmod_dense* x_cd = cholmod_solve(CHOLMOD_A, m_cholmodFactor, &b_cd, &m_cholmod); + if(!x_cd) + { + this->m_info = NumericalIssue; + } + // TODO optimize this copy by swapping when possible (be carreful with alignment, etc.) + dest = Matrix<Scalar,Dest::RowsAtCompileTime,Dest::ColsAtCompileTime>::Map(reinterpret_cast<Scalar*>(x_cd->x),b.rows(),b.cols()); + cholmod_free_dense(&x_cd, &m_cholmod); + } + + /** \internal */ + template<typename RhsScalar, int RhsOptions, typename RhsIndex, typename DestScalar, int DestOptions, typename DestIndex> + void _solve(const SparseMatrix<RhsScalar,RhsOptions,RhsIndex> &b, SparseMatrix<DestScalar,DestOptions,DestIndex> &dest) const + { + eigen_assert(m_factorizationIsOk && "The decomposition is not in a valid state for solving, you must first call either compute() or symbolic()/numeric()"); + const Index size = m_cholmodFactor->n; + eigen_assert(size==b.rows()); + + // note: cs stands for Cholmod Sparse + cholmod_sparse b_cs = viewAsCholmod(b); + cholmod_sparse* x_cs = cholmod_spsolve(CHOLMOD_A, m_cholmodFactor, &b_cs, &m_cholmod); + if(!x_cs) + { + this->m_info = NumericalIssue; + } + // TODO optimize this copy by swapping when possible (be carreful with alignment, etc.) + dest = viewAsEigen<DestScalar,DestOptions,DestIndex>(*x_cs); + cholmod_free_sparse(&x_cs, &m_cholmod); + } + #endif // EIGEN_PARSED_BY_DOXYGEN + + template<typename Stream> + void dumpMemory(Stream& s) + {} + + protected: + mutable cholmod_common m_cholmod; + cholmod_factor* m_cholmodFactor; + mutable ComputationInfo m_info; + bool m_isInitialized; + int m_factorizationIsOk; + int m_analysisIsOk; +}; + +/** \ingroup CholmodSupport_Module + * \class CholmodSimplicialLLT + * \brief A simplicial direct Cholesky (LLT) factorization and solver based on Cholmod + * + * This class allows to solve for A.X = B sparse linear problems via a simplicial LL^T Cholesky factorization + * using the Cholmod library. + * This simplicial variant is equivalent to Eigen's built-in SimplicialLLT class. Thefore, it has little practical interest. + * The sparse matrix A must be selfajoint and positive definite. The vectors or matrices + * X and B can be either dense or sparse. + * + * \tparam _MatrixType the type of the sparse matrix A, it must be a SparseMatrix<> + * \tparam _UpLo the triangular part that will be used for the computations. It can be Lower + * or Upper. Default is Lower. + * + * This class supports all kind of SparseMatrix<>: row or column major; upper, lower, or both; compressed or non compressed. + * + * \sa \ref TutorialSparseDirectSolvers, class CholmodSupernodalLLT, class SimplicialLLT + */ +template<typename _MatrixType, int _UpLo = Lower> +class CholmodSimplicialLLT : public CholmodBase<_MatrixType, _UpLo, CholmodSimplicialLLT<_MatrixType, _UpLo> > +{ + typedef CholmodBase<_MatrixType, _UpLo, CholmodSimplicialLLT> Base; + using Base::m_cholmod; + + public: + + typedef _MatrixType MatrixType; + + CholmodSimplicialLLT() : Base() { init(); } + + CholmodSimplicialLLT(const MatrixType& matrix) : Base() + { + init(); + compute(matrix); + } + + ~CholmodSimplicialLLT() {} + protected: + void init() + { + m_cholmod.final_asis = 0; + m_cholmod.supernodal = CHOLMOD_SIMPLICIAL; + m_cholmod.final_ll = 1; + } +}; + + +/** \ingroup CholmodSupport_Module + * \class CholmodSimplicialLDLT + * \brief A simplicial direct Cholesky (LDLT) factorization and solver based on Cholmod + * + * This class allows to solve for A.X = B sparse linear problems via a simplicial LDL^T Cholesky factorization + * using the Cholmod library. + * This simplicial variant is equivalent to Eigen's built-in SimplicialLDLT class. Thefore, it has little practical interest. + * The sparse matrix A must be selfajoint and positive definite. The vectors or matrices + * X and B can be either dense or sparse. + * + * \tparam _MatrixType the type of the sparse matrix A, it must be a SparseMatrix<> + * \tparam _UpLo the triangular part that will be used for the computations. It can be Lower + * or Upper. Default is Lower. + * + * This class supports all kind of SparseMatrix<>: row or column major; upper, lower, or both; compressed or non compressed. + * + * \sa \ref TutorialSparseDirectSolvers, class CholmodSupernodalLLT, class SimplicialLDLT + */ +template<typename _MatrixType, int _UpLo = Lower> +class CholmodSimplicialLDLT : public CholmodBase<_MatrixType, _UpLo, CholmodSimplicialLDLT<_MatrixType, _UpLo> > +{ + typedef CholmodBase<_MatrixType, _UpLo, CholmodSimplicialLDLT> Base; + using Base::m_cholmod; + + public: + + typedef _MatrixType MatrixType; + + CholmodSimplicialLDLT() : Base() { init(); } + + CholmodSimplicialLDLT(const MatrixType& matrix) : Base() + { + init(); + compute(matrix); + } + + ~CholmodSimplicialLDLT() {} + protected: + void init() + { + m_cholmod.final_asis = 1; + m_cholmod.supernodal = CHOLMOD_SIMPLICIAL; + } +}; + +/** \ingroup CholmodSupport_Module + * \class CholmodSupernodalLLT + * \brief A supernodal Cholesky (LLT) factorization and solver based on Cholmod + * + * This class allows to solve for A.X = B sparse linear problems via a supernodal LL^T Cholesky factorization + * using the Cholmod library. + * This supernodal variant performs best on dense enough problems, e.g., 3D FEM, or very high order 2D FEM. + * The sparse matrix A must be selfajoint and positive definite. The vectors or matrices + * X and B can be either dense or sparse. + * + * \tparam _MatrixType the type of the sparse matrix A, it must be a SparseMatrix<> + * \tparam _UpLo the triangular part that will be used for the computations. It can be Lower + * or Upper. Default is Lower. + * + * This class supports all kind of SparseMatrix<>: row or column major; upper, lower, or both; compressed or non compressed. + * + * \sa \ref TutorialSparseDirectSolvers + */ +template<typename _MatrixType, int _UpLo = Lower> +class CholmodSupernodalLLT : public CholmodBase<_MatrixType, _UpLo, CholmodSupernodalLLT<_MatrixType, _UpLo> > +{ + typedef CholmodBase<_MatrixType, _UpLo, CholmodSupernodalLLT> Base; + using Base::m_cholmod; + + public: + + typedef _MatrixType MatrixType; + + CholmodSupernodalLLT() : Base() { init(); } + + CholmodSupernodalLLT(const MatrixType& matrix) : Base() + { + init(); + compute(matrix); + } + + ~CholmodSupernodalLLT() {} + protected: + void init() + { + m_cholmod.final_asis = 1; + m_cholmod.supernodal = CHOLMOD_SUPERNODAL; + } +}; + +/** \ingroup CholmodSupport_Module + * \class CholmodDecomposition + * \brief A general Cholesky factorization and solver based on Cholmod + * + * This class allows to solve for A.X = B sparse linear problems via a LL^T or LDL^T Cholesky factorization + * using the Cholmod library. The sparse matrix A must be selfajoint and positive definite. The vectors or matrices + * X and B can be either dense or sparse. + * + * This variant permits to change the underlying Cholesky method at runtime. + * On the other hand, it does not provide access to the result of the factorization. + * The default is to let Cholmod automatically choose between a simplicial and supernodal factorization. + * + * \tparam _MatrixType the type of the sparse matrix A, it must be a SparseMatrix<> + * \tparam _UpLo the triangular part that will be used for the computations. It can be Lower + * or Upper. Default is Lower. + * + * This class supports all kind of SparseMatrix<>: row or column major; upper, lower, or both; compressed or non compressed. + * + * \sa \ref TutorialSparseDirectSolvers + */ +template<typename _MatrixType, int _UpLo = Lower> +class CholmodDecomposition : public CholmodBase<_MatrixType, _UpLo, CholmodDecomposition<_MatrixType, _UpLo> > +{ + typedef CholmodBase<_MatrixType, _UpLo, CholmodDecomposition> Base; + using Base::m_cholmod; + + public: + + typedef _MatrixType MatrixType; + + CholmodDecomposition() : Base() { init(); } + + CholmodDecomposition(const MatrixType& matrix) : Base() + { + init(); + compute(matrix); + } + + ~CholmodDecomposition() {} + + void setMode(CholmodMode mode) + { + switch(mode) + { + case CholmodAuto: + m_cholmod.final_asis = 1; + m_cholmod.supernodal = CHOLMOD_AUTO; + break; + case CholmodSimplicialLLt: + m_cholmod.final_asis = 0; + m_cholmod.supernodal = CHOLMOD_SIMPLICIAL; + m_cholmod.final_ll = 1; + break; + case CholmodSupernodalLLt: + m_cholmod.final_asis = 1; + m_cholmod.supernodal = CHOLMOD_SUPERNODAL; + break; + case CholmodLDLt: + m_cholmod.final_asis = 1; + m_cholmod.supernodal = CHOLMOD_SIMPLICIAL; + break; + default: + break; + } + } + protected: + void init() + { + m_cholmod.final_asis = 1; + m_cholmod.supernodal = CHOLMOD_AUTO; + } +}; + +namespace internal { + +template<typename _MatrixType, int _UpLo, typename Derived, typename Rhs> +struct solve_retval<CholmodBase<_MatrixType,_UpLo,Derived>, Rhs> + : solve_retval_base<CholmodBase<_MatrixType,_UpLo,Derived>, Rhs> +{ + typedef CholmodBase<_MatrixType,_UpLo,Derived> Dec; + EIGEN_MAKE_SOLVE_HELPERS(Dec,Rhs) + + template<typename Dest> void evalTo(Dest& dst) const + { + dec()._solve(rhs(),dst); + } +}; + +template<typename _MatrixType, int _UpLo, typename Derived, typename Rhs> +struct sparse_solve_retval<CholmodBase<_MatrixType,_UpLo,Derived>, Rhs> + : sparse_solve_retval_base<CholmodBase<_MatrixType,_UpLo,Derived>, Rhs> +{ + typedef CholmodBase<_MatrixType,_UpLo,Derived> Dec; + EIGEN_MAKE_SPARSE_SOLVE_HELPERS(Dec,Rhs) + + template<typename Dest> void evalTo(Dest& dst) const + { + dec()._solve(rhs(),dst); + } +}; + +} // end namespace internal + +} // end namespace Eigen + +#endif // EIGEN_CHOLMODSUPPORT_H diff --git a/extern/Eigen3/Eigen/src/Core/Array.h b/extern/Eigen3/Eigen/src/Core/Array.h index a11fb1b53d5..aaa38997838 100644 --- a/extern/Eigen3/Eigen/src/Core/Array.h +++ b/extern/Eigen3/Eigen/src/Core/Array.h @@ -3,28 +3,15 @@ // // Copyright (C) 2009 Gael Guennebaud <gael.guennebaud@inria.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_ARRAY_H #define EIGEN_ARRAY_H +namespace Eigen { + /** \class Array * \ingroup Core_Module * @@ -316,5 +303,6 @@ EIGEN_USING_ARRAY_TYPEDEFS_FOR_TYPE(d) \ EIGEN_USING_ARRAY_TYPEDEFS_FOR_TYPE(cf) \ EIGEN_USING_ARRAY_TYPEDEFS_FOR_TYPE(cd) +} // end namespace Eigen #endif // EIGEN_ARRAY_H diff --git a/extern/Eigen3/Eigen/src/Core/ArrayBase.h b/extern/Eigen3/Eigen/src/Core/ArrayBase.h index 9399ac3d15c..004b117c933 100644 --- a/extern/Eigen3/Eigen/src/Core/ArrayBase.h +++ b/extern/Eigen3/Eigen/src/Core/ArrayBase.h @@ -3,28 +3,15 @@ // // Copyright (C) 2009 Gael Guennebaud <gael.guennebaud@inria.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_ARRAYBASE_H #define EIGEN_ARRAYBASE_H +namespace Eigen { + template<typename ExpressionType> class MatrixWrapper; /** \class ArrayBase @@ -159,7 +146,7 @@ template<typename Derived> class ArrayBase /** \returns an \link MatrixBase Matrix \endlink expression of this array * \sa MatrixBase::array() */ MatrixWrapper<Derived> matrix() { return derived(); } - const MatrixWrapper<Derived> matrix() const { return derived(); } + const MatrixWrapper<const Derived> matrix() const { return derived(); } // template<typename Dest> // inline void evalTo(Dest& dst) const { dst = matrix(); } @@ -174,10 +161,10 @@ template<typename Derived> class ArrayBase protected: // mixing arrays and matrices is not legal template<typename OtherDerived> Derived& operator+=(const MatrixBase<OtherDerived>& ) - {EIGEN_STATIC_ASSERT(sizeof(typename OtherDerived::Scalar)==-1,YOU_CANNOT_MIX_ARRAYS_AND_MATRICES);} + {EIGEN_STATIC_ASSERT(std::ptrdiff_t(sizeof(typename OtherDerived::Scalar))==-1,YOU_CANNOT_MIX_ARRAYS_AND_MATRICES); return *this;} // mixing arrays and matrices is not legal template<typename OtherDerived> Derived& operator-=(const MatrixBase<OtherDerived>& ) - {EIGEN_STATIC_ASSERT(sizeof(typename OtherDerived::Scalar)==-1,YOU_CANNOT_MIX_ARRAYS_AND_MATRICES);} + {EIGEN_STATIC_ASSERT(std::ptrdiff_t(sizeof(typename OtherDerived::Scalar))==-1,YOU_CANNOT_MIX_ARRAYS_AND_MATRICES); return *this;} }; /** replaces \c *this by \c *this - \a other. @@ -236,4 +223,6 @@ ArrayBase<Derived>::operator/=(const ArrayBase<OtherDerived>& other) return derived(); } +} // end namespace Eigen + #endif // EIGEN_ARRAYBASE_H diff --git a/extern/Eigen3/Eigen/src/Core/ArrayWrapper.h b/extern/Eigen3/Eigen/src/Core/ArrayWrapper.h index 07f082e1edc..87af7fda937 100644 --- a/extern/Eigen3/Eigen/src/Core/ArrayWrapper.h +++ b/extern/Eigen3/Eigen/src/Core/ArrayWrapper.h @@ -3,28 +3,15 @@ // // Copyright (C) 2009-2010 Gael Guennebaud <gael.guennebaud@inria.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_ARRAYWRAPPER_H #define EIGEN_ARRAYWRAPPER_H +namespace Eigen { + /** \class ArrayWrapper * \ingroup Core_Module * @@ -61,7 +48,7 @@ class ArrayWrapper : public ArrayBase<ArrayWrapper<ExpressionType> > typedef typename internal::nested<ExpressionType>::type NestedExpressionType; - inline ArrayWrapper(const ExpressionType& matrix) : m_expression(matrix) {} + inline ArrayWrapper(ExpressionType& matrix) : m_expression(matrix) {} inline Index rows() const { return m_expression.rows(); } inline Index cols() const { return m_expression.cols(); } @@ -71,7 +58,7 @@ class ArrayWrapper : public ArrayBase<ArrayWrapper<ExpressionType> > inline ScalarWithConstIfNotLvalue* data() { return m_expression.data(); } inline const Scalar* data() const { return m_expression.data(); } - inline const CoeffReturnType coeff(Index row, Index col) const + inline CoeffReturnType coeff(Index row, Index col) const { return m_expression.coeff(row, col); } @@ -86,7 +73,7 @@ class ArrayWrapper : public ArrayBase<ArrayWrapper<ExpressionType> > return m_expression.const_cast_derived().coeffRef(row, col); } - inline const CoeffReturnType coeff(Index index) const + inline CoeffReturnType coeff(Index index) const { return m_expression.coeff(index); } @@ -128,8 +115,14 @@ class ArrayWrapper : public ArrayBase<ArrayWrapper<ExpressionType> > template<typename Dest> inline void evalTo(Dest& dst) const { dst = m_expression; } + const typename internal::remove_all<NestedExpressionType>::type& + nestedExpression() const + { + return m_expression; + } + protected: - const NestedExpressionType m_expression; + NestedExpressionType m_expression; }; /** \class MatrixWrapper @@ -168,7 +161,7 @@ class MatrixWrapper : public MatrixBase<MatrixWrapper<ExpressionType> > typedef typename internal::nested<ExpressionType>::type NestedExpressionType; - inline MatrixWrapper(const ExpressionType& matrix) : m_expression(matrix) {} + inline MatrixWrapper(ExpressionType& matrix) : m_expression(matrix) {} inline Index rows() const { return m_expression.rows(); } inline Index cols() const { return m_expression.cols(); } @@ -178,7 +171,7 @@ class MatrixWrapper : public MatrixBase<MatrixWrapper<ExpressionType> > inline ScalarWithConstIfNotLvalue* data() { return m_expression.data(); } inline const Scalar* data() const { return m_expression.data(); } - inline const CoeffReturnType coeff(Index row, Index col) const + inline CoeffReturnType coeff(Index row, Index col) const { return m_expression.coeff(row, col); } @@ -193,7 +186,7 @@ class MatrixWrapper : public MatrixBase<MatrixWrapper<ExpressionType> > return m_expression.derived().coeffRef(row, col); } - inline const CoeffReturnType coeff(Index index) const + inline CoeffReturnType coeff(Index index) const { return m_expression.coeff(index); } @@ -232,8 +225,16 @@ class MatrixWrapper : public MatrixBase<MatrixWrapper<ExpressionType> > m_expression.const_cast_derived().template writePacket<LoadMode>(index, x); } + const typename internal::remove_all<NestedExpressionType>::type& + nestedExpression() const + { + return m_expression; + } + protected: - const NestedExpressionType m_expression; + NestedExpressionType m_expression; }; +} // end namespace Eigen + #endif // EIGEN_ARRAYWRAPPER_H diff --git a/extern/Eigen3/Eigen/src/Core/Assign.h b/extern/Eigen3/Eigen/src/Core/Assign.h index 3a17152f043..cd29a88f0da 100644 --- a/extern/Eigen3/Eigen/src/Core/Assign.h +++ b/extern/Eigen3/Eigen/src/Core/Assign.h @@ -5,28 +5,15 @@ // Copyright (C) 2006-2010 Benoit Jacob <jacob.benoit.1@gmail.com> // Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_ASSIGN_H #define EIGEN_ASSIGN_H +namespace Eigen { + namespace internal { /*************************************************************************** @@ -152,7 +139,7 @@ struct assign_DefaultTraversal_CompleteUnrolling inner = Index % Derived1::InnerSizeAtCompileTime }; - EIGEN_STRONG_INLINE static void run(Derived1 &dst, const Derived2 &src) + static EIGEN_STRONG_INLINE void run(Derived1 &dst, const Derived2 &src) { dst.copyCoeffByOuterInner(outer, inner, src); assign_DefaultTraversal_CompleteUnrolling<Derived1, Derived2, Index+1, Stop>::run(dst, src); @@ -162,13 +149,13 @@ struct assign_DefaultTraversal_CompleteUnrolling template<typename Derived1, typename Derived2, int Stop> struct assign_DefaultTraversal_CompleteUnrolling<Derived1, Derived2, Stop, Stop> { - EIGEN_STRONG_INLINE static void run(Derived1 &, const Derived2 &) {} + static EIGEN_STRONG_INLINE void run(Derived1 &, const Derived2 &) {} }; template<typename Derived1, typename Derived2, int Index, int Stop> struct assign_DefaultTraversal_InnerUnrolling { - EIGEN_STRONG_INLINE static void run(Derived1 &dst, const Derived2 &src, int outer) + static EIGEN_STRONG_INLINE void run(Derived1 &dst, const Derived2 &src, int outer) { dst.copyCoeffByOuterInner(outer, Index, src); assign_DefaultTraversal_InnerUnrolling<Derived1, Derived2, Index+1, Stop>::run(dst, src, outer); @@ -178,7 +165,7 @@ struct assign_DefaultTraversal_InnerUnrolling template<typename Derived1, typename Derived2, int Stop> struct assign_DefaultTraversal_InnerUnrolling<Derived1, Derived2, Stop, Stop> { - EIGEN_STRONG_INLINE static void run(Derived1 &, const Derived2 &, int) {} + static EIGEN_STRONG_INLINE void run(Derived1 &, const Derived2 &, int) {} }; /*********************** @@ -188,7 +175,7 @@ struct assign_DefaultTraversal_InnerUnrolling<Derived1, Derived2, Stop, Stop> template<typename Derived1, typename Derived2, int Index, int Stop> struct assign_LinearTraversal_CompleteUnrolling { - EIGEN_STRONG_INLINE static void run(Derived1 &dst, const Derived2 &src) + static EIGEN_STRONG_INLINE void run(Derived1 &dst, const Derived2 &src) { dst.copyCoeff(Index, src); assign_LinearTraversal_CompleteUnrolling<Derived1, Derived2, Index+1, Stop>::run(dst, src); @@ -198,7 +185,7 @@ struct assign_LinearTraversal_CompleteUnrolling template<typename Derived1, typename Derived2, int Stop> struct assign_LinearTraversal_CompleteUnrolling<Derived1, Derived2, Stop, Stop> { - EIGEN_STRONG_INLINE static void run(Derived1 &, const Derived2 &) {} + static EIGEN_STRONG_INLINE void run(Derived1 &, const Derived2 &) {} }; /************************** @@ -214,7 +201,7 @@ struct assign_innervec_CompleteUnrolling JointAlignment = assign_traits<Derived1,Derived2>::JointAlignment }; - EIGEN_STRONG_INLINE static void run(Derived1 &dst, const Derived2 &src) + static EIGEN_STRONG_INLINE void run(Derived1 &dst, const Derived2 &src) { dst.template copyPacketByOuterInner<Derived2, Aligned, JointAlignment>(outer, inner, src); assign_innervec_CompleteUnrolling<Derived1, Derived2, @@ -225,13 +212,13 @@ struct assign_innervec_CompleteUnrolling template<typename Derived1, typename Derived2, int Stop> struct assign_innervec_CompleteUnrolling<Derived1, Derived2, Stop, Stop> { - EIGEN_STRONG_INLINE static void run(Derived1 &, const Derived2 &) {} + static EIGEN_STRONG_INLINE void run(Derived1 &, const Derived2 &) {} }; template<typename Derived1, typename Derived2, int Index, int Stop> struct assign_innervec_InnerUnrolling { - EIGEN_STRONG_INLINE static void run(Derived1 &dst, const Derived2 &src, int outer) + static EIGEN_STRONG_INLINE void run(Derived1 &dst, const Derived2 &src, int outer) { dst.template copyPacketByOuterInner<Derived2, Aligned, Aligned>(outer, Index, src); assign_innervec_InnerUnrolling<Derived1, Derived2, @@ -242,7 +229,7 @@ struct assign_innervec_InnerUnrolling template<typename Derived1, typename Derived2, int Stop> struct assign_innervec_InnerUnrolling<Derived1, Derived2, Stop, Stop> { - EIGEN_STRONG_INLINE static void run(Derived1 &, const Derived2 &, int) {} + static EIGEN_STRONG_INLINE void run(Derived1 &, const Derived2 &, int) {} }; /*************************************************************************** @@ -251,24 +238,25 @@ struct assign_innervec_InnerUnrolling<Derived1, Derived2, Stop, Stop> template<typename Derived1, typename Derived2, int Traversal = assign_traits<Derived1, Derived2>::Traversal, - int Unrolling = assign_traits<Derived1, Derived2>::Unrolling> + int Unrolling = assign_traits<Derived1, Derived2>::Unrolling, + int Version = Specialized> struct assign_impl; /************************ *** Default traversal *** ************************/ -template<typename Derived1, typename Derived2, int Unrolling> -struct assign_impl<Derived1, Derived2, InvalidTraversal, Unrolling> +template<typename Derived1, typename Derived2, int Unrolling, int Version> +struct assign_impl<Derived1, Derived2, InvalidTraversal, Unrolling, Version> { - inline static void run(Derived1 &, const Derived2 &) { } + static inline void run(Derived1 &, const Derived2 &) { } }; -template<typename Derived1, typename Derived2> -struct assign_impl<Derived1, Derived2, DefaultTraversal, NoUnrolling> +template<typename Derived1, typename Derived2, int Version> +struct assign_impl<Derived1, Derived2, DefaultTraversal, NoUnrolling, Version> { typedef typename Derived1::Index Index; - inline static void run(Derived1 &dst, const Derived2 &src) + static inline void run(Derived1 &dst, const Derived2 &src) { const Index innerSize = dst.innerSize(); const Index outerSize = dst.outerSize(); @@ -278,21 +266,21 @@ struct assign_impl<Derived1, Derived2, DefaultTraversal, NoUnrolling> } }; -template<typename Derived1, typename Derived2> -struct assign_impl<Derived1, Derived2, DefaultTraversal, CompleteUnrolling> +template<typename Derived1, typename Derived2, int Version> +struct assign_impl<Derived1, Derived2, DefaultTraversal, CompleteUnrolling, Version> { - EIGEN_STRONG_INLINE static void run(Derived1 &dst, const Derived2 &src) + static EIGEN_STRONG_INLINE void run(Derived1 &dst, const Derived2 &src) { assign_DefaultTraversal_CompleteUnrolling<Derived1, Derived2, 0, Derived1::SizeAtCompileTime> ::run(dst, src); } }; -template<typename Derived1, typename Derived2> -struct assign_impl<Derived1, Derived2, DefaultTraversal, InnerUnrolling> +template<typename Derived1, typename Derived2, int Version> +struct assign_impl<Derived1, Derived2, DefaultTraversal, InnerUnrolling, Version> { typedef typename Derived1::Index Index; - EIGEN_STRONG_INLINE static void run(Derived1 &dst, const Derived2 &src) + static EIGEN_STRONG_INLINE void run(Derived1 &dst, const Derived2 &src) { const Index outerSize = dst.outerSize(); for(Index outer = 0; outer < outerSize; ++outer) @@ -305,11 +293,11 @@ struct assign_impl<Derived1, Derived2, DefaultTraversal, InnerUnrolling> *** Linear traversal *** ***********************/ -template<typename Derived1, typename Derived2> -struct assign_impl<Derived1, Derived2, LinearTraversal, NoUnrolling> +template<typename Derived1, typename Derived2, int Version> +struct assign_impl<Derived1, Derived2, LinearTraversal, NoUnrolling, Version> { typedef typename Derived1::Index Index; - inline static void run(Derived1 &dst, const Derived2 &src) + static inline void run(Derived1 &dst, const Derived2 &src) { const Index size = dst.size(); for(Index i = 0; i < size; ++i) @@ -317,10 +305,10 @@ struct assign_impl<Derived1, Derived2, LinearTraversal, NoUnrolling> } }; -template<typename Derived1, typename Derived2> -struct assign_impl<Derived1, Derived2, LinearTraversal, CompleteUnrolling> +template<typename Derived1, typename Derived2, int Version> +struct assign_impl<Derived1, Derived2, LinearTraversal, CompleteUnrolling, Version> { - EIGEN_STRONG_INLINE static void run(Derived1 &dst, const Derived2 &src) + static EIGEN_STRONG_INLINE void run(Derived1 &dst, const Derived2 &src) { assign_LinearTraversal_CompleteUnrolling<Derived1, Derived2, 0, Derived1::SizeAtCompileTime> ::run(dst, src); @@ -331,11 +319,11 @@ struct assign_impl<Derived1, Derived2, LinearTraversal, CompleteUnrolling> *** Inner vectorization *** **************************/ -template<typename Derived1, typename Derived2> -struct assign_impl<Derived1, Derived2, InnerVectorizedTraversal, NoUnrolling> +template<typename Derived1, typename Derived2, int Version> +struct assign_impl<Derived1, Derived2, InnerVectorizedTraversal, NoUnrolling, Version> { typedef typename Derived1::Index Index; - inline static void run(Derived1 &dst, const Derived2 &src) + static inline void run(Derived1 &dst, const Derived2 &src) { const Index innerSize = dst.innerSize(); const Index outerSize = dst.outerSize(); @@ -346,21 +334,21 @@ struct assign_impl<Derived1, Derived2, InnerVectorizedTraversal, NoUnrolling> } }; -template<typename Derived1, typename Derived2> -struct assign_impl<Derived1, Derived2, InnerVectorizedTraversal, CompleteUnrolling> +template<typename Derived1, typename Derived2, int Version> +struct assign_impl<Derived1, Derived2, InnerVectorizedTraversal, CompleteUnrolling, Version> { - EIGEN_STRONG_INLINE static void run(Derived1 &dst, const Derived2 &src) + static EIGEN_STRONG_INLINE void run(Derived1 &dst, const Derived2 &src) { assign_innervec_CompleteUnrolling<Derived1, Derived2, 0, Derived1::SizeAtCompileTime> ::run(dst, src); } }; -template<typename Derived1, typename Derived2> -struct assign_impl<Derived1, Derived2, InnerVectorizedTraversal, InnerUnrolling> +template<typename Derived1, typename Derived2, int Version> +struct assign_impl<Derived1, Derived2, InnerVectorizedTraversal, InnerUnrolling, Version> { typedef typename Derived1::Index Index; - EIGEN_STRONG_INLINE static void run(Derived1 &dst, const Derived2 &src) + static EIGEN_STRONG_INLINE void run(Derived1 &dst, const Derived2 &src) { const Index outerSize = dst.outerSize(); for(Index outer = 0; outer < outerSize; ++outer) @@ -398,11 +386,11 @@ struct unaligned_assign_impl<false> } }; -template<typename Derived1, typename Derived2> -struct assign_impl<Derived1, Derived2, LinearVectorizedTraversal, NoUnrolling> +template<typename Derived1, typename Derived2, int Version> +struct assign_impl<Derived1, Derived2, LinearVectorizedTraversal, NoUnrolling, Version> { typedef typename Derived1::Index Index; - EIGEN_STRONG_INLINE static void run(Derived1 &dst, const Derived2 &src) + static EIGEN_STRONG_INLINE void run(Derived1 &dst, const Derived2 &src) { const Index size = dst.size(); typedef packet_traits<typename Derived1::Scalar> PacketTraits; @@ -412,7 +400,7 @@ struct assign_impl<Derived1, Derived2, LinearVectorizedTraversal, NoUnrolling> srcAlignment = assign_traits<Derived1,Derived2>::JointAlignment }; const Index alignedStart = assign_traits<Derived1,Derived2>::DstIsAligned ? 0 - : first_aligned(&dst.coeffRef(0), size); + : internal::first_aligned(&dst.coeffRef(0), size); const Index alignedEnd = alignedStart + ((size-alignedStart)/packetSize)*packetSize; unaligned_assign_impl<assign_traits<Derived1,Derived2>::DstIsAligned!=0>::run(src,dst,0,alignedStart); @@ -426,11 +414,11 @@ struct assign_impl<Derived1, Derived2, LinearVectorizedTraversal, NoUnrolling> } }; -template<typename Derived1, typename Derived2> -struct assign_impl<Derived1, Derived2, LinearVectorizedTraversal, CompleteUnrolling> +template<typename Derived1, typename Derived2, int Version> +struct assign_impl<Derived1, Derived2, LinearVectorizedTraversal, CompleteUnrolling, Version> { typedef typename Derived1::Index Index; - EIGEN_STRONG_INLINE static void run(Derived1 &dst, const Derived2 &src) + static EIGEN_STRONG_INLINE void run(Derived1 &dst, const Derived2 &src) { enum { size = Derived1::SizeAtCompileTime, packetSize = packet_traits<typename Derived1::Scalar>::size, @@ -445,11 +433,11 @@ struct assign_impl<Derived1, Derived2, LinearVectorizedTraversal, CompleteUnroll *** Slice vectorization *** ***************************/ -template<typename Derived1, typename Derived2> -struct assign_impl<Derived1, Derived2, SliceVectorizedTraversal, NoUnrolling> +template<typename Derived1, typename Derived2, int Version> +struct assign_impl<Derived1, Derived2, SliceVectorizedTraversal, NoUnrolling, Version> { typedef typename Derived1::Index Index; - inline static void run(Derived1 &dst, const Derived2 &src) + static inline void run(Derived1 &dst, const Derived2 &src) { typedef packet_traits<typename Derived1::Scalar> PacketTraits; enum { @@ -463,7 +451,7 @@ struct assign_impl<Derived1, Derived2, SliceVectorizedTraversal, NoUnrolling> const Index outerSize = dst.outerSize(); const Index alignedStep = alignable ? (packetSize - dst.outerStride() % packetSize) & packetAlignedMask : 0; Index alignedStart = ((!alignable) || assign_traits<Derived1,Derived2>::DstIsAligned) ? 0 - : first_aligned(&dst.coeffRef(0,0), innerSize); + : internal::first_aligned(&dst.coeffRef(0,0), innerSize); for(Index outer = 0; outer < outerSize; ++outer) { @@ -531,19 +519,19 @@ struct assign_selector; template<typename Derived, typename OtherDerived> struct assign_selector<Derived,OtherDerived,false,false> { - EIGEN_STRONG_INLINE static Derived& run(Derived& dst, const OtherDerived& other) { return dst.lazyAssign(other.derived()); } + static EIGEN_STRONG_INLINE Derived& run(Derived& dst, const OtherDerived& other) { return dst.lazyAssign(other.derived()); } }; template<typename Derived, typename OtherDerived> struct assign_selector<Derived,OtherDerived,true,false> { - EIGEN_STRONG_INLINE static Derived& run(Derived& dst, const OtherDerived& other) { return dst.lazyAssign(other.eval()); } + static EIGEN_STRONG_INLINE Derived& run(Derived& dst, const OtherDerived& other) { return dst.lazyAssign(other.eval()); } }; template<typename Derived, typename OtherDerived> struct assign_selector<Derived,OtherDerived,false,true> { - EIGEN_STRONG_INLINE static Derived& run(Derived& dst, const OtherDerived& other) { return dst.lazyAssign(other.transpose()); } + static EIGEN_STRONG_INLINE Derived& run(Derived& dst, const OtherDerived& other) { return dst.lazyAssign(other.transpose()); } }; template<typename Derived, typename OtherDerived> struct assign_selector<Derived,OtherDerived,true,true> { - EIGEN_STRONG_INLINE static Derived& run(Derived& dst, const OtherDerived& other) { return dst.lazyAssign(other.transpose().eval()); } + static EIGEN_STRONG_INLINE Derived& run(Derived& dst, const OtherDerived& other) { return dst.lazyAssign(other.transpose().eval()); } }; } // end namespace internal @@ -590,4 +578,6 @@ EIGEN_STRONG_INLINE Derived& MatrixBase<Derived>::operator=(const ReturnByValue< return derived(); } +} // end namespace Eigen + #endif // EIGEN_ASSIGN_H diff --git a/extern/Eigen3/Eigen/src/Core/Assign_MKL.h b/extern/Eigen3/Eigen/src/Core/Assign_MKL.h new file mode 100644 index 00000000000..428c6367b92 --- /dev/null +++ b/extern/Eigen3/Eigen/src/Core/Assign_MKL.h @@ -0,0 +1,224 @@ +/* + Copyright (c) 2011, Intel Corporation. All rights reserved. + + Redistribution and use in source and binary forms, with or without modification, + are permitted provided that the following conditions are met: + + * Redistributions of source code must retain the above copyright notice, this + list of conditions and the following disclaimer. + * Redistributions in binary form must reproduce the above copyright notice, + this list of conditions and the following disclaimer in the documentation + and/or other materials provided with the distribution. + * Neither the name of Intel Corporation nor the names of its contributors may + be used to endorse or promote products derived from this software without + specific prior written permission. + + THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND + ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED + WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE + DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR + ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES + (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; + LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON + ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT + (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS + SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. + + ******************************************************************************** + * Content : Eigen bindings to Intel(R) MKL + * MKL VML support for coefficient-wise unary Eigen expressions like a=b.sin() + ******************************************************************************** +*/ + +#ifndef EIGEN_ASSIGN_VML_H +#define EIGEN_ASSIGN_VML_H + +namespace Eigen { + +namespace internal { + +template<typename Op> struct vml_call +{ enum { IsSupported = 0 }; }; + +template<typename Dst, typename Src, typename UnaryOp> +class vml_assign_traits +{ + private: + enum { + DstHasDirectAccess = Dst::Flags & DirectAccessBit, + SrcHasDirectAccess = Src::Flags & DirectAccessBit, + + StorageOrdersAgree = (int(Dst::IsRowMajor) == int(Src::IsRowMajor)), + InnerSize = int(Dst::IsVectorAtCompileTime) ? int(Dst::SizeAtCompileTime) + : int(Dst::Flags)&RowMajorBit ? int(Dst::ColsAtCompileTime) + : int(Dst::RowsAtCompileTime), + InnerMaxSize = int(Dst::IsVectorAtCompileTime) ? int(Dst::MaxSizeAtCompileTime) + : int(Dst::Flags)&RowMajorBit ? int(Dst::MaxColsAtCompileTime) + : int(Dst::MaxRowsAtCompileTime), + MaxSizeAtCompileTime = Dst::SizeAtCompileTime, + + MightEnableVml = vml_call<UnaryOp>::IsSupported && StorageOrdersAgree && DstHasDirectAccess && SrcHasDirectAccess + && Src::InnerStrideAtCompileTime==1 && Dst::InnerStrideAtCompileTime==1, + MightLinearize = MightEnableVml && (int(Dst::Flags) & int(Src::Flags) & LinearAccessBit), + VmlSize = MightLinearize ? MaxSizeAtCompileTime : InnerMaxSize, + LargeEnough = VmlSize==Dynamic || VmlSize>=EIGEN_MKL_VML_THRESHOLD, + MayEnableVml = MightEnableVml && LargeEnough, + MayLinearize = MayEnableVml && MightLinearize + }; + public: + enum { + Traversal = MayLinearize ? LinearVectorizedTraversal + : MayEnableVml ? InnerVectorizedTraversal + : DefaultTraversal + }; +}; + +template<typename Derived1, typename Derived2, typename UnaryOp, int Traversal, int Unrolling, + int VmlTraversal = vml_assign_traits<Derived1, Derived2, UnaryOp>::Traversal > +struct vml_assign_impl + : assign_impl<Derived1, Eigen::CwiseUnaryOp<UnaryOp, Derived2>,Traversal,Unrolling,BuiltIn> +{ +}; + +template<typename Derived1, typename Derived2, typename UnaryOp, int Traversal, int Unrolling> +struct vml_assign_impl<Derived1, Derived2, UnaryOp, Traversal, Unrolling, InnerVectorizedTraversal> +{ + typedef typename Derived1::Scalar Scalar; + typedef typename Derived1::Index Index; + static inline void run(Derived1& dst, const CwiseUnaryOp<UnaryOp, Derived2>& src) + { + // in case we want to (or have to) skip VML at runtime we can call: + // assign_impl<Derived1,Eigen::CwiseUnaryOp<UnaryOp, Derived2>,Traversal,Unrolling,BuiltIn>::run(dst,src); + const Index innerSize = dst.innerSize(); + const Index outerSize = dst.outerSize(); + for(Index outer = 0; outer < outerSize; ++outer) { + const Scalar *src_ptr = src.IsRowMajor ? &(src.nestedExpression().coeffRef(outer,0)) : + &(src.nestedExpression().coeffRef(0, outer)); + Scalar *dst_ptr = dst.IsRowMajor ? &(dst.coeffRef(outer,0)) : &(dst.coeffRef(0, outer)); + vml_call<UnaryOp>::run(src.functor(), innerSize, src_ptr, dst_ptr ); + } + } +}; + +template<typename Derived1, typename Derived2, typename UnaryOp, int Traversal, int Unrolling> +struct vml_assign_impl<Derived1, Derived2, UnaryOp, Traversal, Unrolling, LinearVectorizedTraversal> +{ + static inline void run(Derived1& dst, const CwiseUnaryOp<UnaryOp, Derived2>& src) + { + // in case we want to (or have to) skip VML at runtime we can call: + // assign_impl<Derived1,Eigen::CwiseUnaryOp<UnaryOp, Derived2>,Traversal,Unrolling,BuiltIn>::run(dst,src); + vml_call<UnaryOp>::run(src.functor(), dst.size(), src.nestedExpression().data(), dst.data() ); + } +}; + +// Macroses + +#define EIGEN_MKL_VML_SPECIALIZE_ASSIGN(TRAVERSAL,UNROLLING) \ + template<typename Derived1, typename Derived2, typename UnaryOp> \ + struct assign_impl<Derived1, Eigen::CwiseUnaryOp<UnaryOp, Derived2>, TRAVERSAL, UNROLLING, Specialized> { \ + static inline void run(Derived1 &dst, const Eigen::CwiseUnaryOp<UnaryOp, Derived2> &src) { \ + vml_assign_impl<Derived1,Derived2,UnaryOp,TRAVERSAL,UNROLLING>::run(dst, src); \ + } \ + }; + +EIGEN_MKL_VML_SPECIALIZE_ASSIGN(DefaultTraversal,NoUnrolling) +EIGEN_MKL_VML_SPECIALIZE_ASSIGN(DefaultTraversal,CompleteUnrolling) +EIGEN_MKL_VML_SPECIALIZE_ASSIGN(DefaultTraversal,InnerUnrolling) +EIGEN_MKL_VML_SPECIALIZE_ASSIGN(LinearTraversal,NoUnrolling) +EIGEN_MKL_VML_SPECIALIZE_ASSIGN(LinearTraversal,CompleteUnrolling) +EIGEN_MKL_VML_SPECIALIZE_ASSIGN(InnerVectorizedTraversal,NoUnrolling) +EIGEN_MKL_VML_SPECIALIZE_ASSIGN(InnerVectorizedTraversal,CompleteUnrolling) +EIGEN_MKL_VML_SPECIALIZE_ASSIGN(InnerVectorizedTraversal,InnerUnrolling) +EIGEN_MKL_VML_SPECIALIZE_ASSIGN(LinearVectorizedTraversal,CompleteUnrolling) +EIGEN_MKL_VML_SPECIALIZE_ASSIGN(LinearVectorizedTraversal,NoUnrolling) +EIGEN_MKL_VML_SPECIALIZE_ASSIGN(SliceVectorizedTraversal,NoUnrolling) + + +#if !defined (EIGEN_FAST_MATH) || (EIGEN_FAST_MATH != 1) +#define EIGEN_MKL_VML_MODE VML_HA +#else +#define EIGEN_MKL_VML_MODE VML_LA +#endif + +#define EIGEN_MKL_VML_DECLARE_UNARY_CALL(EIGENOP, VMLOP, EIGENTYPE, VMLTYPE) \ + template<> struct vml_call< scalar_##EIGENOP##_op<EIGENTYPE> > { \ + enum { IsSupported = 1 }; \ + static inline void run( const scalar_##EIGENOP##_op<EIGENTYPE>& /*func*/, \ + int size, const EIGENTYPE* src, EIGENTYPE* dst) { \ + VMLOP(size, (const VMLTYPE*)src, (VMLTYPE*)dst); \ + } \ + }; + +#define EIGEN_MKL_VML_DECLARE_UNARY_CALL_LA(EIGENOP, VMLOP, EIGENTYPE, VMLTYPE) \ + template<> struct vml_call< scalar_##EIGENOP##_op<EIGENTYPE> > { \ + enum { IsSupported = 1 }; \ + static inline void run( const scalar_##EIGENOP##_op<EIGENTYPE>& /*func*/, \ + int size, const EIGENTYPE* src, EIGENTYPE* dst) { \ + MKL_INT64 vmlMode = EIGEN_MKL_VML_MODE; \ + VMLOP(size, (const VMLTYPE*)src, (VMLTYPE*)dst, vmlMode); \ + } \ + }; + +#define EIGEN_MKL_VML_DECLARE_POW_CALL(EIGENOP, VMLOP, EIGENTYPE, VMLTYPE) \ + template<> struct vml_call< scalar_##EIGENOP##_op<EIGENTYPE> > { \ + enum { IsSupported = 1 }; \ + static inline void run( const scalar_##EIGENOP##_op<EIGENTYPE>& func, \ + int size, const EIGENTYPE* src, EIGENTYPE* dst) { \ + EIGENTYPE exponent = func.m_exponent; \ + MKL_INT64 vmlMode = EIGEN_MKL_VML_MODE; \ + VMLOP(&size, (const VMLTYPE*)src, (const VMLTYPE*)&exponent, \ + (VMLTYPE*)dst, &vmlMode); \ + } \ + }; + +#define EIGEN_MKL_VML_DECLARE_UNARY_CALLS_REAL(EIGENOP, VMLOP) \ + EIGEN_MKL_VML_DECLARE_UNARY_CALL(EIGENOP, vs##VMLOP, float, float) \ + EIGEN_MKL_VML_DECLARE_UNARY_CALL(EIGENOP, vd##VMLOP, double, double) + +#define EIGEN_MKL_VML_DECLARE_UNARY_CALLS_COMPLEX(EIGENOP, VMLOP) \ + EIGEN_MKL_VML_DECLARE_UNARY_CALL(EIGENOP, vc##VMLOP, scomplex, MKL_Complex8) \ + EIGEN_MKL_VML_DECLARE_UNARY_CALL(EIGENOP, vz##VMLOP, dcomplex, MKL_Complex16) + +#define EIGEN_MKL_VML_DECLARE_UNARY_CALLS(EIGENOP, VMLOP) \ + EIGEN_MKL_VML_DECLARE_UNARY_CALLS_REAL(EIGENOP, VMLOP) \ + EIGEN_MKL_VML_DECLARE_UNARY_CALLS_COMPLEX(EIGENOP, VMLOP) + + +#define EIGEN_MKL_VML_DECLARE_UNARY_CALLS_REAL_LA(EIGENOP, VMLOP) \ + EIGEN_MKL_VML_DECLARE_UNARY_CALL_LA(EIGENOP, vms##VMLOP, float, float) \ + EIGEN_MKL_VML_DECLARE_UNARY_CALL_LA(EIGENOP, vmd##VMLOP, double, double) + +#define EIGEN_MKL_VML_DECLARE_UNARY_CALLS_COMPLEX_LA(EIGENOP, VMLOP) \ + EIGEN_MKL_VML_DECLARE_UNARY_CALL_LA(EIGENOP, vmc##VMLOP, scomplex, MKL_Complex8) \ + EIGEN_MKL_VML_DECLARE_UNARY_CALL_LA(EIGENOP, vmz##VMLOP, dcomplex, MKL_Complex16) + +#define EIGEN_MKL_VML_DECLARE_UNARY_CALLS_LA(EIGENOP, VMLOP) \ + EIGEN_MKL_VML_DECLARE_UNARY_CALLS_REAL_LA(EIGENOP, VMLOP) \ + EIGEN_MKL_VML_DECLARE_UNARY_CALLS_COMPLEX_LA(EIGENOP, VMLOP) + + +EIGEN_MKL_VML_DECLARE_UNARY_CALLS_LA(sin, Sin) +EIGEN_MKL_VML_DECLARE_UNARY_CALLS_LA(asin, Asin) +EIGEN_MKL_VML_DECLARE_UNARY_CALLS_LA(cos, Cos) +EIGEN_MKL_VML_DECLARE_UNARY_CALLS_LA(acos, Acos) +EIGEN_MKL_VML_DECLARE_UNARY_CALLS_LA(tan, Tan) +//EIGEN_MKL_VML_DECLARE_UNARY_CALLS(abs, Abs) +EIGEN_MKL_VML_DECLARE_UNARY_CALLS_LA(exp, Exp) +EIGEN_MKL_VML_DECLARE_UNARY_CALLS_LA(log, Ln) +EIGEN_MKL_VML_DECLARE_UNARY_CALLS_LA(sqrt, Sqrt) + +EIGEN_MKL_VML_DECLARE_UNARY_CALLS_REAL(square, Sqr) + +// The vm*powx functions are not avaibale in the windows version of MKL. +#ifdef _WIN32 +EIGEN_MKL_VML_DECLARE_POW_CALL(pow, vmspowx_, float, float) +EIGEN_MKL_VML_DECLARE_POW_CALL(pow, vmdpowx_, double, double) +EIGEN_MKL_VML_DECLARE_POW_CALL(pow, vmcpowx_, scomplex, MKL_Complex8) +EIGEN_MKL_VML_DECLARE_POW_CALL(pow, vmzpowx_, dcomplex, MKL_Complex16) +#endif + +} // end namespace internal + +} // end namespace Eigen + +#endif // EIGEN_ASSIGN_VML_H diff --git a/extern/Eigen3/Eigen/src/Core/BandMatrix.h b/extern/Eigen3/Eigen/src/Core/BandMatrix.h index 2570d7b559f..ffd7fe8b301 100644 --- a/extern/Eigen3/Eigen/src/Core/BandMatrix.h +++ b/extern/Eigen3/Eigen/src/Core/BandMatrix.h @@ -3,30 +3,16 @@ // // Copyright (C) 2009 Gael Guennebaud <gael.guennebaud@inria.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_BANDMATRIX_H #define EIGEN_BANDMATRIX_H -namespace internal { +namespace Eigen { +namespace internal { template<typename Derived> class BandMatrixBase : public EigenBase<Derived> @@ -343,4 +329,6 @@ class TridiagonalMatrix : public BandMatrix<Scalar,Size,Size,Options&SelfAdjoint } // end namespace internal +} // end namespace Eigen + #endif // EIGEN_BANDMATRIX_H diff --git a/extern/Eigen3/Eigen/src/Core/Block.h b/extern/Eigen3/Eigen/src/Core/Block.h index d470bc13400..5f29cb3d1b3 100644 --- a/extern/Eigen3/Eigen/src/Core/Block.h +++ b/extern/Eigen3/Eigen/src/Core/Block.h @@ -4,28 +4,15 @@ // Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr> // Copyright (C) 2006-2010 Benoit Jacob <jacob.benoit.1@gmail.com> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_BLOCK_H #define EIGEN_BLOCK_H +namespace Eigen { + /** \class Block * \ingroup Core_Module * @@ -242,6 +229,21 @@ template<typename XprType, int BlockRows, int BlockCols, bool InnerPanel, bool H inline Index outerStride() const; #endif + const typename internal::remove_all<typename XprType::Nested>::type& nestedExpression() const + { + return m_xpr; + } + + Index startRow() const + { + return m_startRow.value(); + } + + Index startCol() const + { + return m_startCol.value(); + } + protected: const typename XprType::Nested m_xpr; @@ -304,6 +306,11 @@ class Block<XprType,BlockRows,BlockCols, InnerPanel,true> init(); } + const typename internal::remove_all<typename XprType::Nested>::type& nestedExpression() const + { + return m_xpr; + } + /** \sa MapBase::innerStride() */ inline Index innerStride() const { @@ -341,9 +348,10 @@ class Block<XprType,BlockRows,BlockCols, InnerPanel,true> : m_xpr.innerStride(); } - const typename XprType::Nested m_xpr; + typename XprType::Nested m_xpr; Index m_outerStride; }; +} // end namespace Eigen #endif // EIGEN_BLOCK_H diff --git a/extern/Eigen3/Eigen/src/Core/BooleanRedux.h b/extern/Eigen3/Eigen/src/Core/BooleanRedux.h index 5c3444a57c9..57efd8e6953 100644 --- a/extern/Eigen3/Eigen/src/Core/BooleanRedux.h +++ b/extern/Eigen3/Eigen/src/Core/BooleanRedux.h @@ -3,28 +3,15 @@ // // Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_ALLANDANY_H #define EIGEN_ALLANDANY_H +namespace Eigen { + namespace internal { template<typename Derived, int UnrollCount> @@ -35,7 +22,7 @@ struct all_unroller row = (UnrollCount-1) % Derived::RowsAtCompileTime }; - inline static bool run(const Derived &mat) + static inline bool run(const Derived &mat) { return all_unroller<Derived, UnrollCount-1>::run(mat) && mat.coeff(row, col); } @@ -44,13 +31,13 @@ struct all_unroller template<typename Derived> struct all_unroller<Derived, 1> { - inline static bool run(const Derived &mat) { return mat.coeff(0, 0); } + static inline bool run(const Derived &mat) { return mat.coeff(0, 0); } }; template<typename Derived> struct all_unroller<Derived, Dynamic> { - inline static bool run(const Derived &) { return false; } + static inline bool run(const Derived &) { return false; } }; template<typename Derived, int UnrollCount> @@ -61,7 +48,7 @@ struct any_unroller row = (UnrollCount-1) % Derived::RowsAtCompileTime }; - inline static bool run(const Derived &mat) + static inline bool run(const Derived &mat) { return any_unroller<Derived, UnrollCount-1>::run(mat) || mat.coeff(row, col); } @@ -70,13 +57,13 @@ struct any_unroller template<typename Derived> struct any_unroller<Derived, 1> { - inline static bool run(const Derived &mat) { return mat.coeff(0, 0); } + static inline bool run(const Derived &mat) { return mat.coeff(0, 0); } }; template<typename Derived> struct any_unroller<Derived, Dynamic> { - inline static bool run(const Derived &) { return false; } + static inline bool run(const Derived &) { return false; } }; } // end namespace internal @@ -146,4 +133,6 @@ inline typename DenseBase<Derived>::Index DenseBase<Derived>::count() const return derived().template cast<bool>().template cast<Index>().sum(); } +} // end namespace Eigen + #endif // EIGEN_ALLANDANY_H diff --git a/extern/Eigen3/Eigen/src/Core/CommaInitializer.h b/extern/Eigen3/Eigen/src/Core/CommaInitializer.h index 92422bf2fa0..4adce64143c 100644 --- a/extern/Eigen3/Eigen/src/Core/CommaInitializer.h +++ b/extern/Eigen3/Eigen/src/Core/CommaInitializer.h @@ -4,28 +4,15 @@ // Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr> // Copyright (C) 2006-2008 Benoit Jacob <jacob.benoit.1@gmail.com> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_COMMAINITIALIZER_H #define EIGEN_COMMAINITIALIZER_H +namespace Eigen { + /** \class CommaInitializer * \ingroup Core_Module * @@ -147,4 +134,6 @@ DenseBase<Derived>::operator<<(const DenseBase<OtherDerived>& other) return CommaInitializer<Derived>(*static_cast<Derived *>(this), other); } +} // end namespace Eigen + #endif // EIGEN_COMMAINITIALIZER_H diff --git a/extern/Eigen3/Eigen/src/Core/CwiseBinaryOp.h b/extern/Eigen3/Eigen/src/Core/CwiseBinaryOp.h index 7386b2e1843..1b93af31b60 100644 --- a/extern/Eigen3/Eigen/src/Core/CwiseBinaryOp.h +++ b/extern/Eigen3/Eigen/src/Core/CwiseBinaryOp.h @@ -4,28 +4,15 @@ // Copyright (C) 2008-2009 Gael Guennebaud <gael.guennebaud@inria.fr> // Copyright (C) 2006-2008 Benoit Jacob <jacob.benoit.1@gmail.com> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_CWISE_BINARY_OP_H #define EIGEN_CWISE_BINARY_OP_H +namespace Eigen { + /** \class CwiseBinaryOp * \ingroup Core_Module * @@ -167,8 +154,8 @@ class CwiseBinaryOp : internal::no_assignment_operator, const BinaryOp& functor() const { return m_functor; } protected: - const LhsNested m_lhs; - const RhsNested m_rhs; + LhsNested m_lhs; + RhsNested m_rhs; const BinaryOp m_functor; }; @@ -237,4 +224,6 @@ MatrixBase<Derived>::operator+=(const MatrixBase<OtherDerived>& other) return derived(); } +} // end namespace Eigen + #endif // EIGEN_CWISE_BINARY_OP_H diff --git a/extern/Eigen3/Eigen/src/Core/CwiseNullaryOp.h b/extern/Eigen3/Eigen/src/Core/CwiseNullaryOp.h index c616e7ae13d..2635a62b07b 100644 --- a/extern/Eigen3/Eigen/src/Core/CwiseNullaryOp.h +++ b/extern/Eigen3/Eigen/src/Core/CwiseNullaryOp.h @@ -3,28 +3,15 @@ // // Copyright (C) 2008-2010 Gael Guennebaud <gael.guennebaud@inria.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_CWISE_NULLARY_OP_H #define EIGEN_CWISE_NULLARY_OP_H +namespace Eigen { + /** \class CwiseNullaryOp * \ingroup Core_Module * @@ -101,6 +88,9 @@ class CwiseNullaryOp : internal::no_assignment_operator, return m_functor.packetOp(index); } + /** \returns the functor representing the nullary operation */ + const NullaryOp& functor() const { return m_functor; } + protected: const internal::variable_if_dynamic<Index, RowsAtCompileTime> m_rows; const internal::variable_if_dynamic<Index, ColsAtCompileTime> m_cols; @@ -238,6 +228,8 @@ DenseBase<Derived>::Constant(const Scalar& value) * assumed to be a(0), a(1), ..., a(size). This assumption allows for better vectorization * and yields faster code than the random access version. * + * When size is set to 1, a vector of length 1 containing 'high' is returned. + * * \only_for_vectors * * Example: \include DenseBase_LinSpaced_seq.cpp @@ -270,6 +262,7 @@ DenseBase<Derived>::LinSpaced(Sequential_t, const Scalar& low, const Scalar& hig * \brief Sets a linearly space vector. * * The function generates 'size' equally spaced values in the closed interval [low,high]. + * When size is set to 1, a vector of length 1 containing 'high' is returned. * * \only_for_vectors * @@ -381,6 +374,7 @@ PlainObjectBase<Derived>::setConstant(Index rows, Index cols, const Scalar& valu * \brief Sets a linearly space vector. * * The function generates 'size' equally spaced values in the closed interval [low,high]. + * When size is set to 1, a vector of length 1 containing 'high' is returned. * * \only_for_vectors * @@ -396,6 +390,23 @@ EIGEN_STRONG_INLINE Derived& DenseBase<Derived>::setLinSpaced(Index size, const return derived() = Derived::NullaryExpr(size, internal::linspaced_op<Scalar,false>(low,high,size)); } +/** + * \brief Sets a linearly space vector. + * + * The function fill *this with equally spaced values in the closed interval [low,high]. + * When size is set to 1, a vector of length 1 containing 'high' is returned. + * + * \only_for_vectors + * + * \sa setLinSpaced(Index, const Scalar&, const Scalar&), CwiseNullaryOp + */ +template<typename Derived> +EIGEN_STRONG_INLINE Derived& DenseBase<Derived>::setLinSpaced(const Scalar& low, const Scalar& high) +{ + EIGEN_STATIC_ASSERT_VECTOR_ONLY(Derived) + return setLinSpaced(size(), low, high); +} + // zero: /** \returns an expression of a zero matrix. @@ -848,4 +859,6 @@ template<typename Derived> EIGEN_STRONG_INLINE const typename MatrixBase<Derived>::BasisReturnType MatrixBase<Derived>::UnitW() { return Derived::Unit(3); } +} // end namespace Eigen + #endif // EIGEN_CWISE_NULLARY_OP_H diff --git a/extern/Eigen3/Eigen/src/Core/CwiseUnaryOp.h b/extern/Eigen3/Eigen/src/Core/CwiseUnaryOp.h index 958571d64bf..063355ae521 100644 --- a/extern/Eigen3/Eigen/src/Core/CwiseUnaryOp.h +++ b/extern/Eigen3/Eigen/src/Core/CwiseUnaryOp.h @@ -4,28 +4,15 @@ // Copyright (C) 2008-2010 Gael Guennebaud <gael.guennebaud@inria.fr> // Copyright (C) 2006-2008 Benoit Jacob <jacob.benoit.1@gmail.com> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_CWISE_UNARY_OP_H #define EIGEN_CWISE_UNARY_OP_H +namespace Eigen { + /** \class CwiseUnaryOp * \ingroup Core_Module * @@ -95,7 +82,7 @@ class CwiseUnaryOp : internal::no_assignment_operator, nestedExpression() { return m_xpr.const_cast_derived(); } protected: - const typename XprType::Nested m_xpr; + typename XprType::Nested m_xpr; const UnaryOp m_functor; }; @@ -134,4 +121,6 @@ class CwiseUnaryOpImpl<UnaryOp,XprType,Dense> } }; +} // end namespace Eigen + #endif // EIGEN_CWISE_UNARY_OP_H diff --git a/extern/Eigen3/Eigen/src/Core/CwiseUnaryView.h b/extern/Eigen3/Eigen/src/Core/CwiseUnaryView.h index d24ef037314..66f73a9505b 100644 --- a/extern/Eigen3/Eigen/src/Core/CwiseUnaryView.h +++ b/extern/Eigen3/Eigen/src/Core/CwiseUnaryView.h @@ -3,28 +3,15 @@ // // Copyright (C) 2009-2010 Gael Guennebaud <gael.guennebaud@inria.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_CWISE_UNARY_VIEW_H #define EIGEN_CWISE_UNARY_VIEW_H +namespace Eigen { + /** \class CwiseUnaryView * \ingroup Core_Module * @@ -97,7 +84,7 @@ class CwiseUnaryView : internal::no_assignment_operator, protected: // FIXME changed from MatrixType::Nested because of a weird compilation error with sun CC - const typename internal::nested<MatrixType>::type m_matrix; + typename internal::nested<MatrixType>::type m_matrix; ViewOp m_functor; }; @@ -143,6 +130,6 @@ class CwiseUnaryViewImpl<ViewOp,MatrixType,Dense> } }; - +} // end namespace Eigen #endif // EIGEN_CWISE_UNARY_VIEW_H diff --git a/extern/Eigen3/Eigen/src/Core/DenseBase.h b/extern/Eigen3/Eigen/src/Core/DenseBase.h index 920904f243a..1cc0314ef0b 100644 --- a/extern/Eigen3/Eigen/src/Core/DenseBase.h +++ b/extern/Eigen3/Eigen/src/Core/DenseBase.h @@ -4,28 +4,15 @@ // Copyright (C) 2007-2010 Benoit Jacob <jacob.benoit.1@gmail.com> // Copyright (C) 2008-2010 Gael Guennebaud <gael.guennebaud@inria.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_DENSEBASE_H #define EIGEN_DENSEBASE_H +namespace Eigen { + /** \class DenseBase * \ingroup Core_Module * @@ -376,12 +363,13 @@ template<typename Derived> class DenseBase inline Derived& operator*=(const Scalar& other); inline Derived& operator/=(const Scalar& other); + typedef typename internal::add_const_on_value_type<typename internal::eval<Derived>::type>::type EvalReturnType; /** \returns the matrix or vector obtained by evaluating this expression. * * Notice that in the case of a plain matrix or vector (not an expression) this function just returns * a const reference, in order to avoid a useless copy. */ - EIGEN_STRONG_INLINE const typename internal::eval<Derived>::type eval() const + EIGEN_STRONG_INLINE EvalReturnType eval() const { // Even though MSVC does not honor strong inlining when the return type // is a dynamic matrix, we desperately need strong inlining for fixed @@ -540,4 +528,6 @@ template<typename Derived> class DenseBase template<typename OtherDerived> explicit DenseBase(const DenseBase<OtherDerived>&); }; +} // end namespace Eigen + #endif // EIGEN_DENSEBASE_H diff --git a/extern/Eigen3/Eigen/src/Core/DenseCoeffsBase.h b/extern/Eigen3/Eigen/src/Core/DenseCoeffsBase.h index e45238fb584..72704c2d79f 100644 --- a/extern/Eigen3/Eigen/src/Core/DenseCoeffsBase.h +++ b/extern/Eigen3/Eigen/src/Core/DenseCoeffsBase.h @@ -3,28 +3,15 @@ // // Copyright (C) 2006-2010 Benoit Jacob <jacob.benoit.1@gmail.com> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_DENSECOEFFSBASE_H #define EIGEN_DENSECOEFFSBASE_H +namespace Eigen { + namespace internal { template<typename T> struct add_const_on_value_type_if_arithmetic { @@ -710,16 +697,16 @@ namespace internal { template<typename Derived, bool JustReturnZero> struct first_aligned_impl { - inline static typename Derived::Index run(const Derived&) + static inline typename Derived::Index run(const Derived&) { return 0; } }; template<typename Derived> struct first_aligned_impl<Derived, false> { - inline static typename Derived::Index run(const Derived& m) + static inline typename Derived::Index run(const Derived& m) { - return first_aligned(&m.const_cast_derived().coeffRef(0,0), m.size()); + return internal::first_aligned(&m.const_cast_derived().coeffRef(0,0), m.size()); } }; @@ -729,7 +716,7 @@ struct first_aligned_impl<Derived, false> * documentation. */ template<typename Derived> -inline static typename Derived::Index first_aligned(const Derived& m) +static inline typename Derived::Index first_aligned(const Derived& m) { return first_aligned_impl <Derived, (Derived::Flags & AlignedBit) || !(Derived::Flags & DirectAccessBit)> @@ -762,4 +749,6 @@ struct outer_stride_at_compile_time<Derived, false> } // end namespace internal +} // end namespace Eigen + #endif // EIGEN_DENSECOEFFSBASE_H diff --git a/extern/Eigen3/Eigen/src/Core/DenseStorage.h b/extern/Eigen3/Eigen/src/Core/DenseStorage.h index 813053b00dd..1fc2daf2c40 100644 --- a/extern/Eigen3/Eigen/src/Core/DenseStorage.h +++ b/extern/Eigen3/Eigen/src/Core/DenseStorage.h @@ -5,24 +5,9 @@ // Copyright (C) 2006-2009 Benoit Jacob <jacob.benoit.1@gmail.com> // Copyright (C) 2010 Hauke Heibel <hauke.heibel@gmail.com> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_MATRIXSTORAGE_H #define EIGEN_MATRIXSTORAGE_H @@ -33,6 +18,8 @@ #define EIGEN_INTERNAL_DENSE_STORAGE_CTOR_PLUGIN #endif +namespace Eigen { + namespace internal { struct constructor_without_unaligned_array_assert {}; @@ -104,8 +91,8 @@ template<typename T, int Size, int _Rows, int _Cols, int _Options> class DenseSt : m_data(internal::constructor_without_unaligned_array_assert()) {} inline DenseStorage(DenseIndex,DenseIndex,DenseIndex) {} inline void swap(DenseStorage& other) { std::swap(m_data,other.m_data); } - inline static DenseIndex rows(void) {return _Rows;} - inline static DenseIndex cols(void) {return _Cols;} + static inline DenseIndex rows(void) {return _Rows;} + static inline DenseIndex cols(void) {return _Cols;} inline void conservativeResize(DenseIndex,DenseIndex,DenseIndex) {} inline void resize(DenseIndex,DenseIndex,DenseIndex) {} inline const T *data() const { return m_data.array; } @@ -120,14 +107,24 @@ template<typename T, int _Rows, int _Cols, int _Options> class DenseStorage<T, 0 inline DenseStorage(internal::constructor_without_unaligned_array_assert) {} inline DenseStorage(DenseIndex,DenseIndex,DenseIndex) {} inline void swap(DenseStorage& ) {} - inline static DenseIndex rows(void) {return _Rows;} - inline static DenseIndex cols(void) {return _Cols;} + static inline DenseIndex rows(void) {return _Rows;} + static inline DenseIndex cols(void) {return _Cols;} inline void conservativeResize(DenseIndex,DenseIndex,DenseIndex) {} inline void resize(DenseIndex,DenseIndex,DenseIndex) {} inline const T *data() const { return 0; } inline T *data() { return 0; } }; +// more specializations for null matrices; these are necessary to resolve ambiguities +template<typename T, int _Options> class DenseStorage<T, 0, Dynamic, Dynamic, _Options> +: public DenseStorage<T, 0, 0, 0, _Options> { }; + +template<typename T, int _Rows, int _Options> class DenseStorage<T, 0, _Rows, Dynamic, _Options> +: public DenseStorage<T, 0, 0, 0, _Options> { }; + +template<typename T, int _Cols, int _Options> class DenseStorage<T, 0, Dynamic, _Cols, _Options> +: public DenseStorage<T, 0, 0, 0, _Options> { }; + // dynamic-size matrix with fixed-size storage template<typename T, int Size, int _Options> class DenseStorage<T, Size, Dynamic, Dynamic, _Options> { @@ -241,7 +238,7 @@ template<typename T, int _Rows, int _Options> class DenseStorage<T, Dynamic, _Ro { EIGEN_INTERNAL_DENSE_STORAGE_CTOR_PLUGIN } inline ~DenseStorage() { internal::conditional_aligned_delete_auto<T,(_Options&DontAlign)==0>(m_data, _Rows*m_cols); } inline void swap(DenseStorage& other) { std::swap(m_data,other.m_data); std::swap(m_cols,other.m_cols); } - inline static DenseIndex rows(void) {return _Rows;} + static inline DenseIndex rows(void) {return _Rows;} inline DenseIndex cols(void) const {return m_cols;} inline void conservativeResize(DenseIndex size, DenseIndex, DenseIndex cols) { @@ -278,7 +275,7 @@ template<typename T, int _Cols, int _Options> class DenseStorage<T, Dynamic, Dyn inline ~DenseStorage() { internal::conditional_aligned_delete_auto<T,(_Options&DontAlign)==0>(m_data, _Cols*m_rows); } inline void swap(DenseStorage& other) { std::swap(m_data,other.m_data); std::swap(m_rows,other.m_rows); } inline DenseIndex rows(void) const {return m_rows;} - inline static DenseIndex cols(void) {return _Cols;} + static inline DenseIndex cols(void) {return _Cols;} inline void conservativeResize(DenseIndex size, DenseIndex rows, DenseIndex) { m_data = internal::conditional_aligned_realloc_new_auto<T,(_Options&DontAlign)==0>(m_data, size, m_rows*_Cols); @@ -301,4 +298,6 @@ template<typename T, int _Cols, int _Options> class DenseStorage<T, Dynamic, Dyn inline T *data() { return m_data; } }; +} // end namespace Eigen + #endif // EIGEN_MATRIX_H diff --git a/extern/Eigen3/Eigen/src/Core/Diagonal.h b/extern/Eigen3/Eigen/src/Core/Diagonal.h index 61d3b063a44..16261968a0f 100644 --- a/extern/Eigen3/Eigen/src/Core/Diagonal.h +++ b/extern/Eigen3/Eigen/src/Core/Diagonal.h @@ -2,29 +2,17 @@ // for linear algebra. // // Copyright (C) 2007-2009 Benoit Jacob <jacob.benoit.1@gmail.com> +// Copyright (C) 2009-2010 Gael Guennebaud <gael.guennebaud@inria.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_DIAGONAL_H #define EIGEN_DIAGONAL_H +namespace Eigen { + /** \class Diagonal * \ingroup Core_Module * @@ -53,16 +41,15 @@ struct traits<Diagonal<MatrixType,DiagIndex> > typedef typename remove_reference<MatrixTypeNested>::type _MatrixTypeNested; typedef typename MatrixType::StorageKind StorageKind; enum { - AbsDiagIndex = DiagIndex<0 ? -DiagIndex : DiagIndex, // only used if DiagIndex != Dynamic - // FIXME these computations are broken in the case where the matrix is rectangular and DiagIndex!=0 RowsAtCompileTime = (int(DiagIndex) == Dynamic || int(MatrixType::SizeAtCompileTime) == Dynamic) ? Dynamic - : (EIGEN_SIZE_MIN_PREFER_DYNAMIC(MatrixType::RowsAtCompileTime, - MatrixType::ColsAtCompileTime) - AbsDiagIndex), + : (EIGEN_PLAIN_ENUM_MIN(MatrixType::RowsAtCompileTime - EIGEN_PLAIN_ENUM_MAX(-DiagIndex, 0), + MatrixType::ColsAtCompileTime - EIGEN_PLAIN_ENUM_MAX( DiagIndex, 0))), ColsAtCompileTime = 1, MaxRowsAtCompileTime = int(MatrixType::MaxSizeAtCompileTime) == Dynamic ? Dynamic : DiagIndex == Dynamic ? EIGEN_SIZE_MIN_PREFER_FIXED(MatrixType::MaxRowsAtCompileTime, - MatrixType::MaxColsAtCompileTime) - : (EIGEN_SIZE_MIN_PREFER_FIXED(MatrixType::MaxRowsAtCompileTime, MatrixType::MaxColsAtCompileTime) - AbsDiagIndex), + MatrixType::MaxColsAtCompileTime) + : (EIGEN_PLAIN_ENUM_MIN(MatrixType::MaxRowsAtCompileTime - EIGEN_PLAIN_ENUM_MAX(-DiagIndex, 0), + MatrixType::MaxColsAtCompileTime - EIGEN_PLAIN_ENUM_MAX( DiagIndex, 0))), MaxColsAtCompileTime = 1, MaskLvalueBit = is_lvalue<MatrixType>::value ? LvalueBit : 0, Flags = (unsigned int)_MatrixTypeNested::Flags & (HereditaryBits | LinearAccessBit | MaskLvalueBit | DirectAccessBit) & ~RowMajorBit, @@ -101,6 +88,15 @@ template<typename MatrixType, int DiagIndex> class Diagonal return 0; } + typedef typename internal::conditional< + internal::is_lvalue<MatrixType>::value, + Scalar, + const Scalar + >::type ScalarWithConstIfNotLvalue; + + inline ScalarWithConstIfNotLvalue* data() { return &(m_matrix.const_cast_derived().coeffRef(rowOffset(), colOffset())); } + inline const Scalar* data() const { return &(m_matrix.const_cast_derived().coeffRef(rowOffset(), colOffset())); } + inline Scalar& coeffRef(Index row, Index) { EIGEN_STATIC_ASSERT_LVALUE(MatrixType) @@ -133,8 +129,19 @@ template<typename MatrixType, int DiagIndex> class Diagonal return m_matrix.coeff(index+rowOffset(), index+colOffset()); } + const typename internal::remove_all<typename MatrixType::Nested>::type& + nestedExpression() const + { + return m_matrix; + } + + int index() const + { + return m_index.value(); + } + protected: - const typename MatrixType::Nested m_matrix; + typename MatrixType::Nested m_matrix; const internal::variable_if_dynamic<Index, DiagIndex> m_index; private: @@ -224,4 +231,6 @@ MatrixBase<Derived>::diagonal() const return derived(); } +} // end namespace Eigen + #endif // EIGEN_DIAGONAL_H diff --git a/extern/Eigen3/Eigen/src/Core/DiagonalMatrix.h b/extern/Eigen3/Eigen/src/Core/DiagonalMatrix.h index f41a74bfae7..88190da684d 100644 --- a/extern/Eigen3/Eigen/src/Core/DiagonalMatrix.h +++ b/extern/Eigen3/Eigen/src/Core/DiagonalMatrix.h @@ -4,28 +4,15 @@ // Copyright (C) 2009 Gael Guennebaud <gael.guennebaud@inria.fr> // Copyright (C) 2007-2009 Benoit Jacob <jacob.benoit.1@gmail.com> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_DIAGONALMATRIX_H #define EIGEN_DIAGONALMATRIX_H +namespace Eigen { + #ifndef EIGEN_PARSED_BY_DOXYGEN template<typename Derived> class DiagonalBase : public EigenBase<Derived> @@ -72,7 +59,7 @@ class DiagonalBase : public EigenBase<Derived> const DiagonalProduct<MatrixDerived, Derived, OnTheLeft> operator*(const MatrixBase<MatrixDerived> &matrix) const; - inline const DiagonalWrapper<CwiseUnaryOp<internal::scalar_inverse_op<Scalar>, const DiagonalVectorType> > + inline const DiagonalWrapper<const CwiseUnaryOp<internal::scalar_inverse_op<Scalar>, const DiagonalVectorType> > inverse() const { return diagonal().cwiseInverse(); @@ -251,13 +238,13 @@ class DiagonalWrapper #endif /** Constructor from expression of diagonal coefficients to wrap. */ - inline DiagonalWrapper(const DiagonalVectorType& diagonal) : m_diagonal(diagonal) {} + inline DiagonalWrapper(DiagonalVectorType& diagonal) : m_diagonal(diagonal) {} /** \returns a const reference to the wrapped expression of diagonal coefficients. */ const DiagonalVectorType& diagonal() const { return m_diagonal; } protected: - const typename DiagonalVectorType::Nested m_diagonal; + typename DiagonalVectorType::Nested m_diagonal; }; /** \returns a pseudo-expression of a diagonal matrix with *this as vector of diagonal coefficients @@ -303,4 +290,6 @@ bool MatrixBase<Derived>::isDiagonal(RealScalar prec) const return true; } +} // end namespace Eigen + #endif // EIGEN_DIAGONALMATRIX_H diff --git a/extern/Eigen3/Eigen/src/Core/DiagonalProduct.h b/extern/Eigen3/Eigen/src/Core/DiagonalProduct.h index de0c6ed11b7..598c6b3e19a 100644 --- a/extern/Eigen3/Eigen/src/Core/DiagonalProduct.h +++ b/extern/Eigen3/Eigen/src/Core/DiagonalProduct.h @@ -4,28 +4,15 @@ // Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr> // Copyright (C) 2007-2009 Benoit Jacob <jacob.benoit.1@gmail.com> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_DIAGONALPRODUCT_H #define EIGEN_DIAGONALPRODUCT_H +namespace Eigen { + namespace internal { template<typename MatrixType, typename DiagonalType, int ProductOrder> struct traits<DiagonalProduct<MatrixType, DiagonalType, ProductOrder> > @@ -107,8 +94,8 @@ class DiagonalProduct : internal::no_assignment_operator, m_diagonal.diagonal().template packet<DiagonalVectorPacketLoadMode>(id)); } - const typename MatrixType::Nested m_matrix; - const typename DiagonalType::Nested m_diagonal; + typename MatrixType::Nested m_matrix; + typename DiagonalType::Nested m_diagonal; }; /** \returns the diagonal matrix product of \c *this by the diagonal matrix \a diagonal. @@ -131,5 +118,6 @@ DiagonalBase<DiagonalDerived>::operator*(const MatrixBase<MatrixDerived> &matrix return DiagonalProduct<MatrixDerived, DiagonalDerived, OnTheLeft>(matrix.derived(), derived()); } +} // end namespace Eigen #endif // EIGEN_DIAGONALPRODUCT_H diff --git a/extern/Eigen3/Eigen/src/Core/Dot.h b/extern/Eigen3/Eigen/src/Core/Dot.h index 42da7849896..ae9274e36dd 100644 --- a/extern/Eigen3/Eigen/src/Core/Dot.h +++ b/extern/Eigen3/Eigen/src/Core/Dot.h @@ -3,28 +3,15 @@ // // Copyright (C) 2006-2008, 2010 Benoit Jacob <jacob.benoit.1@gmail.com> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_DOT_H #define EIGEN_DOT_H +namespace Eigen { + namespace internal { // helper function for dot(). The problem is that if we put that in the body of dot(), then upon calling dot @@ -176,7 +163,7 @@ template<typename Derived, int p> struct lpNorm_selector { typedef typename NumTraits<typename traits<Derived>::Scalar>::Real RealScalar; - inline static RealScalar run(const MatrixBase<Derived>& m) + static inline RealScalar run(const MatrixBase<Derived>& m) { return pow(m.cwiseAbs().array().pow(p).sum(), RealScalar(1)/p); } @@ -185,7 +172,7 @@ struct lpNorm_selector template<typename Derived> struct lpNorm_selector<Derived, 1> { - inline static typename NumTraits<typename traits<Derived>::Scalar>::Real run(const MatrixBase<Derived>& m) + static inline typename NumTraits<typename traits<Derived>::Scalar>::Real run(const MatrixBase<Derived>& m) { return m.cwiseAbs().sum(); } @@ -194,7 +181,7 @@ struct lpNorm_selector<Derived, 1> template<typename Derived> struct lpNorm_selector<Derived, 2> { - inline static typename NumTraits<typename traits<Derived>::Scalar>::Real run(const MatrixBase<Derived>& m) + static inline typename NumTraits<typename traits<Derived>::Scalar>::Real run(const MatrixBase<Derived>& m) { return m.norm(); } @@ -203,7 +190,7 @@ struct lpNorm_selector<Derived, 2> template<typename Derived> struct lpNorm_selector<Derived, Infinity> { - inline static typename NumTraits<typename traits<Derived>::Scalar>::Real run(const MatrixBase<Derived>& m) + static inline typename NumTraits<typename traits<Derived>::Scalar>::Real run(const MatrixBase<Derived>& m) { return m.cwiseAbs().maxCoeff(); } @@ -269,4 +256,6 @@ bool MatrixBase<Derived>::isUnitary(RealScalar prec) const return true; } +} // end namespace Eigen + #endif // EIGEN_DOT_H diff --git a/extern/Eigen3/Eigen/src/Core/EigenBase.h b/extern/Eigen3/Eigen/src/Core/EigenBase.h index 0472539af33..0bbd28bec21 100644 --- a/extern/Eigen3/Eigen/src/Core/EigenBase.h +++ b/extern/Eigen3/Eigen/src/Core/EigenBase.h @@ -4,28 +4,14 @@ // Copyright (C) 2009 Benoit Jacob <jacob.benoit.1@gmail.com> // Copyright (C) 2009 Gael Guennebaud <gael.guennebaud@inria.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_EIGENBASE_H #define EIGEN_EIGENBASE_H +namespace Eigen { /** Common base class for all classes T such that MatrixBase has an operator=(T) and a constructor MatrixBase(T). * @@ -169,4 +155,6 @@ inline void MatrixBase<Derived>::applyOnTheLeft(const EigenBase<OtherDerived> &o other.derived().applyThisOnTheLeft(derived()); } +} // end namespace Eigen + #endif // EIGEN_EIGENBASE_H diff --git a/extern/Eigen3/Eigen/src/Core/Flagged.h b/extern/Eigen3/Eigen/src/Core/Flagged.h index 458213ab553..1f2955fc1de 100644 --- a/extern/Eigen3/Eigen/src/Core/Flagged.h +++ b/extern/Eigen3/Eigen/src/Core/Flagged.h @@ -3,28 +3,15 @@ // // Copyright (C) 2008 Benoit Jacob <jacob.benoit.1@gmail.com> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_FLAGGED_H #define EIGEN_FLAGGED_H +namespace Eigen { + /** \class Flagged * \ingroup Core_Module * @@ -148,4 +135,6 @@ DenseBase<Derived>::flagged() const return derived(); } +} // end namespace Eigen + #endif // EIGEN_FLAGGED_H diff --git a/extern/Eigen3/Eigen/src/Core/ForceAlignedAccess.h b/extern/Eigen3/Eigen/src/Core/ForceAlignedAccess.h index 11c1f8f709a..807c7a29346 100644 --- a/extern/Eigen3/Eigen/src/Core/ForceAlignedAccess.h +++ b/extern/Eigen3/Eigen/src/Core/ForceAlignedAccess.h @@ -3,28 +3,15 @@ // // Copyright (C) 2009-2010 Gael Guennebaud <gael.guennebaud@inria.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_FORCEALIGNEDACCESS_H #define EIGEN_FORCEALIGNEDACCESS_H +namespace Eigen { + /** \class ForceAlignedAccess * \ingroup Core_Module * @@ -154,4 +141,6 @@ MatrixBase<Derived>::forceAlignedAccessIf() return derived(); } +} // end namespace Eigen + #endif // EIGEN_FORCEALIGNEDACCESS_H diff --git a/extern/Eigen3/Eigen/src/Core/Functors.h b/extern/Eigen3/Eigen/src/Core/Functors.h index 54636e0d459..278c46c6b61 100644 --- a/extern/Eigen3/Eigen/src/Core/Functors.h +++ b/extern/Eigen3/Eigen/src/Core/Functors.h @@ -3,28 +3,15 @@ // // Copyright (C) 2008-2010 Gael Guennebaud <gael.guennebaud@inria.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_FUNCTORS_H #define EIGEN_FUNCTORS_H +namespace Eigen { + namespace internal { // associative functors: @@ -178,6 +165,18 @@ struct functor_traits<scalar_hypot_op<Scalar> > { enum { Cost = 5 * NumTraits<Scalar>::MulCost, PacketAccess=0 }; }; +/** \internal + * \brief Template functor to compute the pow of two scalars + */ +template<typename Scalar, typename OtherScalar> struct scalar_binary_pow_op { + EIGEN_EMPTY_STRUCT_CTOR(scalar_binary_pow_op) + inline Scalar operator() (const Scalar& a, const OtherScalar& b) const { return internal::pow(a, b); } +}; +template<typename Scalar, typename OtherScalar> +struct functor_traits<scalar_binary_pow_op<Scalar,OtherScalar> > { + enum { Cost = 5 * NumTraits<Scalar>::MulCost, PacketAccess = false }; +}; + // other binary functors: /** \internal @@ -220,6 +219,38 @@ struct functor_traits<scalar_quotient_op<Scalar> > { }; }; +/** \internal + * \brief Template functor to compute the and of two booleans + * + * \sa class CwiseBinaryOp, ArrayBase::operator&& + */ +struct scalar_boolean_and_op { + EIGEN_EMPTY_STRUCT_CTOR(scalar_boolean_and_op) + EIGEN_STRONG_INLINE bool operator() (const bool& a, const bool& b) const { return a && b; } +}; +template<> struct functor_traits<scalar_boolean_and_op> { + enum { + Cost = NumTraits<bool>::AddCost, + PacketAccess = false + }; +}; + +/** \internal + * \brief Template functor to compute the or of two booleans + * + * \sa class CwiseBinaryOp, ArrayBase::operator|| + */ +struct scalar_boolean_or_op { + EIGEN_EMPTY_STRUCT_CTOR(scalar_boolean_or_op) + EIGEN_STRONG_INLINE bool operator() (const bool& a, const bool& b) const { return a || b; } +}; +template<> struct functor_traits<scalar_boolean_or_op> { + enum { + Cost = NumTraits<bool>::AddCost, + PacketAccess = false + }; +}; + // unary functors: /** \internal @@ -249,7 +280,7 @@ struct functor_traits<scalar_opposite_op<Scalar> > template<typename Scalar> struct scalar_abs_op { EIGEN_EMPTY_STRUCT_CTOR(scalar_abs_op) typedef typename NumTraits<Scalar>::Real result_type; - EIGEN_STRONG_INLINE const result_type operator() (const Scalar& a) const { return abs(a); } + EIGEN_STRONG_INLINE const result_type operator() (const Scalar& a) const { return internal::abs(a); } template<typename Packet> EIGEN_STRONG_INLINE const Packet packetOp(const Packet& a) const { return internal::pabs(a); } @@ -271,7 +302,7 @@ struct functor_traits<scalar_abs_op<Scalar> > template<typename Scalar> struct scalar_abs2_op { EIGEN_EMPTY_STRUCT_CTOR(scalar_abs2_op) typedef typename NumTraits<Scalar>::Real result_type; - EIGEN_STRONG_INLINE const result_type operator() (const Scalar& a) const { return abs2(a); } + EIGEN_STRONG_INLINE const result_type operator() (const Scalar& a) const { return internal::abs2(a); } template<typename Packet> EIGEN_STRONG_INLINE const Packet packetOp(const Packet& a) const { return internal::pmul(a,a); } @@ -287,7 +318,7 @@ struct functor_traits<scalar_abs2_op<Scalar> > */ template<typename Scalar> struct scalar_conjugate_op { EIGEN_EMPTY_STRUCT_CTOR(scalar_conjugate_op) - EIGEN_STRONG_INLINE const Scalar operator() (const Scalar& a) const { return conj(a); } + EIGEN_STRONG_INLINE const Scalar operator() (const Scalar& a) const { return internal::conj(a); } template<typename Packet> EIGEN_STRONG_INLINE const Packet packetOp(const Packet& a) const { return internal::pconj(a); } }; @@ -324,7 +355,7 @@ template<typename Scalar> struct scalar_real_op { EIGEN_EMPTY_STRUCT_CTOR(scalar_real_op) typedef typename NumTraits<Scalar>::Real result_type; - EIGEN_STRONG_INLINE result_type operator() (const Scalar& a) const { return real(a); } + EIGEN_STRONG_INLINE result_type operator() (const Scalar& a) const { return internal::real(a); } }; template<typename Scalar> struct functor_traits<scalar_real_op<Scalar> > @@ -339,7 +370,7 @@ template<typename Scalar> struct scalar_imag_op { EIGEN_EMPTY_STRUCT_CTOR(scalar_imag_op) typedef typename NumTraits<Scalar>::Real result_type; - EIGEN_STRONG_INLINE result_type operator() (const Scalar& a) const { return imag(a); } + EIGEN_STRONG_INLINE result_type operator() (const Scalar& a) const { return internal::imag(a); } }; template<typename Scalar> struct functor_traits<scalar_imag_op<Scalar> > @@ -354,7 +385,7 @@ template<typename Scalar> struct scalar_real_ref_op { EIGEN_EMPTY_STRUCT_CTOR(scalar_real_ref_op) typedef typename NumTraits<Scalar>::Real result_type; - EIGEN_STRONG_INLINE result_type& operator() (const Scalar& a) const { return real_ref(*const_cast<Scalar*>(&a)); } + EIGEN_STRONG_INLINE result_type& operator() (const Scalar& a) const { return internal::real_ref(*const_cast<Scalar*>(&a)); } }; template<typename Scalar> struct functor_traits<scalar_real_ref_op<Scalar> > @@ -369,7 +400,7 @@ template<typename Scalar> struct scalar_imag_ref_op { EIGEN_EMPTY_STRUCT_CTOR(scalar_imag_ref_op) typedef typename NumTraits<Scalar>::Real result_type; - EIGEN_STRONG_INLINE result_type& operator() (const Scalar& a) const { return imag_ref(*const_cast<Scalar*>(&a)); } + EIGEN_STRONG_INLINE result_type& operator() (const Scalar& a) const { return internal::imag_ref(*const_cast<Scalar*>(&a)); } }; template<typename Scalar> struct functor_traits<scalar_imag_ref_op<Scalar> > @@ -383,7 +414,7 @@ struct functor_traits<scalar_imag_ref_op<Scalar> > */ template<typename Scalar> struct scalar_exp_op { EIGEN_EMPTY_STRUCT_CTOR(scalar_exp_op) - inline const Scalar operator() (const Scalar& a) const { return exp(a); } + inline const Scalar operator() (const Scalar& a) const { return internal::exp(a); } typedef typename packet_traits<Scalar>::type Packet; inline Packet packetOp(const Packet& a) const { return internal::pexp(a); } }; @@ -399,7 +430,7 @@ struct functor_traits<scalar_exp_op<Scalar> > */ template<typename Scalar> struct scalar_log_op { EIGEN_EMPTY_STRUCT_CTOR(scalar_log_op) - inline const Scalar operator() (const Scalar& a) const { return log(a); } + inline const Scalar operator() (const Scalar& a) const { return internal::log(a); } typedef typename packet_traits<Scalar>::type Packet; inline Packet packetOp(const Packet& a) const { return internal::plog(a); } }; @@ -584,7 +615,7 @@ template <typename Scalar, bool RandomAccess> struct functor_traits< linspaced_o template <typename Scalar, bool RandomAccess> struct linspaced_op { typedef typename packet_traits<Scalar>::type Packet; - linspaced_op(Scalar low, Scalar high, int num_steps) : impl(low, (high-low)/(num_steps-1)) {} + linspaced_op(Scalar low, Scalar high, int num_steps) : impl((num_steps==1 ? high : low), (num_steps==1 ? Scalar() : (high-low)/(num_steps-1))) {} template<typename Index> EIGEN_STRONG_INLINE const Scalar operator() (Index i) const { return impl(i); } @@ -657,7 +688,7 @@ struct functor_traits<scalar_add_op<Scalar> > */ template<typename Scalar> struct scalar_sqrt_op { EIGEN_EMPTY_STRUCT_CTOR(scalar_sqrt_op) - inline const Scalar operator() (const Scalar& a) const { return sqrt(a); } + inline const Scalar operator() (const Scalar& a) const { return internal::sqrt(a); } typedef typename packet_traits<Scalar>::type Packet; inline Packet packetOp(const Packet& a) const { return internal::psqrt(a); } }; @@ -675,7 +706,7 @@ struct functor_traits<scalar_sqrt_op<Scalar> > */ template<typename Scalar> struct scalar_cos_op { EIGEN_EMPTY_STRUCT_CTOR(scalar_cos_op) - inline Scalar operator() (const Scalar& a) const { return cos(a); } + inline Scalar operator() (const Scalar& a) const { return internal::cos(a); } typedef typename packet_traits<Scalar>::type Packet; inline Packet packetOp(const Packet& a) const { return internal::pcos(a); } }; @@ -694,7 +725,7 @@ struct functor_traits<scalar_cos_op<Scalar> > */ template<typename Scalar> struct scalar_sin_op { EIGEN_EMPTY_STRUCT_CTOR(scalar_sin_op) - inline const Scalar operator() (const Scalar& a) const { return sin(a); } + inline const Scalar operator() (const Scalar& a) const { return internal::sin(a); } typedef typename packet_traits<Scalar>::type Packet; inline Packet packetOp(const Packet& a) const { return internal::psin(a); } }; @@ -714,7 +745,7 @@ struct functor_traits<scalar_sin_op<Scalar> > */ template<typename Scalar> struct scalar_tan_op { EIGEN_EMPTY_STRUCT_CTOR(scalar_tan_op) - inline const Scalar operator() (const Scalar& a) const { return tan(a); } + inline const Scalar operator() (const Scalar& a) const { return internal::tan(a); } typedef typename packet_traits<Scalar>::type Packet; inline Packet packetOp(const Packet& a) const { return internal::ptan(a); } }; @@ -733,7 +764,7 @@ struct functor_traits<scalar_tan_op<Scalar> > */ template<typename Scalar> struct scalar_acos_op { EIGEN_EMPTY_STRUCT_CTOR(scalar_acos_op) - inline const Scalar operator() (const Scalar& a) const { return acos(a); } + inline const Scalar operator() (const Scalar& a) const { return internal::acos(a); } typedef typename packet_traits<Scalar>::type Packet; inline Packet packetOp(const Packet& a) const { return internal::pacos(a); } }; @@ -752,7 +783,7 @@ struct functor_traits<scalar_acos_op<Scalar> > */ template<typename Scalar> struct scalar_asin_op { EIGEN_EMPTY_STRUCT_CTOR(scalar_asin_op) - inline const Scalar operator() (const Scalar& a) const { return asin(a); } + inline const Scalar operator() (const Scalar& a) const { return internal::asin(a); } typedef typename packet_traits<Scalar>::type Packet; inline Packet packetOp(const Packet& a) const { return internal::pasin(a); } }; @@ -782,6 +813,20 @@ struct functor_traits<scalar_pow_op<Scalar> > { enum { Cost = 5 * NumTraits<Scalar>::MulCost, PacketAccess = false }; }; /** \internal + * \brief Template functor to compute the quotient between a scalar and array entries. + * \sa class CwiseUnaryOp, Cwise::inverse() + */ +template<typename Scalar> +struct scalar_inverse_mult_op { + scalar_inverse_mult_op(const Scalar& other) : m_other(other) {} + inline Scalar operator() (const Scalar& a) const { return m_other / a; } + template<typename Packet> + inline const Packet packetOp(const Packet& a) const + { return internal::pdiv(pset1<Packet>(m_other),a); } + Scalar m_other; +}; + +/** \internal * \brief Template functor to compute the inverse of a scalar * \sa class CwiseUnaryOp, Cwise::inverse() */ @@ -939,4 +984,6 @@ struct functor_traits<std::binary_compose<T0,T1,T2> > } // end namespace internal +} // end namespace Eigen + #endif // EIGEN_FUNCTORS_H diff --git a/extern/Eigen3/Eigen/src/Core/Fuzzy.h b/extern/Eigen3/Eigen/src/Core/Fuzzy.h index d266eed0ac6..d74edcfdb9d 100644 --- a/extern/Eigen3/Eigen/src/Core/Fuzzy.h +++ b/extern/Eigen3/Eigen/src/Core/Fuzzy.h @@ -4,28 +4,15 @@ // Copyright (C) 2006-2008 Benoit Jacob <jacob.benoit.1@gmail.com> // Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_FUZZY_H #define EIGEN_FUZZY_H +namespace Eigen { + namespace internal { @@ -35,8 +22,8 @@ struct isApprox_selector static bool run(const Derived& x, const OtherDerived& y, typename Derived::RealScalar prec) { using std::min; - const typename internal::nested<Derived,2>::type nested(x); - const typename internal::nested<OtherDerived,2>::type otherNested(y); + typename internal::nested<Derived,2>::type nested(x); + typename internal::nested<OtherDerived,2>::type otherNested(y); return (nested - otherNested).cwiseAbs2().sum() <= prec * prec * (min)(nested.cwiseAbs2().sum(), otherNested.cwiseAbs2().sum()); } }; @@ -158,4 +145,6 @@ bool DenseBase<Derived>::isMuchSmallerThan( return internal::isMuchSmallerThan_object_selector<Derived, OtherDerived>::run(derived(), other.derived(), prec); } +} // end namespace Eigen + #endif // EIGEN_FUZZY_H diff --git a/extern/Eigen3/Eigen/src/Core/GeneralProduct.h b/extern/Eigen3/Eigen/src/Core/GeneralProduct.h new file mode 100644 index 00000000000..bfc2a67b12f --- /dev/null +++ b/extern/Eigen3/Eigen/src/Core/GeneralProduct.h @@ -0,0 +1,613 @@ +// This file is part of Eigen, a lightweight C++ template library +// for linear algebra. +// +// Copyright (C) 2006-2008 Benoit Jacob <jacob.benoit.1@gmail.com> +// Copyright (C) 2008-2011 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_GENERAL_PRODUCT_H +#define EIGEN_GENERAL_PRODUCT_H + +namespace Eigen { + +/** \class GeneralProduct + * \ingroup Core_Module + * + * \brief Expression of the product of two general matrices or vectors + * + * \param LhsNested the type used to store the left-hand side + * \param RhsNested the type used to store the right-hand side + * \param ProductMode the type of the product + * + * This class represents an expression of the product of two general matrices. + * We call a general matrix, a dense matrix with full storage. For instance, + * This excludes triangular, selfadjoint, and sparse matrices. + * It is the return type of the operator* between general matrices. Its template + * arguments are determined automatically by ProductReturnType. Therefore, + * GeneralProduct should never be used direclty. To determine the result type of a + * function which involves a matrix product, use ProductReturnType::Type. + * + * \sa ProductReturnType, MatrixBase::operator*(const MatrixBase<OtherDerived>&) + */ +template<typename Lhs, typename Rhs, int ProductType = internal::product_type<Lhs,Rhs>::value> +class GeneralProduct; + +enum { + Large = 2, + Small = 3 +}; + +namespace internal { + +template<int Rows, int Cols, int Depth> struct product_type_selector; + +template<int Size, int MaxSize> struct product_size_category +{ + enum { is_large = MaxSize == Dynamic || + Size >= EIGEN_CACHEFRIENDLY_PRODUCT_THRESHOLD, + value = is_large ? Large + : Size == 1 ? 1 + : Small + }; +}; + +template<typename Lhs, typename Rhs> struct product_type +{ + typedef typename remove_all<Lhs>::type _Lhs; + typedef typename remove_all<Rhs>::type _Rhs; + enum { + MaxRows = _Lhs::MaxRowsAtCompileTime, + Rows = _Lhs::RowsAtCompileTime, + MaxCols = _Rhs::MaxColsAtCompileTime, + Cols = _Rhs::ColsAtCompileTime, + MaxDepth = EIGEN_SIZE_MIN_PREFER_FIXED(_Lhs::MaxColsAtCompileTime, + _Rhs::MaxRowsAtCompileTime), + Depth = EIGEN_SIZE_MIN_PREFER_FIXED(_Lhs::ColsAtCompileTime, + _Rhs::RowsAtCompileTime), + LargeThreshold = EIGEN_CACHEFRIENDLY_PRODUCT_THRESHOLD + }; + + // the splitting into different lines of code here, introducing the _select enums and the typedef below, + // is to work around an internal compiler error with gcc 4.1 and 4.2. +private: + enum { + rows_select = product_size_category<Rows,MaxRows>::value, + cols_select = product_size_category<Cols,MaxCols>::value, + depth_select = product_size_category<Depth,MaxDepth>::value + }; + typedef product_type_selector<rows_select, cols_select, depth_select> selector; + +public: + enum { + value = selector::ret + }; +#ifdef EIGEN_DEBUG_PRODUCT + static void debug() + { + EIGEN_DEBUG_VAR(Rows); + EIGEN_DEBUG_VAR(Cols); + EIGEN_DEBUG_VAR(Depth); + EIGEN_DEBUG_VAR(rows_select); + EIGEN_DEBUG_VAR(cols_select); + EIGEN_DEBUG_VAR(depth_select); + EIGEN_DEBUG_VAR(value); + } +#endif +}; + + +/* The following allows to select the kind of product at compile time + * based on the three dimensions of the product. + * This is a compile time mapping from {1,Small,Large}^3 -> {product types} */ +// FIXME I'm not sure the current mapping is the ideal one. +template<int M, int N> struct product_type_selector<M,N,1> { enum { ret = OuterProduct }; }; +template<int Depth> struct product_type_selector<1, 1, Depth> { enum { ret = InnerProduct }; }; +template<> struct product_type_selector<1, 1, 1> { enum { ret = InnerProduct }; }; +template<> struct product_type_selector<Small,1, Small> { enum { ret = CoeffBasedProductMode }; }; +template<> struct product_type_selector<1, Small,Small> { enum { ret = CoeffBasedProductMode }; }; +template<> struct product_type_selector<Small,Small,Small> { enum { ret = CoeffBasedProductMode }; }; +template<> struct product_type_selector<Small, Small, 1> { enum { ret = LazyCoeffBasedProductMode }; }; +template<> struct product_type_selector<Small, Large, 1> { enum { ret = LazyCoeffBasedProductMode }; }; +template<> struct product_type_selector<Large, Small, 1> { enum { ret = LazyCoeffBasedProductMode }; }; +template<> struct product_type_selector<1, Large,Small> { enum { ret = CoeffBasedProductMode }; }; +template<> struct product_type_selector<1, Large,Large> { enum { ret = GemvProduct }; }; +template<> struct product_type_selector<1, Small,Large> { enum { ret = CoeffBasedProductMode }; }; +template<> struct product_type_selector<Large,1, Small> { enum { ret = CoeffBasedProductMode }; }; +template<> struct product_type_selector<Large,1, Large> { enum { ret = GemvProduct }; }; +template<> struct product_type_selector<Small,1, Large> { enum { ret = CoeffBasedProductMode }; }; +template<> struct product_type_selector<Small,Small,Large> { enum { ret = GemmProduct }; }; +template<> struct product_type_selector<Large,Small,Large> { enum { ret = GemmProduct }; }; +template<> struct product_type_selector<Small,Large,Large> { enum { ret = GemmProduct }; }; +template<> struct product_type_selector<Large,Large,Large> { enum { ret = GemmProduct }; }; +template<> struct product_type_selector<Large,Small,Small> { enum { ret = GemmProduct }; }; +template<> struct product_type_selector<Small,Large,Small> { enum { ret = GemmProduct }; }; +template<> struct product_type_selector<Large,Large,Small> { enum { ret = GemmProduct }; }; + +} // end namespace internal + +/** \class ProductReturnType + * \ingroup Core_Module + * + * \brief Helper class to get the correct and optimized returned type of operator* + * + * \param Lhs the type of the left-hand side + * \param Rhs the type of the right-hand side + * \param ProductMode the type of the product (determined automatically by internal::product_mode) + * + * This class defines the typename Type representing the optimized product expression + * between two matrix expressions. In practice, using ProductReturnType<Lhs,Rhs>::Type + * is the recommended way to define the result type of a function returning an expression + * which involve a matrix product. The class Product should never be + * used directly. + * + * \sa class Product, MatrixBase::operator*(const MatrixBase<OtherDerived>&) + */ +template<typename Lhs, typename Rhs, int ProductType> +struct ProductReturnType +{ + // TODO use the nested type to reduce instanciations ???? +// typedef typename internal::nested<Lhs,Rhs::ColsAtCompileTime>::type LhsNested; +// typedef typename internal::nested<Rhs,Lhs::RowsAtCompileTime>::type RhsNested; + + typedef GeneralProduct<Lhs/*Nested*/, Rhs/*Nested*/, ProductType> Type; +}; + +template<typename Lhs, typename Rhs> +struct ProductReturnType<Lhs,Rhs,CoeffBasedProductMode> +{ + typedef typename internal::nested<Lhs, Rhs::ColsAtCompileTime, typename internal::plain_matrix_type<Lhs>::type >::type LhsNested; + typedef typename internal::nested<Rhs, Lhs::RowsAtCompileTime, typename internal::plain_matrix_type<Rhs>::type >::type RhsNested; + typedef CoeffBasedProduct<LhsNested, RhsNested, EvalBeforeAssigningBit | EvalBeforeNestingBit> Type; +}; + +template<typename Lhs, typename Rhs> +struct ProductReturnType<Lhs,Rhs,LazyCoeffBasedProductMode> +{ + typedef typename internal::nested<Lhs, Rhs::ColsAtCompileTime, typename internal::plain_matrix_type<Lhs>::type >::type LhsNested; + typedef typename internal::nested<Rhs, Lhs::RowsAtCompileTime, typename internal::plain_matrix_type<Rhs>::type >::type RhsNested; + typedef CoeffBasedProduct<LhsNested, RhsNested, NestByRefBit> Type; +}; + +// this is a workaround for sun CC +template<typename Lhs, typename Rhs> +struct LazyProductReturnType : public ProductReturnType<Lhs,Rhs,LazyCoeffBasedProductMode> +{}; + +/*********************************************************************** +* Implementation of Inner Vector Vector Product +***********************************************************************/ + +// FIXME : maybe the "inner product" could return a Scalar +// instead of a 1x1 matrix ?? +// Pro: more natural for the user +// Cons: this could be a problem if in a meta unrolled algorithm a matrix-matrix +// product ends up to a row-vector times col-vector product... To tackle this use +// case, we could have a specialization for Block<MatrixType,1,1> with: operator=(Scalar x); + +namespace internal { + +template<typename Lhs, typename Rhs> +struct traits<GeneralProduct<Lhs,Rhs,InnerProduct> > + : traits<Matrix<typename scalar_product_traits<typename Lhs::Scalar, typename Rhs::Scalar>::ReturnType,1,1> > +{}; + +} + +template<typename Lhs, typename Rhs> +class GeneralProduct<Lhs, Rhs, InnerProduct> + : internal::no_assignment_operator, + public Matrix<typename internal::scalar_product_traits<typename Lhs::Scalar, typename Rhs::Scalar>::ReturnType,1,1> +{ + typedef Matrix<typename internal::scalar_product_traits<typename Lhs::Scalar, typename Rhs::Scalar>::ReturnType,1,1> Base; + public: + GeneralProduct(const Lhs& lhs, const Rhs& rhs) + { + EIGEN_STATIC_ASSERT((internal::is_same<typename Lhs::RealScalar, typename Rhs::RealScalar>::value), + YOU_MIXED_DIFFERENT_NUMERIC_TYPES__YOU_NEED_TO_USE_THE_CAST_METHOD_OF_MATRIXBASE_TO_CAST_NUMERIC_TYPES_EXPLICITLY) + + Base::coeffRef(0,0) = (lhs.transpose().cwiseProduct(rhs)).sum(); + } + + /** Convertion to scalar */ + operator const typename Base::Scalar() const { + return Base::coeff(0,0); + } +}; + +/*********************************************************************** +* Implementation of Outer Vector Vector Product +***********************************************************************/ + +namespace internal { +template<int StorageOrder> struct outer_product_selector; + +template<typename Lhs, typename Rhs> +struct traits<GeneralProduct<Lhs,Rhs,OuterProduct> > + : traits<ProductBase<GeneralProduct<Lhs,Rhs,OuterProduct>, Lhs, Rhs> > +{}; + +} + +template<typename Lhs, typename Rhs> +class GeneralProduct<Lhs, Rhs, OuterProduct> + : public ProductBase<GeneralProduct<Lhs,Rhs,OuterProduct>, Lhs, Rhs> +{ + public: + EIGEN_PRODUCT_PUBLIC_INTERFACE(GeneralProduct) + + GeneralProduct(const Lhs& lhs, const Rhs& rhs) : Base(lhs,rhs) + { + EIGEN_STATIC_ASSERT((internal::is_same<typename Lhs::RealScalar, typename Rhs::RealScalar>::value), + YOU_MIXED_DIFFERENT_NUMERIC_TYPES__YOU_NEED_TO_USE_THE_CAST_METHOD_OF_MATRIXBASE_TO_CAST_NUMERIC_TYPES_EXPLICITLY) + } + + template<typename Dest> void scaleAndAddTo(Dest& dest, Scalar alpha) const + { + internal::outer_product_selector<(int(Dest::Flags)&RowMajorBit) ? RowMajor : ColMajor>::run(*this, dest, alpha); + } +}; + +namespace internal { + +template<> struct outer_product_selector<ColMajor> { + template<typename ProductType, typename Dest> + static EIGEN_DONT_INLINE void run(const ProductType& prod, Dest& dest, typename ProductType::Scalar alpha) { + typedef typename Dest::Index Index; + // FIXME make sure lhs is sequentially stored + // FIXME not very good if rhs is real and lhs complex while alpha is real too + const Index cols = dest.cols(); + for (Index j=0; j<cols; ++j) + dest.col(j) += (alpha * prod.rhs().coeff(j)) * prod.lhs(); + } +}; + +template<> struct outer_product_selector<RowMajor> { + template<typename ProductType, typename Dest> + static EIGEN_DONT_INLINE void run(const ProductType& prod, Dest& dest, typename ProductType::Scalar alpha) { + typedef typename Dest::Index Index; + // FIXME make sure rhs is sequentially stored + // FIXME not very good if lhs is real and rhs complex while alpha is real too + const Index rows = dest.rows(); + for (Index i=0; i<rows; ++i) + dest.row(i) += (alpha * prod.lhs().coeff(i)) * prod.rhs(); + } +}; + +} // end namespace internal + +/*********************************************************************** +* Implementation of General Matrix Vector Product +***********************************************************************/ + +/* According to the shape/flags of the matrix we have to distinghish 3 different cases: + * 1 - the matrix is col-major, BLAS compatible and M is large => call fast BLAS-like colmajor routine + * 2 - the matrix is row-major, BLAS compatible and N is large => call fast BLAS-like rowmajor routine + * 3 - all other cases are handled using a simple loop along the outer-storage direction. + * Therefore we need a lower level meta selector. + * Furthermore, if the matrix is the rhs, then the product has to be transposed. + */ +namespace internal { + +template<typename Lhs, typename Rhs> +struct traits<GeneralProduct<Lhs,Rhs,GemvProduct> > + : traits<ProductBase<GeneralProduct<Lhs,Rhs,GemvProduct>, Lhs, Rhs> > +{}; + +template<int Side, int StorageOrder, bool BlasCompatible> +struct gemv_selector; + +} // end namespace internal + +template<typename Lhs, typename Rhs> +class GeneralProduct<Lhs, Rhs, GemvProduct> + : public ProductBase<GeneralProduct<Lhs,Rhs,GemvProduct>, Lhs, Rhs> +{ + public: + EIGEN_PRODUCT_PUBLIC_INTERFACE(GeneralProduct) + + typedef typename Lhs::Scalar LhsScalar; + typedef typename Rhs::Scalar RhsScalar; + + GeneralProduct(const Lhs& lhs, const Rhs& rhs) : Base(lhs,rhs) + { +// EIGEN_STATIC_ASSERT((internal::is_same<typename Lhs::Scalar, typename Rhs::Scalar>::value), +// YOU_MIXED_DIFFERENT_NUMERIC_TYPES__YOU_NEED_TO_USE_THE_CAST_METHOD_OF_MATRIXBASE_TO_CAST_NUMERIC_TYPES_EXPLICITLY) + } + + enum { Side = Lhs::IsVectorAtCompileTime ? OnTheLeft : OnTheRight }; + typedef typename internal::conditional<int(Side)==OnTheRight,_LhsNested,_RhsNested>::type MatrixType; + + template<typename Dest> void scaleAndAddTo(Dest& dst, Scalar alpha) const + { + eigen_assert(m_lhs.rows() == dst.rows() && m_rhs.cols() == dst.cols()); + internal::gemv_selector<Side,(int(MatrixType::Flags)&RowMajorBit) ? RowMajor : ColMajor, + bool(internal::blas_traits<MatrixType>::HasUsableDirectAccess)>::run(*this, dst, alpha); + } +}; + +namespace internal { + +// The vector is on the left => transposition +template<int StorageOrder, bool BlasCompatible> +struct gemv_selector<OnTheLeft,StorageOrder,BlasCompatible> +{ + template<typename ProductType, typename Dest> + static void run(const ProductType& prod, Dest& dest, typename ProductType::Scalar alpha) + { + Transpose<Dest> destT(dest); + enum { OtherStorageOrder = StorageOrder == RowMajor ? ColMajor : RowMajor }; + gemv_selector<OnTheRight,OtherStorageOrder,BlasCompatible> + ::run(GeneralProduct<Transpose<const typename ProductType::_RhsNested>,Transpose<const typename ProductType::_LhsNested>, GemvProduct> + (prod.rhs().transpose(), prod.lhs().transpose()), destT, alpha); + } +}; + +template<typename Scalar,int Size,int MaxSize,bool Cond> struct gemv_static_vector_if; + +template<typename Scalar,int Size,int MaxSize> +struct gemv_static_vector_if<Scalar,Size,MaxSize,false> +{ + EIGEN_STRONG_INLINE Scalar* data() { eigen_internal_assert(false && "should never be called"); return 0; } +}; + +template<typename Scalar,int Size> +struct gemv_static_vector_if<Scalar,Size,Dynamic,true> +{ + EIGEN_STRONG_INLINE Scalar* data() { return 0; } +}; + +template<typename Scalar,int Size,int MaxSize> +struct gemv_static_vector_if<Scalar,Size,MaxSize,true> +{ + #if EIGEN_ALIGN_STATICALLY + internal::plain_array<Scalar,EIGEN_SIZE_MIN_PREFER_FIXED(Size,MaxSize),0> m_data; + EIGEN_STRONG_INLINE Scalar* data() { return m_data.array; } + #else + // Some architectures cannot align on the stack, + // => let's manually enforce alignment by allocating more data and return the address of the first aligned element. + enum { + ForceAlignment = internal::packet_traits<Scalar>::Vectorizable, + PacketSize = internal::packet_traits<Scalar>::size + }; + internal::plain_array<Scalar,EIGEN_SIZE_MIN_PREFER_FIXED(Size,MaxSize)+(ForceAlignment?PacketSize:0),0> m_data; + EIGEN_STRONG_INLINE Scalar* data() { + return ForceAlignment + ? reinterpret_cast<Scalar*>((reinterpret_cast<size_t>(m_data.array) & ~(size_t(15))) + 16) + : m_data.array; + } + #endif +}; + +template<> struct gemv_selector<OnTheRight,ColMajor,true> +{ + template<typename ProductType, typename Dest> + static inline void run(const ProductType& prod, Dest& dest, typename ProductType::Scalar alpha) + { + typedef typename ProductType::Index Index; + typedef typename ProductType::LhsScalar LhsScalar; + typedef typename ProductType::RhsScalar RhsScalar; + typedef typename ProductType::Scalar ResScalar; + typedef typename ProductType::RealScalar RealScalar; + typedef typename ProductType::ActualLhsType ActualLhsType; + typedef typename ProductType::ActualRhsType ActualRhsType; + typedef typename ProductType::LhsBlasTraits LhsBlasTraits; + typedef typename ProductType::RhsBlasTraits RhsBlasTraits; + typedef Map<Matrix<ResScalar,Dynamic,1>, Aligned> MappedDest; + + ActualLhsType actualLhs = LhsBlasTraits::extract(prod.lhs()); + ActualRhsType actualRhs = RhsBlasTraits::extract(prod.rhs()); + + ResScalar actualAlpha = alpha * LhsBlasTraits::extractScalarFactor(prod.lhs()) + * RhsBlasTraits::extractScalarFactor(prod.rhs()); + + enum { + // FIXME find a way to allow an inner stride on the result if packet_traits<Scalar>::size==1 + // on, the other hand it is good for the cache to pack the vector anyways... + EvalToDestAtCompileTime = Dest::InnerStrideAtCompileTime==1, + ComplexByReal = (NumTraits<LhsScalar>::IsComplex) && (!NumTraits<RhsScalar>::IsComplex), + MightCannotUseDest = (Dest::InnerStrideAtCompileTime!=1) || ComplexByReal + }; + + gemv_static_vector_if<ResScalar,Dest::SizeAtCompileTime,Dest::MaxSizeAtCompileTime,MightCannotUseDest> static_dest; + + bool alphaIsCompatible = (!ComplexByReal) || (imag(actualAlpha)==RealScalar(0)); + bool evalToDest = EvalToDestAtCompileTime && alphaIsCompatible; + + RhsScalar compatibleAlpha = get_factor<ResScalar,RhsScalar>::run(actualAlpha); + + ei_declare_aligned_stack_constructed_variable(ResScalar,actualDestPtr,dest.size(), + evalToDest ? dest.data() : static_dest.data()); + + if(!evalToDest) + { + #ifdef EIGEN_DENSE_STORAGE_CTOR_PLUGIN + int size = dest.size(); + EIGEN_DENSE_STORAGE_CTOR_PLUGIN + #endif + if(!alphaIsCompatible) + { + MappedDest(actualDestPtr, dest.size()).setZero(); + compatibleAlpha = RhsScalar(1); + } + else + MappedDest(actualDestPtr, dest.size()) = dest; + } + + general_matrix_vector_product + <Index,LhsScalar,ColMajor,LhsBlasTraits::NeedToConjugate,RhsScalar,RhsBlasTraits::NeedToConjugate>::run( + actualLhs.rows(), actualLhs.cols(), + actualLhs.data(), actualLhs.outerStride(), + actualRhs.data(), actualRhs.innerStride(), + actualDestPtr, 1, + compatibleAlpha); + + if (!evalToDest) + { + if(!alphaIsCompatible) + dest += actualAlpha * MappedDest(actualDestPtr, dest.size()); + else + dest = MappedDest(actualDestPtr, dest.size()); + } + } +}; + +template<> struct gemv_selector<OnTheRight,RowMajor,true> +{ + template<typename ProductType, typename Dest> + static void run(const ProductType& prod, Dest& dest, typename ProductType::Scalar alpha) + { + typedef typename ProductType::LhsScalar LhsScalar; + typedef typename ProductType::RhsScalar RhsScalar; + typedef typename ProductType::Scalar ResScalar; + typedef typename ProductType::Index Index; + typedef typename ProductType::ActualLhsType ActualLhsType; + typedef typename ProductType::ActualRhsType ActualRhsType; + typedef typename ProductType::_ActualRhsType _ActualRhsType; + typedef typename ProductType::LhsBlasTraits LhsBlasTraits; + typedef typename ProductType::RhsBlasTraits RhsBlasTraits; + + typename add_const<ActualLhsType>::type actualLhs = LhsBlasTraits::extract(prod.lhs()); + typename add_const<ActualRhsType>::type actualRhs = RhsBlasTraits::extract(prod.rhs()); + + ResScalar actualAlpha = alpha * LhsBlasTraits::extractScalarFactor(prod.lhs()) + * RhsBlasTraits::extractScalarFactor(prod.rhs()); + + enum { + // FIXME find a way to allow an inner stride on the result if packet_traits<Scalar>::size==1 + // on, the other hand it is good for the cache to pack the vector anyways... + DirectlyUseRhs = _ActualRhsType::InnerStrideAtCompileTime==1 + }; + + gemv_static_vector_if<RhsScalar,_ActualRhsType::SizeAtCompileTime,_ActualRhsType::MaxSizeAtCompileTime,!DirectlyUseRhs> static_rhs; + + ei_declare_aligned_stack_constructed_variable(RhsScalar,actualRhsPtr,actualRhs.size(), + DirectlyUseRhs ? const_cast<RhsScalar*>(actualRhs.data()) : static_rhs.data()); + + if(!DirectlyUseRhs) + { + #ifdef EIGEN_DENSE_STORAGE_CTOR_PLUGIN + int size = actualRhs.size(); + EIGEN_DENSE_STORAGE_CTOR_PLUGIN + #endif + Map<typename _ActualRhsType::PlainObject>(actualRhsPtr, actualRhs.size()) = actualRhs; + } + + general_matrix_vector_product + <Index,LhsScalar,RowMajor,LhsBlasTraits::NeedToConjugate,RhsScalar,RhsBlasTraits::NeedToConjugate>::run( + actualLhs.rows(), actualLhs.cols(), + actualLhs.data(), actualLhs.outerStride(), + actualRhsPtr, 1, + dest.data(), dest.innerStride(), + actualAlpha); + } +}; + +template<> struct gemv_selector<OnTheRight,ColMajor,false> +{ + template<typename ProductType, typename Dest> + static void run(const ProductType& prod, Dest& dest, typename ProductType::Scalar alpha) + { + typedef typename Dest::Index Index; + // TODO makes sure dest is sequentially stored in memory, otherwise use a temp + const Index size = prod.rhs().rows(); + for(Index k=0; k<size; ++k) + dest += (alpha*prod.rhs().coeff(k)) * prod.lhs().col(k); + } +}; + +template<> struct gemv_selector<OnTheRight,RowMajor,false> +{ + template<typename ProductType, typename Dest> + static void run(const ProductType& prod, Dest& dest, typename ProductType::Scalar alpha) + { + typedef typename Dest::Index Index; + // TODO makes sure rhs is sequentially stored in memory, otherwise use a temp + const Index rows = prod.rows(); + for(Index i=0; i<rows; ++i) + dest.coeffRef(i) += alpha * (prod.lhs().row(i).cwiseProduct(prod.rhs().transpose())).sum(); + } +}; + +} // end namespace internal + +/*************************************************************************** +* Implementation of matrix base methods +***************************************************************************/ + +/** \returns the matrix product of \c *this and \a other. + * + * \note If instead of the matrix product you want the coefficient-wise product, see Cwise::operator*(). + * + * \sa lazyProduct(), operator*=(const MatrixBase&), Cwise::operator*() + */ +template<typename Derived> +template<typename OtherDerived> +inline const typename ProductReturnType<Derived, OtherDerived>::Type +MatrixBase<Derived>::operator*(const MatrixBase<OtherDerived> &other) const +{ + // A note regarding the function declaration: In MSVC, this function will sometimes + // not be inlined since DenseStorage is an unwindable object for dynamic + // matrices and product types are holding a member to store the result. + // Thus it does not help tagging this function with EIGEN_STRONG_INLINE. + enum { + ProductIsValid = Derived::ColsAtCompileTime==Dynamic + || OtherDerived::RowsAtCompileTime==Dynamic + || int(Derived::ColsAtCompileTime)==int(OtherDerived::RowsAtCompileTime), + AreVectors = Derived::IsVectorAtCompileTime && OtherDerived::IsVectorAtCompileTime, + SameSizes = EIGEN_PREDICATE_SAME_MATRIX_SIZE(Derived,OtherDerived) + }; + // note to the lost user: + // * for a dot product use: v1.dot(v2) + // * for a coeff-wise product use: v1.cwiseProduct(v2) + EIGEN_STATIC_ASSERT(ProductIsValid || !(AreVectors && SameSizes), + INVALID_VECTOR_VECTOR_PRODUCT__IF_YOU_WANTED_A_DOT_OR_COEFF_WISE_PRODUCT_YOU_MUST_USE_THE_EXPLICIT_FUNCTIONS) + EIGEN_STATIC_ASSERT(ProductIsValid || !(SameSizes && !AreVectors), + INVALID_MATRIX_PRODUCT__IF_YOU_WANTED_A_COEFF_WISE_PRODUCT_YOU_MUST_USE_THE_EXPLICIT_FUNCTION) + EIGEN_STATIC_ASSERT(ProductIsValid || SameSizes, INVALID_MATRIX_PRODUCT) +#ifdef EIGEN_DEBUG_PRODUCT + internal::product_type<Derived,OtherDerived>::debug(); +#endif + return typename ProductReturnType<Derived,OtherDerived>::Type(derived(), other.derived()); +} + +/** \returns an expression of the matrix product of \c *this and \a other without implicit evaluation. + * + * The returned product will behave like any other expressions: the coefficients of the product will be + * computed once at a time as requested. This might be useful in some extremely rare cases when only + * a small and no coherent fraction of the result's coefficients have to be computed. + * + * \warning This version of the matrix product can be much much slower. So use it only if you know + * what you are doing and that you measured a true speed improvement. + * + * \sa operator*(const MatrixBase&) + */ +template<typename Derived> +template<typename OtherDerived> +const typename LazyProductReturnType<Derived,OtherDerived>::Type +MatrixBase<Derived>::lazyProduct(const MatrixBase<OtherDerived> &other) const +{ + enum { + ProductIsValid = Derived::ColsAtCompileTime==Dynamic + || OtherDerived::RowsAtCompileTime==Dynamic + || int(Derived::ColsAtCompileTime)==int(OtherDerived::RowsAtCompileTime), + AreVectors = Derived::IsVectorAtCompileTime && OtherDerived::IsVectorAtCompileTime, + SameSizes = EIGEN_PREDICATE_SAME_MATRIX_SIZE(Derived,OtherDerived) + }; + // note to the lost user: + // * for a dot product use: v1.dot(v2) + // * for a coeff-wise product use: v1.cwiseProduct(v2) + EIGEN_STATIC_ASSERT(ProductIsValid || !(AreVectors && SameSizes), + INVALID_VECTOR_VECTOR_PRODUCT__IF_YOU_WANTED_A_DOT_OR_COEFF_WISE_PRODUCT_YOU_MUST_USE_THE_EXPLICIT_FUNCTIONS) + EIGEN_STATIC_ASSERT(ProductIsValid || !(SameSizes && !AreVectors), + INVALID_MATRIX_PRODUCT__IF_YOU_WANTED_A_COEFF_WISE_PRODUCT_YOU_MUST_USE_THE_EXPLICIT_FUNCTION) + EIGEN_STATIC_ASSERT(ProductIsValid || SameSizes, INVALID_MATRIX_PRODUCT) + + return typename LazyProductReturnType<Derived,OtherDerived>::Type(derived(), other.derived()); +} + +} // end namespace Eigen + +#endif // EIGEN_PRODUCT_H diff --git a/extern/Eigen3/Eigen/src/Core/GenericPacketMath.h b/extern/Eigen3/Eigen/src/Core/GenericPacketMath.h index 8ed83532712..858fb243ec8 100644 --- a/extern/Eigen3/Eigen/src/Core/GenericPacketMath.h +++ b/extern/Eigen3/Eigen/src/Core/GenericPacketMath.h @@ -4,28 +4,15 @@ // Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr> // Copyright (C) 2006-2008 Benoit Jacob <jacob.benoit.1@gmail.com> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_GENERIC_PACKET_MATH_H #define EIGEN_GENERIC_PACKET_MATH_H +namespace Eigen { + namespace internal { /** \internal @@ -312,7 +299,7 @@ template<int Offset,typename PacketType> struct palign_impl { // by default data are aligned, so there is nothing to be done :) - inline static void run(PacketType&, const PacketType&) {} + static inline void run(PacketType&, const PacketType&) {} }; /** \internal update \a first using the concatenation of the \a Offset last elements @@ -335,5 +322,7 @@ template<> inline std::complex<double> pmul(const std::complex<double>& a, const } // end namespace internal +} // end namespace Eigen + #endif // EIGEN_GENERIC_PACKET_MATH_H diff --git a/extern/Eigen3/Eigen/src/Core/GlobalFunctions.h b/extern/Eigen3/Eigen/src/Core/GlobalFunctions.h index 144145a955c..e63726c4735 100644 --- a/extern/Eigen3/Eigen/src/Core/GlobalFunctions.h +++ b/extern/Eigen3/Eigen/src/Core/GlobalFunctions.h @@ -4,24 +4,9 @@ // Copyright (C) 2010 Gael Guennebaud <gael.guennebaud@inria.fr> // Copyright (C) 2010 Benoit Jacob <jacob.benoit.1@gmail.com> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_GLOBAL_FUNCTIONS_H #define EIGEN_GLOBAL_FUNCTIONS_H @@ -66,13 +51,36 @@ namespace std template<typename Derived> inline const Eigen::CwiseUnaryOp<Eigen::internal::scalar_pow_op<typename Derived::Scalar>, const Derived> - pow(const Eigen::ArrayBase<Derived>& x, const typename Derived::Scalar& exponent) { \ - return x.derived().pow(exponent); \ + pow(const Eigen::ArrayBase<Derived>& x, const typename Derived::Scalar& exponent) { + return x.derived().pow(exponent); + } + + template<typename Derived> + inline const Eigen::CwiseBinaryOp<Eigen::internal::scalar_binary_pow_op<typename Derived::Scalar, typename Derived::Scalar>, const Derived, const Derived> + pow(const Eigen::ArrayBase<Derived>& x, const Eigen::ArrayBase<Derived>& exponents) + { + return Eigen::CwiseBinaryOp<Eigen::internal::scalar_binary_pow_op<typename Derived::Scalar, typename Derived::Scalar>, const Derived, const Derived>( + x.derived(), + exponents.derived() + ); } } namespace Eigen { + /** + * \brief Component-wise division of a scalar by array elements. + **/ + template <typename Derived> + inline const Eigen::CwiseUnaryOp<Eigen::internal::scalar_inverse_mult_op<typename Derived::Scalar>, const Derived> + operator/(typename Derived::Scalar s, const Eigen::ArrayBase<Derived>& a) + { + return Eigen::CwiseUnaryOp<Eigen::internal::scalar_inverse_mult_op<typename Derived::Scalar>, const Derived>( + a.derived(), + Eigen::internal::scalar_inverse_mult_op<typename Derived::Scalar>(s) + ); + } + namespace internal { EIGEN_ARRAY_DECLARE_GLOBAL_EIGEN_UNARY(real,scalar_real_op) diff --git a/extern/Eigen3/Eigen/src/Core/IO.h b/extern/Eigen3/Eigen/src/Core/IO.h index f3cfcdbf4a3..cc8e18a0076 100644 --- a/extern/Eigen3/Eigen/src/Core/IO.h +++ b/extern/Eigen3/Eigen/src/Core/IO.h @@ -4,28 +4,15 @@ // Copyright (C) 2006-2008 Benoit Jacob <jacob.benoit.1@gmail.com> // Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_IO_H #define EIGEN_IO_H +namespace Eigen { + enum { DontAlignCols = 1 }; enum { StreamPrecision = -1, FullPrecision = -2 }; @@ -171,7 +158,7 @@ std::ostream & print_matrix(std::ostream & s, const Derived& _m, const IOFormat& return s; } - const typename Derived::Nested m = _m; + typename Derived::Nested m = _m; typedef typename Derived::Scalar Scalar; typedef typename Derived::Index Index; @@ -257,4 +244,6 @@ std::ostream & operator << return internal::print_matrix(s, m.eval(), EIGEN_DEFAULT_IO_FORMAT); } +} // end namespace Eigen + #endif // EIGEN_IO_H diff --git a/extern/Eigen3/Eigen/src/Core/Map.h b/extern/Eigen3/Eigen/src/Core/Map.h index 2bf80b3af3d..15a19226e29 100644 --- a/extern/Eigen3/Eigen/src/Core/Map.h +++ b/extern/Eigen3/Eigen/src/Core/Map.h @@ -4,28 +4,15 @@ // Copyright (C) 2007-2010 Benoit Jacob <jacob.benoit.1@gmail.com> // Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_MAP_H #define EIGEN_MAP_H +namespace Eigen { + /** \class Map * \ingroup Core_Module * @@ -200,4 +187,6 @@ inline Matrix<_Scalar, _Rows, _Cols, _Options, _MaxRows, _MaxCols> this->_set_noalias(Eigen::Map<const Matrix>(data)); } +} // end namespace Eigen + #endif // EIGEN_MAP_H diff --git a/extern/Eigen3/Eigen/src/Core/MapBase.h b/extern/Eigen3/Eigen/src/Core/MapBase.h index 9426e2d24dd..a388d61ea92 100644 --- a/extern/Eigen3/Eigen/src/Core/MapBase.h +++ b/extern/Eigen3/Eigen/src/Core/MapBase.h @@ -4,24 +4,9 @@ // Copyright (C) 2007-2010 Benoit Jacob <jacob.benoit.1@gmail.com> // Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_MAPBASE_H #define EIGEN_MAPBASE_H @@ -30,6 +15,7 @@ EIGEN_STATIC_ASSERT((int(internal::traits<Derived>::Flags) & LinearAccessBit) || Derived::IsVectorAtCompileTime, \ YOU_ARE_TRYING_TO_USE_AN_INDEX_BASED_ACCESSOR_ON_AN_EXPRESSION_THAT_DOES_NOT_SUPPORT_THAT) +namespace Eigen { /** \class MapBase * \ingroup Core_Module @@ -251,5 +237,6 @@ template<typename Derived> class MapBase<Derived, WriteAccessors> using Base::Base::operator=; }; +} // end namespace Eigen #endif // EIGEN_MAPBASE_H diff --git a/extern/Eigen3/Eigen/src/Core/MathFunctions.h b/extern/Eigen3/Eigen/src/Core/MathFunctions.h index 2b454db21e9..05e913f2fec 100644 --- a/extern/Eigen3/Eigen/src/Core/MathFunctions.h +++ b/extern/Eigen3/Eigen/src/Core/MathFunctions.h @@ -3,28 +3,15 @@ // // Copyright (C) 2006-2010 Benoit Jacob <jacob.benoit.1@gmail.com> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_MATHFUNCTIONS_H #define EIGEN_MATHFUNCTIONS_H +namespace Eigen { + namespace internal { /** \internal \struct global_math_functions_filtering_base @@ -309,8 +296,7 @@ struct abs2_impl<std::complex<RealScalar> > { static inline RealScalar run(const std::complex<RealScalar>& x) { - using std::norm; - return norm(x); + return real(x)*real(x) + imag(x)*imag(x); } }; @@ -553,7 +539,7 @@ struct pow_default_impl<Scalar, true> { static inline Scalar run(Scalar x, Scalar y) { - Scalar res = 1; + Scalar res(1); eigen_assert(!NumTraits<Scalar>::IsSigned || y >= 0); if(y & 1) res *= x; y >>= 1; @@ -838,6 +824,19 @@ template<> struct scalar_fuzzy_impl<bool> }; +/**************************************************************************** +* Special functions * +****************************************************************************/ + +// std::isfinite is non standard, so let's define our own version, +// even though it is not very efficient. +template<typename T> bool (isfinite)(const T& x) +{ + return x<NumTraits<T>::highest() && x>NumTraits<T>::lowest(); +} + } // end namespace internal +} // end namespace Eigen + #endif // EIGEN_MATHFUNCTIONS_H diff --git a/extern/Eigen3/Eigen/src/Core/Matrix.h b/extern/Eigen3/Eigen/src/Core/Matrix.h index 982c9256af0..99160b591b0 100644 --- a/extern/Eigen3/Eigen/src/Core/Matrix.h +++ b/extern/Eigen3/Eigen/src/Core/Matrix.h @@ -4,28 +4,15 @@ // Copyright (C) 2006-2010 Benoit Jacob <jacob.benoit.1@gmail.com> // Copyright (C) 2008-2009 Gael Guennebaud <gael.guennebaud@inria.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_MATRIX_H #define EIGEN_MATRIX_H +namespace Eigen { + /** \class Matrix * \ingroup Core_Module * @@ -411,25 +398,8 @@ EIGEN_MAKE_TYPEDEFS_ALL_SIZES(std::complex<double>, cd) #undef EIGEN_MAKE_TYPEDEFS_ALL_SIZES #undef EIGEN_MAKE_TYPEDEFS +#undef EIGEN_MAKE_FIXED_TYPEDEFS -#undef EIGEN_MAKE_TYPEDEFS_LARGE - -#define EIGEN_USING_MATRIX_TYPEDEFS_FOR_TYPE_AND_SIZE(TypeSuffix, SizeSuffix) \ -using Eigen::Matrix##SizeSuffix##TypeSuffix; \ -using Eigen::Vector##SizeSuffix##TypeSuffix; \ -using Eigen::RowVector##SizeSuffix##TypeSuffix; - -#define EIGEN_USING_MATRIX_TYPEDEFS_FOR_TYPE(TypeSuffix) \ -EIGEN_USING_MATRIX_TYPEDEFS_FOR_TYPE_AND_SIZE(TypeSuffix, 2) \ -EIGEN_USING_MATRIX_TYPEDEFS_FOR_TYPE_AND_SIZE(TypeSuffix, 3) \ -EIGEN_USING_MATRIX_TYPEDEFS_FOR_TYPE_AND_SIZE(TypeSuffix, 4) \ -EIGEN_USING_MATRIX_TYPEDEFS_FOR_TYPE_AND_SIZE(TypeSuffix, X) \ - -#define EIGEN_USING_MATRIX_TYPEDEFS \ -EIGEN_USING_MATRIX_TYPEDEFS_FOR_TYPE(i) \ -EIGEN_USING_MATRIX_TYPEDEFS_FOR_TYPE(f) \ -EIGEN_USING_MATRIX_TYPEDEFS_FOR_TYPE(d) \ -EIGEN_USING_MATRIX_TYPEDEFS_FOR_TYPE(cf) \ -EIGEN_USING_MATRIX_TYPEDEFS_FOR_TYPE(cd) +} // end namespace Eigen #endif // EIGEN_MATRIX_H diff --git a/extern/Eigen3/Eigen/src/Core/MatrixBase.h b/extern/Eigen3/Eigen/src/Core/MatrixBase.h index 62877bce09e..c1e0ed132cc 100644 --- a/extern/Eigen3/Eigen/src/Core/MatrixBase.h +++ b/extern/Eigen3/Eigen/src/Core/MatrixBase.h @@ -4,28 +4,15 @@ // Copyright (C) 2006-2009 Benoit Jacob <jacob.benoit.1@gmail.com> // Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_MATRIXBASE_H #define EIGEN_MATRIXBASE_H +namespace Eigen { + /** \class MatrixBase * \ingroup Core_Module * @@ -250,8 +237,7 @@ template<typename Derived> class MatrixBase // huuuge hack. make Eigen2's matrix.part<Diagonal>() work in eigen3. Problem: Diagonal is now a class template instead // of an integer constant. Solution: overload the part() method template wrt template parameters list. - // Note: replacing next line by "template<template<typename T, int n> class U>" produces a mysterious error C2082 in MSVC. - template<template<typename, int> class U> + template<template<typename T, int n> class U> const DiagonalWrapper<ConstDiagonalReturnType> part() const { return diagonal().asDiagonal(); } #endif // EIGEN2_SUPPORT @@ -331,7 +317,7 @@ template<typename Derived> class MatrixBase /** \returns an \link ArrayBase Array \endlink expression of this matrix * \sa ArrayBase::matrix() */ ArrayWrapper<Derived> array() { return derived(); } - const ArrayWrapper<Derived> array() const { return derived(); } + const ArrayWrapper<const Derived> array() const { return derived(); } /////////// LU module /////////// @@ -466,6 +452,8 @@ template<typename Derived> class MatrixBase const MatrixFunctionReturnValue<Derived> sinh() const; const MatrixFunctionReturnValue<Derived> cos() const; const MatrixFunctionReturnValue<Derived> sin() const; + const MatrixSquareRootReturnValue<Derived> sqrt() const; + const MatrixLogarithmReturnValue<Derived> log() const; #ifdef EIGEN2_SUPPORT template<typename ProductDerived, typename Lhs, typename Rhs> @@ -512,10 +500,12 @@ template<typename Derived> class MatrixBase protected: // mixing arrays and matrices is not legal template<typename OtherDerived> Derived& operator+=(const ArrayBase<OtherDerived>& ) - {EIGEN_STATIC_ASSERT(sizeof(typename OtherDerived::Scalar)==-1,YOU_CANNOT_MIX_ARRAYS_AND_MATRICES);} + {EIGEN_STATIC_ASSERT(std::ptrdiff_t(sizeof(typename OtherDerived::Scalar))==-1,YOU_CANNOT_MIX_ARRAYS_AND_MATRICES); return *this;} // mixing arrays and matrices is not legal template<typename OtherDerived> Derived& operator-=(const ArrayBase<OtherDerived>& ) - {EIGEN_STATIC_ASSERT(sizeof(typename OtherDerived::Scalar)==-1,YOU_CANNOT_MIX_ARRAYS_AND_MATRICES);} + {EIGEN_STATIC_ASSERT(std::ptrdiff_t(sizeof(typename OtherDerived::Scalar))==-1,YOU_CANNOT_MIX_ARRAYS_AND_MATRICES); return *this;} }; +} // end namespace Eigen + #endif // EIGEN_MATRIXBASE_H diff --git a/extern/Eigen3/Eigen/src/Core/NestByValue.h b/extern/Eigen3/Eigen/src/Core/NestByValue.h index a6104d2a426..a893b1761b5 100644 --- a/extern/Eigen3/Eigen/src/Core/NestByValue.h +++ b/extern/Eigen3/Eigen/src/Core/NestByValue.h @@ -4,28 +4,15 @@ // Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr> // Copyright (C) 2006-2008 Benoit Jacob <jacob.benoit.1@gmail.com> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_NESTBYVALUE_H #define EIGEN_NESTBYVALUE_H +namespace Eigen { + /** \class NestByValue * \ingroup Core_Module * @@ -119,4 +106,6 @@ DenseBase<Derived>::nestByValue() const return NestByValue<Derived>(derived()); } +} // end namespace Eigen + #endif // EIGEN_NESTBYVALUE_H diff --git a/extern/Eigen3/Eigen/src/Core/NoAlias.h b/extern/Eigen3/Eigen/src/Core/NoAlias.h index da64affcf9a..ecb3fa2850e 100644 --- a/extern/Eigen3/Eigen/src/Core/NoAlias.h +++ b/extern/Eigen3/Eigen/src/Core/NoAlias.h @@ -3,28 +3,15 @@ // // Copyright (C) 2009 Gael Guennebaud <gael.guennebaud@inria.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_NOALIAS_H #define EIGEN_NOALIAS_H +namespace Eigen { + /** \class NoAlias * \ingroup Core_Module * @@ -133,4 +120,6 @@ NoAlias<Derived,MatrixBase> MatrixBase<Derived>::noalias() return derived(); } +} // end namespace Eigen + #endif // EIGEN_NOALIAS_H diff --git a/extern/Eigen3/Eigen/src/Core/NumTraits.h b/extern/Eigen3/Eigen/src/Core/NumTraits.h index 73ef05dfe7a..c94ef026b42 100644 --- a/extern/Eigen3/Eigen/src/Core/NumTraits.h +++ b/extern/Eigen3/Eigen/src/Core/NumTraits.h @@ -3,28 +3,15 @@ // // Copyright (C) 2006-2010 Benoit Jacob <jacob.benoit.1@gmail.com> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_NUMTRAITS_H #define EIGEN_NUMTRAITS_H +namespace Eigen { + /** \class NumTraits * \ingroup Core_Module * @@ -81,14 +68,14 @@ template<typename T> struct GenericNumTraits >::type NonInteger; typedef T Nested; - inline static Real epsilon() { return std::numeric_limits<T>::epsilon(); } - inline static Real dummy_precision() + static inline Real epsilon() { return std::numeric_limits<T>::epsilon(); } + static inline Real dummy_precision() { // make sure to override this for floating-point types return Real(0); } - inline static T highest() { return (std::numeric_limits<T>::max)(); } - inline static T lowest() { return IsInteger ? (std::numeric_limits<T>::min)() : (-(std::numeric_limits<T>::max)()); } + static inline T highest() { return (std::numeric_limits<T>::max)(); } + static inline T lowest() { return IsInteger ? (std::numeric_limits<T>::min)() : (-(std::numeric_limits<T>::max)()); } #ifdef EIGEN2_SUPPORT enum { @@ -104,12 +91,12 @@ template<typename T> struct NumTraits : GenericNumTraits<T> template<> struct NumTraits<float> : GenericNumTraits<float> { - inline static float dummy_precision() { return 1e-5f; } + static inline float dummy_precision() { return 1e-5f; } }; template<> struct NumTraits<double> : GenericNumTraits<double> { - inline static double dummy_precision() { return 1e-12; } + static inline double dummy_precision() { return 1e-12; } }; template<> struct NumTraits<long double> @@ -130,8 +117,8 @@ template<typename _Real> struct NumTraits<std::complex<_Real> > MulCost = 4 * NumTraits<Real>::MulCost + 2 * NumTraits<Real>::AddCost }; - inline static Real epsilon() { return NumTraits<Real>::epsilon(); } - inline static Real dummy_precision() { return NumTraits<Real>::dummy_precision(); } + static inline Real epsilon() { return NumTraits<Real>::epsilon(); } + static inline Real dummy_precision() { return NumTraits<Real>::dummy_precision(); } }; template<typename Scalar, int Rows, int Cols, int Options, int MaxRows, int MaxCols> @@ -155,6 +142,6 @@ struct NumTraits<Array<Scalar, Rows, Cols, Options, MaxRows, MaxCols> > }; }; - +} // end namespace Eigen #endif // EIGEN_NUMTRAITS_H diff --git a/extern/Eigen3/Eigen/src/Core/PermutationMatrix.h b/extern/Eigen3/Eigen/src/Core/PermutationMatrix.h index a064e053e51..bc29f814205 100644 --- a/extern/Eigen3/Eigen/src/Core/PermutationMatrix.h +++ b/extern/Eigen3/Eigen/src/Core/PermutationMatrix.h @@ -4,28 +4,15 @@ // Copyright (C) 2009 Benoit Jacob <jacob.benoit.1@gmail.com> // Copyright (C) 2009-2011 Gael Guennebaud <gael.guennebaud@inria.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_PERMUTATIONMATRIX_H #define EIGEN_PERMUTATIONMATRIX_H +namespace Eigen { + template<int RowCol,typename IndicesType,typename MatrixType, typename StorageKind> class PermutedImpl; /** \class PermutationBase @@ -56,6 +43,8 @@ namespace internal { template<typename PermutationType, typename MatrixType, int Side, bool Transposed=false> struct permut_matrix_product_retval; +template<typename PermutationType, typename MatrixType, int Side, bool Transposed=false> +struct permut_sparsematrix_product_retval; enum PermPermProduct_t {PermPermProduct}; } // end namespace internal @@ -511,7 +500,7 @@ class PermutationWrapper : public PermutationBase<PermutationWrapper<_IndicesTyp protected: - const typename IndicesType::Nested m_indices; + typename IndicesType::Nested m_indices; }; /** \returns the matrix with the permutation applied to the columns. @@ -608,7 +597,7 @@ struct permut_matrix_product_retval protected: const PermutationType& m_permutation; - const typename MatrixType::Nested m_matrix; + typename MatrixType::Nested m_matrix; }; /* Template partial specialization for transposed/inverse permutations */ @@ -693,4 +682,6 @@ const PermutationWrapper<const Derived> MatrixBase<Derived>::asPermutation() con return derived(); } +} // end namespace Eigen + #endif // EIGEN_PERMUTATIONMATRIX_H diff --git a/extern/Eigen3/Eigen/src/Core/PlainObjectBase.h b/extern/Eigen3/Eigen/src/Core/PlainObjectBase.h index 612254e9da9..71c74309acc 100644 --- a/extern/Eigen3/Eigen/src/Core/PlainObjectBase.h +++ b/extern/Eigen3/Eigen/src/Core/PlainObjectBase.h @@ -4,24 +4,9 @@ // Copyright (C) 2008-2009 Gael Guennebaud <gael.guennebaud@inria.fr> // Copyright (C) 2006-2008 Benoit Jacob <jacob.benoit.1@gmail.com> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_DENSESTORAGEBASE_H #define EIGEN_DENSESTORAGEBASE_H @@ -32,6 +17,8 @@ # define EIGEN_INITIALIZE_BY_ZERO_IF_THAT_OPTION_IS_ENABLED #endif +namespace Eigen { + namespace internal { template<typename Index> @@ -47,13 +34,13 @@ EIGEN_ALWAYS_INLINE void check_rows_cols_for_overflow(Index rows, Index cols) throw_std_bad_alloc(); } -template <typename Derived, typename OtherDerived = Derived, bool IsVector = static_cast<bool>(Derived::IsVectorAtCompileTime)> struct conservative_resize_like_impl; +template <typename Derived, typename OtherDerived = Derived, bool IsVector = bool(Derived::IsVectorAtCompileTime)> struct conservative_resize_like_impl; template<typename MatrixTypeA, typename MatrixTypeB, bool SwapPointers> struct matrix_swap_impl; } // end namespace internal -/** +/** \class PlainObjectBase * \brief %Dense storage base class for matrices and arrays. * * This class can be extended with the help of the plugin mechanism described on the page @@ -61,8 +48,29 @@ template<typename MatrixTypeA, typename MatrixTypeB, bool SwapPointers> struct m * * \sa \ref TopicClassHierarchy */ +#ifdef EIGEN_PARSED_BY_DOXYGEN +namespace internal { + +// this is a warkaround to doxygen not being able to understand the inheritence logic +// when it is hidden by the dense_xpr_base helper struct. +template<typename Derived> struct dense_xpr_base_dispatcher_for_doxygen;// : public MatrixBase<Derived> {}; +/** This class is just a workaround for Doxygen and it does not not actually exist. */ +template<typename _Scalar, int _Rows, int _Cols, int _Options, int _MaxRows, int _MaxCols> +struct dense_xpr_base_dispatcher_for_doxygen<Matrix<_Scalar, _Rows, _Cols, _Options, _MaxRows, _MaxCols> > + : public MatrixBase<Matrix<_Scalar, _Rows, _Cols, _Options, _MaxRows, _MaxCols> > {}; +/** This class is just a workaround for Doxygen and it does not not actually exist. */ +template<typename _Scalar, int _Rows, int _Cols, int _Options, int _MaxRows, int _MaxCols> +struct dense_xpr_base_dispatcher_for_doxygen<Array<_Scalar, _Rows, _Cols, _Options, _MaxRows, _MaxCols> > + : public ArrayBase<Array<_Scalar, _Rows, _Cols, _Options, _MaxRows, _MaxCols> > {}; + +} // namespace internal + +template<typename Derived> +class PlainObjectBase : public internal::dense_xpr_base_dispatcher_for_doxygen<Derived> +#else template<typename Derived> class PlainObjectBase : public internal::dense_xpr_base<Derived>::type +#endif { public: enum { Options = internal::traits<Derived>::Options }; @@ -443,68 +451,68 @@ class PlainObjectBase : public internal::dense_xpr_base<Derived>::type * \see class Map */ //@{ - inline static ConstMapType Map(const Scalar* data) + static inline ConstMapType Map(const Scalar* data) { return ConstMapType(data); } - inline static MapType Map(Scalar* data) + static inline MapType Map(Scalar* data) { return MapType(data); } - inline static ConstMapType Map(const Scalar* data, Index size) + static inline ConstMapType Map(const Scalar* data, Index size) { return ConstMapType(data, size); } - inline static MapType Map(Scalar* data, Index size) + static inline MapType Map(Scalar* data, Index size) { return MapType(data, size); } - inline static ConstMapType Map(const Scalar* data, Index rows, Index cols) + static inline ConstMapType Map(const Scalar* data, Index rows, Index cols) { return ConstMapType(data, rows, cols); } - inline static MapType Map(Scalar* data, Index rows, Index cols) + static inline MapType Map(Scalar* data, Index rows, Index cols) { return MapType(data, rows, cols); } - inline static ConstAlignedMapType MapAligned(const Scalar* data) + static inline ConstAlignedMapType MapAligned(const Scalar* data) { return ConstAlignedMapType(data); } - inline static AlignedMapType MapAligned(Scalar* data) + static inline AlignedMapType MapAligned(Scalar* data) { return AlignedMapType(data); } - inline static ConstAlignedMapType MapAligned(const Scalar* data, Index size) + static inline ConstAlignedMapType MapAligned(const Scalar* data, Index size) { return ConstAlignedMapType(data, size); } - inline static AlignedMapType MapAligned(Scalar* data, Index size) + static inline AlignedMapType MapAligned(Scalar* data, Index size) { return AlignedMapType(data, size); } - inline static ConstAlignedMapType MapAligned(const Scalar* data, Index rows, Index cols) + static inline ConstAlignedMapType MapAligned(const Scalar* data, Index rows, Index cols) { return ConstAlignedMapType(data, rows, cols); } - inline static AlignedMapType MapAligned(Scalar* data, Index rows, Index cols) + static inline AlignedMapType MapAligned(Scalar* data, Index rows, Index cols) { return AlignedMapType(data, rows, cols); } template<int Outer, int Inner> - inline static typename StridedConstMapType<Stride<Outer, Inner> >::type Map(const Scalar* data, const Stride<Outer, Inner>& stride) + static inline typename StridedConstMapType<Stride<Outer, Inner> >::type Map(const Scalar* data, const Stride<Outer, Inner>& stride) { return typename StridedConstMapType<Stride<Outer, Inner> >::type(data, stride); } template<int Outer, int Inner> - inline static typename StridedMapType<Stride<Outer, Inner> >::type Map(Scalar* data, const Stride<Outer, Inner>& stride) + static inline typename StridedMapType<Stride<Outer, Inner> >::type Map(Scalar* data, const Stride<Outer, Inner>& stride) { return typename StridedMapType<Stride<Outer, Inner> >::type(data, stride); } template<int Outer, int Inner> - inline static typename StridedConstMapType<Stride<Outer, Inner> >::type Map(const Scalar* data, Index size, const Stride<Outer, Inner>& stride) + static inline typename StridedConstMapType<Stride<Outer, Inner> >::type Map(const Scalar* data, Index size, const Stride<Outer, Inner>& stride) { return typename StridedConstMapType<Stride<Outer, Inner> >::type(data, size, stride); } template<int Outer, int Inner> - inline static typename StridedMapType<Stride<Outer, Inner> >::type Map(Scalar* data, Index size, const Stride<Outer, Inner>& stride) + static inline typename StridedMapType<Stride<Outer, Inner> >::type Map(Scalar* data, Index size, const Stride<Outer, Inner>& stride) { return typename StridedMapType<Stride<Outer, Inner> >::type(data, size, stride); } template<int Outer, int Inner> - inline static typename StridedConstMapType<Stride<Outer, Inner> >::type Map(const Scalar* data, Index rows, Index cols, const Stride<Outer, Inner>& stride) + static inline typename StridedConstMapType<Stride<Outer, Inner> >::type Map(const Scalar* data, Index rows, Index cols, const Stride<Outer, Inner>& stride) { return typename StridedConstMapType<Stride<Outer, Inner> >::type(data, rows, cols, stride); } template<int Outer, int Inner> - inline static typename StridedMapType<Stride<Outer, Inner> >::type Map(Scalar* data, Index rows, Index cols, const Stride<Outer, Inner>& stride) + static inline typename StridedMapType<Stride<Outer, Inner> >::type Map(Scalar* data, Index rows, Index cols, const Stride<Outer, Inner>& stride) { return typename StridedMapType<Stride<Outer, Inner> >::type(data, rows, cols, stride); } template<int Outer, int Inner> - inline static typename StridedConstAlignedMapType<Stride<Outer, Inner> >::type MapAligned(const Scalar* data, const Stride<Outer, Inner>& stride) + static inline typename StridedConstAlignedMapType<Stride<Outer, Inner> >::type MapAligned(const Scalar* data, const Stride<Outer, Inner>& stride) { return typename StridedConstAlignedMapType<Stride<Outer, Inner> >::type(data, stride); } template<int Outer, int Inner> - inline static typename StridedAlignedMapType<Stride<Outer, Inner> >::type MapAligned(Scalar* data, const Stride<Outer, Inner>& stride) + static inline typename StridedAlignedMapType<Stride<Outer, Inner> >::type MapAligned(Scalar* data, const Stride<Outer, Inner>& stride) { return typename StridedAlignedMapType<Stride<Outer, Inner> >::type(data, stride); } template<int Outer, int Inner> - inline static typename StridedConstAlignedMapType<Stride<Outer, Inner> >::type MapAligned(const Scalar* data, Index size, const Stride<Outer, Inner>& stride) + static inline typename StridedConstAlignedMapType<Stride<Outer, Inner> >::type MapAligned(const Scalar* data, Index size, const Stride<Outer, Inner>& stride) { return typename StridedConstAlignedMapType<Stride<Outer, Inner> >::type(data, size, stride); } template<int Outer, int Inner> - inline static typename StridedAlignedMapType<Stride<Outer, Inner> >::type MapAligned(Scalar* data, Index size, const Stride<Outer, Inner>& stride) + static inline typename StridedAlignedMapType<Stride<Outer, Inner> >::type MapAligned(Scalar* data, Index size, const Stride<Outer, Inner>& stride) { return typename StridedAlignedMapType<Stride<Outer, Inner> >::type(data, size, stride); } template<int Outer, int Inner> - inline static typename StridedConstAlignedMapType<Stride<Outer, Inner> >::type MapAligned(const Scalar* data, Index rows, Index cols, const Stride<Outer, Inner>& stride) + static inline typename StridedConstAlignedMapType<Stride<Outer, Inner> >::type MapAligned(const Scalar* data, Index rows, Index cols, const Stride<Outer, Inner>& stride) { return typename StridedConstAlignedMapType<Stride<Outer, Inner> >::type(data, rows, cols, stride); } template<int Outer, int Inner> - inline static typename StridedAlignedMapType<Stride<Outer, Inner> >::type MapAligned(Scalar* data, Index rows, Index cols, const Stride<Outer, Inner>& stride) + static inline typename StridedAlignedMapType<Stride<Outer, Inner> >::type MapAligned(Scalar* data, Index rows, Index cols, const Stride<Outer, Inner>& stride) { return typename StridedAlignedMapType<Stride<Outer, Inner> >::type(data, rows, cols, stride); } //@} @@ -594,6 +602,9 @@ class PlainObjectBase : public internal::dense_xpr_base<Derived>::type template<typename T0, typename T1> EIGEN_STRONG_INLINE void _init2(Index rows, Index cols, typename internal::enable_if<Base::SizeAtCompileTime!=2,T0>::type* = 0) { + EIGEN_STATIC_ASSERT(bool(NumTraits<T0>::IsInteger) && + bool(NumTraits<T1>::IsInteger), + FLOATING_POINT_ARGUMENT_PASSED__INTEGER_WAS_EXPECTED) eigen_assert(rows >= 0 && (RowsAtCompileTime == Dynamic || RowsAtCompileTime == rows) && cols >= 0 && (ColsAtCompileTime == Dynamic || ColsAtCompileTime == cols)); internal::check_rows_cols_for_overflow(rows, cols); @@ -623,7 +634,7 @@ class PlainObjectBase : public internal::dense_xpr_base<Derived>::type public: #ifndef EIGEN_PARSED_BY_DOXYGEN - EIGEN_STRONG_INLINE static void _check_template_params() + static EIGEN_STRONG_INLINE void _check_template_params() { EIGEN_STATIC_ASSERT((EIGEN_IMPLIES(MaxRowsAtCompileTime==1 && MaxColsAtCompileTime!=1, (Options&RowMajor)==RowMajor) && EIGEN_IMPLIES(MaxColsAtCompileTime==1 && MaxRowsAtCompileTime!=1, (Options&RowMajor)==0) @@ -751,4 +762,6 @@ struct matrix_swap_impl<MatrixTypeA, MatrixTypeB, true> } // end namespace internal +} // end namespace Eigen + #endif // EIGEN_DENSESTORAGEBASE_H diff --git a/extern/Eigen3/Eigen/src/Core/Product.h b/extern/Eigen3/Eigen/src/Core/Product.h index e2035b242b1..30aa8943b4c 100644 --- a/extern/Eigen3/Eigen/src/Core/Product.h +++ b/extern/Eigen3/Eigen/src/Core/Product.h @@ -1,625 +1,98 @@ // This file is part of Eigen, a lightweight C++ template library // for linear algebra. // -// Copyright (C) 2006-2008 Benoit Jacob <jacob.benoit.1@gmail.com> -// Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr> +// Copyright (C) 2008-2011 Gael Guennebaud <gael.guennebaud@inria.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_PRODUCT_H #define EIGEN_PRODUCT_H -/** \class GeneralProduct +template<typename Lhs, typename Rhs> class Product; +template<typename Lhs, typename Rhs, typename StorageKind> class ProductImpl; + +/** \class Product * \ingroup Core_Module * - * \brief Expression of the product of two general matrices or vectors + * \brief Expression of the product of two arbitrary matrices or vectors * - * \param LhsNested the type used to store the left-hand side - * \param RhsNested the type used to store the right-hand side - * \param ProductMode the type of the product + * \param Lhs the type of the left-hand side expression + * \param Rhs the type of the right-hand side expression * - * This class represents an expression of the product of two general matrices. - * We call a general matrix, a dense matrix with full storage. For instance, - * This excludes triangular, selfadjoint, and sparse matrices. - * It is the return type of the operator* between general matrices. Its template - * arguments are determined automatically by ProductReturnType. Therefore, - * GeneralProduct should never be used direclty. To determine the result type of a - * function which involves a matrix product, use ProductReturnType::Type. + * This class represents an expression of the product of two arbitrary matrices. * - * \sa ProductReturnType, MatrixBase::operator*(const MatrixBase<OtherDerived>&) */ -template<typename Lhs, typename Rhs, int ProductType = internal::product_type<Lhs,Rhs>::value> -class GeneralProduct; - -enum { - Large = 2, - Small = 3 -}; namespace internal { - -template<int Rows, int Cols, int Depth> struct product_type_selector; - -template<int Size, int MaxSize> struct product_size_category -{ - enum { is_large = MaxSize == Dynamic || - Size >= EIGEN_CACHEFRIENDLY_PRODUCT_THRESHOLD, - value = is_large ? Large - : Size == 1 ? 1 - : Small - }; -}; - -template<typename Lhs, typename Rhs> struct product_type -{ - typedef typename remove_all<Lhs>::type _Lhs; - typedef typename remove_all<Rhs>::type _Rhs; - enum { - MaxRows = _Lhs::MaxRowsAtCompileTime, - Rows = _Lhs::RowsAtCompileTime, - MaxCols = _Rhs::MaxColsAtCompileTime, - Cols = _Rhs::ColsAtCompileTime, - MaxDepth = EIGEN_SIZE_MIN_PREFER_FIXED(_Lhs::MaxColsAtCompileTime, - _Rhs::MaxRowsAtCompileTime), - Depth = EIGEN_SIZE_MIN_PREFER_FIXED(_Lhs::ColsAtCompileTime, - _Rhs::RowsAtCompileTime), - LargeThreshold = EIGEN_CACHEFRIENDLY_PRODUCT_THRESHOLD - }; - - // the splitting into different lines of code here, introducing the _select enums and the typedef below, - // is to work around an internal compiler error with gcc 4.1 and 4.2. -private: - enum { - rows_select = product_size_category<Rows,MaxRows>::value, - cols_select = product_size_category<Cols,MaxCols>::value, - depth_select = product_size_category<Depth,MaxDepth>::value - }; - typedef product_type_selector<rows_select, cols_select, depth_select> selector; - -public: +template<typename Lhs, typename Rhs> +struct traits<Product<Lhs, Rhs> > +{ + typedef MatrixXpr XprKind; + typedef typename remove_all<Lhs>::type LhsCleaned; + typedef typename remove_all<Rhs>::type RhsCleaned; + typedef typename scalar_product_traits<typename traits<LhsCleaned>::Scalar, typename traits<RhsCleaned>::Scalar>::ReturnType Scalar; + typedef typename promote_storage_type<typename traits<LhsCleaned>::StorageKind, + typename traits<RhsCleaned>::StorageKind>::ret StorageKind; + typedef typename promote_index_type<typename traits<LhsCleaned>::Index, + typename traits<RhsCleaned>::Index>::type Index; enum { - value = selector::ret + RowsAtCompileTime = LhsCleaned::RowsAtCompileTime, + ColsAtCompileTime = RhsCleaned::ColsAtCompileTime, + MaxRowsAtCompileTime = LhsCleaned::MaxRowsAtCompileTime, + MaxColsAtCompileTime = RhsCleaned::MaxColsAtCompileTime, + Flags = (MaxRowsAtCompileTime==1 ? RowMajorBit : 0), // TODO should be no storage order + CoeffReadCost = 0 // TODO CoeffReadCost should not be part of the expression traits }; -#ifdef EIGEN_DEBUG_PRODUCT - static void debug() - { - EIGEN_DEBUG_VAR(Rows); - EIGEN_DEBUG_VAR(Cols); - EIGEN_DEBUG_VAR(Depth); - EIGEN_DEBUG_VAR(rows_select); - EIGEN_DEBUG_VAR(cols_select); - EIGEN_DEBUG_VAR(depth_select); - EIGEN_DEBUG_VAR(value); - } -#endif }; - - -/* The following allows to select the kind of product at compile time - * based on the three dimensions of the product. - * This is a compile time mapping from {1,Small,Large}^3 -> {product types} */ -// FIXME I'm not sure the current mapping is the ideal one. -template<int M, int N> struct product_type_selector<M,N,1> { enum { ret = OuterProduct }; }; -template<int Depth> struct product_type_selector<1, 1, Depth> { enum { ret = InnerProduct }; }; -template<> struct product_type_selector<1, 1, 1> { enum { ret = InnerProduct }; }; -template<> struct product_type_selector<Small,1, Small> { enum { ret = CoeffBasedProductMode }; }; -template<> struct product_type_selector<1, Small,Small> { enum { ret = CoeffBasedProductMode }; }; -template<> struct product_type_selector<Small,Small,Small> { enum { ret = CoeffBasedProductMode }; }; -template<> struct product_type_selector<Small, Small, 1> { enum { ret = LazyCoeffBasedProductMode }; }; -template<> struct product_type_selector<Small, Large, 1> { enum { ret = LazyCoeffBasedProductMode }; }; -template<> struct product_type_selector<Large, Small, 1> { enum { ret = LazyCoeffBasedProductMode }; }; -template<> struct product_type_selector<1, Large,Small> { enum { ret = CoeffBasedProductMode }; }; -template<> struct product_type_selector<1, Large,Large> { enum { ret = GemvProduct }; }; -template<> struct product_type_selector<1, Small,Large> { enum { ret = CoeffBasedProductMode }; }; -template<> struct product_type_selector<Large,1, Small> { enum { ret = CoeffBasedProductMode }; }; -template<> struct product_type_selector<Large,1, Large> { enum { ret = GemvProduct }; }; -template<> struct product_type_selector<Small,1, Large> { enum { ret = CoeffBasedProductMode }; }; -template<> struct product_type_selector<Small,Small,Large> { enum { ret = GemmProduct }; }; -template<> struct product_type_selector<Large,Small,Large> { enum { ret = GemmProduct }; }; -template<> struct product_type_selector<Small,Large,Large> { enum { ret = GemmProduct }; }; -template<> struct product_type_selector<Large,Large,Large> { enum { ret = GemmProduct }; }; -template<> struct product_type_selector<Large,Small,Small> { enum { ret = GemmProduct }; }; -template<> struct product_type_selector<Small,Large,Small> { enum { ret = GemmProduct }; }; -template<> struct product_type_selector<Large,Large,Small> { enum { ret = GemmProduct }; }; - } // end namespace internal -/** \class ProductReturnType - * \ingroup Core_Module - * - * \brief Helper class to get the correct and optimized returned type of operator* - * - * \param Lhs the type of the left-hand side - * \param Rhs the type of the right-hand side - * \param ProductMode the type of the product (determined automatically by internal::product_mode) - * - * This class defines the typename Type representing the optimized product expression - * between two matrix expressions. In practice, using ProductReturnType<Lhs,Rhs>::Type - * is the recommended way to define the result type of a function returning an expression - * which involve a matrix product. The class Product should never be - * used directly. - * - * \sa class Product, MatrixBase::operator*(const MatrixBase<OtherDerived>&) - */ -template<typename Lhs, typename Rhs, int ProductType> -struct ProductReturnType -{ - // TODO use the nested type to reduce instanciations ???? -// typedef typename internal::nested<Lhs,Rhs::ColsAtCompileTime>::type LhsNested; -// typedef typename internal::nested<Rhs,Lhs::RowsAtCompileTime>::type RhsNested; - - typedef GeneralProduct<Lhs/*Nested*/, Rhs/*Nested*/, ProductType> Type; -}; - -template<typename Lhs, typename Rhs> -struct ProductReturnType<Lhs,Rhs,CoeffBasedProductMode> -{ - typedef typename internal::nested<Lhs, Rhs::ColsAtCompileTime, typename internal::plain_matrix_type<Lhs>::type >::type LhsNested; - typedef typename internal::nested<Rhs, Lhs::RowsAtCompileTime, typename internal::plain_matrix_type<Rhs>::type >::type RhsNested; - typedef CoeffBasedProduct<LhsNested, RhsNested, EvalBeforeAssigningBit | EvalBeforeNestingBit> Type; -}; - -template<typename Lhs, typename Rhs> -struct ProductReturnType<Lhs,Rhs,LazyCoeffBasedProductMode> -{ - typedef typename internal::nested<Lhs, Rhs::ColsAtCompileTime, typename internal::plain_matrix_type<Lhs>::type >::type LhsNested; - typedef typename internal::nested<Rhs, Lhs::RowsAtCompileTime, typename internal::plain_matrix_type<Rhs>::type >::type RhsNested; - typedef CoeffBasedProduct<LhsNested, RhsNested, NestByRefBit> Type; -}; - -// this is a workaround for sun CC -template<typename Lhs, typename Rhs> -struct LazyProductReturnType : public ProductReturnType<Lhs,Rhs,LazyCoeffBasedProductMode> -{}; - -/*********************************************************************** -* Implementation of Inner Vector Vector Product -***********************************************************************/ - -// FIXME : maybe the "inner product" could return a Scalar -// instead of a 1x1 matrix ?? -// Pro: more natural for the user -// Cons: this could be a problem if in a meta unrolled algorithm a matrix-matrix -// product ends up to a row-vector times col-vector product... To tackle this use -// case, we could have a specialization for Block<MatrixType,1,1> with: operator=(Scalar x); - -namespace internal { - -template<typename Lhs, typename Rhs> -struct traits<GeneralProduct<Lhs,Rhs,InnerProduct> > - : traits<Matrix<typename scalar_product_traits<typename Lhs::Scalar, typename Rhs::Scalar>::ReturnType,1,1> > -{}; - -} - -template<typename Lhs, typename Rhs> -class GeneralProduct<Lhs, Rhs, InnerProduct> - : internal::no_assignment_operator, - public Matrix<typename internal::scalar_product_traits<typename Lhs::Scalar, typename Rhs::Scalar>::ReturnType,1,1> -{ - typedef Matrix<typename internal::scalar_product_traits<typename Lhs::Scalar, typename Rhs::Scalar>::ReturnType,1,1> Base; - public: - GeneralProduct(const Lhs& lhs, const Rhs& rhs) - { - EIGEN_STATIC_ASSERT((internal::is_same<typename Lhs::RealScalar, typename Rhs::RealScalar>::value), - YOU_MIXED_DIFFERENT_NUMERIC_TYPES__YOU_NEED_TO_USE_THE_CAST_METHOD_OF_MATRIXBASE_TO_CAST_NUMERIC_TYPES_EXPLICITLY) - - Base::coeffRef(0,0) = (lhs.transpose().cwiseProduct(rhs)).sum(); - } - - /** Convertion to scalar */ - operator const typename Base::Scalar() const { - return Base::coeff(0,0); - } -}; - -/*********************************************************************** -* Implementation of Outer Vector Vector Product -***********************************************************************/ - -namespace internal { -template<int StorageOrder> struct outer_product_selector; - -template<typename Lhs, typename Rhs> -struct traits<GeneralProduct<Lhs,Rhs,OuterProduct> > - : traits<ProductBase<GeneralProduct<Lhs,Rhs,OuterProduct>, Lhs, Rhs> > -{}; - -} template<typename Lhs, typename Rhs> -class GeneralProduct<Lhs, Rhs, OuterProduct> - : public ProductBase<GeneralProduct<Lhs,Rhs,OuterProduct>, Lhs, Rhs> +class Product : public ProductImpl<Lhs,Rhs,typename internal::promote_storage_type<typename internal::traits<Lhs>::StorageKind, + typename internal::traits<Rhs>::StorageKind>::ret> { public: - EIGEN_PRODUCT_PUBLIC_INTERFACE(GeneralProduct) - - GeneralProduct(const Lhs& lhs, const Rhs& rhs) : Base(lhs,rhs) + + typedef typename ProductImpl< + Lhs, Rhs, + typename internal::promote_storage_type<typename Lhs::StorageKind, + typename Rhs::StorageKind>::ret>::Base Base; + EIGEN_GENERIC_PUBLIC_INTERFACE(Product) + + typedef typename Lhs::Nested LhsNested; + typedef typename Rhs::Nested RhsNested; + typedef typename internal::remove_all<LhsNested>::type LhsNestedCleaned; + typedef typename internal::remove_all<RhsNested>::type RhsNestedCleaned; + + Product(const Lhs& lhs, const Rhs& rhs) : m_lhs(lhs), m_rhs(rhs) { - EIGEN_STATIC_ASSERT((internal::is_same<typename Lhs::RealScalar, typename Rhs::RealScalar>::value), - YOU_MIXED_DIFFERENT_NUMERIC_TYPES__YOU_NEED_TO_USE_THE_CAST_METHOD_OF_MATRIXBASE_TO_CAST_NUMERIC_TYPES_EXPLICITLY) + eigen_assert(lhs.cols() == rhs.rows() + && "invalid matrix product" + && "if you wanted a coeff-wise or a dot product use the respective explicit functions"); } - template<typename Dest> void scaleAndAddTo(Dest& dest, Scalar alpha) const - { - internal::outer_product_selector<(int(Dest::Flags)&RowMajorBit) ? RowMajor : ColMajor>::run(*this, dest, alpha); - } -}; + inline Index rows() const { return m_lhs.rows(); } + inline Index cols() const { return m_rhs.cols(); } -namespace internal { + const LhsNestedCleaned& lhs() const { return m_lhs; } + const RhsNestedCleaned& rhs() const { return m_rhs; } -template<> struct outer_product_selector<ColMajor> { - template<typename ProductType, typename Dest> - static EIGEN_DONT_INLINE void run(const ProductType& prod, Dest& dest, typename ProductType::Scalar alpha) { - typedef typename Dest::Index Index; - // FIXME make sure lhs is sequentially stored - // FIXME not very good if rhs is real and lhs complex while alpha is real too - const Index cols = dest.cols(); - for (Index j=0; j<cols; ++j) - dest.col(j) += (alpha * prod.rhs().coeff(j)) * prod.lhs(); - } -}; + protected: -template<> struct outer_product_selector<RowMajor> { - template<typename ProductType, typename Dest> - static EIGEN_DONT_INLINE void run(const ProductType& prod, Dest& dest, typename ProductType::Scalar alpha) { - typedef typename Dest::Index Index; - // FIXME make sure rhs is sequentially stored - // FIXME not very good if lhs is real and rhs complex while alpha is real too - const Index rows = dest.rows(); - for (Index i=0; i<rows; ++i) - dest.row(i) += (alpha * prod.lhs().coeff(i)) * prod.rhs(); - } + const LhsNested m_lhs; + const RhsNested m_rhs; }; -} // end namespace internal - -/*********************************************************************** -* Implementation of General Matrix Vector Product -***********************************************************************/ - -/* According to the shape/flags of the matrix we have to distinghish 3 different cases: - * 1 - the matrix is col-major, BLAS compatible and M is large => call fast BLAS-like colmajor routine - * 2 - the matrix is row-major, BLAS compatible and N is large => call fast BLAS-like rowmajor routine - * 3 - all other cases are handled using a simple loop along the outer-storage direction. - * Therefore we need a lower level meta selector. - * Furthermore, if the matrix is the rhs, then the product has to be transposed. - */ -namespace internal { - -template<typename Lhs, typename Rhs> -struct traits<GeneralProduct<Lhs,Rhs,GemvProduct> > - : traits<ProductBase<GeneralProduct<Lhs,Rhs,GemvProduct>, Lhs, Rhs> > -{}; - -template<int Side, int StorageOrder, bool BlasCompatible> -struct gemv_selector; - -} // end namespace internal - template<typename Lhs, typename Rhs> -class GeneralProduct<Lhs, Rhs, GemvProduct> - : public ProductBase<GeneralProduct<Lhs,Rhs,GemvProduct>, Lhs, Rhs> +class ProductImpl<Lhs,Rhs,Dense> : public internal::dense_xpr_base<Product<Lhs,Rhs> >::type { + typedef Product<Lhs, Rhs> Derived; public: - EIGEN_PRODUCT_PUBLIC_INTERFACE(GeneralProduct) - - typedef typename Lhs::Scalar LhsScalar; - typedef typename Rhs::Scalar RhsScalar; - - GeneralProduct(const Lhs& lhs, const Rhs& rhs) : Base(lhs,rhs) - { -// EIGEN_STATIC_ASSERT((internal::is_same<typename Lhs::Scalar, typename Rhs::Scalar>::value), -// YOU_MIXED_DIFFERENT_NUMERIC_TYPES__YOU_NEED_TO_USE_THE_CAST_METHOD_OF_MATRIXBASE_TO_CAST_NUMERIC_TYPES_EXPLICITLY) - } - - enum { Side = Lhs::IsVectorAtCompileTime ? OnTheLeft : OnTheRight }; - typedef typename internal::conditional<int(Side)==OnTheRight,_LhsNested,_RhsNested>::type MatrixType; - - template<typename Dest> void scaleAndAddTo(Dest& dst, Scalar alpha) const - { - eigen_assert(m_lhs.rows() == dst.rows() && m_rhs.cols() == dst.cols()); - internal::gemv_selector<Side,(int(MatrixType::Flags)&RowMajorBit) ? RowMajor : ColMajor, - bool(internal::blas_traits<MatrixType>::HasUsableDirectAccess)>::run(*this, dst, alpha); - } -}; - -namespace internal { - -// The vector is on the left => transposition -template<int StorageOrder, bool BlasCompatible> -struct gemv_selector<OnTheLeft,StorageOrder,BlasCompatible> -{ - template<typename ProductType, typename Dest> - static void run(const ProductType& prod, Dest& dest, typename ProductType::Scalar alpha) - { - Transpose<Dest> destT(dest); - enum { OtherStorageOrder = StorageOrder == RowMajor ? ColMajor : RowMajor }; - gemv_selector<OnTheRight,OtherStorageOrder,BlasCompatible> - ::run(GeneralProduct<Transpose<const typename ProductType::_RhsNested>,Transpose<const typename ProductType::_LhsNested>, GemvProduct> - (prod.rhs().transpose(), prod.lhs().transpose()), destT, alpha); - } -}; - -template<typename Scalar,int Size,int MaxSize,bool Cond> struct gemv_static_vector_if; - -template<typename Scalar,int Size,int MaxSize> -struct gemv_static_vector_if<Scalar,Size,MaxSize,false> -{ - EIGEN_STRONG_INLINE Scalar* data() { eigen_internal_assert(false && "should never be called"); return 0; } -}; - -template<typename Scalar,int Size> -struct gemv_static_vector_if<Scalar,Size,Dynamic,true> -{ - EIGEN_STRONG_INLINE Scalar* data() { return 0; } -}; - -template<typename Scalar,int Size,int MaxSize> -struct gemv_static_vector_if<Scalar,Size,MaxSize,true> -{ - #if EIGEN_ALIGN_STATICALLY - internal::plain_array<Scalar,EIGEN_SIZE_MIN_PREFER_FIXED(Size,MaxSize),0> m_data; - EIGEN_STRONG_INLINE Scalar* data() { return m_data.array; } - #else - // Some architectures cannot align on the stack, - // => let's manually enforce alignment by allocating more data and return the address of the first aligned element. - enum { - ForceAlignment = internal::packet_traits<Scalar>::Vectorizable, - PacketSize = internal::packet_traits<Scalar>::size - }; - internal::plain_array<Scalar,EIGEN_SIZE_MIN_PREFER_FIXED(Size,MaxSize)+(ForceAlignment?PacketSize:0),0> m_data; - EIGEN_STRONG_INLINE Scalar* data() { - return ForceAlignment - ? reinterpret_cast<Scalar*>((reinterpret_cast<size_t>(m_data.array) & ~(size_t(15))) + 16) - : m_data.array; - } - #endif -}; - -template<> struct gemv_selector<OnTheRight,ColMajor,true> -{ - template<typename ProductType, typename Dest> - static inline void run(const ProductType& prod, Dest& dest, typename ProductType::Scalar alpha) - { - typedef typename ProductType::Index Index; - typedef typename ProductType::LhsScalar LhsScalar; - typedef typename ProductType::RhsScalar RhsScalar; - typedef typename ProductType::Scalar ResScalar; - typedef typename ProductType::RealScalar RealScalar; - typedef typename ProductType::ActualLhsType ActualLhsType; - typedef typename ProductType::ActualRhsType ActualRhsType; - typedef typename ProductType::LhsBlasTraits LhsBlasTraits; - typedef typename ProductType::RhsBlasTraits RhsBlasTraits; - typedef Map<Matrix<ResScalar,Dynamic,1>, Aligned> MappedDest; - - const ActualLhsType actualLhs = LhsBlasTraits::extract(prod.lhs()); - const ActualRhsType actualRhs = RhsBlasTraits::extract(prod.rhs()); - - ResScalar actualAlpha = alpha * LhsBlasTraits::extractScalarFactor(prod.lhs()) - * RhsBlasTraits::extractScalarFactor(prod.rhs()); - - enum { - // FIXME find a way to allow an inner stride on the result if packet_traits<Scalar>::size==1 - // on, the other hand it is good for the cache to pack the vector anyways... - EvalToDestAtCompileTime = Dest::InnerStrideAtCompileTime==1, - ComplexByReal = (NumTraits<LhsScalar>::IsComplex) && (!NumTraits<RhsScalar>::IsComplex), - MightCannotUseDest = (Dest::InnerStrideAtCompileTime!=1) || ComplexByReal - }; - - gemv_static_vector_if<ResScalar,Dest::SizeAtCompileTime,Dest::MaxSizeAtCompileTime,MightCannotUseDest> static_dest; - - // this is written like this (i.e., with a ?:) to workaround an ICE with ICC 12 - bool alphaIsCompatible = (!ComplexByReal) ? true : (imag(actualAlpha)==RealScalar(0)); - bool evalToDest = EvalToDestAtCompileTime && alphaIsCompatible; - - RhsScalar compatibleAlpha = get_factor<ResScalar,RhsScalar>::run(actualAlpha); - - ei_declare_aligned_stack_constructed_variable(ResScalar,actualDestPtr,dest.size(), - evalToDest ? dest.data() : static_dest.data()); - - if(!evalToDest) - { - #ifdef EIGEN_DENSE_STORAGE_CTOR_PLUGIN - int size = dest.size(); - EIGEN_DENSE_STORAGE_CTOR_PLUGIN - #endif - if(!alphaIsCompatible) - { - MappedDest(actualDestPtr, dest.size()).setZero(); - compatibleAlpha = RhsScalar(1); - } - else - MappedDest(actualDestPtr, dest.size()) = dest; - } - general_matrix_vector_product - <Index,LhsScalar,ColMajor,LhsBlasTraits::NeedToConjugate,RhsScalar,RhsBlasTraits::NeedToConjugate>::run( - actualLhs.rows(), actualLhs.cols(), - &actualLhs.coeffRef(0,0), actualLhs.outerStride(), - actualRhs.data(), actualRhs.innerStride(), - actualDestPtr, 1, - compatibleAlpha); - - if (!evalToDest) - { - if(!alphaIsCompatible) - dest += actualAlpha * MappedDest(actualDestPtr, dest.size()); - else - dest = MappedDest(actualDestPtr, dest.size()); - } - } -}; - -template<> struct gemv_selector<OnTheRight,RowMajor,true> -{ - template<typename ProductType, typename Dest> - static void run(const ProductType& prod, Dest& dest, typename ProductType::Scalar alpha) - { - typedef typename ProductType::LhsScalar LhsScalar; - typedef typename ProductType::RhsScalar RhsScalar; - typedef typename ProductType::Scalar ResScalar; - typedef typename ProductType::Index Index; - typedef typename ProductType::ActualLhsType ActualLhsType; - typedef typename ProductType::ActualRhsType ActualRhsType; - typedef typename ProductType::_ActualRhsType _ActualRhsType; - typedef typename ProductType::LhsBlasTraits LhsBlasTraits; - typedef typename ProductType::RhsBlasTraits RhsBlasTraits; - - typename add_const<ActualLhsType>::type actualLhs = LhsBlasTraits::extract(prod.lhs()); - typename add_const<ActualRhsType>::type actualRhs = RhsBlasTraits::extract(prod.rhs()); - - ResScalar actualAlpha = alpha * LhsBlasTraits::extractScalarFactor(prod.lhs()) - * RhsBlasTraits::extractScalarFactor(prod.rhs()); - - enum { - // FIXME find a way to allow an inner stride on the result if packet_traits<Scalar>::size==1 - // on, the other hand it is good for the cache to pack the vector anyways... - DirectlyUseRhs = _ActualRhsType::InnerStrideAtCompileTime==1 - }; - - gemv_static_vector_if<RhsScalar,_ActualRhsType::SizeAtCompileTime,_ActualRhsType::MaxSizeAtCompileTime,!DirectlyUseRhs> static_rhs; - - ei_declare_aligned_stack_constructed_variable(RhsScalar,actualRhsPtr,actualRhs.size(), - DirectlyUseRhs ? const_cast<RhsScalar*>(actualRhs.data()) : static_rhs.data()); - - if(!DirectlyUseRhs) - { - #ifdef EIGEN_DENSE_STORAGE_CTOR_PLUGIN - int size = actualRhs.size(); - EIGEN_DENSE_STORAGE_CTOR_PLUGIN - #endif - Map<typename _ActualRhsType::PlainObject>(actualRhsPtr, actualRhs.size()) = actualRhs; - } - - general_matrix_vector_product - <Index,LhsScalar,RowMajor,LhsBlasTraits::NeedToConjugate,RhsScalar,RhsBlasTraits::NeedToConjugate>::run( - actualLhs.rows(), actualLhs.cols(), - &actualLhs.coeffRef(0,0), actualLhs.outerStride(), - actualRhsPtr, 1, - &dest.coeffRef(0,0), dest.innerStride(), - actualAlpha); - } -}; - -template<> struct gemv_selector<OnTheRight,ColMajor,false> -{ - template<typename ProductType, typename Dest> - static void run(const ProductType& prod, Dest& dest, typename ProductType::Scalar alpha) - { - typedef typename Dest::Index Index; - // TODO makes sure dest is sequentially stored in memory, otherwise use a temp - const Index size = prod.rhs().rows(); - for(Index k=0; k<size; ++k) - dest += (alpha*prod.rhs().coeff(k)) * prod.lhs().col(k); - } -}; - -template<> struct gemv_selector<OnTheRight,RowMajor,false> -{ - template<typename ProductType, typename Dest> - static void run(const ProductType& prod, Dest& dest, typename ProductType::Scalar alpha) - { - typedef typename Dest::Index Index; - // TODO makes sure rhs is sequentially stored in memory, otherwise use a temp - const Index rows = prod.rows(); - for(Index i=0; i<rows; ++i) - dest.coeffRef(i) += alpha * (prod.lhs().row(i).cwiseProduct(prod.rhs().transpose())).sum(); - } + typedef typename internal::dense_xpr_base<Product<Lhs, Rhs> >::type Base; + EIGEN_DENSE_PUBLIC_INTERFACE(Derived) }; -} // end namespace internal - -/*************************************************************************** -* Implementation of matrix base methods -***************************************************************************/ - -/** \returns the matrix product of \c *this and \a other. - * - * \note If instead of the matrix product you want the coefficient-wise product, see Cwise::operator*(). - * - * \sa lazyProduct(), operator*=(const MatrixBase&), Cwise::operator*() - */ -template<typename Derived> -template<typename OtherDerived> -inline const typename ProductReturnType<Derived,OtherDerived>::Type -MatrixBase<Derived>::operator*(const MatrixBase<OtherDerived> &other) const -{ - // A note regarding the function declaration: In MSVC, this function will sometimes - // not be inlined since DenseStorage is an unwindable object for dynamic - // matrices and product types are holding a member to store the result. - // Thus it does not help tagging this function with EIGEN_STRONG_INLINE. - enum { - ProductIsValid = Derived::ColsAtCompileTime==Dynamic - || OtherDerived::RowsAtCompileTime==Dynamic - || int(Derived::ColsAtCompileTime)==int(OtherDerived::RowsAtCompileTime), - AreVectors = Derived::IsVectorAtCompileTime && OtherDerived::IsVectorAtCompileTime, - SameSizes = EIGEN_PREDICATE_SAME_MATRIX_SIZE(Derived,OtherDerived) - }; - // note to the lost user: - // * for a dot product use: v1.dot(v2) - // * for a coeff-wise product use: v1.cwiseProduct(v2) - EIGEN_STATIC_ASSERT(ProductIsValid || !(AreVectors && SameSizes), - INVALID_VECTOR_VECTOR_PRODUCT__IF_YOU_WANTED_A_DOT_OR_COEFF_WISE_PRODUCT_YOU_MUST_USE_THE_EXPLICIT_FUNCTIONS) - EIGEN_STATIC_ASSERT(ProductIsValid || !(SameSizes && !AreVectors), - INVALID_MATRIX_PRODUCT__IF_YOU_WANTED_A_COEFF_WISE_PRODUCT_YOU_MUST_USE_THE_EXPLICIT_FUNCTION) - EIGEN_STATIC_ASSERT(ProductIsValid || SameSizes, INVALID_MATRIX_PRODUCT) -#ifdef EIGEN_DEBUG_PRODUCT - internal::product_type<Derived,OtherDerived>::debug(); -#endif - return typename ProductReturnType<Derived,OtherDerived>::Type(derived(), other.derived()); -} - -/** \returns an expression of the matrix product of \c *this and \a other without implicit evaluation. - * - * The returned product will behave like any other expressions: the coefficients of the product will be - * computed once at a time as requested. This might be useful in some extremely rare cases when only - * a small and no coherent fraction of the result's coefficients have to be computed. - * - * \warning This version of the matrix product can be much much slower. So use it only if you know - * what you are doing and that you measured a true speed improvement. - * - * \sa operator*(const MatrixBase&) - */ -template<typename Derived> -template<typename OtherDerived> -const typename LazyProductReturnType<Derived,OtherDerived>::Type -MatrixBase<Derived>::lazyProduct(const MatrixBase<OtherDerived> &other) const -{ - enum { - ProductIsValid = Derived::ColsAtCompileTime==Dynamic - || OtherDerived::RowsAtCompileTime==Dynamic - || int(Derived::ColsAtCompileTime)==int(OtherDerived::RowsAtCompileTime), - AreVectors = Derived::IsVectorAtCompileTime && OtherDerived::IsVectorAtCompileTime, - SameSizes = EIGEN_PREDICATE_SAME_MATRIX_SIZE(Derived,OtherDerived) - }; - // note to the lost user: - // * for a dot product use: v1.dot(v2) - // * for a coeff-wise product use: v1.cwiseProduct(v2) - EIGEN_STATIC_ASSERT(ProductIsValid || !(AreVectors && SameSizes), - INVALID_VECTOR_VECTOR_PRODUCT__IF_YOU_WANTED_A_DOT_OR_COEFF_WISE_PRODUCT_YOU_MUST_USE_THE_EXPLICIT_FUNCTIONS) - EIGEN_STATIC_ASSERT(ProductIsValid || !(SameSizes && !AreVectors), - INVALID_MATRIX_PRODUCT__IF_YOU_WANTED_A_COEFF_WISE_PRODUCT_YOU_MUST_USE_THE_EXPLICIT_FUNCTION) - EIGEN_STATIC_ASSERT(ProductIsValid || SameSizes, INVALID_MATRIX_PRODUCT) - - return typename LazyProductReturnType<Derived,OtherDerived>::Type(derived(), other.derived()); -} - #endif // EIGEN_PRODUCT_H diff --git a/extern/Eigen3/Eigen/src/Core/ProductBase.h b/extern/Eigen3/Eigen/src/Core/ProductBase.h index 91975880fdc..ec12e5c9f6b 100644 --- a/extern/Eigen3/Eigen/src/Core/ProductBase.h +++ b/extern/Eigen3/Eigen/src/Core/ProductBase.h @@ -3,28 +3,15 @@ // // Copyright (C) 2009-2010 Gael Guennebaud <gael.guennebaud@inria.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_PRODUCTBASE_H #define EIGEN_PRODUCTBASE_H +namespace Eigen { + /** \class ProductBase * \ingroup Core_Module * @@ -115,10 +102,10 @@ class ProductBase : public MatrixBase<Derived> inline void evalTo(Dest& dst) const { dst.setZero(); scaleAndAddTo(dst,Scalar(1)); } template<typename Dest> - inline void addTo(Dest& dst) const { scaleAndAddTo(dst,1); } + inline void addTo(Dest& dst) const { scaleAndAddTo(dst,Scalar(1)); } template<typename Dest> - inline void subTo(Dest& dst) const { scaleAndAddTo(dst,-1); } + inline void subTo(Dest& dst) const { scaleAndAddTo(dst,Scalar(-1)); } template<typename Dest> inline void scaleAndAddTo(Dest& dst,Scalar alpha) const { derived().scaleAndAddTo(dst,alpha); } @@ -181,8 +168,8 @@ class ProductBase : public MatrixBase<Derived> protected: - const LhsNested m_lhs; - const RhsNested m_rhs; + LhsNested m_lhs; + RhsNested m_rhs; mutable PlainObject m_result; }; @@ -286,5 +273,6 @@ Derived& MatrixBase<Derived>::lazyAssign(const ProductBase<ProductDerived, Lhs,R return derived(); } +} // end namespace Eigen #endif // EIGEN_PRODUCTBASE_H diff --git a/extern/Eigen3/Eigen/src/Core/Random.h b/extern/Eigen3/Eigen/src/Core/Random.h index b7d90103a5b..a9f7f434666 100644 --- a/extern/Eigen3/Eigen/src/Core/Random.h +++ b/extern/Eigen3/Eigen/src/Core/Random.h @@ -3,28 +3,15 @@ // // Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_RANDOM_H #define EIGEN_RANDOM_H +namespace Eigen { + namespace internal { template<typename Scalar> struct scalar_random_op { @@ -160,4 +147,6 @@ PlainObjectBase<Derived>::setRandom(Index rows, Index cols) return setRandom(); } +} // end namespace Eigen + #endif // EIGEN_RANDOM_H diff --git a/extern/Eigen3/Eigen/src/Core/Redux.h b/extern/Eigen3/Eigen/src/Core/Redux.h index f9f5a95d546..b7ce7c658a2 100644 --- a/extern/Eigen3/Eigen/src/Core/Redux.h +++ b/extern/Eigen3/Eigen/src/Core/Redux.h @@ -4,28 +4,15 @@ // Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr> // Copyright (C) 2006-2008 Benoit Jacob <jacob.benoit.1@gmail.com> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_REDUX_H #define EIGEN_REDUX_H +namespace Eigen { + namespace internal { // TODO @@ -95,7 +82,7 @@ struct redux_novec_unroller typedef typename Derived::Scalar Scalar; - EIGEN_STRONG_INLINE static Scalar run(const Derived &mat, const Func& func) + static EIGEN_STRONG_INLINE Scalar run(const Derived &mat, const Func& func) { return func(redux_novec_unroller<Func, Derived, Start, HalfLength>::run(mat,func), redux_novec_unroller<Func, Derived, Start+HalfLength, Length-HalfLength>::run(mat,func)); @@ -112,7 +99,7 @@ struct redux_novec_unroller<Func, Derived, Start, 1> typedef typename Derived::Scalar Scalar; - EIGEN_STRONG_INLINE static Scalar run(const Derived &mat, const Func&) + static EIGEN_STRONG_INLINE Scalar run(const Derived &mat, const Func&) { return mat.coeffByOuterInner(outer, inner); } @@ -125,7 +112,7 @@ template<typename Func, typename Derived, int Start> struct redux_novec_unroller<Func, Derived, Start, 0> { typedef typename Derived::Scalar Scalar; - EIGEN_STRONG_INLINE static Scalar run(const Derived&, const Func&) { return Scalar(); } + static EIGEN_STRONG_INLINE Scalar run(const Derived&, const Func&) { return Scalar(); } }; /*** vectorization ***/ @@ -141,7 +128,7 @@ struct redux_vec_unroller typedef typename Derived::Scalar Scalar; typedef typename packet_traits<Scalar>::type PacketScalar; - EIGEN_STRONG_INLINE static PacketScalar run(const Derived &mat, const Func& func) + static EIGEN_STRONG_INLINE PacketScalar run(const Derived &mat, const Func& func) { return func.packetOp( redux_vec_unroller<Func, Derived, Start, HalfLength>::run(mat,func), @@ -162,7 +149,7 @@ struct redux_vec_unroller<Func, Derived, Start, 1> typedef typename Derived::Scalar Scalar; typedef typename packet_traits<Scalar>::type PacketScalar; - EIGEN_STRONG_INLINE static PacketScalar run(const Derived &mat, const Func&) + static EIGEN_STRONG_INLINE PacketScalar run(const Derived &mat, const Func&) { return mat.template packetByOuterInner<alignment>(outer, inner); } @@ -214,20 +201,33 @@ struct redux_impl<Func, Derived, LinearVectorizedTraversal, NoUnrolling> const Index size = mat.size(); eigen_assert(size && "you are using an empty matrix"); const Index packetSize = packet_traits<Scalar>::size; - const Index alignedStart = first_aligned(mat); + const Index alignedStart = internal::first_aligned(mat); enum { alignment = bool(Derived::Flags & DirectAccessBit) || bool(Derived::Flags & AlignedBit) ? Aligned : Unaligned }; - const Index alignedSize = ((size-alignedStart)/packetSize)*packetSize; - const Index alignedEnd = alignedStart + alignedSize; + const Index alignedSize2 = ((size-alignedStart)/(2*packetSize))*(2*packetSize); + const Index alignedSize = ((size-alignedStart)/(packetSize))*(packetSize); + const Index alignedEnd2 = alignedStart + alignedSize2; + const Index alignedEnd = alignedStart + alignedSize; Scalar res; if(alignedSize) { - PacketScalar packet_res = mat.template packet<alignment>(alignedStart); - for(Index index = alignedStart + packetSize; index < alignedEnd; index += packetSize) - packet_res = func.packetOp(packet_res, mat.template packet<alignment>(index)); - res = func.predux(packet_res); + PacketScalar packet_res0 = mat.template packet<alignment>(alignedStart); + if(alignedSize>packetSize) // we have at least two packets to partly unroll the loop + { + PacketScalar packet_res1 = mat.template packet<alignment>(alignedStart+packetSize); + for(Index index = alignedStart + 2*packetSize; index < alignedEnd2; index += 2*packetSize) + { + packet_res0 = func.packetOp(packet_res0, mat.template packet<alignment>(index)); + packet_res1 = func.packetOp(packet_res1, mat.template packet<alignment>(index+packetSize)); + } + + packet_res0 = func.packetOp(packet_res0,packet_res1); + if(alignedEnd>alignedEnd2) + packet_res0 = func.packetOp(packet_res0, mat.template packet<alignment>(alignedEnd2)); + } + res = func.predux(packet_res0); for(Index index = 0; index < alignedStart; ++index) res = func(res,mat.coeff(index)); @@ -296,7 +296,7 @@ struct redux_impl<Func, Derived, LinearVectorizedTraversal, CompleteUnrolling> Size = Derived::SizeAtCompileTime, VectorizedSize = (Size / PacketSize) * PacketSize }; - EIGEN_STRONG_INLINE static Scalar run(const Derived& mat, const Func& func) + static EIGEN_STRONG_INLINE Scalar run(const Derived& mat, const Func& func) { eigen_assert(mat.rows()>0 && mat.cols()>0 && "you are using an empty matrix"); Scalar res = func.predux(redux_vec_unroller<Func, Derived, 0, Size / PacketSize>::run(mat,func)); @@ -401,4 +401,6 @@ MatrixBase<Derived>::trace() const return derived().diagonal().sum(); } +} // end namespace Eigen + #endif // EIGEN_REDUX_H diff --git a/extern/Eigen3/Eigen/src/Core/Replicate.h b/extern/Eigen3/Eigen/src/Core/Replicate.h index 4c171f8d580..b61fdc29e2f 100644 --- a/extern/Eigen3/Eigen/src/Core/Replicate.h +++ b/extern/Eigen3/Eigen/src/Core/Replicate.h @@ -3,28 +3,15 @@ // // Copyright (C) 2009-2010 Gael Guennebaud <gael.guennebaud@inria.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_REPLICATE_H #define EIGEN_REPLICATE_H +namespace Eigen { + /** * \class Replicate * \ingroup Core_Module @@ -92,7 +79,7 @@ template<typename MatrixType,int RowFactor,int ColFactor> class Replicate } template<typename OriginalMatrixType> - inline Replicate(const OriginalMatrixType& matrix, int rowFactor, int colFactor) + inline Replicate(const OriginalMatrixType& matrix, Index rowFactor, Index colFactor) : m_matrix(matrix), m_rowFactor(rowFactor), m_colFactor(colFactor) { EIGEN_STATIC_ASSERT((internal::is_same<typename internal::remove_const<MatrixType>::type,OriginalMatrixType>::value), @@ -127,9 +114,13 @@ template<typename MatrixType,int RowFactor,int ColFactor> class Replicate return m_matrix.template packet<LoadMode>(actual_row, actual_col); } + const _MatrixTypeNested& nestedExpression() const + { + return m_matrix; + } protected: - const MatrixTypeNested m_matrix; + MatrixTypeNested m_matrix; const internal::variable_if_dynamic<Index, RowFactor> m_rowFactor; const internal::variable_if_dynamic<Index, ColFactor> m_colFactor; }; @@ -181,4 +172,6 @@ VectorwiseOp<ExpressionType,Direction>::replicate(Index factor) const (_expression(),Direction==Vertical?factor:1,Direction==Horizontal?factor:1); } +} // end namespace Eigen + #endif // EIGEN_REPLICATE_H diff --git a/extern/Eigen3/Eigen/src/Core/ReturnByValue.h b/extern/Eigen3/Eigen/src/Core/ReturnByValue.h index 24c5a4e215d..613912ffa8c 100644 --- a/extern/Eigen3/Eigen/src/Core/ReturnByValue.h +++ b/extern/Eigen3/Eigen/src/Core/ReturnByValue.h @@ -4,28 +4,15 @@ // Copyright (C) 2009-2010 Gael Guennebaud <gael.guennebaud@inria.fr> // Copyright (C) 2009-2010 Benoit Jacob <jacob.benoit.1@gmail.com> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_RETURNBYVALUE_H #define EIGEN_RETURNBYVALUE_H +namespace Eigen { + /** \class ReturnByValue * \ingroup Core_Module * @@ -96,4 +83,6 @@ Derived& DenseBase<Derived>::operator=(const ReturnByValue<OtherDerived>& other) return derived(); } +} // end namespace Eigen + #endif // EIGEN_RETURNBYVALUE_H diff --git a/extern/Eigen3/Eigen/src/Core/Reverse.h b/extern/Eigen3/Eigen/src/Core/Reverse.h index 600744ae758..e30ae3d281b 100644 --- a/extern/Eigen3/Eigen/src/Core/Reverse.h +++ b/extern/Eigen3/Eigen/src/Core/Reverse.h @@ -5,28 +5,15 @@ // Copyright (C) 2009 Ricard Marxer <email@ricardmarxer.com> // Copyright (C) 2009-2010 Gael Guennebaud <gael.guennebaud@inria.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_REVERSE_H #define EIGEN_REVERSE_H +namespace Eigen { + /** \class Reverse * \ingroup Core_Module * @@ -183,8 +170,14 @@ template<typename MatrixType, int Direction> class Reverse m_matrix.const_cast_derived().template writePacket<LoadMode>(m_matrix.size() - index - PacketSize, internal::preverse(x)); } + const typename internal::remove_all<typename MatrixType::Nested>::type& + nestedExpression() const + { + return m_matrix; + } + protected: - const typename MatrixType::Nested m_matrix; + typename MatrixType::Nested m_matrix; }; /** \returns an expression of the reverse of *this. @@ -226,5 +219,6 @@ inline void DenseBase<Derived>::reverseInPlace() derived() = derived().reverse().eval(); } +} // end namespace Eigen #endif // EIGEN_REVERSE_H diff --git a/extern/Eigen3/Eigen/src/Core/Select.h b/extern/Eigen3/Eigen/src/Core/Select.h index d0cd66a261a..2bf6e91d0aa 100644 --- a/extern/Eigen3/Eigen/src/Core/Select.h +++ b/extern/Eigen3/Eigen/src/Core/Select.h @@ -3,28 +3,15 @@ // // Copyright (C) 2008-2010 Gael Guennebaud <gael.guennebaud@inria.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_SELECT_H #define EIGEN_SELECT_H +namespace Eigen { + /** \class Select * \ingroup Core_Module * @@ -101,10 +88,25 @@ class Select : internal::no_assignment_operator, return m_else.coeff(i); } + const ConditionMatrixType& conditionMatrix() const + { + return m_condition; + } + + const ThenMatrixType& thenMatrix() const + { + return m_then; + } + + const ElseMatrixType& elseMatrix() const + { + return m_else; + } + protected: - const typename ConditionMatrixType::Nested m_condition; - const typename ThenMatrixType::Nested m_then; - const typename ElseMatrixType::Nested m_else; + typename ConditionMatrixType::Nested m_condition; + typename ThenMatrixType::Nested m_then; + typename ElseMatrixType::Nested m_else; }; @@ -155,4 +157,6 @@ DenseBase<Derived>::select(typename ElseDerived::Scalar thenScalar, derived(), ElseDerived::Constant(rows(),cols(),thenScalar), elseMatrix.derived()); } +} // end namespace Eigen + #endif // EIGEN_SELECT_H diff --git a/extern/Eigen3/Eigen/src/Core/SelfAdjointView.h b/extern/Eigen3/Eigen/src/Core/SelfAdjointView.h index 4bb68755eee..82cc4da736a 100644 --- a/extern/Eigen3/Eigen/src/Core/SelfAdjointView.h +++ b/extern/Eigen3/Eigen/src/Core/SelfAdjointView.h @@ -3,28 +3,15 @@ // // Copyright (C) 2009 Gael Guennebaud <gael.guennebaud@inria.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_SELFADJOINTMATRIX_H #define EIGEN_SELFADJOINTMATRIX_H +namespace Eigen { + /** \class SelfAdjointView * \ingroup Core_Module * @@ -82,7 +69,7 @@ template<typename MatrixType, unsigned int UpLo> class SelfAdjointView }; typedef typename MatrixType::PlainObject PlainObject; - inline SelfAdjointView(const MatrixType& matrix) : m_matrix(matrix) + inline SelfAdjointView(MatrixType& matrix) : m_matrix(matrix) {} inline Index rows() const { return m_matrix.rows(); } @@ -199,7 +186,7 @@ template<typename MatrixType, unsigned int UpLo> class SelfAdjointView #endif protected: - const MatrixTypeNested m_matrix; + MatrixTypeNested m_matrix; }; @@ -222,7 +209,7 @@ struct triangular_assignment_selector<Derived1, Derived2, (SelfAdjoint|Upper), U row = (UnrollCount-1) % Derived1::RowsAtCompileTime }; - inline static void run(Derived1 &dst, const Derived2 &src) + static inline void run(Derived1 &dst, const Derived2 &src) { triangular_assignment_selector<Derived1, Derived2, (SelfAdjoint|Upper), UnrollCount-1, ClearOpposite>::run(dst, src); @@ -236,7 +223,7 @@ struct triangular_assignment_selector<Derived1, Derived2, (SelfAdjoint|Upper), U template<typename Derived1, typename Derived2, bool ClearOpposite> struct triangular_assignment_selector<Derived1, Derived2, SelfAdjoint|Upper, 0, ClearOpposite> { - inline static void run(Derived1 &, const Derived2 &) {} + static inline void run(Derived1 &, const Derived2 &) {} }; template<typename Derived1, typename Derived2, int UnrollCount, bool ClearOpposite> @@ -247,7 +234,7 @@ struct triangular_assignment_selector<Derived1, Derived2, (SelfAdjoint|Lower), U row = (UnrollCount-1) % Derived1::RowsAtCompileTime }; - inline static void run(Derived1 &dst, const Derived2 &src) + static inline void run(Derived1 &dst, const Derived2 &src) { triangular_assignment_selector<Derived1, Derived2, (SelfAdjoint|Lower), UnrollCount-1, ClearOpposite>::run(dst, src); @@ -261,14 +248,14 @@ struct triangular_assignment_selector<Derived1, Derived2, (SelfAdjoint|Lower), U template<typename Derived1, typename Derived2, bool ClearOpposite> struct triangular_assignment_selector<Derived1, Derived2, SelfAdjoint|Lower, 0, ClearOpposite> { - inline static void run(Derived1 &, const Derived2 &) {} + static inline void run(Derived1 &, const Derived2 &) {} }; template<typename Derived1, typename Derived2, bool ClearOpposite> struct triangular_assignment_selector<Derived1, Derived2, SelfAdjoint|Upper, Dynamic, ClearOpposite> { typedef typename Derived1::Index Index; - inline static void run(Derived1 &dst, const Derived2 &src) + static inline void run(Derived1 &dst, const Derived2 &src) { for(Index j = 0; j < dst.cols(); ++j) { @@ -285,7 +272,7 @@ struct triangular_assignment_selector<Derived1, Derived2, SelfAdjoint|Upper, Dyn template<typename Derived1, typename Derived2, bool ClearOpposite> struct triangular_assignment_selector<Derived1, Derived2, SelfAdjoint|Lower, Dynamic, ClearOpposite> { - inline static void run(Derived1 &dst, const Derived2 &src) + static inline void run(Derived1 &dst, const Derived2 &src) { typedef typename Derived1::Index Index; for(Index i = 0; i < dst.rows(); ++i) @@ -322,4 +309,6 @@ MatrixBase<Derived>::selfadjointView() return derived(); } +} // end namespace Eigen + #endif // EIGEN_SELFADJOINTMATRIX_H diff --git a/extern/Eigen3/Eigen/src/Core/SelfCwiseBinaryOp.h b/extern/Eigen3/Eigen/src/Core/SelfCwiseBinaryOp.h index 4e9ca88745d..0caf2bab1d8 100644 --- a/extern/Eigen3/Eigen/src/Core/SelfCwiseBinaryOp.h +++ b/extern/Eigen3/Eigen/src/Core/SelfCwiseBinaryOp.h @@ -3,28 +3,15 @@ // // Copyright (C) 2009-2010 Gael Guennebaud <gael.guennebaud@inria.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_SELFCWISEBINARYOP_H #define EIGEN_SELFCWISEBINARYOP_H +namespace Eigen { + /** \class SelfCwiseBinaryOp * \ingroup Core_Module * @@ -163,6 +150,16 @@ template<typename BinaryOp, typename Lhs, typename Rhs> class SelfCwiseBinaryOp return Base::operator=(rhs); } + Lhs& expression() const + { + return m_matrix; + } + + const BinaryOp& functor() const + { + return m_functor; + } + protected: Lhs& m_matrix; const BinaryOp& m_functor; @@ -192,4 +189,6 @@ inline Derived& DenseBase<Derived>::operator/=(const Scalar& other) return derived(); } +} // end namespace Eigen + #endif // EIGEN_SELFCWISEBINARYOP_H diff --git a/extern/Eigen3/Eigen/src/Core/SolveTriangular.h b/extern/Eigen3/Eigen/src/Core/SolveTriangular.h index a23014a343f..ef17f288e29 100644 --- a/extern/Eigen3/Eigen/src/Core/SolveTriangular.h +++ b/extern/Eigen3/Eigen/src/Core/SolveTriangular.h @@ -3,28 +3,15 @@ // // Copyright (C) 2008-2009 Gael Guennebaud <gael.guennebaud@inria.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_SOLVETRIANGULAR_H #define EIGEN_SOLVETRIANGULAR_H +namespace Eigen { + namespace internal { // Forward declarations: @@ -98,12 +85,22 @@ struct triangular_solver_selector<Lhs,Rhs,Side,Mode,NoUnrolling,Dynamic> typedef typename Rhs::Index Index; typedef blas_traits<Lhs> LhsProductTraits; typedef typename LhsProductTraits::DirectLinearAccessType ActualLhsType; + static void run(const Lhs& lhs, Rhs& rhs) { - const ActualLhsType actualLhs = LhsProductTraits::extract(lhs); + typename internal::add_const_on_value_type<ActualLhsType>::type actualLhs = LhsProductTraits::extract(lhs); + + const Index size = lhs.rows(); + const Index othersize = Side==OnTheLeft? rhs.cols() : rhs.rows(); + + typedef internal::gemm_blocking_space<(Rhs::Flags&RowMajorBit) ? RowMajor : ColMajor,Scalar,Scalar, + Rhs::MaxRowsAtCompileTime, Rhs::MaxColsAtCompileTime, Lhs::MaxRowsAtCompileTime,4> BlockingType; + + BlockingType blocking(rhs.rows(), rhs.cols(), size); + triangular_solve_matrix<Scalar,Index,Side,Mode,LhsProductTraits::NeedToConjugate,(int(Lhs::Flags) & RowMajorBit) ? RowMajor : ColMajor, (Rhs::Flags&RowMajorBit) ? RowMajor : ColMajor> - ::run(lhs.rows(), Side==OnTheLeft? rhs.cols() : rhs.rows(), &actualLhs.coeffRef(0,0), actualLhs.outerStride(), &rhs.coeffRef(0,0), rhs.outerStride()); + ::run(size, othersize, &actualLhs.coeffRef(0,0), actualLhs.outerStride(), &rhs.coeffRef(0,0), rhs.outerStride(), blocking); } }; @@ -177,10 +174,8 @@ template<int Side, typename OtherDerived> void TriangularView<MatrixType,Mode>::solveInPlace(const MatrixBase<OtherDerived>& _other) const { OtherDerived& other = _other.const_cast_derived(); - eigen_assert(cols() == rows()); - eigen_assert( (Side==OnTheLeft && cols() == other.rows()) || (Side==OnTheRight && cols() == other.cols()) ); - eigen_assert(!(Mode & ZeroDiag)); - eigen_assert((Mode & (Upper|Lower)) != 0); + eigen_assert( cols() == rows() && ((Side==OnTheLeft && cols() == other.rows()) || (Side==OnTheRight && cols() == other.cols())) ); + eigen_assert((!(Mode & ZeroDiag)) && bool(Mode & (Upper|Lower))); enum { copy = internal::traits<OtherDerived>::Flags & RowMajorBit && OtherDerived::IsVectorAtCompileTime }; typedef typename internal::conditional<copy, @@ -255,9 +250,11 @@ template<int Side, typename TriangularType, typename Rhs> struct triangular_solv protected: const TriangularType& m_triangularMatrix; - const typename Rhs::Nested m_rhs; + typename Rhs::Nested m_rhs; }; } // namespace internal +} // end namespace Eigen + #endif // EIGEN_SOLVETRIANGULAR_H diff --git a/extern/Eigen3/Eigen/src/Core/StableNorm.h b/extern/Eigen3/Eigen/src/Core/StableNorm.h index f667272e4a4..d8bf7db70e4 100644 --- a/extern/Eigen3/Eigen/src/Core/StableNorm.h +++ b/extern/Eigen3/Eigen/src/Core/StableNorm.h @@ -3,28 +3,15 @@ // // Copyright (C) 2009 Gael Guennebaud <gael.guennebaud@inria.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_STABLENORM_H #define EIGEN_STABLENORM_H +namespace Eigen { + namespace internal { template<typename ExpressionType, typename Scalar> inline void stable_norm_kernel(const ExpressionType& bl, Scalar& ssq, Scalar& scale, Scalar& invScale) @@ -58,9 +45,9 @@ MatrixBase<Derived>::stableNorm() const { using std::min; const Index blockSize = 4096; - RealScalar scale = 0; - RealScalar invScale = 1; - RealScalar ssq = 0; // sum of square + RealScalar scale(0); + RealScalar invScale(1); + RealScalar ssq(0); // sum of square enum { Alignment = (int(Flags)&DirectAccessBit) || (int(Flags)&AlignedBit) ? 1 : 0 }; @@ -187,4 +174,6 @@ MatrixBase<Derived>::hypotNorm() const return this->cwiseAbs().redux(internal::scalar_hypot_op<RealScalar>()); } +} // end namespace Eigen + #endif // EIGEN_STABLENORM_H diff --git a/extern/Eigen3/Eigen/src/Core/Stride.h b/extern/Eigen3/Eigen/src/Core/Stride.h index 0430f111627..1e3f5fe9fff 100644 --- a/extern/Eigen3/Eigen/src/Core/Stride.h +++ b/extern/Eigen3/Eigen/src/Core/Stride.h @@ -3,28 +3,15 @@ // // Copyright (C) 2010 Benoit Jacob <jacob.benoit.1@gmail.com> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_STRIDE_H #define EIGEN_STRIDE_H +namespace Eigen { + /** \class Stride * \ingroup Core_Module * @@ -116,4 +103,6 @@ class OuterStride : public Stride<Value, 0> OuterStride(Index v) : Base(v,0) {} }; +} // end namespace Eigen + #endif // EIGEN_STRIDE_H diff --git a/extern/Eigen3/Eigen/src/Core/Swap.h b/extern/Eigen3/Eigen/src/Core/Swap.h index 5fb03286675..fd73cf3ad7e 100644 --- a/extern/Eigen3/Eigen/src/Core/Swap.h +++ b/extern/Eigen3/Eigen/src/Core/Swap.h @@ -3,28 +3,15 @@ // // Copyright (C) 2006-2008 Benoit Jacob <jacob.benoit.1@gmail.com> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_SWAP_H #define EIGEN_SWAP_H +namespace Eigen { + /** \class SwapWrapper * \ingroup Core_Module * @@ -52,6 +39,15 @@ template<typename ExpressionType> class SwapWrapper inline Index cols() const { return m_expression.cols(); } inline Index outerStride() const { return m_expression.outerStride(); } inline Index innerStride() const { return m_expression.innerStride(); } + + typedef typename internal::conditional< + internal::is_lvalue<ExpressionType>::value, + Scalar, + const Scalar + >::type ScalarWithConstIfNotLvalue; + + inline ScalarWithConstIfNotLvalue* data() { return m_expression.data(); } + inline const Scalar* data() const { return m_expression.data(); } inline Scalar& coeffRef(Index row, Index col) { @@ -119,8 +115,12 @@ template<typename ExpressionType> class SwapWrapper _other.template writePacket<LoadMode>(index, tmp); } + ExpressionType& expression() const { return m_expression; } + protected: ExpressionType& m_expression; }; +} // end namespace Eigen + #endif // EIGEN_SWAP_H diff --git a/extern/Eigen3/Eigen/src/Core/Transpose.h b/extern/Eigen3/Eigen/src/Core/Transpose.h index 3f7c7df6ee1..045a1cce671 100644 --- a/extern/Eigen3/Eigen/src/Core/Transpose.h +++ b/extern/Eigen3/Eigen/src/Core/Transpose.h @@ -4,28 +4,15 @@ // Copyright (C) 2006-2008 Benoit Jacob <jacob.benoit.1@gmail.com> // Copyright (C) 2009-2010 Gael Guennebaud <gael.guennebaud@inria.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_TRANSPOSE_H #define EIGEN_TRANSPOSE_H +namespace Eigen { + /** \class Transpose * \ingroup Core_Module * @@ -91,7 +78,7 @@ template<typename MatrixType> class Transpose nestedExpression() { return m_matrix.const_cast_derived(); } protected: - const typename MatrixType::Nested m_matrix; + typename MatrixType::Nested m_matrix; }; namespace internal { @@ -152,12 +139,12 @@ template<typename MatrixType> class TransposeImpl<MatrixType,Dense> return derived().nestedExpression().coeffRef(index); } - inline const CoeffReturnType coeff(Index row, Index col) const + inline CoeffReturnType coeff(Index row, Index col) const { return derived().nestedExpression().coeff(col, row); } - inline const CoeffReturnType coeff(Index index) const + inline CoeffReturnType coeff(Index index) const { return derived().nestedExpression().coeff(index); } @@ -422,4 +409,6 @@ void DenseBase<Derived>::checkTransposeAliasing(const OtherDerived& other) const } #endif +} // end namespace Eigen + #endif // EIGEN_TRANSPOSE_H diff --git a/extern/Eigen3/Eigen/src/Core/Transpositions.h b/extern/Eigen3/Eigen/src/Core/Transpositions.h index 88fdfb2226f..2cd268a5fa0 100644 --- a/extern/Eigen3/Eigen/src/Core/Transpositions.h +++ b/extern/Eigen3/Eigen/src/Core/Transpositions.h @@ -3,28 +3,15 @@ // // Copyright (C) 2010-2011 Gael Guennebaud <gael.guennebaud@inria.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_TRANSPOSITIONS_H #define EIGEN_TRANSPOSITIONS_H +namespace Eigen { + /** \class Transpositions * \ingroup Core_Module * @@ -404,7 +391,7 @@ struct transposition_matrix_product_retval protected: const TranspositionType& m_transpositions; - const typename MatrixType::Nested m_matrix; + typename MatrixType::Nested m_matrix; }; } // end namespace internal @@ -444,4 +431,6 @@ class Transpose<TranspositionsBase<TranspositionsDerived> > const TranspositionType& m_transpositions; }; +} // end namespace Eigen + #endif // EIGEN_TRANSPOSITIONS_H diff --git a/extern/Eigen3/Eigen/src/Core/TriangularMatrix.h b/extern/Eigen3/Eigen/src/Core/TriangularMatrix.h index 033e81036f3..de9540063c2 100644 --- a/extern/Eigen3/Eigen/src/Core/TriangularMatrix.h +++ b/extern/Eigen3/Eigen/src/Core/TriangularMatrix.h @@ -4,28 +4,15 @@ // Copyright (C) 2008 Benoit Jacob <jacob.benoit.1@gmail.com> // Copyright (C) 2008-2009 Gael Guennebaud <gael.guennebaud@inria.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_TRIANGULARMATRIX_H #define EIGEN_TRIANGULARMATRIX_H +namespace Eigen { + namespace internal { template<int Side, typename TriangularType, typename Rhs> struct triangular_solve_retval; @@ -273,11 +260,8 @@ template<typename _MatrixType, unsigned int _Mode> class TriangularView inline const TriangularView<MatrixConjugateReturnType,Mode> conjugate() const { return m_matrix.conjugate(); } - /** \sa MatrixBase::adjoint() */ - inline TriangularView<typename MatrixType::AdjointReturnType,TransposeMode> adjoint() - { return m_matrix.adjoint(); } /** \sa MatrixBase::adjoint() const */ - inline const TriangularView<typename MatrixType::AdjointReturnType,TransposeMode> adjoint() const + inline const TriangularView<const typename MatrixType::AdjointReturnType,TransposeMode> adjoint() const { return m_matrix.adjoint(); } /** \sa MatrixBase::transpose() */ @@ -288,11 +272,13 @@ template<typename _MatrixType, unsigned int _Mode> class TriangularView } /** \sa MatrixBase::transpose() const */ inline const TriangularView<Transpose<MatrixType>,TransposeMode> transpose() const - { return m_matrix.transpose(); } + { + return m_matrix.transpose(); + } /** Efficient triangular matrix times vector/matrix product */ template<typename OtherDerived> - TriangularProduct<Mode,true,MatrixType,false,OtherDerived,OtherDerived::IsVectorAtCompileTime> + TriangularProduct<Mode,true,MatrixType,false,OtherDerived, OtherDerived::IsVectorAtCompileTime> operator*(const MatrixBase<OtherDerived>& rhs) const { return TriangularProduct @@ -375,7 +361,8 @@ template<typename _MatrixType, unsigned int _Mode> class TriangularView template<typename OtherDerived> void swap(MatrixBase<OtherDerived> const & other) { - TriangularView<SwapWrapper<MatrixType>,Mode>(const_cast<MatrixType&>(m_matrix)).lazyAssign(other.derived()); + SwapWrapper<MatrixType> swaper(const_cast<MatrixType&>(m_matrix)); + TriangularView<SwapWrapper<MatrixType>,Mode>(swaper).lazyAssign(other.derived()); } Scalar determinant() const @@ -433,7 +420,7 @@ template<typename _MatrixType, unsigned int _Mode> class TriangularView template<typename ProductDerived, typename Lhs, typename Rhs> EIGEN_STRONG_INLINE TriangularView& assignProduct(const ProductBase<ProductDerived, Lhs,Rhs>& prod, const Scalar& alpha); - const MatrixTypeNested m_matrix; + MatrixTypeNested m_matrix; }; /*************************************************************************** @@ -452,7 +439,7 @@ struct triangular_assignment_selector typedef typename Derived1::Scalar Scalar; - inline static void run(Derived1 &dst, const Derived2 &src) + static inline void run(Derived1 &dst, const Derived2 &src) { triangular_assignment_selector<Derived1, Derived2, Mode, UnrollCount-1, ClearOpposite>::run(dst, src); @@ -480,7 +467,7 @@ struct triangular_assignment_selector template<typename Derived1, typename Derived2, unsigned int Mode, bool ClearOpposite> struct triangular_assignment_selector<Derived1, Derived2, Mode, 0, ClearOpposite> { - inline static void run(Derived1 &, const Derived2 &) {} + static inline void run(Derived1 &, const Derived2 &) {} }; template<typename Derived1, typename Derived2, bool ClearOpposite> @@ -488,7 +475,7 @@ struct triangular_assignment_selector<Derived1, Derived2, Upper, Dynamic, ClearO { typedef typename Derived1::Index Index; typedef typename Derived1::Scalar Scalar; - inline static void run(Derived1 &dst, const Derived2 &src) + static inline void run(Derived1 &dst, const Derived2 &src) { for(Index j = 0; j < dst.cols(); ++j) { @@ -506,7 +493,7 @@ template<typename Derived1, typename Derived2, bool ClearOpposite> struct triangular_assignment_selector<Derived1, Derived2, Lower, Dynamic, ClearOpposite> { typedef typename Derived1::Index Index; - inline static void run(Derived1 &dst, const Derived2 &src) + static inline void run(Derived1 &dst, const Derived2 &src) { for(Index j = 0; j < dst.cols(); ++j) { @@ -524,7 +511,7 @@ template<typename Derived1, typename Derived2, bool ClearOpposite> struct triangular_assignment_selector<Derived1, Derived2, StrictlyUpper, Dynamic, ClearOpposite> { typedef typename Derived1::Index Index; - inline static void run(Derived1 &dst, const Derived2 &src) + static inline void run(Derived1 &dst, const Derived2 &src) { for(Index j = 0; j < dst.cols(); ++j) { @@ -542,7 +529,7 @@ template<typename Derived1, typename Derived2, bool ClearOpposite> struct triangular_assignment_selector<Derived1, Derived2, StrictlyLower, Dynamic, ClearOpposite> { typedef typename Derived1::Index Index; - inline static void run(Derived1 &dst, const Derived2 &src) + static inline void run(Derived1 &dst, const Derived2 &src) { for(Index j = 0; j < dst.cols(); ++j) { @@ -560,7 +547,7 @@ template<typename Derived1, typename Derived2, bool ClearOpposite> struct triangular_assignment_selector<Derived1, Derived2, UnitUpper, Dynamic, ClearOpposite> { typedef typename Derived1::Index Index; - inline static void run(Derived1 &dst, const Derived2 &src) + static inline void run(Derived1 &dst, const Derived2 &src) { for(Index j = 0; j < dst.cols(); ++j) { @@ -580,7 +567,7 @@ template<typename Derived1, typename Derived2, bool ClearOpposite> struct triangular_assignment_selector<Derived1, Derived2, UnitLower, Dynamic, ClearOpposite> { typedef typename Derived1::Index Index; - inline static void run(Derived1 &dst, const Derived2 &src) + static inline void run(Derived1 &dst, const Derived2 &src) { for(Index j = 0; j < dst.cols(); ++j) { @@ -835,4 +822,6 @@ bool MatrixBase<Derived>::isLowerTriangular(RealScalar prec) const return true; } +} // end namespace Eigen + #endif // EIGEN_TRIANGULARMATRIX_H diff --git a/extern/Eigen3/Eigen/src/Core/VectorBlock.h b/extern/Eigen3/Eigen/src/Core/VectorBlock.h index 858e4c7865a..6f4effca055 100644 --- a/extern/Eigen3/Eigen/src/Core/VectorBlock.h +++ b/extern/Eigen3/Eigen/src/Core/VectorBlock.h @@ -4,28 +4,15 @@ // Copyright (C) 2008-2010 Gael Guennebaud <gael.guennebaud@inria.fr> // Copyright (C) 2006-2008 Benoit Jacob <jacob.benoit.1@gmail.com> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_VECTORBLOCK_H #define EIGEN_VECTORBLOCK_H +namespace Eigen { + /** \class VectorBlock * \ingroup Core_Module * @@ -292,5 +279,6 @@ DenseBase<Derived>::tail() const return typename ConstFixedSegmentReturnType<Size>::Type(derived(), size() - Size); } +} // end namespace Eigen #endif // EIGEN_VECTORBLOCK_H diff --git a/extern/Eigen3/Eigen/src/Core/VectorwiseOp.h b/extern/Eigen3/Eigen/src/Core/VectorwiseOp.h index 20f6881575b..862c0f33608 100644 --- a/extern/Eigen3/Eigen/src/Core/VectorwiseOp.h +++ b/extern/Eigen3/Eigen/src/Core/VectorwiseOp.h @@ -4,28 +4,15 @@ // Copyright (C) 2008-2010 Gael Guennebaud <gael.guennebaud@inria.fr> // Copyright (C) 2006-2008 Benoit Jacob <jacob.benoit.1@gmail.com> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_PARTIAL_REDUX_H #define EIGEN_PARTIAL_REDUX_H +namespace Eigen { + /** \class PartialReduxExpr * \ingroup Core_Module * @@ -110,7 +97,7 @@ class PartialReduxExpr : internal::no_assignment_operator, } protected: - const MatrixTypeNested m_matrix; + MatrixTypeNested m_matrix; const MemberOp m_functor; }; @@ -237,7 +224,10 @@ template<typename ExpressionType, int Direction> class VectorwiseOp typename ExtendedType<OtherDerived>::Type extendedTo(const DenseBase<OtherDerived>& other) const { - EIGEN_STATIC_ASSERT_VECTOR_ONLY(OtherDerived); + EIGEN_STATIC_ASSERT(EIGEN_IMPLIES(Direction==Vertical, OtherDerived::MaxColsAtCompileTime==1), + YOU_PASSED_A_ROW_VECTOR_BUT_A_COLUMN_VECTOR_WAS_EXPECTED) + EIGEN_STATIC_ASSERT(EIGEN_IMPLIES(Direction==Horizontal, OtherDerived::MaxRowsAtCompileTime==1), + YOU_PASSED_A_COLUMN_VECTOR_BUT_A_ROW_VECTOR_WAS_EXPECTED) return typename ExtendedType<OtherDerived>::Type (other.derived(), Direction==Vertical ? 1 : m_matrix.rows(), @@ -418,10 +408,9 @@ template<typename ExpressionType, int Direction> class VectorwiseOp ExpressionType& operator=(const DenseBase<OtherDerived>& other) { EIGEN_STATIC_ASSERT_VECTOR_ONLY(OtherDerived) + EIGEN_STATIC_ASSERT_SAME_XPR_KIND(ExpressionType, OtherDerived) //eigen_assert((m_matrix.isNull()) == (other.isNull())); FIXME - for(Index j=0; j<subVectors(); ++j) - subVector(j) = other; - return const_cast<ExpressionType&>(m_matrix); + return const_cast<ExpressionType&>(m_matrix = extendedTo(other.derived())); } /** Adds the vector \a other to each subvector of \c *this */ @@ -429,9 +418,8 @@ template<typename ExpressionType, int Direction> class VectorwiseOp ExpressionType& operator+=(const DenseBase<OtherDerived>& other) { EIGEN_STATIC_ASSERT_VECTOR_ONLY(OtherDerived) - for(Index j=0; j<subVectors(); ++j) - subVector(j) += other.derived(); - return const_cast<ExpressionType&>(m_matrix); + EIGEN_STATIC_ASSERT_SAME_XPR_KIND(ExpressionType, OtherDerived) + return const_cast<ExpressionType&>(m_matrix += extendedTo(other.derived())); } /** Substracts the vector \a other to each subvector of \c *this */ @@ -439,8 +427,29 @@ template<typename ExpressionType, int Direction> class VectorwiseOp ExpressionType& operator-=(const DenseBase<OtherDerived>& other) { EIGEN_STATIC_ASSERT_VECTOR_ONLY(OtherDerived) - for(Index j=0; j<subVectors(); ++j) - subVector(j) -= other.derived(); + EIGEN_STATIC_ASSERT_SAME_XPR_KIND(ExpressionType, OtherDerived) + return const_cast<ExpressionType&>(m_matrix -= extendedTo(other.derived())); + } + + /** Multiples each subvector of \c *this by the vector \a other */ + template<typename OtherDerived> + ExpressionType& operator*=(const DenseBase<OtherDerived>& other) + { + EIGEN_STATIC_ASSERT_VECTOR_ONLY(OtherDerived) + EIGEN_STATIC_ASSERT_ARRAYXPR(ExpressionType) + EIGEN_STATIC_ASSERT_SAME_XPR_KIND(ExpressionType, OtherDerived) + m_matrix *= extendedTo(other.derived()); + return const_cast<ExpressionType&>(m_matrix); + } + + /** Divides each subvector of \c *this by the vector \a other */ + template<typename OtherDerived> + ExpressionType& operator/=(const DenseBase<OtherDerived>& other) + { + EIGEN_STATIC_ASSERT_VECTOR_ONLY(OtherDerived) + EIGEN_STATIC_ASSERT_ARRAYXPR(ExpressionType) + EIGEN_STATIC_ASSERT_SAME_XPR_KIND(ExpressionType, OtherDerived) + m_matrix /= extendedTo(other.derived()); return const_cast<ExpressionType&>(m_matrix); } @@ -451,7 +460,8 @@ template<typename ExpressionType, int Direction> class VectorwiseOp const typename ExtendedType<OtherDerived>::Type> operator+(const DenseBase<OtherDerived>& other) const { - EIGEN_STATIC_ASSERT_VECTOR_ONLY(OtherDerived); + EIGEN_STATIC_ASSERT_VECTOR_ONLY(OtherDerived) + EIGEN_STATIC_ASSERT_SAME_XPR_KIND(ExpressionType, OtherDerived) return m_matrix + extendedTo(other.derived()); } @@ -462,10 +472,39 @@ template<typename ExpressionType, int Direction> class VectorwiseOp const typename ExtendedType<OtherDerived>::Type> operator-(const DenseBase<OtherDerived>& other) const { - EIGEN_STATIC_ASSERT_VECTOR_ONLY(OtherDerived); + EIGEN_STATIC_ASSERT_VECTOR_ONLY(OtherDerived) + EIGEN_STATIC_ASSERT_SAME_XPR_KIND(ExpressionType, OtherDerived) return m_matrix - extendedTo(other.derived()); } + /** Returns the expression where each subvector is the product of the vector \a other + * by the corresponding subvector of \c *this */ + template<typename OtherDerived> EIGEN_STRONG_INLINE + CwiseBinaryOp<internal::scalar_product_op<Scalar>, + const ExpressionTypeNestedCleaned, + const typename ExtendedType<OtherDerived>::Type> + operator*(const DenseBase<OtherDerived>& other) const + { + EIGEN_STATIC_ASSERT_VECTOR_ONLY(OtherDerived) + EIGEN_STATIC_ASSERT_ARRAYXPR(ExpressionType) + EIGEN_STATIC_ASSERT_SAME_XPR_KIND(ExpressionType, OtherDerived) + return m_matrix * extendedTo(other.derived()); + } + + /** Returns the expression where each subvector is the quotient of the corresponding + * subvector of \c *this by the vector \a other */ + template<typename OtherDerived> + CwiseBinaryOp<internal::scalar_quotient_op<Scalar>, + const ExpressionTypeNestedCleaned, + const typename ExtendedType<OtherDerived>::Type> + operator/(const DenseBase<OtherDerived>& other) const + { + EIGEN_STATIC_ASSERT_VECTOR_ONLY(OtherDerived) + EIGEN_STATIC_ASSERT_ARRAYXPR(ExpressionType) + EIGEN_STATIC_ASSERT_SAME_XPR_KIND(ExpressionType, OtherDerived) + return m_matrix / extendedTo(other.derived()); + } + /////////// Geometry module /////////// #if EIGEN2_SUPPORT_STAGE > STAGE20_RESOLVE_API_CONFLICTS @@ -509,7 +548,7 @@ template<typename ExpressionType, int Direction> class VectorwiseOp * Example: \include MatrixBase_colwise.cpp * Output: \verbinclude MatrixBase_colwise.out * - * \sa rowwise(), class VectorwiseOp + * \sa rowwise(), class VectorwiseOp, \ref TutorialReductionsVisitorsBroadcasting */ template<typename Derived> inline const typename DenseBase<Derived>::ConstColwiseReturnType @@ -520,7 +559,7 @@ DenseBase<Derived>::colwise() const /** \returns a writable VectorwiseOp wrapper of *this providing additional partial reduction operations * - * \sa rowwise(), class VectorwiseOp + * \sa rowwise(), class VectorwiseOp, \ref TutorialReductionsVisitorsBroadcasting */ template<typename Derived> inline typename DenseBase<Derived>::ColwiseReturnType @@ -534,7 +573,7 @@ DenseBase<Derived>::colwise() * Example: \include MatrixBase_rowwise.cpp * Output: \verbinclude MatrixBase_rowwise.out * - * \sa colwise(), class VectorwiseOp + * \sa colwise(), class VectorwiseOp, \ref TutorialReductionsVisitorsBroadcasting */ template<typename Derived> inline const typename DenseBase<Derived>::ConstRowwiseReturnType @@ -545,7 +584,7 @@ DenseBase<Derived>::rowwise() const /** \returns a writable VectorwiseOp wrapper of *this providing additional partial reduction operations * - * \sa colwise(), class VectorwiseOp + * \sa colwise(), class VectorwiseOp, \ref TutorialReductionsVisitorsBroadcasting */ template<typename Derived> inline typename DenseBase<Derived>::RowwiseReturnType @@ -554,4 +593,6 @@ DenseBase<Derived>::rowwise() return derived(); } +} // end namespace Eigen + #endif // EIGEN_PARTIAL_REDUX_H diff --git a/extern/Eigen3/Eigen/src/Core/Visitor.h b/extern/Eigen3/Eigen/src/Core/Visitor.h index 378ebcba174..916bfd096a9 100644 --- a/extern/Eigen3/Eigen/src/Core/Visitor.h +++ b/extern/Eigen3/Eigen/src/Core/Visitor.h @@ -3,28 +3,15 @@ // // Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_VISITOR_H #define EIGEN_VISITOR_H +namespace Eigen { + namespace internal { template<typename Visitor, typename Derived, int UnrollCount> @@ -35,7 +22,7 @@ struct visitor_impl row = (UnrollCount-1) % Derived::RowsAtCompileTime }; - inline static void run(const Derived &mat, Visitor& visitor) + static inline void run(const Derived &mat, Visitor& visitor) { visitor_impl<Visitor, Derived, UnrollCount-1>::run(mat, visitor); visitor(mat.coeff(row, col), row, col); @@ -45,7 +32,7 @@ struct visitor_impl template<typename Visitor, typename Derived> struct visitor_impl<Visitor, Derived, 1> { - inline static void run(const Derived &mat, Visitor& visitor) + static inline void run(const Derived &mat, Visitor& visitor) { return visitor.init(mat.coeff(0, 0), 0, 0); } @@ -55,7 +42,7 @@ template<typename Visitor, typename Derived> struct visitor_impl<Visitor, Derived, Dynamic> { typedef typename Derived::Index Index; - inline static void run(const Derived& mat, Visitor& visitor) + static inline void run(const Derived& mat, Visitor& visitor) { visitor.init(mat.coeff(0,0), 0, 0); for(Index i = 1; i < mat.rows(); ++i) @@ -245,4 +232,6 @@ DenseBase<Derived>::maxCoeff(IndexType* index) const return maxVisitor.res; } +} // end namespace Eigen + #endif // EIGEN_VISITOR_H diff --git a/extern/Eigen3/Eigen/src/Core/arch/AltiVec/Complex.h b/extern/Eigen3/Eigen/src/Core/arch/AltiVec/Complex.h index f8adf1b6385..68d9a2bff8d 100644 --- a/extern/Eigen3/Eigen/src/Core/arch/AltiVec/Complex.h +++ b/extern/Eigen3/Eigen/src/Core/arch/AltiVec/Complex.h @@ -3,28 +3,15 @@ // // Copyright (C) 2010 Gael Guennebaud <gael.guennebaud@inria.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_COMPLEX_ALTIVEC_H #define EIGEN_COMPLEX_ALTIVEC_H +namespace Eigen { + namespace internal { static Packet4ui p4ui_CONJ_XOR = vec_mergeh((Packet4ui)p4i_ZERO, (Packet4ui)p4f_ZERO_);//{ 0x00000000, 0x80000000, 0x00000000, 0x80000000 }; @@ -168,7 +155,7 @@ template<> EIGEN_STRONG_INLINE std::complex<float> predux_mul<Packet2cf>(const P template<int Offset> struct palign_impl<Offset,Packet2cf> { - EIGEN_STRONG_INLINE static void run(Packet2cf& first, const Packet2cf& second) + static EIGEN_STRONG_INLINE void run(Packet2cf& first, const Packet2cf& second) { if (Offset==1) { @@ -225,4 +212,6 @@ template<> EIGEN_STRONG_INLINE Packet2cf pcplxflip<Packet2cf>(const Packet2cf& x } // end namespace internal +} // end namespace Eigen + #endif // EIGEN_COMPLEX_ALTIVEC_H diff --git a/extern/Eigen3/Eigen/src/Core/arch/AltiVec/PacketMath.h b/extern/Eigen3/Eigen/src/Core/arch/AltiVec/PacketMath.h index dc34ebbd660..75de1931198 100644 --- a/extern/Eigen3/Eigen/src/Core/arch/AltiVec/PacketMath.h +++ b/extern/Eigen3/Eigen/src/Core/arch/AltiVec/PacketMath.h @@ -3,28 +3,15 @@ // // Copyright (C) 2008 Konstantinos Margaritis <markos@codex.gr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_PACKET_MATH_ALTIVEC_H #define EIGEN_PACKET_MATH_ALTIVEC_H +namespace Eigen { + namespace internal { #ifndef EIGEN_CACHEFRIENDLY_PRODUCT_THRESHOLD @@ -487,7 +474,7 @@ template<> EIGEN_STRONG_INLINE int predux_max<Packet4i>(const Packet4i& a) template<int Offset> struct palign_impl<Offset,Packet4f> { - EIGEN_STRONG_INLINE static void run(Packet4f& first, const Packet4f& second) + static EIGEN_STRONG_INLINE void run(Packet4f& first, const Packet4f& second) { if (Offset!=0) first = vec_sld(first, second, Offset*4); @@ -497,7 +484,7 @@ struct palign_impl<Offset,Packet4f> template<int Offset> struct palign_impl<Offset,Packet4i> { - EIGEN_STRONG_INLINE static void run(Packet4i& first, const Packet4i& second) + static EIGEN_STRONG_INLINE void run(Packet4i& first, const Packet4i& second) { if (Offset!=0) first = vec_sld(first, second, Offset*4); @@ -506,4 +493,6 @@ struct palign_impl<Offset,Packet4i> } // end namespace internal +} // end namespace Eigen + #endif // EIGEN_PACKET_MATH_ALTIVEC_H diff --git a/extern/Eigen3/Eigen/src/Core/arch/Default/Settings.h b/extern/Eigen3/Eigen/src/Core/arch/Default/Settings.h index 957adc8fe42..097373c84dc 100644 --- a/extern/Eigen3/Eigen/src/Core/arch/Default/Settings.h +++ b/extern/Eigen3/Eigen/src/Core/arch/Default/Settings.h @@ -4,24 +4,9 @@ // Copyright (C) 2008-2010 Gael Guennebaud <gael.guennebaud@inria.fr> // Copyright (C) 2006-2008 Benoit Jacob <jacob.benoit.1@gmail.com> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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/. /* All the parameters defined in this file can be specialized in the diff --git a/extern/Eigen3/Eigen/src/Core/arch/NEON/Complex.h b/extern/Eigen3/Eigen/src/Core/arch/NEON/Complex.h index 212887184c2..795b4be7303 100644 --- a/extern/Eigen3/Eigen/src/Core/arch/NEON/Complex.h +++ b/extern/Eigen3/Eigen/src/Core/arch/NEON/Complex.h @@ -3,28 +3,15 @@ // // Copyright (C) 2010 Gael Guennebaud <gael.guennebaud@inria.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_COMPLEX_NEON_H #define EIGEN_COMPLEX_NEON_H +namespace Eigen { + namespace internal { static uint32x4_t p4ui_CONJ_XOR = EIGEN_INIT_NEON_PACKET4(0x00000000, 0x80000000, 0x00000000, 0x80000000); @@ -267,4 +254,6 @@ template<> EIGEN_STRONG_INLINE Packet2cf pdiv<Packet2cf>(const Packet2cf& a, con } // end namespace internal +} // end namespace Eigen + #endif // EIGEN_COMPLEX_NEON_H diff --git a/extern/Eigen3/Eigen/src/Core/arch/NEON/PacketMath.h b/extern/Eigen3/Eigen/src/Core/arch/NEON/PacketMath.h index 6c7cd159097..a20250f7c65 100644 --- a/extern/Eigen3/Eigen/src/Core/arch/NEON/PacketMath.h +++ b/extern/Eigen3/Eigen/src/Core/arch/NEON/PacketMath.h @@ -5,28 +5,15 @@ // Copyright (C) 2010 Konstantinos Margaritis <markos@codex.gr> // Heavily based on Gael's SSE version. // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_PACKET_MATH_NEON_H #define EIGEN_PACKET_MATH_NEON_H +namespace Eigen { + namespace internal { #ifndef EIGEN_CACHEFRIENDLY_PRODUCT_THRESHOLD @@ -158,7 +145,8 @@ template<> EIGEN_STRONG_INLINE Packet4i pdiv<Packet4i>(const Packet4i& /*a*/, co } // for some weird raisons, it has to be overloaded for packet of integers -template<> EIGEN_STRONG_INLINE Packet4i pmadd(const Packet4i& a, const Packet4i& b, const Packet4i& c) { return padd(pmul(a,b), c); } +template<> EIGEN_STRONG_INLINE Packet4f pmadd(const Packet4f& a, const Packet4f& b, const Packet4f& c) { return vmlaq_f32(c,a,b); } +template<> EIGEN_STRONG_INLINE Packet4i pmadd(const Packet4i& a, const Packet4i& b, const Packet4i& c) { return vmlaq_s32(c,a,b); } template<> EIGEN_STRONG_INLINE Packet4f pmin<Packet4f>(const Packet4f& a, const Packet4f& b) { return vminq_f32(a,b); } template<> EIGEN_STRONG_INLINE Packet4i pmin<Packet4i>(const Packet4i& a, const Packet4i& b) { return vminq_s32(a,b); } @@ -431,4 +419,6 @@ PALIGN_NEON(3,Packet4i,vextq_s32) } // end namespace internal +} // end namespace Eigen + #endif // EIGEN_PACKET_MATH_NEON_H diff --git a/extern/Eigen3/Eigen/src/Core/arch/SSE/Complex.h b/extern/Eigen3/Eigen/src/Core/arch/SSE/Complex.h index c352bb3e6cf..12df987754c 100644 --- a/extern/Eigen3/Eigen/src/Core/arch/SSE/Complex.h +++ b/extern/Eigen3/Eigen/src/Core/arch/SSE/Complex.h @@ -3,28 +3,15 @@ // // Copyright (C) 2010 Gael Guennebaud <gael.guennebaud@inria.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_COMPLEX_SSE_H #define EIGEN_COMPLEX_SSE_H +namespace Eigen { + namespace internal { //---------- float ---------- @@ -102,7 +89,7 @@ template<> EIGEN_STRONG_INLINE Packet2cf pset1<Packet2cf>(const std::complex<flo Packet2cf res; #if EIGEN_GNUC_AT_MOST(4,2) // workaround annoying "may be used uninitialized in this function" warning with gcc 4.2 - res.v = _mm_loadl_pi(_mm_set1_ps(0.0f), (const __m64*)&from); + res.v = _mm_loadl_pi(_mm_set1_ps(0.0f), reinterpret_cast<const __m64*>(&from)); #else res.v = _mm_loadl_pi(res.v, (const __m64*)&from); #endif @@ -151,7 +138,7 @@ template<> EIGEN_STRONG_INLINE std::complex<float> predux_mul<Packet2cf>(const P template<int Offset> struct palign_impl<Offset,Packet2cf> { - EIGEN_STRONG_INLINE static void run(Packet2cf& first, const Packet2cf& second) + static EIGEN_STRONG_INLINE void run(Packet2cf& first, const Packet2cf& second) { if (Offset==1) { @@ -350,7 +337,7 @@ template<> EIGEN_STRONG_INLINE std::complex<double> predux_mul<Packet1cd>(const template<int Offset> struct palign_impl<Offset,Packet1cd> { - EIGEN_STRONG_INLINE static void run(Packet1cd& /*first*/, const Packet1cd& /*second*/) + static EIGEN_STRONG_INLINE void run(Packet1cd& /*first*/, const Packet1cd& /*second*/) { // FIXME is it sure we never have to align a Packet1cd? // Even though a std::complex<double> has 16 bytes, it is not necessarily aligned on a 16 bytes boundary... @@ -444,4 +431,6 @@ EIGEN_STRONG_INLINE Packet1cd pcplxflip/*<Packet1cd>*/(const Packet1cd& x) } // end namespace internal +} // end namespace Eigen + #endif // EIGEN_COMPLEX_SSE_H diff --git a/extern/Eigen3/Eigen/src/Core/arch/SSE/MathFunctions.h b/extern/Eigen3/Eigen/src/Core/arch/SSE/MathFunctions.h index 9d56d82180b..3f41a4e2600 100644 --- a/extern/Eigen3/Eigen/src/Core/arch/SSE/MathFunctions.h +++ b/extern/Eigen3/Eigen/src/Core/arch/SSE/MathFunctions.h @@ -4,24 +4,9 @@ // Copyright (C) 2007 Julien Pommier // Copyright (C) 2009 Gael Guennebaud <gael.guennebaud@inria.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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/. /* The sin, cos, exp, and log functions of this file come from * Julien Pommier's sse math library: http://gruntthepeon.free.fr/ssemath/ @@ -30,6 +15,8 @@ #ifndef EIGEN_MATH_FUNCTIONS_SSE_H #define EIGEN_MATH_FUNCTIONS_SSE_H +namespace Eigen { + namespace internal { template<> EIGEN_DEFINE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS EIGEN_UNUSED @@ -121,7 +108,7 @@ Packet4f pexp<Packet4f>(const Packet4f& _x) _EIGEN_DECLARE_CONST_Packet4i(0x7f, 0x7f); - _EIGEN_DECLARE_CONST_Packet4f(exp_hi, 88.3762626647949f); + _EIGEN_DECLARE_CONST_Packet4f(exp_hi, 88.3762626647950f); _EIGEN_DECLARE_CONST_Packet4f(exp_lo, -88.3762626647949f); _EIGEN_DECLARE_CONST_Packet4f(cephes_LOG2EF, 1.44269504088896341f); @@ -168,7 +155,7 @@ Packet4f pexp<Packet4f>(const Packet4f& _x) y = pmadd(y, z, x); y = padd(y, p4f_1); - /* build 2^n */ + // build 2^n emm0 = _mm_cvttps_epi32(fx); emm0 = _mm_add_epi32(emm0, p4i_0x7f); emm0 = _mm_slli_epi32(emm0, 23); @@ -392,4 +379,6 @@ Packet4f psqrt<Packet4f>(const Packet4f& _x) } // end namespace internal +} // end namespace Eigen + #endif // EIGEN_MATH_FUNCTIONS_SSE_H diff --git a/extern/Eigen3/Eigen/src/Core/arch/SSE/PacketMath.h b/extern/Eigen3/Eigen/src/Core/arch/SSE/PacketMath.h index 908e27368e8..10d9182190f 100644 --- a/extern/Eigen3/Eigen/src/Core/arch/SSE/PacketMath.h +++ b/extern/Eigen3/Eigen/src/Core/arch/SSE/PacketMath.h @@ -3,28 +3,15 @@ // // Copyright (C) 2008-2009 Gael Guennebaud <gael.guennebaud@inria.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_PACKET_MATH_SSE_H #define EIGEN_PACKET_MATH_SSE_H +namespace Eigen { + namespace internal { #ifndef EIGEN_CACHEFRIENDLY_PRODUCT_THRESHOLD @@ -110,9 +97,18 @@ template<> struct unpacket_traits<Packet4f> { typedef float type; enum {size=4} template<> struct unpacket_traits<Packet2d> { typedef double type; enum {size=2}; }; template<> struct unpacket_traits<Packet4i> { typedef int type; enum {size=4}; }; +#if defined(_MSC_VER) && (_MSC_VER==1500) +// Workaround MSVC 9 internal compiler error. +// TODO: It has been detected with win64 builds (amd64), so let's check whether it also happens in 32bits+SSE mode +// TODO: let's check whether there does not exist a better fix, like adding a pset0() function. (it crashed on pset1(0)). +template<> EIGEN_STRONG_INLINE Packet4f pset1<Packet4f>(const float& from) { return _mm_set_ps(from,from,from,from); } +template<> EIGEN_STRONG_INLINE Packet2d pset1<Packet2d>(const double& from) { return _mm_set_pd(from,from); } +template<> EIGEN_STRONG_INLINE Packet4i pset1<Packet4i>(const int& from) { return _mm_set_epi32(from,from,from,from); } +#else template<> EIGEN_STRONG_INLINE Packet4f pset1<Packet4f>(const float& from) { return _mm_set1_ps(from); } template<> EIGEN_STRONG_INLINE Packet2d pset1<Packet2d>(const double& from) { return _mm_set1_pd(from); } template<> EIGEN_STRONG_INLINE Packet4i pset1<Packet4i>(const int& from) { return _mm_set1_epi32(from); } +#endif template<> EIGEN_STRONG_INLINE Packet4f plset<float>(const float& a) { return _mm_add_ps(pset1<Packet4f>(a), _mm_set_ps(3,2,1,0)); } template<> EIGEN_STRONG_INLINE Packet2d plset<double>(const double& a) { return _mm_add_pd(pset1<Packet2d>(a),_mm_set_pd(1,0)); } @@ -282,7 +278,7 @@ template<> EIGEN_STRONG_INLINE Packet4i ploadu<Packet4i>(const int* from) template<> EIGEN_STRONG_INLINE Packet4f ploaddup<Packet4f>(const float* from) { - return vec4f_swizzle1(_mm_castpd_ps(_mm_load_sd((const double*)from)), 0, 0, 1, 1); + return vec4f_swizzle1(_mm_castpd_ps(_mm_load_sd(reinterpret_cast<const double*>(from))), 0, 0, 1, 1); } template<> EIGEN_STRONG_INLINE Packet2d ploaddup<Packet2d>(const double* from) { return pset1<Packet2d>(from[0]); } @@ -302,8 +298,8 @@ template<> EIGEN_STRONG_INLINE void pstoreu<double>(double* to, const Packet2d& _mm_storel_pd((to), from); _mm_storeh_pd((to+1), from); } -template<> EIGEN_STRONG_INLINE void pstoreu<float>(float* to, const Packet4f& from) { EIGEN_DEBUG_UNALIGNED_STORE pstoreu((double*)to, _mm_castps_pd(from)); } -template<> EIGEN_STRONG_INLINE void pstoreu<int>(int* to, const Packet4i& from) { EIGEN_DEBUG_UNALIGNED_STORE pstoreu((double*)to, _mm_castsi128_pd(from)); } +template<> EIGEN_STRONG_INLINE void pstoreu<float>(float* to, const Packet4f& from) { EIGEN_DEBUG_UNALIGNED_STORE pstoreu(reinterpret_cast<double*>(to), _mm_castps_pd(from)); } +template<> EIGEN_STRONG_INLINE void pstoreu<int>(int* to, const Packet4i& from) { EIGEN_DEBUG_UNALIGNED_STORE pstoreu(reinterpret_cast<double*>(to), _mm_castsi128_pd(from)); } // some compilers might be tempted to perform multiple moves instead of using a vector path. template<> EIGEN_STRONG_INLINE void pstore1<Packet4f>(float* to, const float& a) @@ -541,7 +537,7 @@ template<> EIGEN_STRONG_INLINE int predux_max<Packet4i>(const Packet4i& a) template<int Offset> struct palign_impl<Offset,Packet4f> { - EIGEN_STRONG_INLINE static void run(Packet4f& first, const Packet4f& second) + static EIGEN_STRONG_INLINE void run(Packet4f& first, const Packet4f& second) { if (Offset!=0) first = _mm_castsi128_ps(_mm_alignr_epi8(_mm_castps_si128(second), _mm_castps_si128(first), Offset*4)); @@ -551,7 +547,7 @@ struct palign_impl<Offset,Packet4f> template<int Offset> struct palign_impl<Offset,Packet4i> { - EIGEN_STRONG_INLINE static void run(Packet4i& first, const Packet4i& second) + static EIGEN_STRONG_INLINE void run(Packet4i& first, const Packet4i& second) { if (Offset!=0) first = _mm_alignr_epi8(second,first, Offset*4); @@ -561,7 +557,7 @@ struct palign_impl<Offset,Packet4i> template<int Offset> struct palign_impl<Offset,Packet2d> { - EIGEN_STRONG_INLINE static void run(Packet2d& first, const Packet2d& second) + static EIGEN_STRONG_INLINE void run(Packet2d& first, const Packet2d& second) { if (Offset==1) first = _mm_castsi128_pd(_mm_alignr_epi8(_mm_castpd_si128(second), _mm_castpd_si128(first), 8)); @@ -572,7 +568,7 @@ struct palign_impl<Offset,Packet2d> template<int Offset> struct palign_impl<Offset,Packet4f> { - EIGEN_STRONG_INLINE static void run(Packet4f& first, const Packet4f& second) + static EIGEN_STRONG_INLINE void run(Packet4f& first, const Packet4f& second) { if (Offset==1) { @@ -595,7 +591,7 @@ struct palign_impl<Offset,Packet4f> template<int Offset> struct palign_impl<Offset,Packet4i> { - EIGEN_STRONG_INLINE static void run(Packet4i& first, const Packet4i& second) + static EIGEN_STRONG_INLINE void run(Packet4i& first, const Packet4i& second) { if (Offset==1) { @@ -618,7 +614,7 @@ struct palign_impl<Offset,Packet4i> template<int Offset> struct palign_impl<Offset,Packet2d> { - EIGEN_STRONG_INLINE static void run(Packet2d& first, const Packet2d& second) + static EIGEN_STRONG_INLINE void run(Packet2d& first, const Packet2d& second) { if (Offset==1) { @@ -631,4 +627,6 @@ struct palign_impl<Offset,Packet2d> } // end namespace internal +} // end namespace Eigen + #endif // EIGEN_PACKET_MATH_SSE_H diff --git a/extern/Eigen3/Eigen/src/Core/products/CoeffBasedProduct.h b/extern/Eigen3/Eigen/src/Core/products/CoeffBasedProduct.h index dc20f7e1e29..403d25fa9eb 100644 --- a/extern/Eigen3/Eigen/src/Core/products/CoeffBasedProduct.h +++ b/extern/Eigen3/Eigen/src/Core/products/CoeffBasedProduct.h @@ -4,28 +4,15 @@ // Copyright (C) 2006-2008 Benoit Jacob <jacob.benoit.1@gmail.com> // Copyright (C) 2008-2010 Gael Guennebaud <gael.guennebaud@inria.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_COEFFBASED_PRODUCT_H #define EIGEN_COEFFBASED_PRODUCT_H +namespace Eigen { + namespace internal { /********************************************************************************* @@ -224,8 +211,8 @@ class CoeffBasedProduct { return reinterpret_cast<const LazyCoeffBasedProductType&>(*this).diagonal(index); } protected: - const LhsNested m_lhs; - const RhsNested m_rhs; + typename internal::add_const_on_value_type<LhsNested>::type m_lhs; + typename internal::add_const_on_value_type<RhsNested>::type m_rhs; mutable PlainObject m_result; }; @@ -252,7 +239,7 @@ template<int UnrollingIndex, typename Lhs, typename Rhs, typename RetScalar> struct product_coeff_impl<DefaultTraversal, UnrollingIndex, Lhs, Rhs, RetScalar> { typedef typename Lhs::Index Index; - EIGEN_STRONG_INLINE static void run(Index row, Index col, const Lhs& lhs, const Rhs& rhs, RetScalar &res) + static EIGEN_STRONG_INLINE void run(Index row, Index col, const Lhs& lhs, const Rhs& rhs, RetScalar &res) { product_coeff_impl<DefaultTraversal, UnrollingIndex-1, Lhs, Rhs, RetScalar>::run(row, col, lhs, rhs, res); res += lhs.coeff(row, UnrollingIndex) * rhs.coeff(UnrollingIndex, col); @@ -263,7 +250,7 @@ template<typename Lhs, typename Rhs, typename RetScalar> struct product_coeff_impl<DefaultTraversal, 0, Lhs, Rhs, RetScalar> { typedef typename Lhs::Index Index; - EIGEN_STRONG_INLINE static void run(Index row, Index col, const Lhs& lhs, const Rhs& rhs, RetScalar &res) + static EIGEN_STRONG_INLINE void run(Index row, Index col, const Lhs& lhs, const Rhs& rhs, RetScalar &res) { res = lhs.coeff(row, 0) * rhs.coeff(0, col); } @@ -273,7 +260,7 @@ template<typename Lhs, typename Rhs, typename RetScalar> struct product_coeff_impl<DefaultTraversal, Dynamic, Lhs, Rhs, RetScalar> { typedef typename Lhs::Index Index; - EIGEN_STRONG_INLINE static void run(Index row, Index col, const Lhs& lhs, const Rhs& rhs, RetScalar& res) + static EIGEN_STRONG_INLINE void run(Index row, Index col, const Lhs& lhs, const Rhs& rhs, RetScalar& res) { eigen_assert(lhs.cols()>0 && "you are using a non initialized matrix"); res = lhs.coeff(row, 0) * rhs.coeff(0, col); @@ -291,7 +278,7 @@ struct product_coeff_vectorized_unroller { typedef typename Lhs::Index Index; enum { PacketSize = packet_traits<typename Lhs::Scalar>::size }; - EIGEN_STRONG_INLINE static void run(Index row, Index col, const Lhs& lhs, const Rhs& rhs, typename Lhs::PacketScalar &pres) + static EIGEN_STRONG_INLINE void run(Index row, Index col, const Lhs& lhs, const Rhs& rhs, typename Lhs::PacketScalar &pres) { product_coeff_vectorized_unroller<UnrollingIndex-PacketSize, Lhs, Rhs, Packet>::run(row, col, lhs, rhs, pres); pres = padd(pres, pmul( lhs.template packet<Aligned>(row, UnrollingIndex) , rhs.template packet<Aligned>(UnrollingIndex, col) )); @@ -302,7 +289,7 @@ template<typename Lhs, typename Rhs, typename Packet> struct product_coeff_vectorized_unroller<0, Lhs, Rhs, Packet> { typedef typename Lhs::Index Index; - EIGEN_STRONG_INLINE static void run(Index row, Index col, const Lhs& lhs, const Rhs& rhs, typename Lhs::PacketScalar &pres) + static EIGEN_STRONG_INLINE void run(Index row, Index col, const Lhs& lhs, const Rhs& rhs, typename Lhs::PacketScalar &pres) { pres = pmul(lhs.template packet<Aligned>(row, 0) , rhs.template packet<Aligned>(0, col)); } @@ -314,7 +301,7 @@ struct product_coeff_impl<InnerVectorizedTraversal, UnrollingIndex, Lhs, Rhs, Re typedef typename Lhs::PacketScalar Packet; typedef typename Lhs::Index Index; enum { PacketSize = packet_traits<typename Lhs::Scalar>::size }; - EIGEN_STRONG_INLINE static void run(Index row, Index col, const Lhs& lhs, const Rhs& rhs, RetScalar &res) + static EIGEN_STRONG_INLINE void run(Index row, Index col, const Lhs& lhs, const Rhs& rhs, RetScalar &res) { Packet pres; product_coeff_vectorized_unroller<UnrollingIndex+1-PacketSize, Lhs, Rhs, Packet>::run(row, col, lhs, rhs, pres); @@ -327,7 +314,7 @@ template<typename Lhs, typename Rhs, int LhsRows = Lhs::RowsAtCompileTime, int R struct product_coeff_vectorized_dyn_selector { typedef typename Lhs::Index Index; - EIGEN_STRONG_INLINE static void run(Index row, Index col, const Lhs& lhs, const Rhs& rhs, typename Lhs::Scalar &res) + static EIGEN_STRONG_INLINE void run(Index row, Index col, const Lhs& lhs, const Rhs& rhs, typename Lhs::Scalar &res) { res = lhs.row(row).transpose().cwiseProduct(rhs.col(col)).sum(); } @@ -339,7 +326,7 @@ template<typename Lhs, typename Rhs, int RhsCols> struct product_coeff_vectorized_dyn_selector<Lhs,Rhs,1,RhsCols> { typedef typename Lhs::Index Index; - EIGEN_STRONG_INLINE static void run(Index /*row*/, Index col, const Lhs& lhs, const Rhs& rhs, typename Lhs::Scalar &res) + static EIGEN_STRONG_INLINE void run(Index /*row*/, Index col, const Lhs& lhs, const Rhs& rhs, typename Lhs::Scalar &res) { res = lhs.transpose().cwiseProduct(rhs.col(col)).sum(); } @@ -349,7 +336,7 @@ template<typename Lhs, typename Rhs, int LhsRows> struct product_coeff_vectorized_dyn_selector<Lhs,Rhs,LhsRows,1> { typedef typename Lhs::Index Index; - EIGEN_STRONG_INLINE static void run(Index row, Index /*col*/, const Lhs& lhs, const Rhs& rhs, typename Lhs::Scalar &res) + static EIGEN_STRONG_INLINE void run(Index row, Index /*col*/, const Lhs& lhs, const Rhs& rhs, typename Lhs::Scalar &res) { res = lhs.row(row).transpose().cwiseProduct(rhs).sum(); } @@ -359,7 +346,7 @@ template<typename Lhs, typename Rhs> struct product_coeff_vectorized_dyn_selector<Lhs,Rhs,1,1> { typedef typename Lhs::Index Index; - EIGEN_STRONG_INLINE static void run(Index /*row*/, Index /*col*/, const Lhs& lhs, const Rhs& rhs, typename Lhs::Scalar &res) + static EIGEN_STRONG_INLINE void run(Index /*row*/, Index /*col*/, const Lhs& lhs, const Rhs& rhs, typename Lhs::Scalar &res) { res = lhs.transpose().cwiseProduct(rhs).sum(); } @@ -369,7 +356,7 @@ template<typename Lhs, typename Rhs, typename RetScalar> struct product_coeff_impl<InnerVectorizedTraversal, Dynamic, Lhs, Rhs, RetScalar> { typedef typename Lhs::Index Index; - EIGEN_STRONG_INLINE static void run(Index row, Index col, const Lhs& lhs, const Rhs& rhs, typename Lhs::Scalar &res) + static EIGEN_STRONG_INLINE void run(Index row, Index col, const Lhs& lhs, const Rhs& rhs, typename Lhs::Scalar &res) { product_coeff_vectorized_dyn_selector<Lhs,Rhs>::run(row, col, lhs, rhs, res); } @@ -383,7 +370,7 @@ template<int UnrollingIndex, typename Lhs, typename Rhs, typename Packet, int Lo struct product_packet_impl<RowMajor, UnrollingIndex, Lhs, Rhs, Packet, LoadMode> { typedef typename Lhs::Index Index; - EIGEN_STRONG_INLINE static void run(Index row, Index col, const Lhs& lhs, const Rhs& rhs, Packet &res) + static EIGEN_STRONG_INLINE void run(Index row, Index col, const Lhs& lhs, const Rhs& rhs, Packet &res) { product_packet_impl<RowMajor, UnrollingIndex-1, Lhs, Rhs, Packet, LoadMode>::run(row, col, lhs, rhs, res); res = pmadd(pset1<Packet>(lhs.coeff(row, UnrollingIndex)), rhs.template packet<LoadMode>(UnrollingIndex, col), res); @@ -394,7 +381,7 @@ template<int UnrollingIndex, typename Lhs, typename Rhs, typename Packet, int Lo struct product_packet_impl<ColMajor, UnrollingIndex, Lhs, Rhs, Packet, LoadMode> { typedef typename Lhs::Index Index; - EIGEN_STRONG_INLINE static void run(Index row, Index col, const Lhs& lhs, const Rhs& rhs, Packet &res) + static EIGEN_STRONG_INLINE void run(Index row, Index col, const Lhs& lhs, const Rhs& rhs, Packet &res) { product_packet_impl<ColMajor, UnrollingIndex-1, Lhs, Rhs, Packet, LoadMode>::run(row, col, lhs, rhs, res); res = pmadd(lhs.template packet<LoadMode>(row, UnrollingIndex), pset1<Packet>(rhs.coeff(UnrollingIndex, col)), res); @@ -405,7 +392,7 @@ template<typename Lhs, typename Rhs, typename Packet, int LoadMode> struct product_packet_impl<RowMajor, 0, Lhs, Rhs, Packet, LoadMode> { typedef typename Lhs::Index Index; - EIGEN_STRONG_INLINE static void run(Index row, Index col, const Lhs& lhs, const Rhs& rhs, Packet &res) + static EIGEN_STRONG_INLINE void run(Index row, Index col, const Lhs& lhs, const Rhs& rhs, Packet &res) { res = pmul(pset1<Packet>(lhs.coeff(row, 0)),rhs.template packet<LoadMode>(0, col)); } @@ -415,7 +402,7 @@ template<typename Lhs, typename Rhs, typename Packet, int LoadMode> struct product_packet_impl<ColMajor, 0, Lhs, Rhs, Packet, LoadMode> { typedef typename Lhs::Index Index; - EIGEN_STRONG_INLINE static void run(Index row, Index col, const Lhs& lhs, const Rhs& rhs, Packet &res) + static EIGEN_STRONG_INLINE void run(Index row, Index col, const Lhs& lhs, const Rhs& rhs, Packet &res) { res = pmul(lhs.template packet<LoadMode>(row, 0), pset1<Packet>(rhs.coeff(0, col))); } @@ -425,7 +412,7 @@ template<typename Lhs, typename Rhs, typename Packet, int LoadMode> struct product_packet_impl<RowMajor, Dynamic, Lhs, Rhs, Packet, LoadMode> { typedef typename Lhs::Index Index; - EIGEN_STRONG_INLINE static void run(Index row, Index col, const Lhs& lhs, const Rhs& rhs, Packet& res) + static EIGEN_STRONG_INLINE void run(Index row, Index col, const Lhs& lhs, const Rhs& rhs, Packet& res) { eigen_assert(lhs.cols()>0 && "you are using a non initialized matrix"); res = pmul(pset1<Packet>(lhs.coeff(row, 0)),rhs.template packet<LoadMode>(0, col)); @@ -438,7 +425,7 @@ template<typename Lhs, typename Rhs, typename Packet, int LoadMode> struct product_packet_impl<ColMajor, Dynamic, Lhs, Rhs, Packet, LoadMode> { typedef typename Lhs::Index Index; - EIGEN_STRONG_INLINE static void run(Index row, Index col, const Lhs& lhs, const Rhs& rhs, Packet& res) + static EIGEN_STRONG_INLINE void run(Index row, Index col, const Lhs& lhs, const Rhs& rhs, Packet& res) { eigen_assert(lhs.cols()>0 && "you are using a non initialized matrix"); res = pmul(lhs.template packet<LoadMode>(row, 0), pset1<Packet>(rhs.coeff(0, col))); @@ -449,4 +436,6 @@ struct product_packet_impl<ColMajor, Dynamic, Lhs, Rhs, Packet, LoadMode> } // end namespace internal +} // end namespace Eigen + #endif // EIGEN_COEFFBASED_PRODUCT_H diff --git a/extern/Eigen3/Eigen/src/Core/products/GeneralBlockPanelKernel.h b/extern/Eigen3/Eigen/src/Core/products/GeneralBlockPanelKernel.h index cd1c37c780e..5eb03c98ccf 100644 --- a/extern/Eigen3/Eigen/src/Core/products/GeneralBlockPanelKernel.h +++ b/extern/Eigen3/Eigen/src/Core/products/GeneralBlockPanelKernel.h @@ -3,34 +3,23 @@ // // Copyright (C) 2008-2009 Gael Guennebaud <gael.guennebaud@inria.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_GENERAL_BLOCK_PANEL_H #define EIGEN_GENERAL_BLOCK_PANEL_H +namespace Eigen { + namespace internal { template<typename _LhsScalar, typename _RhsScalar, bool _ConjLhs=false, bool _ConjRhs=false> class gebp_traits; -inline std::ptrdiff_t manage_caching_sizes_second_if_negative(std::ptrdiff_t a, std::ptrdiff_t b) + +/** \internal \returns b if a<=0, and returns a otherwise. */ +inline std::ptrdiff_t manage_caching_sizes_helper(std::ptrdiff_t a, std::ptrdiff_t b) { return a<=0 ? b : a; } @@ -38,9 +27,14 @@ inline std::ptrdiff_t manage_caching_sizes_second_if_negative(std::ptrdiff_t a, /** \internal */ inline void manage_caching_sizes(Action action, std::ptrdiff_t* l1=0, std::ptrdiff_t* l2=0) { - static std::ptrdiff_t m_l1CacheSize = manage_caching_sizes_second_if_negative(queryL1CacheSize(),8 * 1024); - static std::ptrdiff_t m_l2CacheSize = manage_caching_sizes_second_if_negative(queryTopLevelCacheSize(),1*1024*1024); - + static std::ptrdiff_t m_l1CacheSize = 0; + static std::ptrdiff_t m_l2CacheSize = 0; + if(m_l2CacheSize==0) + { + m_l1CacheSize = manage_caching_sizes_helper(queryL1CacheSize(),8 * 1024); + m_l2CacheSize = manage_caching_sizes_helper(queryTopLevelCacheSize(),1*1024*1024); + } + if(action==SetAction) { // set the cpu cache size and cache all block sizes from a global cache size in byte @@ -533,7 +527,7 @@ struct gebp_kernel ResPacketSize = Traits::ResPacketSize }; - EIGEN_FLATTEN_ATTRIB + EIGEN_DONT_INLINE EIGEN_FLATTEN_ATTRIB void operator()(ResScalar* res, Index resStride, const LhsScalar* blockA, const RhsScalar* blockB, Index rows, Index depth, Index cols, ResScalar alpha, Index strideA=-1, Index strideB=-1, Index offsetA=0, Index offsetB=0, RhsScalar* unpackedB = 0) { @@ -595,64 +589,64 @@ struct gebp_kernel if(nr==2) { LhsPacket A0, A1; - RhsPacket B0; + RhsPacket B_0; RhsPacket T0; EIGEN_ASM_COMMENT("mybegin2"); traits.loadLhs(&blA[0*LhsProgress], A0); traits.loadLhs(&blA[1*LhsProgress], A1); - traits.loadRhs(&blB[0*RhsProgress], B0); - traits.madd(A0,B0,C0,T0); - traits.madd(A1,B0,C4,B0); - traits.loadRhs(&blB[1*RhsProgress], B0); - traits.madd(A0,B0,C1,T0); - traits.madd(A1,B0,C5,B0); + traits.loadRhs(&blB[0*RhsProgress], B_0); + traits.madd(A0,B_0,C0,T0); + traits.madd(A1,B_0,C4,B_0); + traits.loadRhs(&blB[1*RhsProgress], B_0); + traits.madd(A0,B_0,C1,T0); + traits.madd(A1,B_0,C5,B_0); traits.loadLhs(&blA[2*LhsProgress], A0); traits.loadLhs(&blA[3*LhsProgress], A1); - traits.loadRhs(&blB[2*RhsProgress], B0); - traits.madd(A0,B0,C0,T0); - traits.madd(A1,B0,C4,B0); - traits.loadRhs(&blB[3*RhsProgress], B0); - traits.madd(A0,B0,C1,T0); - traits.madd(A1,B0,C5,B0); + traits.loadRhs(&blB[2*RhsProgress], B_0); + traits.madd(A0,B_0,C0,T0); + traits.madd(A1,B_0,C4,B_0); + traits.loadRhs(&blB[3*RhsProgress], B_0); + traits.madd(A0,B_0,C1,T0); + traits.madd(A1,B_0,C5,B_0); traits.loadLhs(&blA[4*LhsProgress], A0); traits.loadLhs(&blA[5*LhsProgress], A1); - traits.loadRhs(&blB[4*RhsProgress], B0); - traits.madd(A0,B0,C0,T0); - traits.madd(A1,B0,C4,B0); - traits.loadRhs(&blB[5*RhsProgress], B0); - traits.madd(A0,B0,C1,T0); - traits.madd(A1,B0,C5,B0); + traits.loadRhs(&blB[4*RhsProgress], B_0); + traits.madd(A0,B_0,C0,T0); + traits.madd(A1,B_0,C4,B_0); + traits.loadRhs(&blB[5*RhsProgress], B_0); + traits.madd(A0,B_0,C1,T0); + traits.madd(A1,B_0,C5,B_0); traits.loadLhs(&blA[6*LhsProgress], A0); traits.loadLhs(&blA[7*LhsProgress], A1); - traits.loadRhs(&blB[6*RhsProgress], B0); - traits.madd(A0,B0,C0,T0); - traits.madd(A1,B0,C4,B0); - traits.loadRhs(&blB[7*RhsProgress], B0); - traits.madd(A0,B0,C1,T0); - traits.madd(A1,B0,C5,B0); + traits.loadRhs(&blB[6*RhsProgress], B_0); + traits.madd(A0,B_0,C0,T0); + traits.madd(A1,B_0,C4,B_0); + traits.loadRhs(&blB[7*RhsProgress], B_0); + traits.madd(A0,B_0,C1,T0); + traits.madd(A1,B_0,C5,B_0); EIGEN_ASM_COMMENT("myend"); } else { EIGEN_ASM_COMMENT("mybegin4"); LhsPacket A0, A1; - RhsPacket B0, B1, B2, B3; + RhsPacket B_0, B1, B2, B3; RhsPacket T0; traits.loadLhs(&blA[0*LhsProgress], A0); traits.loadLhs(&blA[1*LhsProgress], A1); - traits.loadRhs(&blB[0*RhsProgress], B0); + traits.loadRhs(&blB[0*RhsProgress], B_0); traits.loadRhs(&blB[1*RhsProgress], B1); - traits.madd(A0,B0,C0,T0); + traits.madd(A0,B_0,C0,T0); traits.loadRhs(&blB[2*RhsProgress], B2); - traits.madd(A1,B0,C4,B0); + traits.madd(A1,B_0,C4,B_0); traits.loadRhs(&blB[3*RhsProgress], B3); - traits.loadRhs(&blB[4*RhsProgress], B0); + traits.loadRhs(&blB[4*RhsProgress], B_0); traits.madd(A0,B1,C1,T0); traits.madd(A1,B1,C5,B1); traits.loadRhs(&blB[5*RhsProgress], B1); @@ -664,9 +658,9 @@ EIGEN_ASM_COMMENT("mybegin4"); traits.madd(A1,B3,C7,B3); traits.loadLhs(&blA[3*LhsProgress], A1); traits.loadRhs(&blB[7*RhsProgress], B3); - traits.madd(A0,B0,C0,T0); - traits.madd(A1,B0,C4,B0); - traits.loadRhs(&blB[8*RhsProgress], B0); + traits.madd(A0,B_0,C0,T0); + traits.madd(A1,B_0,C4,B_0); + traits.loadRhs(&blB[8*RhsProgress], B_0); traits.madd(A0,B1,C1,T0); traits.madd(A1,B1,C5,B1); traits.loadRhs(&blB[9*RhsProgress], B1); @@ -679,9 +673,9 @@ EIGEN_ASM_COMMENT("mybegin4"); traits.loadLhs(&blA[5*LhsProgress], A1); traits.loadRhs(&blB[11*RhsProgress], B3); - traits.madd(A0,B0,C0,T0); - traits.madd(A1,B0,C4,B0); - traits.loadRhs(&blB[12*RhsProgress], B0); + traits.madd(A0,B_0,C0,T0); + traits.madd(A1,B_0,C4,B_0); + traits.loadRhs(&blB[12*RhsProgress], B_0); traits.madd(A0,B1,C1,T0); traits.madd(A1,B1,C5,B1); traits.loadRhs(&blB[13*RhsProgress], B1); @@ -693,8 +687,8 @@ EIGEN_ASM_COMMENT("mybegin4"); traits.madd(A1,B3,C7,B3); traits.loadLhs(&blA[7*LhsProgress], A1); traits.loadRhs(&blB[15*RhsProgress], B3); - traits.madd(A0,B0,C0,T0); - traits.madd(A1,B0,C4,B0); + traits.madd(A0,B_0,C0,T0); + traits.madd(A1,B_0,C4,B_0); traits.madd(A0,B1,C1,T0); traits.madd(A1,B1,C5,B1); traits.madd(A0,B2,C2,T0); @@ -712,32 +706,32 @@ EIGEN_ASM_COMMENT("mybegin4"); if(nr==2) { LhsPacket A0, A1; - RhsPacket B0; + RhsPacket B_0; RhsPacket T0; traits.loadLhs(&blA[0*LhsProgress], A0); traits.loadLhs(&blA[1*LhsProgress], A1); - traits.loadRhs(&blB[0*RhsProgress], B0); - traits.madd(A0,B0,C0,T0); - traits.madd(A1,B0,C4,B0); - traits.loadRhs(&blB[1*RhsProgress], B0); - traits.madd(A0,B0,C1,T0); - traits.madd(A1,B0,C5,B0); + traits.loadRhs(&blB[0*RhsProgress], B_0); + traits.madd(A0,B_0,C0,T0); + traits.madd(A1,B_0,C4,B_0); + traits.loadRhs(&blB[1*RhsProgress], B_0); + traits.madd(A0,B_0,C1,T0); + traits.madd(A1,B_0,C5,B_0); } else { LhsPacket A0, A1; - RhsPacket B0, B1, B2, B3; + RhsPacket B_0, B1, B2, B3; RhsPacket T0; traits.loadLhs(&blA[0*LhsProgress], A0); traits.loadLhs(&blA[1*LhsProgress], A1); - traits.loadRhs(&blB[0*RhsProgress], B0); + traits.loadRhs(&blB[0*RhsProgress], B_0); traits.loadRhs(&blB[1*RhsProgress], B1); - traits.madd(A0,B0,C0,T0); + traits.madd(A0,B_0,C0,T0); traits.loadRhs(&blB[2*RhsProgress], B2); - traits.madd(A1,B0,C4,B0); + traits.madd(A1,B_0,C4,B_0); traits.loadRhs(&blB[3*RhsProgress], B3); traits.madd(A0,B1,C1,T0); traits.madd(A1,B1,C5,B1); @@ -824,42 +818,42 @@ EIGEN_ASM_COMMENT("mybegin4"); if(nr==2) { LhsPacket A0; - RhsPacket B0, B1; + RhsPacket B_0, B1; traits.loadLhs(&blA[0*LhsProgress], A0); - traits.loadRhs(&blB[0*RhsProgress], B0); + traits.loadRhs(&blB[0*RhsProgress], B_0); traits.loadRhs(&blB[1*RhsProgress], B1); - traits.madd(A0,B0,C0,B0); - traits.loadRhs(&blB[2*RhsProgress], B0); + traits.madd(A0,B_0,C0,B_0); + traits.loadRhs(&blB[2*RhsProgress], B_0); traits.madd(A0,B1,C1,B1); traits.loadLhs(&blA[1*LhsProgress], A0); traits.loadRhs(&blB[3*RhsProgress], B1); - traits.madd(A0,B0,C0,B0); - traits.loadRhs(&blB[4*RhsProgress], B0); + traits.madd(A0,B_0,C0,B_0); + traits.loadRhs(&blB[4*RhsProgress], B_0); traits.madd(A0,B1,C1,B1); traits.loadLhs(&blA[2*LhsProgress], A0); traits.loadRhs(&blB[5*RhsProgress], B1); - traits.madd(A0,B0,C0,B0); - traits.loadRhs(&blB[6*RhsProgress], B0); + traits.madd(A0,B_0,C0,B_0); + traits.loadRhs(&blB[6*RhsProgress], B_0); traits.madd(A0,B1,C1,B1); traits.loadLhs(&blA[3*LhsProgress], A0); traits.loadRhs(&blB[7*RhsProgress], B1); - traits.madd(A0,B0,C0,B0); + traits.madd(A0,B_0,C0,B_0); traits.madd(A0,B1,C1,B1); } else { LhsPacket A0; - RhsPacket B0, B1, B2, B3; + RhsPacket B_0, B1, B2, B3; traits.loadLhs(&blA[0*LhsProgress], A0); - traits.loadRhs(&blB[0*RhsProgress], B0); + traits.loadRhs(&blB[0*RhsProgress], B_0); traits.loadRhs(&blB[1*RhsProgress], B1); - traits.madd(A0,B0,C0,B0); + traits.madd(A0,B_0,C0,B_0); traits.loadRhs(&blB[2*RhsProgress], B2); traits.loadRhs(&blB[3*RhsProgress], B3); - traits.loadRhs(&blB[4*RhsProgress], B0); + traits.loadRhs(&blB[4*RhsProgress], B_0); traits.madd(A0,B1,C1,B1); traits.loadRhs(&blB[5*RhsProgress], B1); traits.madd(A0,B2,C2,B2); @@ -867,8 +861,8 @@ EIGEN_ASM_COMMENT("mybegin4"); traits.madd(A0,B3,C3,B3); traits.loadLhs(&blA[1*LhsProgress], A0); traits.loadRhs(&blB[7*RhsProgress], B3); - traits.madd(A0,B0,C0,B0); - traits.loadRhs(&blB[8*RhsProgress], B0); + traits.madd(A0,B_0,C0,B_0); + traits.loadRhs(&blB[8*RhsProgress], B_0); traits.madd(A0,B1,C1,B1); traits.loadRhs(&blB[9*RhsProgress], B1); traits.madd(A0,B2,C2,B2); @@ -877,8 +871,8 @@ EIGEN_ASM_COMMENT("mybegin4"); traits.loadLhs(&blA[2*LhsProgress], A0); traits.loadRhs(&blB[11*RhsProgress], B3); - traits.madd(A0,B0,C0,B0); - traits.loadRhs(&blB[12*RhsProgress], B0); + traits.madd(A0,B_0,C0,B_0); + traits.loadRhs(&blB[12*RhsProgress], B_0); traits.madd(A0,B1,C1,B1); traits.loadRhs(&blB[13*RhsProgress], B1); traits.madd(A0,B2,C2,B2); @@ -887,7 +881,7 @@ EIGEN_ASM_COMMENT("mybegin4"); traits.loadLhs(&blA[3*LhsProgress], A0); traits.loadRhs(&blB[15*RhsProgress], B3); - traits.madd(A0,B0,C0,B0); + traits.madd(A0,B_0,C0,B_0); traits.madd(A0,B1,C1,B1); traits.madd(A0,B2,C2,B2); traits.madd(A0,B3,C3,B3); @@ -902,26 +896,26 @@ EIGEN_ASM_COMMENT("mybegin4"); if(nr==2) { LhsPacket A0; - RhsPacket B0, B1; + RhsPacket B_0, B1; traits.loadLhs(&blA[0*LhsProgress], A0); - traits.loadRhs(&blB[0*RhsProgress], B0); + traits.loadRhs(&blB[0*RhsProgress], B_0); traits.loadRhs(&blB[1*RhsProgress], B1); - traits.madd(A0,B0,C0,B0); + traits.madd(A0,B_0,C0,B_0); traits.madd(A0,B1,C1,B1); } else { LhsPacket A0; - RhsPacket B0, B1, B2, B3; + RhsPacket B_0, B1, B2, B3; traits.loadLhs(&blA[0*LhsProgress], A0); - traits.loadRhs(&blB[0*RhsProgress], B0); + traits.loadRhs(&blB[0*RhsProgress], B_0); traits.loadRhs(&blB[1*RhsProgress], B1); traits.loadRhs(&blB[2*RhsProgress], B2); traits.loadRhs(&blB[3*RhsProgress], B3); - traits.madd(A0,B0,C0,B0); + traits.madd(A0,B_0,C0,B_0); traits.madd(A0,B1,C1,B1); traits.madd(A0,B2,C2,B2); traits.madd(A0,B3,C3,B3); @@ -968,26 +962,26 @@ EIGEN_ASM_COMMENT("mybegin4"); if(nr==2) { LhsScalar A0; - RhsScalar B0, B1; + RhsScalar B_0, B1; A0 = blA[k]; - B0 = blB[0]; + B_0 = blB[0]; B1 = blB[1]; - MADD(cj,A0,B0,C0,B0); + MADD(cj,A0,B_0,C0,B_0); MADD(cj,A0,B1,C1,B1); } else { LhsScalar A0; - RhsScalar B0, B1, B2, B3; + RhsScalar B_0, B1, B2, B3; A0 = blA[k]; - B0 = blB[0]; + B_0 = blB[0]; B1 = blB[1]; B2 = blB[2]; B3 = blB[3]; - MADD(cj,A0,B0,C0,B0); + MADD(cj,A0,B_0,C0,B_0); MADD(cj,A0,B1,C1,B1); MADD(cj,A0,B2,C2,B2); MADD(cj,A0,B3,C3,B3); @@ -1024,14 +1018,14 @@ EIGEN_ASM_COMMENT("mybegin4"); for(Index k=0; k<depth; k++) { LhsPacket A0, A1; - RhsPacket B0; + RhsPacket B_0; RhsPacket T0; traits.loadLhs(&blA[0*LhsProgress], A0); traits.loadLhs(&blA[1*LhsProgress], A1); - traits.loadRhs(&blB[0*RhsProgress], B0); - traits.madd(A0,B0,C0,T0); - traits.madd(A1,B0,C4,B0); + traits.loadRhs(&blB[0*RhsProgress], B_0); + traits.madd(A0,B_0,C0,T0); + traits.madd(A1,B_0,C4,B_0); blB += RhsProgress; blA += 2*LhsProgress; @@ -1063,10 +1057,10 @@ EIGEN_ASM_COMMENT("mybegin4"); for(Index k=0; k<depth; k++) { LhsPacket A0; - RhsPacket B0; + RhsPacket B_0; traits.loadLhs(blA, A0); - traits.loadRhs(blB, B0); - traits.madd(A0, B0, C0, B0); + traits.loadRhs(blB, B_0); + traits.madd(A0, B_0, C0, B_0); blB += RhsProgress; blA += LhsProgress; } @@ -1088,8 +1082,8 @@ EIGEN_ASM_COMMENT("mybegin4"); for(Index k=0; k<depth; k++) { LhsScalar A0 = blA[k]; - RhsScalar B0 = blB[k]; - MADD(cj, A0, B0, C0, B0); + RhsScalar B_0 = blB[k]; + MADD(cj, A0, B_0, C0, B_0); } res[(j2+0)*resStride + i] += alpha*C0; } @@ -1100,7 +1094,7 @@ EIGEN_ASM_COMMENT("mybegin4"); #undef CJMADD // pack a block of the lhs -// The travesal is as follow (mr==4): +// The traversal is as follow (mr==4): // 0 4 8 12 ... // 1 5 9 13 ... // 2 6 10 14 ... @@ -1116,11 +1110,15 @@ EIGEN_ASM_COMMENT("mybegin4"); template<typename Scalar, typename Index, int Pack1, int Pack2, int StorageOrder, bool Conjugate, bool PanelMode> struct gemm_pack_lhs { - void operator()(Scalar* blockA, const Scalar* EIGEN_RESTRICT _lhs, Index lhsStride, Index depth, Index rows, + EIGEN_DONT_INLINE void operator()(Scalar* blockA, const Scalar* EIGEN_RESTRICT _lhs, Index lhsStride, Index depth, Index rows, Index stride=0, Index offset=0) { -// enum { PacketSize = packet_traits<Scalar>::size }; + typedef typename packet_traits<Scalar>::type Packet; + enum { PacketSize = packet_traits<Scalar>::size }; + + EIGEN_ASM_COMMENT("EIGEN PRODUCT PACK LHS"); eigen_assert(((!PanelMode) && stride==0 && offset==0) || (PanelMode && stride>=depth && offset<=stride)); + eigen_assert( (StorageOrder==RowMajor) || ((Pack1%PacketSize)==0 && Pack1<=4*PacketSize) ); conj_if<NumTraits<Scalar>::IsComplex && Conjugate> cj; const_blas_data_mapper<Scalar, Index, StorageOrder> lhs(_lhs,lhsStride); Index count = 0; @@ -1128,9 +1126,44 @@ struct gemm_pack_lhs for(Index i=0; i<peeled_mc; i+=Pack1) { if(PanelMode) count += Pack1 * offset; - for(Index k=0; k<depth; k++) - for(Index w=0; w<Pack1; w++) - blockA[count++] = cj(lhs(i+w, k)); + + if(StorageOrder==ColMajor) + { + for(Index k=0; k<depth; k++) + { + Packet A, B, C, D; + if(Pack1>=1*PacketSize) A = ploadu<Packet>(&lhs(i+0*PacketSize, k)); + if(Pack1>=2*PacketSize) B = ploadu<Packet>(&lhs(i+1*PacketSize, k)); + if(Pack1>=3*PacketSize) C = ploadu<Packet>(&lhs(i+2*PacketSize, k)); + if(Pack1>=4*PacketSize) D = ploadu<Packet>(&lhs(i+3*PacketSize, k)); + if(Pack1>=1*PacketSize) { pstore(blockA+count, cj.pconj(A)); count+=PacketSize; } + if(Pack1>=2*PacketSize) { pstore(blockA+count, cj.pconj(B)); count+=PacketSize; } + if(Pack1>=3*PacketSize) { pstore(blockA+count, cj.pconj(C)); count+=PacketSize; } + if(Pack1>=4*PacketSize) { pstore(blockA+count, cj.pconj(D)); count+=PacketSize; } + } + } + else + { + for(Index k=0; k<depth; k++) + { + // TODO add a vectorized transpose here + Index w=0; + for(; w<Pack1-3; w+=4) + { + Scalar a(cj(lhs(i+w+0, k))), + b(cj(lhs(i+w+1, k))), + c(cj(lhs(i+w+2, k))), + d(cj(lhs(i+w+3, k))); + blockA[count++] = a; + blockA[count++] = b; + blockA[count++] = c; + blockA[count++] = d; + } + if(Pack1%4) + for(;w<Pack1;++w) + blockA[count++] = cj(lhs(i+w, k)); + } + } if(PanelMode) count += Pack1 * (stride-offset-depth); } if(rows-peeled_mc>=Pack2) @@ -1164,9 +1197,10 @@ struct gemm_pack_rhs<Scalar, Index, nr, ColMajor, Conjugate, PanelMode> { typedef typename packet_traits<Scalar>::type Packet; enum { PacketSize = packet_traits<Scalar>::size }; - void operator()(Scalar* blockB, const Scalar* rhs, Index rhsStride, Index depth, Index cols, + EIGEN_DONT_INLINE void operator()(Scalar* blockB, const Scalar* rhs, Index rhsStride, Index depth, Index cols, Index stride=0, Index offset=0) { + EIGEN_ASM_COMMENT("EIGEN PRODUCT PACK RHS COLMAJOR"); eigen_assert(((!PanelMode) && stride==0 && offset==0) || (PanelMode && stride>=depth && offset<=stride)); conj_if<NumTraits<Scalar>::IsComplex && Conjugate> cj; Index packet_cols = (cols/nr) * nr; @@ -1211,9 +1245,10 @@ template<typename Scalar, typename Index, int nr, bool Conjugate, bool PanelMode struct gemm_pack_rhs<Scalar, Index, nr, RowMajor, Conjugate, PanelMode> { enum { PacketSize = packet_traits<Scalar>::size }; - void operator()(Scalar* blockB, const Scalar* rhs, Index rhsStride, Index depth, Index cols, + EIGEN_DONT_INLINE void operator()(Scalar* blockB, const Scalar* rhs, Index rhsStride, Index depth, Index cols, Index stride=0, Index offset=0) { + EIGEN_ASM_COMMENT("EIGEN PRODUCT PACK RHS ROWMAJOR"); eigen_assert(((!PanelMode) && stride==0 && offset==0) || (PanelMode && stride>=depth && offset<=stride)); conj_if<NumTraits<Scalar>::IsComplex && Conjugate> cj; Index packet_cols = (cols/nr) * nr; @@ -1279,4 +1314,6 @@ inline void setCpuCacheSizes(std::ptrdiff_t l1, std::ptrdiff_t l2) internal::manage_caching_sizes(SetAction, &l1, &l2); } +} // end namespace Eigen + #endif // EIGEN_GENERAL_BLOCK_PANEL_H diff --git a/extern/Eigen3/Eigen/src/Core/products/GeneralMatrixMatrix.h b/extern/Eigen3/Eigen/src/Core/products/GeneralMatrixMatrix.h index ae94a27953b..73a465ec5ee 100644 --- a/extern/Eigen3/Eigen/src/Core/products/GeneralMatrixMatrix.h +++ b/extern/Eigen3/Eigen/src/Core/products/GeneralMatrixMatrix.h @@ -3,28 +3,15 @@ // // Copyright (C) 2008-2009 Gael Guennebaud <gael.guennebaud@inria.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_GENERAL_MATRIX_MATRIX_H #define EIGEN_GENERAL_MATRIX_MATRIX_H +namespace Eigen { + namespace internal { template<typename _LhsScalar, typename _RhsScalar> class level3_blocking; @@ -77,7 +64,7 @@ static void run(Index rows, Index cols, Index depth, typedef gebp_traits<LhsScalar,RhsScalar> Traits; - Index kc = blocking.kc(); // cache block size along the K direction + Index kc = blocking.kc(); // cache block size along the K direction Index mc = (std::min)(rows,blocking.mc()); // cache block size along the M direction //Index nc = blocking.nc(); // cache block size along the N direction @@ -247,7 +234,7 @@ struct gemm_functor BlockingType& m_blocking; }; -template<int StorageOrder, typename LhsScalar, typename RhsScalar, int MaxRows, int MaxCols, int MaxDepth, +template<int StorageOrder, typename LhsScalar, typename RhsScalar, int MaxRows, int MaxCols, int MaxDepth, int KcFactor=1, bool FiniteAtCompileTime = MaxRows!=Dynamic && MaxCols!=Dynamic && MaxDepth != Dynamic> class gemm_blocking_space; template<typename _LhsScalar, typename _RhsScalar> @@ -280,8 +267,8 @@ class level3_blocking inline RhsScalar* blockW() { return m_blockW; } }; -template<int StorageOrder, typename _LhsScalar, typename _RhsScalar, int MaxRows, int MaxCols, int MaxDepth> -class gemm_blocking_space<StorageOrder,_LhsScalar,_RhsScalar,MaxRows, MaxCols, MaxDepth, true> +template<int StorageOrder, typename _LhsScalar, typename _RhsScalar, int MaxRows, int MaxCols, int MaxDepth, int KcFactor> +class gemm_blocking_space<StorageOrder,_LhsScalar,_RhsScalar,MaxRows, MaxCols, MaxDepth, KcFactor, true> : public level3_blocking< typename conditional<StorageOrder==RowMajor,_RhsScalar,_LhsScalar>::type, typename conditional<StorageOrder==RowMajor,_LhsScalar,_RhsScalar>::type> @@ -322,8 +309,8 @@ class gemm_blocking_space<StorageOrder,_LhsScalar,_RhsScalar,MaxRows, MaxCols, M inline void allocateAll() {} }; -template<int StorageOrder, typename _LhsScalar, typename _RhsScalar, int MaxRows, int MaxCols, int MaxDepth> -class gemm_blocking_space<StorageOrder,_LhsScalar,_RhsScalar,MaxRows, MaxCols, MaxDepth, false> +template<int StorageOrder, typename _LhsScalar, typename _RhsScalar, int MaxRows, int MaxCols, int MaxDepth, int KcFactor> +class gemm_blocking_space<StorageOrder,_LhsScalar,_RhsScalar,MaxRows, MaxCols, MaxDepth, KcFactor, false> : public level3_blocking< typename conditional<StorageOrder==RowMajor,_RhsScalar,_LhsScalar>::type, typename conditional<StorageOrder==RowMajor,_LhsScalar,_RhsScalar>::type> @@ -347,7 +334,7 @@ class gemm_blocking_space<StorageOrder,_LhsScalar,_RhsScalar,MaxRows, MaxCols, M this->m_nc = Transpose ? rows : cols; this->m_kc = depth; - computeProductBlockingSizes<LhsScalar,RhsScalar>(this->m_kc, this->m_mc, this->m_nc); + computeProductBlockingSizes<LhsScalar,RhsScalar,KcFactor>(this->m_kc, this->m_mc, this->m_nc); m_sizeA = this->m_mc * this->m_kc; m_sizeB = this->m_kc * this->m_nc; m_sizeW = this->m_kc*Traits::WorkSpaceFactor; @@ -412,8 +399,8 @@ class GeneralProduct<Lhs, Rhs, GemmProduct> { eigen_assert(dst.rows()==m_lhs.rows() && dst.cols()==m_rhs.cols()); - const ActualLhsType lhs = LhsBlasTraits::extract(m_lhs); - const ActualRhsType rhs = RhsBlasTraits::extract(m_rhs); + typename internal::add_const_on_value_type<ActualLhsType>::type lhs = LhsBlasTraits::extract(m_lhs); + typename internal::add_const_on_value_type<ActualRhsType>::type rhs = RhsBlasTraits::extract(m_rhs); Scalar actualAlpha = alpha * LhsBlasTraits::extractScalarFactor(m_lhs) * RhsBlasTraits::extractScalarFactor(m_rhs); @@ -436,4 +423,6 @@ class GeneralProduct<Lhs, Rhs, GemmProduct> } }; +} // end namespace Eigen + #endif // EIGEN_GENERAL_MATRIX_MATRIX_H diff --git a/extern/Eigen3/Eigen/src/Core/products/GeneralMatrixMatrixTriangular.h b/extern/Eigen3/Eigen/src/Core/products/GeneralMatrixMatrixTriangular.h index 5043b64fe2e..432d3a9dc84 100644 --- a/extern/Eigen3/Eigen/src/Core/products/GeneralMatrixMatrixTriangular.h +++ b/extern/Eigen3/Eigen/src/Core/products/GeneralMatrixMatrixTriangular.h @@ -3,28 +3,15 @@ // // Copyright (C) 2009-2010 Gael Guennebaud <gael.guennebaud@inria.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_GENERAL_MATRIX_MATRIX_TRIANGULAR_H #define EIGEN_GENERAL_MATRIX_MATRIX_TRIANGULAR_H +namespace Eigen { + namespace internal { /********************************************************************** @@ -42,14 +29,14 @@ struct tribb_kernel; template <typename Index, typename LhsScalar, int LhsStorageOrder, bool ConjugateLhs, typename RhsScalar, int RhsStorageOrder, bool ConjugateRhs, - int ResStorageOrder, int UpLo> + int ResStorageOrder, int UpLo, int Version = Specialized> struct general_matrix_matrix_triangular_product; // as usual if the result is row major => we transpose the product template <typename Index, typename LhsScalar, int LhsStorageOrder, bool ConjugateLhs, - typename RhsScalar, int RhsStorageOrder, bool ConjugateRhs, int UpLo> -struct general_matrix_matrix_triangular_product<Index,LhsScalar,LhsStorageOrder,ConjugateLhs,RhsScalar,RhsStorageOrder,ConjugateRhs,RowMajor,UpLo> -{ + typename RhsScalar, int RhsStorageOrder, bool ConjugateRhs, int UpLo, int Version> +struct general_matrix_matrix_triangular_product<Index,LhsScalar,LhsStorageOrder,ConjugateLhs,RhsScalar,RhsStorageOrder,ConjugateRhs,RowMajor,UpLo,Version> +{ typedef typename scalar_product_traits<LhsScalar, RhsScalar>::ReturnType ResScalar; static EIGEN_STRONG_INLINE void run(Index size, Index depth,const LhsScalar* lhs, Index lhsStride, const RhsScalar* rhs, Index rhsStride, ResScalar* res, Index resStride, ResScalar alpha) @@ -63,8 +50,8 @@ struct general_matrix_matrix_triangular_product<Index,LhsScalar,LhsStorageOrder, }; template <typename Index, typename LhsScalar, int LhsStorageOrder, bool ConjugateLhs, - typename RhsScalar, int RhsStorageOrder, bool ConjugateRhs, int UpLo> -struct general_matrix_matrix_triangular_product<Index,LhsScalar,LhsStorageOrder,ConjugateLhs,RhsScalar,RhsStorageOrder,ConjugateRhs,ColMajor,UpLo> + typename RhsScalar, int RhsStorageOrder, bool ConjugateRhs, int UpLo, int Version> +struct general_matrix_matrix_triangular_product<Index,LhsScalar,LhsStorageOrder,ConjugateLhs,RhsScalar,RhsStorageOrder,ConjugateRhs,ColMajor,UpLo,Version> { typedef typename scalar_product_traits<LhsScalar, RhsScalar>::ReturnType ResScalar; static EIGEN_STRONG_INLINE void run(Index size, Index depth,const LhsScalar* _lhs, Index lhsStride, @@ -201,13 +188,13 @@ TriangularView<MatrixType,UpLo>& TriangularView<MatrixType,UpLo>::assignProduct( typedef internal::blas_traits<Lhs> LhsBlasTraits; typedef typename LhsBlasTraits::DirectLinearAccessType ActualLhs; typedef typename internal::remove_all<ActualLhs>::type _ActualLhs; - const ActualLhs actualLhs = LhsBlasTraits::extract(prod.lhs()); + typename internal::add_const_on_value_type<ActualLhs>::type actualLhs = LhsBlasTraits::extract(prod.lhs()); typedef typename internal::remove_all<typename ProductDerived::RhsNested>::type Rhs; typedef internal::blas_traits<Rhs> RhsBlasTraits; typedef typename RhsBlasTraits::DirectLinearAccessType ActualRhs; typedef typename internal::remove_all<ActualRhs>::type _ActualRhs; - const ActualRhs actualRhs = RhsBlasTraits::extract(prod.rhs()); + typename internal::add_const_on_value_type<ActualRhs>::type actualRhs = RhsBlasTraits::extract(prod.rhs()); typename ProductDerived::Scalar actualAlpha = alpha * LhsBlasTraits::extractScalarFactor(prod.lhs().derived()) * RhsBlasTraits::extractScalarFactor(prod.rhs().derived()); @@ -222,4 +209,6 @@ TriangularView<MatrixType,UpLo>& TriangularView<MatrixType,UpLo>::assignProduct( return *this; } +} // end namespace Eigen + #endif // EIGEN_GENERAL_MATRIX_MATRIX_TRIANGULAR_H diff --git a/extern/Eigen3/Eigen/src/Core/products/GeneralMatrixMatrixTriangular_MKL.h b/extern/Eigen3/Eigen/src/Core/products/GeneralMatrixMatrixTriangular_MKL.h new file mode 100644 index 00000000000..3deed068e39 --- /dev/null +++ b/extern/Eigen3/Eigen/src/Core/products/GeneralMatrixMatrixTriangular_MKL.h @@ -0,0 +1,146 @@ +/* + Copyright (c) 2011, Intel Corporation. All rights reserved. + + Redistribution and use in source and binary forms, with or without modification, + are permitted provided that the following conditions are met: + + * Redistributions of source code must retain the above copyright notice, this + list of conditions and the following disclaimer. + * Redistributions in binary form must reproduce the above copyright notice, + this list of conditions and the following disclaimer in the documentation + and/or other materials provided with the distribution. + * Neither the name of Intel Corporation nor the names of its contributors may + be used to endorse or promote products derived from this software without + specific prior written permission. + + THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND + ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED + WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE + DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR + ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES + (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; + LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON + ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT + (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS + SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. + + ******************************************************************************** + * Content : Eigen bindings to Intel(R) MKL + * Level 3 BLAS SYRK/HERK implementation. + ******************************************************************************** +*/ + +#ifndef EIGEN_GENERAL_MATRIX_MATRIX_TRIANGULAR_MKL_H +#define EIGEN_GENERAL_MATRIX_MATRIX_TRIANGULAR_MKL_H + +namespace Eigen { + +namespace internal { + +template <typename Index, typename Scalar, int AStorageOrder, bool ConjugateA, int ResStorageOrder, int UpLo> +struct general_matrix_matrix_rankupdate : + general_matrix_matrix_triangular_product< + Index,Scalar,AStorageOrder,ConjugateA,Scalar,AStorageOrder,ConjugateA,ResStorageOrder,UpLo,BuiltIn> {}; + + +// try to go to BLAS specialization +#define EIGEN_MKL_RANKUPDATE_SPECIALIZE(Scalar) \ +template <typename Index, int LhsStorageOrder, bool ConjugateLhs, \ + int RhsStorageOrder, bool ConjugateRhs, int UpLo> \ +struct general_matrix_matrix_triangular_product<Index,Scalar,LhsStorageOrder,ConjugateLhs, \ + Scalar,RhsStorageOrder,ConjugateRhs,ColMajor,UpLo,Specialized> { \ + static EIGEN_STRONG_INLINE void run(Index size, Index depth,const Scalar* lhs, Index lhsStride, \ + const Scalar* rhs, Index rhsStride, Scalar* res, Index resStride, Scalar alpha) \ + { \ + if (lhs==rhs) { \ + general_matrix_matrix_rankupdate<Index,Scalar,LhsStorageOrder,ConjugateLhs,ColMajor,UpLo> \ + ::run(size,depth,lhs,lhsStride,rhs,rhsStride,res,resStride,alpha); \ + } else { \ + general_matrix_matrix_triangular_product<Index, \ + Scalar, LhsStorageOrder, ConjugateLhs, \ + Scalar, RhsStorageOrder, ConjugateRhs, \ + ColMajor, UpLo, BuiltIn> \ + ::run(size,depth,lhs,lhsStride,rhs,rhsStride,res,resStride,alpha); \ + } \ + } \ +}; + +EIGEN_MKL_RANKUPDATE_SPECIALIZE(double) +//EIGEN_MKL_RANKUPDATE_SPECIALIZE(dcomplex) +EIGEN_MKL_RANKUPDATE_SPECIALIZE(float) +//EIGEN_MKL_RANKUPDATE_SPECIALIZE(scomplex) + +// SYRK for float/double +#define EIGEN_MKL_RANKUPDATE_R(EIGTYPE, MKLTYPE, MKLFUNC) \ +template <typename Index, int AStorageOrder, bool ConjugateA, int UpLo> \ +struct general_matrix_matrix_rankupdate<Index,EIGTYPE,AStorageOrder,ConjugateA,ColMajor,UpLo> { \ + enum { \ + IsLower = (UpLo&Lower) == Lower, \ + LowUp = IsLower ? Lower : Upper, \ + conjA = ((AStorageOrder==ColMajor) && ConjugateA) ? 1 : 0 \ + }; \ + static EIGEN_STRONG_INLINE void run(Index size, Index depth,const EIGTYPE* lhs, Index lhsStride, \ + const EIGTYPE* rhs, Index rhsStride, EIGTYPE* res, Index resStride, EIGTYPE alpha) \ + { \ + /* typedef Matrix<EIGTYPE, Dynamic, Dynamic, RhsStorageOrder> MatrixRhs;*/ \ +\ + MKL_INT lda=lhsStride, ldc=resStride, n=size, k=depth; \ + char uplo=(IsLower) ? 'L' : 'U', trans=(AStorageOrder==RowMajor) ? 'T':'N'; \ + MKLTYPE alpha_, beta_; \ +\ +/* Set alpha_ & beta_ */ \ + assign_scalar_eig2mkl<MKLTYPE, EIGTYPE>(alpha_, alpha); \ + assign_scalar_eig2mkl<MKLTYPE, EIGTYPE>(beta_, EIGTYPE(1)); \ + MKLFUNC(&uplo, &trans, &n, &k, &alpha_, lhs, &lda, &beta_, res, &ldc); \ + } \ +}; + +// HERK for complex data +#define EIGEN_MKL_RANKUPDATE_C(EIGTYPE, MKLTYPE, RTYPE, MKLFUNC) \ +template <typename Index, int AStorageOrder, bool ConjugateA, int UpLo> \ +struct general_matrix_matrix_rankupdate<Index,EIGTYPE,AStorageOrder,ConjugateA,ColMajor,UpLo> { \ + enum { \ + IsLower = (UpLo&Lower) == Lower, \ + LowUp = IsLower ? Lower : Upper, \ + conjA = (((AStorageOrder==ColMajor) && ConjugateA) || ((AStorageOrder==RowMajor) && !ConjugateA)) ? 1 : 0 \ + }; \ + static EIGEN_STRONG_INLINE void run(Index size, Index depth,const EIGTYPE* lhs, Index lhsStride, \ + const EIGTYPE* rhs, Index rhsStride, EIGTYPE* res, Index resStride, EIGTYPE alpha) \ + { \ + typedef Matrix<EIGTYPE, Dynamic, Dynamic, AStorageOrder> MatrixType; \ +\ + MKL_INT lda=lhsStride, ldc=resStride, n=size, k=depth; \ + char uplo=(IsLower) ? 'L' : 'U', trans=(AStorageOrder==RowMajor) ? 'C':'N'; \ + RTYPE alpha_, beta_; \ + const EIGTYPE* a_ptr; \ +\ +/* Set alpha_ & beta_ */ \ +/* assign_scalar_eig2mkl<MKLTYPE, EIGTYPE>(alpha_, alpha); */\ +/* assign_scalar_eig2mkl<MKLTYPE, EIGTYPE>(beta_, EIGTYPE(1));*/ \ + alpha_ = alpha.real(); \ + beta_ = 1.0; \ +/* Copy with conjugation in some cases*/ \ + MatrixType a; \ + if (conjA) { \ + Map<const MatrixType, 0, OuterStride<> > mapA(lhs,n,k,OuterStride<>(lhsStride)); \ + a = mapA.conjugate(); \ + lda = a.outerStride(); \ + a_ptr = a.data(); \ + } else a_ptr=lhs; \ + MKLFUNC(&uplo, &trans, &n, &k, &alpha_, (MKLTYPE*)a_ptr, &lda, &beta_, (MKLTYPE*)res, &ldc); \ + } \ +}; + + +EIGEN_MKL_RANKUPDATE_R(double, double, dsyrk) +EIGEN_MKL_RANKUPDATE_R(float, float, ssyrk) + +//EIGEN_MKL_RANKUPDATE_C(dcomplex, MKL_Complex16, double, zherk) +//EIGEN_MKL_RANKUPDATE_C(scomplex, MKL_Complex8, double, cherk) + + +} // end namespace internal + +} // end namespace Eigen + +#endif // EIGEN_GENERAL_MATRIX_MATRIX_TRIANGULAR_MKL_H diff --git a/extern/Eigen3/Eigen/src/Core/products/GeneralMatrixMatrix_MKL.h b/extern/Eigen3/Eigen/src/Core/products/GeneralMatrixMatrix_MKL.h new file mode 100644 index 00000000000..060af328ebe --- /dev/null +++ b/extern/Eigen3/Eigen/src/Core/products/GeneralMatrixMatrix_MKL.h @@ -0,0 +1,118 @@ +/* + Copyright (c) 2011, Intel Corporation. All rights reserved. + + Redistribution and use in source and binary forms, with or without modification, + are permitted provided that the following conditions are met: + + * Redistributions of source code must retain the above copyright notice, this + list of conditions and the following disclaimer. + * Redistributions in binary form must reproduce the above copyright notice, + this list of conditions and the following disclaimer in the documentation + and/or other materials provided with the distribution. + * Neither the name of Intel Corporation nor the names of its contributors may + be used to endorse or promote products derived from this software without + specific prior written permission. + + THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND + ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED + WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE + DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR + ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES + (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; + LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON + ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT + (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS + SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. + + ******************************************************************************** + * Content : Eigen bindings to Intel(R) MKL + * General matrix-matrix product functionality based on ?GEMM. + ******************************************************************************** +*/ + +#ifndef EIGEN_GENERAL_MATRIX_MATRIX_MKL_H +#define EIGEN_GENERAL_MATRIX_MATRIX_MKL_H + +namespace Eigen { + +namespace internal { + +/********************************************************************** +* This file implements general matrix-matrix multiplication using BLAS +* gemm function via partial specialization of +* general_matrix_matrix_product::run(..) method for float, double, +* std::complex<float> and std::complex<double> types +**********************************************************************/ + +// gemm specialization + +#define GEMM_SPECIALIZATION(EIGTYPE, EIGPREFIX, MKLTYPE, MKLPREFIX) \ +template< \ + typename Index, \ + int LhsStorageOrder, bool ConjugateLhs, \ + int RhsStorageOrder, bool ConjugateRhs> \ +struct general_matrix_matrix_product<Index,EIGTYPE,LhsStorageOrder,ConjugateLhs,EIGTYPE,RhsStorageOrder,ConjugateRhs,ColMajor> \ +{ \ +static void run(Index rows, Index cols, Index depth, \ + const EIGTYPE* _lhs, Index lhsStride, \ + const EIGTYPE* _rhs, Index rhsStride, \ + EIGTYPE* res, Index resStride, \ + EIGTYPE alpha, \ + level3_blocking<EIGTYPE, EIGTYPE>& /*blocking*/, \ + GemmParallelInfo<Index>* /*info = 0*/) \ +{ \ + using std::conj; \ +\ + char transa, transb; \ + MKL_INT m, n, k, lda, ldb, ldc; \ + const EIGTYPE *a, *b; \ + MKLTYPE alpha_, beta_; \ + MatrixX##EIGPREFIX a_tmp, b_tmp; \ + EIGTYPE myone(1);\ +\ +/* Set transpose options */ \ + transa = (LhsStorageOrder==RowMajor) ? ((ConjugateLhs) ? 'C' : 'T') : 'N'; \ + transb = (RhsStorageOrder==RowMajor) ? ((ConjugateRhs) ? 'C' : 'T') : 'N'; \ +\ +/* Set m, n, k */ \ + m = (MKL_INT)rows; \ + n = (MKL_INT)cols; \ + k = (MKL_INT)depth; \ +\ +/* Set alpha_ & beta_ */ \ + assign_scalar_eig2mkl(alpha_, alpha); \ + assign_scalar_eig2mkl(beta_, myone); \ +\ +/* Set lda, ldb, ldc */ \ + lda = (MKL_INT)lhsStride; \ + ldb = (MKL_INT)rhsStride; \ + ldc = (MKL_INT)resStride; \ +\ +/* Set a, b, c */ \ + if ((LhsStorageOrder==ColMajor) && (ConjugateLhs)) { \ + Map<const MatrixX##EIGPREFIX, 0, OuterStride<> > lhs(_lhs,m,k,OuterStride<>(lhsStride)); \ + a_tmp = lhs.conjugate(); \ + a = a_tmp.data(); \ + lda = a_tmp.outerStride(); \ + } else a = _lhs; \ +\ + if ((RhsStorageOrder==ColMajor) && (ConjugateRhs)) { \ + Map<const MatrixX##EIGPREFIX, 0, OuterStride<> > rhs(_rhs,k,n,OuterStride<>(rhsStride)); \ + b_tmp = rhs.conjugate(); \ + b = b_tmp.data(); \ + ldb = b_tmp.outerStride(); \ + } else b = _rhs; \ +\ + MKLPREFIX##gemm(&transa, &transb, &m, &n, &k, &alpha_, (const MKLTYPE*)a, &lda, (const MKLTYPE*)b, &ldb, &beta_, (MKLTYPE*)res, &ldc); \ +}}; + +GEMM_SPECIALIZATION(double, d, double, d) +GEMM_SPECIALIZATION(float, f, float, s) +GEMM_SPECIALIZATION(dcomplex, cd, MKL_Complex16, z) +GEMM_SPECIALIZATION(scomplex, cf, MKL_Complex8, c) + +} // end namespase internal + +} // end namespace Eigen + +#endif // EIGEN_GENERAL_MATRIX_MATRIX_MKL_H diff --git a/extern/Eigen3/Eigen/src/Core/products/GeneralMatrixVector.h b/extern/Eigen3/Eigen/src/Core/products/GeneralMatrixVector.h index e0e2cbf8f62..ba1f73957db 100644 --- a/extern/Eigen3/Eigen/src/Core/products/GeneralMatrixVector.h +++ b/extern/Eigen3/Eigen/src/Core/products/GeneralMatrixVector.h @@ -3,28 +3,15 @@ // // Copyright (C) 2008-2009 Gael Guennebaud <gael.guennebaud@inria.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_GENERAL_MATRIX_VECTOR_H #define EIGEN_GENERAL_MATRIX_VECTOR_H +namespace Eigen { + namespace internal { /* Optimized col-major matrix * vector product: @@ -40,8 +27,8 @@ namespace internal { * |cplx |real |cplx | invalid, the caller has to do tmp: = A * B; C += alpha*tmp * |cplx |real |real | optimal case, vectorization possible via real-cplx mul */ -template<typename Index, typename LhsScalar, bool ConjugateLhs, typename RhsScalar, bool ConjugateRhs> -struct general_matrix_vector_product<Index,LhsScalar,ColMajor,ConjugateLhs,RhsScalar,ConjugateRhs> +template<typename Index, typename LhsScalar, bool ConjugateLhs, typename RhsScalar, bool ConjugateRhs, int Version> +struct general_matrix_vector_product<Index,LhsScalar,ColMajor,ConjugateLhs,RhsScalar,ConjugateRhs,Version> { typedef typename scalar_product_traits<LhsScalar, RhsScalar>::ReturnType ResScalar; @@ -99,7 +86,7 @@ EIGEN_DONT_INLINE static void run( // How many coeffs of the result do we have to skip to be aligned. // Here we assume data are at least aligned on the base scalar type. - Index alignedStart = first_aligned(res,size); + Index alignedStart = internal::first_aligned(res,size); Index alignedSize = ResPacketSize>1 ? alignedStart + ((size-alignedStart) & ~ResPacketAlignedMask) : 0; const Index peeledSize = peels>1 ? alignedStart + ((alignedSize-alignedStart) & ~PeelAlignedMask) : alignedStart; @@ -109,7 +96,7 @@ EIGEN_DONT_INLINE static void run( : FirstAligned; // we cannot assume the first element is aligned because of sub-matrices - const Index lhsAlignmentOffset = first_aligned(lhs,size); + const Index lhsAlignmentOffset = internal::first_aligned(lhs,size); // find how many columns do we have to skip to be aligned with the result (if possible) Index skipColumns = 0; @@ -296,8 +283,8 @@ EIGEN_DONT_INLINE static void run( * - alpha is always a complex (or converted to a complex) * - no vectorization */ -template<typename Index, typename LhsScalar, bool ConjugateLhs, typename RhsScalar, bool ConjugateRhs> -struct general_matrix_vector_product<Index,LhsScalar,RowMajor,ConjugateLhs,RhsScalar,ConjugateRhs> +template<typename Index, typename LhsScalar, bool ConjugateLhs, typename RhsScalar, bool ConjugateRhs, int Version> +struct general_matrix_vector_product<Index,LhsScalar,RowMajor,ConjugateLhs,RhsScalar,ConjugateRhs,Version> { typedef typename scalar_product_traits<LhsScalar, RhsScalar>::ReturnType ResScalar; @@ -351,7 +338,7 @@ EIGEN_DONT_INLINE static void run( // How many coeffs of the result do we have to skip to be aligned. // Here we assume data are at least aligned on the base scalar type // if that's not the case then vectorization is discarded, see below. - Index alignedStart = first_aligned(rhs, depth); + Index alignedStart = internal::first_aligned(rhs, depth); Index alignedSize = RhsPacketSize>1 ? alignedStart + ((depth-alignedStart) & ~RhsPacketAlignedMask) : 0; const Index peeledSize = peels>1 ? alignedStart + ((alignedSize-alignedStart) & ~PeelAlignedMask) : alignedStart; @@ -361,7 +348,7 @@ EIGEN_DONT_INLINE static void run( : FirstAligned; // we cannot assume the first element is aligned because of sub-matrices - const Index lhsAlignmentOffset = first_aligned(lhs,depth); + const Index lhsAlignmentOffset = internal::first_aligned(lhs,depth); // find how many rows do we have to skip to be aligned with rhs (if possible) Index skipRows = 0; @@ -556,4 +543,6 @@ EIGEN_DONT_INLINE static void run( } // end namespace internal +} // end namespace Eigen + #endif // EIGEN_GENERAL_MATRIX_VECTOR_H diff --git a/extern/Eigen3/Eigen/src/Core/products/GeneralMatrixVector_MKL.h b/extern/Eigen3/Eigen/src/Core/products/GeneralMatrixVector_MKL.h new file mode 100644 index 00000000000..e9de6af3ed1 --- /dev/null +++ b/extern/Eigen3/Eigen/src/Core/products/GeneralMatrixVector_MKL.h @@ -0,0 +1,131 @@ +/* + Copyright (c) 2011, Intel Corporation. All rights reserved. + + Redistribution and use in source and binary forms, with or without modification, + are permitted provided that the following conditions are met: + + * Redistributions of source code must retain the above copyright notice, this + list of conditions and the following disclaimer. + * Redistributions in binary form must reproduce the above copyright notice, + this list of conditions and the following disclaimer in the documentation + and/or other materials provided with the distribution. + * Neither the name of Intel Corporation nor the names of its contributors may + be used to endorse or promote products derived from this software without + specific prior written permission. + + THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND + ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED + WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE + DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR + ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES + (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; + LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON + ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT + (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS + SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. + + ******************************************************************************** + * Content : Eigen bindings to Intel(R) MKL + * General matrix-vector product functionality based on ?GEMV. + ******************************************************************************** +*/ + +#ifndef EIGEN_GENERAL_MATRIX_VECTOR_MKL_H +#define EIGEN_GENERAL_MATRIX_VECTOR_MKL_H + +namespace Eigen { + +namespace internal { + +/********************************************************************** +* This file implements general matrix-vector multiplication using BLAS +* gemv function via partial specialization of +* general_matrix_vector_product::run(..) method for float, double, +* std::complex<float> and std::complex<double> types +**********************************************************************/ + +// gemv specialization + +template<typename Index, typename LhsScalar, int LhsStorageOrder, bool ConjugateLhs, typename RhsScalar, bool ConjugateRhs> +struct general_matrix_vector_product_gemv : + general_matrix_vector_product<Index,LhsScalar,LhsStorageOrder,ConjugateLhs,RhsScalar,ConjugateRhs,BuiltIn> {}; + +#define EIGEN_MKL_GEMV_SPECIALIZE(Scalar) \ +template<typename Index, bool ConjugateLhs, bool ConjugateRhs> \ +struct general_matrix_vector_product<Index,Scalar,ColMajor,ConjugateLhs,Scalar,ConjugateRhs,Specialized> { \ +static EIGEN_DONT_INLINE void run( \ + Index rows, Index cols, \ + const Scalar* lhs, Index lhsStride, \ + const Scalar* rhs, Index rhsIncr, \ + Scalar* res, Index resIncr, Scalar alpha) \ +{ \ + if (ConjugateLhs) { \ + general_matrix_vector_product<Index,Scalar,ColMajor,ConjugateLhs,Scalar,ConjugateRhs,BuiltIn>::run( \ + rows, cols, lhs, lhsStride, rhs, rhsIncr, res, resIncr, alpha); \ + } else { \ + general_matrix_vector_product_gemv<Index,Scalar,ColMajor,ConjugateLhs,Scalar,ConjugateRhs>::run( \ + rows, cols, lhs, lhsStride, rhs, rhsIncr, res, resIncr, alpha); \ + } \ +} \ +}; \ +template<typename Index, bool ConjugateLhs, bool ConjugateRhs> \ +struct general_matrix_vector_product<Index,Scalar,RowMajor,ConjugateLhs,Scalar,ConjugateRhs,Specialized> { \ +static EIGEN_DONT_INLINE void run( \ + Index rows, Index cols, \ + const Scalar* lhs, Index lhsStride, \ + const Scalar* rhs, Index rhsIncr, \ + Scalar* res, Index resIncr, Scalar alpha) \ +{ \ + general_matrix_vector_product_gemv<Index,Scalar,RowMajor,ConjugateLhs,Scalar,ConjugateRhs>::run( \ + rows, cols, lhs, lhsStride, rhs, rhsIncr, res, resIncr, alpha); \ +} \ +}; \ + +EIGEN_MKL_GEMV_SPECIALIZE(double) +EIGEN_MKL_GEMV_SPECIALIZE(float) +EIGEN_MKL_GEMV_SPECIALIZE(dcomplex) +EIGEN_MKL_GEMV_SPECIALIZE(scomplex) + +#define EIGEN_MKL_GEMV_SPECIALIZATION(EIGTYPE,MKLTYPE,MKLPREFIX) \ +template<typename Index, int LhsStorageOrder, bool ConjugateLhs, bool ConjugateRhs> \ +struct general_matrix_vector_product_gemv<Index,EIGTYPE,LhsStorageOrder,ConjugateLhs,EIGTYPE,ConjugateRhs> \ +{ \ +typedef Matrix<EIGTYPE,Dynamic,1,ColMajor> GEMVVector;\ +\ +static EIGEN_DONT_INLINE void run( \ + Index rows, Index cols, \ + const EIGTYPE* lhs, Index lhsStride, \ + const EIGTYPE* rhs, Index rhsIncr, \ + EIGTYPE* res, Index resIncr, EIGTYPE alpha) \ +{ \ + MKL_INT m=rows, n=cols, lda=lhsStride, incx=rhsIncr, incy=resIncr; \ + MKLTYPE alpha_, beta_; \ + const EIGTYPE *x_ptr, myone(1); \ + char trans=(LhsStorageOrder==ColMajor) ? 'N' : (ConjugateLhs) ? 'C' : 'T'; \ + if (LhsStorageOrder==RowMajor) { \ + m=cols; \ + n=rows; \ + }\ + assign_scalar_eig2mkl(alpha_, alpha); \ + assign_scalar_eig2mkl(beta_, myone); \ + GEMVVector x_tmp; \ + if (ConjugateRhs) { \ + Map<const GEMVVector, 0, InnerStride<> > map_x(rhs,cols,1,InnerStride<>(incx)); \ + x_tmp=map_x.conjugate(); \ + x_ptr=x_tmp.data(); \ + incx=1; \ + } else x_ptr=rhs; \ + MKLPREFIX##gemv(&trans, &m, &n, &alpha_, (const MKLTYPE*)lhs, &lda, (const MKLTYPE*)x_ptr, &incx, &beta_, (MKLTYPE*)res, &incy); \ +}\ +}; + +EIGEN_MKL_GEMV_SPECIALIZATION(double, double, d) +EIGEN_MKL_GEMV_SPECIALIZATION(float, float, s) +EIGEN_MKL_GEMV_SPECIALIZATION(dcomplex, MKL_Complex16, z) +EIGEN_MKL_GEMV_SPECIALIZATION(scomplex, MKL_Complex8, c) + +} // end namespase internal + +} // end namespace Eigen + +#endif // EIGEN_GENERAL_MATRIX_VECTOR_MKL_H diff --git a/extern/Eigen3/Eigen/src/Core/products/Parallelizer.h b/extern/Eigen3/Eigen/src/Core/products/Parallelizer.h index ecdedc363ce..5c3e9b7ac15 100644 --- a/extern/Eigen3/Eigen/src/Core/products/Parallelizer.h +++ b/extern/Eigen3/Eigen/src/Core/products/Parallelizer.h @@ -3,28 +3,15 @@ // // Copyright (C) 2010 Gael Guennebaud <gael.guennebaud@inria.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_PARALLELIZER_H #define EIGEN_PARALLELIZER_H +namespace Eigen { + namespace internal { /** \internal */ @@ -55,12 +42,23 @@ inline void manage_multi_threading(Action action, int* v) } } +} + +/** Must be call first when calling Eigen from multiple threads */ +inline void initParallel() +{ + int nbt; + internal::manage_multi_threading(GetAction, &nbt); + std::ptrdiff_t l1, l2; + internal::manage_caching_sizes(GetAction, &l1, &l2); +} + /** \returns the max number of threads reserved for Eigen * \sa setNbThreads */ inline int nbThreads() { int ret; - manage_multi_threading(GetAction, &ret); + internal::manage_multi_threading(GetAction, &ret); return ret; } @@ -68,9 +66,11 @@ inline int nbThreads() * \sa nbThreads */ inline void setNbThreads(int v) { - manage_multi_threading(SetAction, &v); + internal::manage_multi_threading(SetAction, &v); } +namespace internal { + template<typename Index> struct GemmParallelInfo { GemmParallelInfo() : sync(-1), users(0), rhs_start(0), rhs_length(0) {} @@ -85,7 +85,9 @@ template<typename Index> struct GemmParallelInfo template<bool Condition, typename Functor, typename Index> void parallelize_gemm(const Functor& func, Index rows, Index cols, bool transpose) { -#ifndef EIGEN_HAS_OPENMP + // TODO when EIGEN_USE_BLAS is defined, + // we should still enable OMP for other scalar types +#if !(defined (EIGEN_HAS_OPENMP)) || defined (EIGEN_USE_BLAS) // FIXME the transpose variable is only needed to properly split // the matrix product when multithreading is enabled. This is a temporary // fix to support row-major destination matrices. This whole @@ -117,6 +119,7 @@ void parallelize_gemm(const Functor& func, Index rows, Index cols, bool transpos if(threads==1) return func(0,rows, 0,cols); + Eigen::initParallel(); func.initParallelSession(); if(transpose) @@ -151,4 +154,6 @@ void parallelize_gemm(const Functor& func, Index rows, Index cols, bool transpos } // end namespace internal +} // end namespace Eigen + #endif // EIGEN_PARALLELIZER_H diff --git a/extern/Eigen3/Eigen/src/Core/products/SelfadjointMatrixMatrix.h b/extern/Eigen3/Eigen/src/Core/products/SelfadjointMatrixMatrix.h index ccd757cfaf8..48209636eed 100644 --- a/extern/Eigen3/Eigen/src/Core/products/SelfadjointMatrixMatrix.h +++ b/extern/Eigen3/Eigen/src/Core/products/SelfadjointMatrixMatrix.h @@ -3,28 +3,15 @@ // // Copyright (C) 2009 Gael Guennebaud <gael.guennebaud@inria.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_SELFADJOINT_MATRIX_MATRIX_H #define EIGEN_SELFADJOINT_MATRIX_MATRIX_H +namespace Eigen { + namespace internal { // pack a selfadjoint block diagonal for use with the gebp_kernel @@ -400,8 +387,8 @@ struct SelfadjointProductMatrix<Lhs,LhsMode,false,Rhs,RhsMode,false> { eigen_assert(dst.rows()==m_lhs.rows() && dst.cols()==m_rhs.cols()); - const ActualLhsType lhs = LhsBlasTraits::extract(m_lhs); - const ActualRhsType rhs = RhsBlasTraits::extract(m_rhs); + typename internal::add_const_on_value_type<ActualLhsType>::type lhs = LhsBlasTraits::extract(m_lhs); + typename internal::add_const_on_value_type<ActualRhsType>::type rhs = RhsBlasTraits::extract(m_rhs); Scalar actualAlpha = alpha * LhsBlasTraits::extractScalarFactor(m_lhs) * RhsBlasTraits::extractScalarFactor(m_rhs); @@ -424,4 +411,6 @@ struct SelfadjointProductMatrix<Lhs,LhsMode,false,Rhs,RhsMode,false> } }; +} // end namespace Eigen + #endif // EIGEN_SELFADJOINT_MATRIX_MATRIX_H diff --git a/extern/Eigen3/Eigen/src/Core/products/SelfadjointMatrixMatrix_MKL.h b/extern/Eigen3/Eigen/src/Core/products/SelfadjointMatrixMatrix_MKL.h new file mode 100644 index 00000000000..4e5c4125c01 --- /dev/null +++ b/extern/Eigen3/Eigen/src/Core/products/SelfadjointMatrixMatrix_MKL.h @@ -0,0 +1,295 @@ +/* + Copyright (c) 2011, Intel Corporation. All rights reserved. + + Redistribution and use in source and binary forms, with or without modification, + are permitted provided that the following conditions are met: + + * Redistributions of source code must retain the above copyright notice, this + list of conditions and the following disclaimer. + * Redistributions in binary form must reproduce the above copyright notice, + this list of conditions and the following disclaimer in the documentation + and/or other materials provided with the distribution. + * Neither the name of Intel Corporation nor the names of its contributors may + be used to endorse or promote products derived from this software without + specific prior written permission. + + THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND + ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED + WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE + DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR + ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES + (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; + LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON + ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT + (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS + SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. + + ******************************************************************************** + * Content : Eigen bindings to Intel(R) MKL + * Self adjoint matrix * matrix product functionality based on ?SYMM/?HEMM. + ******************************************************************************** +*/ + +#ifndef EIGEN_SELFADJOINT_MATRIX_MATRIX_MKL_H +#define EIGEN_SELFADJOINT_MATRIX_MATRIX_MKL_H + +namespace Eigen { + +namespace internal { + + +/* Optimized selfadjoint matrix * matrix (?SYMM/?HEMM) product */ + +#define EIGEN_MKL_SYMM_L(EIGTYPE, MKLTYPE, EIGPREFIX, MKLPREFIX) \ +template <typename Index, \ + int LhsStorageOrder, bool ConjugateLhs, \ + int RhsStorageOrder, bool ConjugateRhs> \ +struct product_selfadjoint_matrix<EIGTYPE,Index,LhsStorageOrder,true,ConjugateLhs,RhsStorageOrder,false,ConjugateRhs,ColMajor> \ +{\ +\ + static EIGEN_DONT_INLINE void run( \ + Index rows, Index cols, \ + const EIGTYPE* _lhs, Index lhsStride, \ + const EIGTYPE* _rhs, Index rhsStride, \ + EIGTYPE* res, Index resStride, \ + EIGTYPE alpha) \ + { \ + char side='L', uplo='L'; \ + MKL_INT m, n, lda, ldb, ldc; \ + const EIGTYPE *a, *b; \ + MKLTYPE alpha_, beta_; \ + MatrixX##EIGPREFIX b_tmp; \ + EIGTYPE myone(1);\ +\ +/* Set transpose options */ \ +/* Set m, n, k */ \ + m = (MKL_INT)rows; \ + n = (MKL_INT)cols; \ +\ +/* Set alpha_ & beta_ */ \ + assign_scalar_eig2mkl(alpha_, alpha); \ + assign_scalar_eig2mkl(beta_, myone); \ +\ +/* Set lda, ldb, ldc */ \ + lda = (MKL_INT)lhsStride; \ + ldb = (MKL_INT)rhsStride; \ + ldc = (MKL_INT)resStride; \ +\ +/* Set a, b, c */ \ + if (LhsStorageOrder==RowMajor) uplo='U'; \ + a = _lhs; \ +\ + if (RhsStorageOrder==RowMajor) { \ + Map<const MatrixX##EIGPREFIX, 0, OuterStride<> > rhs(_rhs,n,m,OuterStride<>(rhsStride)); \ + b_tmp = rhs.adjoint(); \ + b = b_tmp.data(); \ + ldb = b_tmp.outerStride(); \ + } else b = _rhs; \ +\ + MKLPREFIX##symm(&side, &uplo, &m, &n, &alpha_, (const MKLTYPE*)a, &lda, (const MKLTYPE*)b, &ldb, &beta_, (MKLTYPE*)res, &ldc); \ +\ + } \ +}; + + +#define EIGEN_MKL_HEMM_L(EIGTYPE, MKLTYPE, EIGPREFIX, MKLPREFIX) \ +template <typename Index, \ + int LhsStorageOrder, bool ConjugateLhs, \ + int RhsStorageOrder, bool ConjugateRhs> \ +struct product_selfadjoint_matrix<EIGTYPE,Index,LhsStorageOrder,true,ConjugateLhs,RhsStorageOrder,false,ConjugateRhs,ColMajor> \ +{\ + static EIGEN_DONT_INLINE void run( \ + Index rows, Index cols, \ + const EIGTYPE* _lhs, Index lhsStride, \ + const EIGTYPE* _rhs, Index rhsStride, \ + EIGTYPE* res, Index resStride, \ + EIGTYPE alpha) \ + { \ + char side='L', uplo='L'; \ + MKL_INT m, n, lda, ldb, ldc; \ + const EIGTYPE *a, *b; \ + MKLTYPE alpha_, beta_; \ + MatrixX##EIGPREFIX b_tmp; \ + Matrix<EIGTYPE, Dynamic, Dynamic, LhsStorageOrder> a_tmp; \ + EIGTYPE myone(1); \ +\ +/* Set transpose options */ \ +/* Set m, n, k */ \ + m = (MKL_INT)rows; \ + n = (MKL_INT)cols; \ +\ +/* Set alpha_ & beta_ */ \ + assign_scalar_eig2mkl(alpha_, alpha); \ + assign_scalar_eig2mkl(beta_, myone); \ +\ +/* Set lda, ldb, ldc */ \ + lda = (MKL_INT)lhsStride; \ + ldb = (MKL_INT)rhsStride; \ + ldc = (MKL_INT)resStride; \ +\ +/* Set a, b, c */ \ + if (((LhsStorageOrder==ColMajor) && ConjugateLhs) || ((LhsStorageOrder==RowMajor) && (!ConjugateLhs))) { \ + Map<const Matrix<EIGTYPE, Dynamic, Dynamic, LhsStorageOrder>, 0, OuterStride<> > lhs(_lhs,m,m,OuterStride<>(lhsStride)); \ + a_tmp = lhs.conjugate(); \ + a = a_tmp.data(); \ + lda = a_tmp.outerStride(); \ + } else a = _lhs; \ + if (LhsStorageOrder==RowMajor) uplo='U'; \ +\ + if (RhsStorageOrder==ColMajor && (!ConjugateRhs)) { \ + b = _rhs; } \ + else { \ + if (RhsStorageOrder==ColMajor && ConjugateRhs) { \ + Map<const MatrixX##EIGPREFIX, 0, OuterStride<> > rhs(_rhs,m,n,OuterStride<>(rhsStride)); \ + b_tmp = rhs.conjugate(); \ + } else \ + if (ConjugateRhs) { \ + Map<const MatrixX##EIGPREFIX, 0, OuterStride<> > rhs(_rhs,n,m,OuterStride<>(rhsStride)); \ + b_tmp = rhs.adjoint(); \ + } else { \ + Map<const MatrixX##EIGPREFIX, 0, OuterStride<> > rhs(_rhs,n,m,OuterStride<>(rhsStride)); \ + b_tmp = rhs.transpose(); \ + } \ + b = b_tmp.data(); \ + ldb = b_tmp.outerStride(); \ + } \ +\ + MKLPREFIX##hemm(&side, &uplo, &m, &n, &alpha_, (const MKLTYPE*)a, &lda, (const MKLTYPE*)b, &ldb, &beta_, (MKLTYPE*)res, &ldc); \ +\ + } \ +}; + +EIGEN_MKL_SYMM_L(double, double, d, d) +EIGEN_MKL_SYMM_L(float, float, f, s) +EIGEN_MKL_HEMM_L(dcomplex, MKL_Complex16, cd, z) +EIGEN_MKL_HEMM_L(scomplex, MKL_Complex8, cf, c) + + +/* Optimized matrix * selfadjoint matrix (?SYMM/?HEMM) product */ + +#define EIGEN_MKL_SYMM_R(EIGTYPE, MKLTYPE, EIGPREFIX, MKLPREFIX) \ +template <typename Index, \ + int LhsStorageOrder, bool ConjugateLhs, \ + int RhsStorageOrder, bool ConjugateRhs> \ +struct product_selfadjoint_matrix<EIGTYPE,Index,LhsStorageOrder,false,ConjugateLhs,RhsStorageOrder,true,ConjugateRhs,ColMajor> \ +{\ +\ + static EIGEN_DONT_INLINE void run( \ + Index rows, Index cols, \ + const EIGTYPE* _lhs, Index lhsStride, \ + const EIGTYPE* _rhs, Index rhsStride, \ + EIGTYPE* res, Index resStride, \ + EIGTYPE alpha) \ + { \ + char side='R', uplo='L'; \ + MKL_INT m, n, lda, ldb, ldc; \ + const EIGTYPE *a, *b; \ + MKLTYPE alpha_, beta_; \ + MatrixX##EIGPREFIX b_tmp; \ + EIGTYPE myone(1);\ +\ +/* Set m, n, k */ \ + m = (MKL_INT)rows; \ + n = (MKL_INT)cols; \ +\ +/* Set alpha_ & beta_ */ \ + assign_scalar_eig2mkl(alpha_, alpha); \ + assign_scalar_eig2mkl(beta_, myone); \ +\ +/* Set lda, ldb, ldc */ \ + lda = (MKL_INT)rhsStride; \ + ldb = (MKL_INT)lhsStride; \ + ldc = (MKL_INT)resStride; \ +\ +/* Set a, b, c */ \ + if (RhsStorageOrder==RowMajor) uplo='U'; \ + a = _rhs; \ +\ + if (LhsStorageOrder==RowMajor) { \ + Map<const MatrixX##EIGPREFIX, 0, OuterStride<> > lhs(_lhs,n,m,OuterStride<>(rhsStride)); \ + b_tmp = lhs.adjoint(); \ + b = b_tmp.data(); \ + ldb = b_tmp.outerStride(); \ + } else b = _lhs; \ +\ + MKLPREFIX##symm(&side, &uplo, &m, &n, &alpha_, (const MKLTYPE*)a, &lda, (const MKLTYPE*)b, &ldb, &beta_, (MKLTYPE*)res, &ldc); \ +\ + } \ +}; + + +#define EIGEN_MKL_HEMM_R(EIGTYPE, MKLTYPE, EIGPREFIX, MKLPREFIX) \ +template <typename Index, \ + int LhsStorageOrder, bool ConjugateLhs, \ + int RhsStorageOrder, bool ConjugateRhs> \ +struct product_selfadjoint_matrix<EIGTYPE,Index,LhsStorageOrder,false,ConjugateLhs,RhsStorageOrder,true,ConjugateRhs,ColMajor> \ +{\ + static EIGEN_DONT_INLINE void run( \ + Index rows, Index cols, \ + const EIGTYPE* _lhs, Index lhsStride, \ + const EIGTYPE* _rhs, Index rhsStride, \ + EIGTYPE* res, Index resStride, \ + EIGTYPE alpha) \ + { \ + char side='R', uplo='L'; \ + MKL_INT m, n, lda, ldb, ldc; \ + const EIGTYPE *a, *b; \ + MKLTYPE alpha_, beta_; \ + MatrixX##EIGPREFIX b_tmp; \ + Matrix<EIGTYPE, Dynamic, Dynamic, RhsStorageOrder> a_tmp; \ + EIGTYPE myone(1); \ +\ +/* Set m, n, k */ \ + m = (MKL_INT)rows; \ + n = (MKL_INT)cols; \ +\ +/* Set alpha_ & beta_ */ \ + assign_scalar_eig2mkl(alpha_, alpha); \ + assign_scalar_eig2mkl(beta_, myone); \ +\ +/* Set lda, ldb, ldc */ \ + lda = (MKL_INT)rhsStride; \ + ldb = (MKL_INT)lhsStride; \ + ldc = (MKL_INT)resStride; \ +\ +/* Set a, b, c */ \ + if (((RhsStorageOrder==ColMajor) && ConjugateRhs) || ((RhsStorageOrder==RowMajor) && (!ConjugateRhs))) { \ + Map<const Matrix<EIGTYPE, Dynamic, Dynamic, RhsStorageOrder>, 0, OuterStride<> > rhs(_rhs,n,n,OuterStride<>(rhsStride)); \ + a_tmp = rhs.conjugate(); \ + a = a_tmp.data(); \ + lda = a_tmp.outerStride(); \ + } else a = _rhs; \ + if (RhsStorageOrder==RowMajor) uplo='U'; \ +\ + if (LhsStorageOrder==ColMajor && (!ConjugateLhs)) { \ + b = _lhs; } \ + else { \ + if (LhsStorageOrder==ColMajor && ConjugateLhs) { \ + Map<const MatrixX##EIGPREFIX, 0, OuterStride<> > lhs(_lhs,m,n,OuterStride<>(lhsStride)); \ + b_tmp = lhs.conjugate(); \ + } else \ + if (ConjugateLhs) { \ + Map<const MatrixX##EIGPREFIX, 0, OuterStride<> > lhs(_lhs,n,m,OuterStride<>(lhsStride)); \ + b_tmp = lhs.adjoint(); \ + } else { \ + Map<const MatrixX##EIGPREFIX, 0, OuterStride<> > lhs(_lhs,n,m,OuterStride<>(lhsStride)); \ + b_tmp = lhs.transpose(); \ + } \ + b = b_tmp.data(); \ + ldb = b_tmp.outerStride(); \ + } \ +\ + MKLPREFIX##hemm(&side, &uplo, &m, &n, &alpha_, (const MKLTYPE*)a, &lda, (const MKLTYPE*)b, &ldb, &beta_, (MKLTYPE*)res, &ldc); \ + } \ +}; + +EIGEN_MKL_SYMM_R(double, double, d, d) +EIGEN_MKL_SYMM_R(float, float, f, s) +EIGEN_MKL_HEMM_R(dcomplex, MKL_Complex16, cd, z) +EIGEN_MKL_HEMM_R(scomplex, MKL_Complex8, cf, c) + +} // end namespace internal + +} // end namespace Eigen + +#endif // EIGEN_SELFADJOINT_MATRIX_MATRIX_MKL_H diff --git a/extern/Eigen3/Eigen/src/Core/products/SelfadjointMatrixVector.h b/extern/Eigen3/Eigen/src/Core/products/SelfadjointMatrixVector.h index d6121fc07bd..c3145c69a5f 100644 --- a/extern/Eigen3/Eigen/src/Core/products/SelfadjointMatrixVector.h +++ b/extern/Eigen3/Eigen/src/Core/products/SelfadjointMatrixVector.h @@ -3,28 +3,15 @@ // // Copyright (C) 2008-2009 Gael Guennebaud <gael.guennebaud@inria.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_SELFADJOINT_MATRIX_VECTOR_H #define EIGEN_SELFADJOINT_MATRIX_VECTOR_H +namespace Eigen { + namespace internal { /* Optimized selfadjoint matrix * vector product: @@ -32,8 +19,15 @@ namespace internal { * the number of load/stores of the result by a factor 2 and to reduce * the instruction dependency. */ -template<typename Scalar, typename Index, int StorageOrder, int UpLo, bool ConjugateLhs, bool ConjugateRhs> -static EIGEN_DONT_INLINE void product_selfadjoint_vector( + +template<typename Scalar, typename Index, int StorageOrder, int UpLo, bool ConjugateLhs, bool ConjugateRhs, int Version=Specialized> +struct selfadjoint_matrix_vector_product; + +template<typename Scalar, typename Index, int StorageOrder, int UpLo, bool ConjugateLhs, bool ConjugateRhs, int Version> +struct selfadjoint_matrix_vector_product + +{ +static EIGEN_DONT_INLINE void run( Index size, const Scalar* lhs, Index lhsStride, const Scalar* _rhs, Index rhsIncr, @@ -85,14 +79,14 @@ static EIGEN_DONT_INLINE void product_selfadjoint_vector( Scalar t1 = cjAlpha * rhs[j+1]; Packet ptmp1 = pset1<Packet>(t1); - Scalar t2 = 0; + Scalar t2(0); Packet ptmp2 = pset1<Packet>(t2); - Scalar t3 = 0; + Scalar t3(0); Packet ptmp3 = pset1<Packet>(t3); size_t starti = FirstTriangular ? 0 : j+2; size_t endi = FirstTriangular ? j : size; - size_t alignedStart = (starti) + first_aligned(&res[starti], endi-starti); + size_t alignedStart = (starti) + internal::first_aligned(&res[starti], endi-starti); size_t alignedEnd = alignedStart + ((endi-alignedStart)/(PacketSize))*(PacketSize); // TODO make sure this product is a real * complex and that the rhs is properly conjugated if needed @@ -148,7 +142,7 @@ static EIGEN_DONT_INLINE void product_selfadjoint_vector( register const Scalar* EIGEN_RESTRICT A0 = lhs + j*lhsStride; Scalar t1 = cjAlpha * rhs[j]; - Scalar t2 = 0; + Scalar t2(0); // TODO make sure this product is a real * complex and that the rhs is properly conjugated if needed res[j] += cjd.pmul(internal::real(A0[j]), t1); for (Index i=FirstTriangular ? 0 : j+1; i<(FirstTriangular ? j : size); i++) @@ -159,6 +153,7 @@ static EIGEN_DONT_INLINE void product_selfadjoint_vector( res[j] += alpha * t2; } } +}; } // end namespace internal @@ -193,8 +188,8 @@ struct SelfadjointProductMatrix<Lhs,LhsMode,false,Rhs,0,true> eigen_assert(dest.rows()==m_lhs.rows() && dest.cols()==m_rhs.cols()); - const ActualLhsType lhs = LhsBlasTraits::extract(m_lhs); - const ActualRhsType rhs = RhsBlasTraits::extract(m_rhs); + typename internal::add_const_on_value_type<ActualLhsType>::type lhs = LhsBlasTraits::extract(m_lhs); + typename internal::add_const_on_value_type<ActualRhsType>::type rhs = RhsBlasTraits::extract(m_rhs); Scalar actualAlpha = alpha * LhsBlasTraits::extractScalarFactor(m_lhs) * RhsBlasTraits::extractScalarFactor(m_rhs); @@ -232,7 +227,7 @@ struct SelfadjointProductMatrix<Lhs,LhsMode,false,Rhs,0,true> } - internal::product_selfadjoint_vector<Scalar, Index, (internal::traits<_ActualLhsType>::Flags&RowMajorBit) ? RowMajor : ColMajor, int(LhsUpLo), bool(LhsBlasTraits::NeedToConjugate), bool(RhsBlasTraits::NeedToConjugate)> + internal::selfadjoint_matrix_vector_product<Scalar, Index, (internal::traits<_ActualLhsType>::Flags&RowMajorBit) ? RowMajor : ColMajor, int(LhsUpLo), bool(LhsBlasTraits::NeedToConjugate), bool(RhsBlasTraits::NeedToConjugate)>::run ( lhs.rows(), // size &lhs.coeffRef(0,0), lhs.outerStride(), // lhs info @@ -274,5 +269,6 @@ struct SelfadjointProductMatrix<Lhs,0,true,Rhs,RhsMode,false> } }; +} // end namespace Eigen #endif // EIGEN_SELFADJOINT_MATRIX_VECTOR_H diff --git a/extern/Eigen3/Eigen/src/Core/products/SelfadjointMatrixVector_MKL.h b/extern/Eigen3/Eigen/src/Core/products/SelfadjointMatrixVector_MKL.h new file mode 100644 index 00000000000..f88d483b653 --- /dev/null +++ b/extern/Eigen3/Eigen/src/Core/products/SelfadjointMatrixVector_MKL.h @@ -0,0 +1,114 @@ +/* + Copyright (c) 2011, Intel Corporation. All rights reserved. + + Redistribution and use in source and binary forms, with or without modification, + are permitted provided that the following conditions are met: + + * Redistributions of source code must retain the above copyright notice, this + list of conditions and the following disclaimer. + * Redistributions in binary form must reproduce the above copyright notice, + this list of conditions and the following disclaimer in the documentation + and/or other materials provided with the distribution. + * Neither the name of Intel Corporation nor the names of its contributors may + be used to endorse or promote products derived from this software without + specific prior written permission. + + THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND + ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED + WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE + DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR + ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES + (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; + LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON + ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT + (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS + SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. + + ******************************************************************************** + * Content : Eigen bindings to Intel(R) MKL + * Selfadjoint matrix-vector product functionality based on ?SYMV/HEMV. + ******************************************************************************** +*/ + +#ifndef EIGEN_SELFADJOINT_MATRIX_VECTOR_MKL_H +#define EIGEN_SELFADJOINT_MATRIX_VECTOR_MKL_H + +namespace Eigen { + +namespace internal { + +/********************************************************************** +* This file implements selfadjoint matrix-vector multiplication using BLAS +**********************************************************************/ + +// symv/hemv specialization + +template<typename Scalar, typename Index, int StorageOrder, int UpLo, bool ConjugateLhs, bool ConjugateRhs> +struct selfadjoint_matrix_vector_product_symv : + selfadjoint_matrix_vector_product<Scalar,Index,StorageOrder,UpLo,ConjugateLhs,ConjugateRhs,BuiltIn> {}; + +#define EIGEN_MKL_SYMV_SPECIALIZE(Scalar) \ +template<typename Index, int StorageOrder, int UpLo, bool ConjugateLhs, bool ConjugateRhs> \ +struct selfadjoint_matrix_vector_product<Scalar,Index,StorageOrder,UpLo,ConjugateLhs,ConjugateRhs,Specialized> { \ +static EIGEN_DONT_INLINE void run( \ + Index size, const Scalar* lhs, Index lhsStride, \ + const Scalar* _rhs, Index rhsIncr, Scalar* res, Scalar alpha) { \ + enum {\ + IsColMajor = StorageOrder==ColMajor \ + }; \ + if (IsColMajor == ConjugateLhs) {\ + selfadjoint_matrix_vector_product<Scalar,Index,StorageOrder,UpLo,ConjugateLhs,ConjugateRhs,BuiltIn>::run( \ + size, lhs, lhsStride, _rhs, rhsIncr, res, alpha); \ + } else {\ + selfadjoint_matrix_vector_product_symv<Scalar,Index,StorageOrder,UpLo,ConjugateLhs,ConjugateRhs>::run( \ + size, lhs, lhsStride, _rhs, rhsIncr, res, alpha); \ + }\ + } \ +}; \ + +EIGEN_MKL_SYMV_SPECIALIZE(double) +EIGEN_MKL_SYMV_SPECIALIZE(float) +EIGEN_MKL_SYMV_SPECIALIZE(dcomplex) +EIGEN_MKL_SYMV_SPECIALIZE(scomplex) + +#define EIGEN_MKL_SYMV_SPECIALIZATION(EIGTYPE,MKLTYPE,MKLFUNC) \ +template<typename Index, int StorageOrder, int UpLo, bool ConjugateLhs, bool ConjugateRhs> \ +struct selfadjoint_matrix_vector_product_symv<EIGTYPE,Index,StorageOrder,UpLo,ConjugateLhs,ConjugateRhs> \ +{ \ +typedef Matrix<EIGTYPE,Dynamic,1,ColMajor> SYMVVector;\ +\ +static EIGEN_DONT_INLINE void run( \ +Index size, const EIGTYPE* lhs, Index lhsStride, \ +const EIGTYPE* _rhs, Index rhsIncr, EIGTYPE* res, EIGTYPE alpha) \ +{ \ + enum {\ + IsRowMajor = StorageOrder==RowMajor ? 1 : 0, \ + IsLower = UpLo == Lower ? 1 : 0 \ + }; \ + MKL_INT n=size, lda=lhsStride, incx=rhsIncr, incy=1; \ + MKLTYPE alpha_, beta_; \ + const EIGTYPE *x_ptr, myone(1); \ + char uplo=(IsRowMajor) ? (IsLower ? 'U' : 'L') : (IsLower ? 'L' : 'U'); \ + assign_scalar_eig2mkl(alpha_, alpha); \ + assign_scalar_eig2mkl(beta_, myone); \ + SYMVVector x_tmp; \ + if (ConjugateRhs) { \ + Map<const SYMVVector, 0, InnerStride<> > map_x(_rhs,size,1,InnerStride<>(incx)); \ + x_tmp=map_x.conjugate(); \ + x_ptr=x_tmp.data(); \ + incx=1; \ + } else x_ptr=_rhs; \ + MKLFUNC(&uplo, &n, &alpha_, (const MKLTYPE*)lhs, &lda, (const MKLTYPE*)x_ptr, &incx, &beta_, (MKLTYPE*)res, &incy); \ +}\ +}; + +EIGEN_MKL_SYMV_SPECIALIZATION(double, double, dsymv) +EIGEN_MKL_SYMV_SPECIALIZATION(float, float, ssymv) +EIGEN_MKL_SYMV_SPECIALIZATION(dcomplex, MKL_Complex16, zhemv) +EIGEN_MKL_SYMV_SPECIALIZATION(scomplex, MKL_Complex8, chemv) + +} // end namespace internal + +} // end namespace Eigen + +#endif // EIGEN_SELFADJOINT_MATRIX_VECTOR_MKL_H diff --git a/extern/Eigen3/Eigen/src/Core/products/SelfadjointProduct.h b/extern/Eigen3/Eigen/src/Core/products/SelfadjointProduct.h index 3a4523fa4a9..6a55f3d7715 100644 --- a/extern/Eigen3/Eigen/src/Core/products/SelfadjointProduct.h +++ b/extern/Eigen3/Eigen/src/Core/products/SelfadjointProduct.h @@ -3,24 +3,9 @@ // // Copyright (C) 2009 Gael Guennebaud <gael.guennebaud@inria.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_SELFADJOINT_PRODUCT_H #define EIGEN_SELFADJOINT_PRODUCT_H @@ -31,6 +16,8 @@ * It corresponds to the level 3 SYRK and level 2 SYR Blas routines. **********************************************************************/ +namespace Eigen { + template<typename Scalar, typename Index, int StorageOrder, int UpLo, bool ConjLhs, bool ConjRhs> struct selfadjoint_rank1_update; @@ -72,7 +59,7 @@ struct selfadjoint_product_selector<MatrixType,OtherType,UpLo,true> typedef internal::blas_traits<OtherType> OtherBlasTraits; typedef typename OtherBlasTraits::DirectLinearAccessType ActualOtherType; typedef typename internal::remove_all<ActualOtherType>::type _ActualOtherType; - const ActualOtherType actualOther = OtherBlasTraits::extract(other.derived()); + typename internal::add_const_on_value_type<ActualOtherType>::type actualOther = OtherBlasTraits::extract(other.derived()); Scalar actualAlpha = alpha * OtherBlasTraits::extractScalarFactor(other.derived()); @@ -105,12 +92,12 @@ struct selfadjoint_product_selector<MatrixType,OtherType,UpLo,false> typedef internal::blas_traits<OtherType> OtherBlasTraits; typedef typename OtherBlasTraits::DirectLinearAccessType ActualOtherType; typedef typename internal::remove_all<ActualOtherType>::type _ActualOtherType; - const ActualOtherType actualOther = OtherBlasTraits::extract(other.derived()); + typename internal::add_const_on_value_type<ActualOtherType>::type actualOther = OtherBlasTraits::extract(other.derived()); Scalar actualAlpha = alpha * OtherBlasTraits::extractScalarFactor(other.derived()); enum { IsRowMajor = (internal::traits<MatrixType>::Flags&RowMajorBit) ? 1 : 0 }; - + internal::general_matrix_matrix_triangular_product<Index, Scalar, _ActualOtherType::Flags&RowMajorBit ? RowMajor : ColMajor, OtherBlasTraits::NeedToConjugate && NumTraits<Scalar>::IsComplex, Scalar, _ActualOtherType::Flags&RowMajorBit ? ColMajor : RowMajor, (!OtherBlasTraits::NeedToConjugate) && NumTraits<Scalar>::IsComplex, @@ -133,4 +120,6 @@ SelfAdjointView<MatrixType,UpLo>& SelfAdjointView<MatrixType,UpLo> return *this; } +} // end namespace Eigen + #endif // EIGEN_SELFADJOINT_PRODUCT_H diff --git a/extern/Eigen3/Eigen/src/Core/products/SelfadjointRank2Update.h b/extern/Eigen3/Eigen/src/Core/products/SelfadjointRank2Update.h index 9f8b8438a5d..57a98cc2de9 100644 --- a/extern/Eigen3/Eigen/src/Core/products/SelfadjointRank2Update.h +++ b/extern/Eigen3/Eigen/src/Core/products/SelfadjointRank2Update.h @@ -3,28 +3,15 @@ // // Copyright (C) 2009 Gael Guennebaud <gael.guennebaud@inria.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_SELFADJOINTRANK2UPTADE_H #define EIGEN_SELFADJOINTRANK2UPTADE_H +namespace Eigen { + namespace internal { /* Optimized selfadjoint matrix += alpha * uv' + conj(alpha)*vu' @@ -76,12 +63,12 @@ SelfAdjointView<MatrixType,UpLo>& SelfAdjointView<MatrixType,UpLo> typedef internal::blas_traits<DerivedU> UBlasTraits; typedef typename UBlasTraits::DirectLinearAccessType ActualUType; typedef typename internal::remove_all<ActualUType>::type _ActualUType; - const ActualUType actualU = UBlasTraits::extract(u.derived()); + typename internal::add_const_on_value_type<ActualUType>::type actualU = UBlasTraits::extract(u.derived()); typedef internal::blas_traits<DerivedV> VBlasTraits; typedef typename VBlasTraits::DirectLinearAccessType ActualVType; typedef typename internal::remove_all<ActualVType>::type _ActualVType; - const ActualVType actualV = VBlasTraits::extract(v.derived()); + typename internal::add_const_on_value_type<ActualVType>::type actualV = VBlasTraits::extract(v.derived()); // If MatrixType is row major, then we use the routine for lower triangular in the upper triangular case and // vice versa, and take the complex conjugate of all coefficients and vector entries. @@ -101,4 +88,6 @@ SelfAdjointView<MatrixType,UpLo>& SelfAdjointView<MatrixType,UpLo> return *this; } +} // end namespace Eigen + #endif // EIGEN_SELFADJOINTRANK2UPTADE_H diff --git a/extern/Eigen3/Eigen/src/Core/products/TriangularMatrixMatrix.h b/extern/Eigen3/Eigen/src/Core/products/TriangularMatrixMatrix.h index 0c48d2efb75..92cba66f615 100644 --- a/extern/Eigen3/Eigen/src/Core/products/TriangularMatrixMatrix.h +++ b/extern/Eigen3/Eigen/src/Core/products/TriangularMatrixMatrix.h @@ -3,28 +3,15 @@ // // Copyright (C) 2009 Gael Guennebaud <gael.guennebaud@inria.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_TRIANGULAR_MATRIX_MATRIX_H #define EIGEN_TRIANGULAR_MATRIX_MATRIX_H +namespace Eigen { + namespace internal { // template<typename Scalar, int mr, int StorageOrder, bool Conjugate, int Mode> @@ -58,23 +45,23 @@ template <typename Scalar, typename Index, int Mode, bool LhsIsTriangular, int LhsStorageOrder, bool ConjugateLhs, int RhsStorageOrder, bool ConjugateRhs, - int ResStorageOrder> + int ResStorageOrder, int Version = Specialized> struct product_triangular_matrix_matrix; template <typename Scalar, typename Index, int Mode, bool LhsIsTriangular, int LhsStorageOrder, bool ConjugateLhs, - int RhsStorageOrder, bool ConjugateRhs> + int RhsStorageOrder, bool ConjugateRhs, int Version> struct product_triangular_matrix_matrix<Scalar,Index,Mode,LhsIsTriangular, LhsStorageOrder,ConjugateLhs, - RhsStorageOrder,ConjugateRhs,RowMajor> + RhsStorageOrder,ConjugateRhs,RowMajor,Version> { static EIGEN_STRONG_INLINE void run( Index rows, Index cols, Index depth, const Scalar* lhs, Index lhsStride, const Scalar* rhs, Index rhsStride, Scalar* res, Index resStride, - Scalar alpha) + Scalar alpha, level3_blocking<Scalar,Scalar>& blocking) { product_triangular_matrix_matrix<Scalar, Index, (Mode&(UnitDiag|ZeroDiag)) | ((Mode&Upper) ? Lower : Upper), @@ -84,22 +71,22 @@ struct product_triangular_matrix_matrix<Scalar,Index,Mode,LhsIsTriangular, LhsStorageOrder==RowMajor ? ColMajor : RowMajor, ConjugateLhs, ColMajor> - ::run(cols, rows, depth, rhs, rhsStride, lhs, lhsStride, res, resStride, alpha); + ::run(cols, rows, depth, rhs, rhsStride, lhs, lhsStride, res, resStride, alpha, blocking); } }; // implements col-major += alpha * op(triangular) * op(general) template <typename Scalar, typename Index, int Mode, int LhsStorageOrder, bool ConjugateLhs, - int RhsStorageOrder, bool ConjugateRhs> + int RhsStorageOrder, bool ConjugateRhs, int Version> struct product_triangular_matrix_matrix<Scalar,Index,Mode,true, LhsStorageOrder,ConjugateLhs, - RhsStorageOrder,ConjugateRhs,ColMajor> + RhsStorageOrder,ConjugateRhs,ColMajor,Version> { typedef gebp_traits<Scalar,Scalar> Traits; enum { - SmallPanelWidth = EIGEN_PLAIN_ENUM_MAX(Traits::mr,Traits::nr), + SmallPanelWidth = 2 * EIGEN_PLAIN_ENUM_MAX(Traits::mr,Traits::nr), IsLower = (Mode&Lower) == Lower, SetDiag = (Mode&(ZeroDiag|UnitDiag)) ? 0 : 1 }; @@ -109,7 +96,7 @@ struct product_triangular_matrix_matrix<Scalar,Index,Mode,true, const Scalar* _lhs, Index lhsStride, const Scalar* _rhs, Index rhsStride, Scalar* res, Index resStride, - Scalar alpha) + Scalar alpha, level3_blocking<Scalar,Scalar>& blocking) { // strip zeros Index diagSize = (std::min)(_rows,_depth); @@ -120,15 +107,16 @@ struct product_triangular_matrix_matrix<Scalar,Index,Mode,true, const_blas_data_mapper<Scalar, Index, LhsStorageOrder> lhs(_lhs,lhsStride); const_blas_data_mapper<Scalar, Index, RhsStorageOrder> rhs(_rhs,rhsStride); - Index kc = depth; // cache block size along the K direction - Index mc = rows; // cache block size along the M direction - Index nc = cols; // cache block size along the N direction - computeProductBlockingSizes<Scalar,Scalar,4>(kc, mc, nc); + Index kc = blocking.kc(); // cache block size along the K direction + Index mc = (std::min)(rows,blocking.mc()); // cache block size along the M direction + + std::size_t sizeA = kc*mc; + std::size_t sizeB = kc*cols; std::size_t sizeW = kc*Traits::WorkSpaceFactor; - std::size_t sizeB = sizeW + kc*cols; - ei_declare_aligned_stack_constructed_variable(Scalar, blockA, kc*mc, 0); - ei_declare_aligned_stack_constructed_variable(Scalar, allocatedBlockB, sizeB, 0); - Scalar* blockB = allocatedBlockB + sizeW; + + ei_declare_aligned_stack_constructed_variable(Scalar, blockA, sizeA, blocking.blockA()); + ei_declare_aligned_stack_constructed_variable(Scalar, blockB, sizeB, blocking.blockB()); + ei_declare_aligned_stack_constructed_variable(Scalar, blockW, sizeW, blocking.blockW()); Matrix<Scalar,SmallPanelWidth,SmallPanelWidth,LhsStorageOrder> triangularBuffer; triangularBuffer.setZero(); @@ -186,7 +174,7 @@ struct product_triangular_matrix_matrix<Scalar,Index,Mode,true, pack_lhs(blockA, triangularBuffer.data(), triangularBuffer.outerStride(), actualPanelWidth, actualPanelWidth); gebp_kernel(res+startBlock, resStride, blockA, blockB, actualPanelWidth, actualPanelWidth, cols, alpha, - actualPanelWidth, actual_kc, 0, blockBOffset); + actualPanelWidth, actual_kc, 0, blockBOffset, blockW); // GEBP with remaining micro panel if (lengthTarget>0) @@ -196,7 +184,7 @@ struct product_triangular_matrix_matrix<Scalar,Index,Mode,true, pack_lhs(blockA, &lhs(startTarget,startBlock), lhsStride, actualPanelWidth, lengthTarget); gebp_kernel(res+startTarget, resStride, blockA, blockB, lengthTarget, actualPanelWidth, cols, alpha, - actualPanelWidth, actual_kc, 0, blockBOffset); + actualPanelWidth, actual_kc, 0, blockBOffset, blockW); } } } @@ -210,7 +198,7 @@ struct product_triangular_matrix_matrix<Scalar,Index,Mode,true, gemm_pack_lhs<Scalar, Index, Traits::mr,Traits::LhsProgress, LhsStorageOrder,false>() (blockA, &lhs(i2, actual_k2), lhsStride, actual_kc, actual_mc); - gebp_kernel(res+i2, resStride, blockA, blockB, actual_mc, actual_kc, cols, alpha); + gebp_kernel(res+i2, resStride, blockA, blockB, actual_mc, actual_kc, cols, alpha, -1, -1, 0, 0, blockW); } } } @@ -220,10 +208,10 @@ struct product_triangular_matrix_matrix<Scalar,Index,Mode,true, // implements col-major += alpha * op(general) * op(triangular) template <typename Scalar, typename Index, int Mode, int LhsStorageOrder, bool ConjugateLhs, - int RhsStorageOrder, bool ConjugateRhs> + int RhsStorageOrder, bool ConjugateRhs, int Version> struct product_triangular_matrix_matrix<Scalar,Index,Mode,false, LhsStorageOrder,ConjugateLhs, - RhsStorageOrder,ConjugateRhs,ColMajor> + RhsStorageOrder,ConjugateRhs,ColMajor,Version> { typedef gebp_traits<Scalar,Scalar> Traits; enum { @@ -237,7 +225,7 @@ struct product_triangular_matrix_matrix<Scalar,Index,Mode,false, const Scalar* _lhs, Index lhsStride, const Scalar* _rhs, Index rhsStride, Scalar* res, Index resStride, - Scalar alpha) + Scalar alpha, level3_blocking<Scalar,Scalar>& blocking) { // strip zeros Index diagSize = (std::min)(_cols,_depth); @@ -248,16 +236,16 @@ struct product_triangular_matrix_matrix<Scalar,Index,Mode,false, const_blas_data_mapper<Scalar, Index, LhsStorageOrder> lhs(_lhs,lhsStride); const_blas_data_mapper<Scalar, Index, RhsStorageOrder> rhs(_rhs,rhsStride); - Index kc = depth; // cache block size along the K direction - Index mc = rows; // cache block size along the M direction - Index nc = cols; // cache block size along the N direction - computeProductBlockingSizes<Scalar,Scalar,4>(kc, mc, nc); + Index kc = blocking.kc(); // cache block size along the K direction + Index mc = (std::min)(rows,blocking.mc()); // cache block size along the M direction + std::size_t sizeA = kc*mc; + std::size_t sizeB = kc*cols; std::size_t sizeW = kc*Traits::WorkSpaceFactor; - std::size_t sizeB = sizeW + kc*cols; - ei_declare_aligned_stack_constructed_variable(Scalar, blockA, kc*mc, 0); - ei_declare_aligned_stack_constructed_variable(Scalar, allocatedBlockB, sizeB, 0); - Scalar* blockB = allocatedBlockB + sizeW; + + ei_declare_aligned_stack_constructed_variable(Scalar, blockA, sizeA, blocking.blockA()); + ei_declare_aligned_stack_constructed_variable(Scalar, blockB, sizeB, blocking.blockB()); + ei_declare_aligned_stack_constructed_variable(Scalar, blockW, sizeW, blocking.blockW()); Matrix<Scalar,SmallPanelWidth,SmallPanelWidth,RhsStorageOrder> triangularBuffer; triangularBuffer.setZero(); @@ -345,13 +333,13 @@ struct product_triangular_matrix_matrix<Scalar,Index,Mode,false, alpha, actual_kc, actual_kc, // strides blockOffset, blockOffset,// offsets - allocatedBlockB); // workspace + blockW); // workspace } } gebp_kernel(res+i2+(IsLower ? 0 : k2)*resStride, resStride, blockA, geb, actual_mc, actual_kc, rs, alpha, - -1, -1, 0, 0, allocatedBlockB); + -1, -1, 0, 0, blockW); } } } @@ -378,26 +366,38 @@ struct TriangularProduct<Mode,LhsIsTriangular,Lhs,false,Rhs,false> template<typename Dest> void scaleAndAddTo(Dest& dst, Scalar alpha) const { - const ActualLhsType lhs = LhsBlasTraits::extract(m_lhs); - const ActualRhsType rhs = RhsBlasTraits::extract(m_rhs); + typename internal::add_const_on_value_type<ActualLhsType>::type lhs = LhsBlasTraits::extract(m_lhs); + typename internal::add_const_on_value_type<ActualRhsType>::type rhs = RhsBlasTraits::extract(m_rhs); Scalar actualAlpha = alpha * LhsBlasTraits::extractScalarFactor(m_lhs) * RhsBlasTraits::extractScalarFactor(m_rhs); + typedef internal::gemm_blocking_space<(Dest::Flags&RowMajorBit) ? RowMajor : ColMajor,Scalar,Scalar, + Lhs::MaxRowsAtCompileTime, Rhs::MaxColsAtCompileTime, Lhs::MaxColsAtCompileTime,4> BlockingType; + + enum { IsLower = (Mode&Lower) == Lower }; + Index stripedRows = ((!LhsIsTriangular) || (IsLower)) ? lhs.rows() : (std::min)(lhs.rows(),lhs.cols()); + Index stripedCols = ((LhsIsTriangular) || (!IsLower)) ? rhs.cols() : (std::min)(rhs.cols(),rhs.rows()); + Index stripedDepth = LhsIsTriangular ? ((!IsLower) ? lhs.cols() : (std::min)(lhs.cols(),lhs.rows())) + : ((IsLower) ? rhs.rows() : (std::min)(rhs.rows(),rhs.cols())); + + BlockingType blocking(stripedRows, stripedCols, stripedDepth); + internal::product_triangular_matrix_matrix<Scalar, Index, Mode, LhsIsTriangular, (internal::traits<_ActualLhsType>::Flags&RowMajorBit) ? RowMajor : ColMajor, LhsBlasTraits::NeedToConjugate, (internal::traits<_ActualRhsType>::Flags&RowMajorBit) ? RowMajor : ColMajor, RhsBlasTraits::NeedToConjugate, (internal::traits<Dest >::Flags&RowMajorBit) ? RowMajor : ColMajor> ::run( - lhs.rows(), rhs.cols(), lhs.cols(),// LhsIsTriangular ? rhs.cols() : lhs.rows(), // sizes + stripedRows, stripedCols, stripedDepth, // sizes &lhs.coeffRef(0,0), lhs.outerStride(), // lhs info &rhs.coeffRef(0,0), rhs.outerStride(), // rhs info - &dst.coeffRef(0,0), dst.outerStride(), // result info - actualAlpha // alpha + &dst.coeffRef(0,0), dst.outerStride(), // result info + actualAlpha, blocking ); } }; +} // end namespace Eigen #endif // EIGEN_TRIANGULAR_MATRIX_MATRIX_H diff --git a/extern/Eigen3/Eigen/src/Core/products/TriangularMatrixMatrix_MKL.h b/extern/Eigen3/Eigen/src/Core/products/TriangularMatrixMatrix_MKL.h new file mode 100644 index 00000000000..8173da5bb6d --- /dev/null +++ b/extern/Eigen3/Eigen/src/Core/products/TriangularMatrixMatrix_MKL.h @@ -0,0 +1,309 @@ +/* + Copyright (c) 2011, Intel Corporation. All rights reserved. + + Redistribution and use in source and binary forms, with or without modification, + are permitted provided that the following conditions are met: + + * Redistributions of source code must retain the above copyright notice, this + list of conditions and the following disclaimer. + * Redistributions in binary form must reproduce the above copyright notice, + this list of conditions and the following disclaimer in the documentation + and/or other materials provided with the distribution. + * Neither the name of Intel Corporation nor the names of its contributors may + be used to endorse or promote products derived from this software without + specific prior written permission. + + THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND + ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED + WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE + DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR + ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES + (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; + LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON + ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT + (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS + SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. + + ******************************************************************************** + * Content : Eigen bindings to Intel(R) MKL + * Triangular matrix * matrix product functionality based on ?TRMM. + ******************************************************************************** +*/ + +#ifndef EIGEN_TRIANGULAR_MATRIX_MATRIX_MKL_H +#define EIGEN_TRIANGULAR_MATRIX_MATRIX_MKL_H + +namespace Eigen { + +namespace internal { + + +template <typename Scalar, typename Index, + int Mode, bool LhsIsTriangular, + int LhsStorageOrder, bool ConjugateLhs, + int RhsStorageOrder, bool ConjugateRhs, + int ResStorageOrder> +struct product_triangular_matrix_matrix_trmm : + product_triangular_matrix_matrix<Scalar,Index,Mode, + LhsIsTriangular,LhsStorageOrder,ConjugateLhs, + RhsStorageOrder, ConjugateRhs, ResStorageOrder, BuiltIn> {}; + + +// try to go to BLAS specialization +#define EIGEN_MKL_TRMM_SPECIALIZE(Scalar, LhsIsTriangular) \ +template <typename Index, int Mode, \ + int LhsStorageOrder, bool ConjugateLhs, \ + int RhsStorageOrder, bool ConjugateRhs> \ +struct product_triangular_matrix_matrix<Scalar,Index, Mode, LhsIsTriangular, \ + LhsStorageOrder,ConjugateLhs, RhsStorageOrder,ConjugateRhs,ColMajor,Specialized> { \ + static inline void run(Index _rows, Index _cols, Index _depth, const Scalar* _lhs, Index lhsStride,\ + const Scalar* _rhs, Index rhsStride, Scalar* res, Index resStride, Scalar alpha) { \ + product_triangular_matrix_matrix_trmm<Scalar,Index,Mode, \ + LhsIsTriangular,LhsStorageOrder,ConjugateLhs, \ + RhsStorageOrder, ConjugateRhs, ColMajor>::run( \ + _rows, _cols, _depth, _lhs, lhsStride, _rhs, rhsStride, res, resStride, alpha); \ + } \ +}; + +EIGEN_MKL_TRMM_SPECIALIZE(double, true) +EIGEN_MKL_TRMM_SPECIALIZE(double, false) +EIGEN_MKL_TRMM_SPECIALIZE(dcomplex, true) +EIGEN_MKL_TRMM_SPECIALIZE(dcomplex, false) +EIGEN_MKL_TRMM_SPECIALIZE(float, true) +EIGEN_MKL_TRMM_SPECIALIZE(float, false) +EIGEN_MKL_TRMM_SPECIALIZE(scomplex, true) +EIGEN_MKL_TRMM_SPECIALIZE(scomplex, false) + +// implements col-major += alpha * op(triangular) * op(general) +#define EIGEN_MKL_TRMM_L(EIGTYPE, MKLTYPE, EIGPREFIX, MKLPREFIX) \ +template <typename Index, int Mode, \ + int LhsStorageOrder, bool ConjugateLhs, \ + int RhsStorageOrder, bool ConjugateRhs> \ +struct product_triangular_matrix_matrix_trmm<EIGTYPE,Index,Mode,true, \ + LhsStorageOrder,ConjugateLhs,RhsStorageOrder,ConjugateRhs,ColMajor> \ +{ \ + enum { \ + IsLower = (Mode&Lower) == Lower, \ + SetDiag = (Mode&(ZeroDiag|UnitDiag)) ? 0 : 1, \ + IsUnitDiag = (Mode&UnitDiag) ? 1 : 0, \ + IsZeroDiag = (Mode&ZeroDiag) ? 1 : 0, \ + LowUp = IsLower ? Lower : Upper, \ + conjA = ((LhsStorageOrder==ColMajor) && ConjugateLhs) ? 1 : 0 \ + }; \ +\ + static EIGEN_DONT_INLINE void run( \ + Index _rows, Index _cols, Index _depth, \ + const EIGTYPE* _lhs, Index lhsStride, \ + const EIGTYPE* _rhs, Index rhsStride, \ + EIGTYPE* res, Index resStride, \ + EIGTYPE alpha) \ + { \ + Index diagSize = (std::min)(_rows,_depth); \ + Index rows = IsLower ? _rows : diagSize; \ + Index depth = IsLower ? diagSize : _depth; \ + Index cols = _cols; \ +\ + typedef Matrix<EIGTYPE, Dynamic, Dynamic, LhsStorageOrder> MatrixLhs; \ + typedef Matrix<EIGTYPE, Dynamic, Dynamic, RhsStorageOrder> MatrixRhs; \ +\ +/* Non-square case - doesn't fit to MKL ?TRMM. Fall to default triangular product or call MKL ?GEMM*/ \ + if (rows != depth) { \ +\ + int nthr = mkl_domain_get_max_threads(MKL_BLAS); \ +\ + if (((nthr==1) && (((std::max)(rows,depth)-diagSize)/(double)diagSize < 0.5))) { \ + /* Most likely no benefit to call TRMM or GEMM from MKL*/ \ + product_triangular_matrix_matrix<EIGTYPE,Index,Mode,true, \ + LhsStorageOrder,ConjugateLhs, RhsStorageOrder, ConjugateRhs, ColMajor, BuiltIn>::run( \ + _rows, _cols, _depth, _lhs, lhsStride, _rhs, rhsStride, res, resStride, alpha); \ + /*std::cout << "TRMM_L: A is not square! Go to Eigen TRMM implementation!\n";*/ \ + } else { \ + /* Make sense to call GEMM */ \ + Map<const MatrixLhs, 0, OuterStride<> > lhsMap(_lhs,rows,depth,OuterStride<>(lhsStride)); \ + MatrixLhs aa_tmp=lhsMap.template triangularView<Mode>(); \ + MKL_INT aStride = aa_tmp.outerStride(); \ + gemm_blocking_space<ColMajor,EIGTYPE,EIGTYPE,Dynamic,Dynamic,Dynamic> blocking(_rows,_cols,_depth); \ + general_matrix_matrix_product<Index,EIGTYPE,LhsStorageOrder,ConjugateLhs,EIGTYPE,RhsStorageOrder,ConjugateRhs,ColMajor>::run( \ + rows, cols, depth, aa_tmp.data(), aStride, _rhs, rhsStride, res, resStride, alpha, blocking, 0); \ +\ + /*std::cout << "TRMM_L: A is not square! Go to MKL GEMM implementation! " << nthr<<" \n";*/ \ + } \ + return; \ + } \ + char side = 'L', transa, uplo, diag = 'N'; \ + EIGTYPE *b; \ + const EIGTYPE *a; \ + MKL_INT m, n, lda, ldb; \ + MKLTYPE alpha_; \ +\ +/* Set alpha_*/ \ + assign_scalar_eig2mkl<MKLTYPE, EIGTYPE>(alpha_, alpha); \ +\ +/* Set m, n */ \ + m = (MKL_INT)diagSize; \ + n = (MKL_INT)cols; \ +\ +/* Set trans */ \ + transa = (LhsStorageOrder==RowMajor) ? ((ConjugateLhs) ? 'C' : 'T') : 'N'; \ +\ +/* Set b, ldb */ \ + Map<const MatrixRhs, 0, OuterStride<> > rhs(_rhs,depth,cols,OuterStride<>(rhsStride)); \ + MatrixX##EIGPREFIX b_tmp; \ +\ + if (ConjugateRhs) b_tmp = rhs.conjugate(); else b_tmp = rhs; \ + b = b_tmp.data(); \ + ldb = b_tmp.outerStride(); \ +\ +/* Set uplo */ \ + uplo = IsLower ? 'L' : 'U'; \ + if (LhsStorageOrder==RowMajor) uplo = (uplo == 'L') ? 'U' : 'L'; \ +/* Set a, lda */ \ + Map<const MatrixLhs, 0, OuterStride<> > lhs(_lhs,rows,depth,OuterStride<>(lhsStride)); \ + MatrixLhs a_tmp; \ +\ + if ((conjA!=0) || (SetDiag==0)) { \ + if (conjA) a_tmp = lhs.conjugate(); else a_tmp = lhs; \ + if (IsZeroDiag) \ + a_tmp.diagonal().setZero(); \ + else if (IsUnitDiag) \ + a_tmp.diagonal().setOnes();\ + a = a_tmp.data(); \ + lda = a_tmp.outerStride(); \ + } else { \ + a = _lhs; \ + lda = lhsStride; \ + } \ + /*std::cout << "TRMM_L: A is square! Go to MKL TRMM implementation! \n";*/ \ +/* call ?trmm*/ \ + MKLPREFIX##trmm(&side, &uplo, &transa, &diag, &m, &n, &alpha_, (const MKLTYPE*)a, &lda, (MKLTYPE*)b, &ldb); \ +\ +/* Add op(a_triangular)*b into res*/ \ + Map<MatrixX##EIGPREFIX, 0, OuterStride<> > res_tmp(res,rows,cols,OuterStride<>(resStride)); \ + res_tmp=res_tmp+b_tmp; \ + } \ +}; + +EIGEN_MKL_TRMM_L(double, double, d, d) +EIGEN_MKL_TRMM_L(dcomplex, MKL_Complex16, cd, z) +EIGEN_MKL_TRMM_L(float, float, f, s) +EIGEN_MKL_TRMM_L(scomplex, MKL_Complex8, cf, c) + +// implements col-major += alpha * op(general) * op(triangular) +#define EIGEN_MKL_TRMM_R(EIGTYPE, MKLTYPE, EIGPREFIX, MKLPREFIX) \ +template <typename Index, int Mode, \ + int LhsStorageOrder, bool ConjugateLhs, \ + int RhsStorageOrder, bool ConjugateRhs> \ +struct product_triangular_matrix_matrix_trmm<EIGTYPE,Index,Mode,false, \ + LhsStorageOrder,ConjugateLhs,RhsStorageOrder,ConjugateRhs,ColMajor> \ +{ \ + enum { \ + IsLower = (Mode&Lower) == Lower, \ + SetDiag = (Mode&(ZeroDiag|UnitDiag)) ? 0 : 1, \ + IsUnitDiag = (Mode&UnitDiag) ? 1 : 0, \ + IsZeroDiag = (Mode&ZeroDiag) ? 1 : 0, \ + LowUp = IsLower ? Lower : Upper, \ + conjA = ((RhsStorageOrder==ColMajor) && ConjugateRhs) ? 1 : 0 \ + }; \ +\ + static EIGEN_DONT_INLINE void run( \ + Index _rows, Index _cols, Index _depth, \ + const EIGTYPE* _lhs, Index lhsStride, \ + const EIGTYPE* _rhs, Index rhsStride, \ + EIGTYPE* res, Index resStride, \ + EIGTYPE alpha) \ + { \ + Index diagSize = (std::min)(_cols,_depth); \ + Index rows = _rows; \ + Index depth = IsLower ? _depth : diagSize; \ + Index cols = IsLower ? diagSize : _cols; \ +\ + typedef Matrix<EIGTYPE, Dynamic, Dynamic, LhsStorageOrder> MatrixLhs; \ + typedef Matrix<EIGTYPE, Dynamic, Dynamic, RhsStorageOrder> MatrixRhs; \ +\ +/* Non-square case - doesn't fit to MKL ?TRMM. Fall to default triangular product or call MKL ?GEMM*/ \ + if (cols != depth) { \ +\ + int nthr = mkl_domain_get_max_threads(MKL_BLAS); \ +\ + if ((nthr==1) && (((std::max)(cols,depth)-diagSize)/(double)diagSize < 0.5)) { \ + /* Most likely no benefit to call TRMM or GEMM from MKL*/ \ + product_triangular_matrix_matrix<EIGTYPE,Index,Mode,false, \ + LhsStorageOrder,ConjugateLhs, RhsStorageOrder, ConjugateRhs, ColMajor, BuiltIn>::run( \ + _rows, _cols, _depth, _lhs, lhsStride, _rhs, rhsStride, res, resStride, alpha); \ + /*std::cout << "TRMM_R: A is not square! Go to Eigen TRMM implementation!\n";*/ \ + } else { \ + /* Make sense to call GEMM */ \ + Map<const MatrixRhs, 0, OuterStride<> > rhsMap(_rhs,depth,cols, OuterStride<>(rhsStride)); \ + MatrixRhs aa_tmp=rhsMap.template triangularView<Mode>(); \ + MKL_INT aStride = aa_tmp.outerStride(); \ + gemm_blocking_space<ColMajor,EIGTYPE,EIGTYPE,Dynamic,Dynamic,Dynamic> blocking(_rows,_cols,_depth); \ + general_matrix_matrix_product<Index,EIGTYPE,LhsStorageOrder,ConjugateLhs,EIGTYPE,RhsStorageOrder,ConjugateRhs,ColMajor>::run( \ + rows, cols, depth, _lhs, lhsStride, aa_tmp.data(), aStride, res, resStride, alpha, blocking, 0); \ +\ + /*std::cout << "TRMM_R: A is not square! Go to MKL GEMM implementation! " << nthr<<" \n";*/ \ + } \ + return; \ + } \ + char side = 'R', transa, uplo, diag = 'N'; \ + EIGTYPE *b; \ + const EIGTYPE *a; \ + MKL_INT m, n, lda, ldb; \ + MKLTYPE alpha_; \ +\ +/* Set alpha_*/ \ + assign_scalar_eig2mkl<MKLTYPE, EIGTYPE>(alpha_, alpha); \ +\ +/* Set m, n */ \ + m = (MKL_INT)rows; \ + n = (MKL_INT)diagSize; \ +\ +/* Set trans */ \ + transa = (RhsStorageOrder==RowMajor) ? ((ConjugateRhs) ? 'C' : 'T') : 'N'; \ +\ +/* Set b, ldb */ \ + Map<const MatrixLhs, 0, OuterStride<> > lhs(_lhs,rows,depth,OuterStride<>(lhsStride)); \ + MatrixX##EIGPREFIX b_tmp; \ +\ + if (ConjugateLhs) b_tmp = lhs.conjugate(); else b_tmp = lhs; \ + b = b_tmp.data(); \ + ldb = b_tmp.outerStride(); \ +\ +/* Set uplo */ \ + uplo = IsLower ? 'L' : 'U'; \ + if (RhsStorageOrder==RowMajor) uplo = (uplo == 'L') ? 'U' : 'L'; \ +/* Set a, lda */ \ + Map<const MatrixRhs, 0, OuterStride<> > rhs(_rhs,depth,cols, OuterStride<>(rhsStride)); \ + MatrixRhs a_tmp; \ +\ + if ((conjA!=0) || (SetDiag==0)) { \ + if (conjA) a_tmp = rhs.conjugate(); else a_tmp = rhs; \ + if (IsZeroDiag) \ + a_tmp.diagonal().setZero(); \ + else if (IsUnitDiag) \ + a_tmp.diagonal().setOnes();\ + a = a_tmp.data(); \ + lda = a_tmp.outerStride(); \ + } else { \ + a = _rhs; \ + lda = rhsStride; \ + } \ + /*std::cout << "TRMM_R: A is square! Go to MKL TRMM implementation! \n";*/ \ +/* call ?trmm*/ \ + MKLPREFIX##trmm(&side, &uplo, &transa, &diag, &m, &n, &alpha_, (const MKLTYPE*)a, &lda, (MKLTYPE*)b, &ldb); \ +\ +/* Add op(a_triangular)*b into res*/ \ + Map<MatrixX##EIGPREFIX, 0, OuterStride<> > res_tmp(res,rows,cols,OuterStride<>(resStride)); \ + res_tmp=res_tmp+b_tmp; \ + } \ +}; + +EIGEN_MKL_TRMM_R(double, double, d, d) +EIGEN_MKL_TRMM_R(dcomplex, MKL_Complex16, cd, z) +EIGEN_MKL_TRMM_R(float, float, f, s) +EIGEN_MKL_TRMM_R(scomplex, MKL_Complex8, cf, c) + +} // end namespace internal + +} // end namespace Eigen + +#endif // EIGEN_TRIANGULAR_MATRIX_MATRIX_MKL_H diff --git a/extern/Eigen3/Eigen/src/Core/products/TriangularMatrixVector.h b/extern/Eigen3/Eigen/src/Core/products/TriangularMatrixVector.h index 71b4a52ab80..b1c10c201c5 100644 --- a/extern/Eigen3/Eigen/src/Core/products/TriangularMatrixVector.h +++ b/extern/Eigen3/Eigen/src/Core/products/TriangularMatrixVector.h @@ -3,45 +3,36 @@ // // Copyright (C) 2009 Gael Guennebaud <gael.guennebaud@inria.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_TRIANGULARMATRIXVECTOR_H #define EIGEN_TRIANGULARMATRIXVECTOR_H +namespace Eigen { + namespace internal { -template<typename Index, int Mode, typename LhsScalar, bool ConjLhs, typename RhsScalar, bool ConjRhs, int StorageOrder> -struct product_triangular_matrix_vector; +template<typename Index, int Mode, typename LhsScalar, bool ConjLhs, typename RhsScalar, bool ConjRhs, int StorageOrder, int Version=Specialized> +struct triangular_matrix_vector_product; -template<typename Index, int Mode, typename LhsScalar, bool ConjLhs, typename RhsScalar, bool ConjRhs> -struct product_triangular_matrix_vector<Index,Mode,LhsScalar,ConjLhs,RhsScalar,ConjRhs,ColMajor> +template<typename Index, int Mode, typename LhsScalar, bool ConjLhs, typename RhsScalar, bool ConjRhs, int Version> +struct triangular_matrix_vector_product<Index,Mode,LhsScalar,ConjLhs,RhsScalar,ConjRhs,ColMajor,Version> { typedef typename scalar_product_traits<LhsScalar, RhsScalar>::ReturnType ResScalar; enum { IsLower = ((Mode&Lower)==Lower), - HasUnitDiag = (Mode & UnitDiag)==UnitDiag + HasUnitDiag = (Mode & UnitDiag)==UnitDiag, + HasZeroDiag = (Mode & ZeroDiag)==ZeroDiag }; - static EIGEN_DONT_INLINE void run(Index rows, Index cols, const LhsScalar* _lhs, Index lhsStride, + static EIGEN_DONT_INLINE void run(Index _rows, Index _cols, const LhsScalar* _lhs, Index lhsStride, const RhsScalar* _rhs, Index rhsIncr, ResScalar* _res, Index resIncr, ResScalar alpha) { static const Index PanelWidth = EIGEN_TUNE_TRIANGULAR_PANEL_WIDTH; + Index size = (std::min)(_rows,_cols); + Index rows = IsLower ? _rows : (std::min)(_rows,_cols); + Index cols = IsLower ? (std::min)(_rows,_cols) : _cols; typedef Map<const Matrix<LhsScalar,Dynamic,Dynamic,ColMajor>, 0, OuterStride<> > LhsMap; const LhsMap lhs(_lhs,rows,cols,OuterStride<>(lhsStride)); @@ -54,45 +45,57 @@ struct product_triangular_matrix_vector<Index,Mode,LhsScalar,ConjLhs,RhsScalar,C typedef Map<Matrix<ResScalar,Dynamic,1> > ResMap; ResMap res(_res,rows); - for (Index pi=0; pi<cols; pi+=PanelWidth) + for (Index pi=0; pi<size; pi+=PanelWidth) { - Index actualPanelWidth = (std::min)(PanelWidth, cols-pi); + Index actualPanelWidth = (std::min)(PanelWidth, size-pi); for (Index k=0; k<actualPanelWidth; ++k) { Index i = pi + k; - Index s = IsLower ? (HasUnitDiag ? i+1 : i ) : pi; + Index s = IsLower ? ((HasUnitDiag||HasZeroDiag) ? i+1 : i ) : pi; Index r = IsLower ? actualPanelWidth-k : k+1; - if ((!HasUnitDiag) || (--r)>0) + if ((!(HasUnitDiag||HasZeroDiag)) || (--r)>0) res.segment(s,r) += (alpha * cjRhs.coeff(i)) * cjLhs.col(i).segment(s,r); if (HasUnitDiag) res.coeffRef(i) += alpha * cjRhs.coeff(i); } - Index r = IsLower ? cols - pi - actualPanelWidth : pi; + Index r = IsLower ? rows - pi - actualPanelWidth : pi; if (r>0) { Index s = IsLower ? pi+actualPanelWidth : 0; - general_matrix_vector_product<Index,LhsScalar,ColMajor,ConjLhs,RhsScalar,ConjRhs>::run( + general_matrix_vector_product<Index,LhsScalar,ColMajor,ConjLhs,RhsScalar,ConjRhs,BuiltIn>::run( r, actualPanelWidth, &lhs.coeffRef(s,pi), lhsStride, &rhs.coeffRef(pi), rhsIncr, &res.coeffRef(s), resIncr, alpha); } } + if((!IsLower) && cols>size) + { + general_matrix_vector_product<Index,LhsScalar,ColMajor,ConjLhs,RhsScalar,ConjRhs>::run( + rows, cols-size, + &lhs.coeffRef(0,size), lhsStride, + &rhs.coeffRef(size), rhsIncr, + _res, resIncr, alpha); + } } }; -template<typename Index, int Mode, typename LhsScalar, bool ConjLhs, typename RhsScalar, bool ConjRhs> -struct product_triangular_matrix_vector<Index,Mode,LhsScalar,ConjLhs,RhsScalar,ConjRhs,RowMajor> +template<typename Index, int Mode, typename LhsScalar, bool ConjLhs, typename RhsScalar, bool ConjRhs,int Version> +struct triangular_matrix_vector_product<Index,Mode,LhsScalar,ConjLhs,RhsScalar,ConjRhs,RowMajor,Version> { typedef typename scalar_product_traits<LhsScalar, RhsScalar>::ReturnType ResScalar; enum { IsLower = ((Mode&Lower)==Lower), - HasUnitDiag = (Mode & UnitDiag)==UnitDiag + HasUnitDiag = (Mode & UnitDiag)==UnitDiag, + HasZeroDiag = (Mode & ZeroDiag)==ZeroDiag }; - static void run(Index rows, Index cols, const LhsScalar* _lhs, Index lhsStride, + static void run(Index _rows, Index _cols, const LhsScalar* _lhs, Index lhsStride, const RhsScalar* _rhs, Index rhsIncr, ResScalar* _res, Index resIncr, ResScalar alpha) { static const Index PanelWidth = EIGEN_TUNE_TRIANGULAR_PANEL_WIDTH; + Index diagSize = (std::min)(_rows,_cols); + Index rows = IsLower ? _rows : diagSize; + Index cols = IsLower ? diagSize : _cols; typedef Map<const Matrix<LhsScalar,Dynamic,Dynamic,RowMajor>, 0, OuterStride<> > LhsMap; const LhsMap lhs(_lhs,rows,cols,OuterStride<>(lhsStride)); @@ -105,15 +108,15 @@ struct product_triangular_matrix_vector<Index,Mode,LhsScalar,ConjLhs,RhsScalar,C typedef Map<Matrix<ResScalar,Dynamic,1>, 0, InnerStride<> > ResMap; ResMap res(_res,rows,InnerStride<>(resIncr)); - for (Index pi=0; pi<cols; pi+=PanelWidth) + for (Index pi=0; pi<diagSize; pi+=PanelWidth) { - Index actualPanelWidth = (std::min)(PanelWidth, cols-pi); + Index actualPanelWidth = (std::min)(PanelWidth, diagSize-pi); for (Index k=0; k<actualPanelWidth; ++k) { Index i = pi + k; - Index s = IsLower ? pi : (HasUnitDiag ? i+1 : i); + Index s = IsLower ? pi : ((HasUnitDiag||HasZeroDiag) ? i+1 : i); Index r = IsLower ? k+1 : actualPanelWidth-k; - if ((!HasUnitDiag) || (--r)>0) + if ((!(HasUnitDiag||HasZeroDiag)) || (--r)>0) res.coeffRef(i) += alpha * (cjLhs.row(i).segment(s,r).cwiseProduct(cjRhs.segment(s,r).transpose())).sum(); if (HasUnitDiag) res.coeffRef(i) += alpha * cjRhs.coeff(i); @@ -122,13 +125,21 @@ struct product_triangular_matrix_vector<Index,Mode,LhsScalar,ConjLhs,RhsScalar,C if (r>0) { Index s = IsLower ? 0 : pi + actualPanelWidth; - general_matrix_vector_product<Index,LhsScalar,RowMajor,ConjLhs,RhsScalar,ConjRhs>::run( + general_matrix_vector_product<Index,LhsScalar,RowMajor,ConjLhs,RhsScalar,ConjRhs,BuiltIn>::run( actualPanelWidth, r, &lhs.coeffRef(pi,s), lhsStride, &rhs.coeffRef(s), rhsIncr, &res.coeffRef(pi), resIncr, alpha); } } + if(IsLower && rows>diagSize) + { + general_matrix_vector_product<Index,LhsScalar,RowMajor,ConjLhs,RhsScalar,ConjRhs>::run( + rows-diagSize, cols, + &lhs.coeffRef(diagSize,0), lhsStride, + &rhs.coeffRef(0), rhsIncr, + &res.coeffRef(diagSize), resIncr, alpha); + } } }; @@ -180,7 +191,7 @@ struct TriangularProduct<Mode,false,Lhs,true,Rhs,false> { eigen_assert(dst.rows()==m_lhs.rows() && dst.cols()==m_rhs.cols()); - typedef TriangularProduct<(Mode & UnitDiag) | ((Mode & Lower) ? Upper : Lower),true,Transpose<const Rhs>,false,Transpose<const Lhs>,true> TriangularProductTranspose; + typedef TriangularProduct<(Mode & (UnitDiag|ZeroDiag)) | ((Mode & Lower) ? Upper : Lower),true,Transpose<const Rhs>,false,Transpose<const Lhs>,true> TriangularProductTranspose; Transpose<Dest> dstT(dst); internal::trmv_selector<(int(internal::traits<Rhs>::Flags)&RowMajorBit) ? ColMajor : RowMajor>::run( TriangularProductTranspose(m_rhs.transpose(),m_lhs.transpose()), dstT, alpha); @@ -208,8 +219,8 @@ template<> struct trmv_selector<ColMajor> typedef typename ProductType::RhsBlasTraits RhsBlasTraits; typedef Map<Matrix<ResScalar,Dynamic,1>, Aligned> MappedDest; - const ActualLhsType actualLhs = LhsBlasTraits::extract(prod.lhs()); - const ActualRhsType actualRhs = RhsBlasTraits::extract(prod.rhs()); + typename internal::add_const_on_value_type<ActualLhsType>::type actualLhs = LhsBlasTraits::extract(prod.lhs()); + typename internal::add_const_on_value_type<ActualRhsType>::type actualRhs = RhsBlasTraits::extract(prod.rhs()); ResScalar actualAlpha = alpha * LhsBlasTraits::extractScalarFactor(prod.lhs()) * RhsBlasTraits::extractScalarFactor(prod.rhs()); @@ -247,7 +258,7 @@ template<> struct trmv_selector<ColMajor> MappedDest(actualDestPtr, dest.size()) = dest; } - internal::product_triangular_matrix_vector + internal::triangular_matrix_vector_product <Index,Mode, LhsScalar, LhsBlasTraits::NeedToConjugate, RhsScalar, RhsBlasTraits::NeedToConjugate, @@ -307,7 +318,7 @@ template<> struct trmv_selector<RowMajor> Map<typename _ActualRhsType::PlainObject>(actualRhsPtr, actualRhs.size()) = actualRhs; } - internal::product_triangular_matrix_vector + internal::triangular_matrix_vector_product <Index,Mode, LhsScalar, LhsBlasTraits::NeedToConjugate, RhsScalar, RhsBlasTraits::NeedToConjugate, @@ -322,4 +333,6 @@ template<> struct trmv_selector<RowMajor> } // end namespace internal +} // end namespace Eigen + #endif // EIGEN_TRIANGULARMATRIXVECTOR_H diff --git a/extern/Eigen3/Eigen/src/Core/products/TriangularMatrixVector_MKL.h b/extern/Eigen3/Eigen/src/Core/products/TriangularMatrixVector_MKL.h new file mode 100644 index 00000000000..3589b8c5ef6 --- /dev/null +++ b/extern/Eigen3/Eigen/src/Core/products/TriangularMatrixVector_MKL.h @@ -0,0 +1,247 @@ +/* + Copyright (c) 2011, Intel Corporation. All rights reserved. + + Redistribution and use in source and binary forms, with or without modification, + are permitted provided that the following conditions are met: + + * Redistributions of source code must retain the above copyright notice, this + list of conditions and the following disclaimer. + * Redistributions in binary form must reproduce the above copyright notice, + this list of conditions and the following disclaimer in the documentation + and/or other materials provided with the distribution. + * Neither the name of Intel Corporation nor the names of its contributors may + be used to endorse or promote products derived from this software without + specific prior written permission. + + THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND + ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED + WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE + DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR + ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES + (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; + LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON + ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT + (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS + SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. + + ******************************************************************************** + * Content : Eigen bindings to Intel(R) MKL + * Triangular matrix-vector product functionality based on ?TRMV. + ******************************************************************************** +*/ + +#ifndef EIGEN_TRIANGULAR_MATRIX_VECTOR_MKL_H +#define EIGEN_TRIANGULAR_MATRIX_VECTOR_MKL_H + +namespace Eigen { + +namespace internal { + +/********************************************************************** +* This file implements triangular matrix-vector multiplication using BLAS +**********************************************************************/ + +// trmv/hemv specialization + +template<typename Index, int Mode, typename LhsScalar, bool ConjLhs, typename RhsScalar, bool ConjRhs, int StorageOrder> +struct triangular_matrix_vector_product_trmv : + triangular_matrix_vector_product<Index,Mode,LhsScalar,ConjLhs,RhsScalar,ConjRhs,StorageOrder,BuiltIn> {}; + +#define EIGEN_MKL_TRMV_SPECIALIZE(Scalar) \ +template<typename Index, int Mode, bool ConjLhs, bool ConjRhs> \ +struct triangular_matrix_vector_product<Index,Mode,Scalar,ConjLhs,Scalar,ConjRhs,ColMajor,Specialized> { \ + static EIGEN_DONT_INLINE void run(Index _rows, Index _cols, const Scalar* _lhs, Index lhsStride, \ + const Scalar* _rhs, Index rhsIncr, Scalar* _res, Index resIncr, Scalar alpha) { \ + triangular_matrix_vector_product_trmv<Index,Mode,Scalar,ConjLhs,Scalar,ConjRhs,ColMajor>::run( \ + _rows, _cols, _lhs, lhsStride, _rhs, rhsIncr, _res, resIncr, alpha); \ + } \ +}; \ +template<typename Index, int Mode, bool ConjLhs, bool ConjRhs> \ +struct triangular_matrix_vector_product<Index,Mode,Scalar,ConjLhs,Scalar,ConjRhs,RowMajor,Specialized> { \ + static EIGEN_DONT_INLINE void run(Index _rows, Index _cols, const Scalar* _lhs, Index lhsStride, \ + const Scalar* _rhs, Index rhsIncr, Scalar* _res, Index resIncr, Scalar alpha) { \ + triangular_matrix_vector_product_trmv<Index,Mode,Scalar,ConjLhs,Scalar,ConjRhs,RowMajor>::run( \ + _rows, _cols, _lhs, lhsStride, _rhs, rhsIncr, _res, resIncr, alpha); \ + } \ +}; + +EIGEN_MKL_TRMV_SPECIALIZE(double) +EIGEN_MKL_TRMV_SPECIALIZE(float) +EIGEN_MKL_TRMV_SPECIALIZE(dcomplex) +EIGEN_MKL_TRMV_SPECIALIZE(scomplex) + +// implements col-major: res += alpha * op(triangular) * vector +#define EIGEN_MKL_TRMV_CM(EIGTYPE, MKLTYPE, EIGPREFIX, MKLPREFIX) \ +template<typename Index, int Mode, bool ConjLhs, bool ConjRhs> \ +struct triangular_matrix_vector_product_trmv<Index,Mode,EIGTYPE,ConjLhs,EIGTYPE,ConjRhs,ColMajor> { \ + enum { \ + IsLower = (Mode&Lower) == Lower, \ + SetDiag = (Mode&(ZeroDiag|UnitDiag)) ? 0 : 1, \ + IsUnitDiag = (Mode&UnitDiag) ? 1 : 0, \ + IsZeroDiag = (Mode&ZeroDiag) ? 1 : 0, \ + LowUp = IsLower ? Lower : Upper \ + }; \ + static EIGEN_DONT_INLINE void run(Index _rows, Index _cols, const EIGTYPE* _lhs, Index lhsStride, \ + const EIGTYPE* _rhs, Index rhsIncr, EIGTYPE* _res, Index resIncr, EIGTYPE alpha, level3_blocking<EIGTYPE,EIGTYPE>& blocking) \ + { \ + if (ConjLhs || IsZeroDiag) { \ + triangular_matrix_vector_product<Index,Mode,EIGTYPE,ConjLhs,EIGTYPE,ConjRhs,ColMajor,BuiltIn>::run( \ + _rows, _cols, _lhs, lhsStride, _rhs, rhsIncr, _res, resIncr, alpha, blocking); \ + return; \ + }\ + Index size = (std::min)(_rows,_cols); \ + Index rows = IsLower ? _rows : size; \ + Index cols = IsLower ? size : _cols; \ +\ + typedef VectorX##EIGPREFIX VectorRhs; \ + EIGTYPE *x, *y;\ +\ +/* Set x*/ \ + Map<const VectorRhs, 0, InnerStride<> > rhs(_rhs,cols,InnerStride<>(rhsIncr)); \ + VectorRhs x_tmp; \ + if (ConjRhs) x_tmp = rhs.conjugate(); else x_tmp = rhs; \ + x = x_tmp.data(); \ +\ +/* Square part handling */\ +\ + char trans, uplo, diag; \ + MKL_INT m, n, lda, incx, incy; \ + EIGTYPE const *a; \ + MKLTYPE alpha_, beta_; \ + assign_scalar_eig2mkl<MKLTYPE, EIGTYPE>(alpha_, alpha); \ + assign_scalar_eig2mkl<MKLTYPE, EIGTYPE>(beta_, EIGTYPE(1)); \ +\ +/* Set m, n */ \ + n = (MKL_INT)size; \ + lda = lhsStride; \ + incx = 1; \ + incy = resIncr; \ +\ +/* Set uplo, trans and diag*/ \ + trans = 'N'; \ + uplo = IsLower ? 'L' : 'U'; \ + diag = IsUnitDiag ? 'U' : 'N'; \ +\ +/* call ?TRMV*/ \ + MKLPREFIX##trmv(&uplo, &trans, &diag, &n, (const MKLTYPE*)_lhs, &lda, (MKLTYPE*)x, &incx); \ +\ +/* Add op(a_tr)rhs into res*/ \ + MKLPREFIX##axpy(&n, &alpha_,(const MKLTYPE*)x, &incx, (MKLTYPE*)_res, &incy); \ +/* Non-square case - doesn't fit to MKL ?TRMV. Fall to default triangular product*/ \ + if (size<(std::max)(rows,cols)) { \ + typedef Matrix<EIGTYPE, Dynamic, Dynamic> MatrixLhs; \ + if (ConjRhs) x_tmp = rhs.conjugate(); else x_tmp = rhs; \ + x = x_tmp.data(); \ + if (size<rows) { \ + y = _res + size*resIncr; \ + a = _lhs + size; \ + m = rows-size; \ + n = size; \ + } \ + else { \ + x += size; \ + y = _res; \ + a = _lhs + size*lda; \ + m = size; \ + n = cols-size; \ + } \ + MKLPREFIX##gemv(&trans, &m, &n, &alpha_, (const MKLTYPE*)a, &lda, (const MKLTYPE*)x, &incx, &beta_, (MKLTYPE*)y, &incy); \ + } \ + } \ +}; + +EIGEN_MKL_TRMV_CM(double, double, d, d) +EIGEN_MKL_TRMV_CM(dcomplex, MKL_Complex16, cd, z) +EIGEN_MKL_TRMV_CM(float, float, f, s) +EIGEN_MKL_TRMV_CM(scomplex, MKL_Complex8, cf, c) + +// implements row-major: res += alpha * op(triangular) * vector +#define EIGEN_MKL_TRMV_RM(EIGTYPE, MKLTYPE, EIGPREFIX, MKLPREFIX) \ +template<typename Index, int Mode, bool ConjLhs, bool ConjRhs> \ +struct triangular_matrix_vector_product_trmv<Index,Mode,EIGTYPE,ConjLhs,EIGTYPE,ConjRhs,RowMajor> { \ + enum { \ + IsLower = (Mode&Lower) == Lower, \ + SetDiag = (Mode&(ZeroDiag|UnitDiag)) ? 0 : 1, \ + IsUnitDiag = (Mode&UnitDiag) ? 1 : 0, \ + IsZeroDiag = (Mode&ZeroDiag) ? 1 : 0, \ + LowUp = IsLower ? Lower : Upper \ + }; \ + static EIGEN_DONT_INLINE void run(Index _rows, Index _cols, const EIGTYPE* _lhs, Index lhsStride, \ + const EIGTYPE* _rhs, Index rhsIncr, EIGTYPE* _res, Index resIncr, EIGTYPE alpha, level3_blocking<EIGTYPE,EIGTYPE>& blocking) \ + { \ + if (IsZeroDiag) { \ + triangular_matrix_vector_product<Index,Mode,EIGTYPE,ConjLhs,EIGTYPE,ConjRhs,RowMajor,BuiltIn>::run( \ + _rows, _cols, _lhs, lhsStride, _rhs, rhsIncr, _res, resIncr, alpha, blocking); \ + return; \ + }\ + Index size = (std::min)(_rows,_cols); \ + Index rows = IsLower ? _rows : size; \ + Index cols = IsLower ? size : _cols; \ +\ + typedef VectorX##EIGPREFIX VectorRhs; \ + EIGTYPE *x, *y;\ +\ +/* Set x*/ \ + Map<const VectorRhs, 0, InnerStride<> > rhs(_rhs,cols,InnerStride<>(rhsIncr)); \ + VectorRhs x_tmp; \ + if (ConjRhs) x_tmp = rhs.conjugate(); else x_tmp = rhs; \ + x = x_tmp.data(); \ +\ +/* Square part handling */\ +\ + char trans, uplo, diag; \ + MKL_INT m, n, lda, incx, incy; \ + EIGTYPE const *a; \ + MKLTYPE alpha_, beta_; \ + assign_scalar_eig2mkl<MKLTYPE, EIGTYPE>(alpha_, alpha); \ + assign_scalar_eig2mkl<MKLTYPE, EIGTYPE>(beta_, EIGTYPE(1)); \ +\ +/* Set m, n */ \ + n = (MKL_INT)size; \ + lda = lhsStride; \ + incx = 1; \ + incy = resIncr; \ +\ +/* Set uplo, trans and diag*/ \ + trans = ConjLhs ? 'C' : 'T'; \ + uplo = IsLower ? 'U' : 'L'; \ + diag = IsUnitDiag ? 'U' : 'N'; \ +\ +/* call ?TRMV*/ \ + MKLPREFIX##trmv(&uplo, &trans, &diag, &n, (const MKLTYPE*)_lhs, &lda, (MKLTYPE*)x, &incx); \ +\ +/* Add op(a_tr)rhs into res*/ \ + MKLPREFIX##axpy(&n, &alpha_,(const MKLTYPE*)x, &incx, (MKLTYPE*)_res, &incy); \ +/* Non-square case - doesn't fit to MKL ?TRMV. Fall to default triangular product*/ \ + if (size<(std::max)(rows,cols)) { \ + typedef Matrix<EIGTYPE, Dynamic, Dynamic> MatrixLhs; \ + if (ConjRhs) x_tmp = rhs.conjugate(); else x_tmp = rhs; \ + x = x_tmp.data(); \ + if (size<rows) { \ + y = _res + size*resIncr; \ + a = _lhs + size*lda; \ + m = rows-size; \ + n = size; \ + } \ + else { \ + x += size; \ + y = _res; \ + a = _lhs + size; \ + m = size; \ + n = cols-size; \ + } \ + MKLPREFIX##gemv(&trans, &n, &m, &alpha_, (const MKLTYPE*)a, &lda, (const MKLTYPE*)x, &incx, &beta_, (MKLTYPE*)y, &incy); \ + } \ + } \ +}; + +EIGEN_MKL_TRMV_RM(double, double, d, d) +EIGEN_MKL_TRMV_RM(dcomplex, MKL_Complex16, cd, z) +EIGEN_MKL_TRMV_RM(float, float, f, s) +EIGEN_MKL_TRMV_RM(scomplex, MKL_Complex8, cf, c) + +} // end namespase internal + +} // end namespace Eigen + +#endif // EIGEN_TRIANGULAR_MATRIX_VECTOR_MKL_H diff --git a/extern/Eigen3/Eigen/src/Core/products/TriangularSolverMatrix.h b/extern/Eigen3/Eigen/src/Core/products/TriangularSolverMatrix.h index 4dced6b0eb9..a49ea318345 100644 --- a/extern/Eigen3/Eigen/src/Core/products/TriangularSolverMatrix.h +++ b/extern/Eigen3/Eigen/src/Core/products/TriangularSolverMatrix.h @@ -3,28 +3,15 @@ // // Copyright (C) 2009 Gael Guennebaud <gael.guennebaud@inria.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_TRIANGULAR_SOLVER_MATRIX_H #define EIGEN_TRIANGULAR_SOLVER_MATRIX_H +namespace Eigen { + namespace internal { // if the rhs is row major, let's transpose the product @@ -34,14 +21,15 @@ struct triangular_solve_matrix<Scalar,Index,Side,Mode,Conjugate,TriStorageOrder, static EIGEN_DONT_INLINE void run( Index size, Index cols, const Scalar* tri, Index triStride, - Scalar* _other, Index otherStride) + Scalar* _other, Index otherStride, + level3_blocking<Scalar,Scalar>& blocking) { triangular_solve_matrix< Scalar, Index, Side==OnTheLeft?OnTheRight:OnTheLeft, (Mode&UnitDiag) | ((Mode&Upper) ? Lower : Upper), NumTraits<Scalar>::IsComplex && Conjugate, TriStorageOrder==RowMajor ? ColMajor : RowMajor, ColMajor> - ::run(size, cols, tri, triStride, _other, otherStride); + ::run(size, cols, tri, triStride, _other, otherStride, blocking); } }; @@ -53,7 +41,8 @@ struct triangular_solve_matrix<Scalar,Index,OnTheLeft,Mode,Conjugate,TriStorageO static EIGEN_DONT_INLINE void run( Index size, Index otherSize, const Scalar* _tri, Index triStride, - Scalar* _other, Index otherStride) + Scalar* _other, Index otherStride, + level3_blocking<Scalar,Scalar>& blocking) { Index cols = otherSize; const_blas_data_mapper<Scalar, Index, TriStorageOrder> tri(_tri,triStride); @@ -65,22 +54,29 @@ struct triangular_solve_matrix<Scalar,Index,OnTheLeft,Mode,Conjugate,TriStorageO IsLower = (Mode&Lower) == Lower }; - Index kc = size; // cache block size along the K direction - Index mc = size; // cache block size along the M direction - Index nc = cols; // cache block size along the N direction - computeProductBlockingSizes<Scalar,Scalar,4>(kc, mc, nc); + Index kc = blocking.kc(); // cache block size along the K direction + Index mc = (std::min)(size,blocking.mc()); // cache block size along the M direction + std::size_t sizeA = kc*mc; + std::size_t sizeB = kc*cols; std::size_t sizeW = kc*Traits::WorkSpaceFactor; - std::size_t sizeB = sizeW + kc*cols; - ei_declare_aligned_stack_constructed_variable(Scalar, blockA, kc*mc, 0); - ei_declare_aligned_stack_constructed_variable(Scalar, allocatedBlockB, sizeB, 0); - Scalar* blockB = allocatedBlockB + sizeW; + + ei_declare_aligned_stack_constructed_variable(Scalar, blockA, sizeA, blocking.blockA()); + ei_declare_aligned_stack_constructed_variable(Scalar, blockB, sizeB, blocking.blockB()); + ei_declare_aligned_stack_constructed_variable(Scalar, blockW, sizeW, blocking.blockW()); conj_if<Conjugate> conj; gebp_kernel<Scalar, Scalar, Index, Traits::mr, Traits::nr, Conjugate, false> gebp_kernel; gemm_pack_lhs<Scalar, Index, Traits::mr, Traits::LhsProgress, TriStorageOrder> pack_lhs; gemm_pack_rhs<Scalar, Index, Traits::nr, ColMajor, false, true> pack_rhs; + // the goal here is to subdivise the Rhs panels such that we keep some cache + // coherence when accessing the rhs elements + std::ptrdiff_t l1, l2; + manage_caching_sizes(GetAction, &l1, &l2); + Index subcols = cols>0 ? l2/(4 * sizeof(Scalar) * otherStride) : 0; + subcols = std::max<Index>((subcols/Traits::nr)*Traits::nr, Traits::nr); + for(Index k2=IsLower ? 0 : size; IsLower ? k2<size : k2>0; IsLower ? k2+=kc : k2-=kc) @@ -92,16 +88,18 @@ struct triangular_solve_matrix<Scalar,Index,OnTheLeft,Mode,Conjugate,TriStorageO // A11 (the triangular part) and A21 the remaining rectangular part. // Then the high level algorithm is: // - B = R1 => general block copy (done during the next step) - // - R1 = L1^-1 B => tricky part + // - R1 = A11^-1 B => tricky part // - update B from the new R1 => actually this has to be performed continuously during the above step - // - R2 = L2 * B => GEPP + // - R2 -= A21 * B => GEPP - // The tricky part: compute R1 = L1^-1 B while updating B from R1 - // The idea is to split L1 into multiple small vertical panels. - // Each panel can be split into a small triangular part A1 which is processed without optimization, - // and the remaining small part A2 which is processed using gebp with appropriate block strides + // The tricky part: compute R1 = A11^-1 B while updating B from R1 + // The idea is to split A11 into multiple small vertical panels. + // Each panel can be split into a small triangular part T1k which is processed without optimization, + // and the remaining small part T2k which is processed using gebp with appropriate block strides + for(Index j2=0; j2<cols; j2+=subcols) { - // for each small vertical panels of lhs + Index actual_cols = (std::min)(cols-j2,subcols); + // for each small vertical panels [T1k^T, T2k^T]^T of lhs for (Index k1=0; k1<actual_kc; k1+=SmallPanelWidth) { Index actualPanelWidth = std::min<Index>(actual_kc-k1, SmallPanelWidth); @@ -114,11 +112,11 @@ struct triangular_solve_matrix<Scalar,Index,OnTheLeft,Mode,Conjugate,TriStorageO Index rs = actualPanelWidth - k - 1; // remaining size Scalar a = (Mode & UnitDiag) ? Scalar(1) : Scalar(1)/conj(tri(i,i)); - for (Index j=0; j<cols; ++j) + for (Index j=j2; j<j2+actual_cols; ++j) { if (TriStorageOrder==RowMajor) { - Scalar b = 0; + Scalar b(0); const Scalar* l = &tri(i,s); Scalar* r = &other(s,j); for (Index i3=0; i3<k; ++i3) @@ -143,7 +141,7 @@ struct triangular_solve_matrix<Scalar,Index,OnTheLeft,Mode,Conjugate,TriStorageO Index blockBOffset = IsLower ? k1 : lengthTarget; // update the respective rows of B from other - pack_rhs(blockB, _other+startBlock, otherStride, actualPanelWidth, cols, actual_kc, blockBOffset); + pack_rhs(blockB+actual_kc*j2, &other(startBlock,j2), otherStride, actualPanelWidth, actual_cols, actual_kc, blockBOffset); // GEBP if (lengthTarget>0) @@ -152,13 +150,13 @@ struct triangular_solve_matrix<Scalar,Index,OnTheLeft,Mode,Conjugate,TriStorageO pack_lhs(blockA, &tri(startTarget,startBlock), triStride, actualPanelWidth, lengthTarget); - gebp_kernel(_other+startTarget, otherStride, blockA, blockB, lengthTarget, actualPanelWidth, cols, Scalar(-1), - actualPanelWidth, actual_kc, 0, blockBOffset); + gebp_kernel(&other(startTarget,j2), otherStride, blockA, blockB+actual_kc*j2, lengthTarget, actualPanelWidth, actual_cols, Scalar(-1), + actualPanelWidth, actual_kc, 0, blockBOffset, blockW); } } } - - // R2 = A2 * B => GEPP + + // R2 -= A21 * B => GEPP { Index start = IsLower ? k2+kc : 0; Index end = IsLower ? size : k2-kc; @@ -169,7 +167,7 @@ struct triangular_solve_matrix<Scalar,Index,OnTheLeft,Mode,Conjugate,TriStorageO { pack_lhs(blockA, &tri(i2, IsLower ? k2 : k2-kc), triStride, actual_kc, actual_mc); - gebp_kernel(_other+i2, otherStride, blockA, blockB, actual_mc, actual_kc, cols, Scalar(-1)); + gebp_kernel(_other+i2, otherStride, blockA, blockB, actual_mc, actual_kc, cols, Scalar(-1), -1, -1, 0, 0, blockW); } } } @@ -185,7 +183,8 @@ struct triangular_solve_matrix<Scalar,Index,OnTheRight,Mode,Conjugate,TriStorage static EIGEN_DONT_INLINE void run( Index size, Index otherSize, const Scalar* _tri, Index triStride, - Scalar* _other, Index otherStride) + Scalar* _other, Index otherStride, + level3_blocking<Scalar,Scalar>& blocking) { Index rows = otherSize; const_blas_data_mapper<Scalar, Index, TriStorageOrder> rhs(_tri,triStride); @@ -198,19 +197,16 @@ struct triangular_solve_matrix<Scalar,Index,OnTheRight,Mode,Conjugate,TriStorage IsLower = (Mode&Lower) == Lower }; -// Index kc = std::min<Index>(Traits::Max_kc/4,size); // cache block size along the K direction -// Index mc = std::min<Index>(Traits::Max_mc,size); // cache block size along the M direction - // check that !!!! - Index kc = size; // cache block size along the K direction - Index mc = size; // cache block size along the M direction - Index nc = rows; // cache block size along the N direction - computeProductBlockingSizes<Scalar,Scalar,4>(kc, mc, nc); + Index kc = blocking.kc(); // cache block size along the K direction + Index mc = (std::min)(rows,blocking.mc()); // cache block size along the M direction + std::size_t sizeA = kc*mc; + std::size_t sizeB = kc*size; std::size_t sizeW = kc*Traits::WorkSpaceFactor; - std::size_t sizeB = sizeW + kc*size; - ei_declare_aligned_stack_constructed_variable(Scalar, blockA, kc*mc, 0); - ei_declare_aligned_stack_constructed_variable(Scalar, allocatedBlockB, sizeB, 0); - Scalar* blockB = allocatedBlockB + sizeW; + + ei_declare_aligned_stack_constructed_variable(Scalar, blockA, sizeA, blocking.blockA()); + ei_declare_aligned_stack_constructed_variable(Scalar, blockB, sizeB, blocking.blockB()); + ei_declare_aligned_stack_constructed_variable(Scalar, blockW, sizeW, blocking.blockW()); conj_if<Conjugate> conj; gebp_kernel<Scalar,Scalar, Index, Traits::mr, Traits::nr, false, Conjugate> gebp_kernel; @@ -277,7 +273,7 @@ struct triangular_solve_matrix<Scalar,Index,OnTheRight,Mode,Conjugate,TriStorage Scalar(-1), actual_kc, actual_kc, // strides panelOffset, panelOffset, // offsets - allocatedBlockB); // workspace + blockW); // workspace } // unblocked triangular solve @@ -308,7 +304,7 @@ struct triangular_solve_matrix<Scalar,Index,OnTheRight,Mode,Conjugate,TriStorage if (rs>0) gebp_kernel(_other+i2+startPanel*otherStride, otherStride, blockA, geb, actual_mc, actual_kc, rs, Scalar(-1), - -1, -1, 0, 0, allocatedBlockB); + -1, -1, 0, 0, blockW); } } } @@ -316,4 +312,6 @@ struct triangular_solve_matrix<Scalar,Index,OnTheRight,Mode,Conjugate,TriStorage } // end namespace internal +} // end namespace Eigen + #endif // EIGEN_TRIANGULAR_SOLVER_MATRIX_H diff --git a/extern/Eigen3/Eigen/src/Core/products/TriangularSolverMatrix_MKL.h b/extern/Eigen3/Eigen/src/Core/products/TriangularSolverMatrix_MKL.h new file mode 100644 index 00000000000..a4f508b2e83 --- /dev/null +++ b/extern/Eigen3/Eigen/src/Core/products/TriangularSolverMatrix_MKL.h @@ -0,0 +1,155 @@ +/* + Copyright (c) 2011, Intel Corporation. All rights reserved. + + Redistribution and use in source and binary forms, with or without modification, + are permitted provided that the following conditions are met: + + * Redistributions of source code must retain the above copyright notice, this + list of conditions and the following disclaimer. + * Redistributions in binary form must reproduce the above copyright notice, + this list of conditions and the following disclaimer in the documentation + and/or other materials provided with the distribution. + * Neither the name of Intel Corporation nor the names of its contributors may + be used to endorse or promote products derived from this software without + specific prior written permission. + + THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND + ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED + WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE + DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR + ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES + (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; + LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON + ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT + (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS + SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. + + ******************************************************************************** + * Content : Eigen bindings to Intel(R) MKL + * Triangular matrix * matrix product functionality based on ?TRMM. + ******************************************************************************** +*/ + +#ifndef EIGEN_TRIANGULAR_SOLVER_MATRIX_MKL_H +#define EIGEN_TRIANGULAR_SOLVER_MATRIX_MKL_H + +namespace Eigen { + +namespace internal { + +// implements LeftSide op(triangular)^-1 * general +#define EIGEN_MKL_TRSM_L(EIGTYPE, MKLTYPE, MKLPREFIX) \ +template <typename Index, int Mode, bool Conjugate, int TriStorageOrder> \ +struct triangular_solve_matrix<EIGTYPE,Index,OnTheLeft,Mode,Conjugate,TriStorageOrder,ColMajor> \ +{ \ + enum { \ + IsLower = (Mode&Lower) == Lower, \ + IsUnitDiag = (Mode&UnitDiag) ? 1 : 0, \ + IsZeroDiag = (Mode&ZeroDiag) ? 1 : 0, \ + conjA = ((TriStorageOrder==ColMajor) && Conjugate) ? 1 : 0 \ + }; \ + static EIGEN_DONT_INLINE void run( \ + Index size, Index otherSize, \ + const EIGTYPE* _tri, Index triStride, \ + EIGTYPE* _other, Index otherStride, level3_blocking<EIGTYPE,EIGTYPE>& /*blocking*/) \ + { \ + MKL_INT m = size, n = otherSize, lda, ldb; \ + char side = 'L', uplo, diag='N', transa; \ + /* Set alpha_ */ \ + MKLTYPE alpha; \ + EIGTYPE myone(1); \ + assign_scalar_eig2mkl(alpha, myone); \ + ldb = otherStride;\ +\ + const EIGTYPE *a; \ +/* Set trans */ \ + transa = (TriStorageOrder==RowMajor) ? ((Conjugate) ? 'C' : 'T') : 'N'; \ +/* Set uplo */ \ + uplo = IsLower ? 'L' : 'U'; \ + if (TriStorageOrder==RowMajor) uplo = (uplo == 'L') ? 'U' : 'L'; \ +/* Set a, lda */ \ + typedef Matrix<EIGTYPE, Dynamic, Dynamic, TriStorageOrder> MatrixTri; \ + Map<const MatrixTri, 0, OuterStride<> > tri(_tri,size,size,OuterStride<>(triStride)); \ + MatrixTri a_tmp; \ +\ + if (conjA) { \ + a_tmp = tri.conjugate(); \ + a = a_tmp.data(); \ + lda = a_tmp.outerStride(); \ + } else { \ + a = _tri; \ + lda = triStride; \ + } \ + if (IsUnitDiag) diag='U'; \ +/* call ?trsm*/ \ + MKLPREFIX##trsm(&side, &uplo, &transa, &diag, &m, &n, &alpha, (const MKLTYPE*)a, &lda, (MKLTYPE*)_other, &ldb); \ + } \ +}; + +EIGEN_MKL_TRSM_L(double, double, d) +EIGEN_MKL_TRSM_L(dcomplex, MKL_Complex16, z) +EIGEN_MKL_TRSM_L(float, float, s) +EIGEN_MKL_TRSM_L(scomplex, MKL_Complex8, c) + + +// implements RightSide general * op(triangular)^-1 +#define EIGEN_MKL_TRSM_R(EIGTYPE, MKLTYPE, MKLPREFIX) \ +template <typename Index, int Mode, bool Conjugate, int TriStorageOrder> \ +struct triangular_solve_matrix<EIGTYPE,Index,OnTheRight,Mode,Conjugate,TriStorageOrder,ColMajor> \ +{ \ + enum { \ + IsLower = (Mode&Lower) == Lower, \ + IsUnitDiag = (Mode&UnitDiag) ? 1 : 0, \ + IsZeroDiag = (Mode&ZeroDiag) ? 1 : 0, \ + conjA = ((TriStorageOrder==ColMajor) && Conjugate) ? 1 : 0 \ + }; \ + static EIGEN_DONT_INLINE void run( \ + Index size, Index otherSize, \ + const EIGTYPE* _tri, Index triStride, \ + EIGTYPE* _other, Index otherStride, level3_blocking<EIGTYPE,EIGTYPE>& /*blocking*/) \ + { \ + MKL_INT m = otherSize, n = size, lda, ldb; \ + char side = 'R', uplo, diag='N', transa; \ + /* Set alpha_ */ \ + MKLTYPE alpha; \ + EIGTYPE myone(1); \ + assign_scalar_eig2mkl(alpha, myone); \ + ldb = otherStride;\ +\ + const EIGTYPE *a; \ +/* Set trans */ \ + transa = (TriStorageOrder==RowMajor) ? ((Conjugate) ? 'C' : 'T') : 'N'; \ +/* Set uplo */ \ + uplo = IsLower ? 'L' : 'U'; \ + if (TriStorageOrder==RowMajor) uplo = (uplo == 'L') ? 'U' : 'L'; \ +/* Set a, lda */ \ + typedef Matrix<EIGTYPE, Dynamic, Dynamic, TriStorageOrder> MatrixTri; \ + Map<const MatrixTri, 0, OuterStride<> > tri(_tri,size,size,OuterStride<>(triStride)); \ + MatrixTri a_tmp; \ +\ + if (conjA) { \ + a_tmp = tri.conjugate(); \ + a = a_tmp.data(); \ + lda = a_tmp.outerStride(); \ + } else { \ + a = _tri; \ + lda = triStride; \ + } \ + if (IsUnitDiag) diag='U'; \ +/* call ?trsm*/ \ + MKLPREFIX##trsm(&side, &uplo, &transa, &diag, &m, &n, &alpha, (const MKLTYPE*)a, &lda, (MKLTYPE*)_other, &ldb); \ + /*std::cout << "TRMS_L specialization!\n";*/ \ + } \ +}; + +EIGEN_MKL_TRSM_R(double, double, d) +EIGEN_MKL_TRSM_R(dcomplex, MKL_Complex16, z) +EIGEN_MKL_TRSM_R(float, float, s) +EIGEN_MKL_TRSM_R(scomplex, MKL_Complex8, c) + + +} // end namespace internal + +} // end namespace Eigen + +#endif // EIGEN_TRIANGULAR_SOLVER_MATRIX_MKL_H diff --git a/extern/Eigen3/Eigen/src/Core/products/TriangularSolverVector.h b/extern/Eigen3/Eigen/src/Core/products/TriangularSolverVector.h index 639d4a5b476..ce4d1008801 100644 --- a/extern/Eigen3/Eigen/src/Core/products/TriangularSolverVector.h +++ b/extern/Eigen3/Eigen/src/Core/products/TriangularSolverVector.h @@ -3,28 +3,15 @@ // // Copyright (C) 2008-2010 Gael Guennebaud <gael.guennebaud@inria.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_TRIANGULAR_SOLVER_VECTOR_H #define EIGEN_TRIANGULAR_SOLVER_VECTOR_H +namespace Eigen { + namespace internal { template<typename LhsScalar, typename RhsScalar, typename Index, int Mode, bool Conjugate, int StorageOrder> @@ -147,4 +134,6 @@ struct triangular_solve_vector<LhsScalar, RhsScalar, Index, OnTheLeft, Mode, Con } // end namespace internal +} // end namespace Eigen + #endif // EIGEN_TRIANGULAR_SOLVER_VECTOR_H diff --git a/extern/Eigen3/Eigen/src/Core/util/BlasUtil.h b/extern/Eigen3/Eigen/src/Core/util/BlasUtil.h index f1d93d2f8b9..91496651c82 100644 --- a/extern/Eigen3/Eigen/src/Core/util/BlasUtil.h +++ b/extern/Eigen3/Eigen/src/Core/util/BlasUtil.h @@ -3,24 +3,9 @@ // // Copyright (C) 2009-2010 Gael Guennebaud <gael.guennebaud@inria.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_BLASUTIL_H #define EIGEN_BLASUTIL_H @@ -28,6 +13,8 @@ // This file contains many lightweight helper classes used to // implement and control fast level 2 and level 3 BLAS-like routines. +namespace Eigen { + namespace internal { // forward declarations @@ -47,7 +34,7 @@ template< int ResStorageOrder> struct general_matrix_matrix_product; -template<typename Index, typename LhsScalar, int LhsStorageOrder, bool ConjugateLhs, typename RhsScalar, bool ConjugateRhs> +template<typename Index, typename LhsScalar, int LhsStorageOrder, bool ConjugateLhs, typename RhsScalar, bool ConjugateRhs, int Version=Specialized> struct general_matrix_vector_product; @@ -56,11 +43,15 @@ template<bool Conjugate> struct conj_if; template<> struct conj_if<true> { template<typename T> inline T operator()(const T& x) { return conj(x); } + template<typename T> + inline T pconj(const T& x) { return internal::pconj(x); } }; template<> struct conj_if<false> { template<typename T> inline const T& operator()(const T& x) { return x; } + template<typename T> + inline const T& pconj(const T& x) { return x; } }; template<typename Scalar> struct conj_helper<Scalar,Scalar,false,false> @@ -118,11 +109,11 @@ template<typename RealScalar,bool Conj> struct conj_helper<RealScalar, std::comp }; template<typename From,typename To> struct get_factor { - EIGEN_STRONG_INLINE static To run(const From& x) { return x; } + static EIGEN_STRONG_INLINE To run(const From& x) { return x; } }; template<typename Scalar> struct get_factor<Scalar,typename NumTraits<Scalar>::Real> { - EIGEN_STRONG_INLINE static typename NumTraits<Scalar>::Real run(const Scalar& x) { return real(x); } + static EIGEN_STRONG_INLINE typename NumTraits<Scalar>::Real run(const Scalar& x) { return real(x); } }; // Lightweight helper class to access matrix coefficients. @@ -175,7 +166,7 @@ template<typename XprType> struct blas_traits ExtractType, typename _ExtractType::PlainObject >::type DirectLinearAccessType; - static inline const ExtractType extract(const XprType& x) { return x; } + static inline ExtractType extract(const XprType& x) { return x; } static inline const Scalar extractScalarFactor(const XprType&) { return Scalar(1); } }; @@ -192,7 +183,7 @@ struct blas_traits<CwiseUnaryOp<scalar_conjugate_op<Scalar>, NestedXpr> > IsComplex = NumTraits<Scalar>::IsComplex, NeedToConjugate = Base::NeedToConjugate ? 0 : IsComplex }; - static inline const ExtractType extract(const XprType& x) { return Base::extract(x.nestedExpression()); } + static inline ExtractType extract(const XprType& x) { return Base::extract(x.nestedExpression()); } static inline Scalar extractScalarFactor(const XprType& x) { return conj(Base::extractScalarFactor(x.nestedExpression())); } }; @@ -204,7 +195,7 @@ struct blas_traits<CwiseUnaryOp<scalar_multiple_op<Scalar>, NestedXpr> > typedef blas_traits<NestedXpr> Base; typedef CwiseUnaryOp<scalar_multiple_op<Scalar>, NestedXpr> XprType; typedef typename Base::ExtractType ExtractType; - static inline const ExtractType extract(const XprType& x) { return Base::extract(x.nestedExpression()); } + static inline ExtractType extract(const XprType& x) { return Base::extract(x.nestedExpression()); } static inline Scalar extractScalarFactor(const XprType& x) { return x.functor().m_other * Base::extractScalarFactor(x.nestedExpression()); } }; @@ -217,7 +208,7 @@ struct blas_traits<CwiseUnaryOp<scalar_opposite_op<Scalar>, NestedXpr> > typedef blas_traits<NestedXpr> Base; typedef CwiseUnaryOp<scalar_opposite_op<Scalar>, NestedXpr> XprType; typedef typename Base::ExtractType ExtractType; - static inline const ExtractType extract(const XprType& x) { return Base::extract(x.nestedExpression()); } + static inline ExtractType extract(const XprType& x) { return Base::extract(x.nestedExpression()); } static inline Scalar extractScalarFactor(const XprType& x) { return - Base::extractScalarFactor(x.nestedExpression()); } }; @@ -239,7 +230,7 @@ struct blas_traits<Transpose<NestedXpr> > enum { IsTransposed = Base::IsTransposed ? 0 : 1 }; - static inline const ExtractType extract(const XprType& x) { return Base::extract(x.nestedExpression()); } + static inline ExtractType extract(const XprType& x) { return Base::extract(x.nestedExpression()); } static inline Scalar extractScalarFactor(const XprType& x) { return Base::extractScalarFactor(x.nestedExpression()); } }; @@ -252,7 +243,7 @@ template<typename T, bool HasUsableDirectAccess=blas_traits<T>::HasUsableDirectA struct extract_data_selector { static const typename T::Scalar* run(const T& m) { - return const_cast<typename T::Scalar*>(&blas_traits<T>::extract(m).coeffRef(0,0)); // FIXME this should be .data() + return blas_traits<T>::extract(m).data(); } }; @@ -268,4 +259,6 @@ template<typename T> const typename T::Scalar* extract_data(const T& m) } // end namespace internal +} // end namespace Eigen + #endif // EIGEN_BLASUTIL_H diff --git a/extern/Eigen3/Eigen/src/Core/util/Constants.h b/extern/Eigen3/Eigen/src/Core/util/Constants.h index c3dd3a09d00..3fd45e84f8e 100644 --- a/extern/Eigen3/Eigen/src/Core/util/Constants.h +++ b/extern/Eigen3/Eigen/src/Core/util/Constants.h @@ -4,28 +4,15 @@ // Copyright (C) 2008-2009 Gael Guennebaud <gael.guennebaud@inria.fr> // Copyright (C) 2007-2009 Benoit Jacob <jacob.benoit.1@gmail.com> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_CONSTANTS_H #define EIGEN_CONSTANTS_H +namespace Eigen { + /** This value means that a quantity is not known at compile-time, and that instead the value is * stored in some runtime variable. * @@ -188,7 +175,9 @@ enum { /** View matrix as an upper triangular matrix with zeros on the diagonal. */ StrictlyUpper=ZeroDiag|Upper, /** Used in BandMatrix and SelfAdjointView to indicate that the matrix is self-adjoint. */ - SelfAdjoint=0x10 + SelfAdjoint=0x10, + /** Used to support symmetric, non-selfadjoint, complex matrices. */ + Symmetric=0x20 }; /** \ingroup enums @@ -200,8 +189,6 @@ enum { Aligned=1 }; -enum { ConditionalJumpCost = 5 }; - /** \ingroup enums * Enum used by DenseBase::corner() in Eigen2 compatibility mode. */ // FIXME after the corner() API change, this was not needed anymore, except by AlignedBox @@ -223,8 +210,6 @@ enum DirectionType { BothDirections }; -enum ProductEvaluationMode { NormalProduct, CacheFriendlyProduct }; - /** \internal \ingroup enums * Enum to specify how to traverse the entries of a matrix. */ enum { @@ -257,6 +242,13 @@ enum { CompleteUnrolling }; +/** \internal \ingroup enums + * Enum to specify whether to use the default (built-in) implementation or the specialization. */ +enum { + Specialized, + BuiltIn +}; + /** \ingroup enums * Enum containing possible values for the \p _Options template parameter of * Matrix, Array and BandMatrix. */ @@ -280,26 +272,21 @@ enum { OnTheRight = 2 }; -/* the following could as well be written: - * enum NoChange_t { NoChange }; - * but it feels dangerous to disambiguate overloaded functions on enum/integer types. - * If on some platform it is really impossible to get rid of "unused variable" warnings, then - * we can always come back to that solution. +/* the following used to be written as: + * + * struct NoChange_t {}; + * namespace { + * EIGEN_UNUSED NoChange_t NoChange; + * } + * + * on the ground that it feels dangerous to disambiguate overloaded functions on enum/integer types. + * However, this leads to "variable declared but never referenced" warnings on Intel Composer XE, + * and we do not know how to get rid of them (bug 450). */ -struct NoChange_t {}; -namespace { - EIGEN_UNUSED NoChange_t NoChange; -} - -struct Sequential_t {}; -namespace { - EIGEN_UNUSED Sequential_t Sequential; -} -struct Default_t {}; -namespace { - EIGEN_UNUSED Default_t Default; -} +enum NoChange_t { NoChange }; +enum Sequential_t { Sequential }; +enum Default_t { Default }; /** \internal \ingroup enums * Used in AmbiVector. */ @@ -375,7 +362,7 @@ enum QRPreconditioners { #error The preprocessor symbol 'Success' is defined, possibly by the X11 header file X.h #endif -/** \ingroups enums +/** \ingroup enums * Enum for reporting the status of a computation. */ enum ComputationInfo { /** Computation was successful. */ @@ -383,7 +370,10 @@ enum ComputationInfo { /** The provided data did not satisfy the prerequisites. */ NumericalIssue = 1, /** Iterative procedure did not converge. */ - NoConvergence = 2 + NoConvergence = 2, + /** The inputs are invalid, or the algorithm has been improperly called. + * When assertions are enabled, such errors trigger an assert. */ + InvalidInput = 3 }; /** \ingroup enums @@ -436,4 +426,6 @@ struct MatrixXpr {}; /** The type used to identify an array expression */ struct ArrayXpr {}; +} // end namespace Eigen + #endif // EIGEN_CONSTANTS_H diff --git a/extern/Eigen3/Eigen/src/Core/util/DisableStupidWarnings.h b/extern/Eigen3/Eigen/src/Core/util/DisableStupidWarnings.h index 00730524b26..6a0bf0629c5 100644 --- a/extern/Eigen3/Eigen/src/Core/util/DisableStupidWarnings.h +++ b/extern/Eigen3/Eigen/src/Core/util/DisableStupidWarnings.h @@ -21,15 +21,13 @@ #elif defined __INTEL_COMPILER // 2196 - routine is both "inline" and "noinline" ("noinline" assumed) // ICC 12 generates this warning even without any inline keyword, when defining class methods 'inline' i.e. inside of class body - // 2536 - type qualifiers are meaningless here - // ICC 12 generates this warning when a function return type is const qualified, even if that type is a template-parameter-dependent // typedef that may be a reference type. // 279 - controlling expression is constant // ICC 12 generates this warning on assert(constant_expression_depending_on_template_params) and frankly this is a legitimate use case. #ifndef EIGEN_PERMANENTLY_DISABLE_STUPID_WARNINGS #pragma warning push #endif - #pragma warning disable 2196 2536 279 + #pragma warning disable 2196 279 #elif defined __clang__ // -Wconstant-logical-operand - warning: use of logical && with constant operand; switch to bitwise & or remove constant // this is really a stupid warning as it warns on compile-time expressions involving enums diff --git a/extern/Eigen3/Eigen/src/Core/util/ForwardDeclarations.h b/extern/Eigen3/Eigen/src/Core/util/ForwardDeclarations.h index 7fbccf98c2b..bcdfe3914e3 100644 --- a/extern/Eigen3/Eigen/src/Core/util/ForwardDeclarations.h +++ b/extern/Eigen3/Eigen/src/Core/util/ForwardDeclarations.h @@ -4,28 +4,14 @@ // Copyright (C) 2007-2010 Benoit Jacob <jacob.benoit.1@gmail.com> // Copyright (C) 2008-2009 Gael Guennebaud <gael.guennebaud@inria.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_FORWARDDECLARATIONS_H #define EIGEN_FORWARDDECLARATIONS_H +namespace Eigen { namespace internal { template<typename T> struct traits; @@ -133,6 +119,7 @@ template<typename ExpressionType> class WithFormat; template<typename MatrixType> struct CommaInitializer; template<typename Derived> class ReturnByValue; template<typename ExpressionType> class ArrayWrapper; +template<typename ExpressionType> class MatrixWrapper; namespace internal { template<typename DecompositionType, typename Rhs> struct solve_retval_base; @@ -282,6 +269,8 @@ template<typename MatrixType,int Direction> class Homogeneous; // MatrixFunctions module template<typename Derived> struct MatrixExponentialReturnValue; template<typename Derived> class MatrixFunctionReturnValue; +template<typename Derived> class MatrixSquareRootReturnValue; +template<typename Derived> class MatrixLogarithmReturnValue; namespace internal { template <typename Scalar> @@ -304,4 +293,6 @@ template<typename MatrixType, unsigned int Mode> struct eigen2_part_return_type; } #endif +} // end namespace Eigen + #endif // EIGEN_FORWARDDECLARATIONS_H diff --git a/extern/Eigen3/Eigen/src/Core/util/MKL_support.h b/extern/Eigen3/Eigen/src/Core/util/MKL_support.h new file mode 100644 index 00000000000..1e6e355d626 --- /dev/null +++ b/extern/Eigen3/Eigen/src/Core/util/MKL_support.h @@ -0,0 +1,109 @@ +/* + Copyright (c) 2011, Intel Corporation. All rights reserved. + + Redistribution and use in source and binary forms, with or without modification, + are permitted provided that the following conditions are met: + + * Redistributions of source code must retain the above copyright notice, this + list of conditions and the following disclaimer. + * Redistributions in binary form must reproduce the above copyright notice, + this list of conditions and the following disclaimer in the documentation + and/or other materials provided with the distribution. + * Neither the name of Intel Corporation nor the names of its contributors may + be used to endorse or promote products derived from this software without + specific prior written permission. + + THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND + ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED + WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE + DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR + ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES + (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; + LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON + ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT + (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS + SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. + + ******************************************************************************** + * Content : Eigen bindings to Intel(R) MKL + * Include file with common MKL declarations + ******************************************************************************** +*/ + +#ifndef EIGEN_MKL_SUPPORT_H +#define EIGEN_MKL_SUPPORT_H + +#ifdef EIGEN_USE_MKL_ALL + #ifndef EIGEN_USE_BLAS + #define EIGEN_USE_BLAS + #endif + #ifndef EIGEN_USE_LAPACKE + #define EIGEN_USE_LAPACKE + #endif + #ifndef EIGEN_USE_MKL_VML + #define EIGEN_USE_MKL_VML + #endif +#endif + +#ifdef EIGEN_USE_LAPACKE_STRICT + #define EIGEN_USE_LAPACKE +#endif + +#if defined(EIGEN_USE_BLAS) || defined(EIGEN_USE_LAPACKE) || defined(EIGEN_USE_MKL_VML) + #define EIGEN_USE_MKL +#endif + +#if defined EIGEN_USE_MKL + +#include <mkl.h> +#include <mkl_lapacke.h> +#define EIGEN_MKL_VML_THRESHOLD 128 + +namespace Eigen { + +typedef std::complex<double> dcomplex; +typedef std::complex<float> scomplex; + +namespace internal { + +template<typename MKLType, typename EigenType> +static inline void assign_scalar_eig2mkl(MKLType& mklScalar, const EigenType& eigenScalar) { + mklScalar=eigenScalar; +} + +template<typename MKLType, typename EigenType> +static inline void assign_conj_scalar_eig2mkl(MKLType& mklScalar, const EigenType& eigenScalar) { + mklScalar=eigenScalar; +} + +template <> +inline void assign_scalar_eig2mkl<MKL_Complex16,dcomplex>(MKL_Complex16& mklScalar, const dcomplex& eigenScalar) { + mklScalar.real=eigenScalar.real(); + mklScalar.imag=eigenScalar.imag(); +} + +template <> +inline void assign_scalar_eig2mkl<MKL_Complex8,scomplex>(MKL_Complex8& mklScalar, const scomplex& eigenScalar) { + mklScalar.real=eigenScalar.real(); + mklScalar.imag=eigenScalar.imag(); +} + +template <> +inline void assign_conj_scalar_eig2mkl<MKL_Complex16,dcomplex>(MKL_Complex16& mklScalar, const dcomplex& eigenScalar) { + mklScalar.real=eigenScalar.real(); + mklScalar.imag=-eigenScalar.imag(); +} + +template <> +inline void assign_conj_scalar_eig2mkl<MKL_Complex8,scomplex>(MKL_Complex8& mklScalar, const scomplex& eigenScalar) { + mklScalar.real=eigenScalar.real(); + mklScalar.imag=-eigenScalar.imag(); +} + +} // end namespace internal + +} // end namespace Eigen + +#endif + +#endif // EIGEN_MKL_SUPPORT_H diff --git a/extern/Eigen3/Eigen/src/Core/util/Macros.h b/extern/Eigen3/Eigen/src/Core/util/Macros.h index b7c2b79af92..d973a68372f 100644 --- a/extern/Eigen3/Eigen/src/Core/util/Macros.h +++ b/extern/Eigen3/Eigen/src/Core/util/Macros.h @@ -1,35 +1,19 @@ - // 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) 2006-2008 Benoit Jacob <jacob.benoit.1@gmail.com> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_MACROS_H #define EIGEN_MACROS_H #define EIGEN_WORLD_VERSION 3 -#define EIGEN_MAJOR_VERSION 0 -#define EIGEN_MINOR_VERSION 5 +#define EIGEN_MAJOR_VERSION 1 +#define EIGEN_MINOR_VERSION 1 #define EIGEN_VERSION_AT_LEAST(x,y,z) (EIGEN_WORLD_VERSION>x || (EIGEN_WORLD_VERSION>=x && \ (EIGEN_MAJOR_VERSION>y || (EIGEN_MAJOR_VERSION>=y && \ @@ -235,12 +219,16 @@ #define EIGEN_ONLY_USED_FOR_DEBUG(x) #endif -#if (defined __GNUC__) -#define EIGEN_DEPRECATED __attribute__((deprecated)) -#elif (defined _MSC_VER) -#define EIGEN_DEPRECATED __declspec(deprecated) +#ifndef EIGEN_NO_DEPRECATED_WARNING + #if (defined __GNUC__) + #define EIGEN_DEPRECATED __attribute__((deprecated)) + #elif (defined _MSC_VER) + #define EIGEN_DEPRECATED __declspec(deprecated) + #else + #define EIGEN_DEPRECATED + #endif #else -#define EIGEN_DEPRECATED + #define EIGEN_DEPRECATED #endif #if (defined __GNUC__) @@ -252,7 +240,7 @@ // Suppresses 'unused variable' warnings. #define EIGEN_UNUSED_VARIABLE(var) (void)var; -#if (defined __GNUC__) +#if !defined(EIGEN_ASM_COMMENT) && (defined __GNUC__) #define EIGEN_ASM_COMMENT(X) asm("#" X) #else #define EIGEN_ASM_COMMENT(X) @@ -265,7 +253,7 @@ * If we made alignment depend on whether or not EIGEN_VECTORIZE is defined, it would be impossible to link * vectorized and non-vectorized code. */ -#if (defined __GNUC__) || (defined __PGI) || (defined __IBMCPP__) +#if (defined __GNUC__) || (defined __PGI) || (defined __IBMCPP__) || (defined __ARMCC_VERSION) #define EIGEN_ALIGN_TO_BOUNDARY(n) __attribute__((aligned(n))) #elif (defined _MSC_VER) #define EIGEN_ALIGN_TO_BOUNDARY(n) __declspec(align(n)) diff --git a/extern/Eigen3/Eigen/src/Core/util/Memory.h b/extern/Eigen3/Eigen/src/Core/util/Memory.h index 023716dc9e0..6e06ace44a0 100644 --- a/extern/Eigen3/Eigen/src/Core/util/Memory.h +++ b/extern/Eigen3/Eigen/src/Core/util/Memory.h @@ -7,24 +7,9 @@ // Copyright (C) 2010 Hauke Heibel <hauke.heibel@gmail.com> // Copyright (C) 2010 Thomas Capricelli <orzel@freehackers.org> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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/. /***************************************************************************** @@ -80,6 +65,8 @@ #define EIGEN_HAS_MM_MALLOC 0 #endif +namespace Eigen { + namespace internal { inline void throw_std_bad_alloc() @@ -457,7 +444,7 @@ template<typename T, bool Align> inline void conditional_aligned_delete_auto(T * * There is also the variant first_aligned(const MatrixBase&) defined in DenseCoeffsBase.h. */ template<typename Scalar, typename Index> -inline static Index first_aligned(const Scalar* array, Index size) +static inline Index first_aligned(const Scalar* array, Index size) { typedef typename packet_traits<Scalar>::type Packet; enum { PacketSize = packet_traits<Scalar>::size, @@ -483,7 +470,26 @@ inline static Index first_aligned(const Scalar* array, Index size) } } -} // end namespace internal + +// std::copy is much slower than memcpy, so let's introduce a smart_copy which +// use memcpy on trivial types, i.e., on types that does not require an initialization ctor. +template<typename T, bool UseMemcpy> struct smart_copy_helper; + +template<typename T> void smart_copy(const T* start, const T* end, T* target) +{ + smart_copy_helper<T,!NumTraits<T>::RequireInitialization>::run(start, end, target); +} + +template<typename T> struct smart_copy_helper<T,true> { + static inline void run(const T* start, const T* end, T* target) + { memcpy(target, start, std::ptrdiff_t(end)-std::ptrdiff_t(start)); } +}; + +template<typename T> struct smart_copy_helper<T,false> { + static inline void run(const T* start, const T* end, T* target) + { std::copy(start, end, target); } +}; + /***************************************************************************** *** Implementation of runtime stack allocation (falling back to malloc) *** @@ -499,8 +505,6 @@ inline static Index first_aligned(const Scalar* array, Index size) #endif #endif -namespace internal { - // This helper class construct the allocated memory, and takes care of destructing and freeing the handled data // at destruction time. In practice this helper class is mainly useful to avoid memory leak in case of exceptions. template<typename T> class aligned_stack_memory_handler @@ -531,14 +535,14 @@ template<typename T> class aligned_stack_memory_handler bool m_deallocate; }; -} +} // end namespace internal /** \internal * Declares, allocates and construct an aligned buffer named NAME of SIZE elements of type TYPE on the stack * if SIZE is smaller than EIGEN_STACK_ALLOCATION_LIMIT, and if stack allocation is supported by the platform * (currently, this is Linux and Visual Studio only). Otherwise the memory is allocated on the heap. * The allocated buffer is automatically deleted when exiting the scope of this declaration. - * If BUFFER is non nul, then the declared variable is simply an alias for BUFFER, and no allocation/deletion occurs. + * If BUFFER is non null, then the declared variable is simply an alias for BUFFER, and no allocation/deletion occurs. * Here is an example: * \code * { @@ -619,7 +623,7 @@ template<typename T> class aligned_stack_memory_handler #define EIGEN_MAKE_ALIGNED_OPERATOR_NEW EIGEN_MAKE_ALIGNED_OPERATOR_NEW_IF(true) #define EIGEN_MAKE_ALIGNED_OPERATOR_NEW_IF_VECTORIZABLE_FIXED_SIZE(Scalar,Size) \ - EIGEN_MAKE_ALIGNED_OPERATOR_NEW_IF(((Size)!=Eigen::Dynamic) && ((sizeof(Scalar)*(Size))%16==0)) + EIGEN_MAKE_ALIGNED_OPERATOR_NEW_IF(bool(((Size)!=Eigen::Dynamic) && ((sizeof(Scalar)*(Size))%16==0))) /****************************************************************************/ @@ -667,24 +671,24 @@ public: return &value; } - aligned_allocator() throw() + aligned_allocator() { } - aligned_allocator( const aligned_allocator& ) throw() + aligned_allocator( const aligned_allocator& ) { } template<class U> - aligned_allocator( const aligned_allocator<U>& ) throw() + aligned_allocator( const aligned_allocator<U>& ) { } - ~aligned_allocator() throw() + ~aligned_allocator() { } - size_type max_size() const throw() + size_type max_size() const { return (std::numeric_limits<size_type>::max)(); } @@ -701,6 +705,15 @@ public: ::new( p ) T( value ); } + // Support for c++11 +#if (__cplusplus >= 201103L) + template<typename... Args> + void construct(pointer p, Args&&... args) + { + ::new(p) T(std::forward<Args>(args)...); + } +#endif + void destroy( pointer p ) { p->~T(); @@ -720,19 +733,21 @@ public: //---------- Cache sizes ---------- -#if defined(__GNUC__) && ( defined(__i386__) || defined(__x86_64__) ) -# if defined(__PIC__) && defined(__i386__) - // Case for x86 with PIC -# define EIGEN_CPUID(abcd,func,id) \ - __asm__ __volatile__ ("xchgl %%ebx, %%esi;cpuid; xchgl %%ebx,%%esi": "=a" (abcd[0]), "=S" (abcd[1]), "=c" (abcd[2]), "=d" (abcd[3]) : "a" (func), "c" (id)); -# else - // Case for x86_64 or x86 w/o PIC -# define EIGEN_CPUID(abcd,func,id) \ - __asm__ __volatile__ ("cpuid": "=a" (abcd[0]), "=b" (abcd[1]), "=c" (abcd[2]), "=d" (abcd[3]) : "a" (func), "c" (id) ); -# endif -#elif defined(_MSC_VER) -# if (_MSC_VER > 1500) -# define EIGEN_CPUID(abcd,func,id) __cpuidex((int*)abcd,func,id) +#if !defined(EIGEN_NO_CPUID) +# if defined(__GNUC__) && ( defined(__i386__) || defined(__x86_64__) ) +# if defined(__PIC__) && defined(__i386__) + // Case for x86 with PIC +# define EIGEN_CPUID(abcd,func,id) \ + __asm__ __volatile__ ("xchgl %%ebx, %%esi;cpuid; xchgl %%ebx,%%esi": "=a" (abcd[0]), "=S" (abcd[1]), "=c" (abcd[2]), "=d" (abcd[3]) : "a" (func), "c" (id)); +# else + // Case for x86_64 or x86 w/o PIC +# define EIGEN_CPUID(abcd,func,id) \ + __asm__ __volatile__ ("cpuid": "=a" (abcd[0]), "=b" (abcd[1]), "=c" (abcd[2]), "=d" (abcd[3]) : "a" (func), "c" (id) ); +# endif +# elif defined(_MSC_VER) +# if (_MSC_VER > 1500) +# define EIGEN_CPUID(abcd,func,id) __cpuidex((int*)abcd,func,id) +# endif # endif #endif @@ -742,7 +757,7 @@ namespace internal { inline bool cpuid_is_vendor(int abcd[4], const char* vendor) { - return abcd[1]==((int*)(vendor))[0] && abcd[3]==((int*)(vendor))[1] && abcd[2]==((int*)(vendor))[2]; + return abcd[1]==(reinterpret_cast<const int*>(vendor))[0] && abcd[3]==(reinterpret_cast<const int*>(vendor))[1] && abcd[2]==(reinterpret_cast<const int*>(vendor))[2]; } inline void queryCacheSizes_intel_direct(int& l1, int& l2, int& l3) @@ -932,4 +947,6 @@ inline int queryTopLevelCacheSize() } // end namespace internal +} // end namespace Eigen + #endif // EIGEN_MEMORY_H diff --git a/extern/Eigen3/Eigen/src/Core/util/Meta.h b/extern/Eigen3/Eigen/src/Core/util/Meta.h index 4518261efef..a5f31164d15 100644 --- a/extern/Eigen3/Eigen/src/Core/util/Meta.h +++ b/extern/Eigen3/Eigen/src/Core/util/Meta.h @@ -4,28 +4,15 @@ // Copyright (C) 2008-2009 Gael Guennebaud <gael.guennebaud@inria.fr> // Copyright (C) 2006-2008 Benoit Jacob <jacob.benoit.1@gmail.com> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_META_H #define EIGEN_META_H +namespace Eigen { + namespace internal { /** \internal @@ -80,8 +67,6 @@ template<> struct is_arithmetic<signed int> { enum { value = true }; }; template<> struct is_arithmetic<unsigned int> { enum { value = true }; }; template<> struct is_arithmetic<signed long> { enum { value = true }; }; template<> struct is_arithmetic<unsigned long> { enum { value = true }; }; -template<> struct is_arithmetic<signed long long> { enum { value = true }; }; -template<> struct is_arithmetic<unsigned long long> { enum { value = true }; }; template <typename T> struct add_const { typedef const T type; }; template <typename T> struct add_const<T&> { typedef T& type; }; @@ -103,6 +88,21 @@ template<bool Condition, typename T> struct enable_if; template<typename T> struct enable_if<true,T> { typedef T type; }; + + +/** \internal + * A base class do disable default copy ctor and copy assignement operator. + */ +class noncopyable +{ + noncopyable(const noncopyable&); + const noncopyable& operator=(const noncopyable&); +protected: + noncopyable() {} + ~noncopyable() {} +}; + + /** \internal * Convenient struct to get the result type of a unary or binary functor. * @@ -226,4 +226,6 @@ template<typename T, int S> struct is_diagonal<DiagonalMatrix<T,S> > } // end namespace internal +} // end namespace Eigen + #endif // EIGEN_META_H diff --git a/extern/Eigen3/Eigen/src/Core/util/NonMPL2.h b/extern/Eigen3/Eigen/src/Core/util/NonMPL2.h new file mode 100644 index 00000000000..1af67cf18c7 --- /dev/null +++ b/extern/Eigen3/Eigen/src/Core/util/NonMPL2.h @@ -0,0 +1,3 @@ +#ifdef EIGEN_MPL2_ONLY +#error Including non-MPL2 code in EIGEN_MPL2_ONLY mode +#endif diff --git a/extern/Eigen3/Eigen/src/Core/util/StaticAssert.h b/extern/Eigen3/Eigen/src/Core/util/StaticAssert.h index 99c7c9972f0..b46a75b3783 100644 --- a/extern/Eigen3/Eigen/src/Core/util/StaticAssert.h +++ b/extern/Eigen3/Eigen/src/Core/util/StaticAssert.h @@ -4,24 +4,9 @@ // Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr> // Copyright (C) 2008 Benoit Jacob <jacob.benoit.1@gmail.com> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_STATIC_ASSERT_H #define EIGEN_STATIC_ASSERT_H @@ -48,6 +33,8 @@ #else // not CXX0X + namespace Eigen { + namespace internal { template<bool condition> @@ -70,6 +57,7 @@ YOU_CALLED_A_DYNAMIC_SIZE_METHOD_ON_A_FIXED_SIZE_MATRIX_OR_VECTOR, UNALIGNED_LOAD_AND_STORE_OPERATIONS_UNIMPLEMENTED_ON_ALTIVEC, THIS_FUNCTION_IS_NOT_FOR_INTEGER_NUMERIC_TYPES, + FLOATING_POINT_ARGUMENT_PASSED__INTEGER_WAS_EXPECTED, NUMERIC_TYPE_MUST_BE_REAL, COEFFICIENT_WRITE_ACCESS_TO_SELFADJOINT_NOT_SUPPORTED, WRITING_TO_TRIANGULAR_PART_WITH_UNIT_DIAGONAL_IS_NOT_SUPPORTED, @@ -95,12 +83,20 @@ YOU_PERFORMED_AN_INVALID_TRANSFORMATION_CONVERSION, THIS_EXPRESSION_IS_NOT_A_LVALUE__IT_IS_READ_ONLY, YOU_ARE_TRYING_TO_USE_AN_INDEX_BASED_ACCESSOR_ON_AN_EXPRESSION_THAT_DOES_NOT_SUPPORT_THAT, - THIS_METHOD_IS_ONLY_FOR_1x1_EXPRESSIONS + THIS_METHOD_IS_ONLY_FOR_1x1_EXPRESSIONS, + THIS_METHOD_IS_ONLY_FOR_EXPRESSIONS_OF_BOOL, + THIS_METHOD_IS_ONLY_FOR_ARRAYS_NOT_MATRICES, + YOU_PASSED_A_ROW_VECTOR_BUT_A_COLUMN_VECTOR_WAS_EXPECTED, + YOU_PASSED_A_COLUMN_VECTOR_BUT_A_ROW_VECTOR_WAS_EXPECTED, + THE_INDEX_TYPE_MUST_BE_A_SIGNED_TYPE, + THE_STORAGE_ORDER_OF_BOTH_SIDES_MUST_MATCH }; }; } // end namespace internal + } // end namespace Eigen + // Specialized implementation for MSVC to avoid "conditional // expression is constant" warnings. This implementation doesn't // appear to work under GCC, hence the multiple implementations. @@ -195,4 +191,15 @@ EIGEN_STATIC_ASSERT(internal::is_lvalue<Derived>::value, \ THIS_EXPRESSION_IS_NOT_A_LVALUE__IT_IS_READ_ONLY) +#define EIGEN_STATIC_ASSERT_ARRAYXPR(Derived) \ + EIGEN_STATIC_ASSERT((internal::is_same<typename internal::traits<Derived>::XprKind, ArrayXpr>::value), \ + THIS_METHOD_IS_ONLY_FOR_ARRAYS_NOT_MATRICES) + +#define EIGEN_STATIC_ASSERT_SAME_XPR_KIND(Derived1, Derived2) \ + EIGEN_STATIC_ASSERT((internal::is_same<typename internal::traits<Derived1>::XprKind, \ + typename internal::traits<Derived2>::XprKind \ + >::value), \ + YOU_CANNOT_MIX_ARRAYS_AND_MATRICES) + + #endif // EIGEN_STATIC_ASSERT_H diff --git a/extern/Eigen3/Eigen/src/Core/util/XprHelper.h b/extern/Eigen3/Eigen/src/Core/util/XprHelper.h index c2078f13786..2a65c7cbfa4 100644 --- a/extern/Eigen3/Eigen/src/Core/util/XprHelper.h +++ b/extern/Eigen3/Eigen/src/Core/util/XprHelper.h @@ -4,24 +4,9 @@ // Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr> // Copyright (C) 2006-2008 Benoit Jacob <jacob.benoit.1@gmail.com> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_XPRHELPER_H #define EIGEN_XPRHELPER_H @@ -37,6 +22,8 @@ #define EIGEN_EMPTY_STRUCT_CTOR(X) #endif +namespace Eigen { + typedef EIGEN_DEFAULT_DENSE_INDEX_TYPE DenseIndex; namespace internal { @@ -260,30 +247,27 @@ template<typename T> struct plain_matrix_type_row_major // we should be able to get rid of this one too template<typename T> struct must_nest_by_value { enum { ret = false }; }; -template<class T> -struct is_reference -{ - enum { ret = false }; -}; - -template<class T> -struct is_reference<T&> -{ - enum { ret = true }; -}; - -/** -* \internal The reference selector for template expressions. The idea is that we don't -* need to use references for expressions since they are light weight proxy -* objects which should generate no copying overhead. -**/ +/** \internal The reference selector for template expressions. The idea is that we don't + * need to use references for expressions since they are light weight proxy + * objects which should generate no copying overhead. */ template <typename T> struct ref_selector { typedef typename conditional< bool(traits<T>::Flags & NestByRefBit), T const&, - T + const T + >::type type; +}; + +/** \internal Adds the const qualifier on the value-type of T2 if and only if T1 is a const type */ +template<typename T1, typename T2> +struct transfer_constness +{ + typedef typename conditional< + bool(internal::is_const<T1>::value), + typename internal::add_const_on_value_type<T2>::type, + T2 >::type type; }; @@ -297,6 +281,8 @@ struct ref_selector * \param T the type of the expression being nested * \param n the number of coefficient accesses in the nested expression for each coefficient access in the bigger expression. * + * Note that if no evaluation occur, then the constness of T is preserved. + * * Example. Suppose that a, b, and c are of type Matrix3d. The user forms the expression a*(b+c). * b+c is an expression "sum of matrices", which we will denote by S. In order to determine how to nest it, * the Product expression uses: nested<S, 3>::ret, which turns out to be Matrix3d because the internal logic of @@ -456,4 +442,6 @@ struct is_lvalue } // end namespace internal +} // end namespace Eigen + #endif // EIGEN_XPRHELPER_H diff --git a/extern/Eigen3/Eigen/src/Eigen2Support/Block.h b/extern/Eigen3/Eigen/src/Eigen2Support/Block.h index bc28051e017..604456f40e7 100644 --- a/extern/Eigen3/Eigen/src/Eigen2Support/Block.h +++ b/extern/Eigen3/Eigen/src/Eigen2Support/Block.h @@ -4,28 +4,15 @@ // Copyright (C) 2008-2009 Gael Guennebaud <gael.guennebaud@inria.fr> // Copyright (C) 2006-2008 Benoit Jacob <jacob.benoit.1@gmail.com> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_BLOCK2_H #define EIGEN_BLOCK2_H +namespace Eigen { + /** \returns a dynamic-size expression of a corner of *this. * * \param type the type of corner. Can be \a Eigen::TopLeft, \a Eigen::TopRight, @@ -134,4 +121,6 @@ DenseBase<Derived>::corner(CornerType type) const } } +} // end namespace Eigen + #endif // EIGEN_BLOCK2_H diff --git a/extern/Eigen3/Eigen/src/Eigen2Support/Cwise.h b/extern/Eigen3/Eigen/src/Eigen2Support/Cwise.h index 2dc83b6a7dd..d95009b6e29 100644 --- a/extern/Eigen3/Eigen/src/Eigen2Support/Cwise.h +++ b/extern/Eigen3/Eigen/src/Eigen2Support/Cwise.h @@ -4,28 +4,15 @@ // Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr> // Copyright (C) 2008 Benoit Jacob <jacob.benoit.1@gmail.com> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_CWISE_H #define EIGEN_CWISE_H +namespace Eigen { + /** \internal * convenient macro to defined the return type of a cwise binary operation */ #define EIGEN_CWISE_BINOP_RETURN_TYPE(OP) \ @@ -200,4 +187,6 @@ inline Cwise<Derived> MatrixBase<Derived>::cwise() return derived(); } +} // end namespace Eigen + #endif // EIGEN_CWISE_H diff --git a/extern/Eigen3/Eigen/src/Eigen2Support/CwiseOperators.h b/extern/Eigen3/Eigen/src/Eigen2Support/CwiseOperators.h index 9c28559c329..482f3064856 100644 --- a/extern/Eigen3/Eigen/src/Eigen2Support/CwiseOperators.h +++ b/extern/Eigen3/Eigen/src/Eigen2Support/CwiseOperators.h @@ -3,28 +3,15 @@ // // Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_ARRAY_CWISE_OPERATORS_H #define EIGEN_ARRAY_CWISE_OPERATORS_H +namespace Eigen { + /*************************************************************************** * The following functions were defined in Core ***************************************************************************/ @@ -306,4 +293,6 @@ inline ExpressionType& Cwise<ExpressionType>::operator-=(const Scalar& scalar) return m_matrix.const_cast_derived() = *this - scalar; } +} // end namespace Eigen + #endif // EIGEN_ARRAY_CWISE_OPERATORS_H diff --git a/extern/Eigen3/Eigen/src/Eigen2Support/Geometry/AlignedBox.h b/extern/Eigen3/Eigen/src/Eigen2Support/Geometry/AlignedBox.h index 78df29d408a..5c928e8fc2d 100644 --- a/extern/Eigen3/Eigen/src/Eigen2Support/Geometry/AlignedBox.h +++ b/extern/Eigen3/Eigen/src/Eigen2Support/Geometry/AlignedBox.h @@ -3,27 +3,14 @@ // // Copyright (C) 2008 Gael Guennebaud <g.gael@free.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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/. // no include guard, we'll include this twice from All.h from Eigen2Support, and it's internal anyway +namespace Eigen { + /** \geometry_module \ingroup Geometry_Module * \nonstableyet * @@ -63,7 +50,7 @@ EIGEN_MAKE_ALIGNED_OPERATOR_NEW_IF_VECTORIZABLE_FIXED_SIZE(_Scalar,_AmbientDim== ~AlignedBox() {} /** \returns the dimension in which the box holds */ - inline int dim() const { return AmbientDimAtCompileTime==Dynamic ? m_min.size()-1 : int(AmbientDimAtCompileTime); } + inline int dim() const { return AmbientDimAtCompileTime==Dynamic ? m_min.size()-1 : AmbientDimAtCompileTime; } /** \returns true if the box is null, i.e, empty. */ inline bool isNull() const { return (m_min.cwise() > m_max).any(); } @@ -157,14 +144,16 @@ protected: template<typename Scalar,int AmbiantDim> inline Scalar AlignedBox<Scalar,AmbiantDim>::squaredExteriorDistance(const VectorType& p) const { - Scalar dist2 = 0.; + Scalar dist2(0); Scalar aux; for (int k=0; k<dim(); ++k) { - if ((aux = (p[k]-m_min[k]))<0.) + if ((aux = (p[k]-m_min[k]))<Scalar(0)) dist2 += aux*aux; - else if ( (aux = (m_max[k]-p[k]))<0. ) + else if ( (aux = (m_max[k]-p[k]))<Scalar(0)) dist2 += aux*aux; } return dist2; } + +} // end namespace Eigen diff --git a/extern/Eigen3/Eigen/src/Eigen2Support/Geometry/All.h b/extern/Eigen3/Eigen/src/Eigen2Support/Geometry/All.h index 9d8244b07a0..e0b00fccccf 100644 --- a/extern/Eigen3/Eigen/src/Eigen2Support/Geometry/All.h +++ b/extern/Eigen3/Eigen/src/Eigen2Support/Geometry/All.h @@ -112,4 +112,4 @@ #undef Hyperplane #undef ParametrizedLine -#endif // EIGEN2_GEOMETRY_MODULE_H
\ No newline at end of file +#endif // EIGEN2_GEOMETRY_MODULE_H diff --git a/extern/Eigen3/Eigen/src/Eigen2Support/Geometry/AngleAxis.h b/extern/Eigen3/Eigen/src/Eigen2Support/Geometry/AngleAxis.h index f7b2d51e3e2..20f1fceeb19 100644 --- a/extern/Eigen3/Eigen/src/Eigen2Support/Geometry/AngleAxis.h +++ b/extern/Eigen3/Eigen/src/Eigen2Support/Geometry/AngleAxis.h @@ -3,27 +3,13 @@ // // Copyright (C) 2008 Gael Guennebaud <g.gael@free.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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/. // no include guard, we'll include this twice from All.h from Eigen2Support, and it's internal anyway +namespace Eigen { /** \geometry_module \ingroup Geometry_Module * @@ -224,3 +210,5 @@ AngleAxis<Scalar>::toRotationMatrix(void) const return res; } + +} // end namespace Eigen diff --git a/extern/Eigen3/Eigen/src/Eigen2Support/Geometry/Hyperplane.h b/extern/Eigen3/Eigen/src/Eigen2Support/Geometry/Hyperplane.h index 81c4f55b173..19cc1bfd883 100644 --- a/extern/Eigen3/Eigen/src/Eigen2Support/Geometry/Hyperplane.h +++ b/extern/Eigen3/Eigen/src/Eigen2Support/Geometry/Hyperplane.h @@ -4,27 +4,14 @@ // Copyright (C) 2008 Gael Guennebaud <g.gael@free.fr> // Copyright (C) 2008 Benoit Jacob <jacob.benoit.1@gmail.com> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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/. // no include guard, we'll include this twice from All.h from Eigen2Support, and it's internal anyway +namespace Eigen { + /** \geometry_module \ingroup Geometry_Module * * \class Hyperplane @@ -263,3 +250,5 @@ protected: Coefficients m_coeffs; }; + +} // end namespace Eigen diff --git a/extern/Eigen3/Eigen/src/Eigen2Support/Geometry/ParametrizedLine.h b/extern/Eigen3/Eigen/src/Eigen2Support/Geometry/ParametrizedLine.h index 411c4b57079..6e4a168a8cd 100644 --- a/extern/Eigen3/Eigen/src/Eigen2Support/Geometry/ParametrizedLine.h +++ b/extern/Eigen3/Eigen/src/Eigen2Support/Geometry/ParametrizedLine.h @@ -4,27 +4,13 @@ // Copyright (C) 2008 Gael Guennebaud <g.gael@free.fr> // Copyright (C) 2008 Benoit Jacob <jacob.benoit.1@gmail.com> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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/. // no include guard, we'll include this twice from All.h from Eigen2Support, and it's internal anyway +namespace Eigen { /** \geometry_module \ingroup Geometry_Module * @@ -151,3 +137,5 @@ inline _Scalar ParametrizedLine<_Scalar, _AmbientDim>::intersection(const Hyperp return -(hyperplane.offset()+origin().eigen2_dot(hyperplane.normal())) /(direction().eigen2_dot(hyperplane.normal())); } + +} // end namespace Eigen diff --git a/extern/Eigen3/Eigen/src/Eigen2Support/Geometry/Quaternion.h b/extern/Eigen3/Eigen/src/Eigen2Support/Geometry/Quaternion.h index a75fa42aeac..ec87da054d6 100644 --- a/extern/Eigen3/Eigen/src/Eigen2Support/Geometry/Quaternion.h +++ b/extern/Eigen3/Eigen/src/Eigen2Support/Geometry/Quaternion.h @@ -3,27 +3,14 @@ // // Copyright (C) 2008 Gael Guennebaud <g.gael@free.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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/. // no include guard, we'll include this twice from All.h from Eigen2Support, and it's internal anyway +namespace Eigen { + template<typename Other, int OtherRows=Other::RowsAtCompileTime, int OtherCols=Other::ColsAtCompileTime> @@ -143,7 +130,7 @@ public: /** \returns a quaternion representing an identity rotation * \sa MatrixBase::Identity() */ - inline static Quaternion Identity() { return Quaternion(1, 0, 0, 0); } + static inline Quaternion Identity() { return Quaternion(1, 0, 0, 0); } /** \sa Quaternion::Identity(), MatrixBase::setIdentity() */ @@ -314,9 +301,9 @@ Quaternion<Scalar>::toRotationMatrix(void) const // it has to be inlined, and so the return by value is not an issue Matrix3 res; - const Scalar tx = 2*this->x(); - const Scalar ty = 2*this->y(); - const Scalar tz = 2*this->z(); + const Scalar tx = Scalar(2)*this->x(); + const Scalar ty = Scalar(2)*this->y(); + const Scalar tz = Scalar(2)*this->z(); const Scalar twx = tx*this->w(); const Scalar twy = ty*this->w(); const Scalar twz = tz*this->w(); @@ -327,15 +314,15 @@ Quaternion<Scalar>::toRotationMatrix(void) const const Scalar tyz = tz*this->y(); const Scalar tzz = tz*this->z(); - res.coeffRef(0,0) = 1-(tyy+tzz); + res.coeffRef(0,0) = Scalar(1)-(tyy+tzz); res.coeffRef(0,1) = txy-twz; res.coeffRef(0,2) = txz+twy; res.coeffRef(1,0) = txy+twz; - res.coeffRef(1,1) = 1-(txx+tzz); + res.coeffRef(1,1) = Scalar(1)-(txx+tzz); res.coeffRef(1,2) = tyz-twx; res.coeffRef(2,0) = txz-twy; res.coeffRef(2,1) = tyz+twx; - res.coeffRef(2,2) = 1-(txx+tyy); + res.coeffRef(2,2) = Scalar(1)-(txx+tyy); return res; } @@ -460,7 +447,7 @@ template<typename Other> struct ei_quaternion_assign_impl<Other,3,3> { typedef typename Other::Scalar Scalar; - inline static void run(Quaternion<Scalar>& q, const Other& mat) + static inline void run(Quaternion<Scalar>& q, const Other& mat) { // This algorithm comes from "Quaternion Calculus and Fast Animation", // Ken Shoemake, 1987 SIGGRAPH course notes @@ -499,8 +486,10 @@ template<typename Other> struct ei_quaternion_assign_impl<Other,4,1> { typedef typename Other::Scalar Scalar; - inline static void run(Quaternion<Scalar>& q, const Other& vec) + static inline void run(Quaternion<Scalar>& q, const Other& vec) { q.coeffs() = vec; } }; + +} // end namespace Eigen diff --git a/extern/Eigen3/Eigen/src/Eigen2Support/Geometry/Rotation2D.h b/extern/Eigen3/Eigen/src/Eigen2Support/Geometry/Rotation2D.h index ee7c80e7eaa..3e02b7a4fd1 100644 --- a/extern/Eigen3/Eigen/src/Eigen2Support/Geometry/Rotation2D.h +++ b/extern/Eigen3/Eigen/src/Eigen2Support/Geometry/Rotation2D.h @@ -3,27 +3,13 @@ // // Copyright (C) 2008 Gael Guennebaud <g.gael@free.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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/. // no include guard, we'll include this twice from All.h from Eigen2Support, and it's internal anyway +namespace Eigen { /** \geometry_module \ingroup Geometry_Module * @@ -155,3 +141,5 @@ Rotation2D<Scalar>::toRotationMatrix(void) const Scalar cosA = ei_cos(m_angle); return (Matrix2() << cosA, -sinA, sinA, cosA).finished(); } + +} // end namespace Eigen diff --git a/extern/Eigen3/Eigen/src/Eigen2Support/Geometry/RotationBase.h b/extern/Eigen3/Eigen/src/Eigen2Support/Geometry/RotationBase.h index 2f494f198bd..78ad73b60ad 100644 --- a/extern/Eigen3/Eigen/src/Eigen2Support/Geometry/RotationBase.h +++ b/extern/Eigen3/Eigen/src/Eigen2Support/Geometry/RotationBase.h @@ -3,27 +3,14 @@ // // Copyright (C) 2008 Gael Guennebaud <g.gael@free.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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/. // no include guard, we'll include this twice from All.h from Eigen2Support, and it's internal anyway +namespace Eigen { + // this file aims to contains the various representations of rotation/orientation // in 2D and 3D space excepted Matrix and Quaternion. @@ -113,22 +100,24 @@ Matrix<_Scalar, _Rows, _Cols, _Storage, _MaxRows, _MaxCols> * \sa class Transform, class Rotation2D, class Quaternion, class AngleAxis */ template<typename Scalar, int Dim> -inline static Matrix<Scalar,2,2> ei_toRotationMatrix(const Scalar& s) +static inline Matrix<Scalar,2,2> ei_toRotationMatrix(const Scalar& s) { EIGEN_STATIC_ASSERT(Dim==2,YOU_MADE_A_PROGRAMMING_MISTAKE) return Rotation2D<Scalar>(s).toRotationMatrix(); } template<typename Scalar, int Dim, typename OtherDerived> -inline static Matrix<Scalar,Dim,Dim> ei_toRotationMatrix(const RotationBase<OtherDerived,Dim>& r) +static inline Matrix<Scalar,Dim,Dim> ei_toRotationMatrix(const RotationBase<OtherDerived,Dim>& r) { return r.toRotationMatrix(); } template<typename Scalar, int Dim, typename OtherDerived> -inline static const MatrixBase<OtherDerived>& ei_toRotationMatrix(const MatrixBase<OtherDerived>& mat) +static inline const MatrixBase<OtherDerived>& ei_toRotationMatrix(const MatrixBase<OtherDerived>& mat) { EIGEN_STATIC_ASSERT(OtherDerived::RowsAtCompileTime==Dim && OtherDerived::ColsAtCompileTime==Dim, YOU_MADE_A_PROGRAMMING_MISTAKE) return mat; } + +} // end namespace Eigen diff --git a/extern/Eigen3/Eigen/src/Eigen2Support/Geometry/Scaling.h b/extern/Eigen3/Eigen/src/Eigen2Support/Geometry/Scaling.h index 108e6d7d58f..a07c1c7c762 100644 --- a/extern/Eigen3/Eigen/src/Eigen2Support/Geometry/Scaling.h +++ b/extern/Eigen3/Eigen/src/Eigen2Support/Geometry/Scaling.h @@ -3,27 +3,13 @@ // // Copyright (C) 2008 Gael Guennebaud <g.gael@free.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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/. // no include guard, we'll include this twice from All.h from Eigen2Support, and it's internal anyway +namespace Eigen { /** \geometry_module \ingroup Geometry_Module * @@ -177,3 +163,5 @@ Scaling<Scalar,Dim>::operator* (const TransformType& t) const res.prescale(m_coeffs); return res; } + +} // end namespace Eigen diff --git a/extern/Eigen3/Eigen/src/Eigen2Support/Geometry/Transform.h b/extern/Eigen3/Eigen/src/Eigen2Support/Geometry/Transform.h index 88956c86c73..dceb8020383 100644 --- a/extern/Eigen3/Eigen/src/Eigen2Support/Geometry/Transform.h +++ b/extern/Eigen3/Eigen/src/Eigen2Support/Geometry/Transform.h @@ -4,27 +4,13 @@ // Copyright (C) 2008 Gael Guennebaud <g.gael@free.fr> // Copyright (C) 2009 Benoit Jacob <jacob.benoit.1@gmail.com> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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/. // no include guard, we'll include this twice from All.h from Eigen2Support, and it's internal anyway +namespace Eigen { // Note that we have to pass Dim and HDim because it is not allowed to use a template // parameter to define a template specialization. To be more precise, in the following @@ -796,3 +782,5 @@ struct ei_transform_product_impl<Other,Dim,HDim, Dim,1> { return ((tr.linear() * other) + tr.translation()) * (Scalar(1) / ( (tr.matrix().template block<1,Dim>(Dim,0) * other).coeff(0) + tr.matrix().coeff(Dim,Dim))); } }; + +} // end namespace Eigen diff --git a/extern/Eigen3/Eigen/src/Eigen2Support/Geometry/Translation.h b/extern/Eigen3/Eigen/src/Eigen2Support/Geometry/Translation.h index e651e310212..0fb9a9f9a5a 100644 --- a/extern/Eigen3/Eigen/src/Eigen2Support/Geometry/Translation.h +++ b/extern/Eigen3/Eigen/src/Eigen2Support/Geometry/Translation.h @@ -3,27 +3,13 @@ // // Copyright (C) 2008 Gael Guennebaud <g.gael@free.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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/. // no include guard, we'll include this twice from All.h from Eigen2Support, and it's internal anyway +namespace Eigen { /** \geometry_module \ingroup Geometry_Module * @@ -194,3 +180,5 @@ Translation<Scalar,Dim>::operator* (const TransformType& t) const res.pretranslate(m_coeffs); return res; } + +} // end namespace Eigen diff --git a/extern/Eigen3/Eigen/src/Eigen2Support/LU.h b/extern/Eigen3/Eigen/src/Eigen2Support/LU.h index c23c11baa72..49f19ad76e3 100644 --- a/extern/Eigen3/Eigen/src/Eigen2Support/LU.h +++ b/extern/Eigen3/Eigen/src/Eigen2Support/LU.h @@ -3,28 +3,15 @@ // // Copyright (C) 2011 Benoit Jacob <jacob.benoit.1@gmail.com> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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 EIGEN2_LU_H #define EIGEN2_LU_H +namespace Eigen { + template<typename MatrixType> class LU : public FullPivLU<MatrixType> { @@ -57,7 +44,6 @@ class LU : public FullPivLU<MatrixType> > ImageResultType; typedef FullPivLU<MatrixType> Base; - LU() : Base() {} template<typename T> explicit LU(const T& t) : Base(t), m_originalMatrix(t) {} @@ -129,5 +115,6 @@ MatrixBase<Derived>::eigen2_lu() const } #endif +} // end namespace Eigen #endif // EIGEN2_LU_H diff --git a/extern/Eigen3/Eigen/src/Eigen2Support/Lazy.h b/extern/Eigen3/Eigen/src/Eigen2Support/Lazy.h index c4288ede2ef..593fc78e6de 100644 --- a/extern/Eigen3/Eigen/src/Eigen2Support/Lazy.h +++ b/extern/Eigen3/Eigen/src/Eigen2Support/Lazy.h @@ -3,28 +3,15 @@ // // Copyright (C) 2008 Benoit Jacob <jacob.benoit.1@gmail.com> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_LAZY_H #define EIGEN_LAZY_H +namespace Eigen { + /** \deprecated it is only used by lazy() which is deprecated * * \returns an expression of *this with added flags @@ -79,4 +66,6 @@ Derived& MatrixBase<Derived>::operator-=(const Flagged<ProductBase<ProductDerive other._expression().derived().subTo(derived()); return derived(); } +} // end namespace Eigen + #endif // EIGEN_LAZY_H diff --git a/extern/Eigen3/Eigen/src/Eigen2Support/LeastSquares.h b/extern/Eigen3/Eigen/src/Eigen2Support/LeastSquares.h index 4b62ffa92c7..7aff428dc45 100644 --- a/extern/Eigen3/Eigen/src/Eigen2Support/LeastSquares.h +++ b/extern/Eigen3/Eigen/src/Eigen2Support/LeastSquares.h @@ -3,28 +3,15 @@ // // Copyright (C) 2006-2009 Benoit Jacob <jacob.benoit.1@gmail.com> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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 EIGEN2_LEASTSQUARES_H #define EIGEN2_LEASTSQUARES_H +namespace Eigen { + /** \ingroup LeastSquares_Module * * \leastsquares_module @@ -178,5 +165,6 @@ void fitHyperplane(int numPoints, result->offset() = - (result->normal().cwise()* mean).sum(); } +} // end namespace Eigen #endif // EIGEN2_LEASTSQUARES_H diff --git a/extern/Eigen3/Eigen/src/Eigen2Support/Macros.h b/extern/Eigen3/Eigen/src/Eigen2Support/Macros.h index 77e85a41e3d..351c32afb60 100644 --- a/extern/Eigen3/Eigen/src/Eigen2Support/Macros.h +++ b/extern/Eigen3/Eigen/src/Eigen2Support/Macros.h @@ -3,24 +3,9 @@ // // Copyright (C) 2011 Benoit Jacob <jacob.benoit.1@gmail.com> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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 EIGEN2_MACROS_H #define EIGEN2_MACROS_H diff --git a/extern/Eigen3/Eigen/src/Eigen2Support/MathFunctions.h b/extern/Eigen3/Eigen/src/Eigen2Support/MathFunctions.h index caa44e63f32..3a8a9ca8146 100644 --- a/extern/Eigen3/Eigen/src/Eigen2Support/MathFunctions.h +++ b/extern/Eigen3/Eigen/src/Eigen2Support/MathFunctions.h @@ -3,28 +3,15 @@ // // Copyright (C) 2010 Gael Guennebaud <gael.guennebaud@inria.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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 EIGEN2_MATH_FUNCTIONS_H #define EIGEN2_MATH_FUNCTIONS_H +namespace Eigen { + template<typename T> inline typename NumTraits<T>::Real ei_real(const T& x) { return internal::real(x); } template<typename T> inline typename NumTraits<T>::Real ei_imag(const T& x) { return internal::imag(x); } template<typename T> inline T ei_conj(const T& x) { return internal::conj(x); } @@ -65,4 +52,6 @@ inline bool ei_isApproxOrLessThan(const Scalar& x, const Scalar& y, return internal::isApproxOrLessThan(x, y, precision); } +} // end namespace Eigen + #endif // EIGEN2_MATH_FUNCTIONS_H diff --git a/extern/Eigen3/Eigen/src/Eigen2Support/Memory.h b/extern/Eigen3/Eigen/src/Eigen2Support/Memory.h index 0283475419e..f86372b6b56 100644 --- a/extern/Eigen3/Eigen/src/Eigen2Support/Memory.h +++ b/extern/Eigen3/Eigen/src/Eigen2Support/Memory.h @@ -3,28 +3,15 @@ // // Copyright (C) 2011 Benoit Jacob <jacob.benoit.1@gmail.com> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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 EIGEN2_MEMORY_H #define EIGEN2_MEMORY_H +namespace Eigen { + inline void* ei_aligned_malloc(size_t size) { return internal::aligned_malloc(size); } inline void ei_aligned_free(void *ptr) { internal::aligned_free(ptr); } inline void* ei_aligned_realloc(void *ptr, size_t new_size, size_t old_size) { return internal::aligned_realloc(ptr, new_size, old_size); } @@ -53,6 +40,6 @@ template<typename T> inline void ei_aligned_delete(T *ptr, size_t size) return internal::aligned_delete(ptr, size); } - +} // end namespace Eigen #endif // EIGEN2_MACROS_H diff --git a/extern/Eigen3/Eigen/src/Eigen2Support/Meta.h b/extern/Eigen3/Eigen/src/Eigen2Support/Meta.h index 6e500b79a2e..fa37cfc961e 100644 --- a/extern/Eigen3/Eigen/src/Eigen2Support/Meta.h +++ b/extern/Eigen3/Eigen/src/Eigen2Support/Meta.h @@ -3,28 +3,15 @@ // // Copyright (C) 2011 Benoit Jacob <jacob.benoit.1@gmail.com> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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 EIGEN2_META_H #define EIGEN2_META_H +namespace Eigen { + template<typename T> struct ei_traits : internal::traits<T> {}; @@ -83,4 +70,6 @@ class ei_meta_sqrt template<int Y, int InfX, int SupX> class ei_meta_sqrt<Y, InfX, SupX, true> { public: enum { ret = (SupX*SupX <= Y) ? SupX : InfX }; }; +} // end namespace Eigen + #endif // EIGEN2_META_H diff --git a/extern/Eigen3/Eigen/src/Eigen2Support/Minor.h b/extern/Eigen3/Eigen/src/Eigen2Support/Minor.h index eda91cc32be..4cded5734fa 100644 --- a/extern/Eigen3/Eigen/src/Eigen2Support/Minor.h +++ b/extern/Eigen3/Eigen/src/Eigen2Support/Minor.h @@ -3,28 +3,15 @@ // // Copyright (C) 2006-2009 Benoit Jacob <jacob.benoit.1@gmail.com> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_MINOR_H #define EIGEN_MINOR_H +namespace Eigen { + /** * \class Minor * @@ -125,4 +112,6 @@ MatrixBase<Derived>::minor(Index row, Index col) const return Minor<Derived>(derived(), row, col); } +} // end namespace Eigen + #endif // EIGEN_MINOR_H diff --git a/extern/Eigen3/Eigen/src/Eigen2Support/QR.h b/extern/Eigen3/Eigen/src/Eigen2Support/QR.h index 64f5d5ccb30..2042c98510a 100644 --- a/extern/Eigen3/Eigen/src/Eigen2Support/QR.h +++ b/extern/Eigen3/Eigen/src/Eigen2Support/QR.h @@ -4,28 +4,15 @@ // Copyright (C) 2008 Gael Guennebaud <g.gael@free.fr> // Copyright (C) 2011 Benoit Jacob <jacob.benoit.1@gmail.com> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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 EIGEN2_QR_H #define EIGEN2_QR_H +namespace Eigen { + template<typename MatrixType> class QR : public HouseholderQR<MatrixType> { @@ -75,5 +62,6 @@ MatrixBase<Derived>::qr() const return QR<PlainObject>(eval()); } +} // end namespace Eigen #endif // EIGEN2_QR_H diff --git a/extern/Eigen3/Eigen/src/Eigen2Support/SVD.h b/extern/Eigen3/Eigen/src/Eigen2Support/SVD.h index 16b4b488f0c..3d2eeb44586 100644 --- a/extern/Eigen3/Eigen/src/Eigen2Support/SVD.h +++ b/extern/Eigen3/Eigen/src/Eigen2Support/SVD.h @@ -3,28 +3,15 @@ // // Copyright (C) 2008 Gael Guennebaud <g.gael@free.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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 EIGEN2_SVD_H #define EIGEN2_SVD_H +namespace Eigen { + /** \ingroup SVD_Module * \nonstableyet * @@ -390,7 +377,7 @@ void SVD<MatrixType>::compute(const MatrixType& matrix) Scalar ek = e[k]/scale; Scalar b = ((spm1 + sp)*(spm1 - sp) + epm1*epm1)/Scalar(2); Scalar c = (sp*epm1)*(sp*epm1); - Scalar shift = 0.0; + Scalar shift(0); if ((b != 0.0) || (c != 0.0)) { shift = ei_sqrt(b*b + c); @@ -646,4 +633,6 @@ MatrixBase<Derived>::svd() const return SVD<PlainObject>(derived()); } +} // end namespace Eigen + #endif // EIGEN2_SVD_H diff --git a/extern/Eigen3/Eigen/src/Eigen2Support/TriangularSolver.h b/extern/Eigen3/Eigen/src/Eigen2Support/TriangularSolver.h index e94e47a5093..ebbeb3b4958 100644 --- a/extern/Eigen3/Eigen/src/Eigen2Support/TriangularSolver.h +++ b/extern/Eigen3/Eigen/src/Eigen2Support/TriangularSolver.h @@ -3,28 +3,15 @@ // // Copyright (C) 2010 Gael Guennebaud <gael.guennebaud@inria.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_TRIANGULAR_SOLVER2_H #define EIGEN_TRIANGULAR_SOLVER2_H +namespace Eigen { + const unsigned int UnitDiagBit = UnitDiag; const unsigned int SelfAdjointBit = SelfAdjoint; const unsigned int UpperTriangularBit = Upper; @@ -49,5 +36,7 @@ void Flagged<ExpressionType,Added,Removed>::solveTriangularInPlace(const MatrixB { m_matrix.template triangularView<Added>().solveInPlace(other.derived()); } + +} // end namespace Eigen #endif // EIGEN_TRIANGULAR_SOLVER2_H diff --git a/extern/Eigen3/Eigen/src/Eigen2Support/VectorBlock.h b/extern/Eigen3/Eigen/src/Eigen2Support/VectorBlock.h index 010031d1971..71a8080a9fc 100644 --- a/extern/Eigen3/Eigen/src/Eigen2Support/VectorBlock.h +++ b/extern/Eigen3/Eigen/src/Eigen2Support/VectorBlock.h @@ -4,28 +4,15 @@ // Copyright (C) 2008-2009 Gael Guennebaud <gael.guennebaud@inria.fr> // Copyright (C) 2006-2008 Benoit Jacob <jacob.benoit.1@gmail.com> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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 EIGEN2_VECTORBLOCK_H #define EIGEN2_VECTORBLOCK_H +namespace Eigen { + /** \deprecated use DenseMase::head(Index) */ template<typename Derived> inline VectorBlock<Derived> @@ -102,4 +89,6 @@ MatrixBase<Derived>::end() const return VectorBlock<const Derived, Size>(derived(), size() - Size); } +} // end namespace Eigen + #endif // EIGEN2_VECTORBLOCK_H diff --git a/extern/Eigen3/Eigen/src/Eigenvalues/ComplexEigenSolver.h b/extern/Eigen3/Eigen/src/Eigenvalues/ComplexEigenSolver.h index 57e00227d72..c4b8a308cee 100644 --- a/extern/Eigen3/Eigen/src/Eigenvalues/ComplexEigenSolver.h +++ b/extern/Eigen3/Eigen/src/Eigenvalues/ComplexEigenSolver.h @@ -5,31 +5,17 @@ // Copyright (C) 2009 Gael Guennebaud <gael.guennebaud@inria.fr> // Copyright (C) 2010 Jitse Niesen <jitse@maths.leeds.ac.uk> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_COMPLEX_EIGEN_SOLVER_H #define EIGEN_COMPLEX_EIGEN_SOLVER_H -#include "./EigenvaluesCommon.h" #include "./ComplexSchur.h" +namespace Eigen { + /** \eigenvalues_module \ingroup Eigenvalues_Module * * @@ -328,5 +314,6 @@ void ComplexEigenSolver<MatrixType>::sortEigenvalues(bool computeEigenvectors) } } +} // end namespace Eigen #endif // EIGEN_COMPLEX_EIGEN_SOLVER_H diff --git a/extern/Eigen3/Eigen/src/Eigenvalues/ComplexSchur.h b/extern/Eigen3/Eigen/src/Eigenvalues/ComplexSchur.h index ec93af2e58a..16a9a03d219 100644 --- a/extern/Eigen3/Eigen/src/Eigenvalues/ComplexSchur.h +++ b/extern/Eigen3/Eigen/src/Eigenvalues/ComplexSchur.h @@ -5,31 +5,17 @@ // Copyright (C) 2009 Gael Guennebaud <gael.guennebaud@inria.fr> // Copyright (C) 2010 Jitse Niesen <jitse@maths.leeds.ac.uk> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_COMPLEX_SCHUR_H #define EIGEN_COMPLEX_SCHUR_H -#include "./EigenvaluesCommon.h" #include "./HessenbergDecomposition.h" +namespace Eigen { + namespace internal { template<typename MatrixType, bool IsComplex> struct complex_schur_reduce_to_hessenberg; } @@ -227,46 +213,6 @@ template<typename _MatrixType> class ComplexSchur friend struct internal::complex_schur_reduce_to_hessenberg<MatrixType, NumTraits<Scalar>::IsComplex>; }; -namespace internal { - -/** Computes the principal value of the square root of the complex \a z. */ -template<typename RealScalar> -std::complex<RealScalar> sqrt(const std::complex<RealScalar> &z) -{ - RealScalar t, tre, tim; - - t = abs(z); - - if (abs(real(z)) <= abs(imag(z))) - { - // No cancellation in these formulas - tre = sqrt(RealScalar(0.5)*(t + real(z))); - tim = sqrt(RealScalar(0.5)*(t - real(z))); - } - else - { - // Stable computation of the above formulas - if (z.real() > RealScalar(0)) - { - tre = t + z.real(); - tim = abs(imag(z))*sqrt(RealScalar(0.5)/tre); - tre = sqrt(RealScalar(0.5)*tre); - } - else - { - tim = t - z.real(); - tre = abs(imag(z))*sqrt(RealScalar(0.5)/tim); - tim = sqrt(RealScalar(0.5)*tim); - } - } - if(z.imag() < RealScalar(0)) - tim = -tim; - - return (std::complex<RealScalar>(tre,tim)); -} -} // end namespace internal - - /** If m_matT(i+1,i) is neglegible in floating point arithmetic * compared to m_matT(i,i) and m_matT(j,j), then set it to zero and * return true, else return false. */ @@ -302,7 +248,7 @@ typename ComplexSchur<MatrixType>::ComplexScalar ComplexSchur<MatrixType>::compu ComplexScalar b = t.coeff(0,1) * t.coeff(1,0); ComplexScalar c = t.coeff(0,0) - t.coeff(1,1); - ComplexScalar disc = internal::sqrt(c*c + RealScalar(4)*b); + ComplexScalar disc = sqrt(c*c + RealScalar(4)*b); ComplexScalar det = t.coeff(0,0) * t.coeff(1,1) - b; ComplexScalar trace = t.coeff(0,0) + t.coeff(1,1); ComplexScalar eival1 = (trace + disc) / RealScalar(2); @@ -406,7 +352,7 @@ void ComplexSchur<MatrixType>::reduceToTriangularForm(bool computeU) // if we spent too many iterations on the current element, we give up iter++; - if(iter > m_maxIterations) break; + if(iter > m_maxIterations * m_matT.cols()) break; // find il, the top row of the active submatrix il = iu-1; @@ -436,7 +382,7 @@ void ComplexSchur<MatrixType>::reduceToTriangularForm(bool computeU) } } - if(iter <= m_maxIterations) + if(iter <= m_maxIterations * m_matT.cols()) m_info = Success; else m_info = NoConvergence; @@ -445,4 +391,6 @@ void ComplexSchur<MatrixType>::reduceToTriangularForm(bool computeU) m_matUisUptodate = computeU; } +} // end namespace Eigen + #endif // EIGEN_COMPLEX_SCHUR_H diff --git a/extern/Eigen3/Eigen/src/Eigenvalues/ComplexSchur_MKL.h b/extern/Eigen3/Eigen/src/Eigenvalues/ComplexSchur_MKL.h new file mode 100644 index 00000000000..aa18e696352 --- /dev/null +++ b/extern/Eigen3/Eigen/src/Eigenvalues/ComplexSchur_MKL.h @@ -0,0 +1,94 @@ +/* + Copyright (c) 2011, Intel Corporation. All rights reserved. + + Redistribution and use in source and binary forms, with or without modification, + are permitted provided that the following conditions are met: + + * Redistributions of source code must retain the above copyright notice, this + list of conditions and the following disclaimer. + * Redistributions in binary form must reproduce the above copyright notice, + this list of conditions and the following disclaimer in the documentation + and/or other materials provided with the distribution. + * Neither the name of Intel Corporation nor the names of its contributors may + be used to endorse or promote products derived from this software without + specific prior written permission. + + THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND + ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED + WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE + DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR + ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES + (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; + LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON + ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT + (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS + SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. + + ******************************************************************************** + * Content : Eigen bindings to Intel(R) MKL + * Complex Schur needed to complex unsymmetrical eigenvalues/eigenvectors. + ******************************************************************************** +*/ + +#ifndef EIGEN_COMPLEX_SCHUR_MKL_H +#define EIGEN_COMPLEX_SCHUR_MKL_H + +#include "Eigen/src/Core/util/MKL_support.h" + +namespace Eigen { + +/** \internal Specialization for the data types supported by MKL */ + +#define EIGEN_MKL_SCHUR_COMPLEX(EIGTYPE, MKLTYPE, MKLPREFIX, MKLPREFIX_U, EIGCOLROW, MKLCOLROW) \ +template<> inline\ +ComplexSchur<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW> >& \ +ComplexSchur<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW> >::compute(const Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW>& matrix, bool computeU) \ +{ \ + typedef Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW> MatrixType; \ + typedef MatrixType::Scalar Scalar; \ + typedef MatrixType::RealScalar RealScalar; \ + typedef std::complex<RealScalar> ComplexScalar; \ +\ + assert(matrix.cols() == matrix.rows()); \ +\ + m_matUisUptodate = false; \ + if(matrix.cols() == 1) \ + { \ + m_matT = matrix.cast<ComplexScalar>(); \ + if(computeU) m_matU = ComplexMatrixType::Identity(1,1); \ + m_info = Success; \ + m_isInitialized = true; \ + m_matUisUptodate = computeU; \ + return *this; \ + } \ + lapack_int n = matrix.cols(), sdim, info; \ + lapack_int lda = matrix.outerStride(); \ + lapack_int matrix_order = MKLCOLROW; \ + char jobvs, sort='N'; \ + LAPACK_##MKLPREFIX_U##_SELECT1 select = 0; \ + jobvs = (computeU) ? 'V' : 'N'; \ + m_matU.resize(n, n); \ + lapack_int ldvs = m_matU.outerStride(); \ + m_matT = matrix; \ + Matrix<EIGTYPE, Dynamic, Dynamic> w; \ + w.resize(n, 1);\ + info = LAPACKE_##MKLPREFIX##gees( matrix_order, jobvs, sort, select, n, (MKLTYPE*)m_matT.data(), lda, &sdim, (MKLTYPE*)w.data(), (MKLTYPE*)m_matU.data(), ldvs ); \ + if(info == 0) \ + m_info = Success; \ + else \ + m_info = NoConvergence; \ +\ + m_isInitialized = true; \ + m_matUisUptodate = computeU; \ + return *this; \ +\ +} + +EIGEN_MKL_SCHUR_COMPLEX(dcomplex, MKL_Complex16, z, Z, ColMajor, LAPACK_COL_MAJOR) +EIGEN_MKL_SCHUR_COMPLEX(scomplex, MKL_Complex8, c, C, ColMajor, LAPACK_COL_MAJOR) +EIGEN_MKL_SCHUR_COMPLEX(dcomplex, MKL_Complex16, z, Z, RowMajor, LAPACK_ROW_MAJOR) +EIGEN_MKL_SCHUR_COMPLEX(scomplex, MKL_Complex8, c, C, RowMajor, LAPACK_ROW_MAJOR) + +} // end namespace Eigen + +#endif // EIGEN_COMPLEX_SCHUR_MKL_H diff --git a/extern/Eigen3/Eigen/src/Eigenvalues/EigenSolver.h b/extern/Eigen3/Eigen/src/Eigenvalues/EigenSolver.h index f57353c065f..c16ff2b74e2 100644 --- a/extern/Eigen3/Eigen/src/Eigenvalues/EigenSolver.h +++ b/extern/Eigen3/Eigen/src/Eigenvalues/EigenSolver.h @@ -4,31 +4,17 @@ // Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr> // Copyright (C) 2010 Jitse Niesen <jitse@maths.leeds.ac.uk> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_EIGENSOLVER_H #define EIGEN_EIGENSOLVER_H -#include "./EigenvaluesCommon.h" #include "./RealSchur.h" +namespace Eigen { + /** \eigenvalues_module \ingroup Eigenvalues_Module * * @@ -432,7 +418,7 @@ void EigenSolver<MatrixType>::doComputeEigenvectors() const Scalar eps = NumTraits<Scalar>::epsilon(); // inefficient! this is already computed in RealSchur - Scalar norm = 0.0; + Scalar norm(0); for (Index j = 0; j < size; ++j) { norm += m_matT.row(j).segment((std::max)(j-1,Index(0)), size-(std::max)(j-1,Index(0))).cwiseAbs().sum(); @@ -452,7 +438,7 @@ void EigenSolver<MatrixType>::doComputeEigenvectors() // Scalar vector if (q == Scalar(0)) { - Scalar lastr=0, lastw=0; + Scalar lastr(0), lastw(0); Index l = n; m_matT.coeffRef(n,n) = 1.0; @@ -498,7 +484,7 @@ void EigenSolver<MatrixType>::doComputeEigenvectors() } else if (q < Scalar(0) && n > 0) // Complex vector { - Scalar lastra=0, lastsa=0, lastw=0; + Scalar lastra(0), lastsa(0), lastw(0); Index l = n-1; // Last vector component imaginary so matrix is triangular @@ -588,4 +574,6 @@ void EigenSolver<MatrixType>::doComputeEigenvectors() } } +} // end namespace Eigen + #endif // EIGEN_EIGENSOLVER_H diff --git a/extern/Eigen3/Eigen/src/Eigenvalues/EigenvaluesCommon.h b/extern/Eigen3/Eigen/src/Eigenvalues/EigenvaluesCommon.h deleted file mode 100644 index 749bea79500..00000000000 --- a/extern/Eigen3/Eigen/src/Eigenvalues/EigenvaluesCommon.h +++ /dev/null @@ -1,31 +0,0 @@ -// This file is part of Eigen, a lightweight C++ template library -// for linear algebra. -// -// Copyright (C) 2010 Jitse Niesen <jitse@maths.leeds.ac.uk> -// -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. - -#ifndef EIGEN_EIGENVALUES_COMMON_H -#define EIGEN_EIGENVALUES_COMMON_H - - - -#endif // EIGEN_EIGENVALUES_COMMON_H - diff --git a/extern/Eigen3/Eigen/src/Eigenvalues/GeneralizedSelfAdjointEigenSolver.h b/extern/Eigen3/Eigen/src/Eigenvalues/GeneralizedSelfAdjointEigenSolver.h index 980af14ce71..07bf1ea0956 100644 --- a/extern/Eigen3/Eigen/src/Eigenvalues/GeneralizedSelfAdjointEigenSolver.h +++ b/extern/Eigen3/Eigen/src/Eigenvalues/GeneralizedSelfAdjointEigenSolver.h @@ -4,31 +4,17 @@ // Copyright (C) 2008-2010 Gael Guennebaud <gael.guennebaud@inria.fr> // Copyright (C) 2010 Jitse Niesen <jitse@maths.leeds.ac.uk> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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 "./EigenvaluesCommon.h" #include "./Tridiagonalization.h" +namespace Eigen { + /** \eigenvalues_module \ingroup Eigenvalues_Module * * @@ -236,4 +222,6 @@ compute(const MatrixType& matA, const MatrixType& matB, int options) return *this; } +} // end namespace Eigen + #endif // EIGEN_GENERALIZEDSELFADJOINTEIGENSOLVER_H diff --git a/extern/Eigen3/Eigen/src/Eigenvalues/HessenbergDecomposition.h b/extern/Eigen3/Eigen/src/Eigenvalues/HessenbergDecomposition.h index c17f155a59b..b8378b08a09 100644 --- a/extern/Eigen3/Eigen/src/Eigenvalues/HessenbergDecomposition.h +++ b/extern/Eigen3/Eigen/src/Eigenvalues/HessenbergDecomposition.h @@ -4,28 +4,15 @@ // Copyright (C) 2008-2009 Gael Guennebaud <gael.guennebaud@inria.fr> // Copyright (C) 2010 Jitse Niesen <jitse@maths.leeds.ac.uk> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_HESSENBERGDECOMPOSITION_H #define EIGEN_HESSENBERGDECOMPOSITION_H +namespace Eigen { + namespace internal { template<typename MatrixType> struct HessenbergDecompositionMatrixHReturnType; @@ -379,6 +366,8 @@ template<typename MatrixType> struct HessenbergDecompositionMatrixHReturnType const HessenbergDecomposition<MatrixType>& m_hess; }; -} +} // end namespace internal + +} // end namespace Eigen #endif // EIGEN_HESSENBERGDECOMPOSITION_H diff --git a/extern/Eigen3/Eigen/src/Eigenvalues/MatrixBaseEigenvalues.h b/extern/Eigen3/Eigen/src/Eigenvalues/MatrixBaseEigenvalues.h index 5591519fb75..6af481c75f6 100644 --- a/extern/Eigen3/Eigen/src/Eigenvalues/MatrixBaseEigenvalues.h +++ b/extern/Eigen3/Eigen/src/Eigenvalues/MatrixBaseEigenvalues.h @@ -4,28 +4,15 @@ // Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr> // Copyright (C) 2010 Jitse Niesen <jitse@maths.leeds.ac.uk> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_MATRIXBASEEIGENVALUES_H #define EIGEN_MATRIXBASEEIGENVALUES_H +namespace Eigen { + namespace internal { template<typename Derived, bool IsComplex> @@ -167,4 +154,6 @@ SelfAdjointView<MatrixType, UpLo>::operatorNorm() const return eigenvalues().cwiseAbs().maxCoeff(); } +} // end namespace Eigen + #endif diff --git a/extern/Eigen3/Eigen/src/Eigenvalues/RealSchur.h b/extern/Eigen3/Eigen/src/Eigenvalues/RealSchur.h index cc9af11c117..781692eccd3 100644 --- a/extern/Eigen3/Eigen/src/Eigenvalues/RealSchur.h +++ b/extern/Eigen3/Eigen/src/Eigenvalues/RealSchur.h @@ -4,31 +4,17 @@ // Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr> // Copyright (C) 2010 Jitse Niesen <jitse@maths.leeds.ac.uk> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_REAL_SCHUR_H #define EIGEN_REAL_SCHUR_H -#include "./EigenvaluesCommon.h" #include "./HessenbergDecomposition.h" +namespace Eigen { + /** \eigenvalues_module \ingroup Eigenvalues_Module * * @@ -235,42 +221,44 @@ RealSchur<MatrixType>& RealSchur<MatrixType>::compute(const MatrixType& matrix, // Rows iu+1,...,end are already brought in triangular form. Index iu = m_matT.cols() - 1; Index iter = 0; // iteration count - Scalar exshift = 0.0; // sum of exceptional shifts + Scalar exshift(0); // sum of exceptional shifts Scalar norm = computeNormOfT(); - while (iu >= 0) + if(norm!=0) { - Index il = findSmallSubdiagEntry(iu, norm); - - // Check for convergence - if (il == iu) // One root found - { - m_matT.coeffRef(iu,iu) = m_matT.coeff(iu,iu) + exshift; - if (iu > 0) - m_matT.coeffRef(iu, iu-1) = Scalar(0); - iu--; - iter = 0; - } - else if (il == iu-1) // Two roots found - { - splitOffTwoRows(iu, computeU, exshift); - iu -= 2; - iter = 0; - } - else // No convergence yet + while (iu >= 0) { - // The firstHouseholderVector vector has to be initialized to something to get rid of a silly GCC warning (-O1 -Wall -DNDEBUG ) - Vector3s firstHouseholderVector(0,0,0), shiftInfo; - computeShift(iu, iter, exshift, shiftInfo); - iter = iter + 1; - if (iter > m_maxIterations) break; - Index im; - initFrancisQRStep(il, iu, shiftInfo, im, firstHouseholderVector); - performFrancisQRStep(il, im, iu, computeU, firstHouseholderVector, workspace); + Index il = findSmallSubdiagEntry(iu, norm); + + // Check for convergence + if (il == iu) // One root found + { + m_matT.coeffRef(iu,iu) = m_matT.coeff(iu,iu) + exshift; + if (iu > 0) + m_matT.coeffRef(iu, iu-1) = Scalar(0); + iu--; + iter = 0; + } + else if (il == iu-1) // Two roots found + { + splitOffTwoRows(iu, computeU, exshift); + iu -= 2; + iter = 0; + } + else // No convergence yet + { + // The firstHouseholderVector vector has to be initialized to something to get rid of a silly GCC warning (-O1 -Wall -DNDEBUG ) + Vector3s firstHouseholderVector(0,0,0), shiftInfo; + computeShift(iu, iter, exshift, shiftInfo); + iter = iter + 1; + if (iter > m_maxIterations * m_matT.cols()) break; + Index im; + initFrancisQRStep(il, iu, shiftInfo, im, firstHouseholderVector); + performFrancisQRStep(il, im, iu, computeU, firstHouseholderVector, workspace); + } } - } - - if(iter <= m_maxIterations) + } + if(iter <= m_maxIterations * m_matT.cols()) m_info = Success; else m_info = NoConvergence; @@ -288,7 +276,7 @@ inline typename MatrixType::Scalar RealSchur<MatrixType>::computeNormOfT() // FIXME to be efficient the following would requires a triangular reduxion code // Scalar norm = m_matT.upper().cwiseAbs().sum() // + m_matT.bottomLeftCorner(size-1,size-1).diagonal().cwiseAbs().sum(); - Scalar norm = 0.0; + Scalar norm(0); for (Index j = 0; j < size; ++j) norm += m_matT.row(j).segment((std::max)(j-1,Index(0)), size-(std::max)(j-1,Index(0))).cwiseAbs().sum(); return norm; @@ -471,4 +459,6 @@ inline void RealSchur<MatrixType>::performFrancisQRStep(Index il, Index im, Inde } } +} // end namespace Eigen + #endif // EIGEN_REAL_SCHUR_H diff --git a/extern/Eigen3/Eigen/src/Eigenvalues/RealSchur_MKL.h b/extern/Eigen3/Eigen/src/Eigenvalues/RealSchur_MKL.h new file mode 100644 index 00000000000..960ec3c764a --- /dev/null +++ b/extern/Eigen3/Eigen/src/Eigenvalues/RealSchur_MKL.h @@ -0,0 +1,83 @@ +/* + Copyright (c) 2011, Intel Corporation. All rights reserved. + + Redistribution and use in source and binary forms, with or without modification, + are permitted provided that the following conditions are met: + + * Redistributions of source code must retain the above copyright notice, this + list of conditions and the following disclaimer. + * Redistributions in binary form must reproduce the above copyright notice, + this list of conditions and the following disclaimer in the documentation + and/or other materials provided with the distribution. + * Neither the name of Intel Corporation nor the names of its contributors may + be used to endorse or promote products derived from this software without + specific prior written permission. + + THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND + ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED + WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE + DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR + ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES + (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; + LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON + ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT + (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS + SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. + + ******************************************************************************** + * Content : Eigen bindings to Intel(R) MKL + * Real Schur needed to real unsymmetrical eigenvalues/eigenvectors. + ******************************************************************************** +*/ + +#ifndef EIGEN_REAL_SCHUR_MKL_H +#define EIGEN_REAL_SCHUR_MKL_H + +#include "Eigen/src/Core/util/MKL_support.h" + +namespace Eigen { + +/** \internal Specialization for the data types supported by MKL */ + +#define EIGEN_MKL_SCHUR_REAL(EIGTYPE, MKLTYPE, MKLPREFIX, MKLPREFIX_U, EIGCOLROW, MKLCOLROW) \ +template<> inline \ +RealSchur<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW> >& \ +RealSchur<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW> >::compute(const Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW>& matrix, bool computeU) \ +{ \ + typedef Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW> MatrixType; \ + typedef MatrixType::Scalar Scalar; \ + typedef MatrixType::RealScalar RealScalar; \ +\ + assert(matrix.cols() == matrix.rows()); \ +\ + lapack_int n = matrix.cols(), sdim, info; \ + lapack_int lda = matrix.outerStride(); \ + lapack_int matrix_order = MKLCOLROW; \ + char jobvs, sort='N'; \ + LAPACK_##MKLPREFIX_U##_SELECT2 select = 0; \ + jobvs = (computeU) ? 'V' : 'N'; \ + m_matU.resize(n, n); \ + lapack_int ldvs = m_matU.outerStride(); \ + m_matT = matrix; \ + Matrix<EIGTYPE, Dynamic, Dynamic> wr, wi; \ + wr.resize(n, 1); wi.resize(n, 1); \ + info = LAPACKE_##MKLPREFIX##gees( matrix_order, jobvs, sort, select, n, (MKLTYPE*)m_matT.data(), lda, &sdim, (MKLTYPE*)wr.data(), (MKLTYPE*)wi.data(), (MKLTYPE*)m_matU.data(), ldvs ); \ + if(info == 0) \ + m_info = Success; \ + else \ + m_info = NoConvergence; \ +\ + m_isInitialized = true; \ + m_matUisUptodate = computeU; \ + return *this; \ +\ +} + +EIGEN_MKL_SCHUR_REAL(double, double, d, D, ColMajor, LAPACK_COL_MAJOR) +EIGEN_MKL_SCHUR_REAL(float, float, s, S, ColMajor, LAPACK_COL_MAJOR) +EIGEN_MKL_SCHUR_REAL(double, double, d, D, RowMajor, LAPACK_ROW_MAJOR) +EIGEN_MKL_SCHUR_REAL(float, float, s, S, RowMajor, LAPACK_ROW_MAJOR) + +} // end namespace Eigen + +#endif // EIGEN_REAL_SCHUR_MKL_H diff --git a/extern/Eigen3/Eigen/src/Eigenvalues/SelfAdjointEigenSolver.h b/extern/Eigen3/Eigen/src/Eigenvalues/SelfAdjointEigenSolver.h index ad107c63282..acc5576feb1 100644 --- a/extern/Eigen3/Eigen/src/Eigenvalues/SelfAdjointEigenSolver.h +++ b/extern/Eigen3/Eigen/src/Eigenvalues/SelfAdjointEigenSolver.h @@ -4,34 +4,24 @@ // Copyright (C) 2008-2010 Gael Guennebaud <gael.guennebaud@inria.fr> // Copyright (C) 2010 Jitse Niesen <jitse@maths.leeds.ac.uk> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_SELFADJOINTEIGENSOLVER_H #define EIGEN_SELFADJOINTEIGENSOLVER_H -#include "./EigenvaluesCommon.h" #include "./Tridiagonalization.h" +namespace Eigen { + template<typename _MatrixType> class GeneralizedSelfAdjointEigenSolver; +namespace internal { +template<typename SolverType,int Size,bool IsComplex> struct direct_selfadjoint_eigenvalues; +} + /** \eigenvalues_module \ingroup Eigenvalues_Module * * @@ -86,7 +76,7 @@ template<typename _MatrixType> class SelfAdjointEigenSolver Options = MatrixType::Options, MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime }; - + /** \brief Scalar type for matrices of type \p _MatrixType. */ typedef typename MatrixType::Scalar Scalar; typedef typename MatrixType::Index Index; @@ -98,6 +88,8 @@ template<typename _MatrixType> class SelfAdjointEigenSolver * complex. */ typedef typename NumTraits<Scalar>::Real RealScalar; + + friend struct internal::direct_selfadjoint_eigenvalues<SelfAdjointEigenSolver,Size,NumTraits<Scalar>::IsComplex>; /** \brief Type for vector of eigenvalues as returned by eigenvalues(). * @@ -198,6 +190,22 @@ template<typename _MatrixType> class SelfAdjointEigenSolver * \sa SelfAdjointEigenSolver(const MatrixType&, int) */ SelfAdjointEigenSolver& compute(const MatrixType& matrix, int options = ComputeEigenvectors); + + /** \brief Computes eigendecomposition of given matrix using a direct algorithm + * + * This is a variant of compute(const MatrixType&, int options) which + * directly solves the underlying polynomial equation. + * + * Currently only 3x3 matrices for which the sizes are known at compile time are supported (e.g., Matrix3d). + * + * This method is usually significantly faster than the QR algorithm + * but it might also be less accurate. It is also worth noting that + * for 3x3 matrices it involves trigonometric operations which are + * not necessarily available for all scalar types. + * + * \sa compute(const MatrixType&, int options) + */ + SelfAdjointEigenSolver& computeDirect(const MatrixType& matrix, int options = ComputeEigenvectors); /** \brief Returns the eigenvectors of given matrix. * @@ -401,7 +409,7 @@ SelfAdjointEigenSolver<MatrixType>& SelfAdjointEigenSolver<MatrixType> // map the matrix coefficients to [-1:1] to avoid over- and underflow. RealScalar scale = matrix.cwiseAbs().maxCoeff(); - if(scale==Scalar(0)) scale = 1; + if(scale==RealScalar(0)) scale = RealScalar(1); mat = matrix / scale; m_subdiag.resize(n-1); internal::tridiagonalization_inplace(mat, diag, m_subdiag, computeEigenvectors); @@ -466,19 +474,277 @@ SelfAdjointEigenSolver<MatrixType>& SelfAdjointEigenSolver<MatrixType> return *this; } + +namespace internal { + +template<typename SolverType,int Size,bool IsComplex> struct direct_selfadjoint_eigenvalues +{ + static inline void run(SolverType& eig, const typename SolverType::MatrixType& A, int options) + { eig.compute(A,options); } +}; + +template<typename SolverType> struct direct_selfadjoint_eigenvalues<SolverType,3,false> +{ + typedef typename SolverType::MatrixType MatrixType; + typedef typename SolverType::RealVectorType VectorType; + typedef typename SolverType::Scalar Scalar; + + static inline void computeRoots(const MatrixType& m, VectorType& roots) + { + using std::sqrt; + using std::atan2; + using std::cos; + using std::sin; + const Scalar s_inv3 = Scalar(1.0)/Scalar(3.0); + const Scalar s_sqrt3 = sqrt(Scalar(3.0)); + + // The characteristic equation is x^3 - c2*x^2 + c1*x - c0 = 0. The + // eigenvalues are the roots to this equation, all guaranteed to be + // real-valued, because the matrix is symmetric. + Scalar c0 = m(0,0)*m(1,1)*m(2,2) + Scalar(2)*m(1,0)*m(2,0)*m(2,1) - m(0,0)*m(2,1)*m(2,1) - m(1,1)*m(2,0)*m(2,0) - m(2,2)*m(1,0)*m(1,0); + Scalar c1 = m(0,0)*m(1,1) - m(1,0)*m(1,0) + m(0,0)*m(2,2) - m(2,0)*m(2,0) + m(1,1)*m(2,2) - m(2,1)*m(2,1); + Scalar c2 = m(0,0) + m(1,1) + m(2,2); + + // Construct the parameters used in classifying the roots of the equation + // and in solving the equation for the roots in closed form. + Scalar c2_over_3 = c2*s_inv3; + Scalar a_over_3 = (c1 - c2*c2_over_3)*s_inv3; + if (a_over_3 > Scalar(0)) + a_over_3 = Scalar(0); + + Scalar half_b = Scalar(0.5)*(c0 + c2_over_3*(Scalar(2)*c2_over_3*c2_over_3 - c1)); + + Scalar q = half_b*half_b + a_over_3*a_over_3*a_over_3; + if (q > Scalar(0)) + q = Scalar(0); + + // Compute the eigenvalues by solving for the roots of the polynomial. + Scalar rho = sqrt(-a_over_3); + Scalar theta = atan2(sqrt(-q),half_b)*s_inv3; + Scalar cos_theta = cos(theta); + Scalar sin_theta = sin(theta); + roots(0) = c2_over_3 + Scalar(2)*rho*cos_theta; + roots(1) = c2_over_3 - rho*(cos_theta + s_sqrt3*sin_theta); + roots(2) = c2_over_3 - rho*(cos_theta - s_sqrt3*sin_theta); + + // Sort in increasing order. + if (roots(0) >= roots(1)) + std::swap(roots(0),roots(1)); + if (roots(1) >= roots(2)) + { + std::swap(roots(1),roots(2)); + if (roots(0) >= roots(1)) + std::swap(roots(0),roots(1)); + } + } + + static inline void run(SolverType& solver, const MatrixType& mat, int options) + { + using std::sqrt; + eigen_assert(mat.cols() == 3 && mat.cols() == mat.rows()); + eigen_assert((options&~(EigVecMask|GenEigMask))==0 + && (options&EigVecMask)!=EigVecMask + && "invalid option parameter"); + bool computeEigenvectors = (options&ComputeEigenvectors)==ComputeEigenvectors; + + MatrixType& eivecs = solver.m_eivec; + VectorType& eivals = solver.m_eivalues; + + // map the matrix coefficients to [-1:1] to avoid over- and underflow. + Scalar scale = mat.cwiseAbs().maxCoeff(); + MatrixType scaledMat = mat / scale; + + // compute the eigenvalues + computeRoots(scaledMat,eivals); + + // compute the eigen vectors + if(computeEigenvectors) + { + Scalar safeNorm2 = Eigen::NumTraits<Scalar>::epsilon(); + safeNorm2 *= safeNorm2; + if((eivals(2)-eivals(0))<=Eigen::NumTraits<Scalar>::epsilon()) + { + eivecs.setIdentity(); + } + else + { + scaledMat = scaledMat.template selfadjointView<Lower>(); + MatrixType tmp; + tmp = scaledMat; + + Scalar d0 = eivals(2) - eivals(1); + Scalar d1 = eivals(1) - eivals(0); + int k = d0 > d1 ? 2 : 0; + d0 = d0 > d1 ? d1 : d0; + + tmp.diagonal().array () -= eivals(k); + VectorType cross; + Scalar n; + n = (cross = tmp.row(0).cross(tmp.row(1))).squaredNorm(); + + if(n>safeNorm2) + eivecs.col(k) = cross / sqrt(n); + else + { + n = (cross = tmp.row(0).cross(tmp.row(2))).squaredNorm(); + + if(n>safeNorm2) + eivecs.col(k) = cross / sqrt(n); + else + { + n = (cross = tmp.row(1).cross(tmp.row(2))).squaredNorm(); + + if(n>safeNorm2) + eivecs.col(k) = cross / sqrt(n); + else + { + // the input matrix and/or the eigenvaues probably contains some inf/NaN, + // => exit + // scale back to the original size. + eivals *= scale; + + solver.m_info = NumericalIssue; + solver.m_isInitialized = true; + solver.m_eigenvectorsOk = computeEigenvectors; + return; + } + } + } + + tmp = scaledMat; + tmp.diagonal().array() -= eivals(1); + + if(d0<=Eigen::NumTraits<Scalar>::epsilon()) + eivecs.col(1) = eivecs.col(k).unitOrthogonal(); + else + { + n = (cross = eivecs.col(k).cross(tmp.row(0).normalized())).squaredNorm(); + if(n>safeNorm2) + eivecs.col(1) = cross / sqrt(n); + else + { + n = (cross = eivecs.col(k).cross(tmp.row(1))).squaredNorm(); + if(n>safeNorm2) + eivecs.col(1) = cross / sqrt(n); + else + { + n = (cross = eivecs.col(k).cross(tmp.row(2))).squaredNorm(); + if(n>safeNorm2) + eivecs.col(1) = cross / sqrt(n); + else + { + // we should never reach this point, + // if so the last two eigenvalues are likely to ve very closed to each other + eivecs.col(1) = eivecs.col(k).unitOrthogonal(); + } + } + } + + // make sure that eivecs[1] is orthogonal to eivecs[2] + Scalar d = eivecs.col(1).dot(eivecs.col(k)); + eivecs.col(1) = (eivecs.col(1) - d * eivecs.col(k)).normalized(); + } + + eivecs.col(k==2 ? 0 : 2) = eivecs.col(k).cross(eivecs.col(1)).normalized(); + } + } + // Rescale back to the original size. + eivals *= scale; + + solver.m_info = Success; + solver.m_isInitialized = true; + solver.m_eigenvectorsOk = computeEigenvectors; + } +}; + +// 2x2 direct eigenvalues decomposition, code from Hauke Heibel +template<typename SolverType> struct direct_selfadjoint_eigenvalues<SolverType,2,false> +{ + typedef typename SolverType::MatrixType MatrixType; + typedef typename SolverType::RealVectorType VectorType; + typedef typename SolverType::Scalar Scalar; + + static inline void computeRoots(const MatrixType& m, VectorType& roots) + { + using std::sqrt; + const Scalar t0 = Scalar(0.5) * sqrt( abs2(m(0,0)-m(1,1)) + Scalar(4)*m(1,0)*m(1,0)); + const Scalar t1 = Scalar(0.5) * (m(0,0) + m(1,1)); + roots(0) = t1 - t0; + roots(1) = t1 + t0; + } + + static inline void run(SolverType& solver, const MatrixType& mat, int options) + { + eigen_assert(mat.cols() == 2 && mat.cols() == mat.rows()); + eigen_assert((options&~(EigVecMask|GenEigMask))==0 + && (options&EigVecMask)!=EigVecMask + && "invalid option parameter"); + bool computeEigenvectors = (options&ComputeEigenvectors)==ComputeEigenvectors; + + MatrixType& eivecs = solver.m_eivec; + VectorType& eivals = solver.m_eivalues; + + // map the matrix coefficients to [-1:1] to avoid over- and underflow. + Scalar scale = mat.cwiseAbs().maxCoeff(); + scale = (std::max)(scale,Scalar(1)); + MatrixType scaledMat = mat / scale; + + // Compute the eigenvalues + computeRoots(scaledMat,eivals); + + // compute the eigen vectors + if(computeEigenvectors) + { + scaledMat.diagonal().array () -= eivals(1); + Scalar a2 = abs2(scaledMat(0,0)); + Scalar c2 = abs2(scaledMat(1,1)); + Scalar b2 = abs2(scaledMat(1,0)); + if(a2>c2) + { + eivecs.col(1) << -scaledMat(1,0), scaledMat(0,0); + eivecs.col(1) /= sqrt(a2+b2); + } + else + { + eivecs.col(1) << -scaledMat(1,1), scaledMat(1,0); + eivecs.col(1) /= sqrt(c2+b2); + } + + eivecs.col(0) << eivecs.col(1).unitOrthogonal(); + } + + // Rescale back to the original size. + eivals *= scale; + + solver.m_info = Success; + solver.m_isInitialized = true; + solver.m_eigenvectorsOk = computeEigenvectors; + } +}; + +} + +template<typename MatrixType> +SelfAdjointEigenSolver<MatrixType>& SelfAdjointEigenSolver<MatrixType> +::computeDirect(const MatrixType& matrix, int options) +{ + internal::direct_selfadjoint_eigenvalues<SelfAdjointEigenSolver,Size,NumTraits<Scalar>::IsComplex>::run(*this,matrix,options); + return *this; +} + namespace internal { template<int StorageOrder,typename RealScalar, typename Scalar, typename Index> static void tridiagonal_qr_step(RealScalar* diag, RealScalar* subdiag, Index start, Index end, Scalar* matrixQ, Index n) { - // NOTE this version avoids over & underflow, however since the matrix is prescaled, overflow cannot occur, - // and underflows should be meaningless anyway. So I don't any reason to enable this version, but I keep - // it here for reference: -// RealScalar td = (diag[end-1] - diag[end])*RealScalar(0.5); -// RealScalar e = subdiag[end-1]; -// RealScalar mu = diag[end] - (e / (td + (td>0 ? 1 : -1))) * (e / hypot(td,e)); RealScalar td = (diag[end-1] - diag[end])*RealScalar(0.5); - RealScalar e2 = abs2(subdiag[end-1]); - RealScalar mu = diag[end] - e2 / (td + (td>0 ? 1 : -1) * sqrt(td*td + e2)); + RealScalar e = subdiag[end-1]; + // Note that thanks to scaling, e^2 or td^2 cannot overflow, however they can still + // underflow thus leading to inf/NaN values when using the following commented code: +// RealScalar e2 = abs2(subdiag[end-1]); +// RealScalar mu = diag[end] - e2 / (td + (td>0 ? 1 : -1) * sqrt(td*td + e2)); + // This explain the following, somewhat more complicated, version: + RealScalar mu = diag[end] - (e / (td + (td>0 ? 1 : -1))) * (e / hypot(td,e)); + RealScalar x = diag[start] - mu; RealScalar z = subdiag[start]; for (Index k = start; k < end; ++k) @@ -515,6 +781,9 @@ static void tridiagonal_qr_step(RealScalar* diag, RealScalar* subdiag, Index sta } } } + } // end namespace internal +} // end namespace Eigen + #endif // EIGEN_SELFADJOINTEIGENSOLVER_H diff --git a/extern/Eigen3/Eigen/src/Eigenvalues/SelfAdjointEigenSolver_MKL.h b/extern/Eigen3/Eigen/src/Eigenvalues/SelfAdjointEigenSolver_MKL.h new file mode 100644 index 00000000000..9380956b5f9 --- /dev/null +++ b/extern/Eigen3/Eigen/src/Eigenvalues/SelfAdjointEigenSolver_MKL.h @@ -0,0 +1,92 @@ +/* + Copyright (c) 2011, Intel Corporation. All rights reserved. + + Redistribution and use in source and binary forms, with or without modification, + are permitted provided that the following conditions are met: + + * Redistributions of source code must retain the above copyright notice, this + list of conditions and the following disclaimer. + * Redistributions in binary form must reproduce the above copyright notice, + this list of conditions and the following disclaimer in the documentation + and/or other materials provided with the distribution. + * Neither the name of Intel Corporation nor the names of its contributors may + be used to endorse or promote products derived from this software without + specific prior written permission. + + THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND + ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED + WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE + DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR + ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES + (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; + LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON + ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT + (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS + SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. + + ******************************************************************************** + * Content : Eigen bindings to Intel(R) MKL + * Self-adjoint eigenvalues/eigenvectors. + ******************************************************************************** +*/ + +#ifndef EIGEN_SAEIGENSOLVER_MKL_H +#define EIGEN_SAEIGENSOLVER_MKL_H + +#include "Eigen/src/Core/util/MKL_support.h" + +namespace Eigen { + +/** \internal Specialization for the data types supported by MKL */ + +#define EIGEN_MKL_EIG_SELFADJ(EIGTYPE, MKLTYPE, MKLRTYPE, MKLNAME, EIGCOLROW, MKLCOLROW ) \ +template<> inline\ +SelfAdjointEigenSolver<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW> >& \ +SelfAdjointEigenSolver<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW> >::compute(const Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW>& matrix, int options) \ +{ \ + eigen_assert(matrix.cols() == matrix.rows()); \ + eigen_assert((options&~(EigVecMask|GenEigMask))==0 \ + && (options&EigVecMask)!=EigVecMask \ + && "invalid option parameter"); \ + bool computeEigenvectors = (options&ComputeEigenvectors)==ComputeEigenvectors; \ + lapack_int n = matrix.cols(), lda, matrix_order, info; \ + m_eivalues.resize(n,1); \ + m_subdiag.resize(n-1); \ + m_eivec = matrix; \ +\ + if(n==1) \ + { \ + m_eivalues.coeffRef(0,0) = internal::real(matrix.coeff(0,0)); \ + if(computeEigenvectors) m_eivec.setOnes(n,n); \ + m_info = Success; \ + m_isInitialized = true; \ + m_eigenvectorsOk = computeEigenvectors; \ + return *this; \ + } \ +\ + lda = matrix.outerStride(); \ + matrix_order=MKLCOLROW; \ + char jobz, uplo='L'/*, range='A'*/; \ + jobz = computeEigenvectors ? 'V' : 'N'; \ +\ + info = LAPACKE_##MKLNAME( matrix_order, jobz, uplo, n, (MKLTYPE*)m_eivec.data(), lda, (MKLRTYPE*)m_eivalues.data() ); \ + m_info = (info==0) ? Success : NoConvergence; \ + m_isInitialized = true; \ + m_eigenvectorsOk = computeEigenvectors; \ + return *this; \ +} + + +EIGEN_MKL_EIG_SELFADJ(double, double, double, dsyev, ColMajor, LAPACK_COL_MAJOR) +EIGEN_MKL_EIG_SELFADJ(float, float, float, ssyev, ColMajor, LAPACK_COL_MAJOR) +EIGEN_MKL_EIG_SELFADJ(dcomplex, MKL_Complex16, double, zheev, ColMajor, LAPACK_COL_MAJOR) +EIGEN_MKL_EIG_SELFADJ(scomplex, MKL_Complex8, float, cheev, ColMajor, LAPACK_COL_MAJOR) + +EIGEN_MKL_EIG_SELFADJ(double, double, double, dsyev, RowMajor, LAPACK_ROW_MAJOR) +EIGEN_MKL_EIG_SELFADJ(float, float, float, ssyev, RowMajor, LAPACK_ROW_MAJOR) +EIGEN_MKL_EIG_SELFADJ(dcomplex, MKL_Complex16, double, zheev, RowMajor, LAPACK_ROW_MAJOR) +EIGEN_MKL_EIG_SELFADJ(scomplex, MKL_Complex8, float, cheev, RowMajor, LAPACK_ROW_MAJOR) + +} // end namespace Eigen + +#endif // EIGEN_SAEIGENSOLVER_H diff --git a/extern/Eigen3/Eigen/src/Eigenvalues/Tridiagonalization.h b/extern/Eigen3/Eigen/src/Eigenvalues/Tridiagonalization.h index ae4cdce7aeb..c34b7b3b801 100644 --- a/extern/Eigen3/Eigen/src/Eigenvalues/Tridiagonalization.h +++ b/extern/Eigen3/Eigen/src/Eigenvalues/Tridiagonalization.h @@ -4,28 +4,15 @@ // Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr> // Copyright (C) 2010 Jitse Niesen <jitse@maths.leeds.ac.uk> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_TRIDIAGONALIZATION_H #define EIGEN_TRIDIAGONALIZATION_H +namespace Eigen { + namespace internal { template<typename MatrixType> struct TridiagonalizationMatrixTReturnType; @@ -97,13 +84,13 @@ template<typename _MatrixType> class Tridiagonalization typedef internal::TridiagonalizationMatrixTReturnType<MatrixTypeRealView> MatrixTReturnType; typedef typename internal::conditional<NumTraits<Scalar>::IsComplex, - const typename Diagonal<const MatrixType>::RealReturnType, + typename internal::add_const_on_value_type<typename Diagonal<const MatrixType>::RealReturnType>::type, const Diagonal<const MatrixType> >::type DiagonalReturnType; typedef typename internal::conditional<NumTraits<Scalar>::IsComplex, - const typename Diagonal< - Block<const MatrixType,SizeMinusOne,SizeMinusOne> >::RealReturnType, + typename internal::add_const_on_value_type<typename Diagonal< + Block<const MatrixType,SizeMinusOne,SizeMinusOne> >::RealReturnType>::type, const Diagonal< Block<const MatrixType,SizeMinusOne,SizeMinusOne> > >::type SubDiagonalReturnType; @@ -560,9 +547,11 @@ template<typename MatrixType> struct TridiagonalizationMatrixTReturnType Index cols() const { return m_matrix.cols(); } protected: - const typename MatrixType::Nested m_matrix; + typename MatrixType::Nested m_matrix; }; } // end namespace internal +} // end namespace Eigen + #endif // EIGEN_TRIDIAGONALIZATION_H diff --git a/extern/Eigen3/Eigen/src/Geometry/AlignedBox.h b/extern/Eigen3/Eigen/src/Geometry/AlignedBox.h index b51deb3f3c3..5830fcd35fc 100644 --- a/extern/Eigen3/Eigen/src/Geometry/AlignedBox.h +++ b/extern/Eigen3/Eigen/src/Geometry/AlignedBox.h @@ -3,28 +3,15 @@ // // Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_ALIGNEDBOX_H #define EIGEN_ALIGNEDBOX_H +namespace Eigen { + /** \geometry_module \ingroup Geometry_Module * * @@ -190,7 +177,7 @@ EIGEN_MAKE_ALIGNED_OPERATOR_NEW_IF_VECTORIZABLE_FIXED_SIZE(_Scalar,_AmbientDim) template<typename Derived> inline bool contains(const MatrixBase<Derived>& a_p) const { - const typename internal::nested<Derived,2>::type p(a_p.derived()); + typename internal::nested<Derived,2>::type p(a_p.derived()); return (m_min.array()<=p.array()).all() && (p.array()<=m_max.array()).all(); } @@ -202,7 +189,7 @@ EIGEN_MAKE_ALIGNED_OPERATOR_NEW_IF_VECTORIZABLE_FIXED_SIZE(_Scalar,_AmbientDim) template<typename Derived> inline AlignedBox& extend(const MatrixBase<Derived>& a_p) { - const typename internal::nested<Derived,2>::type p(a_p.derived()); + typename internal::nested<Derived,2>::type p(a_p.derived()); m_min = m_min.cwiseMin(p); m_max = m_max.cwiseMax(p); return *this; @@ -310,7 +297,7 @@ template<typename Derived> inline Scalar AlignedBox<Scalar,AmbientDim>::squaredExteriorDistance(const MatrixBase<Derived>& a_p) const { const typename internal::nested<Derived,2*AmbientDim>::type p(a_p.derived()); - Scalar dist2 = 0.; + Scalar dist2(0); Scalar aux; for (Index k=0; k<dim(); ++k) { @@ -331,7 +318,7 @@ inline Scalar AlignedBox<Scalar,AmbientDim>::squaredExteriorDistance(const Matri template<typename Scalar,int AmbientDim> inline Scalar AlignedBox<Scalar,AmbientDim>::squaredExteriorDistance(const AlignedBox& b) const { - Scalar dist2 = 0.; + Scalar dist2(0); Scalar aux; for (Index k=0; k<dim(); ++k) { @@ -349,4 +336,40 @@ inline Scalar AlignedBox<Scalar,AmbientDim>::squaredExteriorDistance(const Align return dist2; } +/** \defgroup alignedboxtypedefs Global aligned box typedefs + * + * \ingroup Geometry_Module + * + * Eigen defines several typedef shortcuts for most common aligned box types. + * + * The general patterns are the following: + * + * \c AlignedBoxSizeType where \c Size can be \c 1, \c 2,\c 3,\c 4 for fixed size boxes or \c X for dynamic size, + * and where \c Type can be \c i for integer, \c f for float, \c d for double. + * + * For example, \c AlignedBox3d is a fixed-size 3x3 aligned box type of doubles, and \c AlignedBoxXf is a dynamic-size aligned box of floats. + * + * \sa class AlignedBox + */ + +#define EIGEN_MAKE_TYPEDEFS(Type, TypeSuffix, Size, SizeSuffix) \ +/** \ingroup alignedboxtypedefs */ \ +typedef AlignedBox<Type, Size> AlignedBox##SizeSuffix##TypeSuffix; + +#define EIGEN_MAKE_TYPEDEFS_ALL_SIZES(Type, TypeSuffix) \ +EIGEN_MAKE_TYPEDEFS(Type, TypeSuffix, 1, 1) \ +EIGEN_MAKE_TYPEDEFS(Type, TypeSuffix, 2, 2) \ +EIGEN_MAKE_TYPEDEFS(Type, TypeSuffix, 3, 3) \ +EIGEN_MAKE_TYPEDEFS(Type, TypeSuffix, 4, 4) \ +EIGEN_MAKE_TYPEDEFS(Type, TypeSuffix, Dynamic, X) + +EIGEN_MAKE_TYPEDEFS_ALL_SIZES(int, i) +EIGEN_MAKE_TYPEDEFS_ALL_SIZES(float, f) +EIGEN_MAKE_TYPEDEFS_ALL_SIZES(double, d) + +#undef EIGEN_MAKE_TYPEDEFS_ALL_SIZES +#undef EIGEN_MAKE_TYPEDEFS + +} // end namespace Eigen + #endif // EIGEN_ALIGNEDBOX_H diff --git a/extern/Eigen3/Eigen/src/Geometry/AngleAxis.h b/extern/Eigen3/Eigen/src/Geometry/AngleAxis.h index 0ec4624cf98..67197ac78c3 100644 --- a/extern/Eigen3/Eigen/src/Geometry/AngleAxis.h +++ b/extern/Eigen3/Eigen/src/Geometry/AngleAxis.h @@ -3,28 +3,15 @@ // // Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_ANGLEAXIS_H #define EIGEN_ANGLEAXIS_H +namespace Eigen { + /** \geometry_module \ingroup Geometry_Module * * \class AngleAxis @@ -144,7 +131,7 @@ public: m_angle = Scalar(other.angle()); } - inline static const AngleAxis Identity() { return AngleAxis(0, Vector3::UnitX()); } + static inline const AngleAxis Identity() { return AngleAxis(0, Vector3::UnitX()); } /** \returns \c true if \c *this is approximately equal to \a other, within the precision * determined by \a prec. @@ -238,4 +225,6 @@ AngleAxis<Scalar>::toRotationMatrix(void) const return res; } +} // end namespace Eigen + #endif // EIGEN_ANGLEAXIS_H diff --git a/extern/Eigen3/Eigen/src/Geometry/EulerAngles.h b/extern/Eigen3/Eigen/src/Geometry/EulerAngles.h index d246a6ebf4a..e424d240604 100644 --- a/extern/Eigen3/Eigen/src/Geometry/EulerAngles.h +++ b/extern/Eigen3/Eigen/src/Geometry/EulerAngles.h @@ -3,28 +3,15 @@ // // Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_EULERANGLES_H #define EIGEN_EULERANGLES_H +namespace Eigen { + /** \geometry_module \ingroup Geometry_Module * * @@ -92,5 +79,6 @@ MatrixBase<Derived>::eulerAngles(Index a0, Index a1, Index a2) const return res; } +} // end namespace Eigen #endif // EIGEN_EULERANGLES_H diff --git a/extern/Eigen3/Eigen/src/Geometry/Homogeneous.h b/extern/Eigen3/Eigen/src/Geometry/Homogeneous.h index 2bc4f7e87e3..df03feb55c6 100644 --- a/extern/Eigen3/Eigen/src/Geometry/Homogeneous.h +++ b/extern/Eigen3/Eigen/src/Geometry/Homogeneous.h @@ -3,28 +3,15 @@ // // Copyright (C) 2009-2010 Gael Guennebaud <gael.guennebaud@inria.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_HOMOGENEOUS_H #define EIGEN_HOMOGENEOUS_H +namespace Eigen { + /** \geometry_module \ingroup Geometry_Module * * \class Homogeneous @@ -121,7 +108,7 @@ template<typename MatrixType,int _Direction> class Homogeneous } protected: - const typename MatrixType::Nested m_matrix; + typename MatrixType::Nested m_matrix; }; /** \geometry_module @@ -216,8 +203,8 @@ template<typename Scalar, int Dim, int Mode,int Options> struct take_matrix_for_product<Transform<Scalar, Dim, Mode, Options> > { typedef Transform<Scalar, Dim, Mode, Options> TransformType; - typedef typename TransformType::ConstAffinePart type; - static const type run (const TransformType& x) { return x.affine(); } + typedef typename internal::add_const<typename TransformType::ConstAffinePart>::type type; + static type run (const TransformType& x) { return x.affine(); } }; template<typename Scalar, int Dim, int Options> @@ -270,8 +257,8 @@ struct homogeneous_left_product_impl<Homogeneous<MatrixType,Vertical>,Lhs> .template replicate<MatrixType::ColsAtCompileTime>(m_rhs.cols()); } - const typename LhsMatrixTypeCleaned::Nested m_lhs; - const typename MatrixType::Nested m_rhs; + typename LhsMatrixTypeCleaned::Nested m_lhs; + typename MatrixType::Nested m_rhs; }; template<typename MatrixType,typename Rhs> @@ -309,10 +296,12 @@ struct homogeneous_right_product_impl<Homogeneous<MatrixType,Horizontal>,Rhs> .template replicate<MatrixType::RowsAtCompileTime>(m_lhs.rows()); } - const typename MatrixType::Nested m_lhs; - const typename Rhs::Nested m_rhs; + typename MatrixType::Nested m_lhs; + typename Rhs::Nested m_rhs; }; } // end namespace internal +} // end namespace Eigen + #endif // EIGEN_HOMOGENEOUS_H diff --git a/extern/Eigen3/Eigen/src/Geometry/Hyperplane.h b/extern/Eigen3/Eigen/src/Geometry/Hyperplane.h index d85d3e553f8..1b7c7c78c80 100644 --- a/extern/Eigen3/Eigen/src/Geometry/Hyperplane.h +++ b/extern/Eigen3/Eigen/src/Geometry/Hyperplane.h @@ -4,28 +4,15 @@ // Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr> // Copyright (C) 2008 Benoit Jacob <jacob.benoit.1@gmail.com> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_HYPERPLANE_H #define EIGEN_HYPERPLANE_H +namespace Eigen { + /** \geometry_module \ingroup Geometry_Module * * \class Hyperplane @@ -277,4 +264,6 @@ protected: Coefficients m_coeffs; }; +} // end namespace Eigen + #endif // EIGEN_HYPERPLANE_H diff --git a/extern/Eigen3/Eigen/src/Geometry/OrthoMethods.h b/extern/Eigen3/Eigen/src/Geometry/OrthoMethods.h index 52b46988196..11ad5829cda 100644 --- a/extern/Eigen3/Eigen/src/Geometry/OrthoMethods.h +++ b/extern/Eigen3/Eigen/src/Geometry/OrthoMethods.h @@ -4,28 +4,15 @@ // Copyright (C) 2008-2009 Gael Guennebaud <gael.guennebaud@inria.fr> // Copyright (C) 2006-2008 Benoit Jacob <jacob.benoit.1@gmail.com> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_ORTHOMETHODS_H #define EIGEN_ORTHOMETHODS_H +namespace Eigen { + /** \geometry_module * * \returns the cross product of \c *this and \a other @@ -43,8 +30,8 @@ MatrixBase<Derived>::cross(const MatrixBase<OtherDerived>& other) const // Note that there is no need for an expression here since the compiler // optimize such a small temporary very well (even within a complex expression) - const typename internal::nested<Derived,2>::type lhs(derived()); - const typename internal::nested<OtherDerived,2>::type rhs(other.derived()); + typename internal::nested<Derived,2>::type lhs(derived()); + typename internal::nested<OtherDerived,2>::type rhs(other.derived()); return typename cross_product_return_type<OtherDerived>::type( internal::conj(lhs.coeff(1) * rhs.coeff(2) - lhs.coeff(2) * rhs.coeff(1)), internal::conj(lhs.coeff(2) * rhs.coeff(0) - lhs.coeff(0) * rhs.coeff(2)), @@ -56,9 +43,9 @@ namespace internal { template< int Arch,typename VectorLhs,typename VectorRhs, typename Scalar = typename VectorLhs::Scalar, - bool Vectorizable = (VectorLhs::Flags&VectorRhs::Flags)&PacketAccessBit> + bool Vectorizable = bool((VectorLhs::Flags&VectorRhs::Flags)&PacketAccessBit)> struct cross3_impl { - inline static typename internal::plain_matrix_type<VectorLhs>::type + static inline typename internal::plain_matrix_type<VectorLhs>::type run(const VectorLhs& lhs, const VectorRhs& rhs) { return typename internal::plain_matrix_type<VectorLhs>::type( @@ -145,7 +132,7 @@ struct unitOrthogonal_selector typedef typename NumTraits<Scalar>::Real RealScalar; typedef typename Derived::Index Index; typedef Matrix<Scalar,2,1> Vector2; - inline static VectorType run(const Derived& src) + static inline VectorType run(const Derived& src) { VectorType perp = VectorType::Zero(src.size()); Index maxi = 0; @@ -167,7 +154,7 @@ struct unitOrthogonal_selector<Derived,3> typedef typename plain_matrix_type<Derived>::type VectorType; typedef typename traits<Derived>::Scalar Scalar; typedef typename NumTraits<Scalar>::Real RealScalar; - inline static VectorType run(const Derived& src) + static inline VectorType run(const Derived& src) { VectorType perp; /* Let us compute the crossed product of *this with a vector @@ -205,7 +192,7 @@ template<typename Derived> struct unitOrthogonal_selector<Derived,2> { typedef typename plain_matrix_type<Derived>::type VectorType; - inline static VectorType run(const Derived& src) + static inline VectorType run(const Derived& src) { return VectorType(-conj(src.y()), conj(src.x())).normalized(); } }; @@ -226,4 +213,6 @@ MatrixBase<Derived>::unitOrthogonal() const return internal::unitOrthogonal_selector<Derived>::run(derived()); } +} // end namespace Eigen + #endif // EIGEN_ORTHOMETHODS_H diff --git a/extern/Eigen3/Eigen/src/Geometry/ParametrizedLine.h b/extern/Eigen3/Eigen/src/Geometry/ParametrizedLine.h index b90f9c088a2..719a904413d 100644 --- a/extern/Eigen3/Eigen/src/Geometry/ParametrizedLine.h +++ b/extern/Eigen3/Eigen/src/Geometry/ParametrizedLine.h @@ -4,28 +4,15 @@ // Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr> // Copyright (C) 2008 Benoit Jacob <jacob.benoit.1@gmail.com> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_PARAMETRIZEDLINE_H #define EIGEN_PARAMETRIZEDLINE_H +namespace Eigen { + /** \geometry_module \ingroup Geometry_Module * * \class ParametrizedLine @@ -106,8 +93,16 @@ public: VectorType projection(const VectorType& p) const { return origin() + direction().dot(p-origin()) * direction(); } + VectorType pointAt( Scalar t ) const; + + template <int OtherOptions> + Scalar intersectionParameter(const Hyperplane<_Scalar, _AmbientDim, OtherOptions>& hyperplane) const; + template <int OtherOptions> Scalar intersection(const Hyperplane<_Scalar, _AmbientDim, OtherOptions>& hyperplane) const; + + template <int OtherOptions> + VectorType intersectionPoint(const Hyperplane<_Scalar, _AmbientDim, OtherOptions>& hyperplane) const; /** \returns \c *this with scalar type casted to \a NewScalarType * @@ -155,14 +150,46 @@ inline ParametrizedLine<_Scalar, _AmbientDim,_Options>::ParametrizedLine(const H origin() = -hyperplane.normal()*hyperplane.offset(); } -/** \returns the parameter value of the intersection between \c *this and the given hyperplane +/** \returns the point at \a t along this line + */ +template <typename _Scalar, int _AmbientDim, int _Options> +inline typename ParametrizedLine<_Scalar, _AmbientDim,_Options>::VectorType +ParametrizedLine<_Scalar, _AmbientDim,_Options>::pointAt( _Scalar t ) const +{ + return origin() + (direction()*t); +} + +/** \returns the parameter value of the intersection between \c *this and the given \a hyperplane */ template <typename _Scalar, int _AmbientDim, int _Options> template <int OtherOptions> -inline _Scalar ParametrizedLine<_Scalar, _AmbientDim,_Options>::intersection(const Hyperplane<_Scalar, _AmbientDim, OtherOptions>& hyperplane) const +inline _Scalar ParametrizedLine<_Scalar, _AmbientDim,_Options>::intersectionParameter(const Hyperplane<_Scalar, _AmbientDim, OtherOptions>& hyperplane) const { return -(hyperplane.offset()+hyperplane.normal().dot(origin())) / hyperplane.normal().dot(direction()); } + +/** \deprecated use intersectionParameter() + * \returns the parameter value of the intersection between \c *this and the given \a hyperplane + */ +template <typename _Scalar, int _AmbientDim, int _Options> +template <int OtherOptions> +inline _Scalar ParametrizedLine<_Scalar, _AmbientDim,_Options>::intersection(const Hyperplane<_Scalar, _AmbientDim, OtherOptions>& hyperplane) const +{ + return intersectionParameter(hyperplane); +} + +/** \returns the point of the intersection between \c *this and the given hyperplane + */ +template <typename _Scalar, int _AmbientDim, int _Options> +template <int OtherOptions> +inline typename ParametrizedLine<_Scalar, _AmbientDim,_Options>::VectorType +ParametrizedLine<_Scalar, _AmbientDim,_Options>::intersectionPoint(const Hyperplane<_Scalar, _AmbientDim, OtherOptions>& hyperplane) const +{ + return pointAt(intersectionParameter(hyperplane)); +} + +} // end namespace Eigen + #endif // EIGEN_PARAMETRIZEDLINE_H diff --git a/extern/Eigen3/Eigen/src/Geometry/Quaternion.h b/extern/Eigen3/Eigen/src/Geometry/Quaternion.h index 9180db67d84..8792e2da2ae 100644 --- a/extern/Eigen3/Eigen/src/Geometry/Quaternion.h +++ b/extern/Eigen3/Eigen/src/Geometry/Quaternion.h @@ -4,27 +4,14 @@ // Copyright (C) 2008-2010 Gael Guennebaud <gael.guennebaud@inria.fr> // Copyright (C) 2009 Mathieu Gautier <mathieu.gautier@cea.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_QUATERNION_H #define EIGEN_QUATERNION_H +namespace Eigen { + /*************************************************************************** * Definition of QuaternionBase<Derived> @@ -38,6 +25,12 @@ template<typename Other, struct quaternionbase_assign_impl; } +/** \geometry_module \ingroup Geometry_Module + * \class QuaternionBase + * \brief Base class for quaternion expressions + * \tparam Derived derived type (CRTP) + * \sa class Quaternion + */ template<class Derived> class QuaternionBase : public RotationBase<Derived, 3> { @@ -109,7 +102,7 @@ public: /** \returns a quaternion representing an identity rotation * \sa MatrixBase::Identity() */ - inline static Quaternion<Scalar> Identity() { return Quaternion<Scalar>(1, 0, 0, 0); } + static inline Quaternion<Scalar> Identity() { return Quaternion<Scalar>(1, 0, 0, 0); } /** \sa QuaternionBase::Identity(), MatrixBase::setIdentity() */ @@ -278,6 +271,9 @@ public: explicit inline Quaternion(const Quaternion<OtherScalar, OtherOptions>& other) { m_coeffs = other.coeffs().template cast<Scalar>(); } + template<typename Derived1, typename Derived2> + static Quaternion FromTwoVectors(const MatrixBase<Derived1>& a, const MatrixBase<Derived2>& b); + inline Coefficients& coeffs() { return m_coeffs;} inline const Coefficients& coeffs() const { return m_coeffs;} @@ -287,7 +283,7 @@ protected: Coefficients m_coeffs; #ifndef EIGEN_PARSED_BY_DOXYGEN - EIGEN_STRONG_INLINE static void _check_template_params() + static EIGEN_STRONG_INLINE void _check_template_params() { EIGEN_STATIC_ASSERT( (_Options & DontAlign) == _Options, INVALID_MATRIX_TEMPLATE_PARAMETERS) @@ -434,7 +430,7 @@ typedef Map<Quaternion<double>, Aligned> QuaternionMapAlignedd; namespace internal { template<int Arch, class Derived1, class Derived2, typename Scalar, int _Options> struct quat_product { - EIGEN_STRONG_INLINE static Quaternion<Scalar> run(const QuaternionBase<Derived1>& a, const QuaternionBase<Derived2>& b){ + static EIGEN_STRONG_INLINE Quaternion<Scalar> run(const QuaternionBase<Derived1>& a, const QuaternionBase<Derived2>& b){ return Quaternion<Scalar> ( a.w() * b.w() - a.x() * b.x() - a.y() * b.y() - a.z() * b.z(), @@ -544,9 +540,9 @@ QuaternionBase<Derived>::toRotationMatrix(void) const // it has to be inlined, and so the return by value is not an issue Matrix3 res; - const Scalar tx = 2*this->x(); - const Scalar ty = 2*this->y(); - const Scalar tz = 2*this->z(); + const Scalar tx = Scalar(2)*this->x(); + const Scalar ty = Scalar(2)*this->y(); + const Scalar tz = Scalar(2)*this->z(); const Scalar twx = tx*this->w(); const Scalar twy = ty*this->w(); const Scalar twz = tz*this->w(); @@ -557,15 +553,15 @@ QuaternionBase<Derived>::toRotationMatrix(void) const const Scalar tyz = tz*this->y(); const Scalar tzz = tz*this->z(); - res.coeffRef(0,0) = 1-(tyy+tzz); + res.coeffRef(0,0) = Scalar(1)-(tyy+tzz); res.coeffRef(0,1) = txy-twz; res.coeffRef(0,2) = txz+twy; res.coeffRef(1,0) = txy+twz; - res.coeffRef(1,1) = 1-(txx+tzz); + res.coeffRef(1,1) = Scalar(1)-(txx+tzz); res.coeffRef(1,2) = tyz-twx; res.coeffRef(2,0) = txz-twy; res.coeffRef(2,1) = tyz+twx; - res.coeffRef(2,2) = 1-(txx+tyy); + res.coeffRef(2,2) = Scalar(1)-(txx+tyy); return res; } @@ -618,6 +614,27 @@ inline Derived& QuaternionBase<Derived>::setFromTwoVectors(const MatrixBase<Deri return derived(); } + +/** Returns a quaternion representing a rotation between + * the two arbitrary vectors \a a and \a b. In other words, the built + * rotation represent a rotation sending the line of direction \a a + * to the line of direction \a b, both lines passing through the origin. + * + * \returns resulting quaternion + * + * Note that the two input vectors do \b not have to be normalized, and + * do not need to have the same norm. + */ +template<typename Scalar, int Options> +template<typename Derived1, typename Derived2> +Quaternion<Scalar,Options> Quaternion<Scalar,Options>::FromTwoVectors(const MatrixBase<Derived1>& a, const MatrixBase<Derived2>& b) +{ + Quaternion quat; + quat.setFromTwoVectors(a, b); + return quat; +} + + /** \returns the multiplicative inverse of \c *this * Note that in most cases, i.e., if you simply want the opposite rotation, * and/or the quaternion is normalized, then it is enough to use the conjugate. @@ -709,7 +726,7 @@ struct quaternionbase_assign_impl<Other,3,3> { typedef typename Other::Scalar Scalar; typedef DenseIndex Index; - template<class Derived> inline static void run(QuaternionBase<Derived>& q, const Other& mat) + template<class Derived> static inline void run(QuaternionBase<Derived>& q, const Other& mat) { // This algorithm comes from "Quaternion Calculus and Fast Animation", // Ken Shoemake, 1987 SIGGRAPH course notes @@ -748,7 +765,7 @@ template<typename Other> struct quaternionbase_assign_impl<Other,4,1> { typedef typename Other::Scalar Scalar; - template<class Derived> inline static void run(QuaternionBase<Derived>& q, const Other& vec) + template<class Derived> static inline void run(QuaternionBase<Derived>& q, const Other& vec) { q.coeffs() = vec; } @@ -756,4 +773,6 @@ struct quaternionbase_assign_impl<Other,4,1> } // end namespace internal +} // end namespace Eigen + #endif // EIGEN_QUATERNION_H diff --git a/extern/Eigen3/Eigen/src/Geometry/Rotation2D.h b/extern/Eigen3/Eigen/src/Geometry/Rotation2D.h index cf36da1c50c..868e2ef312f 100644 --- a/extern/Eigen3/Eigen/src/Geometry/Rotation2D.h +++ b/extern/Eigen3/Eigen/src/Geometry/Rotation2D.h @@ -3,28 +3,15 @@ // // Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_ROTATION2D_H #define EIGEN_ROTATION2D_H +namespace Eigen { + /** \geometry_module \ingroup Geometry_Module * * \class Rotation2D @@ -121,7 +108,7 @@ public: m_angle = Scalar(other.angle()); } - inline static Rotation2D Identity() { return Rotation2D(0); } + static inline Rotation2D Identity() { return Rotation2D(0); } /** \returns \c true if \c *this is approximately equal to \a other, within the precision * determined by \a prec. @@ -162,4 +149,6 @@ Rotation2D<Scalar>::toRotationMatrix(void) const return (Matrix2() << cosA, -sinA, sinA, cosA).finished(); } +} // end namespace Eigen + #endif // EIGEN_ROTATION2D_H diff --git a/extern/Eigen3/Eigen/src/Geometry/RotationBase.h b/extern/Eigen3/Eigen/src/Geometry/RotationBase.h index 1abf06bb640..b88661de6b1 100644 --- a/extern/Eigen3/Eigen/src/Geometry/RotationBase.h +++ b/extern/Eigen3/Eigen/src/Geometry/RotationBase.h @@ -3,28 +3,15 @@ // // Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_ROTATIONBASE_H #define EIGEN_ROTATIONBASE_H +namespace Eigen { + // forward declaration namespace internal { template<typename RotationDerived, typename MatrixType, bool IsVector=MatrixType::IsVectorAtCompileTime> @@ -115,7 +102,7 @@ struct rotation_base_generic_product_selector<RotationDerived,MatrixType,false> { enum { Dim = RotationDerived::Dim }; typedef Matrix<typename RotationDerived::Scalar,Dim,Dim> ReturnType; - inline static ReturnType run(const RotationDerived& r, const MatrixType& m) + static inline ReturnType run(const RotationDerived& r, const MatrixType& m) { return r.toRotationMatrix() * m; } }; @@ -123,7 +110,7 @@ template<typename RotationDerived, typename Scalar, int Dim, int MaxDim> struct rotation_base_generic_product_selector< RotationDerived, DiagonalMatrix<Scalar,Dim,MaxDim>, false > { typedef Transform<Scalar,Dim,Affine> ReturnType; - inline static ReturnType run(const RotationDerived& r, const DiagonalMatrix<Scalar,Dim,MaxDim>& m) + static inline ReturnType run(const RotationDerived& r, const DiagonalMatrix<Scalar,Dim,MaxDim>& m) { ReturnType res(r); res.linear() *= m; @@ -136,7 +123,7 @@ struct rotation_base_generic_product_selector<RotationDerived,OtherVectorType,tr { enum { Dim = RotationDerived::Dim }; typedef Matrix<typename RotationDerived::Scalar,Dim,1> ReturnType; - EIGEN_STRONG_INLINE static ReturnType run(const RotationDerived& r, const OtherVectorType& v) + static EIGEN_STRONG_INLINE ReturnType run(const RotationDerived& r, const OtherVectorType& v) { return r._transformVector(v); } @@ -192,20 +179,20 @@ namespace internal { * \sa class Transform, class Rotation2D, class Quaternion, class AngleAxis */ template<typename Scalar, int Dim> -inline static Matrix<Scalar,2,2> toRotationMatrix(const Scalar& s) +static inline Matrix<Scalar,2,2> toRotationMatrix(const Scalar& s) { EIGEN_STATIC_ASSERT(Dim==2,YOU_MADE_A_PROGRAMMING_MISTAKE) return Rotation2D<Scalar>(s).toRotationMatrix(); } template<typename Scalar, int Dim, typename OtherDerived> -inline static Matrix<Scalar,Dim,Dim> toRotationMatrix(const RotationBase<OtherDerived,Dim>& r) +static inline Matrix<Scalar,Dim,Dim> toRotationMatrix(const RotationBase<OtherDerived,Dim>& r) { return r.toRotationMatrix(); } template<typename Scalar, int Dim, typename OtherDerived> -inline static const MatrixBase<OtherDerived>& toRotationMatrix(const MatrixBase<OtherDerived>& mat) +static inline const MatrixBase<OtherDerived>& toRotationMatrix(const MatrixBase<OtherDerived>& mat) { EIGEN_STATIC_ASSERT(OtherDerived::RowsAtCompileTime==Dim && OtherDerived::ColsAtCompileTime==Dim, YOU_MADE_A_PROGRAMMING_MISTAKE) @@ -214,4 +201,6 @@ inline static const MatrixBase<OtherDerived>& toRotationMatrix(const MatrixBase< } // end namespace internal +} // end namespace Eigen + #endif // EIGEN_ROTATIONBASE_H diff --git a/extern/Eigen3/Eigen/src/Geometry/Scaling.h b/extern/Eigen3/Eigen/src/Geometry/Scaling.h index c911d13e1d3..8edcac31c74 100644 --- a/extern/Eigen3/Eigen/src/Geometry/Scaling.h +++ b/extern/Eigen3/Eigen/src/Geometry/Scaling.h @@ -3,28 +3,15 @@ // // Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_SCALING_H #define EIGEN_SCALING_H +namespace Eigen { + /** \geometry_module \ingroup Geometry_Module * * \class Scaling @@ -73,7 +60,12 @@ public: /** Concatenates a uniform scaling and an affine transformation */ template<int Dim, int Mode, int Options> - inline Transform<Scalar,Dim,Mode> operator* (const Transform<Scalar,Dim, Mode, Options>& t) const; + inline Transform<Scalar,Dim,(int(Mode)==int(Isometry)?Affine:Mode)> operator* (const Transform<Scalar,Dim, Mode, Options>& t) const + { + Transform<Scalar,Dim,(int(Mode)==int(Isometry)?Affine:Mode)> res = t; + res.prescale(factor()); + return res; +} /** Concatenates a uniform scaling and a linear transformation matrix */ // TODO returns an expression @@ -169,14 +161,6 @@ UniformScaling<Scalar>::operator* (const Translation<Scalar,Dim>& t) const return res; } -template<typename Scalar> -template<int Dim,int Mode,int Options> -inline Transform<Scalar,Dim,Mode> -UniformScaling<Scalar>::operator* (const Transform<Scalar,Dim, Mode, Options>& t) const -{ - Transform<Scalar,Dim,Mode> res = t; - res.prescale(factor()); - return res; -} +} // end namespace Eigen #endif // EIGEN_SCALING_H diff --git a/extern/Eigen3/Eigen/src/Geometry/Transform.h b/extern/Eigen3/Eigen/src/Geometry/Transform.h index a694673ebed..4c1ef8eaade 100644 --- a/extern/Eigen3/Eigen/src/Geometry/Transform.h +++ b/extern/Eigen3/Eigen/src/Geometry/Transform.h @@ -5,28 +5,15 @@ // Copyright (C) 2009 Benoit Jacob <jacob.benoit.1@gmail.com> // Copyright (C) 2010 Hauke Heibel <hauke.heibel@gmail.com> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_TRANSFORM_H #define EIGEN_TRANSFORM_H +namespace Eigen { + namespace internal { template<typename Transform> @@ -37,7 +24,7 @@ struct transform_traits Dim = Transform::Dim, HDim = Transform::HDim, Mode = Transform::Mode, - IsProjective = (Mode==Projective) + IsProjective = (int(Mode)==int(Projective)) }; }; @@ -207,9 +194,9 @@ public: /** type of the matrix used to represent the linear part of the transformation */ typedef Matrix<Scalar,Dim,Dim,Options> LinearMatrixType; /** type of read/write reference to the linear part of the transformation */ - typedef Block<MatrixType,Dim,Dim> LinearPart; + typedef Block<MatrixType,Dim,Dim,int(Mode)==(AffineCompact)> LinearPart; /** type of read reference to the linear part of the transformation */ - typedef const Block<ConstMatrixType,Dim,Dim> ConstLinearPart; + typedef const Block<ConstMatrixType,Dim,Dim,int(Mode)==(AffineCompact)> ConstLinearPart; /** type of read/write reference to the affine part of the transformation */ typedef typename internal::conditional<int(Mode)==int(AffineCompact), MatrixType&, @@ -221,9 +208,9 @@ public: /** type of a vector */ typedef Matrix<Scalar,Dim,1> VectorType; /** type of a read/write reference to the translation part of the rotation */ - typedef Block<MatrixType,Dim,1> TranslationPart; + typedef Block<MatrixType,Dim,1,int(Mode)==(AffineCompact)> TranslationPart; /** type of a read reference to the translation part of the rotation */ - typedef const Block<ConstMatrixType,Dim,1> ConstTranslationPart; + typedef const Block<ConstMatrixType,Dim,1,int(Mode)==(AffineCompact)> ConstTranslationPart; /** corresponding translation type */ typedef Translation<Scalar,Dim> TranslationType; @@ -279,6 +266,9 @@ public: template<typename OtherDerived> inline explicit Transform(const EigenBase<OtherDerived>& other) { + EIGEN_STATIC_ASSERT((internal::is_same<Scalar,typename OtherDerived::Scalar>::value), + YOU_MIXED_DIFFERENT_NUMERIC_TYPES__YOU_NEED_TO_USE_THE_CAST_METHOD_OF_MATRIXBASE_TO_CAST_NUMERIC_TYPES_EXPLICITLY); + check_template_params(); internal::transform_construct_from_matrix<OtherDerived,Mode,Options,Dim,HDim>::run(this, other.derived()); } @@ -287,6 +277,9 @@ public: template<typename OtherDerived> inline Transform& operator=(const EigenBase<OtherDerived>& other) { + EIGEN_STATIC_ASSERT((internal::is_same<Scalar,typename OtherDerived::Scalar>::value), + YOU_MIXED_DIFFERENT_NUMERIC_TYPES__YOU_NEED_TO_USE_THE_CAST_METHOD_OF_MATRIXBASE_TO_CAST_NUMERIC_TYPES_EXPLICITLY); + internal::transform_construct_from_matrix<OtherDerived,Mode,Options,Dim,HDim>::run(this, other.derived()); return *this; } @@ -376,9 +369,9 @@ public: inline MatrixType& matrix() { return m_matrix; } /** \returns a read-only expression of the linear part of the transformation */ - inline ConstLinearPart linear() const { return m_matrix.template block<Dim,Dim>(0,0); } + inline ConstLinearPart linear() const { return ConstLinearPart(m_matrix,0,0); } /** \returns a writable expression of the linear part of the transformation */ - inline LinearPart linear() { return m_matrix.template block<Dim,Dim>(0,0); } + inline LinearPart linear() { return LinearPart(m_matrix,0,0); } /** \returns a read-only expression of the Dim x HDim affine part of the transformation */ inline ConstAffinePart affine() const { return take_affine_part::run(m_matrix); } @@ -386,9 +379,9 @@ public: inline AffinePart affine() { return take_affine_part::run(m_matrix); } /** \returns a read-only expression of the translation vector of the transformation */ - inline ConstTranslationPart translation() const { return m_matrix.template block<Dim,1>(0,Dim); } + inline ConstTranslationPart translation() const { return ConstTranslationPart(m_matrix,0,Dim); } /** \returns a writable expression of the translation vector of the transformation */ - inline TranslationPart translation() { return m_matrix.template block<Dim,1>(0,Dim); } + inline TranslationPart translation() { return TranslationPart(m_matrix,0,Dim); } /** \returns an expression of the product between the transform \c *this and a matrix expression \a other * @@ -460,15 +453,40 @@ public: { return internal::transform_transform_product_impl<Transform,Transform>::run(*this,other); } - + + #ifdef __INTEL_COMPILER +private: + // this intermediate structure permits to workaround a bug in ICC 11: + // error: template instantiation resulted in unexpected function type of "Eigen::Transform<double, 3, 32, 0> + // (const Eigen::Transform<double, 3, 2, 0> &) const" + // (the meaning of a name may have changed since the template declaration -- the type of the template is: + // "Eigen::internal::transform_transform_product_impl<Eigen::Transform<double, 3, 32, 0>, + // Eigen::Transform<double, 3, Mode, Options>, <expression>>::ResultType (const Eigen::Transform<double, 3, Mode, Options> &) const") + // + template<int OtherMode,int OtherOptions> struct icc_11_workaround + { + typedef internal::transform_transform_product_impl<Transform,Transform<Scalar,Dim,OtherMode,OtherOptions> > ProductType; + typedef typename ProductType::ResultType ResultType; + }; + +public: + /** Concatenates two different transformations */ + template<int OtherMode,int OtherOptions> + inline typename icc_11_workaround<OtherMode,OtherOptions>::ResultType + operator * (const Transform<Scalar,Dim,OtherMode,OtherOptions>& other) const + { + typedef typename icc_11_workaround<OtherMode,OtherOptions>::ProductType ProductType; + return ProductType::run(*this,other); + } + #else /** Concatenates two different transformations */ template<int OtherMode,int OtherOptions> - inline const typename internal::transform_transform_product_impl< - Transform,Transform<Scalar,Dim,OtherMode,OtherOptions> >::ResultType + inline typename internal::transform_transform_product_impl<Transform,Transform<Scalar,Dim,OtherMode,OtherOptions> >::ResultType operator * (const Transform<Scalar,Dim,OtherMode,OtherOptions>& other) const { return internal::transform_transform_product_impl<Transform,Transform<Scalar,Dim,OtherMode,OtherOptions> >::run(*this,other); } + #endif /** \sa MatrixBase::setIdentity() */ void setIdentity() { m_matrix.setIdentity(); } @@ -512,7 +530,12 @@ public: inline Transform& operator=(const UniformScaling<Scalar>& t); inline Transform& operator*=(const UniformScaling<Scalar>& s) { return scale(s.factor()); } - inline Transform operator*(const UniformScaling<Scalar>& s) const; + inline Transform<Scalar,Dim,(int(Mode)==int(Isometry)?Affine:Isometry)> operator*(const UniformScaling<Scalar>& s) const + { + Transform<Scalar,Dim,(int(Mode)==int(Isometry)?Affine:Isometry),Options> res = *this; + res.scale(s.factor()); + return res; + } inline Transform& operator*=(const DiagonalMatrix<Scalar,Dim>& s) { linear() *= s; return *this; } @@ -571,7 +594,7 @@ public: if(int(Mode)!=int(AffineCompact)) { matrix().template block<1,Dim>(Dim,0).setZero(); - matrix().coeffRef(Dim,Dim) = 1; + matrix().coeffRef(Dim,Dim) = Scalar(1); } } @@ -608,7 +631,7 @@ public: protected: #ifndef EIGEN_PARSED_BY_DOXYGEN - EIGEN_STRONG_INLINE static void check_template_params() + static EIGEN_STRONG_INLINE void check_template_params() { EIGEN_STATIC_ASSERT((Options & (DontAlign|RowMajor)) == Options, INVALID_MATRIX_TEMPLATE_PARAMETERS) } @@ -941,14 +964,6 @@ inline Transform<Scalar,Dim,Mode,Options>& Transform<Scalar,Dim,Mode,Options>::o } template<typename Scalar, int Dim, int Mode, int Options> -inline Transform<Scalar,Dim,Mode,Options> Transform<Scalar,Dim,Mode,Options>::operator*(const UniformScaling<Scalar>& s) const -{ - Transform res = *this; - res.scale(s.factor()); - return res; -} - -template<typename Scalar, int Dim, int Mode, int Options> template<typename Derived> inline Transform<Scalar,Dim,Mode,Options>& Transform<Scalar,Dim,Mode,Options>::operator=(const RotationBase<Derived,Dim>& r) { @@ -1219,7 +1234,7 @@ struct transform_right_product_impl< TransformType, MatrixType, 0 > { typedef typename MatrixType::PlainObject ResultType; - EIGEN_STRONG_INLINE static ResultType run(const TransformType& T, const MatrixType& other) + static EIGEN_STRONG_INLINE ResultType run(const TransformType& T, const MatrixType& other) { return T.matrix() * other; } @@ -1237,11 +1252,11 @@ struct transform_right_product_impl< TransformType, MatrixType, 1 > typedef typename MatrixType::PlainObject ResultType; - EIGEN_STRONG_INLINE static ResultType run(const TransformType& T, const MatrixType& other) + static EIGEN_STRONG_INLINE ResultType run(const TransformType& T, const MatrixType& other) { EIGEN_STATIC_ASSERT(OtherRows==HDim, YOU_MIXED_MATRICES_OF_DIFFERENT_SIZES); - typedef Block<ResultType, Dim, OtherCols> TopLeftLhs; + typedef Block<ResultType, Dim, OtherCols, int(MatrixType::RowsAtCompileTime)==Dim> TopLeftLhs; ResultType res(other.rows(),other.cols()); TopLeftLhs(res, 0, 0, Dim, other.cols()).noalias() = T.affine() * other; @@ -1263,15 +1278,13 @@ struct transform_right_product_impl< TransformType, MatrixType, 2 > typedef typename MatrixType::PlainObject ResultType; - EIGEN_STRONG_INLINE static ResultType run(const TransformType& T, const MatrixType& other) + static EIGEN_STRONG_INLINE ResultType run(const TransformType& T, const MatrixType& other) { EIGEN_STATIC_ASSERT(OtherRows==Dim, YOU_MIXED_MATRICES_OF_DIFFERENT_SIZES); - typedef Block<ResultType, Dim, OtherCols> TopLeftLhs; - - ResultType res(other.rows(),other.cols()); - TopLeftLhs(res, 0, 0, Dim, other.cols()).noalias() = T.linear() * other; - TopLeftLhs(res, 0, 0, Dim, other.cols()).colwise() += T.translation(); + typedef Block<ResultType, Dim, OtherCols, true> TopLeftLhs; + ResultType res(Replicate<typename TransformType::ConstTranslationPart, 1, OtherCols>(T.translation(),1,other.cols())); + TopLeftLhs(res, 0, 0, Dim, other.cols()).noalias() += T.linear() * other; return res; } @@ -1422,4 +1435,6 @@ struct transform_transform_product_impl<Transform<Scalar,Dim,Projective,LhsOptio } // end namespace internal +} // end namespace Eigen + #endif // EIGEN_TRANSFORM_H diff --git a/extern/Eigen3/Eigen/src/Geometry/Translation.h b/extern/Eigen3/Eigen/src/Geometry/Translation.h index d8fe50f987e..7fda179cc35 100644 --- a/extern/Eigen3/Eigen/src/Geometry/Translation.h +++ b/extern/Eigen3/Eigen/src/Geometry/Translation.h @@ -3,28 +3,15 @@ // // Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_TRANSLATION_H #define EIGEN_TRANSLATION_H +namespace Eigen { + /** \geometry_module \ingroup Geometry_Module * * \class Translation @@ -54,6 +41,8 @@ public: typedef Matrix<Scalar,Dim,Dim> LinearMatrixType; /** corresponding affine transformation type */ typedef Transform<Scalar,Dim,Affine> AffineTransformType; + /** corresponding isometric transformation type */ + typedef Transform<Scalar,Dim,Isometry> IsometryTransformType; protected: @@ -114,8 +103,8 @@ public: /** Concatenates a translation and a rotation */ template<typename Derived> - inline AffineTransformType operator*(const RotationBase<Derived,Dim>& r) const - { return *this * r.toRotationMatrix(); } + inline IsometryTransformType operator*(const RotationBase<Derived,Dim>& r) const + { return *this * IsometryTransformType(r); } /** \returns the concatenation of a linear transformation \a l with the translation \a t */ // its a nightmare to define a templated friend function outside its declaration @@ -212,4 +201,6 @@ Translation<Scalar,Dim>::operator* (const EigenBase<OtherDerived>& linear) const return res; } +} // end namespace Eigen + #endif // EIGEN_TRANSLATION_H diff --git a/extern/Eigen3/Eigen/src/Geometry/Umeyama.h b/extern/Eigen3/Eigen/src/Geometry/Umeyama.h index b50f461730e..ac0939cde52 100644 --- a/extern/Eigen3/Eigen/src/Geometry/Umeyama.h +++ b/extern/Eigen3/Eigen/src/Geometry/Umeyama.h @@ -3,24 +3,9 @@ // // Copyright (C) 2009 Hauke Heibel <hauke.heibel@gmail.com> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_UMEYAMA_H #define EIGEN_UMEYAMA_H @@ -31,6 +16,8 @@ // * Eigen/SVD // * Eigen/Array +namespace Eigen { + #ifndef EIGEN_PARSED_BY_DOXYGEN // These helpers are required since it allows to use mixed types as parameters @@ -180,4 +167,6 @@ umeyama(const MatrixBase<Derived>& src, const MatrixBase<OtherDerived>& dst, boo return Rt; } +} // end namespace Eigen + #endif // EIGEN_UMEYAMA_H diff --git a/extern/Eigen3/Eigen/src/Geometry/arch/Geometry_SSE.h b/extern/Eigen3/Eigen/src/Geometry/arch/Geometry_SSE.h index 2af32678d1c..3d8284f2d0c 100644 --- a/extern/Eigen3/Eigen/src/Geometry/arch/Geometry_SSE.h +++ b/extern/Eigen3/Eigen/src/Geometry/arch/Geometry_SSE.h @@ -4,34 +4,21 @@ // Copyright (C) 2009 Rohit Garg <rpg.314@gmail.com> // Copyright (C) 2009-2010 Gael Guennebaud <gael.guennebaud@inria.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_GEOMETRY_SSE_H #define EIGEN_GEOMETRY_SSE_H +namespace Eigen { + namespace internal { template<class Derived, class OtherDerived> struct quat_product<Architecture::SSE, Derived, OtherDerived, float, Aligned> { - inline static Quaternion<float> run(const QuaternionBase<Derived>& _a, const QuaternionBase<OtherDerived>& _b) + static inline Quaternion<float> run(const QuaternionBase<Derived>& _a, const QuaternionBase<OtherDerived>& _b) { const __m128 mask = _mm_castsi128_ps(_mm_setr_epi32(0,0,0,0x80000000)); Quaternion<float> res; @@ -53,7 +40,7 @@ struct quat_product<Architecture::SSE, Derived, OtherDerived, float, Aligned> template<typename VectorLhs,typename VectorRhs> struct cross3_impl<Architecture::SSE,VectorLhs,VectorRhs,float,true> { - inline static typename plain_matrix_type<VectorLhs>::type + static inline typename plain_matrix_type<VectorLhs>::type run(const VectorLhs& lhs, const VectorRhs& rhs) { __m128 a = lhs.template packet<VectorLhs::Flags&AlignedBit ? Aligned : Unaligned>(0); @@ -72,7 +59,7 @@ struct cross3_impl<Architecture::SSE,VectorLhs,VectorRhs,float,true> template<class Derived, class OtherDerived> struct quat_product<Architecture::SSE, Derived, OtherDerived, double, Aligned> { - inline static Quaternion<double> run(const QuaternionBase<Derived>& _a, const QuaternionBase<OtherDerived>& _b) + static inline Quaternion<double> run(const QuaternionBase<Derived>& _a, const QuaternionBase<OtherDerived>& _b) { const Packet2d mask = _mm_castsi128_pd(_mm_set_epi32(0x0,0x0,0x80000000,0x0)); @@ -123,4 +110,6 @@ struct quat_product<Architecture::SSE, Derived, OtherDerived, double, Aligned> } // end namespace internal +} // end namespace Eigen + #endif // EIGEN_GEOMETRY_SSE_H diff --git a/extern/Eigen3/Eigen/src/Householder/BlockHouseholder.h b/extern/Eigen3/Eigen/src/Householder/BlockHouseholder.h index 23ce1bfbd46..1991c652738 100644 --- a/extern/Eigen3/Eigen/src/Householder/BlockHouseholder.h +++ b/extern/Eigen3/Eigen/src/Householder/BlockHouseholder.h @@ -4,30 +4,17 @@ // Copyright (C) 2010 Vincent Lejeune // Copyright (C) 2010 Gael Guennebaud <gael.guennebaud@inria.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_BLOCK_HOUSEHOLDER_H #define EIGEN_BLOCK_HOUSEHOLDER_H // This file contains some helper function to deal with block householder reflectors +namespace Eigen { + namespace internal { /** \internal */ @@ -64,7 +51,7 @@ void apply_block_householder_on_the_left(MatrixType& mat, const VectorsType& vec Matrix<typename MatrixType::Scalar, TFactorSize, TFactorSize> T(nbVecs,nbVecs); make_block_householder_triangular_factor(T, vectors, hCoeffs); - const TriangularView<VectorsType, UnitLower>& V(vectors); + const TriangularView<const VectorsType, UnitLower>& V(vectors); // A -= V T V^* A Matrix<typename MatrixType::Scalar,VectorsType::ColsAtCompileTime,MatrixType::ColsAtCompileTime,0, @@ -76,4 +63,6 @@ void apply_block_householder_on_the_left(MatrixType& mat, const VectorsType& vec } // end namespace internal +} // end namespace Eigen + #endif // EIGEN_BLOCK_HOUSEHOLDER_H diff --git a/extern/Eigen3/Eigen/src/Householder/Householder.h b/extern/Eigen3/Eigen/src/Householder/Householder.h index 74139c0dcce..3f64b7dde2f 100644 --- a/extern/Eigen3/Eigen/src/Householder/Householder.h +++ b/extern/Eigen3/Eigen/src/Householder/Householder.h @@ -4,28 +4,15 @@ // Copyright (C) 2010 Benoit Jacob <jacob.benoit.1@gmail.com> // Copyright (C) 2009 Gael Guennebaud <gael.guennebaud@inria.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_HOUSEHOLDER_H #define EIGEN_HOUSEHOLDER_H +namespace Eigen { + namespace internal { template<int n> struct decrement_size { @@ -35,6 +22,22 @@ template<int n> struct decrement_size }; } +/** Computes the elementary reflector H such that: + * \f$ H *this = [ beta 0 ... 0]^T \f$ + * where the transformation H is: + * \f$ H = I - tau v v^*\f$ + * and the vector v is: + * \f$ v^T = [1 essential^T] \f$ + * + * The essential part of the vector \c v is stored in *this. + * + * On output: + * \param tau the scaling factor of the Householder transformation + * \param beta the result of H * \c *this + * + * \sa MatrixBase::makeHouseholder(), MatrixBase::applyHouseholderOnTheLeft(), + * MatrixBase::applyHouseholderOnTheRight() + */ template<typename Derived> void MatrixBase<Derived>::makeHouseholderInPlace(Scalar& tau, RealScalar& beta) { @@ -51,7 +54,7 @@ void MatrixBase<Derived>::makeHouseholderInPlace(Scalar& tau, RealScalar& beta) * * On output: * \param essential the essential part of the vector \c v - * \param tau the scaling factor of the householder transformation + * \param tau the scaling factor of the Householder transformation * \param beta the result of H * \c *this * * \sa MatrixBase::makeHouseholderInPlace(), MatrixBase::applyHouseholderOnTheLeft(), @@ -86,6 +89,21 @@ void MatrixBase<Derived>::makeHouseholder( } } +/** Apply the elementary reflector H given by + * \f$ H = I - tau v v^*\f$ + * with + * \f$ v^T = [1 essential^T] \f$ + * from the left to a vector or matrix. + * + * On input: + * \param essential the essential part of the vector \c v + * \param tau the scaling factor of the Householder transformation + * \param workspace a pointer to working space with at least + * this->cols() * essential.size() entries + * + * \sa MatrixBase::makeHouseholder(), MatrixBase::makeHouseholderInPlace(), + * MatrixBase::applyHouseholderOnTheRight() + */ template<typename Derived> template<typename EssentialPart> void MatrixBase<Derived>::applyHouseholderOnTheLeft( @@ -108,6 +126,21 @@ void MatrixBase<Derived>::applyHouseholderOnTheLeft( } } +/** Apply the elementary reflector H given by + * \f$ H = I - tau v v^*\f$ + * with + * \f$ v^T = [1 essential^T] \f$ + * from the right to a vector or matrix. + * + * On input: + * \param essential the essential part of the vector \c v + * \param tau the scaling factor of the Householder transformation + * \param workspace a pointer to working space with at least + * this->cols() * essential.size() entries + * + * \sa MatrixBase::makeHouseholder(), MatrixBase::makeHouseholderInPlace(), + * MatrixBase::applyHouseholderOnTheLeft() + */ template<typename Derived> template<typename EssentialPart> void MatrixBase<Derived>::applyHouseholderOnTheRight( @@ -130,4 +163,6 @@ void MatrixBase<Derived>::applyHouseholderOnTheRight( } } +} // end namespace Eigen + #endif // EIGEN_HOUSEHOLDER_H diff --git a/extern/Eigen3/Eigen/src/Householder/HouseholderSequence.h b/extern/Eigen3/Eigen/src/Householder/HouseholderSequence.h index 717f29c99e9..1e71e16a785 100644 --- a/extern/Eigen3/Eigen/src/Householder/HouseholderSequence.h +++ b/extern/Eigen3/Eigen/src/Householder/HouseholderSequence.h @@ -4,28 +4,15 @@ // Copyright (C) 2009 Gael Guennebaud <gael.guennebaud@inria.fr> // Copyright (C) 2010 Benoit Jacob <jacob.benoit.1@gmail.com> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_HOUSEHOLDER_SEQUENCE_H #define EIGEN_HOUSEHOLDER_SEQUENCE_H +namespace Eigen { + /** \ingroup Householder_Module * \householder_module * \class HouseholderSequence @@ -237,13 +224,20 @@ template<typename VectorsType, typename CoeffsType, int Side> class HouseholderS ConjugateReturnType inverse() const { return adjoint(); } /** \internal */ - template<typename DestType> void evalTo(DestType& dst) const + template<typename DestType> inline void evalTo(DestType& dst) const { - Index vecs = m_length; - // FIXME find a way to pass this temporary if the user wants to Matrix<Scalar, DestType::RowsAtCompileTime, 1, - AutoAlign|ColMajor, DestType::MaxRowsAtCompileTime, 1> temp(rows()); - if( internal::is_same<typename internal::remove_all<VectorsType>::type,DestType>::value + AutoAlign|ColMajor, DestType::MaxRowsAtCompileTime, 1> workspace(rows()); + evalTo(dst, workspace); + } + + /** \internal */ + template<typename Dest, typename Workspace> + void evalTo(Dest& dst, Workspace& workspace) const + { + workspace.resize(rows()); + Index vecs = m_length; + if( internal::is_same<typename internal::remove_all<VectorsType>::type,Dest>::value && internal::extract_data(dst) == internal::extract_data(m_vectors)) { // in-place @@ -254,10 +248,10 @@ template<typename VectorsType, typename CoeffsType, int Side> class HouseholderS Index cornerSize = rows() - k - m_shift; if(m_trans) dst.bottomRightCorner(cornerSize, cornerSize) - .applyHouseholderOnTheRight(essentialVector(k), m_coeffs.coeff(k), &temp.coeffRef(0)); + .applyHouseholderOnTheRight(essentialVector(k), m_coeffs.coeff(k), workspace.data()); else dst.bottomRightCorner(cornerSize, cornerSize) - .applyHouseholderOnTheLeft(essentialVector(k), m_coeffs.coeff(k), &temp.coeffRef(0)); + .applyHouseholderOnTheLeft(essentialVector(k), m_coeffs.coeff(k), workspace.data()); // clear the off diagonal vector dst.col(k).tail(rows()-k-1).setZero(); @@ -274,10 +268,10 @@ template<typename VectorsType, typename CoeffsType, int Side> class HouseholderS Index cornerSize = rows() - k - m_shift; if(m_trans) dst.bottomRightCorner(cornerSize, cornerSize) - .applyHouseholderOnTheRight(essentialVector(k), m_coeffs.coeff(k), &temp.coeffRef(0)); + .applyHouseholderOnTheRight(essentialVector(k), m_coeffs.coeff(k), &workspace.coeffRef(0)); else dst.bottomRightCorner(cornerSize, cornerSize) - .applyHouseholderOnTheLeft(essentialVector(k), m_coeffs.coeff(k), &temp.coeffRef(0)); + .applyHouseholderOnTheLeft(essentialVector(k), m_coeffs.coeff(k), &workspace.coeffRef(0)); } } } @@ -285,24 +279,40 @@ template<typename VectorsType, typename CoeffsType, int Side> class HouseholderS /** \internal */ template<typename Dest> inline void applyThisOnTheRight(Dest& dst) const { - Matrix<Scalar,1,Dest::RowsAtCompileTime> temp(dst.rows()); + Matrix<Scalar,1,Dest::RowsAtCompileTime,RowMajor,1,Dest::MaxRowsAtCompileTime> workspace(dst.rows()); + applyThisOnTheRight(dst, workspace); + } + + /** \internal */ + template<typename Dest, typename Workspace> + inline void applyThisOnTheRight(Dest& dst, Workspace& workspace) const + { + workspace.resize(dst.rows()); for(Index k = 0; k < m_length; ++k) { Index actual_k = m_trans ? m_length-k-1 : k; dst.rightCols(rows()-m_shift-actual_k) - .applyHouseholderOnTheRight(essentialVector(actual_k), m_coeffs.coeff(actual_k), &temp.coeffRef(0)); + .applyHouseholderOnTheRight(essentialVector(actual_k), m_coeffs.coeff(actual_k), workspace.data()); } } /** \internal */ template<typename Dest> inline void applyThisOnTheLeft(Dest& dst) const { - Matrix<Scalar,1,Dest::ColsAtCompileTime> temp(dst.cols()); + Matrix<Scalar,1,Dest::ColsAtCompileTime,RowMajor,1,Dest::MaxColsAtCompileTime> workspace(dst.cols()); + applyThisOnTheLeft(dst, workspace); + } + + /** \internal */ + template<typename Dest, typename Workspace> + inline void applyThisOnTheLeft(Dest& dst, Workspace& workspace) const + { + workspace.resize(dst.cols()); for(Index k = 0; k < m_length; ++k) { Index actual_k = m_trans ? k : m_length-k-1; dst.bottomRows(rows()-m_shift-actual_k) - .applyHouseholderOnTheLeft(essentialVector(actual_k), m_coeffs.coeff(actual_k), &temp.coeffRef(0)); + .applyHouseholderOnTheLeft(essentialVector(actual_k), m_coeffs.coeff(actual_k), workspace.data()); } } @@ -426,4 +436,6 @@ HouseholderSequence<VectorsType,CoeffsType,OnTheRight> rightHouseholderSequence( return HouseholderSequence<VectorsType,CoeffsType,OnTheRight>(v, h); } +} // end namespace Eigen + #endif // EIGEN_HOUSEHOLDER_SEQUENCE_H diff --git a/extern/Eigen3/Eigen/src/IterativeLinearSolvers/BasicPreconditioners.h b/extern/Eigen3/Eigen/src/IterativeLinearSolvers/BasicPreconditioners.h new file mode 100644 index 00000000000..73ca9bfde6a --- /dev/null +++ b/extern/Eigen3/Eigen/src/IterativeLinearSolvers/BasicPreconditioners.h @@ -0,0 +1,149 @@ +// This file is part of Eigen, a lightweight C++ template library +// for linear algebra. +// +// Copyright (C) 2011 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_BASIC_PRECONDITIONERS_H +#define EIGEN_BASIC_PRECONDITIONERS_H + +namespace Eigen { + +/** \ingroup IterativeLinearSolvers_Module + * \brief A preconditioner based on the digonal entries + * + * This class allows to approximately solve for A.x = b problems assuming A is a diagonal matrix. + * In other words, this preconditioner neglects all off diagonal entries and, in Eigen's language, solves for: + * \code + * A.diagonal().asDiagonal() . x = b + * \endcode + * + * \tparam _Scalar the type of the scalar. + * + * This preconditioner is suitable for both selfadjoint and general problems. + * The diagonal entries are pre-inverted and stored into a dense vector. + * + * \note A variant that has yet to be implemented would attempt to preserve the norm of each column. + * + */ +template <typename _Scalar> +class DiagonalPreconditioner +{ + typedef _Scalar Scalar; + typedef Matrix<Scalar,Dynamic,1> Vector; + typedef typename Vector::Index Index; + + public: + // this typedef is only to export the scalar type and compile-time dimensions to solve_retval + typedef Matrix<Scalar,Dynamic,Dynamic> MatrixType; + + DiagonalPreconditioner() : m_isInitialized(false) {} + + template<typename MatType> + DiagonalPreconditioner(const MatType& mat) : m_invdiag(mat.cols()) + { + compute(mat); + } + + Index rows() const { return m_invdiag.size(); } + Index cols() const { return m_invdiag.size(); } + + template<typename MatType> + DiagonalPreconditioner& analyzePattern(const MatType& ) + { + return *this; + } + + template<typename MatType> + DiagonalPreconditioner& factorize(const MatType& mat) + { + m_invdiag.resize(mat.cols()); + for(int j=0; j<mat.outerSize(); ++j) + { + typename MatType::InnerIterator it(mat,j); + while(it && it.index()!=j) ++it; + if(it && it.index()==j) + m_invdiag(j) = Scalar(1)/it.value(); + else + m_invdiag(j) = 0; + } + m_isInitialized = true; + return *this; + } + + template<typename MatType> + DiagonalPreconditioner& compute(const MatType& mat) + { + return factorize(mat); + } + + template<typename Rhs, typename Dest> + void _solve(const Rhs& b, Dest& x) const + { + x = m_invdiag.array() * b.array() ; + } + + template<typename Rhs> inline const internal::solve_retval<DiagonalPreconditioner, Rhs> + solve(const MatrixBase<Rhs>& b) const + { + eigen_assert(m_isInitialized && "DiagonalPreconditioner is not initialized."); + eigen_assert(m_invdiag.size()==b.rows() + && "DiagonalPreconditioner::solve(): invalid number of rows of the right hand side matrix b"); + return internal::solve_retval<DiagonalPreconditioner, Rhs>(*this, b.derived()); + } + + protected: + Vector m_invdiag; + bool m_isInitialized; +}; + +namespace internal { + +template<typename _MatrixType, typename Rhs> +struct solve_retval<DiagonalPreconditioner<_MatrixType>, Rhs> + : solve_retval_base<DiagonalPreconditioner<_MatrixType>, Rhs> +{ + typedef DiagonalPreconditioner<_MatrixType> Dec; + EIGEN_MAKE_SOLVE_HELPERS(Dec,Rhs) + + template<typename Dest> void evalTo(Dest& dst) const + { + dec()._solve(rhs(),dst); + } +}; + +} + +/** \ingroup IterativeLinearSolvers_Module + * \brief A naive preconditioner which approximates any matrix as the identity matrix + * + * \sa class DiagonalPreconditioner + */ +class IdentityPreconditioner +{ + public: + + IdentityPreconditioner() {} + + template<typename MatrixType> + IdentityPreconditioner(const MatrixType& ) {} + + template<typename MatrixType> + IdentityPreconditioner& analyzePattern(const MatrixType& ) { return *this; } + + template<typename MatrixType> + IdentityPreconditioner& factorize(const MatrixType& ) { return *this; } + + template<typename MatrixType> + IdentityPreconditioner& compute(const MatrixType& ) { return *this; } + + template<typename Rhs> + inline const Rhs& solve(const Rhs& b) const { return b; } +}; + +} // end namespace Eigen + +#endif // EIGEN_BASIC_PRECONDITIONERS_H diff --git a/extern/Eigen3/Eigen/src/IterativeLinearSolvers/BiCGSTAB.h b/extern/Eigen3/Eigen/src/IterativeLinearSolvers/BiCGSTAB.h new file mode 100644 index 00000000000..126341be8d8 --- /dev/null +++ b/extern/Eigen3/Eigen/src/IterativeLinearSolvers/BiCGSTAB.h @@ -0,0 +1,254 @@ +// This file is part of Eigen, a lightweight C++ template library +// for linear algebra. +// +// Copyright (C) 2011 Gael Guennebaud <gael.guennebaud@inria.fr> +// Copyright (C) 2012 Désiré 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_BICGSTAB_H +#define EIGEN_BICGSTAB_H + +namespace Eigen { + +namespace internal { + +/** \internal Low-level bi conjugate gradient stabilized 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 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. + * \return false in the case of numerical issue, for example a break down of BiCGSTAB. + */ +template<typename MatrixType, typename Rhs, typename Dest, typename Preconditioner> +bool bicgstab(const MatrixType& mat, const Rhs& rhs, Dest& x, + const Preconditioner& precond, int& iters, + typename Dest::RealScalar& tol_error) +{ + using std::sqrt; + using std::abs; + typedef typename Dest::RealScalar RealScalar; + typedef typename Dest::Scalar Scalar; + typedef Matrix<Scalar,Dynamic,1> VectorType; + RealScalar tol = tol_error; + int maxIters = iters; + + int n = mat.cols(); + VectorType r = rhs - mat * x; + VectorType r0 = r; + + RealScalar r0_sqnorm = r0.squaredNorm(); + Scalar rho = 1; + Scalar alpha = 1; + Scalar w = 1; + + VectorType v = VectorType::Zero(n), p = VectorType::Zero(n); + VectorType y(n), z(n); + VectorType kt(n), ks(n); + + VectorType s(n), t(n); + + RealScalar tol2 = tol*tol; + int i = 0; + + while ( r.squaredNorm()/r0_sqnorm > tol2 && i<maxIters ) + { + Scalar rho_old = rho; + + rho = r0.dot(r); + if (rho == Scalar(0)) return false; /* New search directions cannot be found */ + Scalar beta = (rho/rho_old) * (alpha / w); + p = r + beta * (p - w * v); + + y = precond.solve(p); + + v.noalias() = mat * y; + + alpha = rho / r0.dot(v); + s = r - alpha * v; + + z = precond.solve(s); + t.noalias() = mat * z; + + w = t.dot(s) / t.squaredNorm(); + x += alpha * y + w * z; + r = s - w * t; + ++i; + } + tol_error = sqrt(r.squaredNorm()/r0_sqnorm); + iters = i; + return true; +} + +} + +template< typename _MatrixType, + typename _Preconditioner = DiagonalPreconditioner<typename _MatrixType::Scalar> > +class BiCGSTAB; + +namespace internal { + +template< typename _MatrixType, typename _Preconditioner> +struct traits<BiCGSTAB<_MatrixType,_Preconditioner> > +{ + typedef _MatrixType MatrixType; + typedef _Preconditioner Preconditioner; +}; + +} + +/** \ingroup IterativeLinearSolvers_Module + * \brief A bi conjugate gradient stabilized solver for sparse square problems + * + * This class allows to solve for A.x = b sparse linear problems using a bi conjugate gradient + * stabilized algorithm. 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 _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 + * BiCGSTAB<SparseMatrix<double> > solver; + * solver(A); + * x = solver.solve(b); + * std::cout << "#iterations: " << solver.iterations() << std::endl; + * std::cout << "estimated error: " << solver.error() << std::endl; + * // update b, and solve again + * x = solver.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. Here is a step by + * step execution example starting with a random guess and printing the evolution + * of the estimated error: + * * \code + * x = VectorXd::Random(n); + * solver.setMaxIterations(1); + * int i = 0; + * do { + * x = solver.solveWithGuess(b,x); + * std::cout << i << " : " << solver.error() << std::endl; + * ++i; + * } while (solver.info()!=Success && i<100); + * \endcode + * Note that such a step by step excution is slightly slower. + * + * \sa class SimplicialCholesky, DiagonalPreconditioner, IdentityPreconditioner + */ +template< typename _MatrixType, typename _Preconditioner> +class BiCGSTAB : public IterativeSolverBase<BiCGSTAB<_MatrixType,_Preconditioner> > +{ + typedef IterativeSolverBase<BiCGSTAB> Base; + using Base::mp_matrix; + using Base::m_error; + using Base::m_iterations; + using Base::m_info; + using Base::m_isInitialized; +public: + typedef _MatrixType MatrixType; + typedef typename MatrixType::Scalar Scalar; + typedef typename MatrixType::Index Index; + typedef typename MatrixType::RealScalar RealScalar; + typedef _Preconditioner Preconditioner; + +public: + + /** Default constructor. */ + BiCGSTAB() : 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. + */ + BiCGSTAB(const MatrixType& A) : Base(A) {} + + ~BiCGSTAB() {} + + /** \returns the solution x of \f$ A x = b \f$ using the current decomposition of A + * \a x0 as an initial solution. + * + * \sa compute() + */ + template<typename Rhs,typename Guess> + inline const internal::solve_retval_with_guess<BiCGSTAB, Rhs, Guess> + solveWithGuess(const MatrixBase<Rhs>& b, const Guess& x0) const + { + eigen_assert(m_isInitialized && "BiCGSTAB is not initialized."); + eigen_assert(Base::rows()==b.rows() + && "BiCGSTAB::solve(): invalid number of rows of the right hand side matrix b"); + return internal::solve_retval_with_guess + <BiCGSTAB, Rhs, Guess>(*this, b.derived(), x0); + } + + /** \internal */ + template<typename Rhs,typename Dest> + void _solveWithGuess(const Rhs& b, Dest& x) const + { + bool failed = false; + for(int j=0; j<b.cols(); ++j) + { + m_iterations = Base::maxIterations(); + m_error = Base::m_tolerance; + + typename Dest::ColXpr xj(x,j); + if(!internal::bicgstab(*mp_matrix, b.col(j), xj, Base::m_preconditioner, m_iterations, m_error)) + failed = true; + } + m_info = failed ? NumericalIssue + : m_error <= Base::m_tolerance ? Success + : NoConvergence; + m_isInitialized = true; + } + + /** \internal */ + template<typename Rhs,typename Dest> + void _solve(const Rhs& b, Dest& x) const + { + x.setZero(); + _solveWithGuess(b,x); + } + +protected: + +}; + + +namespace internal { + + template<typename _MatrixType, typename _Preconditioner, typename Rhs> +struct solve_retval<BiCGSTAB<_MatrixType, _Preconditioner>, Rhs> + : solve_retval_base<BiCGSTAB<_MatrixType, _Preconditioner>, Rhs> +{ + typedef BiCGSTAB<_MatrixType, _Preconditioner> Dec; + EIGEN_MAKE_SOLVE_HELPERS(Dec,Rhs) + + template<typename Dest> void evalTo(Dest& dst) const + { + dec()._solve(rhs(),dst); + } +}; + +} // end namespace internal + +} // end namespace Eigen + +#endif // EIGEN_BICGSTAB_H diff --git a/extern/Eigen3/Eigen/src/IterativeLinearSolvers/ConjugateGradient.h b/extern/Eigen3/Eigen/src/IterativeLinearSolvers/ConjugateGradient.h new file mode 100644 index 00000000000..f64f2534d28 --- /dev/null +++ b/extern/Eigen3/Eigen/src/IterativeLinearSolvers/ConjugateGradient.h @@ -0,0 +1,251 @@ +// This file is part of Eigen, a lightweight C++ template library +// for linear algebra. +// +// Copyright (C) 2011 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_CONJUGATE_GRADIENT_H +#define EIGEN_CONJUGATE_GRADIENT_H + +namespace Eigen { + +namespace internal { + +/** \internal Low-level conjugate gradient 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 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 conjugate_gradient(const MatrixType& mat, const Rhs& rhs, Dest& x, + const Preconditioner& precond, int& iters, + typename Dest::RealScalar& tol_error) +{ + using std::sqrt; + using std::abs; + typedef typename Dest::RealScalar RealScalar; + typedef typename Dest::Scalar Scalar; + typedef Matrix<Scalar,Dynamic,1> VectorType; + + RealScalar tol = tol_error; + int maxIters = iters; + + int n = mat.cols(); + + VectorType residual = rhs - mat * x; //initial residual + VectorType p(n); + + p = precond.solve(residual); //initial search direction + + VectorType z(n), tmp(n); + RealScalar absNew = internal::real(residual.dot(p)); // the square of the absolute value of r scaled by invM + RealScalar rhsNorm2 = rhs.squaredNorm(); + RealScalar residualNorm2 = 0; + RealScalar threshold = tol*tol*rhsNorm2; + int i = 0; + while(i < maxIters) + { + tmp.noalias() = mat * p; // the bottleneck of the algorithm + + Scalar alpha = absNew / p.dot(tmp); // the amount we travel on dir + x += alpha * p; // update solution + residual -= alpha * tmp; // update residue + + residualNorm2 = residual.squaredNorm(); + if(residualNorm2 < threshold) + break; + + z = precond.solve(residual); // approximately solve for "A z = residual" + + RealScalar absOld = absNew; + absNew = internal::real(residual.dot(z)); // update the absolute value of r + RealScalar beta = absNew / absOld; // calculate the Gram-Schmidt value used to create the new search direction + p = z + beta * p; // update search direction + i++; + } + tol_error = sqrt(residualNorm2 / rhsNorm2); + iters = i; +} + +} + +template< typename _MatrixType, int _UpLo=Lower, + typename _Preconditioner = DiagonalPreconditioner<typename _MatrixType::Scalar> > +class ConjugateGradient; + +namespace internal { + +template< typename _MatrixType, int _UpLo, typename _Preconditioner> +struct traits<ConjugateGradient<_MatrixType,_UpLo,_Preconditioner> > +{ + typedef _MatrixType MatrixType; + typedef _Preconditioner Preconditioner; +}; + +} + +/** \ingroup IterativeLinearSolvers_Module + * \brief A conjugate gradient solver for sparse self-adjoint problems + * + * This class allows to solve for A.x = b sparse linear problems using a conjugate gradient algorithm. + * The sparse matrix A must be selfadjoint. 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 + * or Upper. 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 + * ConjugateGradient<SparseMatrix<double> > cg; + * cg.compute(A); + * x = cg.solve(b); + * std::cout << "#iterations: " << cg.iterations() << std::endl; + * std::cout << "estimated error: " << cg.error() << std::endl; + * // update b, and solve again + * x = cg.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. Here is a step by + * step execution example starting with a random guess and printing the evolution + * of the estimated error: + * * \code + * x = VectorXd::Random(n); + * cg.setMaxIterations(1); + * int i = 0; + * do { + * x = cg.solveWithGuess(b,x); + * std::cout << i << " : " << cg.error() << std::endl; + * ++i; + * } while (cg.info()!=Success && i<100); + * \endcode + * Note that such a step by step excution is slightly slower. + * + * \sa class SimplicialCholesky, DiagonalPreconditioner, IdentityPreconditioner + */ +template< typename _MatrixType, int _UpLo, typename _Preconditioner> +class ConjugateGradient : public IterativeSolverBase<ConjugateGradient<_MatrixType,_UpLo,_Preconditioner> > +{ + typedef IterativeSolverBase<ConjugateGradient> Base; + using Base::mp_matrix; + using Base::m_error; + using Base::m_iterations; + using Base::m_info; + using Base::m_isInitialized; +public: + typedef _MatrixType MatrixType; + typedef typename MatrixType::Scalar Scalar; + typedef typename MatrixType::Index Index; + typedef typename MatrixType::RealScalar RealScalar; + typedef _Preconditioner Preconditioner; + + enum { + UpLo = _UpLo + }; + +public: + + /** Default constructor. */ + ConjugateGradient() : 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. + */ + ConjugateGradient(const MatrixType& A) : Base(A) {} + + ~ConjugateGradient() {} + + /** \returns the solution x of \f$ A x = b \f$ using the current decomposition of A + * \a x0 as an initial solution. + * + * \sa compute() + */ + template<typename Rhs,typename Guess> + inline const internal::solve_retval_with_guess<ConjugateGradient, Rhs, Guess> + solveWithGuess(const MatrixBase<Rhs>& b, const Guess& x0) const + { + eigen_assert(m_isInitialized && "ConjugateGradient is not initialized."); + eigen_assert(Base::rows()==b.rows() + && "ConjugateGradient::solve(): invalid number of rows of the right hand side matrix b"); + return internal::solve_retval_with_guess + <ConjugateGradient, Rhs, Guess>(*this, b.derived(), x0); + } + + /** \internal */ + template<typename Rhs,typename Dest> + void _solveWithGuess(const Rhs& b, Dest& x) const + { + m_iterations = Base::maxIterations(); + m_error = Base::m_tolerance; + + for(int j=0; j<b.cols(); ++j) + { + m_iterations = Base::maxIterations(); + m_error = Base::m_tolerance; + + typename Dest::ColXpr xj(x,j); + internal::conjugate_gradient(mp_matrix->template selfadjointView<UpLo>(), b.col(j), xj, + Base::m_preconditioner, m_iterations, m_error); + } + + m_isInitialized = true; + m_info = m_error <= Base::m_tolerance ? Success : NoConvergence; + } + + /** \internal */ + template<typename Rhs,typename Dest> + void _solve(const Rhs& b, Dest& x) const + { + x.setOnes(); + _solveWithGuess(b,x); + } + +protected: + +}; + + +namespace internal { + +template<typename _MatrixType, int _UpLo, typename _Preconditioner, typename Rhs> +struct solve_retval<ConjugateGradient<_MatrixType,_UpLo,_Preconditioner>, Rhs> + : solve_retval_base<ConjugateGradient<_MatrixType,_UpLo,_Preconditioner>, Rhs> +{ + typedef ConjugateGradient<_MatrixType,_UpLo,_Preconditioner> Dec; + EIGEN_MAKE_SOLVE_HELPERS(Dec,Rhs) + + template<typename Dest> void evalTo(Dest& dst) const + { + dec()._solve(rhs(),dst); + } +}; + +} // end namespace internal + +} // end namespace Eigen + +#endif // EIGEN_CONJUGATE_GRADIENT_H diff --git a/extern/Eigen3/Eigen/src/IterativeLinearSolvers/IncompleteLUT.h b/extern/Eigen3/Eigen/src/IterativeLinearSolvers/IncompleteLUT.h new file mode 100644 index 00000000000..224304f0eb8 --- /dev/null +++ b/extern/Eigen3/Eigen/src/IterativeLinearSolvers/IncompleteLUT.h @@ -0,0 +1,466 @@ +// This file is part of Eigen, a lightweight C++ template library +// for linear algebra. +// +// Copyright (C) 2012 Désiré 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_INCOMPLETE_LUT_H +#define EIGEN_INCOMPLETE_LUT_H + +namespace Eigen { + +/** + * \brief Incomplete LU factorization with dual-threshold strategy + * During the numerical factorization, two dropping rules are used : + * 1) any element whose magnitude is less than some tolerance is dropped. + * This tolerance is obtained by multiplying the input tolerance @p droptol + * by the average magnitude of all the original elements in the current row. + * 2) After the elimination of the row, only the @p fill largest elements in + * the L part and the @p fill largest elements in the U part are kept + * (in addition to the diagonal element ). Note that @p fill is computed from + * the input parameter @p fillfactor which is used the ratio to control the fill_in + * relatively to the initial number of nonzero elements. + * + * The two extreme cases are when @p droptol=0 (to keep all the @p fill*2 largest elements) + * and when @p fill=n/2 with @p droptol being different to zero. + * + * References : Yousef Saad, ILUT: A dual threshold incomplete LU factorization, + * Numerical Linear Algebra with Applications, 1(4), pp 387-402, 1994. + * + * NOTE : The following implementation is derived from the ILUT implementation + * in the SPARSKIT package, Copyright (C) 2005, the Regents of the University of Minnesota + * released under the terms of the GNU LGPL: + * http://www-users.cs.umn.edu/~saad/software/SPARSKIT/README + * However, Yousef Saad gave us permission to relicense his ILUT code to MPL2. + * See the Eigen mailing list archive, thread: ILUT, date: July 8, 2012: + * http://listengine.tuxfamily.org/lists.tuxfamily.org/eigen/2012/07/msg00064.html + * alternatively, on GMANE: + * http://comments.gmane.org/gmane.comp.lib.eigen/3302 + */ +template <typename _Scalar> +class IncompleteLUT : internal::noncopyable +{ + typedef _Scalar Scalar; + typedef typename NumTraits<Scalar>::Real RealScalar; + typedef Matrix<Scalar,Dynamic,1> Vector; + typedef SparseMatrix<Scalar,RowMajor> FactorType; + typedef SparseMatrix<Scalar,ColMajor> PermutType; + typedef typename FactorType::Index Index; + + public: + typedef Matrix<Scalar,Dynamic,Dynamic> MatrixType; + + IncompleteLUT() + : m_droptol(NumTraits<Scalar>::dummy_precision()), m_fillfactor(10), + m_analysisIsOk(false), m_factorizationIsOk(false), m_isInitialized(false) + {} + + template<typename MatrixType> + IncompleteLUT(const MatrixType& mat, RealScalar droptol=NumTraits<Scalar>::dummy_precision(), int fillfactor = 10) + : m_droptol(droptol),m_fillfactor(fillfactor), + m_analysisIsOk(false),m_factorizationIsOk(false),m_isInitialized(false) + { + eigen_assert(fillfactor != 0); + compute(mat); + } + + Index rows() const { return m_lu.rows(); } + + Index cols() const { return m_lu.cols(); } + + /** \brief Reports whether previous computation was successful. + * + * \returns \c Success if computation was succesful, + * \c NumericalIssue if the matrix.appears to be negative. + */ + ComputationInfo info() const + { + eigen_assert(m_isInitialized && "IncompleteLUT is not initialized."); + return m_info; + } + + template<typename MatrixType> + void analyzePattern(const MatrixType& amat); + + template<typename MatrixType> + void factorize(const MatrixType& amat); + + /** + * Compute an incomplete LU factorization with dual threshold on the matrix mat + * No pivoting is done in this version + * + **/ + template<typename MatrixType> + IncompleteLUT<Scalar>& compute(const MatrixType& amat) + { + analyzePattern(amat); + factorize(amat); + eigen_assert(m_factorizationIsOk == true); + m_isInitialized = true; + return *this; + } + + void setDroptol(RealScalar droptol); + void setFillfactor(int fillfactor); + + template<typename Rhs, typename Dest> + void _solve(const Rhs& b, Dest& x) const + { + x = m_Pinv * b; + x = m_lu.template triangularView<UnitLower>().solve(x); + x = m_lu.template triangularView<Upper>().solve(x); + x = m_P * x; + } + + template<typename Rhs> inline const internal::solve_retval<IncompleteLUT, Rhs> + solve(const MatrixBase<Rhs>& b) const + { + eigen_assert(m_isInitialized && "IncompleteLUT is not initialized."); + eigen_assert(cols()==b.rows() + && "IncompleteLUT::solve(): invalid number of rows of the right hand side matrix b"); + return internal::solve_retval<IncompleteLUT, Rhs>(*this, b.derived()); + } + +protected: + + template <typename VectorV, typename VectorI> + int QuickSplit(VectorV &row, VectorI &ind, int ncut); + + + /** keeps off-diagonal entries; drops diagonal entries */ + struct keep_diag { + inline bool operator() (const Index& row, const Index& col, const Scalar&) const + { + return row!=col; + } + }; + +protected: + + FactorType m_lu; + RealScalar m_droptol; + int m_fillfactor; + bool m_analysisIsOk; + bool m_factorizationIsOk; + bool m_isInitialized; + ComputationInfo m_info; + PermutationMatrix<Dynamic,Dynamic,Index> m_P; // Fill-reducing permutation + PermutationMatrix<Dynamic,Dynamic,Index> m_Pinv; // Inverse permutation +}; + +/** + * Set control parameter droptol + * \param droptol Drop any element whose magnitude is less than this tolerance + **/ +template<typename Scalar> +void IncompleteLUT<Scalar>::setDroptol(RealScalar droptol) +{ + this->m_droptol = droptol; +} + +/** + * Set control parameter fillfactor + * \param fillfactor This is used to compute the number @p fill_in of largest elements to keep on each row. + **/ +template<typename Scalar> +void IncompleteLUT<Scalar>::setFillfactor(int fillfactor) +{ + this->m_fillfactor = fillfactor; +} + + +/** + * Compute a quick-sort split of a vector + * On output, the vector row is permuted such that its elements satisfy + * abs(row(i)) >= abs(row(ncut)) if i<ncut + * abs(row(i)) <= abs(row(ncut)) if i>ncut + * \param row The vector of values + * \param ind The array of index for the elements in @p row + * \param ncut The number of largest elements to keep + **/ +template <typename Scalar> +template <typename VectorV, typename VectorI> +int IncompleteLUT<Scalar>::QuickSplit(VectorV &row, VectorI &ind, int ncut) +{ + using std::swap; + int mid; + int n = row.size(); /* length of the vector */ + int first, last ; + + ncut--; /* to fit the zero-based indices */ + first = 0; + last = n-1; + if (ncut < first || ncut > last ) return 0; + + do { + mid = first; + RealScalar abskey = std::abs(row(mid)); + for (int j = first + 1; j <= last; j++) { + if ( std::abs(row(j)) > abskey) { + ++mid; + swap(row(mid), row(j)); + swap(ind(mid), ind(j)); + } + } + /* Interchange for the pivot element */ + swap(row(mid), row(first)); + swap(ind(mid), ind(first)); + + if (mid > ncut) last = mid - 1; + else if (mid < ncut ) first = mid + 1; + } while (mid != ncut ); + + return 0; /* mid is equal to ncut */ +} + +template <typename Scalar> +template<typename _MatrixType> +void IncompleteLUT<Scalar>::analyzePattern(const _MatrixType& amat) +{ + // Compute the Fill-reducing permutation + SparseMatrix<Scalar,ColMajor, Index> mat1 = amat; + SparseMatrix<Scalar,ColMajor, Index> mat2 = amat.transpose(); + // Symmetrize the pattern + // FIXME for a matrix with nearly symmetric pattern, mat2+mat1 is the appropriate choice. + // on the other hand for a really non-symmetric pattern, mat2*mat1 should be prefered... + SparseMatrix<Scalar,ColMajor, Index> AtA = mat2 + mat1; + AtA.prune(keep_diag()); + internal::minimum_degree_ordering<Scalar, Index>(AtA, m_P); // Then compute the AMD ordering... + + m_Pinv = m_P.inverse(); // ... and the inverse permutation + + m_analysisIsOk = true; +} + +template <typename Scalar> +template<typename _MatrixType> +void IncompleteLUT<Scalar>::factorize(const _MatrixType& amat) +{ + using std::sqrt; + using std::swap; + using std::abs; + + eigen_assert((amat.rows() == amat.cols()) && "The factorization should be done on a square matrix"); + int n = amat.cols(); // Size of the matrix + m_lu.resize(n,n); + // Declare Working vectors and variables + Vector u(n) ; // real values of the row -- maximum size is n -- + VectorXi ju(n); // column position of the values in u -- maximum size is n + VectorXi jr(n); // Indicate the position of the nonzero elements in the vector u -- A zero location is indicated by -1 + + // Apply the fill-reducing permutation + eigen_assert(m_analysisIsOk && "You must first call analyzePattern()"); + SparseMatrix<Scalar,RowMajor, Index> mat; + mat = amat.twistedBy(m_Pinv); + + // Initialization + jr.fill(-1); + ju.fill(0); + u.fill(0); + + // number of largest elements to keep in each row: + int fill_in = static_cast<int> (amat.nonZeros()*m_fillfactor)/n+1; + if (fill_in > n) fill_in = n; + + // number of largest nonzero elements to keep in the L and the U part of the current row: + int nnzL = fill_in/2; + int nnzU = nnzL; + m_lu.reserve(n * (nnzL + nnzU + 1)); + + // global loop over the rows of the sparse matrix + for (int ii = 0; ii < n; ii++) + { + // 1 - copy the lower and the upper part of the row i of mat in the working vector u + + int sizeu = 1; // number of nonzero elements in the upper part of the current row + int sizel = 0; // number of nonzero elements in the lower part of the current row + ju(ii) = ii; + u(ii) = 0; + jr(ii) = ii; + RealScalar rownorm = 0; + + typename FactorType::InnerIterator j_it(mat, ii); // Iterate through the current row ii + for (; j_it; ++j_it) + { + int k = j_it.index(); + if (k < ii) + { + // copy the lower part + ju(sizel) = k; + u(sizel) = j_it.value(); + jr(k) = sizel; + ++sizel; + } + else if (k == ii) + { + u(ii) = j_it.value(); + } + else + { + // copy the upper part + int jpos = ii + sizeu; + ju(jpos) = k; + u(jpos) = j_it.value(); + jr(k) = jpos; + ++sizeu; + } + rownorm += internal::abs2(j_it.value()); + } + + // 2 - detect possible zero row + if(rownorm==0) + { + m_info = NumericalIssue; + return; + } + // Take the 2-norm of the current row as a relative tolerance + rownorm = sqrt(rownorm); + + // 3 - eliminate the previous nonzero rows + int jj = 0; + int len = 0; + while (jj < sizel) + { + // In order to eliminate in the correct order, + // we must select first the smallest column index among ju(jj:sizel) + int k; + int minrow = ju.segment(jj,sizel-jj).minCoeff(&k); // k is relative to the segment + k += jj; + if (minrow != ju(jj)) + { + // swap the two locations + int j = ju(jj); + swap(ju(jj), ju(k)); + jr(minrow) = jj; jr(j) = k; + swap(u(jj), u(k)); + } + // Reset this location + jr(minrow) = -1; + + // Start elimination + typename FactorType::InnerIterator ki_it(m_lu, minrow); + while (ki_it && ki_it.index() < minrow) ++ki_it; + eigen_internal_assert(ki_it && ki_it.col()==minrow); + Scalar fact = u(jj) / ki_it.value(); + + // drop too small elements + if(abs(fact) <= m_droptol) + { + jj++; + continue; + } + + // linear combination of the current row ii and the row minrow + ++ki_it; + for (; ki_it; ++ki_it) + { + Scalar prod = fact * ki_it.value(); + int j = ki_it.index(); + int jpos = jr(j); + if (jpos == -1) // fill-in element + { + int newpos; + if (j >= ii) // dealing with the upper part + { + newpos = ii + sizeu; + sizeu++; + eigen_internal_assert(sizeu<=n); + } + else // dealing with the lower part + { + newpos = sizel; + sizel++; + eigen_internal_assert(sizel<=ii); + } + ju(newpos) = j; + u(newpos) = -prod; + jr(j) = newpos; + } + else + u(jpos) -= prod; + } + // store the pivot element + u(len) = fact; + ju(len) = minrow; + ++len; + + jj++; + } // end of the elimination on the row ii + + // reset the upper part of the pointer jr to zero + for(int k = 0; k <sizeu; k++) jr(ju(ii+k)) = -1; + + // 4 - partially sort and insert the elements in the m_lu matrix + + // sort the L-part of the row + sizel = len; + len = (std::min)(sizel, nnzL); + typename Vector::SegmentReturnType ul(u.segment(0, sizel)); + typename VectorXi::SegmentReturnType jul(ju.segment(0, sizel)); + QuickSplit(ul, jul, len); + + // store the largest m_fill elements of the L part + m_lu.startVec(ii); + for(int k = 0; k < len; k++) + m_lu.insertBackByOuterInnerUnordered(ii,ju(k)) = u(k); + + // store the diagonal element + // apply a shifting rule to avoid zero pivots (we are doing an incomplete factorization) + if (u(ii) == Scalar(0)) + u(ii) = sqrt(m_droptol) * rownorm; + m_lu.insertBackByOuterInnerUnordered(ii, ii) = u(ii); + + // sort the U-part of the row + // apply the dropping rule first + len = 0; + for(int k = 1; k < sizeu; k++) + { + if(abs(u(ii+k)) > m_droptol * rownorm ) + { + ++len; + u(ii + len) = u(ii + k); + ju(ii + len) = ju(ii + k); + } + } + sizeu = len + 1; // +1 to take into account the diagonal element + len = (std::min)(sizeu, nnzU); + typename Vector::SegmentReturnType uu(u.segment(ii+1, sizeu-1)); + typename VectorXi::SegmentReturnType juu(ju.segment(ii+1, sizeu-1)); + QuickSplit(uu, juu, len); + + // store the largest elements of the U part + for(int k = ii + 1; k < ii + len; k++) + m_lu.insertBackByOuterInnerUnordered(ii,ju(k)) = u(k); + } + + m_lu.finalize(); + m_lu.makeCompressed(); + + m_factorizationIsOk = true; + m_info = Success; +} + +namespace internal { + +template<typename _MatrixType, typename Rhs> +struct solve_retval<IncompleteLUT<_MatrixType>, Rhs> + : solve_retval_base<IncompleteLUT<_MatrixType>, Rhs> +{ + typedef IncompleteLUT<_MatrixType> Dec; + EIGEN_MAKE_SOLVE_HELPERS(Dec,Rhs) + + template<typename Dest> void evalTo(Dest& dst) const + { + dec()._solve(rhs(),dst); + } +}; + +} // end namespace internal + +} // end namespace Eigen + +#endif // EIGEN_INCOMPLETE_LUT_H + diff --git a/extern/Eigen3/Eigen/src/IterativeLinearSolvers/IterativeSolverBase.h b/extern/Eigen3/Eigen/src/IterativeLinearSolvers/IterativeSolverBase.h new file mode 100644 index 00000000000..11706cebabd --- /dev/null +++ b/extern/Eigen3/Eigen/src/IterativeLinearSolvers/IterativeSolverBase.h @@ -0,0 +1,254 @@ +// This file is part of Eigen, a lightweight C++ template library +// for linear algebra. +// +// Copyright (C) 2011 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_ITERATIVE_SOLVER_BASE_H +#define EIGEN_ITERATIVE_SOLVER_BASE_H + +namespace Eigen { + +/** \ingroup IterativeLinearSolvers_Module + * \brief Base class for linear iterative solvers + * + * \sa class SimplicialCholesky, DiagonalPreconditioner, IdentityPreconditioner + */ +template< typename Derived> +class IterativeSolverBase : internal::noncopyable +{ +public: + typedef typename internal::traits<Derived>::MatrixType MatrixType; + typedef typename internal::traits<Derived>::Preconditioner Preconditioner; + typedef typename MatrixType::Scalar Scalar; + typedef typename MatrixType::Index Index; + typedef typename MatrixType::RealScalar RealScalar; + +public: + + Derived& derived() { return *static_cast<Derived*>(this); } + const Derived& derived() const { return *static_cast<const Derived*>(this); } + + /** Default constructor. */ + IterativeSolverBase() + : mp_matrix(0) + { + init(); + } + + /** 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. + */ + IterativeSolverBase(const MatrixType& A) + { + init(); + compute(A); + } + + ~IterativeSolverBase() {} + + /** Initializes the iterative solver for the sparcity pattern of the matrix \a A for further solving \c Ax=b problems. + * + * Currently, this function mostly call analyzePattern on the preconditioner. In the future + * we might, for instance, implement column reodering for faster matrix vector products. + */ + Derived& analyzePattern(const MatrixType& A) + { + m_preconditioner.analyzePattern(A); + m_isInitialized = true; + m_analysisIsOk = true; + m_info = Success; + return derived(); + } + + /** Initializes the iterative solver with the numerical values of the matrix \a A for further solving \c Ax=b problems. + * + * Currently, this function mostly call factorize on the preconditioner. + * + * \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. + */ + Derived& factorize(const MatrixType& A) + { + eigen_assert(m_analysisIsOk && "You must first call analyzePattern()"); + mp_matrix = &A; + m_preconditioner.factorize(A); + m_factorizationIsOk = true; + m_info = Success; + return derived(); + } + + /** Initializes the iterative solver with the matrix \a A for further solving \c Ax=b problems. + * + * Currently, this function mostly initialized/compute the preconditioner. In the future + * we might, for instance, implement column reodering for faster matrix vector products. + * + * \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. + */ + Derived& compute(const MatrixType& A) + { + mp_matrix = &A; + m_preconditioner.compute(A); + m_isInitialized = true; + m_analysisIsOk = true; + m_factorizationIsOk = true; + m_info = Success; + return derived(); + } + + /** \internal */ + Index rows() const { return mp_matrix ? mp_matrix->rows() : 0; } + /** \internal */ + Index cols() const { return mp_matrix ? mp_matrix->cols() : 0; } + + /** \returns the tolerance threshold used by the stopping criteria */ + RealScalar tolerance() const { return m_tolerance; } + + /** Sets the tolerance threshold used by the stopping criteria */ + Derived& setTolerance(RealScalar tolerance) + { + m_tolerance = tolerance; + return derived(); + } + + /** \returns a read-write reference to the preconditioner for custom configuration. */ + Preconditioner& preconditioner() { return m_preconditioner; } + + /** \returns a read-only reference to the preconditioner. */ + const Preconditioner& preconditioner() const { return m_preconditioner; } + + /** \returns the max number of iterations */ + int maxIterations() const + { + return (mp_matrix && m_maxIterations<0) ? mp_matrix->cols() : m_maxIterations; + } + + /** Sets the max number of iterations */ + Derived& setMaxIterations(int maxIters) + { + m_maxIterations = maxIters; + return derived(); + } + + /** \returns the number of iterations performed during the last solve */ + int iterations() const + { + eigen_assert(m_isInitialized && "ConjugateGradient is not initialized."); + return m_iterations; + } + + /** \returns the tolerance error reached during the last solve */ + RealScalar error() const + { + eigen_assert(m_isInitialized && "ConjugateGradient is not initialized."); + return m_error; + } + + /** \returns the solution x of \f$ A x = b \f$ using the current decomposition of A. + * + * \sa compute() + */ + template<typename Rhs> inline const internal::solve_retval<Derived, Rhs> + solve(const MatrixBase<Rhs>& b) const + { + eigen_assert(m_isInitialized && "IterativeSolverBase is not initialized."); + eigen_assert(rows()==b.rows() + && "IterativeSolverBase::solve(): invalid number of rows of the right hand side matrix b"); + return internal::solve_retval<Derived, Rhs>(derived(), b.derived()); + } + + /** \returns the solution x of \f$ A x = b \f$ using the current decomposition of A. + * + * \sa compute() + */ + template<typename Rhs> + inline const internal::sparse_solve_retval<IterativeSolverBase, Rhs> + solve(const SparseMatrixBase<Rhs>& b) const + { + eigen_assert(m_isInitialized && "IterativeSolverBase is not initialized."); + eigen_assert(rows()==b.rows() + && "IterativeSolverBase::solve(): invalid number of rows of the right hand side matrix b"); + return internal::sparse_solve_retval<IterativeSolverBase, Rhs>(*this, b.derived()); + } + + /** \returns Success if the iterations converged, and NoConvergence otherwise. */ + ComputationInfo info() const + { + eigen_assert(m_isInitialized && "IterativeSolverBase is not initialized."); + return m_info; + } + + /** \internal */ + template<typename Rhs, typename DestScalar, int DestOptions, typename DestIndex> + void _solve_sparse(const Rhs& b, SparseMatrix<DestScalar,DestOptions,DestIndex> &dest) const + { + eigen_assert(rows()==b.rows()); + + int rhsCols = b.cols(); + int size = b.rows(); + Eigen::Matrix<DestScalar,Dynamic,1> tb(size); + Eigen::Matrix<DestScalar,Dynamic,1> tx(size); + for(int k=0; k<rhsCols; ++k) + { + tb = b.col(k); + tx = derived().solve(tb); + dest.col(k) = tx.sparseView(0); + } + } + +protected: + void init() + { + m_isInitialized = false; + m_analysisIsOk = false; + m_factorizationIsOk = false; + m_maxIterations = -1; + m_tolerance = NumTraits<Scalar>::epsilon(); + } + const MatrixType* mp_matrix; + Preconditioner m_preconditioner; + + int m_maxIterations; + RealScalar m_tolerance; + + mutable RealScalar m_error; + mutable int m_iterations; + mutable ComputationInfo m_info; + mutable bool m_isInitialized, m_analysisIsOk, m_factorizationIsOk; +}; + +namespace internal { + +template<typename Derived, typename Rhs> +struct sparse_solve_retval<IterativeSolverBase<Derived>, Rhs> + : sparse_solve_retval_base<IterativeSolverBase<Derived>, Rhs> +{ + typedef IterativeSolverBase<Derived> Dec; + EIGEN_MAKE_SPARSE_SOLVE_HELPERS(Dec,Rhs) + + template<typename Dest> void evalTo(Dest& dst) const + { + dec().derived()._solve_sparse(rhs(),dst); + } +}; + +} // end namespace internal + +} // end namespace Eigen + +#endif // EIGEN_ITERATIVE_SOLVER_BASE_H diff --git a/extern/Eigen3/Eigen/src/Jacobi/Jacobi.h b/extern/Eigen3/Eigen/src/Jacobi/Jacobi.h index 98dea6800bc..a9c17dcdf19 100644 --- a/extern/Eigen3/Eigen/src/Jacobi/Jacobi.h +++ b/extern/Eigen3/Eigen/src/Jacobi/Jacobi.h @@ -4,28 +4,15 @@ // Copyright (C) 2009 Benoit Jacob <jacob.benoit.1@gmail.com> // Copyright (C) 2009 Gael Guennebaud <gael.guennebaud@inria.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_JACOBI_H #define EIGEN_JACOBI_H +namespace Eigen { + /** \ingroup Jacobi_Module * \jacobi_module * \class JacobiRotation @@ -326,7 +313,7 @@ void /*EIGEN_DONT_INLINE*/ apply_rotation_in_the_plane(VectorX& _x, VectorY& _y, // both vectors are sequentially stored in memory => vectorization enum { Peeling = 2 }; - Index alignedStart = first_aligned(y, size); + Index alignedStart = internal::first_aligned(y, size); Index alignedEnd = alignedStart + ((size-alignedStart)/PacketSize)*PacketSize; const Packet pc = pset1<Packet>(j.c()); @@ -344,7 +331,7 @@ void /*EIGEN_DONT_INLINE*/ apply_rotation_in_the_plane(VectorX& _x, VectorY& _y, Scalar* EIGEN_RESTRICT px = x + alignedStart; Scalar* EIGEN_RESTRICT py = y + alignedStart; - if(first_aligned(x, size)==alignedStart) + if(internal::first_aligned(x, size)==alignedStart) { for(Index i=alignedStart; i<alignedEnd; i+=PacketSize) { @@ -425,6 +412,9 @@ void /*EIGEN_DONT_INLINE*/ apply_rotation_in_the_plane(VectorX& _x, VectorY& _y, } } } -} + +} // end namespace internal + +} // end namespace Eigen #endif // EIGEN_JACOBI_H diff --git a/extern/Eigen3/Eigen/src/LU/Determinant.h b/extern/Eigen3/Eigen/src/LU/Determinant.h index b4fe36eb061..d862c5d7784 100644 --- a/extern/Eigen3/Eigen/src/LU/Determinant.h +++ b/extern/Eigen3/Eigen/src/LU/Determinant.h @@ -3,28 +3,15 @@ // // Copyright (C) 2008 Benoit Jacob <jacob.benoit.1@gmail.com> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_DETERMINANT_H #define EIGEN_DETERMINANT_H +namespace Eigen { + namespace internal { template<typename Derived> @@ -109,4 +96,6 @@ inline typename internal::traits<Derived>::Scalar MatrixBase<Derived>::determina return internal::determinant_impl<typename internal::remove_all<Nested>::type>::run(derived()); } +} // end namespace Eigen + #endif // EIGEN_DETERMINANT_H diff --git a/extern/Eigen3/Eigen/src/LU/FullPivLU.h b/extern/Eigen3/Eigen/src/LU/FullPivLU.h index 46ae7d651c8..e23f96cdcf1 100644 --- a/extern/Eigen3/Eigen/src/LU/FullPivLU.h +++ b/extern/Eigen3/Eigen/src/LU/FullPivLU.h @@ -3,28 +3,15 @@ // // Copyright (C) 2006-2009 Benoit Jacob <jacob.benoit.1@gmail.com> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// // WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_LU_H #define EIGEN_LU_H +namespace Eigen { + /** \ingroup LU_Module * * \class FullPivLU @@ -282,6 +269,7 @@ template<typename _MatrixType> class FullPivLU FullPivLU& setThreshold(Default_t) { m_usePrescribedThreshold = false; + return *this; } /** Returns the threshold that will be used by certain methods such as rank(). @@ -743,4 +731,6 @@ MatrixBase<Derived>::fullPivLu() const return FullPivLU<PlainObject>(eval()); } +} // end namespace Eigen + #endif // EIGEN_LU_H diff --git a/extern/Eigen3/Eigen/src/LU/Inverse.h b/extern/Eigen3/Eigen/src/LU/Inverse.h index 2d3e6d10529..39b8cdbc8dc 100644 --- a/extern/Eigen3/Eigen/src/LU/Inverse.h +++ b/extern/Eigen3/Eigen/src/LU/Inverse.h @@ -3,28 +3,15 @@ // // Copyright (C) 2008-2010 Benoit Jacob <jacob.benoit.1@gmail.com> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_INVERSE_H #define EIGEN_INVERSE_H +namespace Eigen { + namespace internal { /********************************** @@ -286,7 +273,7 @@ struct inverse_impl : public ReturnByValue<inverse_impl<MatrixType> > typedef typename MatrixType::Index Index; typedef typename internal::eval<MatrixType>::type MatrixTypeNested; typedef typename remove_all<MatrixTypeNested>::type MatrixTypeNestedCleaned; - const MatrixTypeNested m_matrix; + MatrixTypeNested m_matrix; inverse_impl(const MatrixType& matrix) : m_matrix(matrix) @@ -404,4 +391,6 @@ inline void MatrixBase<Derived>::computeInverseWithCheck( computeInverseAndDetWithCheck(inverse,determinant,invertible,absDeterminantThreshold); } +} // end namespace Eigen + #endif // EIGEN_INVERSE_H diff --git a/extern/Eigen3/Eigen/src/LU/PartialPivLU.h b/extern/Eigen3/Eigen/src/LU/PartialPivLU.h index 09394b01f5b..c9ff9dd5a36 100644 --- a/extern/Eigen3/Eigen/src/LU/PartialPivLU.h +++ b/extern/Eigen3/Eigen/src/LU/PartialPivLU.h @@ -4,28 +4,15 @@ // Copyright (C) 2006-2009 Benoit Jacob <jacob.benoit.1@gmail.com> // Copyright (C) 2009 Gael Guennebaud <gael.guennebaud@inria.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_PARTIALLU_H #define EIGEN_PARTIALLU_H +namespace Eigen { + /** \ingroup LU_Module * * \class PartialPivLU @@ -506,4 +493,6 @@ MatrixBase<Derived>::lu() const } #endif +} // end namespace Eigen + #endif // EIGEN_PARTIALLU_H diff --git a/extern/Eigen3/Eigen/src/LU/PartialPivLU_MKL.h b/extern/Eigen3/Eigen/src/LU/PartialPivLU_MKL.h new file mode 100644 index 00000000000..9035953c82f --- /dev/null +++ b/extern/Eigen3/Eigen/src/LU/PartialPivLU_MKL.h @@ -0,0 +1,85 @@ +/* + Copyright (c) 2011, Intel Corporation. All rights reserved. + + Redistribution and use in source and binary forms, with or without modification, + are permitted provided that the following conditions are met: + + * Redistributions of source code must retain the above copyright notice, this + list of conditions and the following disclaimer. + * Redistributions in binary form must reproduce the above copyright notice, + this list of conditions and the following disclaimer in the documentation + and/or other materials provided with the distribution. + * Neither the name of Intel Corporation nor the names of its contributors may + be used to endorse or promote products derived from this software without + specific prior written permission. + + THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND + ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED + WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE + DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR + ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES + (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; + LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON + ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT + (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS + SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. + + ******************************************************************************** + * Content : Eigen bindings to Intel(R) MKL + * LU decomposition with partial pivoting based on LAPACKE_?getrf function. + ******************************************************************************** +*/ + +#ifndef EIGEN_PARTIALLU_LAPACK_H +#define EIGEN_PARTIALLU_LAPACK_H + +#include "Eigen/src/Core/util/MKL_support.h" + +namespace Eigen { + +namespace internal { + +/** \internal Specialization for the data types supported by MKL */ + +#define EIGEN_MKL_LU_PARTPIV(EIGTYPE, MKLTYPE, MKLPREFIX) \ +template<int StorageOrder> \ +struct partial_lu_impl<EIGTYPE, StorageOrder, lapack_int> \ +{ \ + /* \internal performs the LU decomposition in-place of the matrix represented */ \ + static lapack_int blocked_lu(lapack_int rows, lapack_int cols, EIGTYPE* lu_data, lapack_int luStride, lapack_int* row_transpositions, lapack_int& nb_transpositions, lapack_int maxBlockSize=256) \ + { \ + EIGEN_UNUSED_VARIABLE(maxBlockSize);\ + lapack_int matrix_order, first_zero_pivot; \ + lapack_int m, n, lda, *ipiv, info; \ + EIGTYPE* a; \ +/* Set up parameters for ?getrf */ \ + matrix_order = StorageOrder==RowMajor ? LAPACK_ROW_MAJOR : LAPACK_COL_MAJOR; \ + lda = luStride; \ + a = lu_data; \ + ipiv = row_transpositions; \ + m = rows; \ + n = cols; \ + nb_transpositions = 0; \ +\ + info = LAPACKE_##MKLPREFIX##getrf( matrix_order, m, n, (MKLTYPE*)a, lda, ipiv ); \ +\ + for(int i=0;i<m;i++) { ipiv[i]--; if (ipiv[i]!=i) nb_transpositions++; } \ +\ + eigen_assert(info >= 0); \ +/* something should be done with nb_transpositions */ \ +\ + first_zero_pivot = info; \ + return first_zero_pivot; \ + } \ +}; + +EIGEN_MKL_LU_PARTPIV(double, double, d) +EIGEN_MKL_LU_PARTPIV(float, float, s) +EIGEN_MKL_LU_PARTPIV(dcomplex, MKL_Complex16, z) +EIGEN_MKL_LU_PARTPIV(scomplex, MKL_Complex8, c) + +} // end namespace internal + +} // end namespace Eigen + +#endif // EIGEN_PARTIALLU_LAPACK_H diff --git a/extern/Eigen3/Eigen/src/LU/arch/Inverse_SSE.h b/extern/Eigen3/Eigen/src/LU/arch/Inverse_SSE.h index 4c6153f0aff..60b7a23763e 100644 --- a/extern/Eigen3/Eigen/src/LU/arch/Inverse_SSE.h +++ b/extern/Eigen3/Eigen/src/LU/arch/Inverse_SSE.h @@ -5,24 +5,9 @@ // Copyright (C) 2010 Gael Guennebaud <gael.guennebaud@inria.fr> // Copyright (C) 2009 Benoit Jacob <jacob.benoit.1@gmail.com> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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/. // The SSE code for the 4x4 float and double matrix inverse in this file // comes from the following Intel's library: @@ -42,6 +27,8 @@ #ifndef EIGEN_INVERSE_SSE_H #define EIGEN_INVERSE_SSE_H +namespace Eigen { + namespace internal { template<typename MatrixType, typename ResultType> @@ -335,6 +322,8 @@ struct compute_inverse_size4<Architecture::SSE, double, MatrixType, ResultType> } }; -} +} // end namespace internal + +} // end namespace Eigen #endif // EIGEN_INVERSE_SSE_H diff --git a/extern/Eigen3/Eigen/src/OrderingMethods/Amd.h b/extern/Eigen3/Eigen/src/OrderingMethods/Amd.h new file mode 100644 index 00000000000..ce04852b872 --- /dev/null +++ b/extern/Eigen3/Eigen/src/OrderingMethods/Amd.h @@ -0,0 +1,439 @@ +// This file is part of Eigen, a lightweight C++ template library +// for linear algebra. +// +// Copyright (C) 2010 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/. + +/* + +NOTE: this routine has been adapted from the CSparse library: + +Copyright (c) 2006, Timothy A. Davis. +http://www.cise.ufl.edu/research/sparse/CSparse + +CSparse is free software; you can redistribute it and/or +modify it under the terms of the GNU Lesser General Public +License as published by the Free Software Foundation; either +version 2.1 of the License, or (at your option) any later version. + +CSparse is distributed in the hope that it will be useful, +but WITHOUT ANY WARRANTY; without even the implied warranty of +MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU +Lesser General Public License for more details. + +You should have received a copy of the GNU Lesser General Public +License along with this Module; if not, write to the Free Software +Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA + +*/ + +#include "../Core/util/NonMPL2.h" + +#ifndef EIGEN_SPARSE_AMD_H +#define EIGEN_SPARSE_AMD_H + +namespace Eigen { + +namespace internal { + +template<typename T> inline T amd_flip(const T& i) { return -i-2; } +template<typename T> inline T amd_unflip(const T& i) { return i<0 ? amd_flip(i) : i; } +template<typename T0, typename T1> inline bool amd_marked(const T0* w, const T1& j) { return w[j]<0; } +template<typename T0, typename T1> inline void amd_mark(const T0* w, const T1& j) { return w[j] = amd_flip(w[j]); } + +/* clear w */ +template<typename Index> +static int cs_wclear (Index mark, Index lemax, Index *w, Index n) +{ + Index k; + if(mark < 2 || (mark + lemax < 0)) + { + for(k = 0; k < n; k++) + if(w[k] != 0) + w[k] = 1; + mark = 2; + } + return (mark); /* at this point, w[0..n-1] < mark holds */ +} + +/* depth-first search and postorder of a tree rooted at node j */ +template<typename Index> +Index cs_tdfs(Index j, Index k, Index *head, const Index *next, Index *post, Index *stack) +{ + int i, p, top = 0; + if(!head || !next || !post || !stack) return (-1); /* check inputs */ + stack[0] = j; /* place j on the stack */ + while (top >= 0) /* while (stack is not empty) */ + { + p = stack[top]; /* p = top of stack */ + i = head[p]; /* i = youngest child of p */ + if(i == -1) + { + top--; /* p has no unordered children left */ + post[k++] = p; /* node p is the kth postordered node */ + } + else + { + head[p] = next[i]; /* remove i from children of p */ + stack[++top] = i; /* start dfs on child node i */ + } + } + return k; +} + + +/** \internal + * Approximate minimum degree ordering algorithm. + * \returns the permutation P reducing the fill-in of the input matrix \a C + * The input matrix \a C must be a selfadjoint compressed column major SparseMatrix object. Both the upper and lower parts have to be stored, but the diagonal entries are optional. + * On exit the values of C are destroyed */ +template<typename Scalar, typename Index> +void minimum_degree_ordering(SparseMatrix<Scalar,ColMajor,Index>& C, PermutationMatrix<Dynamic,Dynamic,Index>& perm) +{ + using std::sqrt; + typedef SparseMatrix<Scalar,ColMajor,Index> CCS; + + int d, dk, dext, lemax = 0, e, elenk, eln, i, j, k, k1, + k2, k3, jlast, ln, dense, nzmax, mindeg = 0, nvi, nvj, nvk, mark, wnvi, + ok, nel = 0, p, p1, p2, p3, p4, pj, pk, pk1, pk2, pn, q, t; + unsigned int h; + + Index n = C.cols(); + dense = std::max<Index> (16, Index(10 * sqrt(double(n)))); /* find dense threshold */ + dense = std::min<Index> (n-2, dense); + + Index cnz = C.nonZeros(); + perm.resize(n+1); + t = cnz + cnz/5 + 2*n; /* add elbow room to C */ + C.resizeNonZeros(t); + + Index* W = new Index[8*(n+1)]; /* get workspace */ + Index* len = W; + Index* nv = W + (n+1); + Index* next = W + 2*(n+1); + Index* head = W + 3*(n+1); + Index* elen = W + 4*(n+1); + Index* degree = W + 5*(n+1); + Index* w = W + 6*(n+1); + Index* hhead = W + 7*(n+1); + Index* last = perm.indices().data(); /* use P as workspace for last */ + + /* --- Initialize quotient graph ---------------------------------------- */ + Index* Cp = C.outerIndexPtr(); + Index* Ci = C.innerIndexPtr(); + for(k = 0; k < n; k++) + len[k] = Cp[k+1] - Cp[k]; + len[n] = 0; + nzmax = t; + + for(i = 0; i <= n; i++) + { + head[i] = -1; // degree list i is empty + last[i] = -1; + next[i] = -1; + hhead[i] = -1; // hash list i is empty + nv[i] = 1; // node i is just one node + w[i] = 1; // node i is alive + elen[i] = 0; // Ek of node i is empty + degree[i] = len[i]; // degree of node i + } + mark = internal::cs_wclear<Index>(0, 0, w, n); /* clear w */ + elen[n] = -2; /* n is a dead element */ + Cp[n] = -1; /* n is a root of assembly tree */ + w[n] = 0; /* n is a dead element */ + + /* --- Initialize degree lists ------------------------------------------ */ + for(i = 0; i < n; i++) + { + d = degree[i]; + if(d == 0) /* node i is empty */ + { + elen[i] = -2; /* element i is dead */ + nel++; + Cp[i] = -1; /* i is a root of assembly tree */ + w[i] = 0; + } + else if(d > dense) /* node i is dense */ + { + nv[i] = 0; /* absorb i into element n */ + elen[i] = -1; /* node i is dead */ + nel++; + Cp[i] = amd_flip (n); + nv[n]++; + } + else + { + if(head[d] != -1) last[head[d]] = i; + next[i] = head[d]; /* put node i in degree list d */ + head[d] = i; + } + } + + while (nel < n) /* while (selecting pivots) do */ + { + /* --- Select node of minimum approximate degree -------------------- */ + for(k = -1; mindeg < n && (k = head[mindeg]) == -1; mindeg++) {} + if(next[k] != -1) last[next[k]] = -1; + head[mindeg] = next[k]; /* remove k from degree list */ + elenk = elen[k]; /* elenk = |Ek| */ + nvk = nv[k]; /* # of nodes k represents */ + nel += nvk; /* nv[k] nodes of A eliminated */ + + /* --- Garbage collection ------------------------------------------- */ + if(elenk > 0 && cnz + mindeg >= nzmax) + { + for(j = 0; j < n; j++) + { + if((p = Cp[j]) >= 0) /* j is a live node or element */ + { + Cp[j] = Ci[p]; /* save first entry of object */ + Ci[p] = amd_flip (j); /* first entry is now amd_flip(j) */ + } + } + for(q = 0, p = 0; p < cnz; ) /* scan all of memory */ + { + if((j = amd_flip (Ci[p++])) >= 0) /* found object j */ + { + Ci[q] = Cp[j]; /* restore first entry of object */ + Cp[j] = q++; /* new pointer to object j */ + for(k3 = 0; k3 < len[j]-1; k3++) Ci[q++] = Ci[p++]; + } + } + cnz = q; /* Ci[cnz...nzmax-1] now free */ + } + + /* --- Construct new element ---------------------------------------- */ + dk = 0; + nv[k] = -nvk; /* flag k as in Lk */ + p = Cp[k]; + pk1 = (elenk == 0) ? p : cnz; /* do in place if elen[k] == 0 */ + pk2 = pk1; + for(k1 = 1; k1 <= elenk + 1; k1++) + { + if(k1 > elenk) + { + e = k; /* search the nodes in k */ + pj = p; /* list of nodes starts at Ci[pj]*/ + ln = len[k] - elenk; /* length of list of nodes in k */ + } + else + { + e = Ci[p++]; /* search the nodes in e */ + pj = Cp[e]; + ln = len[e]; /* length of list of nodes in e */ + } + for(k2 = 1; k2 <= ln; k2++) + { + i = Ci[pj++]; + if((nvi = nv[i]) <= 0) continue; /* node i dead, or seen */ + dk += nvi; /* degree[Lk] += size of node i */ + nv[i] = -nvi; /* negate nv[i] to denote i in Lk*/ + Ci[pk2++] = i; /* place i in Lk */ + if(next[i] != -1) last[next[i]] = last[i]; + if(last[i] != -1) /* remove i from degree list */ + { + next[last[i]] = next[i]; + } + else + { + head[degree[i]] = next[i]; + } + } + if(e != k) + { + Cp[e] = amd_flip (k); /* absorb e into k */ + w[e] = 0; /* e is now a dead element */ + } + } + if(elenk != 0) cnz = pk2; /* Ci[cnz...nzmax] is free */ + degree[k] = dk; /* external degree of k - |Lk\i| */ + Cp[k] = pk1; /* element k is in Ci[pk1..pk2-1] */ + len[k] = pk2 - pk1; + elen[k] = -2; /* k is now an element */ + + /* --- Find set differences ----------------------------------------- */ + mark = internal::cs_wclear<Index>(mark, lemax, w, n); /* clear w if necessary */ + for(pk = pk1; pk < pk2; pk++) /* scan 1: find |Le\Lk| */ + { + i = Ci[pk]; + if((eln = elen[i]) <= 0) continue;/* skip if elen[i] empty */ + nvi = -nv[i]; /* nv[i] was negated */ + wnvi = mark - nvi; + for(p = Cp[i]; p <= Cp[i] + eln - 1; p++) /* scan Ei */ + { + e = Ci[p]; + if(w[e] >= mark) + { + w[e] -= nvi; /* decrement |Le\Lk| */ + } + else if(w[e] != 0) /* ensure e is a live element */ + { + w[e] = degree[e] + wnvi; /* 1st time e seen in scan 1 */ + } + } + } + + /* --- Degree update ------------------------------------------------ */ + for(pk = pk1; pk < pk2; pk++) /* scan2: degree update */ + { + i = Ci[pk]; /* consider node i in Lk */ + p1 = Cp[i]; + p2 = p1 + elen[i] - 1; + pn = p1; + for(h = 0, d = 0, p = p1; p <= p2; p++) /* scan Ei */ + { + e = Ci[p]; + if(w[e] != 0) /* e is an unabsorbed element */ + { + dext = w[e] - mark; /* dext = |Le\Lk| */ + if(dext > 0) + { + d += dext; /* sum up the set differences */ + Ci[pn++] = e; /* keep e in Ei */ + h += e; /* compute the hash of node i */ + } + else + { + Cp[e] = amd_flip (k); /* aggressive absorb. e->k */ + w[e] = 0; /* e is a dead element */ + } + } + } + elen[i] = pn - p1 + 1; /* elen[i] = |Ei| */ + p3 = pn; + p4 = p1 + len[i]; + for(p = p2 + 1; p < p4; p++) /* prune edges in Ai */ + { + j = Ci[p]; + if((nvj = nv[j]) <= 0) continue; /* node j dead or in Lk */ + d += nvj; /* degree(i) += |j| */ + Ci[pn++] = j; /* place j in node list of i */ + h += j; /* compute hash for node i */ + } + if(d == 0) /* check for mass elimination */ + { + Cp[i] = amd_flip (k); /* absorb i into k */ + nvi = -nv[i]; + dk -= nvi; /* |Lk| -= |i| */ + nvk += nvi; /* |k| += nv[i] */ + nel += nvi; + nv[i] = 0; + elen[i] = -1; /* node i is dead */ + } + else + { + degree[i] = std::min<Index> (degree[i], d); /* update degree(i) */ + Ci[pn] = Ci[p3]; /* move first node to end */ + Ci[p3] = Ci[p1]; /* move 1st el. to end of Ei */ + Ci[p1] = k; /* add k as 1st element in of Ei */ + len[i] = pn - p1 + 1; /* new len of adj. list of node i */ + h %= n; /* finalize hash of i */ + next[i] = hhead[h]; /* place i in hash bucket */ + hhead[h] = i; + last[i] = h; /* save hash of i in last[i] */ + } + } /* scan2 is done */ + degree[k] = dk; /* finalize |Lk| */ + lemax = std::max<Index>(lemax, dk); + mark = internal::cs_wclear<Index>(mark+lemax, lemax, w, n); /* clear w */ + + /* --- Supernode detection ------------------------------------------ */ + for(pk = pk1; pk < pk2; pk++) + { + i = Ci[pk]; + if(nv[i] >= 0) continue; /* skip if i is dead */ + h = last[i]; /* scan hash bucket of node i */ + i = hhead[h]; + hhead[h] = -1; /* hash bucket will be empty */ + for(; i != -1 && next[i] != -1; i = next[i], mark++) + { + ln = len[i]; + eln = elen[i]; + for(p = Cp[i]+1; p <= Cp[i] + ln-1; p++) w[Ci[p]] = mark; + jlast = i; + for(j = next[i]; j != -1; ) /* compare i with all j */ + { + ok = (len[j] == ln) && (elen[j] == eln); + for(p = Cp[j] + 1; ok && p <= Cp[j] + ln - 1; p++) + { + if(w[Ci[p]] != mark) ok = 0; /* compare i and j*/ + } + if(ok) /* i and j are identical */ + { + Cp[j] = amd_flip (i); /* absorb j into i */ + nv[i] += nv[j]; + nv[j] = 0; + elen[j] = -1; /* node j is dead */ + j = next[j]; /* delete j from hash bucket */ + next[jlast] = j; + } + else + { + jlast = j; /* j and i are different */ + j = next[j]; + } + } + } + } + + /* --- Finalize new element------------------------------------------ */ + for(p = pk1, pk = pk1; pk < pk2; pk++) /* finalize Lk */ + { + i = Ci[pk]; + if((nvi = -nv[i]) <= 0) continue;/* skip if i is dead */ + nv[i] = nvi; /* restore nv[i] */ + d = degree[i] + dk - nvi; /* compute external degree(i) */ + d = std::min<Index> (d, n - nel - nvi); + if(head[d] != -1) last[head[d]] = i; + next[i] = head[d]; /* put i back in degree list */ + last[i] = -1; + head[d] = i; + mindeg = std::min<Index> (mindeg, d); /* find new minimum degree */ + degree[i] = d; + Ci[p++] = i; /* place i in Lk */ + } + nv[k] = nvk; /* # nodes absorbed into k */ + if((len[k] = p-pk1) == 0) /* length of adj list of element k*/ + { + Cp[k] = -1; /* k is a root of the tree */ + w[k] = 0; /* k is now a dead element */ + } + if(elenk != 0) cnz = p; /* free unused space in Lk */ + } + + /* --- Postordering ----------------------------------------------------- */ + for(i = 0; i < n; i++) Cp[i] = amd_flip (Cp[i]);/* fix assembly tree */ + for(j = 0; j <= n; j++) head[j] = -1; + for(j = n; j >= 0; j--) /* place unordered nodes in lists */ + { + if(nv[j] > 0) continue; /* skip if j is an element */ + next[j] = head[Cp[j]]; /* place j in list of its parent */ + head[Cp[j]] = j; + } + for(e = n; e >= 0; e--) /* place elements in lists */ + { + if(nv[e] <= 0) continue; /* skip unless e is an element */ + if(Cp[e] != -1) + { + next[e] = head[Cp[e]]; /* place e in list of its parent */ + head[Cp[e]] = e; + } + } + for(k = 0, i = 0; i <= n; i++) /* postorder the assembly tree */ + { + if(Cp[i] == -1) k = internal::cs_tdfs<Index>(i, k, head, next, perm.indices().data(), w); + } + + perm.indices().conservativeResize(n); + + delete[] W; +} + +} // namespace internal + +} // end namespace Eigen + +#endif // EIGEN_SPARSE_AMD_H diff --git a/extern/Eigen3/Eigen/src/PaStiXSupport/PaStiXSupport.h b/extern/Eigen3/Eigen/src/PaStiXSupport/PaStiXSupport.h new file mode 100644 index 00000000000..82e137c645a --- /dev/null +++ b/extern/Eigen3/Eigen/src/PaStiXSupport/PaStiXSupport.h @@ -0,0 +1,742 @@ +// This file is part of Eigen, a lightweight C++ template library +// for linear algebra. +// +// Copyright (C) 2012 Désiré 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_PASTIXSUPPORT_H +#define EIGEN_PASTIXSUPPORT_H + +namespace Eigen { + +/** \ingroup PaStiXSupport_Module + * \brief Interface to the PaStix solver + * + * This class is used to solve the linear systems A.X = B via the PaStix library. + * The matrix can be either real or complex, symmetric or not. + * + * \sa TutorialSparseDirectSolvers + */ +template<typename _MatrixType, bool IsStrSym = false> class PastixLU; +template<typename _MatrixType, int Options> class PastixLLT; +template<typename _MatrixType, int Options> class PastixLDLT; + +namespace internal +{ + + template<class Pastix> struct pastix_traits; + + template<typename _MatrixType> + struct pastix_traits< PastixLU<_MatrixType> > + { + typedef _MatrixType MatrixType; + typedef typename _MatrixType::Scalar Scalar; + typedef typename _MatrixType::RealScalar RealScalar; + typedef typename _MatrixType::Index Index; + }; + + template<typename _MatrixType, int Options> + struct pastix_traits< PastixLLT<_MatrixType,Options> > + { + typedef _MatrixType MatrixType; + typedef typename _MatrixType::Scalar Scalar; + typedef typename _MatrixType::RealScalar RealScalar; + typedef typename _MatrixType::Index Index; + }; + + template<typename _MatrixType, int Options> + struct pastix_traits< PastixLDLT<_MatrixType,Options> > + { + typedef _MatrixType MatrixType; + typedef typename _MatrixType::Scalar Scalar; + typedef typename _MatrixType::RealScalar RealScalar; + typedef typename _MatrixType::Index Index; + }; + + void eigen_pastix(pastix_data_t **pastix_data, int pastix_comm, int n, int *ptr, int *idx, float *vals, int *perm, int * invp, float *x, int nbrhs, int *iparm, double *dparm) + { + if (n == 0) { ptr = NULL; idx = NULL; vals = NULL; } + if (nbrhs == 0) {x = NULL; nbrhs=1;} + s_pastix(pastix_data, pastix_comm, n, ptr, idx, vals, perm, invp, x, nbrhs, iparm, dparm); + } + + void eigen_pastix(pastix_data_t **pastix_data, int pastix_comm, int n, int *ptr, int *idx, double *vals, int *perm, int * invp, double *x, int nbrhs, int *iparm, double *dparm) + { + if (n == 0) { ptr = NULL; idx = NULL; vals = NULL; } + if (nbrhs == 0) {x = NULL; nbrhs=1;} + d_pastix(pastix_data, pastix_comm, n, ptr, idx, vals, perm, invp, x, nbrhs, iparm, dparm); + } + + void eigen_pastix(pastix_data_t **pastix_data, int pastix_comm, int n, int *ptr, int *idx, std::complex<float> *vals, int *perm, int * invp, std::complex<float> *x, int nbrhs, int *iparm, double *dparm) + { + if (n == 0) { ptr = NULL; idx = NULL; vals = NULL; } + if (nbrhs == 0) {x = NULL; nbrhs=1;} + c_pastix(pastix_data, pastix_comm, n, ptr, idx, reinterpret_cast<COMPLEX*>(vals), perm, invp, reinterpret_cast<COMPLEX*>(x), nbrhs, iparm, dparm); + } + + void eigen_pastix(pastix_data_t **pastix_data, int pastix_comm, int n, int *ptr, int *idx, std::complex<double> *vals, int *perm, int * invp, std::complex<double> *x, int nbrhs, int *iparm, double *dparm) + { + if (n == 0) { ptr = NULL; idx = NULL; vals = NULL; } + if (nbrhs == 0) {x = NULL; nbrhs=1;} + z_pastix(pastix_data, pastix_comm, n, ptr, idx, reinterpret_cast<DCOMPLEX*>(vals), perm, invp, reinterpret_cast<DCOMPLEX*>(x), nbrhs, iparm, dparm); + } + + // Convert the matrix to Fortran-style Numbering + template <typename MatrixType> + void c_to_fortran_numbering (MatrixType& mat) + { + if ( !(mat.outerIndexPtr()[0]) ) + { + int i; + for(i = 0; i <= mat.rows(); ++i) + ++mat.outerIndexPtr()[i]; + for(i = 0; i < mat.nonZeros(); ++i) + ++mat.innerIndexPtr()[i]; + } + } + + // Convert to C-style Numbering + template <typename MatrixType> + void fortran_to_c_numbering (MatrixType& mat) + { + // Check the Numbering + if ( mat.outerIndexPtr()[0] == 1 ) + { // Convert to C-style numbering + int i; + for(i = 0; i <= mat.rows(); ++i) + --mat.outerIndexPtr()[i]; + for(i = 0; i < mat.nonZeros(); ++i) + --mat.innerIndexPtr()[i]; + } + } +} + +// This is the base class to interface with PaStiX functions. +// Users should not used this class directly. +template <class Derived> +class PastixBase : internal::noncopyable +{ + public: + typedef typename internal::pastix_traits<Derived>::MatrixType _MatrixType; + typedef _MatrixType MatrixType; + typedef typename MatrixType::Scalar Scalar; + typedef typename MatrixType::RealScalar RealScalar; + typedef typename MatrixType::Index Index; + typedef Matrix<Scalar,Dynamic,1> Vector; + typedef SparseMatrix<Scalar, ColMajor> ColSpMatrix; + + public: + + PastixBase() : m_initisOk(false), m_analysisIsOk(false), m_factorizationIsOk(false), m_isInitialized(false), m_pastixdata(0), m_size(0) + { + init(); + } + + ~PastixBase() + { + clean(); + } + + /** \returns the solution x of \f$ A x = b \f$ using the current decomposition of A. + * + * \sa compute() + */ + template<typename Rhs> + inline const internal::solve_retval<PastixBase, Rhs> + solve(const MatrixBase<Rhs>& b) const + { + eigen_assert(m_isInitialized && "Pastix solver is not initialized."); + eigen_assert(rows()==b.rows() + && "PastixBase::solve(): invalid number of rows of the right hand side matrix b"); + return internal::solve_retval<PastixBase, Rhs>(*this, b.derived()); + } + + template<typename Rhs,typename Dest> + bool _solve (const MatrixBase<Rhs> &b, MatrixBase<Dest> &x) const; + + /** \internal */ + template<typename Rhs, typename DestScalar, int DestOptions, typename DestIndex> + void _solve_sparse(const Rhs& b, SparseMatrix<DestScalar,DestOptions,DestIndex> &dest) const + { + eigen_assert(m_factorizationIsOk && "The decomposition is not in a valid state for solving, you must first call either compute() or symbolic()/numeric()"); + eigen_assert(rows()==b.rows()); + + // we process the sparse rhs per block of NbColsAtOnce columns temporarily stored into a dense matrix. + static const int NbColsAtOnce = 1; + int rhsCols = b.cols(); + int size = b.rows(); + Eigen::Matrix<DestScalar,Dynamic,Dynamic> tmp(size,rhsCols); + for(int k=0; k<rhsCols; k+=NbColsAtOnce) + { + int actualCols = std::min<int>(rhsCols-k, NbColsAtOnce); + tmp.leftCols(actualCols) = b.middleCols(k,actualCols); + tmp.leftCols(actualCols) = derived().solve(tmp.leftCols(actualCols)); + dest.middleCols(k,actualCols) = tmp.leftCols(actualCols).sparseView(); + } + } + + Derived& derived() + { + return *static_cast<Derived*>(this); + } + const Derived& derived() const + { + return *static_cast<const Derived*>(this); + } + + /** Returns a reference to the integer vector IPARM of PaStiX parameters + * to modify the default parameters. + * The statistics related to the different phases of factorization and solve are saved here as well + * \sa analyzePattern() factorize() + */ + Array<Index,IPARM_SIZE,1>& iparm() + { + return m_iparm; + } + + /** Return a reference to a particular index parameter of the IPARM vector + * \sa iparm() + */ + + int& iparm(int idxparam) + { + return m_iparm(idxparam); + } + + /** Returns a reference to the double vector DPARM of PaStiX parameters + * The statistics related to the different phases of factorization and solve are saved here as well + * \sa analyzePattern() factorize() + */ + Array<RealScalar,IPARM_SIZE,1>& dparm() + { + return m_dparm; + } + + + /** Return a reference to a particular index parameter of the DPARM vector + * \sa dparm() + */ + double& dparm(int idxparam) + { + return m_dparm(idxparam); + } + + inline Index cols() const { return m_size; } + inline Index rows() const { return m_size; } + + /** \brief Reports whether previous computation was successful. + * + * \returns \c Success if computation was succesful, + * \c NumericalIssue if the PaStiX reports a problem + * \c InvalidInput if the input matrix is invalid + * + * \sa iparm() + */ + ComputationInfo info() const + { + eigen_assert(m_isInitialized && "Decomposition is not initialized."); + return m_info; + } + + /** \returns the solution x of \f$ A x = b \f$ using the current decomposition of A. + * + * \sa compute() + */ + template<typename Rhs> + inline const internal::sparse_solve_retval<PastixBase, Rhs> + solve(const SparseMatrixBase<Rhs>& b) const + { + eigen_assert(m_isInitialized && "Pastix LU, LLT or LDLT is not initialized."); + eigen_assert(rows()==b.rows() + && "PastixBase::solve(): invalid number of rows of the right hand side matrix b"); + return internal::sparse_solve_retval<PastixBase, Rhs>(*this, b.derived()); + } + + protected: + + // Initialize the Pastix data structure, check the matrix + void init(); + + // Compute the ordering and the symbolic factorization + void analyzePattern(ColSpMatrix& mat); + + // Compute the numerical factorization + void factorize(ColSpMatrix& mat); + + // Free all the data allocated by Pastix + void clean() + { + eigen_assert(m_initisOk && "The Pastix structure should be allocated first"); + m_iparm(IPARM_START_TASK) = API_TASK_CLEAN; + m_iparm(IPARM_END_TASK) = API_TASK_CLEAN; + internal::eigen_pastix(&m_pastixdata, MPI_COMM_WORLD, 0, 0, 0, (Scalar*)0, + m_perm.data(), m_invp.data(), 0, 0, m_iparm.data(), m_dparm.data()); + } + + void compute(ColSpMatrix& mat); + + int m_initisOk; + int m_analysisIsOk; + int m_factorizationIsOk; + bool m_isInitialized; + mutable ComputationInfo m_info; + mutable pastix_data_t *m_pastixdata; // Data structure for pastix + mutable int m_comm; // The MPI communicator identifier + mutable Matrix<int,IPARM_SIZE,1> m_iparm; // integer vector for the input parameters + mutable Matrix<double,DPARM_SIZE,1> m_dparm; // Scalar vector for the input parameters + mutable Matrix<Index,Dynamic,1> m_perm; // Permutation vector + mutable Matrix<Index,Dynamic,1> m_invp; // Inverse permutation vector + mutable int m_size; // Size of the matrix +}; + + /** Initialize the PaStiX data structure. + *A first call to this function fills iparm and dparm with the default PaStiX parameters + * \sa iparm() dparm() + */ +template <class Derived> +void PastixBase<Derived>::init() +{ + m_size = 0; + m_iparm.setZero(IPARM_SIZE); + m_dparm.setZero(DPARM_SIZE); + + m_iparm(IPARM_MODIFY_PARAMETER) = API_NO; + pastix(&m_pastixdata, MPI_COMM_WORLD, + 0, 0, 0, 0, + 0, 0, 0, 1, m_iparm.data(), m_dparm.data()); + + m_iparm[IPARM_MATRIX_VERIFICATION] = API_NO; + m_iparm[IPARM_VERBOSE] = 2; + m_iparm[IPARM_ORDERING] = API_ORDER_SCOTCH; + m_iparm[IPARM_INCOMPLETE] = API_NO; + m_iparm[IPARM_OOC_LIMIT] = 2000; + m_iparm[IPARM_RHS_MAKING] = API_RHS_B; + m_iparm(IPARM_MATRIX_VERIFICATION) = API_NO; + + m_iparm(IPARM_START_TASK) = API_TASK_INIT; + m_iparm(IPARM_END_TASK) = API_TASK_INIT; + internal::eigen_pastix(&m_pastixdata, MPI_COMM_WORLD, 0, 0, 0, (Scalar*)0, + 0, 0, 0, 0, m_iparm.data(), m_dparm.data()); + + // Check the returned error + if(m_iparm(IPARM_ERROR_NUMBER)) { + m_info = InvalidInput; + m_initisOk = false; + } + else { + m_info = Success; + m_initisOk = true; + } +} + +template <class Derived> +void PastixBase<Derived>::compute(ColSpMatrix& mat) +{ + eigen_assert(mat.rows() == mat.cols() && "The input matrix should be squared"); + + analyzePattern(mat); + factorize(mat); + + m_iparm(IPARM_MATRIX_VERIFICATION) = API_NO; + m_isInitialized = m_factorizationIsOk; +} + + +template <class Derived> +void PastixBase<Derived>::analyzePattern(ColSpMatrix& mat) +{ + eigen_assert(m_initisOk && "The initialization of PaSTiX failed"); + + // clean previous calls + if(m_size>0) + clean(); + + m_size = mat.rows(); + m_perm.resize(m_size); + m_invp.resize(m_size); + + m_iparm(IPARM_START_TASK) = API_TASK_ORDERING; + m_iparm(IPARM_END_TASK) = API_TASK_ANALYSE; + internal::eigen_pastix(&m_pastixdata, MPI_COMM_WORLD, m_size, mat.outerIndexPtr(), mat.innerIndexPtr(), + mat.valuePtr(), m_perm.data(), m_invp.data(), 0, 0, m_iparm.data(), m_dparm.data()); + + // Check the returned error + if(m_iparm(IPARM_ERROR_NUMBER)) + { + m_info = NumericalIssue; + m_analysisIsOk = false; + } + else + { + m_info = Success; + m_analysisIsOk = true; + } +} + +template <class Derived> +void PastixBase<Derived>::factorize(ColSpMatrix& mat) +{ +// if(&m_cpyMat != &mat) m_cpyMat = mat; + eigen_assert(m_analysisIsOk && "The analysis phase should be called before the factorization phase"); + m_iparm(IPARM_START_TASK) = API_TASK_NUMFACT; + m_iparm(IPARM_END_TASK) = API_TASK_NUMFACT; + m_size = mat.rows(); + + internal::eigen_pastix(&m_pastixdata, MPI_COMM_WORLD, m_size, mat.outerIndexPtr(), mat.innerIndexPtr(), + mat.valuePtr(), m_perm.data(), m_invp.data(), 0, 0, m_iparm.data(), m_dparm.data()); + + // Check the returned error + if(m_iparm(IPARM_ERROR_NUMBER)) + { + m_info = NumericalIssue; + m_factorizationIsOk = false; + m_isInitialized = false; + } + else + { + m_info = Success; + m_factorizationIsOk = true; + m_isInitialized = true; + } +} + +/* Solve the system */ +template<typename Base> +template<typename Rhs,typename Dest> +bool PastixBase<Base>::_solve (const MatrixBase<Rhs> &b, MatrixBase<Dest> &x) const +{ + eigen_assert(m_isInitialized && "The matrix should be factorized first"); + EIGEN_STATIC_ASSERT((Dest::Flags&RowMajorBit)==0, + THIS_METHOD_IS_ONLY_FOR_COLUMN_MAJOR_MATRICES); + int rhs = 1; + + x = b; /* on return, x is overwritten by the computed solution */ + + for (int i = 0; i < b.cols(); i++){ + m_iparm[IPARM_START_TASK] = API_TASK_SOLVE; + m_iparm[IPARM_END_TASK] = API_TASK_REFINE; + + internal::eigen_pastix(&m_pastixdata, MPI_COMM_WORLD, x.rows(), 0, 0, 0, + m_perm.data(), m_invp.data(), &x(0, i), rhs, m_iparm.data(), m_dparm.data()); + } + + // Check the returned error + m_info = m_iparm(IPARM_ERROR_NUMBER)==0 ? Success : NumericalIssue; + + return m_iparm(IPARM_ERROR_NUMBER)==0; +} + +/** \ingroup PaStiXSupport_Module + * \class PastixLU + * \brief Sparse direct LU solver based on PaStiX library + * + * This class is used to solve the linear systems A.X = B with a supernodal LU + * factorization in the PaStiX library. The matrix A should be squared and nonsingular + * PaStiX requires that the matrix A has a symmetric structural pattern. + * This interface can symmetrize the input matrix otherwise. + * The vectors or matrices X and B can be either dense or sparse. + * + * \tparam _MatrixType the type of the sparse matrix A, it must be a SparseMatrix<> + * \tparam IsStrSym Indicates if the input matrix has a symmetric pattern, default is false + * NOTE : Note that if the analysis and factorization phase are called separately, + * the input matrix will be symmetrized at each call, hence it is advised to + * symmetrize the matrix in a end-user program and set \p IsStrSym to true + * + * \sa \ref TutorialSparseDirectSolvers + * + */ +template<typename _MatrixType, bool IsStrSym> +class PastixLU : public PastixBase< PastixLU<_MatrixType> > +{ + public: + typedef _MatrixType MatrixType; + typedef PastixBase<PastixLU<MatrixType> > Base; + typedef typename Base::ColSpMatrix ColSpMatrix; + typedef typename MatrixType::Index Index; + + public: + PastixLU() : Base() + { + init(); + } + + PastixLU(const MatrixType& matrix):Base() + { + init(); + compute(matrix); + } + /** Compute the LU supernodal factorization of \p matrix. + * iparm and dparm can be used to tune the PaStiX parameters. + * see the PaStiX user's manual + * \sa analyzePattern() factorize() + */ + void compute (const MatrixType& matrix) + { + m_structureIsUptodate = false; + ColSpMatrix temp; + grabMatrix(matrix, temp); + Base::compute(temp); + } + /** Compute the LU symbolic factorization of \p matrix using its sparsity pattern. + * Several ordering methods can be used at this step. See the PaStiX user's manual. + * The result of this operation can be used with successive matrices having the same pattern as \p matrix + * \sa factorize() + */ + void analyzePattern(const MatrixType& matrix) + { + m_structureIsUptodate = false; + ColSpMatrix temp; + grabMatrix(matrix, temp); + Base::analyzePattern(temp); + } + + /** Compute the LU supernodal factorization of \p matrix + * WARNING The matrix \p matrix should have the same structural pattern + * as the same used in the analysis phase. + * \sa analyzePattern() + */ + void factorize(const MatrixType& matrix) + { + ColSpMatrix temp; + grabMatrix(matrix, temp); + Base::factorize(temp); + } + protected: + + void init() + { + m_structureIsUptodate = false; + m_iparm(IPARM_SYM) = API_SYM_NO; + m_iparm(IPARM_FACTORIZATION) = API_FACT_LU; + } + + void grabMatrix(const MatrixType& matrix, ColSpMatrix& out) + { + if(IsStrSym) + out = matrix; + else + { + if(!m_structureIsUptodate) + { + // update the transposed structure + m_transposedStructure = matrix.transpose(); + + // Set the elements of the matrix to zero + for (Index j=0; j<m_transposedStructure.outerSize(); ++j) + for(typename ColSpMatrix::InnerIterator it(m_transposedStructure, j); it; ++it) + it.valueRef() = 0.0; + + m_structureIsUptodate = true; + } + + out = m_transposedStructure + matrix; + } + internal::c_to_fortran_numbering(out); + } + + using Base::m_iparm; + using Base::m_dparm; + + ColSpMatrix m_transposedStructure; + bool m_structureIsUptodate; +}; + +/** \ingroup PaStiXSupport_Module + * \class PastixLLT + * \brief A sparse direct supernodal Cholesky (LLT) factorization and solver based on the PaStiX library + * + * This class is used to solve the linear systems A.X = B via a LL^T supernodal Cholesky factorization + * available in the PaStiX library. The matrix A should be symmetric and positive definite + * WARNING Selfadjoint complex matrices are not supported in the current version of PaStiX + * The vectors or matrices X and B can be either dense or sparse + * + * \tparam MatrixType the type of the sparse matrix A, it must be a SparseMatrix<> + * \tparam UpLo The part of the matrix to use : Lower or Upper. The default is Lower as required by PaStiX + * + * \sa \ref TutorialSparseDirectSolvers + */ +template<typename _MatrixType, int _UpLo> +class PastixLLT : public PastixBase< PastixLLT<_MatrixType, _UpLo> > +{ + public: + typedef _MatrixType MatrixType; + typedef PastixBase<PastixLLT<MatrixType, _UpLo> > Base; + typedef typename Base::ColSpMatrix ColSpMatrix; + + public: + enum { UpLo = _UpLo }; + PastixLLT() : Base() + { + init(); + } + + PastixLLT(const MatrixType& matrix):Base() + { + init(); + compute(matrix); + } + + /** Compute the L factor of the LL^T supernodal factorization of \p matrix + * \sa analyzePattern() factorize() + */ + void compute (const MatrixType& matrix) + { + ColSpMatrix temp; + grabMatrix(matrix, temp); + Base::compute(temp); + } + + /** Compute the LL^T symbolic factorization of \p matrix using its sparsity pattern + * The result of this operation can be used with successive matrices having the same pattern as \p matrix + * \sa factorize() + */ + void analyzePattern(const MatrixType& matrix) + { + ColSpMatrix temp; + grabMatrix(matrix, temp); + Base::analyzePattern(temp); + } + /** Compute the LL^T supernodal numerical factorization of \p matrix + * \sa analyzePattern() + */ + void factorize(const MatrixType& matrix) + { + ColSpMatrix temp; + grabMatrix(matrix, temp); + Base::factorize(temp); + } + protected: + using Base::m_iparm; + + void init() + { + m_iparm(IPARM_SYM) = API_SYM_YES; + m_iparm(IPARM_FACTORIZATION) = API_FACT_LLT; + } + + void grabMatrix(const MatrixType& matrix, ColSpMatrix& out) + { + // Pastix supports only lower, column-major matrices + out.template selfadjointView<Lower>() = matrix.template selfadjointView<UpLo>(); + internal::c_to_fortran_numbering(out); + } +}; + +/** \ingroup PaStiXSupport_Module + * \class PastixLDLT + * \brief A sparse direct supernodal Cholesky (LLT) factorization and solver based on the PaStiX library + * + * This class is used to solve the linear systems A.X = B via a LDL^T supernodal Cholesky factorization + * available in the PaStiX library. The matrix A should be symmetric and positive definite + * WARNING Selfadjoint complex matrices are not supported in the current version of PaStiX + * The vectors or matrices X and B can be either dense or sparse + * + * \tparam MatrixType the type of the sparse matrix A, it must be a SparseMatrix<> + * \tparam UpLo The part of the matrix to use : Lower or Upper. The default is Lower as required by PaStiX + * + * \sa \ref TutorialSparseDirectSolvers + */ +template<typename _MatrixType, int _UpLo> +class PastixLDLT : public PastixBase< PastixLDLT<_MatrixType, _UpLo> > +{ + public: + typedef _MatrixType MatrixType; + typedef PastixBase<PastixLDLT<MatrixType, _UpLo> > Base; + typedef typename Base::ColSpMatrix ColSpMatrix; + + public: + enum { UpLo = _UpLo }; + PastixLDLT():Base() + { + init(); + } + + PastixLDLT(const MatrixType& matrix):Base() + { + init(); + compute(matrix); + } + + /** Compute the L and D factors of the LDL^T factorization of \p matrix + * \sa analyzePattern() factorize() + */ + void compute (const MatrixType& matrix) + { + ColSpMatrix temp; + grabMatrix(matrix, temp); + Base::compute(temp); + } + + /** Compute the LDL^T symbolic factorization of \p matrix using its sparsity pattern + * The result of this operation can be used with successive matrices having the same pattern as \p matrix + * \sa factorize() + */ + void analyzePattern(const MatrixType& matrix) + { + ColSpMatrix temp; + grabMatrix(matrix, temp); + Base::analyzePattern(temp); + } + /** Compute the LDL^T supernodal numerical factorization of \p matrix + * + */ + void factorize(const MatrixType& matrix) + { + ColSpMatrix temp; + grabMatrix(matrix, temp); + Base::factorize(temp); + } + + protected: + using Base::m_iparm; + + void init() + { + m_iparm(IPARM_SYM) = API_SYM_YES; + m_iparm(IPARM_FACTORIZATION) = API_FACT_LDLT; + } + + void grabMatrix(const MatrixType& matrix, ColSpMatrix& out) + { + // Pastix supports only lower, column-major matrices + out.template selfadjointView<Lower>() = matrix.template selfadjointView<UpLo>(); + internal::c_to_fortran_numbering(out); + } +}; + +namespace internal { + +template<typename _MatrixType, typename Rhs> +struct solve_retval<PastixBase<_MatrixType>, Rhs> + : solve_retval_base<PastixBase<_MatrixType>, Rhs> +{ + typedef PastixBase<_MatrixType> Dec; + EIGEN_MAKE_SOLVE_HELPERS(Dec,Rhs) + + template<typename Dest> void evalTo(Dest& dst) const + { + dec()._solve(rhs(),dst); + } +}; + +template<typename _MatrixType, typename Rhs> +struct sparse_solve_retval<PastixBase<_MatrixType>, Rhs> + : sparse_solve_retval_base<PastixBase<_MatrixType>, Rhs> +{ + typedef PastixBase<_MatrixType> Dec; + EIGEN_MAKE_SPARSE_SOLVE_HELPERS(Dec,Rhs) + + template<typename Dest> void evalTo(Dest& dst) const + { + dec()._solve_sparse(rhs(),dst); + } +}; + +} // end namespace internal + +} // end namespace Eigen + +#endif diff --git a/extern/Eigen3/Eigen/src/PardisoSupport/PardisoSupport.h b/extern/Eigen3/Eigen/src/PardisoSupport/PardisoSupport.h new file mode 100644 index 00000000000..e6defc8c39e --- /dev/null +++ b/extern/Eigen3/Eigen/src/PardisoSupport/PardisoSupport.h @@ -0,0 +1,614 @@ +/* + Copyright (c) 2011, Intel Corporation. All rights reserved. + + Redistribution and use in source and binary forms, with or without modification, + are permitted provided that the following conditions are met: + + * Redistributions of source code must retain the above copyright notice, this + list of conditions and the following disclaimer. + * Redistributions in binary form must reproduce the above copyright notice, + this list of conditions and the following disclaimer in the documentation + and/or other materials provided with the distribution. + * Neither the name of Intel Corporation nor the names of its contributors may + be used to endorse or promote products derived from this software without + specific prior written permission. + + THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND + ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED + WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE + DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR + ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES + (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; + LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON + ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT + (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS + SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. + + ******************************************************************************** + * Content : Eigen bindings to Intel(R) MKL PARDISO + ******************************************************************************** +*/ + +#ifndef EIGEN_PARDISOSUPPORT_H +#define EIGEN_PARDISOSUPPORT_H + +namespace Eigen { + +template<typename _MatrixType> class PardisoLU; +template<typename _MatrixType, int Options=Upper> class PardisoLLT; +template<typename _MatrixType, int Options=Upper> class PardisoLDLT; + +namespace internal +{ + template<typename Index> + struct pardiso_run_selector + { + static Index run( _MKL_DSS_HANDLE_t pt, Index maxfct, Index mnum, Index type, Index phase, Index n, void *a, + Index *ia, Index *ja, Index *perm, Index nrhs, Index *iparm, Index msglvl, void *b, void *x) + { + Index error = 0; + ::pardiso(pt, &maxfct, &mnum, &type, &phase, &n, a, ia, ja, perm, &nrhs, iparm, &msglvl, b, x, &error); + return error; + } + }; + template<> + struct pardiso_run_selector<long long int> + { + typedef long long int Index; + static Index run( _MKL_DSS_HANDLE_t pt, Index maxfct, Index mnum, Index type, Index phase, Index n, void *a, + Index *ia, Index *ja, Index *perm, Index nrhs, Index *iparm, Index msglvl, void *b, void *x) + { + Index error = 0; + ::pardiso_64(pt, &maxfct, &mnum, &type, &phase, &n, a, ia, ja, perm, &nrhs, iparm, &msglvl, b, x, &error); + return error; + } + }; + + template<class Pardiso> struct pardiso_traits; + + template<typename _MatrixType> + struct pardiso_traits< PardisoLU<_MatrixType> > + { + typedef _MatrixType MatrixType; + typedef typename _MatrixType::Scalar Scalar; + typedef typename _MatrixType::RealScalar RealScalar; + typedef typename _MatrixType::Index Index; + }; + + template<typename _MatrixType, int Options> + struct pardiso_traits< PardisoLLT<_MatrixType, Options> > + { + typedef _MatrixType MatrixType; + typedef typename _MatrixType::Scalar Scalar; + typedef typename _MatrixType::RealScalar RealScalar; + typedef typename _MatrixType::Index Index; + }; + + template<typename _MatrixType, int Options> + struct pardiso_traits< PardisoLDLT<_MatrixType, Options> > + { + typedef _MatrixType MatrixType; + typedef typename _MatrixType::Scalar Scalar; + typedef typename _MatrixType::RealScalar RealScalar; + typedef typename _MatrixType::Index Index; + }; + +} + +template<class Derived> +class PardisoImpl +{ + typedef internal::pardiso_traits<Derived> Traits; + public: + typedef typename Traits::MatrixType MatrixType; + typedef typename Traits::Scalar Scalar; + typedef typename Traits::RealScalar RealScalar; + typedef typename Traits::Index Index; + typedef SparseMatrix<Scalar,RowMajor,Index> SparseMatrixType; + typedef Matrix<Scalar,Dynamic,1> VectorType; + typedef Matrix<Index, 1, MatrixType::ColsAtCompileTime> IntRowVectorType; + typedef Matrix<Index, MatrixType::RowsAtCompileTime, 1> IntColVectorType; + enum { + ScalarIsComplex = NumTraits<Scalar>::IsComplex + }; + + PardisoImpl() + { + eigen_assert((sizeof(Index) >= sizeof(_INTEGER_t) && sizeof(Index) <= 8) && "Non-supported index type"); + m_iparm.setZero(); + m_msglvl = 0; // No output + m_initialized = false; + } + + ~PardisoImpl() + { + pardisoRelease(); + } + + inline Index cols() const { return m_size; } + inline Index rows() const { return m_size; } + + /** \brief Reports whether previous computation was successful. + * + * \returns \c Success if computation was succesful, + * \c NumericalIssue if the matrix appears to be negative. + */ + ComputationInfo info() const + { + eigen_assert(m_initialized && "Decomposition is not initialized."); + return m_info; + } + + /** \warning for advanced usage only. + * \returns a reference to the parameter array controlling PARDISO. + * See the PARDISO manual to know how to use it. */ + Array<Index,64,1>& pardisoParameterArray() + { + return m_iparm; + } + + /** Performs a symbolic decomposition on the sparcity of \a matrix. + * + * This function is particularly useful when solving for several problems having the same structure. + * + * \sa factorize() + */ + Derived& analyzePattern(const MatrixType& matrix); + + /** Performs a numeric decomposition of \a matrix + * + * The given matrix must has the same sparcity than the matrix on which the symbolic decomposition has been performed. + * + * \sa analyzePattern() + */ + Derived& factorize(const MatrixType& matrix); + + Derived& compute(const MatrixType& matrix); + + /** \returns the solution x of \f$ A x = b \f$ using the current decomposition of A. + * + * \sa compute() + */ + template<typename Rhs> + inline const internal::solve_retval<PardisoImpl, Rhs> + solve(const MatrixBase<Rhs>& b) const + { + eigen_assert(m_initialized && "Pardiso solver is not initialized."); + eigen_assert(rows()==b.rows() + && "PardisoImpl::solve(): invalid number of rows of the right hand side matrix b"); + return internal::solve_retval<PardisoImpl, Rhs>(*this, b.derived()); + } + + /** \returns the solution x of \f$ A x = b \f$ using the current decomposition of A. + * + * \sa compute() + */ + template<typename Rhs> + inline const internal::sparse_solve_retval<PardisoImpl, Rhs> + solve(const SparseMatrixBase<Rhs>& b) const + { + eigen_assert(m_initialized && "Pardiso solver is not initialized."); + eigen_assert(rows()==b.rows() + && "PardisoImpl::solve(): invalid number of rows of the right hand side matrix b"); + return internal::sparse_solve_retval<PardisoImpl, Rhs>(*this, b.derived()); + } + + Derived& derived() + { + return *static_cast<Derived*>(this); + } + const Derived& derived() const + { + return *static_cast<const Derived*>(this); + } + + template<typename BDerived, typename XDerived> + bool _solve(const MatrixBase<BDerived> &b, MatrixBase<XDerived>& x) const; + + /** \internal */ + template<typename Rhs, typename DestScalar, int DestOptions, typename DestIndex> + void _solve_sparse(const Rhs& b, SparseMatrix<DestScalar,DestOptions,DestIndex> &dest) const + { + eigen_assert(m_size==b.rows()); + + // we process the sparse rhs per block of NbColsAtOnce columns temporarily stored into a dense matrix. + static const int NbColsAtOnce = 4; + int rhsCols = b.cols(); + int size = b.rows(); + // Pardiso cannot solve in-place, + // so we need two temporaries + Eigen::Matrix<DestScalar,Dynamic,Dynamic,ColMajor> tmp_rhs(size,rhsCols); + Eigen::Matrix<DestScalar,Dynamic,Dynamic,ColMajor> tmp_res(size,rhsCols); + for(int k=0; k<rhsCols; k+=NbColsAtOnce) + { + int actualCols = std::min<int>(rhsCols-k, NbColsAtOnce); + tmp_rhs.leftCols(actualCols) = b.middleCols(k,actualCols); + tmp_res.leftCols(actualCols) = derived().solve(tmp_rhs.leftCols(actualCols)); + dest.middleCols(k,actualCols) = tmp_res.leftCols(actualCols).sparseView(); + } + } + + protected: + void pardisoRelease() + { + if(m_initialized) // Factorization ran at least once + { + internal::pardiso_run_selector<Index>::run(m_pt, 1, 1, m_type, -1, m_size, 0, 0, 0, m_perm.data(), 0, + m_iparm.data(), m_msglvl, 0, 0); + } + } + + void pardisoInit(int type) + { + m_type = type; + bool symmetric = abs(m_type) < 10; + m_iparm[0] = 1; // No solver default + m_iparm[1] = 3; // use Metis for the ordering + m_iparm[2] = 1; // Numbers of processors, value of OMP_NUM_THREADS + m_iparm[3] = 0; // No iterative-direct algorithm + m_iparm[4] = 0; // No user fill-in reducing permutation + m_iparm[5] = 0; // Write solution into x + m_iparm[6] = 0; // Not in use + m_iparm[7] = 2; // Max numbers of iterative refinement steps + m_iparm[8] = 0; // Not in use + m_iparm[9] = 13; // Perturb the pivot elements with 1E-13 + m_iparm[10] = symmetric ? 0 : 1; // Use nonsymmetric permutation and scaling MPS + m_iparm[11] = 0; // Not in use + m_iparm[12] = symmetric ? 0 : 1; // Maximum weighted matching algorithm is switched-off (default for symmetric). + // Try m_iparm[12] = 1 in case of inappropriate accuracy + m_iparm[13] = 0; // Output: Number of perturbed pivots + m_iparm[14] = 0; // Not in use + m_iparm[15] = 0; // Not in use + m_iparm[16] = 0; // Not in use + m_iparm[17] = -1; // Output: Number of nonzeros in the factor LU + m_iparm[18] = -1; // Output: Mflops for LU factorization + m_iparm[19] = 0; // Output: Numbers of CG Iterations + + m_iparm[20] = 0; // 1x1 pivoting + m_iparm[26] = 0; // No matrix checker + m_iparm[27] = (sizeof(RealScalar) == 4) ? 1 : 0; + m_iparm[34] = 1; // C indexing + m_iparm[59] = 1; // Automatic switch between In-Core and Out-of-Core modes + } + + protected: + // cached data to reduce reallocation, etc. + + void manageErrorCode(Index error) + { + switch(error) + { + case 0: + m_info = Success; + break; + case -4: + case -7: + m_info = NumericalIssue; + break; + default: + m_info = InvalidInput; + } + } + + mutable SparseMatrixType m_matrix; + ComputationInfo m_info; + bool m_initialized, m_analysisIsOk, m_factorizationIsOk; + Index m_type, m_msglvl; + mutable void *m_pt[64]; + mutable Array<Index,64,1> m_iparm; + mutable IntColVectorType m_perm; + Index m_size; + + private: + PardisoImpl(PardisoImpl &) {} +}; + +template<class Derived> +Derived& PardisoImpl<Derived>::compute(const MatrixType& a) +{ + m_size = a.rows(); + eigen_assert(a.rows() == a.cols()); + + pardisoRelease(); + memset(m_pt, 0, sizeof(m_pt)); + m_perm.setZero(m_size); + derived().getMatrix(a); + + Index error; + error = internal::pardiso_run_selector<Index>::run(m_pt, 1, 1, m_type, 12, m_size, + m_matrix.valuePtr(), m_matrix.outerIndexPtr(), m_matrix.innerIndexPtr(), + m_perm.data(), 0, m_iparm.data(), m_msglvl, NULL, NULL); + + manageErrorCode(error); + m_analysisIsOk = true; + m_factorizationIsOk = true; + m_initialized = true; + return derived(); +} + +template<class Derived> +Derived& PardisoImpl<Derived>::analyzePattern(const MatrixType& a) +{ + m_size = a.rows(); + eigen_assert(m_size == a.cols()); + + pardisoRelease(); + memset(m_pt, 0, sizeof(m_pt)); + m_perm.setZero(m_size); + derived().getMatrix(a); + + Index error; + error = internal::pardiso_run_selector<Index>::run(m_pt, 1, 1, m_type, 11, m_size, + m_matrix.valuePtr(), m_matrix.outerIndexPtr(), m_matrix.innerIndexPtr(), + m_perm.data(), 0, m_iparm.data(), m_msglvl, NULL, NULL); + + manageErrorCode(error); + m_analysisIsOk = true; + m_factorizationIsOk = false; + m_initialized = true; + return derived(); +} + +template<class Derived> +Derived& PardisoImpl<Derived>::factorize(const MatrixType& a) +{ + eigen_assert(m_analysisIsOk && "You must first call analyzePattern()"); + eigen_assert(m_size == a.rows() && m_size == a.cols()); + + derived().getMatrix(a); + + Index error; + error = internal::pardiso_run_selector<Index>::run(m_pt, 1, 1, m_type, 22, m_size, + m_matrix.valuePtr(), m_matrix.outerIndexPtr(), m_matrix.innerIndexPtr(), + m_perm.data(), 0, m_iparm.data(), m_msglvl, NULL, NULL); + + manageErrorCode(error); + m_factorizationIsOk = true; + return derived(); +} + +template<class Base> +template<typename BDerived,typename XDerived> +bool PardisoImpl<Base>::_solve(const MatrixBase<BDerived> &b, MatrixBase<XDerived>& x) const +{ + if(m_iparm[0] == 0) // Factorization was not computed + return false; + + //Index n = m_matrix.rows(); + Index nrhs = Index(b.cols()); + eigen_assert(m_size==b.rows()); + eigen_assert(((MatrixBase<BDerived>::Flags & RowMajorBit) == 0 || nrhs == 1) && "Row-major right hand sides are not supported"); + eigen_assert(((MatrixBase<XDerived>::Flags & RowMajorBit) == 0 || nrhs == 1) && "Row-major matrices of unknowns are not supported"); + eigen_assert(((nrhs == 1) || b.outerStride() == b.rows())); + + +// switch (transposed) { +// case SvNoTrans : m_iparm[11] = 0 ; break; +// case SvTranspose : m_iparm[11] = 2 ; break; +// case SvAdjoint : m_iparm[11] = 1 ; break; +// default: +// //std::cerr << "Eigen: transposition option \"" << transposed << "\" not supported by the PARDISO backend\n"; +// m_iparm[11] = 0; +// } + + Scalar* rhs_ptr = const_cast<Scalar*>(b.derived().data()); + Matrix<Scalar,Dynamic,Dynamic,ColMajor> tmp; + + // Pardiso cannot solve in-place + if(rhs_ptr == x.derived().data()) + { + tmp = b; + rhs_ptr = tmp.data(); + } + + Index error; + error = internal::pardiso_run_selector<Index>::run(m_pt, 1, 1, m_type, 33, m_size, + m_matrix.valuePtr(), m_matrix.outerIndexPtr(), m_matrix.innerIndexPtr(), + m_perm.data(), nrhs, m_iparm.data(), m_msglvl, + rhs_ptr, x.derived().data()); + + return error==0; +} + + +/** \ingroup PardisoSupport_Module + * \class PardisoLU + * \brief A sparse direct LU factorization and solver based on the PARDISO library + * + * This class allows to solve for A.X = B sparse linear problems via a direct LU factorization + * using the Intel MKL PARDISO library. The sparse matrix A must be squared and invertible. + * The vectors or matrices X and B can be either dense or sparse. + * + * \tparam _MatrixType the type of the sparse matrix A, it must be a SparseMatrix<> + * + * \sa \ref TutorialSparseDirectSolvers + */ +template<typename MatrixType> +class PardisoLU : public PardisoImpl< PardisoLU<MatrixType> > +{ + protected: + typedef PardisoImpl< PardisoLU<MatrixType> > Base; + typedef typename Base::Scalar Scalar; + typedef typename Base::RealScalar RealScalar; + using Base::pardisoInit; + using Base::m_matrix; + friend class PardisoImpl< PardisoLU<MatrixType> >; + + public: + + using Base::compute; + using Base::solve; + + PardisoLU() + : Base() + { + pardisoInit(Base::ScalarIsComplex ? 13 : 11); + } + + PardisoLU(const MatrixType& matrix) + : Base() + { + pardisoInit(Base::ScalarIsComplex ? 13 : 11); + compute(matrix); + } + protected: + void getMatrix(const MatrixType& matrix) + { + m_matrix = matrix; + } + + private: + PardisoLU(PardisoLU& ) {} +}; + +/** \ingroup PardisoSupport_Module + * \class PardisoLLT + * \brief A sparse direct Cholesky (LLT) factorization and solver based on the PARDISO library + * + * This class allows to solve for A.X = B sparse linear problems via a LL^T Cholesky factorization + * using the Intel MKL PARDISO library. The sparse matrix A must be selfajoint and positive definite. + * The vectors or matrices X and B can be either dense or sparse. + * + * \tparam MatrixType the type of the sparse matrix A, it must be a SparseMatrix<> + * \tparam UpLo can be any bitwise combination of Upper, Lower. The default is Upper, meaning only the upper triangular part has to be used. + * Upper|Lower can be used to tell both triangular parts can be used as input. + * + * \sa \ref TutorialSparseDirectSolvers + */ +template<typename MatrixType, int _UpLo> +class PardisoLLT : public PardisoImpl< PardisoLLT<MatrixType,_UpLo> > +{ + protected: + typedef PardisoImpl< PardisoLLT<MatrixType,_UpLo> > Base; + typedef typename Base::Scalar Scalar; + typedef typename Base::Index Index; + typedef typename Base::RealScalar RealScalar; + using Base::pardisoInit; + using Base::m_matrix; + friend class PardisoImpl< PardisoLLT<MatrixType,_UpLo> >; + + public: + + enum { UpLo = _UpLo }; + using Base::compute; + using Base::solve; + + PardisoLLT() + : Base() + { + pardisoInit(Base::ScalarIsComplex ? 4 : 2); + } + + PardisoLLT(const MatrixType& matrix) + : Base() + { + pardisoInit(Base::ScalarIsComplex ? 4 : 2); + compute(matrix); + } + + protected: + + void getMatrix(const MatrixType& matrix) + { + // PARDISO supports only upper, row-major matrices + PermutationMatrix<Dynamic,Dynamic,Index> p_null; + m_matrix.resize(matrix.rows(), matrix.cols()); + m_matrix.template selfadjointView<Upper>() = matrix.template selfadjointView<UpLo>().twistedBy(p_null); + } + + private: + PardisoLLT(PardisoLLT& ) {} +}; + +/** \ingroup PardisoSupport_Module + * \class PardisoLDLT + * \brief A sparse direct Cholesky (LDLT) factorization and solver based on the PARDISO library + * + * This class allows to solve for A.X = B sparse linear problems via a LDL^T Cholesky factorization + * using the Intel MKL PARDISO library. The sparse matrix A is assumed to be selfajoint and positive definite. + * For complex matrices, A can also be symmetric only, see the \a Options template parameter. + * The vectors or matrices X and B can be either dense or sparse. + * + * \tparam MatrixType the type of the sparse matrix A, it must be a SparseMatrix<> + * \tparam Options can be any bitwise combination of Upper, Lower, and Symmetric. The default is Upper, meaning only the upper triangular part has to be used. + * Symmetric can be used for symmetric, non-selfadjoint complex matrices, the default being to assume a selfadjoint matrix. + * Upper|Lower can be used to tell both triangular parts can be used as input. + * + * \sa \ref TutorialSparseDirectSolvers + */ +template<typename MatrixType, int Options> +class PardisoLDLT : public PardisoImpl< PardisoLDLT<MatrixType,Options> > +{ + protected: + typedef PardisoImpl< PardisoLDLT<MatrixType,Options> > Base; + typedef typename Base::Scalar Scalar; + typedef typename Base::Index Index; + typedef typename Base::RealScalar RealScalar; + using Base::pardisoInit; + using Base::m_matrix; + friend class PardisoImpl< PardisoLDLT<MatrixType,Options> >; + + public: + + using Base::compute; + using Base::solve; + enum { UpLo = Options&(Upper|Lower) }; + + PardisoLDLT() + : Base() + { + pardisoInit(Base::ScalarIsComplex ? ( bool(Options&Symmetric) ? 6 : -4 ) : -2); + } + + PardisoLDLT(const MatrixType& matrix) + : Base() + { + pardisoInit(Base::ScalarIsComplex ? ( bool(Options&Symmetric) ? 6 : -4 ) : -2); + compute(matrix); + } + + void getMatrix(const MatrixType& matrix) + { + // PARDISO supports only upper, row-major matrices + PermutationMatrix<Dynamic,Dynamic,Index> p_null; + m_matrix.resize(matrix.rows(), matrix.cols()); + m_matrix.template selfadjointView<Upper>() = matrix.template selfadjointView<UpLo>().twistedBy(p_null); + } + + private: + PardisoLDLT(PardisoLDLT& ) {} +}; + +namespace internal { + +template<typename _Derived, typename Rhs> +struct solve_retval<PardisoImpl<_Derived>, Rhs> + : solve_retval_base<PardisoImpl<_Derived>, Rhs> +{ + typedef PardisoImpl<_Derived> Dec; + EIGEN_MAKE_SOLVE_HELPERS(Dec,Rhs) + + template<typename Dest> void evalTo(Dest& dst) const + { + dec()._solve(rhs(),dst); + } +}; + +template<typename Derived, typename Rhs> +struct sparse_solve_retval<PardisoImpl<Derived>, Rhs> + : sparse_solve_retval_base<PardisoImpl<Derived>, Rhs> +{ + typedef PardisoImpl<Derived> Dec; + EIGEN_MAKE_SPARSE_SOLVE_HELPERS(Dec,Rhs) + + template<typename Dest> void evalTo(Dest& dst) const + { + dec().derived()._solve_sparse(rhs(),dst); + } +}; + +} // end namespace internal + +} // end namespace Eigen + +#endif // EIGEN_PARDISOSUPPORT_H diff --git a/extern/Eigen3/Eigen/src/QR/ColPivHouseholderQR.h b/extern/Eigen3/Eigen/src/QR/ColPivHouseholderQR.h index f04c6038d6a..2daa23cc354 100644 --- a/extern/Eigen3/Eigen/src/QR/ColPivHouseholderQR.h +++ b/extern/Eigen3/Eigen/src/QR/ColPivHouseholderQR.h @@ -4,28 +4,15 @@ // Copyright (C) 2008-2009 Gael Guennebaud <gael.guennebaud@inria.fr> // Copyright (C) 2009 Benoit Jacob <jacob.benoit.1@gmail.com> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_COLPIVOTINGHOUSEHOLDERQR_H #define EIGEN_COLPIVOTINGHOUSEHOLDERQR_H +namespace Eigen { + /** \ingroup QR_Module * * \class ColPivHouseholderQR @@ -528,5 +515,6 @@ MatrixBase<Derived>::colPivHouseholderQr() const return ColPivHouseholderQR<PlainObject>(eval()); } +} // end namespace Eigen #endif // EIGEN_COLPIVOTINGHOUSEHOLDERQR_H diff --git a/extern/Eigen3/Eigen/src/QR/ColPivHouseholderQR_MKL.h b/extern/Eigen3/Eigen/src/QR/ColPivHouseholderQR_MKL.h new file mode 100644 index 00000000000..745ecf8be98 --- /dev/null +++ b/extern/Eigen3/Eigen/src/QR/ColPivHouseholderQR_MKL.h @@ -0,0 +1,98 @@ +/* + Copyright (c) 2011, Intel Corporation. All rights reserved. + + Redistribution and use in source and binary forms, with or without modification, + are permitted provided that the following conditions are met: + + * Redistributions of source code must retain the above copyright notice, this + list of conditions and the following disclaimer. + * Redistributions in binary form must reproduce the above copyright notice, + this list of conditions and the following disclaimer in the documentation + and/or other materials provided with the distribution. + * Neither the name of Intel Corporation nor the names of its contributors may + be used to endorse or promote products derived from this software without + specific prior written permission. + + THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND + ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED + WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE + DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR + ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES + (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; + LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON + ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT + (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS + SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. + + ******************************************************************************** + * Content : Eigen bindings to Intel(R) MKL + * Householder QR decomposition of a matrix with column pivoting based on + * LAPACKE_?geqp3 function. + ******************************************************************************** +*/ + +#ifndef EIGEN_COLPIVOTINGHOUSEHOLDERQR_MKL_H +#define EIGEN_COLPIVOTINGHOUSEHOLDERQR_MKL_H + +#include "Eigen/src/Core/util/MKL_support.h" + +namespace Eigen { + +/** \internal Specialization for the data types supported by MKL */ + +#define EIGEN_MKL_QR_COLPIV(EIGTYPE, MKLTYPE, MKLPREFIX, EIGCOLROW, MKLCOLROW) \ +template<> inline\ +ColPivHouseholderQR<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic> >& \ +ColPivHouseholderQR<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic> >::compute( \ + const Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic>& matrix) \ +\ +{ \ + typedef Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic> MatrixType; \ + typedef MatrixType::Scalar Scalar; \ + typedef MatrixType::RealScalar RealScalar; \ + Index rows = matrix.rows();\ + Index cols = matrix.cols();\ + Index size = matrix.diagonalSize();\ +\ + m_qr = matrix;\ + m_hCoeffs.resize(size);\ +\ + m_colsTranspositions.resize(cols);\ + /*Index number_of_transpositions = 0;*/ \ +\ + m_nonzero_pivots = 0; \ + m_maxpivot = RealScalar(0);\ + m_colsPermutation.resize(cols); \ + m_colsPermutation.indices().setZero(); \ +\ + lapack_int lda = m_qr.outerStride(), i; \ + lapack_int matrix_order = MKLCOLROW; \ + LAPACKE_##MKLPREFIX##geqp3( matrix_order, rows, cols, (MKLTYPE*)m_qr.data(), lda, (lapack_int*)m_colsPermutation.indices().data(), (MKLTYPE*)m_hCoeffs.data()); \ + m_isInitialized = true; \ + m_maxpivot=m_qr.diagonal().cwiseAbs().maxCoeff(); \ + m_hCoeffs.adjointInPlace(); \ + RealScalar premultiplied_threshold = internal::abs(m_maxpivot) * threshold(); \ + lapack_int *perm = m_colsPermutation.indices().data(); \ + for(i=0;i<size;i++) { \ + m_nonzero_pivots += (internal::abs(m_qr.coeff(i,i)) > premultiplied_threshold);\ + } \ + for(i=0;i<cols;i++) perm[i]--;\ +\ + /*m_det_pq = (number_of_transpositions%2) ? -1 : 1; // TODO: It's not needed now; fix upon availability in Eigen */ \ +\ + return *this; \ +} + +EIGEN_MKL_QR_COLPIV(double, double, d, ColMajor, LAPACK_COL_MAJOR) +EIGEN_MKL_QR_COLPIV(float, float, s, ColMajor, LAPACK_COL_MAJOR) +EIGEN_MKL_QR_COLPIV(dcomplex, MKL_Complex16, z, ColMajor, LAPACK_COL_MAJOR) +EIGEN_MKL_QR_COLPIV(scomplex, MKL_Complex8, c, ColMajor, LAPACK_COL_MAJOR) + +EIGEN_MKL_QR_COLPIV(double, double, d, RowMajor, LAPACK_ROW_MAJOR) +EIGEN_MKL_QR_COLPIV(float, float, s, RowMajor, LAPACK_ROW_MAJOR) +EIGEN_MKL_QR_COLPIV(dcomplex, MKL_Complex16, z, RowMajor, LAPACK_ROW_MAJOR) +EIGEN_MKL_QR_COLPIV(scomplex, MKL_Complex8, c, RowMajor, LAPACK_ROW_MAJOR) + +} // end namespace Eigen + +#endif // EIGEN_COLPIVOTINGHOUSEHOLDERQR_MKL_H diff --git a/extern/Eigen3/Eigen/src/QR/FullPivHouseholderQR.h b/extern/Eigen3/Eigen/src/QR/FullPivHouseholderQR.h index dde3013be9d..37898e77cc2 100644 --- a/extern/Eigen3/Eigen/src/QR/FullPivHouseholderQR.h +++ b/extern/Eigen3/Eigen/src/QR/FullPivHouseholderQR.h @@ -4,28 +4,27 @@ // Copyright (C) 2008-2009 Gael Guennebaud <gael.guennebaud@inria.fr> // Copyright (C) 2009 Benoit Jacob <jacob.benoit.1@gmail.com> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_FULLPIVOTINGHOUSEHOLDERQR_H #define EIGEN_FULLPIVOTINGHOUSEHOLDERQR_H +namespace Eigen { + +namespace internal { + +template<typename MatrixType> struct FullPivHouseholderQRMatrixQReturnType; + +template<typename MatrixType> +struct traits<FullPivHouseholderQRMatrixQReturnType<MatrixType> > +{ + typedef typename MatrixType::PlainObject ReturnType; +}; + +} + /** \ingroup QR_Module * * \class FullPivHouseholderQR @@ -62,7 +61,7 @@ template<typename _MatrixType> class FullPivHouseholderQR typedef typename MatrixType::Scalar Scalar; typedef typename MatrixType::RealScalar RealScalar; typedef typename MatrixType::Index Index; - typedef Matrix<Scalar, RowsAtCompileTime, RowsAtCompileTime, Options, MaxRowsAtCompileTime, MaxRowsAtCompileTime> MatrixQType; + typedef internal::FullPivHouseholderQRMatrixQReturnType<MatrixType> MatrixQReturnType; typedef typename internal::plain_diag_type<MatrixType>::type HCoeffsType; typedef Matrix<Index, 1, ColsAtCompileTime, RowMajor, 1, MaxColsAtCompileTime> IntRowVectorType; typedef PermutationMatrix<ColsAtCompileTime, MaxColsAtCompileTime> PermutationType; @@ -139,7 +138,9 @@ template<typename _MatrixType> class FullPivHouseholderQR return internal::solve_retval<FullPivHouseholderQR, Rhs>(*this, b.derived()); } - MatrixQType matrixQ(void) const; + /** \returns Expression object representing the matrix Q + */ + MatrixQReturnType matrixQ(void) const; /** \returns a reference to the matrix where the Householder QR decomposition is stored */ @@ -508,28 +509,73 @@ struct solve_retval<FullPivHouseholderQR<_MatrixType>, Rhs> } }; +/** \ingroup QR_Module + * + * \brief Expression type for return value of FullPivHouseholderQR::matrixQ() + * + * \tparam MatrixType type of underlying dense matrix + */ +template<typename MatrixType> struct FullPivHouseholderQRMatrixQReturnType + : public ReturnByValue<FullPivHouseholderQRMatrixQReturnType<MatrixType> > +{ +public: + typedef typename MatrixType::Index Index; + typedef typename internal::plain_col_type<MatrixType, Index>::type IntColVectorType; + typedef typename internal::plain_diag_type<MatrixType>::type HCoeffsType; + typedef Matrix<typename MatrixType::Scalar, 1, MatrixType::RowsAtCompileTime, RowMajor, 1, + MatrixType::MaxRowsAtCompileTime> WorkVectorType; + + FullPivHouseholderQRMatrixQReturnType(const MatrixType& qr, + const HCoeffsType& hCoeffs, + const IntColVectorType& rowsTranspositions) + : m_qr(qr), + m_hCoeffs(hCoeffs), + m_rowsTranspositions(rowsTranspositions) + {} + + template <typename ResultType> + void evalTo(ResultType& result) const + { + const Index rows = m_qr.rows(); + WorkVectorType workspace(rows); + evalTo(result, workspace); + } + + template <typename ResultType> + void evalTo(ResultType& result, WorkVectorType& workspace) const + { + // compute the product H'_0 H'_1 ... H'_n-1, + // where H_k is the k-th Householder transformation I - h_k v_k v_k' + // and v_k is the k-th Householder vector [1,m_qr(k+1,k), m_qr(k+2,k), ...] + const Index rows = m_qr.rows(); + const Index cols = m_qr.cols(); + const Index size = (std::min)(rows, cols); + workspace.resize(rows); + result.setIdentity(rows, rows); + for (Index k = size-1; k >= 0; k--) + { + result.block(k, k, rows-k, rows-k) + .applyHouseholderOnTheLeft(m_qr.col(k).tail(rows-k-1), internal::conj(m_hCoeffs.coeff(k)), &workspace.coeffRef(k)); + result.row(k).swap(result.row(m_rowsTranspositions.coeff(k))); + } + } + + Index rows() const { return m_qr.rows(); } + Index cols() const { return m_qr.rows(); } + +protected: + typename MatrixType::Nested m_qr; + typename HCoeffsType::Nested m_hCoeffs; + typename IntColVectorType::Nested m_rowsTranspositions; +}; + } // end namespace internal -/** \returns the matrix Q */ template<typename MatrixType> -typename FullPivHouseholderQR<MatrixType>::MatrixQType FullPivHouseholderQR<MatrixType>::matrixQ() const +inline typename FullPivHouseholderQR<MatrixType>::MatrixQReturnType FullPivHouseholderQR<MatrixType>::matrixQ() const { eigen_assert(m_isInitialized && "FullPivHouseholderQR is not initialized."); - // compute the product H'_0 H'_1 ... H'_n-1, - // where H_k is the k-th Householder transformation I - h_k v_k v_k' - // and v_k is the k-th Householder vector [1,m_qr(k+1,k), m_qr(k+2,k), ...] - Index rows = m_qr.rows(); - Index cols = m_qr.cols(); - Index size = (std::min)(rows,cols); - MatrixQType res = MatrixQType::Identity(rows, rows); - Matrix<Scalar,1,MatrixType::RowsAtCompileTime> temp(rows); - for (Index k = size-1; k >= 0; k--) - { - res.block(k, k, rows-k, rows-k) - .applyHouseholderOnTheLeft(m_qr.col(k).tail(rows-k-1), internal::conj(m_hCoeffs.coeff(k)), &temp.coeffRef(k)); - res.row(k).swap(res.row(m_rows_transpositions.coeff(k))); - } - return res; + return MatrixQReturnType(m_qr, m_hCoeffs, m_rows_transpositions); } /** \return the full-pivoting Householder QR decomposition of \c *this. @@ -543,4 +589,6 @@ MatrixBase<Derived>::fullPivHouseholderQr() const return FullPivHouseholderQR<PlainObject>(eval()); } +} // end namespace Eigen + #endif // EIGEN_FULLPIVOTINGHOUSEHOLDERQR_H diff --git a/extern/Eigen3/Eigen/src/QR/HouseholderQR.h b/extern/Eigen3/Eigen/src/QR/HouseholderQR.h index 9ee96de2680..5bcb32c1e18 100644 --- a/extern/Eigen3/Eigen/src/QR/HouseholderQR.h +++ b/extern/Eigen3/Eigen/src/QR/HouseholderQR.h @@ -5,28 +5,15 @@ // Copyright (C) 2009 Benoit Jacob <jacob.benoit.1@gmail.com> // Copyright (C) 2010 Vincent Lejeune // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_QR_H #define EIGEN_QR_H +namespace Eigen { + /** \ingroup QR_Module * * @@ -351,5 +338,6 @@ MatrixBase<Derived>::householderQr() const return HouseholderQR<PlainObject>(eval()); } +} // end namespace Eigen #endif // EIGEN_QR_H diff --git a/extern/Eigen3/Eigen/src/QR/HouseholderQR_MKL.h b/extern/Eigen3/Eigen/src/QR/HouseholderQR_MKL.h new file mode 100644 index 00000000000..5313de604d2 --- /dev/null +++ b/extern/Eigen3/Eigen/src/QR/HouseholderQR_MKL.h @@ -0,0 +1,69 @@ +/* + Copyright (c) 2011, Intel Corporation. All rights reserved. + + Redistribution and use in source and binary forms, with or without modification, + are permitted provided that the following conditions are met: + + * Redistributions of source code must retain the above copyright notice, this + list of conditions and the following disclaimer. + * Redistributions in binary form must reproduce the above copyright notice, + this list of conditions and the following disclaimer in the documentation + and/or other materials provided with the distribution. + * Neither the name of Intel Corporation nor the names of its contributors may + be used to endorse or promote products derived from this software without + specific prior written permission. + + THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND + ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED + WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE + DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR + ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES + (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; + LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON + ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT + (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS + SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. + + ******************************************************************************** + * Content : Eigen bindings to Intel(R) MKL + * Householder QR decomposition of a matrix w/o pivoting based on + * LAPACKE_?geqrf function. + ******************************************************************************** +*/ + +#ifndef EIGEN_QR_MKL_H +#define EIGEN_QR_MKL_H + +#include "Eigen/src/Core/util/MKL_support.h" + +namespace Eigen { + +namespace internal { + +/** \internal Specialization for the data types supported by MKL */ + +#define EIGEN_MKL_QR_NOPIV(EIGTYPE, MKLTYPE, MKLPREFIX) \ +template<typename MatrixQR, typename HCoeffs> \ +void householder_qr_inplace_blocked(MatrixQR& mat, HCoeffs& hCoeffs, \ + typename MatrixQR::Index maxBlockSize=32, \ + EIGTYPE* tempData = 0) \ +{ \ + lapack_int m = mat.rows(); \ + lapack_int n = mat.cols(); \ + lapack_int lda = mat.outerStride(); \ + lapack_int matrix_order = (MatrixQR::IsRowMajor) ? LAPACK_ROW_MAJOR : LAPACK_COL_MAJOR; \ + LAPACKE_##MKLPREFIX##geqrf( matrix_order, m, n, (MKLTYPE*)mat.data(), lda, (MKLTYPE*)hCoeffs.data()); \ + hCoeffs.adjointInPlace(); \ +\ +} + +EIGEN_MKL_QR_NOPIV(double, double, d) +EIGEN_MKL_QR_NOPIV(float, float, s) +EIGEN_MKL_QR_NOPIV(dcomplex, MKL_Complex16, z) +EIGEN_MKL_QR_NOPIV(scomplex, MKL_Complex8, c) + +} // end namespace internal + +} // end namespace Eigen + +#endif // EIGEN_QR_MKL_H diff --git a/extern/Eigen3/Eigen/src/SVD/JacobiSVD.h b/extern/Eigen3/Eigen/src/SVD/JacobiSVD.h index 3c423095c31..a7dbf073766 100644 --- a/extern/Eigen3/Eigen/src/SVD/JacobiSVD.h +++ b/extern/Eigen3/Eigen/src/SVD/JacobiSVD.h @@ -3,28 +3,15 @@ // // Copyright (C) 2009-2010 Benoit Jacob <jacob.benoit.1@gmail.com> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_JACOBISVD_H #define EIGEN_JACOBISVD_H +namespace Eigen { + namespace internal { // forward declaration (needed by ICC) // the empty body is required by MSVC @@ -61,9 +48,12 @@ template<typename MatrixType, int QRPreconditioner, int Case, > struct qr_preconditioner_impl {}; template<typename MatrixType, int QRPreconditioner, int Case> -struct qr_preconditioner_impl<MatrixType, QRPreconditioner, Case, false> +class qr_preconditioner_impl<MatrixType, QRPreconditioner, Case, false> { - static bool run(JacobiSVD<MatrixType, QRPreconditioner>&, const MatrixType&) +public: + typedef typename MatrixType::Index Index; + void allocate(const JacobiSVD<MatrixType, QRPreconditioner>&) {} + bool run(JacobiSVD<MatrixType, QRPreconditioner>&, const MatrixType&) { return false; } @@ -72,134 +62,279 @@ struct qr_preconditioner_impl<MatrixType, QRPreconditioner, Case, false> /*** preconditioner using FullPivHouseholderQR ***/ template<typename MatrixType> -struct qr_preconditioner_impl<MatrixType, FullPivHouseholderQRPreconditioner, PreconditionIfMoreRowsThanCols, true> +class qr_preconditioner_impl<MatrixType, FullPivHouseholderQRPreconditioner, PreconditionIfMoreRowsThanCols, true> { - static bool run(JacobiSVD<MatrixType, FullPivHouseholderQRPreconditioner>& svd, const MatrixType& matrix) +public: + typedef typename MatrixType::Index Index; + typedef typename MatrixType::Scalar Scalar; + enum + { + RowsAtCompileTime = MatrixType::RowsAtCompileTime, + MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime + }; + typedef Matrix<Scalar, 1, RowsAtCompileTime, RowMajor, 1, MaxRowsAtCompileTime> WorkspaceType; + + void allocate(const JacobiSVD<MatrixType, FullPivHouseholderQRPreconditioner>& svd) + { + if (svd.rows() != m_qr.rows() || svd.cols() != m_qr.cols()) + { + m_qr = FullPivHouseholderQR<MatrixType>(svd.rows(), svd.cols()); + } + if (svd.m_computeFullU) m_workspace.resize(svd.rows()); + } + + bool run(JacobiSVD<MatrixType, FullPivHouseholderQRPreconditioner>& svd, const MatrixType& matrix) { if(matrix.rows() > matrix.cols()) { - FullPivHouseholderQR<MatrixType> qr(matrix); - svd.m_workMatrix = qr.matrixQR().block(0,0,matrix.cols(),matrix.cols()).template triangularView<Upper>(); - if(svd.m_computeFullU) svd.m_matrixU = qr.matrixQ(); - if(svd.computeV()) svd.m_matrixV = qr.colsPermutation(); + m_qr.compute(matrix); + svd.m_workMatrix = m_qr.matrixQR().block(0,0,matrix.cols(),matrix.cols()).template triangularView<Upper>(); + if(svd.m_computeFullU) m_qr.matrixQ().evalTo(svd.m_matrixU, m_workspace); + if(svd.computeV()) svd.m_matrixV = m_qr.colsPermutation(); return true; } return false; } +private: + FullPivHouseholderQR<MatrixType> m_qr; + WorkspaceType m_workspace; }; template<typename MatrixType> -struct qr_preconditioner_impl<MatrixType, FullPivHouseholderQRPreconditioner, PreconditionIfMoreColsThanRows, true> +class qr_preconditioner_impl<MatrixType, FullPivHouseholderQRPreconditioner, PreconditionIfMoreColsThanRows, true> { - static bool run(JacobiSVD<MatrixType, FullPivHouseholderQRPreconditioner>& svd, const MatrixType& matrix) +public: + typedef typename MatrixType::Index Index; + typedef typename MatrixType::Scalar Scalar; + enum + { + RowsAtCompileTime = MatrixType::RowsAtCompileTime, + ColsAtCompileTime = MatrixType::ColsAtCompileTime, + MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime, + MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime, + Options = MatrixType::Options + }; + typedef Matrix<Scalar, ColsAtCompileTime, RowsAtCompileTime, Options, MaxColsAtCompileTime, MaxRowsAtCompileTime> + TransposeTypeWithSameStorageOrder; + + void allocate(const JacobiSVD<MatrixType, FullPivHouseholderQRPreconditioner>& svd) + { + if (svd.cols() != m_qr.rows() || svd.rows() != m_qr.cols()) + { + m_qr = FullPivHouseholderQR<TransposeTypeWithSameStorageOrder>(svd.cols(), svd.rows()); + } + m_adjoint.resize(svd.cols(), svd.rows()); + if (svd.m_computeFullV) m_workspace.resize(svd.cols()); + } + + bool run(JacobiSVD<MatrixType, FullPivHouseholderQRPreconditioner>& svd, const MatrixType& matrix) { if(matrix.cols() > matrix.rows()) { - typedef Matrix<typename MatrixType::Scalar, MatrixType::ColsAtCompileTime, MatrixType::RowsAtCompileTime, - MatrixType::Options, MatrixType::MaxColsAtCompileTime, MatrixType::MaxRowsAtCompileTime> - TransposeTypeWithSameStorageOrder; - FullPivHouseholderQR<TransposeTypeWithSameStorageOrder> qr(matrix.adjoint()); - svd.m_workMatrix = qr.matrixQR().block(0,0,matrix.rows(),matrix.rows()).template triangularView<Upper>().adjoint(); - if(svd.m_computeFullV) svd.m_matrixV = qr.matrixQ(); - if(svd.computeU()) svd.m_matrixU = qr.colsPermutation(); + m_adjoint = matrix.adjoint(); + m_qr.compute(m_adjoint); + svd.m_workMatrix = m_qr.matrixQR().block(0,0,matrix.rows(),matrix.rows()).template triangularView<Upper>().adjoint(); + if(svd.m_computeFullV) m_qr.matrixQ().evalTo(svd.m_matrixV, m_workspace); + if(svd.computeU()) svd.m_matrixU = m_qr.colsPermutation(); return true; } else return false; } +private: + FullPivHouseholderQR<TransposeTypeWithSameStorageOrder> m_qr; + TransposeTypeWithSameStorageOrder m_adjoint; + typename internal::plain_row_type<MatrixType>::type m_workspace; }; /*** preconditioner using ColPivHouseholderQR ***/ template<typename MatrixType> -struct qr_preconditioner_impl<MatrixType, ColPivHouseholderQRPreconditioner, PreconditionIfMoreRowsThanCols, true> +class qr_preconditioner_impl<MatrixType, ColPivHouseholderQRPreconditioner, PreconditionIfMoreRowsThanCols, true> { - static bool run(JacobiSVD<MatrixType, ColPivHouseholderQRPreconditioner>& svd, const MatrixType& matrix) +public: + typedef typename MatrixType::Index Index; + + void allocate(const JacobiSVD<MatrixType, ColPivHouseholderQRPreconditioner>& svd) + { + if (svd.rows() != m_qr.rows() || svd.cols() != m_qr.cols()) + { + m_qr = ColPivHouseholderQR<MatrixType>(svd.rows(), svd.cols()); + } + if (svd.m_computeFullU) m_workspace.resize(svd.rows()); + else if (svd.m_computeThinU) m_workspace.resize(svd.cols()); + } + + bool run(JacobiSVD<MatrixType, ColPivHouseholderQRPreconditioner>& svd, const MatrixType& matrix) { if(matrix.rows() > matrix.cols()) { - ColPivHouseholderQR<MatrixType> qr(matrix); - svd.m_workMatrix = qr.matrixQR().block(0,0,matrix.cols(),matrix.cols()).template triangularView<Upper>(); - if(svd.m_computeFullU) svd.m_matrixU = qr.householderQ(); - else if(svd.m_computeThinU) { + m_qr.compute(matrix); + svd.m_workMatrix = m_qr.matrixQR().block(0,0,matrix.cols(),matrix.cols()).template triangularView<Upper>(); + if(svd.m_computeFullU) m_qr.householderQ().evalTo(svd.m_matrixU, m_workspace); + else if(svd.m_computeThinU) + { svd.m_matrixU.setIdentity(matrix.rows(), matrix.cols()); - qr.householderQ().applyThisOnTheLeft(svd.m_matrixU); + m_qr.householderQ().applyThisOnTheLeft(svd.m_matrixU, m_workspace); } - if(svd.computeV()) svd.m_matrixV = qr.colsPermutation(); + if(svd.computeV()) svd.m_matrixV = m_qr.colsPermutation(); return true; } return false; } + +private: + ColPivHouseholderQR<MatrixType> m_qr; + typename internal::plain_col_type<MatrixType>::type m_workspace; }; template<typename MatrixType> -struct qr_preconditioner_impl<MatrixType, ColPivHouseholderQRPreconditioner, PreconditionIfMoreColsThanRows, true> +class qr_preconditioner_impl<MatrixType, ColPivHouseholderQRPreconditioner, PreconditionIfMoreColsThanRows, true> { - static bool run(JacobiSVD<MatrixType, ColPivHouseholderQRPreconditioner>& svd, const MatrixType& matrix) +public: + typedef typename MatrixType::Index Index; + typedef typename MatrixType::Scalar Scalar; + enum + { + RowsAtCompileTime = MatrixType::RowsAtCompileTime, + ColsAtCompileTime = MatrixType::ColsAtCompileTime, + MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime, + MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime, + Options = MatrixType::Options + }; + + typedef Matrix<Scalar, ColsAtCompileTime, RowsAtCompileTime, Options, MaxColsAtCompileTime, MaxRowsAtCompileTime> + TransposeTypeWithSameStorageOrder; + + void allocate(const JacobiSVD<MatrixType, ColPivHouseholderQRPreconditioner>& svd) + { + if (svd.cols() != m_qr.rows() || svd.rows() != m_qr.cols()) + { + m_qr = ColPivHouseholderQR<TransposeTypeWithSameStorageOrder>(svd.cols(), svd.rows()); + } + if (svd.m_computeFullV) m_workspace.resize(svd.cols()); + else if (svd.m_computeThinV) m_workspace.resize(svd.rows()); + m_adjoint.resize(svd.cols(), svd.rows()); + } + + bool run(JacobiSVD<MatrixType, ColPivHouseholderQRPreconditioner>& svd, const MatrixType& matrix) { if(matrix.cols() > matrix.rows()) { - typedef Matrix<typename MatrixType::Scalar, MatrixType::ColsAtCompileTime, MatrixType::RowsAtCompileTime, - MatrixType::Options, MatrixType::MaxColsAtCompileTime, MatrixType::MaxRowsAtCompileTime> - TransposeTypeWithSameStorageOrder; - ColPivHouseholderQR<TransposeTypeWithSameStorageOrder> qr(matrix.adjoint()); - svd.m_workMatrix = qr.matrixQR().block(0,0,matrix.rows(),matrix.rows()).template triangularView<Upper>().adjoint(); - if(svd.m_computeFullV) svd.m_matrixV = qr.householderQ(); - else if(svd.m_computeThinV) { + m_adjoint = matrix.adjoint(); + m_qr.compute(m_adjoint); + + svd.m_workMatrix = m_qr.matrixQR().block(0,0,matrix.rows(),matrix.rows()).template triangularView<Upper>().adjoint(); + if(svd.m_computeFullV) m_qr.householderQ().evalTo(svd.m_matrixV, m_workspace); + else if(svd.m_computeThinV) + { svd.m_matrixV.setIdentity(matrix.cols(), matrix.rows()); - qr.householderQ().applyThisOnTheLeft(svd.m_matrixV); + m_qr.householderQ().applyThisOnTheLeft(svd.m_matrixV, m_workspace); } - if(svd.computeU()) svd.m_matrixU = qr.colsPermutation(); + if(svd.computeU()) svd.m_matrixU = m_qr.colsPermutation(); return true; } else return false; } + +private: + ColPivHouseholderQR<TransposeTypeWithSameStorageOrder> m_qr; + TransposeTypeWithSameStorageOrder m_adjoint; + typename internal::plain_row_type<MatrixType>::type m_workspace; }; /*** preconditioner using HouseholderQR ***/ template<typename MatrixType> -struct qr_preconditioner_impl<MatrixType, HouseholderQRPreconditioner, PreconditionIfMoreRowsThanCols, true> +class qr_preconditioner_impl<MatrixType, HouseholderQRPreconditioner, PreconditionIfMoreRowsThanCols, true> { - static bool run(JacobiSVD<MatrixType, HouseholderQRPreconditioner>& svd, const MatrixType& matrix) +public: + typedef typename MatrixType::Index Index; + + void allocate(const JacobiSVD<MatrixType, HouseholderQRPreconditioner>& svd) + { + if (svd.rows() != m_qr.rows() || svd.cols() != m_qr.cols()) + { + m_qr = HouseholderQR<MatrixType>(svd.rows(), svd.cols()); + } + if (svd.m_computeFullU) m_workspace.resize(svd.rows()); + else if (svd.m_computeThinU) m_workspace.resize(svd.cols()); + } + + bool run(JacobiSVD<MatrixType, HouseholderQRPreconditioner>& svd, const MatrixType& matrix) { if(matrix.rows() > matrix.cols()) { - HouseholderQR<MatrixType> qr(matrix); - svd.m_workMatrix = qr.matrixQR().block(0,0,matrix.cols(),matrix.cols()).template triangularView<Upper>(); - if(svd.m_computeFullU) svd.m_matrixU = qr.householderQ(); - else if(svd.m_computeThinU) { + m_qr.compute(matrix); + svd.m_workMatrix = m_qr.matrixQR().block(0,0,matrix.cols(),matrix.cols()).template triangularView<Upper>(); + if(svd.m_computeFullU) m_qr.householderQ().evalTo(svd.m_matrixU, m_workspace); + else if(svd.m_computeThinU) + { svd.m_matrixU.setIdentity(matrix.rows(), matrix.cols()); - qr.householderQ().applyThisOnTheLeft(svd.m_matrixU); + m_qr.householderQ().applyThisOnTheLeft(svd.m_matrixU, m_workspace); } if(svd.computeV()) svd.m_matrixV.setIdentity(matrix.cols(), matrix.cols()); return true; } return false; } +private: + HouseholderQR<MatrixType> m_qr; + typename internal::plain_col_type<MatrixType>::type m_workspace; }; template<typename MatrixType> -struct qr_preconditioner_impl<MatrixType, HouseholderQRPreconditioner, PreconditionIfMoreColsThanRows, true> +class qr_preconditioner_impl<MatrixType, HouseholderQRPreconditioner, PreconditionIfMoreColsThanRows, true> { - static bool run(JacobiSVD<MatrixType, HouseholderQRPreconditioner>& svd, const MatrixType& matrix) +public: + typedef typename MatrixType::Index Index; + typedef typename MatrixType::Scalar Scalar; + enum + { + RowsAtCompileTime = MatrixType::RowsAtCompileTime, + ColsAtCompileTime = MatrixType::ColsAtCompileTime, + MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime, + MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime, + Options = MatrixType::Options + }; + + typedef Matrix<Scalar, ColsAtCompileTime, RowsAtCompileTime, Options, MaxColsAtCompileTime, MaxRowsAtCompileTime> + TransposeTypeWithSameStorageOrder; + + void allocate(const JacobiSVD<MatrixType, HouseholderQRPreconditioner>& svd) + { + if (svd.cols() != m_qr.rows() || svd.rows() != m_qr.cols()) + { + m_qr = HouseholderQR<TransposeTypeWithSameStorageOrder>(svd.cols(), svd.rows()); + } + if (svd.m_computeFullV) m_workspace.resize(svd.cols()); + else if (svd.m_computeThinV) m_workspace.resize(svd.rows()); + m_adjoint.resize(svd.cols(), svd.rows()); + } + + bool run(JacobiSVD<MatrixType, HouseholderQRPreconditioner>& svd, const MatrixType& matrix) { if(matrix.cols() > matrix.rows()) { - typedef Matrix<typename MatrixType::Scalar, MatrixType::ColsAtCompileTime, MatrixType::RowsAtCompileTime, - MatrixType::Options, MatrixType::MaxColsAtCompileTime, MatrixType::MaxRowsAtCompileTime> - TransposeTypeWithSameStorageOrder; - HouseholderQR<TransposeTypeWithSameStorageOrder> qr(matrix.adjoint()); - svd.m_workMatrix = qr.matrixQR().block(0,0,matrix.rows(),matrix.rows()).template triangularView<Upper>().adjoint(); - if(svd.m_computeFullV) svd.m_matrixV = qr.householderQ(); - else if(svd.m_computeThinV) { + m_adjoint = matrix.adjoint(); + m_qr.compute(m_adjoint); + + svd.m_workMatrix = m_qr.matrixQR().block(0,0,matrix.rows(),matrix.rows()).template triangularView<Upper>().adjoint(); + if(svd.m_computeFullV) m_qr.householderQ().evalTo(svd.m_matrixV, m_workspace); + else if(svd.m_computeThinV) + { svd.m_matrixV.setIdentity(matrix.cols(), matrix.rows()); - qr.householderQ().applyThisOnTheLeft(svd.m_matrixV); + m_qr.householderQ().applyThisOnTheLeft(svd.m_matrixV, m_workspace); } if(svd.computeU()) svd.m_matrixU.setIdentity(matrix.rows(), matrix.rows()); return true; } else return false; } + +private: + HouseholderQR<TransposeTypeWithSameStorageOrder> m_qr; + TransposeTypeWithSameStorageOrder m_adjoint; + typename internal::plain_row_type<MatrixType>::type m_workspace; }; /*** 2x2 SVD implementation @@ -316,7 +451,7 @@ void real_2x2_jacobi_svd(const MatrixType& matrix, Index p, Index q, * Here's an example demonstrating basic usage: * \include JacobiSVD_basic.cpp * Output: \verbinclude JacobiSVD_basic.out - * + * * This JacobiSVD class is a two-sided Jacobi R-SVD decomposition, ensuring optimal reliability and accuracy. The downside is that it's slower than * bidiagonalizing SVD algorithms for large square matrices; however its complexity is still \f$ O(n^2p) \f$ where \a n is the smaller dimension and * \a p is the greater dimension, meaning that it is still of the same order of complexity as the faster bidiagonalizing R-SVD algorithms. @@ -324,7 +459,7 @@ void real_2x2_jacobi_svd(const MatrixType& matrix, Index p, Index q, * * If the input matrix has inf or nan coefficients, the result of the computation is undefined, but the computation is guaranteed to * terminate in finite (and reasonable) time. - * + * * The possible values for QRPreconditioner are: * \li ColPivHouseholderQRPreconditioner is the default. In practice it's very safe. It uses column-pivoting QR. * \li FullPivHouseholderQRPreconditioner, is the safest and slowest. It uses full-pivoting QR. @@ -494,7 +629,7 @@ template<typename _MatrixType, int QRPreconditioner> class JacobiSVD * \param b the right-hand-side of the equation to solve. * * \note Solving requires both U and V to be computed. Thin U and V are enough, there is no need for full U or V. - * + * * \note SVD solving is implicitly least-squares. Thus, this method serves both purposes of exact solving and least-squares solving. * In other words, the returned solution is guaranteed to minimize the Euclidean norm \f$ \Vert A x - b \Vert \f$. */ @@ -535,6 +670,9 @@ template<typename _MatrixType, int QRPreconditioner> class JacobiSVD friend struct internal::svd_precondition_2x2_block_to_be_real; template<typename __MatrixType, int _QRPreconditioner, int _Case, bool _DoAnything> friend struct internal::qr_preconditioner_impl; + + internal::qr_preconditioner_impl<MatrixType, QRPreconditioner, internal::PreconditionIfMoreColsThanRows> m_qr_precond_morecols; + internal::qr_preconditioner_impl<MatrixType, QRPreconditioner, internal::PreconditionIfMoreRowsThanCols> m_qr_precond_morerows; }; template<typename MatrixType, int QRPreconditioner> @@ -578,6 +716,9 @@ void JacobiSVD<MatrixType, QRPreconditioner>::allocate(Index rows, Index cols, u : m_computeThinV ? m_diagSize : 0); m_workMatrix.resize(m_diagSize, m_diagSize); + + if(m_cols>m_rows) m_qr_precond_morecols.allocate(*this); + if(m_rows>m_cols) m_qr_precond_morerows.allocate(*this); } template<typename MatrixType, int QRPreconditioner> @@ -595,8 +736,7 @@ JacobiSVD<MatrixType, QRPreconditioner>::compute(const MatrixType& matrix, unsig /*** step 1. The R-SVD step: we use a QR decomposition to reduce to the case of a square matrix */ - if(!internal::qr_preconditioner_impl<MatrixType, QRPreconditioner, internal::PreconditionIfMoreColsThanRows>::run(*this, matrix) - && !internal::qr_preconditioner_impl<MatrixType, QRPreconditioner, internal::PreconditionIfMoreRowsThanCols>::run(*this, matrix)) + if(!m_qr_precond_morecols.run(*this, matrix) && !m_qr_precond_morerows.run(*this, matrix)) { m_workMatrix = matrix.block(0,0,m_diagSize,m_diagSize); if(m_computeFullU) m_matrixU.setIdentity(m_rows,m_rows); @@ -722,6 +862,6 @@ MatrixBase<Derived>::jacobiSvd(unsigned int computationOptions) const return JacobiSVD<PlainObject>(*this, computationOptions); } - +} // end namespace Eigen #endif // EIGEN_JACOBISVD_H diff --git a/extern/Eigen3/Eigen/src/SVD/JacobiSVD_MKL.h b/extern/Eigen3/Eigen/src/SVD/JacobiSVD_MKL.h new file mode 100644 index 00000000000..4d479f6b26e --- /dev/null +++ b/extern/Eigen3/Eigen/src/SVD/JacobiSVD_MKL.h @@ -0,0 +1,92 @@ +/* + Copyright (c) 2011, Intel Corporation. All rights reserved. + + Redistribution and use in source and binary forms, with or without modification, + are permitted provided that the following conditions are met: + + * Redistributions of source code must retain the above copyright notice, this + list of conditions and the following disclaimer. + * Redistributions in binary form must reproduce the above copyright notice, + this list of conditions and the following disclaimer in the documentation + and/or other materials provided with the distribution. + * Neither the name of Intel Corporation nor the names of its contributors may + be used to endorse or promote products derived from this software without + specific prior written permission. + + THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND + ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED + WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE + DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR + ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES + (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; + LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON + ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT + (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS + SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. + + ******************************************************************************** + * Content : Eigen bindings to Intel(R) MKL + * Singular Value Decomposition - SVD. + ******************************************************************************** +*/ + +#ifndef EIGEN_JACOBISVD_MKL_H +#define EIGEN_JACOBISVD_MKL_H + +#include "Eigen/src/Core/util/MKL_support.h" + +namespace Eigen { + +/** \internal Specialization for the data types supported by MKL */ + +#define EIGEN_MKL_SVD(EIGTYPE, MKLTYPE, MKLRTYPE, MKLPREFIX, EIGCOLROW, MKLCOLROW) \ +template<> inline\ +JacobiSVD<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic>, ColPivHouseholderQRPreconditioner>& \ +JacobiSVD<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic>, ColPivHouseholderQRPreconditioner>::compute(const Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic>& matrix, unsigned int computationOptions) \ +{ \ + typedef Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic> MatrixType; \ + typedef MatrixType::Scalar Scalar; \ + typedef MatrixType::RealScalar RealScalar; \ + allocate(matrix.rows(), matrix.cols(), computationOptions); \ +\ + /*const RealScalar precision = RealScalar(2) * NumTraits<Scalar>::epsilon();*/ \ + m_nonzeroSingularValues = m_diagSize; \ +\ + lapack_int lda = matrix.outerStride(), ldu, ldvt; \ + lapack_int matrix_order = MKLCOLROW; \ + char jobu, jobvt; \ + MKLTYPE *u, *vt, dummy; \ + jobu = (m_computeFullU) ? 'A' : (m_computeThinU) ? 'S' : 'N'; \ + jobvt = (m_computeFullV) ? 'A' : (m_computeThinV) ? 'S' : 'N'; \ + if (computeU()) { \ + ldu = m_matrixU.outerStride(); \ + u = (MKLTYPE*)m_matrixU.data(); \ + } else { ldu=1; u=&dummy; }\ + MatrixType localV; \ + ldvt = (m_computeFullV) ? m_cols : (m_computeThinV) ? m_diagSize : 1; \ + if (computeV()) { \ + localV.resize(ldvt, m_cols); \ + vt = (MKLTYPE*)localV.data(); \ + } else { ldvt=1; vt=&dummy; }\ + Matrix<MKLRTYPE, Dynamic, Dynamic> superb; superb.resize(m_diagSize, 1); \ + MatrixType m_temp; m_temp = matrix; \ + LAPACKE_##MKLPREFIX##gesvd( matrix_order, jobu, jobvt, m_rows, m_cols, (MKLTYPE*)m_temp.data(), lda, (MKLRTYPE*)m_singularValues.data(), u, ldu, vt, ldvt, superb.data()); \ + if (computeV()) m_matrixV = localV.adjoint(); \ + /* for(int i=0;i<m_diagSize;i++) if (m_singularValues.coeffRef(i) < precision) { m_nonzeroSingularValues--; m_singularValues.coeffRef(i)=RealScalar(0);}*/ \ + m_isInitialized = true; \ + return *this; \ +} + +EIGEN_MKL_SVD(double, double, double, d, ColMajor, LAPACK_COL_MAJOR) +EIGEN_MKL_SVD(float, float, float , s, ColMajor, LAPACK_COL_MAJOR) +EIGEN_MKL_SVD(dcomplex, MKL_Complex16, double, z, ColMajor, LAPACK_COL_MAJOR) +EIGEN_MKL_SVD(scomplex, MKL_Complex8, float , c, ColMajor, LAPACK_COL_MAJOR) + +EIGEN_MKL_SVD(double, double, double, d, RowMajor, LAPACK_ROW_MAJOR) +EIGEN_MKL_SVD(float, float, float , s, RowMajor, LAPACK_ROW_MAJOR) +EIGEN_MKL_SVD(dcomplex, MKL_Complex16, double, z, RowMajor, LAPACK_ROW_MAJOR) +EIGEN_MKL_SVD(scomplex, MKL_Complex8, float , c, RowMajor, LAPACK_ROW_MAJOR) + +} // end namespace Eigen + +#endif // EIGEN_JACOBISVD_MKL_H diff --git a/extern/Eigen3/Eigen/src/SVD/UpperBidiagonalization.h b/extern/Eigen3/Eigen/src/SVD/UpperBidiagonalization.h index 2de197da953..213b3100df5 100644 --- a/extern/Eigen3/Eigen/src/SVD/UpperBidiagonalization.h +++ b/extern/Eigen3/Eigen/src/SVD/UpperBidiagonalization.h @@ -3,28 +3,15 @@ // // Copyright (C) 2010 Benoit Jacob <jacob.benoit.1@gmail.com> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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. @@ -156,4 +143,6 @@ MatrixBase<Derived>::bidiagonalization() const } // end namespace internal +} // end namespace Eigen + #endif // EIGEN_BIDIAGONALIZATION_H diff --git a/extern/Eigen3/Eigen/src/Sparse/DynamicSparseMatrix.h b/extern/Eigen3/Eigen/src/Sparse/DynamicSparseMatrix.h deleted file mode 100644 index 93e75f4c601..00000000000 --- a/extern/Eigen3/Eigen/src/Sparse/DynamicSparseMatrix.h +++ /dev/null @@ -1,346 +0,0 @@ -// This file is part of Eigen, a lightweight C++ template library -// for linear algebra. -// -// Copyright (C) 2008-2009 Gael Guennebaud <gael.guennebaud@inria.fr> -// -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. - -#ifndef EIGEN_DYNAMIC_SPARSEMATRIX_H -#define EIGEN_DYNAMIC_SPARSEMATRIX_H - -/** \class DynamicSparseMatrix - * - * \brief A sparse matrix class designed for matrix assembly purpose - * - * \param _Scalar the scalar type, i.e. the type of the coefficients - * - * Unlike SparseMatrix, this class provides a much higher degree of flexibility. In particular, it allows - * random read/write accesses in log(rho*outer_size) where \c rho is the probability that a coefficient is - * nonzero and outer_size is the number of columns if the matrix is column-major and the number of rows - * otherwise. - * - * Internally, the data are stored as a std::vector of compressed vector. The performances of random writes might - * decrease as the number of nonzeros per inner-vector increase. In practice, we observed very good performance - * till about 100 nonzeros/vector, and the performance remains relatively good till 500 nonzeros/vectors. - * - * \see SparseMatrix - */ - -namespace internal { -template<typename _Scalar, int _Options, typename _Index> -struct traits<DynamicSparseMatrix<_Scalar, _Options, _Index> > -{ - typedef _Scalar Scalar; - typedef _Index Index; - typedef Sparse StorageKind; - typedef MatrixXpr XprKind; - enum { - RowsAtCompileTime = Dynamic, - ColsAtCompileTime = Dynamic, - MaxRowsAtCompileTime = Dynamic, - MaxColsAtCompileTime = Dynamic, - Flags = _Options | NestByRefBit | LvalueBit, - CoeffReadCost = NumTraits<Scalar>::ReadCost, - SupportedAccessPatterns = OuterRandomAccessPattern - }; -}; -} - -template<typename _Scalar, int _Options, typename _Index> -class DynamicSparseMatrix - : public SparseMatrixBase<DynamicSparseMatrix<_Scalar, _Options, _Index> > -{ - public: - EIGEN_SPARSE_PUBLIC_INTERFACE(DynamicSparseMatrix) - // FIXME: why are these operator already alvailable ??? - // EIGEN_SPARSE_INHERIT_ASSIGNMENT_OPERATOR(DynamicSparseMatrix, +=) - // EIGEN_SPARSE_INHERIT_ASSIGNMENT_OPERATOR(DynamicSparseMatrix, -=) - typedef MappedSparseMatrix<Scalar,Flags> Map; - using Base::IsRowMajor; - using Base::operator=; - enum { - Options = _Options - }; - - protected: - - typedef DynamicSparseMatrix<Scalar,(Flags&~RowMajorBit)|(IsRowMajor?RowMajorBit:0)> TransposedSparseMatrix; - - Index m_innerSize; - std::vector<CompressedStorage<Scalar,Index> > m_data; - - public: - - inline Index rows() const { return IsRowMajor ? outerSize() : m_innerSize; } - inline Index cols() const { return IsRowMajor ? m_innerSize : outerSize(); } - inline Index innerSize() const { return m_innerSize; } - inline Index outerSize() const { return static_cast<Index>(m_data.size()); } - inline Index innerNonZeros(Index j) const { return m_data[j].size(); } - - std::vector<CompressedStorage<Scalar,Index> >& _data() { return m_data; } - const std::vector<CompressedStorage<Scalar,Index> >& _data() const { return m_data; } - - /** \returns the coefficient value at given position \a row, \a col - * This operation involes a log(rho*outer_size) binary search. - */ - inline Scalar coeff(Index row, Index col) const - { - const Index outer = IsRowMajor ? row : col; - const Index inner = IsRowMajor ? col : row; - return m_data[outer].at(inner); - } - - /** \returns a reference to the coefficient value at given position \a row, \a col - * This operation involes a log(rho*outer_size) binary search. If the coefficient does not - * exist yet, then a sorted insertion into a sequential buffer is performed. - */ - inline Scalar& coeffRef(Index row, Index col) - { - const Index outer = IsRowMajor ? row : col; - const Index inner = IsRowMajor ? col : row; - return m_data[outer].atWithInsertion(inner); - } - - class InnerIterator; - - void setZero() - { - for (Index j=0; j<outerSize(); ++j) - m_data[j].clear(); - } - - /** \returns the number of non zero coefficients */ - Index nonZeros() const - { - Index res = 0; - for (Index j=0; j<outerSize(); ++j) - res += static_cast<Index>(m_data[j].size()); - return res; - } - - - - void reserve(Index reserveSize = 1000) - { - if (outerSize()>0) - { - Index reserveSizePerVector = (std::max)(reserveSize/outerSize(),Index(4)); - for (Index j=0; j<outerSize(); ++j) - { - m_data[j].reserve(reserveSizePerVector); - } - } - } - - /** Does nothing: provided for compatibility with SparseMatrix */ - inline void startVec(Index /*outer*/) {} - - /** \returns a reference to the non zero coefficient at position \a row, \a col assuming that: - * - the nonzero does not already exist - * - the new coefficient is the last one of the given inner vector. - * - * \sa insert, insertBackByOuterInner */ - inline Scalar& insertBack(Index row, Index col) - { - return insertBackByOuterInner(IsRowMajor?row:col, IsRowMajor?col:row); - } - - /** \sa insertBack */ - inline Scalar& insertBackByOuterInner(Index outer, Index inner) - { - eigen_assert(outer<Index(m_data.size()) && inner<m_innerSize && "out of range"); - eigen_assert(((m_data[outer].size()==0) || (m_data[outer].index(m_data[outer].size()-1)<inner)) - && "wrong sorted insertion"); - m_data[outer].append(0, inner); - return m_data[outer].value(m_data[outer].size()-1); - } - - inline Scalar& insert(Index row, Index col) - { - const Index outer = IsRowMajor ? row : col; - const Index inner = IsRowMajor ? col : row; - - Index startId = 0; - Index id = static_cast<Index>(m_data[outer].size()) - 1; - m_data[outer].resize(id+2,1); - - while ( (id >= startId) && (m_data[outer].index(id) > inner) ) - { - m_data[outer].index(id+1) = m_data[outer].index(id); - m_data[outer].value(id+1) = m_data[outer].value(id); - --id; - } - m_data[outer].index(id+1) = inner; - m_data[outer].value(id+1) = 0; - return m_data[outer].value(id+1); - } - - /** Does nothing: provided for compatibility with SparseMatrix */ - inline void finalize() {} - - /** Suppress all nonzeros which are smaller than \a reference under the tolerence \a epsilon */ - void prune(Scalar reference, RealScalar epsilon = NumTraits<RealScalar>::dummy_precision()) - { - for (Index j=0; j<outerSize(); ++j) - m_data[j].prune(reference,epsilon); - } - - /** Resize the matrix without preserving the data (the matrix is set to zero) - */ - void resize(Index rows, Index cols) - { - const Index outerSize = IsRowMajor ? rows : cols; - m_innerSize = IsRowMajor ? cols : rows; - setZero(); - if (Index(m_data.size()) != outerSize) - { - m_data.resize(outerSize); - } - } - - void resizeAndKeepData(Index rows, Index cols) - { - const Index outerSize = IsRowMajor ? rows : cols; - const Index innerSize = IsRowMajor ? cols : rows; - if (m_innerSize>innerSize) - { - // remove all coefficients with innerCoord>=innerSize - // TODO - //std::cerr << "not implemented yet\n"; - exit(2); - } - if (m_data.size() != outerSize) - { - m_data.resize(outerSize); - } - } - - inline DynamicSparseMatrix() - : m_innerSize(0), m_data(0) - { - eigen_assert(innerSize()==0 && outerSize()==0); - } - - inline DynamicSparseMatrix(Index rows, Index cols) - : m_innerSize(0) - { - resize(rows, cols); - } - - template<typename OtherDerived> - explicit inline DynamicSparseMatrix(const SparseMatrixBase<OtherDerived>& other) - : m_innerSize(0) - { - Base::operator=(other.derived()); - } - - inline DynamicSparseMatrix(const DynamicSparseMatrix& other) - : Base(), m_innerSize(0) - { - *this = other.derived(); - } - - inline void swap(DynamicSparseMatrix& other) - { - //EIGEN_DBG_SPARSE(std::cout << "SparseMatrix:: swap\n"); - std::swap(m_innerSize, other.m_innerSize); - //std::swap(m_outerSize, other.m_outerSize); - m_data.swap(other.m_data); - } - - inline DynamicSparseMatrix& operator=(const DynamicSparseMatrix& other) - { - if (other.isRValue()) - { - swap(other.const_cast_derived()); - } - else - { - resize(other.rows(), other.cols()); - m_data = other.m_data; - } - return *this; - } - - /** Destructor */ - inline ~DynamicSparseMatrix() {} - - public: - - /** \deprecated - * Set the matrix to zero and reserve the memory for \a reserveSize nonzero coefficients. */ - EIGEN_DEPRECATED void startFill(Index reserveSize = 1000) - { - setZero(); - reserve(reserveSize); - } - - /** \deprecated use insert() - * inserts a nonzero coefficient at given coordinates \a row, \a col and returns its reference assuming that: - * 1 - the coefficient does not exist yet - * 2 - this the coefficient with greater inner coordinate for the given outer coordinate. - * In other words, assuming \c *this is column-major, then there must not exists any nonzero coefficient of coordinates - * \c i \c x \a col such that \c i >= \a row. Otherwise the matrix is invalid. - * - * \see fillrand(), coeffRef() - */ - EIGEN_DEPRECATED Scalar& fill(Index row, Index col) - { - const Index outer = IsRowMajor ? row : col; - const Index inner = IsRowMajor ? col : row; - return insertBack(outer,inner); - } - - /** \deprecated use insert() - * Like fill() but with random inner coordinates. - * Compared to the generic coeffRef(), the unique limitation is that we assume - * the coefficient does not exist yet. - */ - EIGEN_DEPRECATED Scalar& fillrand(Index row, Index col) - { - return insert(row,col); - } - - /** \deprecated use finalize() - * Does nothing. Provided for compatibility with SparseMatrix. */ - EIGEN_DEPRECATED void endFill() {} - -# ifdef EIGEN_DYNAMICSPARSEMATRIX_PLUGIN -# include EIGEN_DYNAMICSPARSEMATRIX_PLUGIN -# endif -}; - -template<typename Scalar, int _Options, typename _Index> -class DynamicSparseMatrix<Scalar,_Options,_Index>::InnerIterator : public SparseVector<Scalar,_Options>::InnerIterator -{ - typedef typename SparseVector<Scalar,_Options>::InnerIterator Base; - public: - InnerIterator(const DynamicSparseMatrix& mat, Index outer) - : Base(mat.m_data[outer]), m_outer(outer) - {} - - inline Index row() const { return IsRowMajor ? m_outer : Base::index(); } - inline Index col() const { return IsRowMajor ? Base::index() : m_outer; } - - protected: - const Index m_outer; -}; - -#endif // EIGEN_DYNAMIC_SPARSEMATRIX_H diff --git a/extern/Eigen3/Eigen/src/Sparse/SparseCwiseUnaryOp.h b/extern/Eigen3/Eigen/src/Sparse/SparseCwiseUnaryOp.h deleted file mode 100644 index aa068835fbb..00000000000 --- a/extern/Eigen3/Eigen/src/Sparse/SparseCwiseUnaryOp.h +++ /dev/null @@ -1,146 +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> -// -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. - -#ifndef EIGEN_SPARSE_CWISE_UNARY_OP_H -#define EIGEN_SPARSE_CWISE_UNARY_OP_H - -// template<typename UnaryOp, typename MatrixType> -// struct internal::traits<SparseCwiseUnaryOp<UnaryOp, MatrixType> > : internal::traits<MatrixType> -// { -// typedef typename internal::result_of< -// UnaryOp(typename MatrixType::Scalar) -// >::type Scalar; -// typedef typename MatrixType::Nested MatrixTypeNested; -// typedef typename internal::remove_reference<MatrixTypeNested>::type _MatrixTypeNested; -// enum { -// CoeffReadCost = _MatrixTypeNested::CoeffReadCost + internal::functor_traits<UnaryOp>::Cost -// }; -// }; - -template<typename UnaryOp, typename MatrixType> -class CwiseUnaryOpImpl<UnaryOp,MatrixType,Sparse> - : public SparseMatrixBase<CwiseUnaryOp<UnaryOp, MatrixType> > -{ - public: - - class InnerIterator; -// typedef typename internal::remove_reference<LhsNested>::type _LhsNested; - - typedef CwiseUnaryOp<UnaryOp, MatrixType> Derived; - EIGEN_SPARSE_PUBLIC_INTERFACE(Derived) -}; - -template<typename UnaryOp, typename MatrixType> -class CwiseUnaryOpImpl<UnaryOp,MatrixType,Sparse>::InnerIterator -{ - typedef typename CwiseUnaryOpImpl::Scalar Scalar; - typedef typename internal::traits<Derived>::_XprTypeNested _MatrixTypeNested; - typedef typename _MatrixTypeNested::InnerIterator MatrixTypeIterator; - typedef typename MatrixType::Index Index; - public: - - EIGEN_STRONG_INLINE InnerIterator(const CwiseUnaryOpImpl& unaryOp, Index outer) - : m_iter(unaryOp.derived().nestedExpression(),outer), m_functor(unaryOp.derived().functor()) - {} - - EIGEN_STRONG_INLINE InnerIterator& operator++() - { ++m_iter; return *this; } - - EIGEN_STRONG_INLINE Scalar value() const { return m_functor(m_iter.value()); } - - EIGEN_STRONG_INLINE Index index() const { return m_iter.index(); } - EIGEN_STRONG_INLINE Index row() const { return m_iter.row(); } - EIGEN_STRONG_INLINE Index col() const { return m_iter.col(); } - - EIGEN_STRONG_INLINE operator bool() const { return m_iter; } - - protected: - MatrixTypeIterator m_iter; - const UnaryOp m_functor; -}; - -template<typename ViewOp, typename MatrixType> -class CwiseUnaryViewImpl<ViewOp,MatrixType,Sparse> - : public SparseMatrixBase<CwiseUnaryView<ViewOp, MatrixType> > -{ - public: - - class InnerIterator; -// typedef typename internal::remove_reference<LhsNested>::type _LhsNested; - - typedef CwiseUnaryView<ViewOp, MatrixType> Derived; - EIGEN_SPARSE_PUBLIC_INTERFACE(Derived) -}; - -template<typename ViewOp, typename MatrixType> -class CwiseUnaryViewImpl<ViewOp,MatrixType,Sparse>::InnerIterator -{ - typedef typename CwiseUnaryViewImpl::Scalar Scalar; - typedef typename internal::traits<Derived>::_MatrixTypeNested _MatrixTypeNested; - typedef typename _MatrixTypeNested::InnerIterator MatrixTypeIterator; - typedef typename MatrixType::Index Index; - public: - - EIGEN_STRONG_INLINE InnerIterator(const CwiseUnaryViewImpl& unaryView, Index outer) - : m_iter(unaryView.derived().nestedExpression(),outer), m_functor(unaryView.derived().functor()) - {} - - EIGEN_STRONG_INLINE InnerIterator& operator++() - { ++m_iter; return *this; } - - EIGEN_STRONG_INLINE Scalar value() const { return m_functor(m_iter.value()); } - EIGEN_STRONG_INLINE Scalar& valueRef() { return m_functor(m_iter.valueRef()); } - - EIGEN_STRONG_INLINE Index index() const { return m_iter.index(); } - EIGEN_STRONG_INLINE Index row() const { return m_iter.row(); } - EIGEN_STRONG_INLINE Index col() const { return m_iter.col(); } - - EIGEN_STRONG_INLINE operator bool() const { return m_iter; } - - protected: - MatrixTypeIterator m_iter; - const ViewOp m_functor; -}; - -template<typename Derived> -EIGEN_STRONG_INLINE Derived& -SparseMatrixBase<Derived>::operator*=(const Scalar& other) -{ - for (Index j=0; j<outerSize(); ++j) - for (typename Derived::InnerIterator i(derived(),j); i; ++i) - i.valueRef() *= other; - return derived(); -} - -template<typename Derived> -EIGEN_STRONG_INLINE Derived& -SparseMatrixBase<Derived>::operator/=(const Scalar& other) -{ - for (Index j=0; j<outerSize(); ++j) - for (typename Derived::InnerIterator i(derived(),j); i; ++i) - i.valueRef() /= other; - return derived(); -} - -#endif // EIGEN_SPARSE_CWISE_UNARY_OP_H diff --git a/extern/Eigen3/Eigen/src/Sparse/SparseFuzzy.h b/extern/Eigen3/Eigen/src/Sparse/SparseFuzzy.h deleted file mode 100644 index f00b3d6469b..00000000000 --- a/extern/Eigen3/Eigen/src/Sparse/SparseFuzzy.h +++ /dev/null @@ -1,41 +0,0 @@ -// This file is part of Eigen, a lightweight C++ template library -// for linear algebra. -// -// Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr> -// -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. - -#ifndef EIGEN_SPARSE_FUZZY_H -#define EIGEN_SPARSE_FUZZY_H - -// template<typename Derived> -// template<typename OtherDerived> -// bool SparseMatrixBase<Derived>::isApprox( -// const OtherDerived& other, -// typename NumTraits<Scalar>::Real prec -// ) const -// { -// const typename internal::nested<Derived,2>::type nested(derived()); -// const typename internal::nested<OtherDerived,2>::type otherNested(other.derived()); -// return (nested - otherNested).cwise().abs2().sum() -// <= prec * prec * (std::min)(nested.cwise().abs2().sum(), otherNested.cwise().abs2().sum()); -// } - -#endif // EIGEN_SPARSE_FUZZY_H diff --git a/extern/Eigen3/Eigen/src/Sparse/SparseMatrix.h b/extern/Eigen3/Eigen/src/Sparse/SparseMatrix.h deleted file mode 100644 index 0e175ec6e71..00000000000 --- a/extern/Eigen3/Eigen/src/Sparse/SparseMatrix.h +++ /dev/null @@ -1,651 +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> -// -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. - -#ifndef EIGEN_SPARSEMATRIX_H -#define EIGEN_SPARSEMATRIX_H - -/** \ingroup Sparse_Module - * - * \class SparseMatrix - * - * \brief The main sparse matrix class - * - * This class implements a sparse matrix using the very common compressed row/column storage - * scheme. - * - * \tparam _Scalar the scalar type, i.e. the type of the coefficients - * \tparam _Options Union of bit flags controlling the storage scheme. Currently the only possibility - * is RowMajor. The default is 0 which means column-major. - * \tparam _Index the type of the indices. Default is \c int. - * - * See http://www.netlib.org/linalg/html_templates/node91.html for details on the storage scheme. - * - * This class can be extended with the help of the plugin mechanism described on the page - * \ref TopicCustomizingEigen by defining the preprocessor symbol \c EIGEN_SPARSEMATRIX_PLUGIN. - */ - -namespace internal { -template<typename _Scalar, int _Options, typename _Index> -struct traits<SparseMatrix<_Scalar, _Options, _Index> > -{ - typedef _Scalar Scalar; - typedef _Index Index; - typedef Sparse StorageKind; - typedef MatrixXpr XprKind; - enum { - RowsAtCompileTime = Dynamic, - ColsAtCompileTime = Dynamic, - MaxRowsAtCompileTime = Dynamic, - MaxColsAtCompileTime = Dynamic, - Flags = _Options | NestByRefBit | LvalueBit, - CoeffReadCost = NumTraits<Scalar>::ReadCost, - SupportedAccessPatterns = InnerRandomAccessPattern - }; -}; - -} // end namespace internal - -template<typename _Scalar, int _Options, typename _Index> -class SparseMatrix - : public SparseMatrixBase<SparseMatrix<_Scalar, _Options, _Index> > -{ - public: - EIGEN_SPARSE_PUBLIC_INTERFACE(SparseMatrix) -// using Base::operator=; - EIGEN_SPARSE_INHERIT_ASSIGNMENT_OPERATOR(SparseMatrix, +=) - EIGEN_SPARSE_INHERIT_ASSIGNMENT_OPERATOR(SparseMatrix, -=) - // FIXME: why are these operator already alvailable ??? - // EIGEN_SPARSE_INHERIT_SCALAR_ASSIGNMENT_OPERATOR(SparseMatrix, *=) - // EIGEN_SPARSE_INHERIT_SCALAR_ASSIGNMENT_OPERATOR(SparseMatrix, /=) - - typedef MappedSparseMatrix<Scalar,Flags> Map; - using Base::IsRowMajor; - typedef CompressedStorage<Scalar,Index> Storage; - enum { - Options = _Options - }; - - protected: - - typedef SparseMatrix<Scalar,(Flags&~RowMajorBit)|(IsRowMajor?RowMajorBit:0)> TransposedSparseMatrix; - - Index m_outerSize; - Index m_innerSize; - Index* m_outerIndex; - CompressedStorage<Scalar,Index> m_data; - - public: - - inline Index rows() const { return IsRowMajor ? m_outerSize : m_innerSize; } - inline Index cols() const { return IsRowMajor ? m_innerSize : m_outerSize; } - - inline Index innerSize() const { return m_innerSize; } - inline Index outerSize() const { return m_outerSize; } - inline Index innerNonZeros(Index j) const { return m_outerIndex[j+1]-m_outerIndex[j]; } - - inline const Scalar* _valuePtr() const { return &m_data.value(0); } - inline Scalar* _valuePtr() { return &m_data.value(0); } - - inline const Index* _innerIndexPtr() const { return &m_data.index(0); } - inline Index* _innerIndexPtr() { return &m_data.index(0); } - - inline const Index* _outerIndexPtr() const { return m_outerIndex; } - inline Index* _outerIndexPtr() { return m_outerIndex; } - - inline Storage& data() { return m_data; } - inline const Storage& data() const { return m_data; } - - inline Scalar coeff(Index row, Index col) const - { - const Index outer = IsRowMajor ? row : col; - const Index inner = IsRowMajor ? col : row; - return m_data.atInRange(m_outerIndex[outer], m_outerIndex[outer+1], inner); - } - - inline Scalar& coeffRef(Index row, Index col) - { - const Index outer = IsRowMajor ? row : col; - const Index inner = IsRowMajor ? col : row; - - Index start = m_outerIndex[outer]; - Index end = m_outerIndex[outer+1]; - eigen_assert(end>=start && "you probably called coeffRef on a non finalized matrix"); - eigen_assert(end>start && "coeffRef cannot be called on a zero coefficient"); - const Index p = m_data.searchLowerIndex(start,end-1,inner); - eigen_assert((p<end) && (m_data.index(p)==inner) && "coeffRef cannot be called on a zero coefficient"); - return m_data.value(p); - } - - public: - - class InnerIterator; - - /** Removes all non zeros */ - inline void setZero() - { - m_data.clear(); - memset(m_outerIndex, 0, (m_outerSize+1)*sizeof(Index)); - } - - /** \returns the number of non zero coefficients */ - inline Index nonZeros() const { return static_cast<Index>(m_data.size()); } - - /** Preallocates \a reserveSize non zeros */ - inline void reserve(Index reserveSize) - { - m_data.reserve(reserveSize); - } - - //--- low level purely coherent filling --- - - /** \returns a reference to the non zero coefficient at position \a row, \a col assuming that: - * - the nonzero does not already exist - * - the new coefficient is the last one according to the storage order - * - * Before filling a given inner vector you must call the statVec(Index) function. - * - * After an insertion session, you should call the finalize() function. - * - * \sa insert, insertBackByOuterInner, startVec */ - inline Scalar& insertBack(Index row, Index col) - { - return insertBackByOuterInner(IsRowMajor?row:col, IsRowMajor?col:row); - } - - /** \sa insertBack, startVec */ - inline Scalar& insertBackByOuterInner(Index outer, Index inner) - { - eigen_assert(size_t(m_outerIndex[outer+1]) == m_data.size() && "Invalid ordered insertion (invalid outer index)"); - eigen_assert( (m_outerIndex[outer+1]-m_outerIndex[outer]==0 || m_data.index(m_data.size()-1)<inner) && "Invalid ordered insertion (invalid inner index)"); - Index p = m_outerIndex[outer+1]; - ++m_outerIndex[outer+1]; - m_data.append(0, inner); - return m_data.value(p); - } - - /** \warning use it only if you know what you are doing */ - inline Scalar& insertBackByOuterInnerUnordered(Index outer, Index inner) - { - Index p = m_outerIndex[outer+1]; - ++m_outerIndex[outer+1]; - m_data.append(0, inner); - return m_data.value(p); - } - - /** \sa insertBack, insertBackByOuterInner */ - inline void startVec(Index outer) - { - eigen_assert(m_outerIndex[outer]==int(m_data.size()) && "You must call startVec for each inner vector sequentially"); - eigen_assert(m_outerIndex[outer+1]==0 && "You must call startVec for each inner vector sequentially"); - m_outerIndex[outer+1] = m_outerIndex[outer]; - } - - //--- - - /** \returns a reference to a novel non zero coefficient with coordinates \a row x \a col. - * The non zero coefficient must \b not already exist. - * - * \warning This function can be extremely slow if the non zero coefficients - * are not inserted in a coherent order. - * - * After an insertion session, you should call the finalize() function. - */ - EIGEN_DONT_INLINE Scalar& insert(Index row, Index col) - { - const Index outer = IsRowMajor ? row : col; - const Index inner = IsRowMajor ? col : row; - - Index previousOuter = outer; - if (m_outerIndex[outer+1]==0) - { - // we start a new inner vector - while (previousOuter>=0 && m_outerIndex[previousOuter]==0) - { - m_outerIndex[previousOuter] = static_cast<Index>(m_data.size()); - --previousOuter; - } - m_outerIndex[outer+1] = m_outerIndex[outer]; - } - - // here we have to handle the tricky case where the outerIndex array - // starts with: [ 0 0 0 0 0 1 ...] and we are inserting in, e.g., - // the 2nd inner vector... - bool isLastVec = (!(previousOuter==-1 && m_data.size()!=0)) - && (size_t(m_outerIndex[outer+1]) == m_data.size()); - - size_t startId = m_outerIndex[outer]; - // FIXME let's make sure sizeof(long int) == sizeof(size_t) - size_t p = m_outerIndex[outer+1]; - ++m_outerIndex[outer+1]; - - float reallocRatio = 1; - if (m_data.allocatedSize()<=m_data.size()) - { - // if there is no preallocated memory, let's reserve a minimum of 32 elements - if (m_data.size()==0) - { - m_data.reserve(32); - } - else - { - // we need to reallocate the data, to reduce multiple reallocations - // we use a smart resize algorithm based on the current filling ratio - // in addition, we use float to avoid integers overflows - float nnzEstimate = float(m_outerIndex[outer])*float(m_outerSize)/float(outer+1); - reallocRatio = (nnzEstimate-float(m_data.size()))/float(m_data.size()); - // furthermore we bound the realloc ratio to: - // 1) reduce multiple minor realloc when the matrix is almost filled - // 2) avoid to allocate too much memory when the matrix is almost empty - reallocRatio = (std::min)((std::max)(reallocRatio,1.5f),8.f); - } - } - m_data.resize(m_data.size()+1,reallocRatio); - - if (!isLastVec) - { - if (previousOuter==-1) - { - // oops wrong guess. - // let's correct the outer offsets - for (Index k=0; k<=(outer+1); ++k) - m_outerIndex[k] = 0; - Index k=outer+1; - while(m_outerIndex[k]==0) - m_outerIndex[k++] = 1; - while (k<=m_outerSize && m_outerIndex[k]!=0) - m_outerIndex[k++]++; - p = 0; - --k; - k = m_outerIndex[k]-1; - while (k>0) - { - m_data.index(k) = m_data.index(k-1); - m_data.value(k) = m_data.value(k-1); - k--; - } - } - else - { - // we are not inserting into the last inner vec - // update outer indices: - Index j = outer+2; - while (j<=m_outerSize && m_outerIndex[j]!=0) - m_outerIndex[j++]++; - --j; - // shift data of last vecs: - Index k = m_outerIndex[j]-1; - while (k>=Index(p)) - { - m_data.index(k) = m_data.index(k-1); - m_data.value(k) = m_data.value(k-1); - k--; - } - } - } - - while ( (p > startId) && (m_data.index(p-1) > inner) ) - { - m_data.index(p) = m_data.index(p-1); - m_data.value(p) = m_data.value(p-1); - --p; - } - - m_data.index(p) = inner; - return (m_data.value(p) = 0); - } - - - - - /** Must be called after inserting a set of non zero entries. - */ - inline void finalize() - { - Index size = static_cast<Index>(m_data.size()); - Index i = m_outerSize; - // find the last filled column - while (i>=0 && m_outerIndex[i]==0) - --i; - ++i; - while (i<=m_outerSize) - { - m_outerIndex[i] = size; - ++i; - } - } - - /** Suppress all nonzeros which are smaller than \a reference under the tolerence \a epsilon */ - void prune(Scalar reference, RealScalar epsilon = NumTraits<RealScalar>::dummy_precision()) - { - prune(default_prunning_func(reference,epsilon)); - } - - /** Suppress all nonzeros which do not satisfy the predicate \a keep. - * The functor type \a KeepFunc must implement the following function: - * \code - * bool operator() (const Index& row, const Index& col, const Scalar& value) const; - * \endcode - * \sa prune(Scalar,RealScalar) - */ - template<typename KeepFunc> - void prune(const KeepFunc& keep = KeepFunc()) - { - Index k = 0; - for(Index j=0; j<m_outerSize; ++j) - { - Index previousStart = m_outerIndex[j]; - m_outerIndex[j] = k; - Index end = m_outerIndex[j+1]; - for(Index i=previousStart; i<end; ++i) - { - if(keep(IsRowMajor?j:m_data.index(i), IsRowMajor?m_data.index(i):j, m_data.value(i))) - { - m_data.value(k) = m_data.value(i); - m_data.index(k) = m_data.index(i); - ++k; - } - } - } - m_outerIndex[m_outerSize] = k; - m_data.resize(k,0); - } - - /** Resizes the matrix to a \a rows x \a cols matrix and initializes it to zero - * \sa resizeNonZeros(Index), reserve(), setZero() - */ - void resize(Index rows, Index cols) - { - const Index outerSize = IsRowMajor ? rows : cols; - m_innerSize = IsRowMajor ? cols : rows; - m_data.clear(); - if (m_outerSize != outerSize || m_outerSize==0) - { - delete[] m_outerIndex; - m_outerIndex = new Index [outerSize+1]; - m_outerSize = outerSize; - } - memset(m_outerIndex, 0, (m_outerSize+1)*sizeof(Index)); - } - - /** Low level API - * Resize the nonzero vector to \a size */ - void resizeNonZeros(Index size) - { - m_data.resize(size); - } - - /** Default constructor yielding an empty \c 0 \c x \c 0 matrix */ - inline SparseMatrix() - : m_outerSize(-1), m_innerSize(0), m_outerIndex(0) - { - resize(0, 0); - } - - /** Constructs a \a rows \c x \a cols empty matrix */ - inline SparseMatrix(Index rows, Index cols) - : m_outerSize(0), m_innerSize(0), m_outerIndex(0) - { - resize(rows, cols); - } - - /** Constructs a sparse matrix from the sparse expression \a other */ - template<typename OtherDerived> - inline SparseMatrix(const SparseMatrixBase<OtherDerived>& other) - : m_outerSize(0), m_innerSize(0), m_outerIndex(0) - { - *this = other.derived(); - } - - /** Copy constructor */ - inline SparseMatrix(const SparseMatrix& other) - : Base(), m_outerSize(0), m_innerSize(0), m_outerIndex(0) - { - *this = other.derived(); - } - - /** Swap the content of two sparse matrices of same type (optimization) */ - inline void swap(SparseMatrix& other) - { - //EIGEN_DBG_SPARSE(std::cout << "SparseMatrix:: swap\n"); - std::swap(m_outerIndex, other.m_outerIndex); - std::swap(m_innerSize, other.m_innerSize); - std::swap(m_outerSize, other.m_outerSize); - m_data.swap(other.m_data); - } - - inline SparseMatrix& operator=(const SparseMatrix& other) - { -// std::cout << "SparseMatrix& operator=(const SparseMatrix& other)\n"; - if (other.isRValue()) - { - swap(other.const_cast_derived()); - } - else - { - resize(other.rows(), other.cols()); - memcpy(m_outerIndex, other.m_outerIndex, (m_outerSize+1)*sizeof(Index)); - m_data = other.m_data; - } - return *this; - } - - #ifndef EIGEN_PARSED_BY_DOXYGEN - template<typename Lhs, typename Rhs> - inline SparseMatrix& operator=(const SparseSparseProduct<Lhs,Rhs>& product) - { return Base::operator=(product); } - - template<typename OtherDerived> - inline SparseMatrix& operator=(const ReturnByValue<OtherDerived>& other) - { return Base::operator=(other); } - - template<typename OtherDerived> - inline SparseMatrix& operator=(const EigenBase<OtherDerived>& other) - { return Base::operator=(other); } - #endif - - template<typename OtherDerived> - EIGEN_DONT_INLINE SparseMatrix& operator=(const SparseMatrixBase<OtherDerived>& other) - { - const bool needToTranspose = (Flags & RowMajorBit) != (OtherDerived::Flags & RowMajorBit); - if (needToTranspose) - { - // two passes algorithm: - // 1 - compute the number of coeffs per dest inner vector - // 2 - do the actual copy/eval - // Since each coeff of the rhs has to be evaluated twice, let's evaluate it if needed - typedef typename internal::nested<OtherDerived,2>::type OtherCopy; - typedef typename internal::remove_all<OtherCopy>::type _OtherCopy; - OtherCopy otherCopy(other.derived()); - - resize(other.rows(), other.cols()); - Eigen::Map<Matrix<Index, Dynamic, 1> > (m_outerIndex,outerSize()).setZero(); - // pass 1 - // FIXME the above copy could be merged with that pass - for (Index j=0; j<otherCopy.outerSize(); ++j) - for (typename _OtherCopy::InnerIterator it(otherCopy, j); it; ++it) - ++m_outerIndex[it.index()]; - - // prefix sum - Index count = 0; - VectorXi positions(outerSize()); - for (Index j=0; j<outerSize(); ++j) - { - Index tmp = m_outerIndex[j]; - m_outerIndex[j] = count; - positions[j] = count; - count += tmp; - } - m_outerIndex[outerSize()] = count; - // alloc - m_data.resize(count); - // pass 2 - for (Index j=0; j<otherCopy.outerSize(); ++j) - { - for (typename _OtherCopy::InnerIterator it(otherCopy, j); it; ++it) - { - Index pos = positions[it.index()]++; - m_data.index(pos) = j; - m_data.value(pos) = it.value(); - } - } - return *this; - } - else - { - // there is no special optimization - return SparseMatrixBase<SparseMatrix>::operator=(other.derived()); - } - } - - friend std::ostream & operator << (std::ostream & s, const SparseMatrix& m) - { - EIGEN_DBG_SPARSE( - s << "Nonzero entries:\n"; - for (Index i=0; i<m.nonZeros(); ++i) - { - s << "(" << m.m_data.value(i) << "," << m.m_data.index(i) << ") "; - } - s << std::endl; - s << std::endl; - s << "Column pointers:\n"; - for (Index i=0; i<m.outerSize(); ++i) - { - s << m.m_outerIndex[i] << " "; - } - s << " $" << std::endl; - s << std::endl; - ); - s << static_cast<const SparseMatrixBase<SparseMatrix>&>(m); - return s; - } - - /** Destructor */ - inline ~SparseMatrix() - { - delete[] m_outerIndex; - } - - /** Overloaded for performance */ - Scalar sum() const; - - public: - - /** \deprecated use setZero() and reserve() - * Initializes the filling process of \c *this. - * \param reserveSize approximate number of nonzeros - * Note that the matrix \c *this is zero-ed. - */ - EIGEN_DEPRECATED void startFill(Index reserveSize = 1000) - { - setZero(); - m_data.reserve(reserveSize); - } - - /** \deprecated use insert() - * Like fill() but with random inner coordinates. - */ - EIGEN_DEPRECATED Scalar& fillrand(Index row, Index col) - { - return insert(row,col); - } - - /** \deprecated use insert() - */ - EIGEN_DEPRECATED Scalar& fill(Index row, Index col) - { - const Index outer = IsRowMajor ? row : col; - const Index inner = IsRowMajor ? col : row; - - if (m_outerIndex[outer+1]==0) - { - // we start a new inner vector - Index i = outer; - while (i>=0 && m_outerIndex[i]==0) - { - m_outerIndex[i] = m_data.size(); - --i; - } - m_outerIndex[outer+1] = m_outerIndex[outer]; - } - else - { - eigen_assert(m_data.index(m_data.size()-1)<inner && "wrong sorted insertion"); - } -// std::cerr << size_t(m_outerIndex[outer+1]) << " == " << m_data.size() << "\n"; - assert(size_t(m_outerIndex[outer+1]) == m_data.size()); - Index p = m_outerIndex[outer+1]; - ++m_outerIndex[outer+1]; - - m_data.append(0, inner); - return m_data.value(p); - } - - /** \deprecated use finalize */ - EIGEN_DEPRECATED void endFill() { finalize(); } - -# ifdef EIGEN_SPARSEMATRIX_PLUGIN -# include EIGEN_SPARSEMATRIX_PLUGIN -# endif - -private: - struct default_prunning_func { - default_prunning_func(Scalar ref, RealScalar eps) : reference(ref), epsilon(eps) {} - inline bool operator() (const Index&, const Index&, const Scalar& value) const - { - return !internal::isMuchSmallerThan(value, reference, epsilon); - } - Scalar reference; - RealScalar epsilon; - }; -}; - -template<typename Scalar, int _Options, typename _Index> -class SparseMatrix<Scalar,_Options,_Index>::InnerIterator -{ - public: - InnerIterator(const SparseMatrix& mat, Index outer) - : m_values(mat._valuePtr()), m_indices(mat._innerIndexPtr()), m_outer(outer), m_id(mat.m_outerIndex[outer]), m_end(mat.m_outerIndex[outer+1]) - {} - - inline InnerIterator& operator++() { m_id++; return *this; } - - inline const Scalar& value() const { return m_values[m_id]; } - inline Scalar& valueRef() { return const_cast<Scalar&>(m_values[m_id]); } - - inline Index index() const { return m_indices[m_id]; } - inline Index outer() const { return m_outer; } - inline Index row() const { return IsRowMajor ? m_outer : index(); } - inline Index col() const { return IsRowMajor ? index() : m_outer; } - - inline operator bool() const { return (m_id < m_end); } - - protected: - const Scalar* m_values; - const Index* m_indices; - const Index m_outer; - Index m_id; - const Index m_end; -}; - -#endif // EIGEN_SPARSEMATRIX_H diff --git a/extern/Eigen3/Eigen/src/Sparse/SparseSparseProduct.h b/extern/Eigen3/Eigen/src/Sparse/SparseSparseProduct.h deleted file mode 100644 index 19abcd1f8e4..00000000000 --- a/extern/Eigen3/Eigen/src/Sparse/SparseSparseProduct.h +++ /dev/null @@ -1,401 +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> -// -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. - -#ifndef EIGEN_SPARSESPARSEPRODUCT_H -#define EIGEN_SPARSESPARSEPRODUCT_H - -namespace internal { - -template<typename Lhs, typename Rhs, typename ResultType> -static void sparse_product_impl2(const Lhs& lhs, const Rhs& rhs, ResultType& res) -{ - typedef typename remove_all<Lhs>::type::Scalar Scalar; - typedef typename remove_all<Lhs>::type::Index Index; - - // make sure to call innerSize/outerSize since we fake the storage order. - Index rows = lhs.innerSize(); - Index cols = rhs.outerSize(); - eigen_assert(lhs.outerSize() == rhs.innerSize()); - - std::vector<bool> mask(rows,false); - Matrix<Scalar,Dynamic,1> values(rows); - Matrix<Index,Dynamic,1> indices(rows); - - // estimate the number of non zero entries - float ratioLhs = float(lhs.nonZeros())/(float(lhs.rows())*float(lhs.cols())); - float avgNnzPerRhsColumn = float(rhs.nonZeros())/float(cols); - float ratioRes = (std::min)(ratioLhs * avgNnzPerRhsColumn, 1.f); - -// int t200 = rows/(log2(200)*1.39); -// int t = (rows*100)/139; - - res.resize(rows, cols); - res.reserve(Index(ratioRes*rows*cols)); - // we compute each column of the result, one after the other - for (Index j=0; j<cols; ++j) - { - - res.startVec(j); - Index nnz = 0; - for (typename Rhs::InnerIterator rhsIt(rhs, j); rhsIt; ++rhsIt) - { - Scalar y = rhsIt.value(); - Index k = rhsIt.index(); - for (typename Lhs::InnerIterator lhsIt(lhs, k); lhsIt; ++lhsIt) - { - Index i = lhsIt.index(); - Scalar x = lhsIt.value(); - if(!mask[i]) - { - mask[i] = true; -// values[i] = x * y; -// indices[nnz] = i; - ++nnz; - } - else - values[i] += x * y; - } - } - // FIXME reserve nnz non zeros - // FIXME implement fast sort algorithms for very small nnz - // if the result is sparse enough => use a quick sort - // otherwise => loop through the entire vector - // In order to avoid to perform an expensive log2 when the - // result is clearly very sparse we use a linear bound up to 200. -// if((nnz<200 && nnz<t200) || nnz * log2(nnz) < t) -// { -// if(nnz>1) std::sort(indices.data(),indices.data()+nnz); -// for(int k=0; k<nnz; ++k) -// { -// int i = indices[k]; -// res.insertBackNoCheck(j,i) = values[i]; -// mask[i] = false; -// } -// } -// else -// { -// // dense path -// for(int i=0; i<rows; ++i) -// { -// if(mask[i]) -// { -// mask[i] = false; -// res.insertBackNoCheck(j,i) = values[i]; -// } -// } -// } - - } - res.finalize(); -} - -// perform a pseudo in-place sparse * sparse product assuming all matrices are col major -template<typename Lhs, typename Rhs, typename ResultType> -static void sparse_product_impl(const Lhs& lhs, const Rhs& rhs, ResultType& res) -{ -// return sparse_product_impl2(lhs,rhs,res); - - typedef typename remove_all<Lhs>::type::Scalar Scalar; - typedef typename remove_all<Lhs>::type::Index Index; - - // make sure to call innerSize/outerSize since we fake the storage order. - Index rows = lhs.innerSize(); - Index cols = rhs.outerSize(); - //int size = lhs.outerSize(); - eigen_assert(lhs.outerSize() == rhs.innerSize()); - - // allocate a temporary buffer - AmbiVector<Scalar,Index> tempVector(rows); - - // estimate the number of non zero entries - float ratioLhs = float(lhs.nonZeros())/(float(lhs.rows())*float(lhs.cols())); - float avgNnzPerRhsColumn = float(rhs.nonZeros())/float(cols); - float ratioRes = (std::min)(ratioLhs * avgNnzPerRhsColumn, 1.f); - - // mimics a resizeByInnerOuter: - if(ResultType::IsRowMajor) - res.resize(cols, rows); - else - res.resize(rows, cols); - - res.reserve(Index(ratioRes*rows*cols)); - for (Index j=0; j<cols; ++j) - { - // let's do a more accurate determination of the nnz ratio for the current column j of res - //float ratioColRes = (std::min)(ratioLhs * rhs.innerNonZeros(j), 1.f); - // FIXME find a nice way to get the number of nonzeros of a sub matrix (here an inner vector) - float ratioColRes = ratioRes; - tempVector.init(ratioColRes); - tempVector.setZero(); - for (typename Rhs::InnerIterator rhsIt(rhs, j); rhsIt; ++rhsIt) - { - // FIXME should be written like this: tmp += rhsIt.value() * lhs.col(rhsIt.index()) - tempVector.restart(); - Scalar x = rhsIt.value(); - for (typename Lhs::InnerIterator lhsIt(lhs, rhsIt.index()); lhsIt; ++lhsIt) - { - tempVector.coeffRef(lhsIt.index()) += lhsIt.value() * x; - } - } - res.startVec(j); - for (typename AmbiVector<Scalar,Index>::Iterator it(tempVector); it; ++it) - res.insertBackByOuterInner(j,it.index()) = it.value(); - } - res.finalize(); -} - -template<typename Lhs, typename Rhs, typename ResultType, - int LhsStorageOrder = traits<Lhs>::Flags&RowMajorBit, - int RhsStorageOrder = traits<Rhs>::Flags&RowMajorBit, - int ResStorageOrder = traits<ResultType>::Flags&RowMajorBit> -struct sparse_product_selector; - -template<typename Lhs, typename Rhs, typename ResultType> -struct sparse_product_selector<Lhs,Rhs,ResultType,ColMajor,ColMajor,ColMajor> -{ - typedef typename traits<typename remove_all<Lhs>::type>::Scalar Scalar; - - static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res) - { -// std::cerr << __LINE__ << "\n"; - typename remove_all<ResultType>::type _res(res.rows(), res.cols()); - sparse_product_impl<Lhs,Rhs,ResultType>(lhs, rhs, _res); - res.swap(_res); - } -}; - -template<typename Lhs, typename Rhs, typename ResultType> -struct sparse_product_selector<Lhs,Rhs,ResultType,ColMajor,ColMajor,RowMajor> -{ - static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res) - { -// std::cerr << __LINE__ << "\n"; - // we need a col-major matrix to hold the result - typedef SparseMatrix<typename ResultType::Scalar> SparseTemporaryType; - SparseTemporaryType _res(res.rows(), res.cols()); - sparse_product_impl<Lhs,Rhs,SparseTemporaryType>(lhs, rhs, _res); - res = _res; - } -}; - -template<typename Lhs, typename Rhs, typename ResultType> -struct sparse_product_selector<Lhs,Rhs,ResultType,RowMajor,RowMajor,RowMajor> -{ - static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res) - { -// std::cerr << __LINE__ << "\n"; - // let's transpose the product to get a column x column product - typename remove_all<ResultType>::type _res(res.rows(), res.cols()); - sparse_product_impl<Rhs,Lhs,ResultType>(rhs, lhs, _res); - res.swap(_res); - } -}; - -template<typename Lhs, typename Rhs, typename ResultType> -struct sparse_product_selector<Lhs,Rhs,ResultType,RowMajor,RowMajor,ColMajor> -{ - static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res) - { -// std::cerr << "here...\n"; - typedef SparseMatrix<typename ResultType::Scalar,ColMajor> ColMajorMatrix; - ColMajorMatrix colLhs(lhs); - ColMajorMatrix colRhs(rhs); -// std::cerr << "more...\n"; - sparse_product_impl<ColMajorMatrix,ColMajorMatrix,ResultType>(colLhs, colRhs, res); -// std::cerr << "OK.\n"; - - // let's transpose the product to get a column x column product - -// typedef SparseMatrix<typename ResultType::Scalar> SparseTemporaryType; -// SparseTemporaryType _res(res.cols(), res.rows()); -// sparse_product_impl<Rhs,Lhs,SparseTemporaryType>(rhs, lhs, _res); -// res = _res.transpose(); - } -}; - -// NOTE the 2 others cases (col row *) must never occur since they are caught -// by ProductReturnType which transforms it to (col col *) by evaluating rhs. - -} // end namespace internal - -// sparse = sparse * sparse -template<typename Derived> -template<typename Lhs, typename Rhs> -inline Derived& SparseMatrixBase<Derived>::operator=(const SparseSparseProduct<Lhs,Rhs>& product) -{ -// std::cerr << "there..." << typeid(Lhs).name() << " " << typeid(Lhs).name() << " " << (Derived::Flags&&RowMajorBit) << "\n"; - internal::sparse_product_selector< - typename internal::remove_all<Lhs>::type, - typename internal::remove_all<Rhs>::type, - Derived>::run(product.lhs(),product.rhs(),derived()); - return derived(); -} - -namespace internal { - -template<typename Lhs, typename Rhs, typename ResultType, - int LhsStorageOrder = traits<Lhs>::Flags&RowMajorBit, - int RhsStorageOrder = traits<Rhs>::Flags&RowMajorBit, - int ResStorageOrder = traits<ResultType>::Flags&RowMajorBit> -struct sparse_product_selector2; - -template<typename Lhs, typename Rhs, typename ResultType> -struct sparse_product_selector2<Lhs,Rhs,ResultType,ColMajor,ColMajor,ColMajor> -{ - typedef typename traits<typename remove_all<Lhs>::type>::Scalar Scalar; - - static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res) - { - sparse_product_impl2<Lhs,Rhs,ResultType>(lhs, rhs, res); - } -}; - -template<typename Lhs, typename Rhs, typename ResultType> -struct sparse_product_selector2<Lhs,Rhs,ResultType,RowMajor,ColMajor,ColMajor> -{ - static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res) - { - // prevent warnings until the code is fixed - EIGEN_UNUSED_VARIABLE(lhs); - EIGEN_UNUSED_VARIABLE(rhs); - EIGEN_UNUSED_VARIABLE(res); - -// typedef SparseMatrix<typename ResultType::Scalar,RowMajor> RowMajorMatrix; -// RowMajorMatrix rhsRow = rhs; -// RowMajorMatrix resRow(res.rows(), res.cols()); -// sparse_product_impl2<RowMajorMatrix,Lhs,RowMajorMatrix>(rhsRow, lhs, resRow); -// res = resRow; - } -}; - -template<typename Lhs, typename Rhs, typename ResultType> -struct sparse_product_selector2<Lhs,Rhs,ResultType,ColMajor,RowMajor,ColMajor> -{ - static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res) - { - typedef SparseMatrix<typename ResultType::Scalar,RowMajor> RowMajorMatrix; - RowMajorMatrix lhsRow = lhs; - RowMajorMatrix resRow(res.rows(), res.cols()); - sparse_product_impl2<Rhs,RowMajorMatrix,RowMajorMatrix>(rhs, lhsRow, resRow); - res = resRow; - } -}; - -template<typename Lhs, typename Rhs, typename ResultType> -struct sparse_product_selector2<Lhs,Rhs,ResultType,RowMajor,RowMajor,ColMajor> -{ - static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res) - { - typedef SparseMatrix<typename ResultType::Scalar,RowMajor> RowMajorMatrix; - RowMajorMatrix resRow(res.rows(), res.cols()); - sparse_product_impl2<Rhs,Lhs,RowMajorMatrix>(rhs, lhs, resRow); - res = resRow; - } -}; - - -template<typename Lhs, typename Rhs, typename ResultType> -struct sparse_product_selector2<Lhs,Rhs,ResultType,ColMajor,ColMajor,RowMajor> -{ - typedef typename traits<typename remove_all<Lhs>::type>::Scalar Scalar; - - static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res) - { - typedef SparseMatrix<typename ResultType::Scalar,ColMajor> ColMajorMatrix; - ColMajorMatrix resCol(res.rows(), res.cols()); - sparse_product_impl2<Lhs,Rhs,ColMajorMatrix>(lhs, rhs, resCol); - res = resCol; - } -}; - -template<typename Lhs, typename Rhs, typename ResultType> -struct sparse_product_selector2<Lhs,Rhs,ResultType,RowMajor,ColMajor,RowMajor> -{ - static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res) - { - typedef SparseMatrix<typename ResultType::Scalar,ColMajor> ColMajorMatrix; - ColMajorMatrix lhsCol = lhs; - ColMajorMatrix resCol(res.rows(), res.cols()); - sparse_product_impl2<ColMajorMatrix,Rhs,ColMajorMatrix>(lhsCol, rhs, resCol); - res = resCol; - } -}; - -template<typename Lhs, typename Rhs, typename ResultType> -struct sparse_product_selector2<Lhs,Rhs,ResultType,ColMajor,RowMajor,RowMajor> -{ - static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res) - { - typedef SparseMatrix<typename ResultType::Scalar,ColMajor> ColMajorMatrix; - ColMajorMatrix rhsCol = rhs; - ColMajorMatrix resCol(res.rows(), res.cols()); - sparse_product_impl2<Lhs,ColMajorMatrix,ColMajorMatrix>(lhs, rhsCol, resCol); - res = resCol; - } -}; - -template<typename Lhs, typename Rhs, typename ResultType> -struct sparse_product_selector2<Lhs,Rhs,ResultType,RowMajor,RowMajor,RowMajor> -{ - static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res) - { - typedef SparseMatrix<typename ResultType::Scalar,ColMajor> ColMajorMatrix; -// ColMajorMatrix lhsTr(lhs); -// ColMajorMatrix rhsTr(rhs); -// ColMajorMatrix aux(res.rows(), res.cols()); -// sparse_product_impl2<Rhs,Lhs,ColMajorMatrix>(rhs, lhs, aux); -// // ColMajorMatrix aux2 = aux.transpose(); -// res = aux; - typedef SparseMatrix<typename ResultType::Scalar,ColMajor> ColMajorMatrix; - ColMajorMatrix lhsCol(lhs); - ColMajorMatrix rhsCol(rhs); - ColMajorMatrix resCol(res.rows(), res.cols()); - sparse_product_impl2<ColMajorMatrix,ColMajorMatrix,ColMajorMatrix>(lhsCol, rhsCol, resCol); - res = resCol; - } -}; - -} // end namespace internal - -template<typename Derived> -template<typename Lhs, typename Rhs> -inline void SparseMatrixBase<Derived>::_experimentalNewProduct(const Lhs& lhs, const Rhs& rhs) -{ - //derived().resize(lhs.rows(), rhs.cols()); - internal::sparse_product_selector2< - typename internal::remove_all<Lhs>::type, - typename internal::remove_all<Rhs>::type, - Derived>::run(lhs,rhs,derived()); -} - -// sparse * sparse -template<typename Derived> -template<typename OtherDerived> -inline const typename SparseSparseProductReturnType<Derived,OtherDerived>::Type -SparseMatrixBase<Derived>::operator*(const SparseMatrixBase<OtherDerived> &other) const -{ - return typename SparseSparseProductReturnType<Derived,OtherDerived>::Type(derived(), other.derived()); -} - -#endif // EIGEN_SPARSESPARSEPRODUCT_H diff --git a/extern/Eigen3/Eigen/src/Sparse/SparseTriangularView.h b/extern/Eigen3/Eigen/src/Sparse/SparseTriangularView.h deleted file mode 100644 index 319eaf06638..00000000000 --- a/extern/Eigen3/Eigen/src/Sparse/SparseTriangularView.h +++ /dev/null @@ -1,100 +0,0 @@ -// This file is part of Eigen, a lightweight C++ template library -// for linear algebra. -// -// Copyright (C) 2009 Gael Guennebaud <gael.guennebaud@inria.fr> -// -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. - -#ifndef EIGEN_SPARSE_TRIANGULARVIEW_H -#define EIGEN_SPARSE_TRIANGULARVIEW_H - -namespace internal { - -template<typename MatrixType, int Mode> -struct traits<SparseTriangularView<MatrixType,Mode> > -: public traits<MatrixType> -{}; - -} // namespace internal - -template<typename MatrixType, int Mode> class SparseTriangularView - : public SparseMatrixBase<SparseTriangularView<MatrixType,Mode> > -{ - enum { SkipFirst = (Mode==Lower && !(MatrixType::Flags&RowMajorBit)) - || (Mode==Upper && (MatrixType::Flags&RowMajorBit)) }; - public: - - EIGEN_SPARSE_PUBLIC_INTERFACE(SparseTriangularView) - - class InnerIterator; - - inline Index rows() const { return m_matrix.rows(); } - inline Index cols() const { return m_matrix.cols(); } - - typedef typename internal::conditional<internal::must_nest_by_value<MatrixType>::ret, - MatrixType, const MatrixType&>::type MatrixTypeNested; - - inline SparseTriangularView(const MatrixType& matrix) : m_matrix(matrix) {} - - /** \internal */ - inline const MatrixType& nestedExpression() const { return m_matrix; } - - template<typename OtherDerived> - typename internal::plain_matrix_type_column_major<OtherDerived>::type - solve(const MatrixBase<OtherDerived>& other) const; - - template<typename OtherDerived> void solveInPlace(MatrixBase<OtherDerived>& other) const; - template<typename OtherDerived> void solveInPlace(SparseMatrixBase<OtherDerived>& other) const; - - protected: - MatrixTypeNested m_matrix; -}; - -template<typename MatrixType, int Mode> -class SparseTriangularView<MatrixType,Mode>::InnerIterator : public MatrixType::InnerIterator -{ - typedef typename MatrixType::InnerIterator Base; - public: - - EIGEN_STRONG_INLINE InnerIterator(const SparseTriangularView& view, Index outer) - : Base(view.nestedExpression(), outer) - { - if(SkipFirst) - while((*this) && this->index()<outer) - ++(*this); - } - inline Index row() const { return Base::row(); } - inline Index col() const { return Base::col(); } - - EIGEN_STRONG_INLINE operator bool() const - { - return SkipFirst ? Base::operator bool() : (Base::operator bool() && this->index() <= this->outer()); - } -}; - -template<typename Derived> -template<int Mode> -inline const SparseTriangularView<Derived, Mode> -SparseMatrixBase<Derived>::triangularView() const -{ - return derived(); -} - -#endif // EIGEN_SPARSE_TRIANGULARVIEW_H diff --git a/extern/Eigen3/Eigen/src/SparseCholesky/SimplicialCholesky.h b/extern/Eigen3/Eigen/src/SparseCholesky/SimplicialCholesky.h new file mode 100644 index 00000000000..9bf38ab2d91 --- /dev/null +++ b/extern/Eigen3/Eigen/src/SparseCholesky/SimplicialCholesky.h @@ -0,0 +1,873 @@ +// This file is part of Eigen, a lightweight C++ template library +// for linear algebra. +// +// Copyright (C) 2008-2010 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/. + +/* + +NOTE: the _symbolic, and _numeric functions has been adapted from + the LDL library: + +LDL Copyright (c) 2005 by Timothy A. Davis. All Rights Reserved. + +LDL License: + + Your use or distribution of LDL or any modified version of + LDL implies that you agree to this License. + + This library is free software; you can redistribute it and/or + modify it under the terms of the GNU Lesser General Public + License as published by the Free Software Foundation; either + version 2.1 of the License, or (at your option) any later version. + + This library is distributed in the hope that it will be useful, + but WITHOUT ANY WARRANTY; without even the implied warranty of + MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU + Lesser General Public License for more details. + + You should have received a copy of the GNU Lesser General Public + License along with this library; if not, write to the Free Software + Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 + USA + + Permission is hereby granted to use or copy this program under the + terms of the GNU LGPL, provided that the Copyright, this License, + and the Availability of the original version is retained on all copies. + User documentation of any code that uses this code or any modified + version of this code must cite the Copyright, this License, the + Availability note, and "Used by permission." Permission to modify + the code and to distribute modified code is granted, provided the + Copyright, this License, and the Availability note are retained, + and a notice that the code was modified is included. + */ + +#include "../Core/util/NonMPL2.h" + +#ifndef EIGEN_SIMPLICIAL_CHOLESKY_H +#define EIGEN_SIMPLICIAL_CHOLESKY_H + +namespace Eigen { + +enum SimplicialCholeskyMode { + SimplicialCholeskyLLT, + SimplicialCholeskyLDLT +}; + +/** \ingroup SparseCholesky_Module + * \brief A direct sparse Cholesky factorizations + * + * These classes provide LL^T and LDL^T Cholesky factorizations of sparse matrices that are + * selfadjoint and positive definite. The factorization allows for solving A.X = B where + * X and B can be either dense or sparse. + * + * In order to reduce the fill-in, a symmetric permutation P is applied prior to the factorization + * such that the factorized matrix is P A P^-1. + * + * \tparam _MatrixType the type of the sparse matrix A, it must be a SparseMatrix<> + * \tparam _UpLo the triangular part that will be used for the computations. It can be Lower + * or Upper. Default is Lower. + * + */ +template<typename Derived> +class SimplicialCholeskyBase : internal::noncopyable +{ + public: + typedef typename internal::traits<Derived>::MatrixType MatrixType; + enum { UpLo = internal::traits<Derived>::UpLo }; + typedef typename MatrixType::Scalar Scalar; + typedef typename MatrixType::RealScalar RealScalar; + typedef typename MatrixType::Index Index; + typedef SparseMatrix<Scalar,ColMajor,Index> CholMatrixType; + typedef Matrix<Scalar,Dynamic,1> VectorType; + + public: + + /** Default constructor */ + SimplicialCholeskyBase() + : m_info(Success), m_isInitialized(false), m_shiftOffset(0), m_shiftScale(1) + {} + + SimplicialCholeskyBase(const MatrixType& matrix) + : m_info(Success), m_isInitialized(false), m_shiftOffset(0), m_shiftScale(1) + { + derived().compute(matrix); + } + + ~SimplicialCholeskyBase() + { + } + + Derived& derived() { return *static_cast<Derived*>(this); } + const Derived& derived() const { return *static_cast<const Derived*>(this); } + + inline Index cols() const { return m_matrix.cols(); } + inline Index rows() const { return m_matrix.rows(); } + + /** \brief Reports whether previous computation was successful. + * + * \returns \c Success if computation was succesful, + * \c NumericalIssue if the matrix.appears to be negative. + */ + ComputationInfo info() const + { + eigen_assert(m_isInitialized && "Decomposition is not initialized."); + return m_info; + } + + /** \returns the solution x of \f$ A x = b \f$ using the current decomposition of A. + * + * \sa compute() + */ + template<typename Rhs> + inline const internal::solve_retval<SimplicialCholeskyBase, Rhs> + solve(const MatrixBase<Rhs>& b) const + { + eigen_assert(m_isInitialized && "Simplicial LLT or LDLT is not initialized."); + eigen_assert(rows()==b.rows() + && "SimplicialCholeskyBase::solve(): invalid number of rows of the right hand side matrix b"); + return internal::solve_retval<SimplicialCholeskyBase, Rhs>(*this, b.derived()); + } + + /** \returns the solution x of \f$ A x = b \f$ using the current decomposition of A. + * + * \sa compute() + */ + template<typename Rhs> + inline const internal::sparse_solve_retval<SimplicialCholeskyBase, Rhs> + solve(const SparseMatrixBase<Rhs>& b) const + { + eigen_assert(m_isInitialized && "Simplicial LLT or LDLT is not initialized."); + eigen_assert(rows()==b.rows() + && "SimplicialCholesky::solve(): invalid number of rows of the right hand side matrix b"); + return internal::sparse_solve_retval<SimplicialCholeskyBase, Rhs>(*this, b.derived()); + } + + /** \returns the permutation P + * \sa permutationPinv() */ + const PermutationMatrix<Dynamic,Dynamic,Index>& permutationP() const + { return m_P; } + + /** \returns the inverse P^-1 of the permutation P + * \sa permutationP() */ + const PermutationMatrix<Dynamic,Dynamic,Index>& permutationPinv() const + { return m_Pinv; } + + /** Sets the shift parameters that will be used to adjust the diagonal coefficients during the numerical factorization. + * + * During the numerical factorization, the diagonal coefficients are transformed by the following linear model:\n + * \c d_ii = \a offset + \a scale * \c d_ii + * + * The default is the identity transformation with \a offset=0, and \a scale=1. + * + * \returns a reference to \c *this. + */ + Derived& setShift(const RealScalar& offset, const RealScalar& scale = 1) + { + m_shiftOffset = offset; + m_shiftScale = scale; + return derived(); + } + +#ifndef EIGEN_PARSED_BY_DOXYGEN + /** \internal */ + template<typename Stream> + void dumpMemory(Stream& s) + { + int total = 0; + s << " L: " << ((total+=(m_matrix.cols()+1) * sizeof(int) + m_matrix.nonZeros()*(sizeof(int)+sizeof(Scalar))) >> 20) << "Mb" << "\n"; + s << " diag: " << ((total+=m_diag.size() * sizeof(Scalar)) >> 20) << "Mb" << "\n"; + s << " tree: " << ((total+=m_parent.size() * sizeof(int)) >> 20) << "Mb" << "\n"; + s << " nonzeros: " << ((total+=m_nonZerosPerCol.size() * sizeof(int)) >> 20) << "Mb" << "\n"; + s << " perm: " << ((total+=m_P.size() * sizeof(int)) >> 20) << "Mb" << "\n"; + s << " perm^-1: " << ((total+=m_Pinv.size() * sizeof(int)) >> 20) << "Mb" << "\n"; + s << " TOTAL: " << (total>> 20) << "Mb" << "\n"; + } + + /** \internal */ + template<typename Rhs,typename Dest> + void _solve(const MatrixBase<Rhs> &b, MatrixBase<Dest> &dest) const + { + eigen_assert(m_factorizationIsOk && "The decomposition is not in a valid state for solving, you must first call either compute() or symbolic()/numeric()"); + eigen_assert(m_matrix.rows()==b.rows()); + + if(m_info!=Success) + return; + + if(m_P.size()>0) + dest = m_P * b; + else + dest = b; + + if(m_matrix.nonZeros()>0) // otherwise L==I + derived().matrixL().solveInPlace(dest); + + if(m_diag.size()>0) + dest = m_diag.asDiagonal().inverse() * dest; + + if (m_matrix.nonZeros()>0) // otherwise U==I + derived().matrixU().solveInPlace(dest); + + if(m_P.size()>0) + dest = m_Pinv * dest; + } + + /** \internal */ + template<typename Rhs, typename DestScalar, int DestOptions, typename DestIndex> + void _solve_sparse(const Rhs& b, SparseMatrix<DestScalar,DestOptions,DestIndex> &dest) const + { + eigen_assert(m_factorizationIsOk && "The decomposition is not in a valid state for solving, you must first call either compute() or symbolic()/numeric()"); + eigen_assert(m_matrix.rows()==b.rows()); + + // we process the sparse rhs per block of NbColsAtOnce columns temporarily stored into a dense matrix. + static const int NbColsAtOnce = 4; + int rhsCols = b.cols(); + int size = b.rows(); + Eigen::Matrix<DestScalar,Dynamic,Dynamic> tmp(size,rhsCols); + for(int k=0; k<rhsCols; k+=NbColsAtOnce) + { + int actualCols = std::min<int>(rhsCols-k, NbColsAtOnce); + tmp.leftCols(actualCols) = b.middleCols(k,actualCols); + tmp.leftCols(actualCols) = derived().solve(tmp.leftCols(actualCols)); + dest.middleCols(k,actualCols) = tmp.leftCols(actualCols).sparseView(); + } + } + +#endif // EIGEN_PARSED_BY_DOXYGEN + + protected: + + /** Computes the sparse Cholesky decomposition of \a matrix */ + template<bool DoLDLT> + void compute(const MatrixType& matrix) + { + eigen_assert(matrix.rows()==matrix.cols()); + Index size = matrix.cols(); + CholMatrixType ap(size,size); + ordering(matrix, ap); + analyzePattern_preordered(ap, DoLDLT); + factorize_preordered<DoLDLT>(ap); + } + + template<bool DoLDLT> + void factorize(const MatrixType& a) + { + eigen_assert(a.rows()==a.cols()); + int size = a.cols(); + CholMatrixType ap(size,size); + ap.template selfadjointView<Upper>() = a.template selfadjointView<UpLo>().twistedBy(m_P); + factorize_preordered<DoLDLT>(ap); + } + + template<bool DoLDLT> + void factorize_preordered(const CholMatrixType& a); + + void analyzePattern(const MatrixType& a, bool doLDLT) + { + eigen_assert(a.rows()==a.cols()); + int size = a.cols(); + CholMatrixType ap(size,size); + ordering(a, ap); + analyzePattern_preordered(ap,doLDLT); + } + void analyzePattern_preordered(const CholMatrixType& a, bool doLDLT); + + void ordering(const MatrixType& a, CholMatrixType& ap); + + /** keeps off-diagonal entries; drops diagonal entries */ + struct keep_diag { + inline bool operator() (const Index& row, const Index& col, const Scalar&) const + { + return row!=col; + } + }; + + mutable ComputationInfo m_info; + bool m_isInitialized; + bool m_factorizationIsOk; + bool m_analysisIsOk; + + CholMatrixType m_matrix; + VectorType m_diag; // the diagonal coefficients (LDLT mode) + VectorXi m_parent; // elimination tree + VectorXi m_nonZerosPerCol; + PermutationMatrix<Dynamic,Dynamic,Index> m_P; // the permutation + PermutationMatrix<Dynamic,Dynamic,Index> m_Pinv; // the inverse permutation + + RealScalar m_shiftOffset; + RealScalar m_shiftScale; +}; + +template<typename _MatrixType, int _UpLo = Lower> class SimplicialLLT; +template<typename _MatrixType, int _UpLo = Lower> class SimplicialLDLT; +template<typename _MatrixType, int _UpLo = Lower> class SimplicialCholesky; + +namespace internal { + +template<typename _MatrixType, int _UpLo> struct traits<SimplicialLLT<_MatrixType,_UpLo> > +{ + typedef _MatrixType MatrixType; + enum { UpLo = _UpLo }; + typedef typename MatrixType::Scalar Scalar; + typedef typename MatrixType::Index Index; + typedef SparseMatrix<Scalar, ColMajor, Index> CholMatrixType; + typedef SparseTriangularView<CholMatrixType, Eigen::Lower> MatrixL; + typedef SparseTriangularView<typename CholMatrixType::AdjointReturnType, Eigen::Upper> MatrixU; + static inline MatrixL getL(const MatrixType& m) { return m; } + static inline MatrixU getU(const MatrixType& m) { return m.adjoint(); } +}; + +template<typename _MatrixType,int _UpLo> struct traits<SimplicialLDLT<_MatrixType,_UpLo> > +{ + typedef _MatrixType MatrixType; + enum { UpLo = _UpLo }; + typedef typename MatrixType::Scalar Scalar; + typedef typename MatrixType::Index Index; + typedef SparseMatrix<Scalar, ColMajor, Index> CholMatrixType; + typedef SparseTriangularView<CholMatrixType, Eigen::UnitLower> MatrixL; + typedef SparseTriangularView<typename CholMatrixType::AdjointReturnType, Eigen::UnitUpper> MatrixU; + static inline MatrixL getL(const MatrixType& m) { return m; } + static inline MatrixU getU(const MatrixType& m) { return m.adjoint(); } +}; + +template<typename _MatrixType, int _UpLo> struct traits<SimplicialCholesky<_MatrixType,_UpLo> > +{ + typedef _MatrixType MatrixType; + enum { UpLo = _UpLo }; +}; + +} + +/** \ingroup SparseCholesky_Module + * \class SimplicialLLT + * \brief A direct sparse LLT Cholesky factorizations + * + * This class provides a LL^T Cholesky factorizations of sparse matrices that are + * selfadjoint and positive definite. The factorization allows for solving A.X = B where + * X and B can be either dense or sparse. + * + * In order to reduce the fill-in, a symmetric permutation P is applied prior to the factorization + * such that the factorized matrix is P A P^-1. + * + * \tparam _MatrixType the type of the sparse matrix A, it must be a SparseMatrix<> + * \tparam _UpLo the triangular part that will be used for the computations. It can be Lower + * or Upper. Default is Lower. + * + * \sa class SimplicialLDLT + */ +template<typename _MatrixType, int _UpLo> + class SimplicialLLT : public SimplicialCholeskyBase<SimplicialLLT<_MatrixType,_UpLo> > +{ +public: + typedef _MatrixType MatrixType; + enum { UpLo = _UpLo }; + typedef SimplicialCholeskyBase<SimplicialLLT> Base; + typedef typename MatrixType::Scalar Scalar; + typedef typename MatrixType::RealScalar RealScalar; + typedef typename MatrixType::Index Index; + typedef SparseMatrix<Scalar,ColMajor,Index> CholMatrixType; + typedef Matrix<Scalar,Dynamic,1> VectorType; + typedef internal::traits<SimplicialLLT> Traits; + typedef typename Traits::MatrixL MatrixL; + typedef typename Traits::MatrixU MatrixU; +public: + /** Default constructor */ + SimplicialLLT() : Base() {} + /** Constructs and performs the LLT factorization of \a matrix */ + SimplicialLLT(const MatrixType& matrix) + : Base(matrix) {} + + /** \returns an expression of the factor L */ + inline const MatrixL matrixL() const { + eigen_assert(Base::m_factorizationIsOk && "Simplicial LLT not factorized"); + return Traits::getL(Base::m_matrix); + } + + /** \returns an expression of the factor U (= L^*) */ + inline const MatrixU matrixU() const { + eigen_assert(Base::m_factorizationIsOk && "Simplicial LLT not factorized"); + return Traits::getU(Base::m_matrix); + } + + /** Computes the sparse Cholesky decomposition of \a matrix */ + SimplicialLLT& compute(const MatrixType& matrix) + { + Base::template compute<false>(matrix); + return *this; + } + + /** Performs a symbolic decomposition on the sparcity of \a matrix. + * + * This function is particularly useful when solving for several problems having the same structure. + * + * \sa factorize() + */ + void analyzePattern(const MatrixType& a) + { + Base::analyzePattern(a, false); + } + + /** Performs a numeric decomposition of \a matrix + * + * The given matrix must has the same sparcity than the matrix on which the symbolic decomposition has been performed. + * + * \sa analyzePattern() + */ + void factorize(const MatrixType& a) + { + Base::template factorize<false>(a); + } + + /** \returns the determinant of the underlying matrix from the current factorization */ + Scalar determinant() const + { + Scalar detL = Base::m_matrix.diagonal().prod(); + return internal::abs2(detL); + } +}; + +/** \ingroup SparseCholesky_Module + * \class SimplicialLDLT + * \brief A direct sparse LDLT Cholesky factorizations without square root. + * + * This class provides a LDL^T Cholesky factorizations without square root of sparse matrices that are + * selfadjoint and positive definite. The factorization allows for solving A.X = B where + * X and B can be either dense or sparse. + * + * In order to reduce the fill-in, a symmetric permutation P is applied prior to the factorization + * such that the factorized matrix is P A P^-1. + * + * \tparam _MatrixType the type of the sparse matrix A, it must be a SparseMatrix<> + * \tparam _UpLo the triangular part that will be used for the computations. It can be Lower + * or Upper. Default is Lower. + * + * \sa class SimplicialLLT + */ +template<typename _MatrixType, int _UpLo> + class SimplicialLDLT : public SimplicialCholeskyBase<SimplicialLDLT<_MatrixType,_UpLo> > +{ +public: + typedef _MatrixType MatrixType; + enum { UpLo = _UpLo }; + typedef SimplicialCholeskyBase<SimplicialLDLT> Base; + typedef typename MatrixType::Scalar Scalar; + typedef typename MatrixType::RealScalar RealScalar; + typedef typename MatrixType::Index Index; + typedef SparseMatrix<Scalar,ColMajor,Index> CholMatrixType; + typedef Matrix<Scalar,Dynamic,1> VectorType; + typedef internal::traits<SimplicialLDLT> Traits; + typedef typename Traits::MatrixL MatrixL; + typedef typename Traits::MatrixU MatrixU; +public: + /** Default constructor */ + SimplicialLDLT() : Base() {} + + /** Constructs and performs the LLT factorization of \a matrix */ + SimplicialLDLT(const MatrixType& matrix) + : Base(matrix) {} + + /** \returns a vector expression of the diagonal D */ + inline const VectorType vectorD() const { + eigen_assert(Base::m_factorizationIsOk && "Simplicial LDLT not factorized"); + return Base::m_diag; + } + /** \returns an expression of the factor L */ + inline const MatrixL matrixL() const { + eigen_assert(Base::m_factorizationIsOk && "Simplicial LDLT not factorized"); + return Traits::getL(Base::m_matrix); + } + + /** \returns an expression of the factor U (= L^*) */ + inline const MatrixU matrixU() const { + eigen_assert(Base::m_factorizationIsOk && "Simplicial LDLT not factorized"); + return Traits::getU(Base::m_matrix); + } + + /** Computes the sparse Cholesky decomposition of \a matrix */ + SimplicialLDLT& compute(const MatrixType& matrix) + { + Base::template compute<true>(matrix); + return *this; + } + + /** Performs a symbolic decomposition on the sparcity of \a matrix. + * + * This function is particularly useful when solving for several problems having the same structure. + * + * \sa factorize() + */ + void analyzePattern(const MatrixType& a) + { + Base::analyzePattern(a, true); + } + + /** Performs a numeric decomposition of \a matrix + * + * The given matrix must has the same sparcity than the matrix on which the symbolic decomposition has been performed. + * + * \sa analyzePattern() + */ + void factorize(const MatrixType& a) + { + Base::template factorize<true>(a); + } + + /** \returns the determinant of the underlying matrix from the current factorization */ + Scalar determinant() const + { + return Base::m_diag.prod(); + } +}; + +/** \deprecated use SimplicialLDLT or class SimplicialLLT + * \ingroup SparseCholesky_Module + * \class SimplicialCholesky + * + * \sa class SimplicialLDLT, class SimplicialLLT + */ +template<typename _MatrixType, int _UpLo> + class SimplicialCholesky : public SimplicialCholeskyBase<SimplicialCholesky<_MatrixType,_UpLo> > +{ +public: + typedef _MatrixType MatrixType; + enum { UpLo = _UpLo }; + typedef SimplicialCholeskyBase<SimplicialCholesky> Base; + typedef typename MatrixType::Scalar Scalar; + typedef typename MatrixType::RealScalar RealScalar; + typedef typename MatrixType::Index Index; + typedef SparseMatrix<Scalar,ColMajor,Index> CholMatrixType; + typedef Matrix<Scalar,Dynamic,1> VectorType; + typedef internal::traits<SimplicialCholesky> Traits; + typedef internal::traits<SimplicialLDLT<MatrixType,UpLo> > LDLTTraits; + typedef internal::traits<SimplicialLLT<MatrixType,UpLo> > LLTTraits; + public: + SimplicialCholesky() : Base(), m_LDLT(true) {} + + SimplicialCholesky(const MatrixType& matrix) + : Base(), m_LDLT(true) + { + compute(matrix); + } + + SimplicialCholesky& setMode(SimplicialCholeskyMode mode) + { + switch(mode) + { + case SimplicialCholeskyLLT: + m_LDLT = false; + break; + case SimplicialCholeskyLDLT: + m_LDLT = true; + break; + default: + break; + } + + return *this; + } + + inline const VectorType vectorD() const { + eigen_assert(Base::m_factorizationIsOk && "Simplicial Cholesky not factorized"); + return Base::m_diag; + } + inline const CholMatrixType rawMatrix() const { + eigen_assert(Base::m_factorizationIsOk && "Simplicial Cholesky not factorized"); + return Base::m_matrix; + } + + /** Computes the sparse Cholesky decomposition of \a matrix */ + SimplicialCholesky& compute(const MatrixType& matrix) + { + if(m_LDLT) + Base::template compute<true>(matrix); + else + Base::template compute<false>(matrix); + return *this; + } + + /** Performs a symbolic decomposition on the sparcity of \a matrix. + * + * This function is particularly useful when solving for several problems having the same structure. + * + * \sa factorize() + */ + void analyzePattern(const MatrixType& a) + { + Base::analyzePattern(a, m_LDLT); + } + + /** Performs a numeric decomposition of \a matrix + * + * The given matrix must has the same sparcity than the matrix on which the symbolic decomposition has been performed. + * + * \sa analyzePattern() + */ + void factorize(const MatrixType& a) + { + if(m_LDLT) + Base::template factorize<true>(a); + else + Base::template factorize<false>(a); + } + + /** \internal */ + template<typename Rhs,typename Dest> + void _solve(const MatrixBase<Rhs> &b, MatrixBase<Dest> &dest) const + { + eigen_assert(Base::m_factorizationIsOk && "The decomposition is not in a valid state for solving, you must first call either compute() or symbolic()/numeric()"); + eigen_assert(Base::m_matrix.rows()==b.rows()); + + if(Base::m_info!=Success) + return; + + if(Base::m_P.size()>0) + dest = Base::m_P * b; + else + dest = b; + + if(Base::m_matrix.nonZeros()>0) // otherwise L==I + { + if(m_LDLT) + LDLTTraits::getL(Base::m_matrix).solveInPlace(dest); + else + LLTTraits::getL(Base::m_matrix).solveInPlace(dest); + } + + if(Base::m_diag.size()>0) + dest = Base::m_diag.asDiagonal().inverse() * dest; + + if (Base::m_matrix.nonZeros()>0) // otherwise I==I + { + if(m_LDLT) + LDLTTraits::getU(Base::m_matrix).solveInPlace(dest); + else + LLTTraits::getU(Base::m_matrix).solveInPlace(dest); + } + + if(Base::m_P.size()>0) + dest = Base::m_Pinv * dest; + } + + Scalar determinant() const + { + if(m_LDLT) + { + return Base::m_diag.prod(); + } + else + { + Scalar detL = Diagonal<const CholMatrixType>(Base::m_matrix).prod(); + return internal::abs2(detL); + } + } + + protected: + bool m_LDLT; +}; + +template<typename Derived> +void SimplicialCholeskyBase<Derived>::ordering(const MatrixType& a, CholMatrixType& ap) +{ + eigen_assert(a.rows()==a.cols()); + const Index size = a.rows(); + // TODO allows to configure the permutation + // Note that amd compute the inverse permutation + { + CholMatrixType C; + C = a.template selfadjointView<UpLo>(); + // remove diagonal entries: + // seems not to be needed + // C.prune(keep_diag()); + internal::minimum_degree_ordering(C, m_Pinv); + } + + if(m_Pinv.size()>0) + m_P = m_Pinv.inverse(); + else + m_P.resize(0); + + ap.resize(size,size); + ap.template selfadjointView<Upper>() = a.template selfadjointView<UpLo>().twistedBy(m_P); +} + +template<typename Derived> +void SimplicialCholeskyBase<Derived>::analyzePattern_preordered(const CholMatrixType& ap, bool doLDLT) +{ + const Index size = ap.rows(); + m_matrix.resize(size, size); + m_parent.resize(size); + m_nonZerosPerCol.resize(size); + + ei_declare_aligned_stack_constructed_variable(Index, tags, size, 0); + + for(Index k = 0; k < size; ++k) + { + /* L(k,:) pattern: all nodes reachable in etree from nz in A(0:k-1,k) */ + m_parent[k] = -1; /* parent of k is not yet known */ + tags[k] = k; /* mark node k as visited */ + m_nonZerosPerCol[k] = 0; /* count of nonzeros in column k of L */ + for(typename CholMatrixType::InnerIterator it(ap,k); it; ++it) + { + Index i = it.index(); + if(i < k) + { + /* follow path from i to root of etree, stop at flagged node */ + for(; tags[i] != k; i = m_parent[i]) + { + /* find parent of i if not yet determined */ + if (m_parent[i] == -1) + m_parent[i] = k; + m_nonZerosPerCol[i]++; /* L (k,i) is nonzero */ + tags[i] = k; /* mark i as visited */ + } + } + } + } + + /* construct Lp index array from m_nonZerosPerCol column counts */ + Index* Lp = m_matrix.outerIndexPtr(); + Lp[0] = 0; + for(Index k = 0; k < size; ++k) + Lp[k+1] = Lp[k] + m_nonZerosPerCol[k] + (doLDLT ? 0 : 1); + + m_matrix.resizeNonZeros(Lp[size]); + + m_isInitialized = true; + m_info = Success; + m_analysisIsOk = true; + m_factorizationIsOk = false; +} + + +template<typename Derived> +template<bool DoLDLT> +void SimplicialCholeskyBase<Derived>::factorize_preordered(const CholMatrixType& ap) +{ + eigen_assert(m_analysisIsOk && "You must first call analyzePattern()"); + eigen_assert(ap.rows()==ap.cols()); + const Index size = ap.rows(); + eigen_assert(m_parent.size()==size); + eigen_assert(m_nonZerosPerCol.size()==size); + + const Index* Lp = m_matrix.outerIndexPtr(); + Index* Li = m_matrix.innerIndexPtr(); + Scalar* Lx = m_matrix.valuePtr(); + + ei_declare_aligned_stack_constructed_variable(Scalar, y, size, 0); + ei_declare_aligned_stack_constructed_variable(Index, pattern, size, 0); + ei_declare_aligned_stack_constructed_variable(Index, tags, size, 0); + + bool ok = true; + m_diag.resize(DoLDLT ? size : 0); + + for(Index k = 0; k < size; ++k) + { + // compute nonzero pattern of kth row of L, in topological order + y[k] = 0.0; // Y(0:k) is now all zero + Index top = size; // stack for pattern is empty + tags[k] = k; // mark node k as visited + m_nonZerosPerCol[k] = 0; // count of nonzeros in column k of L + for(typename MatrixType::InnerIterator it(ap,k); it; ++it) + { + Index i = it.index(); + if(i <= k) + { + y[i] += internal::conj(it.value()); /* scatter A(i,k) into Y (sum duplicates) */ + Index len; + for(len = 0; tags[i] != k; i = m_parent[i]) + { + pattern[len++] = i; /* L(k,i) is nonzero */ + tags[i] = k; /* mark i as visited */ + } + while(len > 0) + pattern[--top] = pattern[--len]; + } + } + + /* compute numerical values kth row of L (a sparse triangular solve) */ + + RealScalar d = internal::real(y[k]) * m_shiftScale + m_shiftOffset; // get D(k,k), apply the shift function, and clear Y(k) + y[k] = 0.0; + for(; top < size; ++top) + { + Index i = pattern[top]; /* pattern[top:n-1] is pattern of L(:,k) */ + Scalar yi = y[i]; /* get and clear Y(i) */ + y[i] = 0.0; + + /* the nonzero entry L(k,i) */ + Scalar l_ki; + if(DoLDLT) + l_ki = yi / m_diag[i]; + else + yi = l_ki = yi / Lx[Lp[i]]; + + Index p2 = Lp[i] + m_nonZerosPerCol[i]; + Index p; + for(p = Lp[i] + (DoLDLT ? 0 : 1); p < p2; ++p) + y[Li[p]] -= internal::conj(Lx[p]) * yi; + d -= internal::real(l_ki * internal::conj(yi)); + Li[p] = k; /* store L(k,i) in column form of L */ + Lx[p] = l_ki; + ++m_nonZerosPerCol[i]; /* increment count of nonzeros in col i */ + } + if(DoLDLT) + { + m_diag[k] = d; + if(d == RealScalar(0)) + { + ok = false; /* failure, D(k,k) is zero */ + break; + } + } + else + { + Index p = Lp[k] + m_nonZerosPerCol[k]++; + Li[p] = k ; /* store L(k,k) = sqrt (d) in column k */ + if(d <= RealScalar(0)) { + ok = false; /* failure, matrix is not positive definite */ + break; + } + Lx[p] = internal::sqrt(d) ; + } + } + + m_info = ok ? Success : NumericalIssue; + m_factorizationIsOk = true; +} + +namespace internal { + +template<typename Derived, typename Rhs> +struct solve_retval<SimplicialCholeskyBase<Derived>, Rhs> + : solve_retval_base<SimplicialCholeskyBase<Derived>, Rhs> +{ + typedef SimplicialCholeskyBase<Derived> Dec; + EIGEN_MAKE_SOLVE_HELPERS(Dec,Rhs) + + template<typename Dest> void evalTo(Dest& dst) const + { + dec().derived()._solve(rhs(),dst); + } +}; + +template<typename Derived, typename Rhs> +struct sparse_solve_retval<SimplicialCholeskyBase<Derived>, Rhs> + : sparse_solve_retval_base<SimplicialCholeskyBase<Derived>, Rhs> +{ + typedef SimplicialCholeskyBase<Derived> Dec; + EIGEN_MAKE_SPARSE_SOLVE_HELPERS(Dec,Rhs) + + template<typename Dest> void evalTo(Dest& dst) const + { + dec().derived()._solve_sparse(rhs(),dst); + } +}; + +} // end namespace internal + +} // end namespace Eigen + +#endif // EIGEN_SIMPLICIAL_CHOLESKY_H diff --git a/extern/Eigen3/Eigen/src/Sparse/AmbiVector.h b/extern/Eigen3/Eigen/src/SparseCore/AmbiVector.h index 2ea8ba3096b..6cfaadbaa9a 100644 --- a/extern/Eigen3/Eigen/src/Sparse/AmbiVector.h +++ b/extern/Eigen3/Eigen/src/SparseCore/AmbiVector.h @@ -3,28 +3,17 @@ // // Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_AMBIVECTOR_H #define EIGEN_AMBIVECTOR_H +namespace Eigen { + +namespace internal { + /** \internal * Hybrid sparse/dense vector class designed for intensive read-write operations. * @@ -299,7 +288,7 @@ class AmbiVector<_Scalar,_Index>::Iterator * In practice, all coefficients having a magnitude smaller than \a epsilon * are skipped. */ - Iterator(const AmbiVector& vec, RealScalar epsilon = RealScalar(0.1)*NumTraits<RealScalar>::dummy_precision()) + Iterator(const AmbiVector& vec, RealScalar epsilon = 0) : m_vector(vec) { m_epsilon = epsilon; @@ -315,7 +304,7 @@ class AmbiVector<_Scalar,_Index>::Iterator { ListEl* EIGEN_RESTRICT llElements = reinterpret_cast<ListEl*>(m_vector.m_buffer); m_currentEl = m_vector.m_llStart; - while (m_currentEl>=0 && internal::abs(llElements[m_currentEl].value)<m_epsilon) + while (m_currentEl>=0 && internal::abs(llElements[m_currentEl].value)<=m_epsilon) m_currentEl = llElements[m_currentEl].next; if (m_currentEl<0) { @@ -375,5 +364,8 @@ class AmbiVector<_Scalar,_Index>::Iterator bool m_isDense; // mode of the vector }; +} // end namespace internal + +} // end namespace Eigen #endif // EIGEN_AMBIVECTOR_H diff --git a/extern/Eigen3/Eigen/src/Sparse/CompressedStorage.h b/extern/Eigen3/Eigen/src/SparseCore/CompressedStorage.h index b3bde272ec2..85a998aff10 100644 --- a/extern/Eigen3/Eigen/src/Sparse/CompressedStorage.h +++ b/extern/Eigen3/Eigen/src/SparseCore/CompressedStorage.h @@ -3,29 +3,19 @@ // // Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_COMPRESSED_STORAGE_H #define EIGEN_COMPRESSED_STORAGE_H -/** Stores a sparse set of values as a list of values and a list of indices. +namespace Eigen { + +namespace internal { + +/** \internal + * Stores a sparse set of values as a list of values and a list of indices. * */ template<typename _Scalar,typename _Index> @@ -218,8 +208,8 @@ class CompressedStorage Index* newIndices = new Index[size]; size_t copySize = (std::min)(size, m_size); // copy - memcpy(newValues, m_values, copySize * sizeof(Scalar)); - memcpy(newIndices, m_indices, copySize * sizeof(Index)); + internal::smart_copy(m_values, m_values+copySize, newValues); + internal::smart_copy(m_indices, m_indices+copySize, newIndices); // delete old stuff delete[] m_values; delete[] m_indices; @@ -236,4 +226,8 @@ class CompressedStorage }; +} // end namespace internal + +} // end namespace Eigen + #endif // EIGEN_COMPRESSED_STORAGE_H diff --git a/extern/Eigen3/Eigen/src/SparseCore/ConservativeSparseSparseProduct.h b/extern/Eigen3/Eigen/src/SparseCore/ConservativeSparseSparseProduct.h new file mode 100644 index 00000000000..16b5e1dba6c --- /dev/null +++ b/extern/Eigen3/Eigen/src/SparseCore/ConservativeSparseSparseProduct.h @@ -0,0 +1,245 @@ +// This file is part of Eigen, a lightweight C++ template library +// for linear algebra. +// +// Copyright (C) 2008-2011 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_CONSERVATIVESPARSESPARSEPRODUCT_H +#define EIGEN_CONSERVATIVESPARSESPARSEPRODUCT_H + +namespace Eigen { + +namespace internal { + +template<typename Lhs, typename Rhs, typename ResultType> +static void conservative_sparse_sparse_product_impl(const Lhs& lhs, const Rhs& rhs, ResultType& res) +{ + typedef typename remove_all<Lhs>::type::Scalar Scalar; + typedef typename remove_all<Lhs>::type::Index Index; + + // make sure to call innerSize/outerSize since we fake the storage order. + Index rows = lhs.innerSize(); + Index cols = rhs.outerSize(); + eigen_assert(lhs.outerSize() == rhs.innerSize()); + + std::vector<bool> mask(rows,false); + Matrix<Scalar,Dynamic,1> values(rows); + Matrix<Index,Dynamic,1> indices(rows); + + // estimate the number of non zero entries + // given a rhs column containing Y non zeros, we assume that the respective Y columns + // of the lhs differs in average of one non zeros, thus the number of non zeros for + // the product of a rhs column with the lhs is X+Y where X is the average number of non zero + // per column of the lhs. + // Therefore, we have nnz(lhs*rhs) = nnz(lhs) + nnz(rhs) + Index estimated_nnz_prod = lhs.nonZeros() + rhs.nonZeros(); + + res.setZero(); + res.reserve(Index(estimated_nnz_prod)); + // we compute each column of the result, one after the other + for (Index j=0; j<cols; ++j) + { + + res.startVec(j); + Index nnz = 0; + for (typename Rhs::InnerIterator rhsIt(rhs, j); rhsIt; ++rhsIt) + { + Scalar y = rhsIt.value(); + Index k = rhsIt.index(); + for (typename Lhs::InnerIterator lhsIt(lhs, k); lhsIt; ++lhsIt) + { + Index i = lhsIt.index(); + Scalar x = lhsIt.value(); + if(!mask[i]) + { + mask[i] = true; + values[i] = x * y; + indices[nnz] = i; + ++nnz; + } + else + values[i] += x * y; + } + } + + // unordered insertion + for(int k=0; k<nnz; ++k) + { + int i = indices[k]; + res.insertBackByOuterInnerUnordered(j,i) = values[i]; + mask[i] = false; + } + +#if 0 + // alternative ordered insertion code: + + int t200 = rows/(log2(200)*1.39); + int t = (rows*100)/139; + + // FIXME reserve nnz non zeros + // FIXME implement fast sort algorithms for very small nnz + // if the result is sparse enough => use a quick sort + // otherwise => loop through the entire vector + // In order to avoid to perform an expensive log2 when the + // result is clearly very sparse we use a linear bound up to 200. + //if((nnz<200 && nnz<t200) || nnz * log2(nnz) < t) + //res.startVec(j); + if(true) + { + if(nnz>1) std::sort(indices.data(),indices.data()+nnz); + for(int k=0; k<nnz; ++k) + { + int i = indices[k]; + res.insertBackByOuterInner(j,i) = values[i]; + mask[i] = false; + } + } + else + { + // dense path + for(int i=0; i<rows; ++i) + { + if(mask[i]) + { + mask[i] = false; + res.insertBackByOuterInner(j,i) = values[i]; + } + } + } +#endif + + } + res.finalize(); +} + + +} // end namespace internal + +namespace internal { + +template<typename Lhs, typename Rhs, typename ResultType, + int LhsStorageOrder = traits<Lhs>::Flags&RowMajorBit, + int RhsStorageOrder = traits<Rhs>::Flags&RowMajorBit, + int ResStorageOrder = traits<ResultType>::Flags&RowMajorBit> +struct conservative_sparse_sparse_product_selector; + +template<typename Lhs, typename Rhs, typename ResultType> +struct conservative_sparse_sparse_product_selector<Lhs,Rhs,ResultType,ColMajor,ColMajor,ColMajor> +{ + typedef typename remove_all<Lhs>::type LhsCleaned; + typedef typename LhsCleaned::Scalar Scalar; + + static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res) + { + typedef SparseMatrix<typename ResultType::Scalar,RowMajor> RowMajorMatrix; + typedef SparseMatrix<typename ResultType::Scalar,ColMajor> ColMajorMatrix; + ColMajorMatrix resCol(lhs.rows(),rhs.cols()); + internal::conservative_sparse_sparse_product_impl<Lhs,Rhs,ColMajorMatrix>(lhs, rhs, resCol); + // sort the non zeros: + RowMajorMatrix resRow(resCol); + res = resRow; + } +}; + +template<typename Lhs, typename Rhs, typename ResultType> +struct conservative_sparse_sparse_product_selector<Lhs,Rhs,ResultType,RowMajor,ColMajor,ColMajor> +{ + static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res) + { + typedef SparseMatrix<typename ResultType::Scalar,RowMajor> RowMajorMatrix; + RowMajorMatrix rhsRow = rhs; + RowMajorMatrix resRow(lhs.rows(), rhs.cols()); + internal::conservative_sparse_sparse_product_impl<RowMajorMatrix,Lhs,RowMajorMatrix>(rhsRow, lhs, resRow); + res = resRow; + } +}; + +template<typename Lhs, typename Rhs, typename ResultType> +struct conservative_sparse_sparse_product_selector<Lhs,Rhs,ResultType,ColMajor,RowMajor,ColMajor> +{ + static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res) + { + typedef SparseMatrix<typename ResultType::Scalar,RowMajor> RowMajorMatrix; + RowMajorMatrix lhsRow = lhs; + RowMajorMatrix resRow(lhs.rows(), rhs.cols()); + internal::conservative_sparse_sparse_product_impl<Rhs,RowMajorMatrix,RowMajorMatrix>(rhs, lhsRow, resRow); + res = resRow; + } +}; + +template<typename Lhs, typename Rhs, typename ResultType> +struct conservative_sparse_sparse_product_selector<Lhs,Rhs,ResultType,RowMajor,RowMajor,ColMajor> +{ + static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res) + { + typedef SparseMatrix<typename ResultType::Scalar,RowMajor> RowMajorMatrix; + RowMajorMatrix resRow(lhs.rows(), rhs.cols()); + internal::conservative_sparse_sparse_product_impl<Rhs,Lhs,RowMajorMatrix>(rhs, lhs, resRow); + res = resRow; + } +}; + + +template<typename Lhs, typename Rhs, typename ResultType> +struct conservative_sparse_sparse_product_selector<Lhs,Rhs,ResultType,ColMajor,ColMajor,RowMajor> +{ + typedef typename traits<typename remove_all<Lhs>::type>::Scalar Scalar; + + static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res) + { + typedef SparseMatrix<typename ResultType::Scalar,ColMajor> ColMajorMatrix; + ColMajorMatrix resCol(lhs.rows(), rhs.cols()); + internal::conservative_sparse_sparse_product_impl<Lhs,Rhs,ColMajorMatrix>(lhs, rhs, resCol); + res = resCol; + } +}; + +template<typename Lhs, typename Rhs, typename ResultType> +struct conservative_sparse_sparse_product_selector<Lhs,Rhs,ResultType,RowMajor,ColMajor,RowMajor> +{ + static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res) + { + typedef SparseMatrix<typename ResultType::Scalar,ColMajor> ColMajorMatrix; + ColMajorMatrix lhsCol = lhs; + ColMajorMatrix resCol(lhs.rows(), rhs.cols()); + internal::conservative_sparse_sparse_product_impl<ColMajorMatrix,Rhs,ColMajorMatrix>(lhsCol, rhs, resCol); + res = resCol; + } +}; + +template<typename Lhs, typename Rhs, typename ResultType> +struct conservative_sparse_sparse_product_selector<Lhs,Rhs,ResultType,ColMajor,RowMajor,RowMajor> +{ + static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res) + { + typedef SparseMatrix<typename ResultType::Scalar,ColMajor> ColMajorMatrix; + ColMajorMatrix rhsCol = rhs; + ColMajorMatrix resCol(lhs.rows(), rhs.cols()); + internal::conservative_sparse_sparse_product_impl<Lhs,ColMajorMatrix,ColMajorMatrix>(lhs, rhsCol, resCol); + res = resCol; + } +}; + +template<typename Lhs, typename Rhs, typename ResultType> +struct conservative_sparse_sparse_product_selector<Lhs,Rhs,ResultType,RowMajor,RowMajor,RowMajor> +{ + static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res) + { + typedef SparseMatrix<typename ResultType::Scalar,RowMajor> RowMajorMatrix; + typedef SparseMatrix<typename ResultType::Scalar,ColMajor> ColMajorMatrix; + RowMajorMatrix resRow(lhs.rows(),rhs.cols()); + internal::conservative_sparse_sparse_product_impl<Rhs,Lhs,RowMajorMatrix>(rhs, lhs, resRow); + // sort the non zeros: + ColMajorMatrix resCol(resRow); + res = resCol; + } +}; + +} // end namespace internal + +} // end namespace Eigen + +#endif // EIGEN_CONSERVATIVESPARSESPARSEPRODUCT_H diff --git a/extern/Eigen3/Eigen/src/Sparse/CoreIterators.h b/extern/Eigen3/Eigen/src/SparseCore/CoreIterators.h index b4beaeee69e..6da4683d2c2 100644 --- a/extern/Eigen3/Eigen/src/Sparse/CoreIterators.h +++ b/extern/Eigen3/Eigen/src/SparseCore/CoreIterators.h @@ -3,32 +3,20 @@ // // Copyright (C) 2008-2010 Gael Guennebaud <gael.guennebaud@inria.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_COREITERATORS_H #define EIGEN_COREITERATORS_H +namespace Eigen { + /* This file contains the respective InnerIterator definition of the expressions defined in Eigen/Core */ -/** \class InnerIterator +/** \ingroup SparseCore_Module + * \class InnerIterator * \brief An InnerIterator allows to loop over the element of a sparse (or dense) matrix or expression * * todo @@ -68,4 +56,6 @@ template<typename Derived> class DenseBase<Derived>::InnerIterator const Index m_end; }; +} // end namespace Eigen + #endif // EIGEN_COREITERATORS_H diff --git a/extern/Eigen3/Eigen/src/Sparse/MappedSparseMatrix.h b/extern/Eigen3/Eigen/src/SparseCore/MappedSparseMatrix.h index 31a431fb224..93cd4832dea 100644 --- a/extern/Eigen3/Eigen/src/Sparse/MappedSparseMatrix.h +++ b/extern/Eigen3/Eigen/src/SparseCore/MappedSparseMatrix.h @@ -3,28 +3,15 @@ // // Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_MAPPED_SPARSEMATRIX_H #define EIGEN_MAPPED_SPARSEMATRIX_H +namespace Eigen { + /** \class MappedSparseMatrix * * \brief Sparse matrix @@ -46,9 +33,9 @@ class MappedSparseMatrix { public: EIGEN_SPARSE_PUBLIC_INTERFACE(MappedSparseMatrix) + enum { IsRowMajor = Base::IsRowMajor }; protected: - enum { IsRowMajor = Base::IsRowMajor }; Index m_outerSize; Index m_innerSize; @@ -63,18 +50,17 @@ class MappedSparseMatrix inline Index cols() const { return IsRowMajor ? m_innerSize : m_outerSize; } inline Index innerSize() const { return m_innerSize; } inline Index outerSize() const { return m_outerSize; } - inline Index innerNonZeros(Index j) const { return m_outerIndex[j+1]-m_outerIndex[j]; } //---------------------------------------- // direct access interface - inline const Scalar* _valuePtr() const { return m_values; } - inline Scalar* _valuePtr() { return m_values; } + inline const Scalar* valuePtr() const { return m_values; } + inline Scalar* valuePtr() { return m_values; } - inline const Index* _innerIndexPtr() const { return m_innerIndices; } - inline Index* _innerIndexPtr() { return m_innerIndices; } + inline const Index* innerIndexPtr() const { return m_innerIndices; } + inline Index* innerIndexPtr() { return m_innerIndices; } - inline const Index* _outerIndexPtr() const { return m_outerIndex; } - inline Index* _outerIndexPtr() { return m_outerIndex; } + inline const Index* outerIndexPtr() const { return m_outerIndex; } + inline Index* outerIndexPtr() { return m_outerIndex; } //---------------------------------------- inline Scalar coeff(Index row, Index col) const @@ -112,6 +98,7 @@ class MappedSparseMatrix } class InnerIterator; + class ReverseInnerIterator; /** \returns the number of non zero coefficients */ inline Index nonZeros() const { return m_nnz; } @@ -132,23 +119,17 @@ class MappedSparseMatrix<Scalar,_Flags,_Index>::InnerIterator InnerIterator(const MappedSparseMatrix& mat, Index outer) : m_matrix(mat), m_outer(outer), - m_id(mat._outerIndexPtr()[outer]), + m_id(mat.outerIndexPtr()[outer]), m_start(m_id), - m_end(mat._outerIndexPtr()[outer+1]) - {} - - template<unsigned int Added, unsigned int Removed> - InnerIterator(const Flagged<MappedSparseMatrix,Added,Removed>& mat, Index outer) - : m_matrix(mat._expression()), m_id(m_matrix._outerIndexPtr()[outer]), - m_start(m_id), m_end(m_matrix._outerIndexPtr()[outer+1]) + m_end(mat.outerIndexPtr()[outer+1]) {} inline InnerIterator& operator++() { m_id++; return *this; } - inline Scalar value() const { return m_matrix._valuePtr()[m_id]; } - inline Scalar& valueRef() { return const_cast<Scalar&>(m_matrix._valuePtr()[m_id]); } + inline Scalar value() const { return m_matrix.valuePtr()[m_id]; } + inline Scalar& valueRef() { return const_cast<Scalar&>(m_matrix.valuePtr()[m_id]); } - inline Index index() const { return m_matrix._innerIndexPtr()[m_id]; } + inline Index index() const { return m_matrix.innerIndexPtr()[m_id]; } inline Index row() const { return IsRowMajor ? m_outer : index(); } inline Index col() const { return IsRowMajor ? index() : m_outer; } @@ -162,4 +143,37 @@ class MappedSparseMatrix<Scalar,_Flags,_Index>::InnerIterator const Index m_end; }; +template<typename Scalar, int _Flags, typename _Index> +class MappedSparseMatrix<Scalar,_Flags,_Index>::ReverseInnerIterator +{ + public: + ReverseInnerIterator(const MappedSparseMatrix& mat, Index outer) + : m_matrix(mat), + m_outer(outer), + m_id(mat.outerIndexPtr()[outer+1]), + m_start(mat.outerIndexPtr()[outer]), + m_end(m_id) + {} + + inline ReverseInnerIterator& operator--() { m_id--; return *this; } + + inline Scalar value() const { return m_matrix.valuePtr()[m_id-1]; } + inline Scalar& valueRef() { return const_cast<Scalar&>(m_matrix.valuePtr()[m_id-1]); } + + inline Index index() const { return m_matrix.innerIndexPtr()[m_id-1]; } + inline Index row() const { return IsRowMajor ? m_outer : index(); } + inline Index col() const { return IsRowMajor ? index() : m_outer; } + + inline operator bool() const { return (m_id <= m_end) && (m_id>m_start); } + + protected: + const MappedSparseMatrix& m_matrix; + const Index m_outer; + Index m_id; + const Index m_start; + const Index m_end; +}; + +} // end namespace Eigen + #endif // EIGEN_MAPPED_SPARSEMATRIX_H diff --git a/extern/Eigen3/Eigen/src/Sparse/SparseAssign.h b/extern/Eigen3/Eigen/src/SparseCore/SparseAssign.h index e69de29bb2d..e69de29bb2d 100644 --- a/extern/Eigen3/Eigen/src/Sparse/SparseAssign.h +++ b/extern/Eigen3/Eigen/src/SparseCore/SparseAssign.h diff --git a/extern/Eigen3/Eigen/src/Sparse/SparseBlock.h b/extern/Eigen3/Eigen/src/SparseCore/SparseBlock.h index 8079c999994..eefd8070251 100644 --- a/extern/Eigen3/Eigen/src/Sparse/SparseBlock.h +++ b/extern/Eigen3/Eigen/src/SparseCore/SparseBlock.h @@ -3,28 +3,15 @@ // // Copyright (C) 2008-2009 Gael Guennebaud <gael.guennebaud@inria.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_SPARSE_BLOCK_H #define EIGEN_SPARSE_BLOCK_H +namespace Eigen { + namespace internal { template<typename MatrixType, int Size> struct traits<SparseInnerVectorSet<MatrixType, Size> > @@ -65,6 +52,17 @@ class SparseInnerVectorSet : internal::no_assignment_operator, protected: Index m_outer; }; + class ReverseInnerIterator: public MatrixType::ReverseInnerIterator + { + public: + inline ReverseInnerIterator(const SparseInnerVectorSet& xpr, Index outer) + : MatrixType::ReverseInnerIterator(xpr.m_matrix, xpr.m_outerStart + outer), m_outer(outer) + {} + inline Index row() const { return IsRowMajor ? m_outer : this->index(); } + inline Index col() const { return IsRowMajor ? this->index() : m_outer; } + protected: + Index m_outer; + }; inline SparseInnerVectorSet(const MatrixType& matrix, Index outerStart, Index outerSize) : m_matrix(matrix), m_outerStart(outerStart), m_outerSize(outerSize) @@ -101,15 +99,16 @@ class SparseInnerVectorSet : internal::no_assignment_operator, const internal::variable_if_dynamic<Index, Size> m_outerSize; }; + /*************************************************************************** -* specialisation for DynamicSparseMatrix +* specialisation for SparseMatrix ***************************************************************************/ -template<typename _Scalar, int _Options, int Size> -class SparseInnerVectorSet<DynamicSparseMatrix<_Scalar, _Options>, Size> - : public SparseMatrixBase<SparseInnerVectorSet<DynamicSparseMatrix<_Scalar, _Options>, Size> > +template<typename _Scalar, int _Options, typename _Index, int Size> +class SparseInnerVectorSet<SparseMatrix<_Scalar, _Options, _Index>, Size> + : public SparseMatrixBase<SparseInnerVectorSet<SparseMatrix<_Scalar, _Options, _Index>, Size> > { - typedef DynamicSparseMatrix<_Scalar, _Options> MatrixType; + typedef SparseMatrix<_Scalar, _Options, _Index> MatrixType; public: enum { IsRowMajor = internal::traits<SparseInnerVectorSet>::IsRowMajor }; @@ -126,98 +125,11 @@ class SparseInnerVectorSet<DynamicSparseMatrix<_Scalar, _Options>, Size> protected: Index m_outer; }; - - inline SparseInnerVectorSet(const MatrixType& matrix, Index outerStart, Index outerSize) - : m_matrix(matrix), m_outerStart(outerStart), m_outerSize(outerSize) - { - eigen_assert( (outerStart>=0) && ((outerStart+outerSize)<=matrix.outerSize()) ); - } - - inline SparseInnerVectorSet(const MatrixType& matrix, Index outer) - : m_matrix(matrix), m_outerStart(outer), m_outerSize(Size) - { - eigen_assert(Size!=Dynamic); - eigen_assert( (outer>=0) && (outer<matrix.outerSize()) ); - } - - template<typename OtherDerived> - inline SparseInnerVectorSet& operator=(const SparseMatrixBase<OtherDerived>& other) - { - if (IsRowMajor != ((OtherDerived::Flags&RowMajorBit)==RowMajorBit)) - { - // need to transpose => perform a block evaluation followed by a big swap - DynamicSparseMatrix<Scalar,IsRowMajor?RowMajorBit:0> aux(other); - *this = aux.markAsRValue(); - } - else - { - // evaluate/copy vector per vector - for (Index j=0; j<m_outerSize.value(); ++j) - { - SparseVector<Scalar,IsRowMajor ? RowMajorBit : 0> aux(other.innerVector(j)); - m_matrix.const_cast_derived()._data()[m_outerStart+j].swap(aux._data()); - } - } - return *this; - } - - inline SparseInnerVectorSet& operator=(const SparseInnerVectorSet& other) - { - return operator=<SparseInnerVectorSet>(other); - } - - Index nonZeros() const - { - Index count = 0; - for (Index j=0; j<m_outerSize.value(); ++j) - count += m_matrix._data()[m_outerStart+j].size(); - return count; - } - - const Scalar& lastCoeff() const - { - EIGEN_STATIC_ASSERT_VECTOR_ONLY(SparseInnerVectorSet); - eigen_assert(m_matrix.data()[m_outerStart].size()>0); - return m_matrix.data()[m_outerStart].vale(m_matrix.data()[m_outerStart].size()-1); - } - -// template<typename Sparse> -// inline SparseInnerVectorSet& operator=(const SparseMatrixBase<OtherDerived>& other) -// { -// return *this; -// } - - EIGEN_STRONG_INLINE Index rows() const { return IsRowMajor ? m_outerSize.value() : m_matrix.rows(); } - EIGEN_STRONG_INLINE Index cols() const { return IsRowMajor ? m_matrix.cols() : m_outerSize.value(); } - - protected: - - const typename MatrixType::Nested m_matrix; - Index m_outerStart; - const internal::variable_if_dynamic<Index, Size> m_outerSize; - -}; - - -/*************************************************************************** -* specialisation for SparseMatrix -***************************************************************************/ - -template<typename _Scalar, int _Options, typename _Index, int Size> -class SparseInnerVectorSet<SparseMatrix<_Scalar, _Options, _Index>, Size> - : public SparseMatrixBase<SparseInnerVectorSet<SparseMatrix<_Scalar, _Options>, Size> > -{ - typedef SparseMatrix<_Scalar, _Options> MatrixType; - public: - - enum { IsRowMajor = internal::traits<SparseInnerVectorSet>::IsRowMajor }; - - EIGEN_SPARSE_PUBLIC_INTERFACE(SparseInnerVectorSet) - class InnerIterator: public MatrixType::InnerIterator + class ReverseInnerIterator: public MatrixType::ReverseInnerIterator { public: - inline InnerIterator(const SparseInnerVectorSet& xpr, Index outer) - : MatrixType::InnerIterator(xpr.m_matrix, xpr.m_outerStart + outer), m_outer(outer) + inline ReverseInnerIterator(const SparseInnerVectorSet& xpr, Index outer) + : MatrixType::ReverseInnerIterator(xpr.m_matrix, xpr.m_outerStart + outer), m_outer(outer) {} inline Index row() const { return IsRowMajor ? m_outer : this->index(); } inline Index col() const { return IsRowMajor ? this->index() : m_outer; } @@ -243,19 +155,19 @@ class SparseInnerVectorSet<SparseMatrix<_Scalar, _Options, _Index>, Size> { typedef typename internal::remove_all<typename MatrixType::Nested>::type _NestedMatrixType; _NestedMatrixType& matrix = const_cast<_NestedMatrixType&>(m_matrix);; - // This assignement is slow if this vector set not empty + // This assignement is slow if this vector set is not empty // and/or it is not at the end of the nonzeros of the underlying matrix. // 1 - eval to a temporary to avoid transposition and/or aliasing issues SparseMatrix<Scalar, IsRowMajor ? RowMajor : ColMajor, Index> tmp(other); // 2 - let's check whether there is enough allocated memory - Index nnz = tmp.nonZeros(); - Index nnz_previous = nonZeros(); - Index free_size = matrix.data().allocatedSize() - nnz_previous; - std::size_t nnz_head = m_outerStart==0 ? 0 : matrix._outerIndexPtr()[m_outerStart]; - std::size_t tail = m_matrix._outerIndexPtr()[m_outerStart+m_outerSize.value()]; - std::size_t nnz_tail = matrix.nonZeros() - tail; + Index nnz = tmp.nonZeros(); + Index nnz_previous = nonZeros(); + Index free_size = Index(matrix.data().allocatedSize()) + nnz_previous; + Index nnz_head = m_outerStart==0 ? 0 : matrix.outerIndexPtr()[m_outerStart]; + Index tail = m_matrix.outerIndexPtr()[m_outerStart+m_outerSize.value()]; + Index nnz_tail = matrix.nonZeros() - tail; if(nnz>free_size) { @@ -298,15 +210,15 @@ class SparseInnerVectorSet<SparseMatrix<_Scalar, _Options, _Index>, Size> // update outer index pointers Index p = nnz_head; - for(Index k=1; k<m_outerSize.value(); ++k) + for(Index k=0; k<m_outerSize.value(); ++k) { - matrix._outerIndexPtr()[m_outerStart+k] = p; + matrix.outerIndexPtr()[m_outerStart+k] = p; p += tmp.innerVector(k).nonZeros(); } std::ptrdiff_t offset = nnz - nnz_previous; for(Index k = m_outerStart + m_outerSize.value(); k<=matrix.outerSize(); ++k) { - matrix._outerIndexPtr()[k] += offset; + matrix.outerIndexPtr()[k] += offset; } return *this; @@ -317,32 +229,40 @@ class SparseInnerVectorSet<SparseMatrix<_Scalar, _Options, _Index>, Size> return operator=<SparseInnerVectorSet>(other); } - inline const Scalar* _valuePtr() const - { return m_matrix._valuePtr() + m_matrix._outerIndexPtr()[m_outerStart]; } - inline Scalar* _valuePtr() - { return m_matrix.const_cast_derived()._valuePtr() + m_matrix._outerIndexPtr()[m_outerStart]; } + inline const Scalar* valuePtr() const + { return m_matrix.valuePtr() + m_matrix.outerIndexPtr()[m_outerStart]; } + inline Scalar* valuePtr() + { return m_matrix.const_cast_derived().valuePtr() + m_matrix.outerIndexPtr()[m_outerStart]; } - inline const Index* _innerIndexPtr() const - { return m_matrix._innerIndexPtr() + m_matrix._outerIndexPtr()[m_outerStart]; } - inline Index* _innerIndexPtr() - { return m_matrix.const_cast_derived()._innerIndexPtr() + m_matrix._outerIndexPtr()[m_outerStart]; } + inline const Index* innerIndexPtr() const + { return m_matrix.innerIndexPtr() + m_matrix.outerIndexPtr()[m_outerStart]; } + inline Index* innerIndexPtr() + { return m_matrix.const_cast_derived().innerIndexPtr() + m_matrix.outerIndexPtr()[m_outerStart]; } - inline const Index* _outerIndexPtr() const - { return m_matrix._outerIndexPtr() + m_outerStart; } - inline Index* _outerIndexPtr() - { return m_matrix.const_cast_derived()._outerIndexPtr() + m_outerStart; } + inline const Index* outerIndexPtr() const + { return m_matrix.outerIndexPtr() + m_outerStart; } + inline Index* outerIndexPtr() + { return m_matrix.const_cast_derived().outerIndexPtr() + m_outerStart; } Index nonZeros() const { - return std::size_t(m_matrix._outerIndexPtr()[m_outerStart+m_outerSize.value()]) - - std::size_t(m_matrix._outerIndexPtr()[m_outerStart]); + if(m_matrix.isCompressed()) + return std::size_t(m_matrix.outerIndexPtr()[m_outerStart+m_outerSize.value()]) + - std::size_t(m_matrix.outerIndexPtr()[m_outerStart]); + else if(m_outerSize.value()==0) + return 0; + else + return Map<const Matrix<Index,Size,1> >(m_matrix.innerNonZeroPtr()+m_outerStart, m_outerSize.value()).sum(); } const Scalar& lastCoeff() const { EIGEN_STATIC_ASSERT_VECTOR_ONLY(SparseInnerVectorSet); eigen_assert(nonZeros()>0); - return m_matrix._valuePtr()[m_matrix._outerIndexPtr()[m_outerStart+1]-1]; + if(m_matrix.isCompressed()) + return m_matrix.valuePtr()[m_matrix.outerIndexPtr()[m_outerStart+1]-1]; + else + return m_matrix.valuePtr()[m_matrix.outerIndexPtr()[m_outerStart]+m_matrix.innerNonZeroPtr()[m_outerStart]-1]; } // template<typename Sparse> @@ -356,7 +276,7 @@ class SparseInnerVectorSet<SparseMatrix<_Scalar, _Options, _Index>, Size> protected: - const typename MatrixType::Nested m_matrix; + typename MatrixType::Nested m_matrix; Index m_outerStart; const internal::variable_if_dynamic<Index, Size> m_outerSize; @@ -412,11 +332,9 @@ template<typename Derived> const SparseInnerVectorSet<Derived,1> SparseMatrixBase<Derived>::innerVector(Index outer) const { return SparseInnerVectorSet<Derived,1>(derived(), outer); } -//---------- - /** \returns the i-th row of the matrix \c *this. For row-major matrix only. */ template<typename Derived> -SparseInnerVectorSet<Derived,Dynamic> SparseMatrixBase<Derived>::subrows(Index start, Index size) +SparseInnerVectorSet<Derived,Dynamic> SparseMatrixBase<Derived>::middleRows(Index start, Index size) { EIGEN_STATIC_ASSERT(IsRowMajor,THIS_METHOD_IS_ONLY_FOR_ROW_MAJOR_MATRICES); return innerVectors(start, size); @@ -425,7 +343,7 @@ SparseInnerVectorSet<Derived,Dynamic> SparseMatrixBase<Derived>::subrows(Index s /** \returns the i-th row of the matrix \c *this. For row-major matrix only. * (read-only version) */ template<typename Derived> -const SparseInnerVectorSet<Derived,Dynamic> SparseMatrixBase<Derived>::subrows(Index start, Index size) const +const SparseInnerVectorSet<Derived,Dynamic> SparseMatrixBase<Derived>::middleRows(Index start, Index size) const { EIGEN_STATIC_ASSERT(IsRowMajor,THIS_METHOD_IS_ONLY_FOR_ROW_MAJOR_MATRICES); return innerVectors(start, size); @@ -433,7 +351,7 @@ const SparseInnerVectorSet<Derived,Dynamic> SparseMatrixBase<Derived>::subrows(I /** \returns the i-th column of the matrix \c *this. For column-major matrix only. */ template<typename Derived> -SparseInnerVectorSet<Derived,Dynamic> SparseMatrixBase<Derived>::subcols(Index start, Index size) +SparseInnerVectorSet<Derived,Dynamic> SparseMatrixBase<Derived>::middleCols(Index start, Index size) { EIGEN_STATIC_ASSERT(!IsRowMajor,THIS_METHOD_IS_ONLY_FOR_COLUMN_MAJOR_MATRICES); return innerVectors(start, size); @@ -442,12 +360,14 @@ SparseInnerVectorSet<Derived,Dynamic> SparseMatrixBase<Derived>::subcols(Index s /** \returns the i-th column of the matrix \c *this. For column-major matrix only. * (read-only version) */ template<typename Derived> -const SparseInnerVectorSet<Derived,Dynamic> SparseMatrixBase<Derived>::subcols(Index start, Index size) const +const SparseInnerVectorSet<Derived,Dynamic> SparseMatrixBase<Derived>::middleCols(Index start, Index size) const { EIGEN_STATIC_ASSERT(!IsRowMajor,THIS_METHOD_IS_ONLY_FOR_COLUMN_MAJOR_MATRICES); return innerVectors(start, size); } + + /** \returns the \a outer -th column (resp. row) of the matrix \c *this if \c *this * is col-major (resp. row-major). */ @@ -462,4 +382,6 @@ template<typename Derived> const SparseInnerVectorSet<Derived,Dynamic> SparseMatrixBase<Derived>::innerVectors(Index outerStart, Index outerSize) const { return SparseInnerVectorSet<Derived,Dynamic>(derived(), outerStart, outerSize); } +} // end namespace Eigen + #endif // EIGEN_SPARSE_BLOCK_H diff --git a/extern/Eigen3/Eigen/src/Sparse/SparseCwiseBinaryOp.h b/extern/Eigen3/Eigen/src/SparseCore/SparseCwiseBinaryOp.h index cde5bbc0300..d5f97f78fc9 100644 --- a/extern/Eigen3/Eigen/src/Sparse/SparseCwiseBinaryOp.h +++ b/extern/Eigen3/Eigen/src/SparseCore/SparseCwiseBinaryOp.h @@ -3,28 +3,15 @@ // // Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_SPARSE_CWISE_BINARY_OP_H #define EIGEN_SPARSE_CWISE_BINARY_OP_H +namespace Eigen { + // Here we have to handle 3 cases: // 1 - sparse op dense // 2 - dense op sparse @@ -63,8 +50,18 @@ class CwiseBinaryOpImpl<BinaryOp, Lhs, Rhs, Sparse> { public: class InnerIterator; + class ReverseInnerIterator; typedef CwiseBinaryOp<BinaryOp, Lhs, Rhs> Derived; EIGEN_SPARSE_PUBLIC_INTERFACE(Derived) + CwiseBinaryOpImpl() + { + typedef typename internal::traits<Lhs>::StorageKind LhsStorageKind; + typedef typename internal::traits<Rhs>::StorageKind RhsStorageKind; + EIGEN_STATIC_ASSERT(( + (!internal::is_same<LhsStorageKind,RhsStorageKind>::value) + || ((Lhs::Flags&RowMajorBit) == (Rhs::Flags&RowMajorBit))), + THE_STORAGE_ORDER_OF_BOTH_SIDES_MUST_MATCH); + } }; template<typename BinaryOp, typename Lhs, typename Rhs> @@ -76,7 +73,7 @@ class CwiseBinaryOpImpl<BinaryOp,Lhs,Rhs,Sparse>::InnerIterator typedef internal::sparse_cwise_binary_op_inner_iterator_selector< BinaryOp,Lhs,Rhs, InnerIterator> Base; - EIGEN_STRONG_INLINE InnerIterator(const CwiseBinaryOpImpl& binOp, Index outer) + EIGEN_STRONG_INLINE InnerIterator(const CwiseBinaryOpImpl& binOp, typename CwiseBinaryOpImpl::Index outer) : Base(binOp.derived(),outer) {} }; @@ -246,7 +243,7 @@ class sparse_cwise_binary_op_inner_iterator_selector<scalar_product_op<T>, Lhs, EIGEN_STRONG_INLINE operator bool() const { return m_lhsIter; } protected: - const RhsNested m_rhs; + RhsNested m_rhs; LhsIterator m_lhsIter; const BinaryFunc m_functor; const Index m_outer; @@ -298,16 +295,6 @@ class sparse_cwise_binary_op_inner_iterator_selector<scalar_product_op<T>, Lhs, * Implementation of SparseMatrixBase and SparseCwise functions/operators ***************************************************************************/ -// template<typename Derived> -// template<typename OtherDerived> -// EIGEN_STRONG_INLINE const CwiseBinaryOp<internal::scalar_difference_op<typename internal::traits<Derived>::Scalar>, -// Derived, OtherDerived> -// SparseMatrixBase<Derived>::operator-(const SparseMatrixBase<OtherDerived> &other) const -// { -// return CwiseBinaryOp<internal::scalar_difference_op<Scalar>, -// Derived, OtherDerived>(derived(), other.derived()); -// } - template<typename Derived> template<typename OtherDerived> EIGEN_STRONG_INLINE Derived & @@ -316,14 +303,6 @@ SparseMatrixBase<Derived>::operator-=(const SparseMatrixBase<OtherDerived> &othe return *this = derived() - other.derived(); } -// template<typename Derived> -// template<typename OtherDerived> -// EIGEN_STRONG_INLINE const CwiseBinaryOp<internal::scalar_sum_op<typename internal::traits<Derived>::Scalar>, Derived, OtherDerived> -// SparseMatrixBase<Derived>::operator+(const SparseMatrixBase<OtherDerived> &other) const -// { -// return CwiseBinaryOp<internal::scalar_sum_op<Scalar>, Derived, OtherDerived>(derived(), other.derived()); -// } - template<typename Derived> template<typename OtherDerived> EIGEN_STRONG_INLINE Derived & @@ -332,14 +311,6 @@ SparseMatrixBase<Derived>::operator+=(const SparseMatrixBase<OtherDerived>& othe return *this = derived() + other.derived(); } -// template<typename ExpressionType> -// template<typename OtherDerived> -// EIGEN_STRONG_INLINE const EIGEN_SPARSE_CWISE_PRODUCT_RETURN_TYPE -// SparseCwise<ExpressionType>::operator*(const SparseMatrixBase<OtherDerived> &other) const -// { -// return EIGEN_SPARSE_CWISE_PRODUCT_RETURN_TYPE(_expression(), other.derived()); -// } - template<typename Derived> template<typename OtherDerived> EIGEN_STRONG_INLINE const EIGEN_SPARSE_CWISE_PRODUCT_RETURN_TYPE @@ -348,28 +319,6 @@ SparseMatrixBase<Derived>::cwiseProduct(const MatrixBase<OtherDerived> &other) c return EIGEN_SPARSE_CWISE_PRODUCT_RETURN_TYPE(derived(), other.derived()); } -// template<typename ExpressionType> -// template<typename OtherDerived> -// EIGEN_STRONG_INLINE const EIGEN_SPARSE_CWISE_BINOP_RETURN_TYPE(internal::scalar_quotient_op) -// SparseCwise<ExpressionType>::operator/(const SparseMatrixBase<OtherDerived> &other) const -// { -// return EIGEN_SPARSE_CWISE_BINOP_RETURN_TYPE(internal::scalar_quotient_op)(_expression(), other.derived()); -// } -// -// template<typename ExpressionType> -// template<typename OtherDerived> -// EIGEN_STRONG_INLINE const EIGEN_SPARSE_CWISE_BINOP_RETURN_TYPE(internal::scalar_quotient_op) -// SparseCwise<ExpressionType>::operator/(const MatrixBase<OtherDerived> &other) const -// { -// return EIGEN_SPARSE_CWISE_BINOP_RETURN_TYPE(internal::scalar_quotient_op)(_expression(), other.derived()); -// } - -// template<typename ExpressionType> -// template<typename OtherDerived> -// inline ExpressionType& SparseCwise<ExpressionType>::operator*=(const SparseMatrixBase<OtherDerived> &other) -// { -// return m_matrix.const_cast_derived() = _expression() * other.derived(); -// } - +} // end namespace Eigen #endif // EIGEN_SPARSE_CWISE_BINARY_OP_H diff --git a/extern/Eigen3/Eigen/src/SparseCore/SparseCwiseUnaryOp.h b/extern/Eigen3/Eigen/src/SparseCore/SparseCwiseUnaryOp.h new file mode 100644 index 00000000000..5a50c780303 --- /dev/null +++ b/extern/Eigen3/Eigen/src/SparseCore/SparseCwiseUnaryOp.h @@ -0,0 +1,163 @@ +// This file is part of Eigen, a lightweight C++ template library +// for linear algebra. +// +// Copyright (C) 2008-2010 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_SPARSE_CWISE_UNARY_OP_H +#define EIGEN_SPARSE_CWISE_UNARY_OP_H + +namespace Eigen { + +template<typename UnaryOp, typename MatrixType> +class CwiseUnaryOpImpl<UnaryOp,MatrixType,Sparse> + : public SparseMatrixBase<CwiseUnaryOp<UnaryOp, MatrixType> > +{ + public: + + class InnerIterator; + class ReverseInnerIterator; + + typedef CwiseUnaryOp<UnaryOp, MatrixType> Derived; + EIGEN_SPARSE_PUBLIC_INTERFACE(Derived) + + protected: + typedef typename internal::traits<Derived>::_XprTypeNested _MatrixTypeNested; + typedef typename _MatrixTypeNested::InnerIterator MatrixTypeIterator; + typedef typename _MatrixTypeNested::ReverseInnerIterator MatrixTypeReverseIterator; +}; + +template<typename UnaryOp, typename MatrixType> +class CwiseUnaryOpImpl<UnaryOp,MatrixType,Sparse>::InnerIterator + : public CwiseUnaryOpImpl<UnaryOp,MatrixType,Sparse>::MatrixTypeIterator +{ + typedef typename CwiseUnaryOpImpl::Scalar Scalar; + typedef typename CwiseUnaryOpImpl<UnaryOp,MatrixType,Sparse>::MatrixTypeIterator Base; + public: + + EIGEN_STRONG_INLINE InnerIterator(const CwiseUnaryOpImpl& unaryOp, typename CwiseUnaryOpImpl::Index outer) + : Base(unaryOp.derived().nestedExpression(),outer), m_functor(unaryOp.derived().functor()) + {} + + EIGEN_STRONG_INLINE InnerIterator& operator++() + { Base::operator++(); return *this; } + + EIGEN_STRONG_INLINE typename CwiseUnaryOpImpl::Scalar value() const { return m_functor(Base::value()); } + + protected: + const UnaryOp m_functor; + private: + typename CwiseUnaryOpImpl::Scalar& valueRef(); +}; + +template<typename UnaryOp, typename MatrixType> +class CwiseUnaryOpImpl<UnaryOp,MatrixType,Sparse>::ReverseInnerIterator + : public CwiseUnaryOpImpl<UnaryOp,MatrixType,Sparse>::MatrixTypeReverseIterator +{ + typedef typename CwiseUnaryOpImpl::Scalar Scalar; + typedef typename CwiseUnaryOpImpl<UnaryOp,MatrixType,Sparse>::MatrixTypeReverseIterator Base; + public: + + EIGEN_STRONG_INLINE ReverseInnerIterator(const CwiseUnaryOpImpl& unaryOp, typename CwiseUnaryOpImpl::Index outer) + : Base(unaryOp.derived().nestedExpression(),outer), m_functor(unaryOp.derived().functor()) + {} + + EIGEN_STRONG_INLINE ReverseInnerIterator& operator--() + { Base::operator--(); return *this; } + + EIGEN_STRONG_INLINE typename CwiseUnaryOpImpl::Scalar value() const { return m_functor(Base::value()); } + + protected: + const UnaryOp m_functor; + private: + typename CwiseUnaryOpImpl::Scalar& valueRef(); +}; + +template<typename ViewOp, typename MatrixType> +class CwiseUnaryViewImpl<ViewOp,MatrixType,Sparse> + : public SparseMatrixBase<CwiseUnaryView<ViewOp, MatrixType> > +{ + public: + + class InnerIterator; + class ReverseInnerIterator; + + typedef CwiseUnaryView<ViewOp, MatrixType> Derived; + EIGEN_SPARSE_PUBLIC_INTERFACE(Derived) + + protected: + typedef typename internal::traits<Derived>::_MatrixTypeNested _MatrixTypeNested; + typedef typename _MatrixTypeNested::InnerIterator MatrixTypeIterator; + typedef typename _MatrixTypeNested::ReverseInnerIterator MatrixTypeReverseIterator; +}; + +template<typename ViewOp, typename MatrixType> +class CwiseUnaryViewImpl<ViewOp,MatrixType,Sparse>::InnerIterator + : public CwiseUnaryViewImpl<ViewOp,MatrixType,Sparse>::MatrixTypeIterator +{ + typedef typename CwiseUnaryViewImpl::Scalar Scalar; + typedef typename CwiseUnaryViewImpl<ViewOp,MatrixType,Sparse>::MatrixTypeIterator Base; + public: + + EIGEN_STRONG_INLINE InnerIterator(const CwiseUnaryViewImpl& unaryOp, typename CwiseUnaryViewImpl::Index outer) + : Base(unaryOp.derived().nestedExpression(),outer), m_functor(unaryOp.derived().functor()) + {} + + EIGEN_STRONG_INLINE InnerIterator& operator++() + { Base::operator++(); return *this; } + + EIGEN_STRONG_INLINE typename CwiseUnaryViewImpl::Scalar value() const { return m_functor(Base::value()); } + EIGEN_STRONG_INLINE typename CwiseUnaryViewImpl::Scalar& valueRef() { return m_functor(Base::valueRef()); } + + protected: + const ViewOp m_functor; +}; + +template<typename ViewOp, typename MatrixType> +class CwiseUnaryViewImpl<ViewOp,MatrixType,Sparse>::ReverseInnerIterator + : public CwiseUnaryViewImpl<ViewOp,MatrixType,Sparse>::MatrixTypeReverseIterator +{ + typedef typename CwiseUnaryViewImpl::Scalar Scalar; + typedef typename CwiseUnaryViewImpl<ViewOp,MatrixType,Sparse>::MatrixTypeReverseIterator Base; + public: + + EIGEN_STRONG_INLINE ReverseInnerIterator(const CwiseUnaryViewImpl& unaryOp, typename CwiseUnaryViewImpl::Index outer) + : Base(unaryOp.derived().nestedExpression(),outer), m_functor(unaryOp.derived().functor()) + {} + + EIGEN_STRONG_INLINE ReverseInnerIterator& operator--() + { Base::operator--(); return *this; } + + EIGEN_STRONG_INLINE typename CwiseUnaryViewImpl::Scalar value() const { return m_functor(Base::value()); } + EIGEN_STRONG_INLINE typename CwiseUnaryViewImpl::Scalar& valueRef() { return m_functor(Base::valueRef()); } + + protected: + const ViewOp m_functor; +}; + +template<typename Derived> +EIGEN_STRONG_INLINE Derived& +SparseMatrixBase<Derived>::operator*=(const Scalar& other) +{ + for (Index j=0; j<outerSize(); ++j) + for (typename Derived::InnerIterator i(derived(),j); i; ++i) + i.valueRef() *= other; + return derived(); +} + +template<typename Derived> +EIGEN_STRONG_INLINE Derived& +SparseMatrixBase<Derived>::operator/=(const Scalar& other) +{ + for (Index j=0; j<outerSize(); ++j) + for (typename Derived::InnerIterator i(derived(),j); i; ++i) + i.valueRef() /= other; + return derived(); +} + +} // end namespace Eigen + +#endif // EIGEN_SPARSE_CWISE_UNARY_OP_H diff --git a/extern/Eigen3/Eigen/src/Sparse/SparseDenseProduct.h b/extern/Eigen3/Eigen/src/SparseCore/SparseDenseProduct.h index 0f77aa5be99..6f32940d6c1 100644 --- a/extern/Eigen3/Eigen/src/Sparse/SparseDenseProduct.h +++ b/extern/Eigen3/Eigen/src/SparseCore/SparseDenseProduct.h @@ -3,28 +3,15 @@ // // Copyright (C) 2008-2010 Gael Guennebaud <gael.guennebaud@inria.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_SPARSEDENSEPRODUCT_H #define EIGEN_SPARSEDENSEPRODUCT_H +namespace Eigen { + template<typename Lhs, typename Rhs, int InnerSize> struct SparseDenseProductReturnType { typedef SparseTimeDenseProduct<Lhs,Rhs> Type; @@ -149,6 +136,102 @@ struct traits<SparseTimeDenseProduct<Lhs,Rhs> > typedef Dense StorageKind; typedef MatrixXpr XprKind; }; + +template<typename SparseLhsType, typename DenseRhsType, typename DenseResType, + int LhsStorageOrder = ((SparseLhsType::Flags&RowMajorBit)==RowMajorBit) ? RowMajor : ColMajor, + bool ColPerCol = ((DenseRhsType::Flags&RowMajorBit)==0) || DenseRhsType::ColsAtCompileTime==1> +struct sparse_time_dense_product_impl; + +template<typename SparseLhsType, typename DenseRhsType, typename DenseResType> +struct sparse_time_dense_product_impl<SparseLhsType,DenseRhsType,DenseResType, RowMajor, true> +{ + typedef typename internal::remove_all<SparseLhsType>::type Lhs; + typedef typename internal::remove_all<DenseRhsType>::type Rhs; + typedef typename internal::remove_all<DenseResType>::type Res; + typedef typename Lhs::Index Index; + typedef typename Lhs::InnerIterator LhsInnerIterator; + static void run(const SparseLhsType& lhs, const DenseRhsType& rhs, DenseResType& res, typename Res::Scalar alpha) + { + for(Index c=0; c<rhs.cols(); ++c) + { + int n = lhs.outerSize(); + for(Index j=0; j<n; ++j) + { + typename Res::Scalar tmp(0); + for(LhsInnerIterator it(lhs,j); it ;++it) + tmp += it.value() * rhs.coeff(it.index(),c); + res.coeffRef(j,c) = alpha * tmp; + } + } + } +}; + +template<typename SparseLhsType, typename DenseRhsType, typename DenseResType> +struct sparse_time_dense_product_impl<SparseLhsType,DenseRhsType,DenseResType, ColMajor, true> +{ + typedef typename internal::remove_all<SparseLhsType>::type Lhs; + typedef typename internal::remove_all<DenseRhsType>::type Rhs; + typedef typename internal::remove_all<DenseResType>::type Res; + typedef typename Lhs::InnerIterator LhsInnerIterator; + typedef typename Lhs::Index Index; + static void run(const SparseLhsType& lhs, const DenseRhsType& rhs, DenseResType& res, typename Res::Scalar alpha) + { + for(Index c=0; c<rhs.cols(); ++c) + { + for(Index j=0; j<lhs.outerSize(); ++j) + { + typename Res::Scalar rhs_j = alpha * rhs.coeff(j,c); + for(LhsInnerIterator it(lhs,j); it ;++it) + res.coeffRef(it.index(),c) += it.value() * rhs_j; + } + } + } +}; + +template<typename SparseLhsType, typename DenseRhsType, typename DenseResType> +struct sparse_time_dense_product_impl<SparseLhsType,DenseRhsType,DenseResType, RowMajor, false> +{ + typedef typename internal::remove_all<SparseLhsType>::type Lhs; + typedef typename internal::remove_all<DenseRhsType>::type Rhs; + typedef typename internal::remove_all<DenseResType>::type Res; + typedef typename Lhs::InnerIterator LhsInnerIterator; + typedef typename Lhs::Index Index; + static void run(const SparseLhsType& lhs, const DenseRhsType& rhs, DenseResType& res, typename Res::Scalar alpha) + { + for(Index j=0; j<lhs.outerSize(); ++j) + { + typename Res::RowXpr res_j(res.row(j)); + for(LhsInnerIterator it(lhs,j); it ;++it) + res_j += (alpha*it.value()) * rhs.row(it.index()); + } + } +}; + +template<typename SparseLhsType, typename DenseRhsType, typename DenseResType> +struct sparse_time_dense_product_impl<SparseLhsType,DenseRhsType,DenseResType, ColMajor, false> +{ + typedef typename internal::remove_all<SparseLhsType>::type Lhs; + typedef typename internal::remove_all<DenseRhsType>::type Rhs; + typedef typename internal::remove_all<DenseResType>::type Res; + typedef typename Lhs::InnerIterator LhsInnerIterator; + typedef typename Lhs::Index Index; + static void run(const SparseLhsType& lhs, const DenseRhsType& rhs, DenseResType& res, typename Res::Scalar alpha) + { + for(Index j=0; j<lhs.outerSize(); ++j) + { + typename Rhs::ConstRowXpr rhs_j(rhs.row(j)); + for(LhsInnerIterator it(lhs,j); it ;++it) + res.row(it.index()) += (alpha*it.value()) * rhs_j; + } + } +}; + +template<typename SparseLhsType, typename DenseRhsType, typename DenseResType,typename AlphaType> +inline void sparse_time_dense_product(const SparseLhsType& lhs, const DenseRhsType& rhs, DenseResType& res, const AlphaType& alpha) +{ + sparse_time_dense_product_impl<SparseLhsType,DenseRhsType,DenseResType>::run(lhs, rhs, res, alpha); +} + } // end namespace internal template<typename Lhs, typename Rhs> @@ -163,21 +246,7 @@ class SparseTimeDenseProduct template<typename Dest> void scaleAndAddTo(Dest& dest, Scalar alpha) const { - typedef typename internal::remove_all<Lhs>::type _Lhs; - typedef typename internal::remove_all<Rhs>::type _Rhs; - typedef typename _Lhs::InnerIterator LhsInnerIterator; - enum { LhsIsRowMajor = (_Lhs::Flags&RowMajorBit)==RowMajorBit }; - for(Index j=0; j<m_lhs.outerSize(); ++j) - { - typename Rhs::Scalar rhs_j = alpha * m_rhs.coeff(LhsIsRowMajor ? 0 : j,0); - typename Dest::RowXpr dest_j(dest.row(LhsIsRowMajor ? j : 0)); - for(LhsInnerIterator it(m_lhs,j); it ;++it) - { - if(LhsIsRowMajor) dest_j += (alpha*it.value()) * m_rhs.row(it.index()); - else if(Rhs::ColsAtCompileTime==1) dest.coeffRef(it.index()) += it.value() * rhs_j; - else dest.row(it.index()) += (alpha*it.value()) * m_rhs.row(j); - } - } + internal::sparse_time_dense_product(m_lhs, m_rhs, dest, alpha); } private: @@ -207,12 +276,10 @@ class DenseTimeSparseProduct template<typename Dest> void scaleAndAddTo(Dest& dest, Scalar alpha) const { - typedef typename internal::remove_all<Rhs>::type _Rhs; - typedef typename _Rhs::InnerIterator RhsInnerIterator; - enum { RhsIsRowMajor = (_Rhs::Flags&RowMajorBit)==RowMajorBit }; - for(Index j=0; j<m_rhs.outerSize(); ++j) - for(RhsInnerIterator i(m_rhs,j); i; ++i) - dest.col(RhsIsRowMajor ? i.index() : j) += (alpha*i.value()) * m_lhs.col(RhsIsRowMajor ? j : i.index()); + Transpose<const _LhsNested> lhs_t(m_lhs); + Transpose<const _RhsNested> rhs_t(m_rhs); + Transpose<Dest> dest_t(dest); + internal::sparse_time_dense_product(rhs_t, lhs_t, dest_t, alpha); } private: @@ -228,4 +295,6 @@ SparseMatrixBase<Derived>::operator*(const MatrixBase<OtherDerived> &other) cons return typename SparseDenseProductReturnType<Derived,OtherDerived>::Type(derived(), other.derived()); } +} // end namespace Eigen + #endif // EIGEN_SPARSEDENSEPRODUCT_H diff --git a/extern/Eigen3/Eigen/src/Sparse/SparseDiagonalProduct.h b/extern/Eigen3/Eigen/src/SparseCore/SparseDiagonalProduct.h index fb9a29c051b..095bf6863fc 100644 --- a/extern/Eigen3/Eigen/src/Sparse/SparseDiagonalProduct.h +++ b/extern/Eigen3/Eigen/src/SparseCore/SparseDiagonalProduct.h @@ -3,28 +3,15 @@ // // Copyright (C) 2009 Gael Guennebaud <gael.guennebaud@inria.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_SPARSE_DIAGONAL_PRODUCT_H #define EIGEN_SPARSE_DIAGONAL_PRODUCT_H +namespace Eigen { + // The product of a diagonal matrix with a sparse matrix can be easily // implemented using expression template. // We have two consider very different cases: @@ -192,4 +179,6 @@ SparseMatrixBase<Derived>::operator*(const DiagonalBase<OtherDerived> &other) co return SparseDiagonalProduct<Derived,OtherDerived>(this->derived(), other.derived()); } +} // end namespace Eigen + #endif // EIGEN_SPARSE_DIAGONAL_PRODUCT_H diff --git a/extern/Eigen3/Eigen/src/Sparse/SparseDot.h b/extern/Eigen3/Eigen/src/SparseCore/SparseDot.h index 1f10f71a402..5c4a593dc01 100644 --- a/extern/Eigen3/Eigen/src/Sparse/SparseDot.h +++ b/extern/Eigen3/Eigen/src/SparseCore/SparseDot.h @@ -3,28 +3,15 @@ // // Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_SPARSE_DOT_H #define EIGEN_SPARSE_DOT_H +namespace Eigen { + template<typename Derived> template<typename OtherDerived> typename internal::traits<Derived>::Scalar @@ -40,7 +27,7 @@ SparseMatrixBase<Derived>::dot(const MatrixBase<OtherDerived>& other) const eigen_assert(other.size()>0 && "you are using a non initialized vector"); typename Derived::InnerIterator i(derived(),0); - Scalar res = 0; + Scalar res(0); while (i) { res += internal::conj(i.value()) * other.coeff(i.index()); @@ -62,9 +49,17 @@ SparseMatrixBase<Derived>::dot(const SparseMatrixBase<OtherDerived>& other) cons eigen_assert(size() == other.size()); - typename Derived::InnerIterator i(derived(),0); - typename OtherDerived::InnerIterator j(other.derived(),0); - Scalar res = 0; + typedef typename Derived::Nested Nested; + typedef typename OtherDerived::Nested OtherNested; + typedef typename internal::remove_all<Nested>::type NestedCleaned; + typedef typename internal::remove_all<OtherNested>::type OtherNestedCleaned; + + const Nested nthis(derived()); + const OtherNested nother(other.derived()); + + typename NestedCleaned::InnerIterator i(nthis,0); + typename OtherNestedCleaned::InnerIterator j(nother,0); + Scalar res(0); while (i && j) { if (i.index()==j.index()) @@ -94,4 +89,6 @@ SparseMatrixBase<Derived>::norm() const return internal::sqrt(squaredNorm()); } +} // end namespace Eigen + #endif // EIGEN_SPARSE_DOT_H diff --git a/extern/Eigen3/Eigen/src/SparseCore/SparseFuzzy.h b/extern/Eigen3/Eigen/src/SparseCore/SparseFuzzy.h new file mode 100644 index 00000000000..45f36e9eb90 --- /dev/null +++ b/extern/Eigen3/Eigen/src/SparseCore/SparseFuzzy.h @@ -0,0 +1,26 @@ +// This file is part of Eigen, a lightweight C++ template library +// for linear algebra. +// +// Copyright (C) 2008 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_SPARSE_FUZZY_H +#define EIGEN_SPARSE_FUZZY_H + +// template<typename Derived> +// template<typename OtherDerived> +// bool SparseMatrixBase<Derived>::isApprox( +// const OtherDerived& other, +// typename NumTraits<Scalar>::Real prec +// ) const +// { +// const typename internal::nested<Derived,2>::type nested(derived()); +// const typename internal::nested<OtherDerived,2>::type otherNested(other.derived()); +// return (nested - otherNested).cwise().abs2().sum() +// <= prec * prec * (std::min)(nested.cwise().abs2().sum(), otherNested.cwise().abs2().sum()); +// } + +#endif // EIGEN_SPARSE_FUZZY_H diff --git a/extern/Eigen3/Eigen/src/SparseCore/SparseMatrix.h b/extern/Eigen3/Eigen/src/SparseCore/SparseMatrix.h new file mode 100644 index 00000000000..efb774f031b --- /dev/null +++ b/extern/Eigen3/Eigen/src/SparseCore/SparseMatrix.h @@ -0,0 +1,1116 @@ +// This file is part of Eigen, a lightweight C++ template library +// for linear algebra. +// +// Copyright (C) 2008-2010 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_SPARSEMATRIX_H +#define EIGEN_SPARSEMATRIX_H + +namespace Eigen { + +/** \ingroup SparseCore_Module + * + * \class SparseMatrix + * + * \brief A versatible sparse matrix representation + * + * This class implements a more versatile variants of the common \em compressed row/column storage format. + * Each colmun's (resp. row) non zeros are stored as a pair of value with associated row (resp. colmiun) index. + * All the non zeros are stored in a single large buffer. Unlike the \em compressed format, there might be extra + * space inbetween the nonzeros of two successive colmuns (resp. rows) such that insertion of new non-zero + * can be done with limited memory reallocation and copies. + * + * A call to the function makeCompressed() turns the matrix into the standard \em compressed format + * compatible with many library. + * + * More details on this storage sceheme are given in the \ref TutorialSparse "manual pages". + * + * \tparam _Scalar the scalar type, i.e. the type of the coefficients + * \tparam _Options Union of bit flags controlling the storage scheme. Currently the only possibility + * is RowMajor. The default is 0 which means column-major. + * \tparam _Index the type of the indices. It has to be a \b signed type (e.g., short, int, std::ptrdiff_t). Default is \c int. + * + * This class can be extended with the help of the plugin mechanism described on the page + * \ref TopicCustomizingEigen by defining the preprocessor symbol \c EIGEN_SPARSEMATRIX_PLUGIN. + */ + +namespace internal { +template<typename _Scalar, int _Options, typename _Index> +struct traits<SparseMatrix<_Scalar, _Options, _Index> > +{ + typedef _Scalar Scalar; + typedef _Index Index; + typedef Sparse StorageKind; + typedef MatrixXpr XprKind; + enum { + RowsAtCompileTime = Dynamic, + ColsAtCompileTime = Dynamic, + MaxRowsAtCompileTime = Dynamic, + MaxColsAtCompileTime = Dynamic, + Flags = _Options | NestByRefBit | LvalueBit, + CoeffReadCost = NumTraits<Scalar>::ReadCost, + SupportedAccessPatterns = InnerRandomAccessPattern + }; +}; + +template<typename _Scalar, int _Options, typename _Index, int DiagIndex> +struct traits<Diagonal<const SparseMatrix<_Scalar, _Options, _Index>, DiagIndex> > +{ + typedef SparseMatrix<_Scalar, _Options, _Index> MatrixType; + typedef typename nested<MatrixType>::type MatrixTypeNested; + typedef typename remove_reference<MatrixTypeNested>::type _MatrixTypeNested; + + typedef _Scalar Scalar; + typedef Dense StorageKind; + typedef _Index Index; + typedef MatrixXpr XprKind; + + enum { + RowsAtCompileTime = Dynamic, + ColsAtCompileTime = 1, + MaxRowsAtCompileTime = Dynamic, + MaxColsAtCompileTime = 1, + Flags = 0, + CoeffReadCost = _MatrixTypeNested::CoeffReadCost*10 + }; +}; + +} // end namespace internal + +template<typename _Scalar, int _Options, typename _Index> +class SparseMatrix + : public SparseMatrixBase<SparseMatrix<_Scalar, _Options, _Index> > +{ + public: + EIGEN_SPARSE_PUBLIC_INTERFACE(SparseMatrix) + EIGEN_SPARSE_INHERIT_ASSIGNMENT_OPERATOR(SparseMatrix, +=) + EIGEN_SPARSE_INHERIT_ASSIGNMENT_OPERATOR(SparseMatrix, -=) + + typedef MappedSparseMatrix<Scalar,Flags> Map; + using Base::IsRowMajor; + typedef internal::CompressedStorage<Scalar,Index> Storage; + enum { + Options = _Options + }; + + protected: + + typedef SparseMatrix<Scalar,(Flags&~RowMajorBit)|(IsRowMajor?RowMajorBit:0)> TransposedSparseMatrix; + + Index m_outerSize; + Index m_innerSize; + Index* m_outerIndex; + Index* m_innerNonZeros; // optional, if null then the data is compressed + Storage m_data; + + Eigen::Map<Matrix<Index,Dynamic,1> > innerNonZeros() { return Eigen::Map<Matrix<Index,Dynamic,1> >(m_innerNonZeros, m_innerNonZeros?m_outerSize:0); } + const Eigen::Map<const Matrix<Index,Dynamic,1> > innerNonZeros() const { return Eigen::Map<const Matrix<Index,Dynamic,1> >(m_innerNonZeros, m_innerNonZeros?m_outerSize:0); } + + public: + + /** \returns whether \c *this is in compressed form. */ + inline bool isCompressed() const { return m_innerNonZeros==0; } + + /** \returns the number of rows of the matrix */ + inline Index rows() const { return IsRowMajor ? m_outerSize : m_innerSize; } + /** \returns the number of columns of the matrix */ + inline Index cols() const { return IsRowMajor ? m_innerSize : m_outerSize; } + + /** \returns the number of rows (resp. columns) of the matrix if the storage order column major (resp. row major) */ + inline Index innerSize() const { return m_innerSize; } + /** \returns the number of columns (resp. rows) of the matrix if the storage order column major (resp. row major) */ + inline Index outerSize() const { return m_outerSize; } + + /** \returns a const pointer to the array of values. + * This function is aimed at interoperability with other libraries. + * \sa innerIndexPtr(), outerIndexPtr() */ + inline const Scalar* valuePtr() const { return &m_data.value(0); } + /** \returns a non-const pointer to the array of values. + * This function is aimed at interoperability with other libraries. + * \sa innerIndexPtr(), outerIndexPtr() */ + inline Scalar* valuePtr() { return &m_data.value(0); } + + /** \returns a const pointer to the array of inner indices. + * This function is aimed at interoperability with other libraries. + * \sa valuePtr(), outerIndexPtr() */ + inline const Index* innerIndexPtr() const { return &m_data.index(0); } + /** \returns a non-const pointer to the array of inner indices. + * This function is aimed at interoperability with other libraries. + * \sa valuePtr(), outerIndexPtr() */ + inline Index* innerIndexPtr() { return &m_data.index(0); } + + /** \returns a const pointer to the array of the starting positions of the inner vectors. + * This function is aimed at interoperability with other libraries. + * \sa valuePtr(), innerIndexPtr() */ + inline const Index* outerIndexPtr() const { return m_outerIndex; } + /** \returns a non-const pointer to the array of the starting positions of the inner vectors. + * This function is aimed at interoperability with other libraries. + * \sa valuePtr(), innerIndexPtr() */ + inline Index* outerIndexPtr() { return m_outerIndex; } + + /** \returns a const pointer to the array of the number of non zeros of the inner vectors. + * This function is aimed at interoperability with other libraries. + * \warning it returns the null pointer 0 in compressed mode */ + inline const Index* innerNonZeroPtr() const { return m_innerNonZeros; } + /** \returns a non-const pointer to the array of the number of non zeros of the inner vectors. + * This function is aimed at interoperability with other libraries. + * \warning it returns the null pointer 0 in compressed mode */ + inline Index* innerNonZeroPtr() { return m_innerNonZeros; } + + /** \internal */ + inline Storage& data() { return m_data; } + /** \internal */ + inline const Storage& data() const { return m_data; } + + /** \returns the value of the matrix at position \a i, \a j + * This function returns Scalar(0) if the element is an explicit \em zero */ + inline Scalar coeff(Index row, Index col) const + { + const Index outer = IsRowMajor ? row : col; + const Index inner = IsRowMajor ? col : row; + Index end = m_innerNonZeros ? m_outerIndex[outer] + m_innerNonZeros[outer] : m_outerIndex[outer+1]; + return m_data.atInRange(m_outerIndex[outer], end, inner); + } + + /** \returns a non-const reference to the value of the matrix at position \a i, \a j + * + * If the element does not exist then it is inserted via the insert(Index,Index) function + * which itself turns the matrix into a non compressed form if that was not the case. + * + * This is a O(log(nnz_j)) operation (binary search) plus the cost of insert(Index,Index) + * function if the element does not already exist. + */ + inline Scalar& coeffRef(Index row, Index col) + { + const Index outer = IsRowMajor ? row : col; + const Index inner = IsRowMajor ? col : row; + + Index start = m_outerIndex[outer]; + Index end = m_innerNonZeros ? m_outerIndex[outer] + m_innerNonZeros[outer] : m_outerIndex[outer+1]; + eigen_assert(end>=start && "you probably called coeffRef on a non finalized matrix"); + if(end<=start) + return insert(row,col); + const Index p = m_data.searchLowerIndex(start,end-1,inner); + if((p<end) && (m_data.index(p)==inner)) + return m_data.value(p); + else + return insert(row,col); + } + + /** \returns a reference to a novel non zero coefficient with coordinates \a row x \a col. + * The non zero coefficient must \b not already exist. + * + * If the matrix \c *this is in compressed mode, then \c *this is turned into uncompressed + * mode while reserving room for 2 non zeros per inner vector. It is strongly recommended to first + * call reserve(const SizesType &) to reserve a more appropriate number of elements per + * inner vector that better match your scenario. + * + * This function performs a sorted insertion in O(1) if the elements of each inner vector are + * inserted in increasing inner index order, and in O(nnz_j) for a random insertion. + * + */ + EIGEN_DONT_INLINE Scalar& insert(Index row, Index col) + { + if(isCompressed()) + { + reserve(VectorXi::Constant(outerSize(), 2)); + } + return insertUncompressed(row,col); + } + + public: + + class InnerIterator; + class ReverseInnerIterator; + + /** Removes all non zeros but keep allocated memory */ + inline void setZero() + { + m_data.clear(); + memset(m_outerIndex, 0, (m_outerSize+1)*sizeof(Index)); + if(m_innerNonZeros) + memset(m_innerNonZeros, 0, (m_outerSize)*sizeof(Index)); + } + + /** \returns the number of non zero coefficients */ + inline Index nonZeros() const + { + if(m_innerNonZeros) + return innerNonZeros().sum(); + return static_cast<Index>(m_data.size()); + } + + /** Preallocates \a reserveSize non zeros. + * + * Precondition: the matrix must be in compressed mode. */ + inline void reserve(Index reserveSize) + { + eigen_assert(isCompressed() && "This function does not make sense in non compressed mode."); + m_data.reserve(reserveSize); + } + + #ifdef EIGEN_PARSED_BY_DOXYGEN + /** Preallocates \a reserveSize[\c j] non zeros for each column (resp. row) \c j. + * + * This function turns the matrix in non-compressed mode */ + template<class SizesType> + inline void reserve(const SizesType& reserveSizes); + #else + template<class SizesType> + inline void reserve(const SizesType& reserveSizes, const typename SizesType::value_type& enableif = typename SizesType::value_type()) + { + EIGEN_UNUSED_VARIABLE(enableif); + reserveInnerVectors(reserveSizes); + } + template<class SizesType> + inline void reserve(const SizesType& reserveSizes, const typename SizesType::Scalar& enableif = + #if (!defined(_MSC_VER)) || (_MSC_VER>=1500) // MSVC 2005 fails to compile with this typename + typename + #endif + SizesType::Scalar()) + { + EIGEN_UNUSED_VARIABLE(enableif); + reserveInnerVectors(reserveSizes); + } + #endif // EIGEN_PARSED_BY_DOXYGEN + protected: + template<class SizesType> + inline void reserveInnerVectors(const SizesType& reserveSizes) + { + + if(isCompressed()) + { + std::size_t totalReserveSize = 0; + // turn the matrix into non-compressed mode + m_innerNonZeros = new Index[m_outerSize]; + + // temporarily use m_innerSizes to hold the new starting points. + Index* newOuterIndex = m_innerNonZeros; + + Index count = 0; + for(Index j=0; j<m_outerSize; ++j) + { + newOuterIndex[j] = count; + count += reserveSizes[j] + (m_outerIndex[j+1]-m_outerIndex[j]); + totalReserveSize += reserveSizes[j]; + } + m_data.reserve(totalReserveSize); + std::ptrdiff_t previousOuterIndex = m_outerIndex[m_outerSize]; + for(std::ptrdiff_t j=m_outerSize-1; j>=0; --j) + { + ptrdiff_t innerNNZ = previousOuterIndex - m_outerIndex[j]; + for(std::ptrdiff_t i=innerNNZ-1; i>=0; --i) + { + m_data.index(newOuterIndex[j]+i) = m_data.index(m_outerIndex[j]+i); + m_data.value(newOuterIndex[j]+i) = m_data.value(m_outerIndex[j]+i); + } + previousOuterIndex = m_outerIndex[j]; + m_outerIndex[j] = newOuterIndex[j]; + m_innerNonZeros[j] = innerNNZ; + } + m_outerIndex[m_outerSize] = m_outerIndex[m_outerSize-1] + m_innerNonZeros[m_outerSize-1] + reserveSizes[m_outerSize-1]; + + m_data.resize(m_outerIndex[m_outerSize]); + } + else + { + Index* newOuterIndex = new Index[m_outerSize+1]; + Index count = 0; + for(Index j=0; j<m_outerSize; ++j) + { + newOuterIndex[j] = count; + Index alreadyReserved = (m_outerIndex[j+1]-m_outerIndex[j]) - m_innerNonZeros[j]; + Index toReserve = std::max<std::ptrdiff_t>(reserveSizes[j], alreadyReserved); + count += toReserve + m_innerNonZeros[j]; + } + newOuterIndex[m_outerSize] = count; + + m_data.resize(count); + for(ptrdiff_t j=m_outerSize-1; j>=0; --j) + { + std::ptrdiff_t offset = newOuterIndex[j] - m_outerIndex[j]; + if(offset>0) + { + std::ptrdiff_t innerNNZ = m_innerNonZeros[j]; + for(std::ptrdiff_t i=innerNNZ-1; i>=0; --i) + { + m_data.index(newOuterIndex[j]+i) = m_data.index(m_outerIndex[j]+i); + m_data.value(newOuterIndex[j]+i) = m_data.value(m_outerIndex[j]+i); + } + } + } + + std::swap(m_outerIndex, newOuterIndex); + delete[] newOuterIndex; + } + + } + public: + + //--- low level purely coherent filling --- + + /** \internal + * \returns a reference to the non zero coefficient at position \a row, \a col assuming that: + * - the nonzero does not already exist + * - the new coefficient is the last one according to the storage order + * + * Before filling a given inner vector you must call the statVec(Index) function. + * + * After an insertion session, you should call the finalize() function. + * + * \sa insert, insertBackByOuterInner, startVec */ + inline Scalar& insertBack(Index row, Index col) + { + return insertBackByOuterInner(IsRowMajor?row:col, IsRowMajor?col:row); + } + + /** \internal + * \sa insertBack, startVec */ + inline Scalar& insertBackByOuterInner(Index outer, Index inner) + { + eigen_assert(size_t(m_outerIndex[outer+1]) == m_data.size() && "Invalid ordered insertion (invalid outer index)"); + eigen_assert( (m_outerIndex[outer+1]-m_outerIndex[outer]==0 || m_data.index(m_data.size()-1)<inner) && "Invalid ordered insertion (invalid inner index)"); + Index p = m_outerIndex[outer+1]; + ++m_outerIndex[outer+1]; + m_data.append(0, inner); + return m_data.value(p); + } + + /** \internal + * \warning use it only if you know what you are doing */ + inline Scalar& insertBackByOuterInnerUnordered(Index outer, Index inner) + { + Index p = m_outerIndex[outer+1]; + ++m_outerIndex[outer+1]; + m_data.append(0, inner); + return m_data.value(p); + } + + /** \internal + * \sa insertBack, insertBackByOuterInner */ + inline void startVec(Index outer) + { + eigen_assert(m_outerIndex[outer]==int(m_data.size()) && "You must call startVec for each inner vector sequentially"); + eigen_assert(m_outerIndex[outer+1]==0 && "You must call startVec for each inner vector sequentially"); + m_outerIndex[outer+1] = m_outerIndex[outer]; + } + + /** \internal + * Must be called after inserting a set of non zero entries using the low level compressed API. + */ + inline void finalize() + { + if(isCompressed()) + { + Index size = static_cast<Index>(m_data.size()); + Index i = m_outerSize; + // find the last filled column + while (i>=0 && m_outerIndex[i]==0) + --i; + ++i; + while (i<=m_outerSize) + { + m_outerIndex[i] = size; + ++i; + } + } + } + + //--- + + template<typename InputIterators> + void setFromTriplets(const InputIterators& begin, const InputIterators& end); + + void sumupDuplicates(); + + //--- + + /** \internal + * same as insert(Index,Index) except that the indices are given relative to the storage order */ + EIGEN_DONT_INLINE Scalar& insertByOuterInner(Index j, Index i) + { + return insert(IsRowMajor ? j : i, IsRowMajor ? i : j); + } + + /** Turns the matrix into the \em compressed format. + */ + void makeCompressed() + { + if(isCompressed()) + return; + + Index oldStart = m_outerIndex[1]; + m_outerIndex[1] = m_innerNonZeros[0]; + for(Index j=1; j<m_outerSize; ++j) + { + Index nextOldStart = m_outerIndex[j+1]; + std::ptrdiff_t offset = oldStart - m_outerIndex[j]; + if(offset>0) + { + for(Index k=0; k<m_innerNonZeros[j]; ++k) + { + m_data.index(m_outerIndex[j]+k) = m_data.index(oldStart+k); + m_data.value(m_outerIndex[j]+k) = m_data.value(oldStart+k); + } + } + m_outerIndex[j+1] = m_outerIndex[j] + m_innerNonZeros[j]; + oldStart = nextOldStart; + } + delete[] m_innerNonZeros; + m_innerNonZeros = 0; + m_data.resize(m_outerIndex[m_outerSize]); + m_data.squeeze(); + } + + /** Suppresses all nonzeros which are \b much \b smaller \b than \a reference under the tolerence \a epsilon */ + void prune(Scalar reference, RealScalar epsilon = NumTraits<RealScalar>::dummy_precision()) + { + prune(default_prunning_func(reference,epsilon)); + } + + /** Turns the matrix into compressed format, and suppresses all nonzeros which do not satisfy the predicate \a keep. + * The functor type \a KeepFunc must implement the following function: + * \code + * bool operator() (const Index& row, const Index& col, const Scalar& value) const; + * \endcode + * \sa prune(Scalar,RealScalar) + */ + template<typename KeepFunc> + void prune(const KeepFunc& keep = KeepFunc()) + { + // TODO optimize the uncompressed mode to avoid moving and allocating the data twice + // TODO also implement a unit test + makeCompressed(); + + Index k = 0; + for(Index j=0; j<m_outerSize; ++j) + { + Index previousStart = m_outerIndex[j]; + m_outerIndex[j] = k; + Index end = m_outerIndex[j+1]; + for(Index i=previousStart; i<end; ++i) + { + if(keep(IsRowMajor?j:m_data.index(i), IsRowMajor?m_data.index(i):j, m_data.value(i))) + { + m_data.value(k) = m_data.value(i); + m_data.index(k) = m_data.index(i); + ++k; + } + } + } + m_outerIndex[m_outerSize] = k; + m_data.resize(k,0); + } + + /** Resizes the matrix to a \a rows x \a cols matrix and initializes it to zero. + * \sa resizeNonZeros(Index), reserve(), setZero() + */ + void resize(Index rows, Index cols) + { + const Index outerSize = IsRowMajor ? rows : cols; + m_innerSize = IsRowMajor ? cols : rows; + m_data.clear(); + if (m_outerSize != outerSize || m_outerSize==0) + { + delete[] m_outerIndex; + m_outerIndex = new Index [outerSize+1]; + m_outerSize = outerSize; + } + if(m_innerNonZeros) + { + delete[] m_innerNonZeros; + m_innerNonZeros = 0; + } + memset(m_outerIndex, 0, (m_outerSize+1)*sizeof(Index)); + } + + /** \internal + * Resize the nonzero vector to \a size */ + void resizeNonZeros(Index size) + { + // TODO remove this function + m_data.resize(size); + } + + /** \returns a const expression of the diagonal coefficients */ + const Diagonal<const SparseMatrix> diagonal() const { return *this; } + + /** Default constructor yielding an empty \c 0 \c x \c 0 matrix */ + inline SparseMatrix() + : m_outerSize(-1), m_innerSize(0), m_outerIndex(0), m_innerNonZeros(0) + { + check_template_parameters(); + resize(0, 0); + } + + /** Constructs a \a rows \c x \a cols empty matrix */ + inline SparseMatrix(Index rows, Index cols) + : m_outerSize(0), m_innerSize(0), m_outerIndex(0), m_innerNonZeros(0) + { + check_template_parameters(); + resize(rows, cols); + } + + /** Constructs a sparse matrix from the sparse expression \a other */ + template<typename OtherDerived> + inline SparseMatrix(const SparseMatrixBase<OtherDerived>& other) + : m_outerSize(0), m_innerSize(0), m_outerIndex(0), m_innerNonZeros(0) + { + check_template_parameters(); + *this = other.derived(); + } + + /** Copy constructor (it performs a deep copy) */ + inline SparseMatrix(const SparseMatrix& other) + : Base(), m_outerSize(0), m_innerSize(0), m_outerIndex(0), m_innerNonZeros(0) + { + check_template_parameters(); + *this = other.derived(); + } + + /** Swaps the content of two sparse matrices of the same type. + * This is a fast operation that simply swaps the underlying pointers and parameters. */ + inline void swap(SparseMatrix& other) + { + //EIGEN_DBG_SPARSE(std::cout << "SparseMatrix:: swap\n"); + std::swap(m_outerIndex, other.m_outerIndex); + std::swap(m_innerSize, other.m_innerSize); + std::swap(m_outerSize, other.m_outerSize); + std::swap(m_innerNonZeros, other.m_innerNonZeros); + m_data.swap(other.m_data); + } + + inline SparseMatrix& operator=(const SparseMatrix& other) + { + if (other.isRValue()) + { + swap(other.const_cast_derived()); + } + else + { + initAssignment(other); + if(other.isCompressed()) + { + memcpy(m_outerIndex, other.m_outerIndex, (m_outerSize+1)*sizeof(Index)); + m_data = other.m_data; + } + else + { + Base::operator=(other); + } + } + return *this; + } + + #ifndef EIGEN_PARSED_BY_DOXYGEN + template<typename Lhs, typename Rhs> + inline SparseMatrix& operator=(const SparseSparseProduct<Lhs,Rhs>& product) + { return Base::operator=(product); } + + template<typename OtherDerived> + inline SparseMatrix& operator=(const ReturnByValue<OtherDerived>& other) + { return Base::operator=(other.derived()); } + + template<typename OtherDerived> + inline SparseMatrix& operator=(const EigenBase<OtherDerived>& other) + { return Base::operator=(other.derived()); } + #endif + + template<typename OtherDerived> + EIGEN_DONT_INLINE SparseMatrix& operator=(const SparseMatrixBase<OtherDerived>& other) + { + initAssignment(other.derived()); + const bool needToTranspose = (Flags & RowMajorBit) != (OtherDerived::Flags & RowMajorBit); + if (needToTranspose) + { + // two passes algorithm: + // 1 - compute the number of coeffs per dest inner vector + // 2 - do the actual copy/eval + // Since each coeff of the rhs has to be evaluated twice, let's evaluate it if needed + typedef typename internal::nested<OtherDerived,2>::type OtherCopy; + typedef typename internal::remove_all<OtherCopy>::type _OtherCopy; + OtherCopy otherCopy(other.derived()); + + Eigen::Map<Matrix<Index, Dynamic, 1> > (m_outerIndex,outerSize()).setZero(); + // pass 1 + // FIXME the above copy could be merged with that pass + for (Index j=0; j<otherCopy.outerSize(); ++j) + for (typename _OtherCopy::InnerIterator it(otherCopy, j); it; ++it) + ++m_outerIndex[it.index()]; + + // prefix sum + Index count = 0; + VectorXi positions(outerSize()); + for (Index j=0; j<outerSize(); ++j) + { + Index tmp = m_outerIndex[j]; + m_outerIndex[j] = count; + positions[j] = count; + count += tmp; + } + m_outerIndex[outerSize()] = count; + // alloc + m_data.resize(count); + // pass 2 + for (Index j=0; j<otherCopy.outerSize(); ++j) + { + for (typename _OtherCopy::InnerIterator it(otherCopy, j); it; ++it) + { + Index pos = positions[it.index()]++; + m_data.index(pos) = j; + m_data.value(pos) = it.value(); + } + } + return *this; + } + else + { + // there is no special optimization + return Base::operator=(other.derived()); + } + } + + friend std::ostream & operator << (std::ostream & s, const SparseMatrix& m) + { + EIGEN_DBG_SPARSE( + s << "Nonzero entries:\n"; + if(m.isCompressed()) + for (Index i=0; i<m.nonZeros(); ++i) + s << "(" << m.m_data.value(i) << "," << m.m_data.index(i) << ") "; + else + for (Index i=0; i<m.outerSize(); ++i) + { + int p = m.m_outerIndex[i]; + int pe = m.m_outerIndex[i]+m.m_innerNonZeros[i]; + Index k=p; + for (; k<pe; ++k) + s << "(" << m.m_data.value(k) << "," << m.m_data.index(k) << ") "; + for (; k<m.m_outerIndex[i+1]; ++k) + s << "(_,_) "; + } + s << std::endl; + s << std::endl; + s << "Outer pointers:\n"; + for (Index i=0; i<m.outerSize(); ++i) + s << m.m_outerIndex[i] << " "; + s << " $" << std::endl; + if(!m.isCompressed()) + { + s << "Inner non zeros:\n"; + for (Index i=0; i<m.outerSize(); ++i) + s << m.m_innerNonZeros[i] << " "; + s << " $" << std::endl; + } + s << std::endl; + ); + s << static_cast<const SparseMatrixBase<SparseMatrix>&>(m); + return s; + } + + /** Destructor */ + inline ~SparseMatrix() + { + delete[] m_outerIndex; + delete[] m_innerNonZeros; + } + +#ifndef EIGEN_PARSED_BY_DOXYGEN + /** Overloaded for performance */ + Scalar sum() const; +#endif + +# ifdef EIGEN_SPARSEMATRIX_PLUGIN +# include EIGEN_SPARSEMATRIX_PLUGIN +# endif + +protected: + + template<typename Other> + void initAssignment(const Other& other) + { + resize(other.rows(), other.cols()); + if(m_innerNonZeros) + { + delete[] m_innerNonZeros; + m_innerNonZeros = 0; + } + } + + /** \internal + * \sa insert(Index,Index) */ + EIGEN_DONT_INLINE Scalar& insertCompressed(Index row, Index col) + { + eigen_assert(isCompressed()); + + const Index outer = IsRowMajor ? row : col; + const Index inner = IsRowMajor ? col : row; + + Index previousOuter = outer; + if (m_outerIndex[outer+1]==0) + { + // we start a new inner vector + while (previousOuter>=0 && m_outerIndex[previousOuter]==0) + { + m_outerIndex[previousOuter] = static_cast<Index>(m_data.size()); + --previousOuter; + } + m_outerIndex[outer+1] = m_outerIndex[outer]; + } + + // here we have to handle the tricky case where the outerIndex array + // starts with: [ 0 0 0 0 0 1 ...] and we are inserted in, e.g., + // the 2nd inner vector... + bool isLastVec = (!(previousOuter==-1 && m_data.size()!=0)) + && (size_t(m_outerIndex[outer+1]) == m_data.size()); + + size_t startId = m_outerIndex[outer]; + // FIXME let's make sure sizeof(long int) == sizeof(size_t) + size_t p = m_outerIndex[outer+1]; + ++m_outerIndex[outer+1]; + + float reallocRatio = 1; + if (m_data.allocatedSize()<=m_data.size()) + { + // if there is no preallocated memory, let's reserve a minimum of 32 elements + if (m_data.size()==0) + { + m_data.reserve(32); + } + else + { + // we need to reallocate the data, to reduce multiple reallocations + // we use a smart resize algorithm based on the current filling ratio + // in addition, we use float to avoid integers overflows + float nnzEstimate = float(m_outerIndex[outer])*float(m_outerSize)/float(outer+1); + reallocRatio = (nnzEstimate-float(m_data.size()))/float(m_data.size()); + // furthermore we bound the realloc ratio to: + // 1) reduce multiple minor realloc when the matrix is almost filled + // 2) avoid to allocate too much memory when the matrix is almost empty + reallocRatio = (std::min)((std::max)(reallocRatio,1.5f),8.f); + } + } + m_data.resize(m_data.size()+1,reallocRatio); + + if (!isLastVec) + { + if (previousOuter==-1) + { + // oops wrong guess. + // let's correct the outer offsets + for (Index k=0; k<=(outer+1); ++k) + m_outerIndex[k] = 0; + Index k=outer+1; + while(m_outerIndex[k]==0) + m_outerIndex[k++] = 1; + while (k<=m_outerSize && m_outerIndex[k]!=0) + m_outerIndex[k++]++; + p = 0; + --k; + k = m_outerIndex[k]-1; + while (k>0) + { + m_data.index(k) = m_data.index(k-1); + m_data.value(k) = m_data.value(k-1); + k--; + } + } + else + { + // we are not inserting into the last inner vec + // update outer indices: + Index j = outer+2; + while (j<=m_outerSize && m_outerIndex[j]!=0) + m_outerIndex[j++]++; + --j; + // shift data of last vecs: + Index k = m_outerIndex[j]-1; + while (k>=Index(p)) + { + m_data.index(k) = m_data.index(k-1); + m_data.value(k) = m_data.value(k-1); + k--; + } + } + } + + while ( (p > startId) && (m_data.index(p-1) > inner) ) + { + m_data.index(p) = m_data.index(p-1); + m_data.value(p) = m_data.value(p-1); + --p; + } + + m_data.index(p) = inner; + return (m_data.value(p) = 0); + } + + /** \internal + * A vector object that is equal to 0 everywhere but v at the position i */ + class SingletonVector + { + Index m_index; + Index m_value; + public: + typedef Index value_type; + SingletonVector(Index i, Index v) + : m_index(i), m_value(v) + {} + + Index operator[](Index i) const { return i==m_index ? m_value : 0; } + }; + + /** \internal + * \sa insert(Index,Index) */ + EIGEN_DONT_INLINE Scalar& insertUncompressed(Index row, Index col) + { + eigen_assert(!isCompressed()); + + const Index outer = IsRowMajor ? row : col; + const Index inner = IsRowMajor ? col : row; + + std::ptrdiff_t room = m_outerIndex[outer+1] - m_outerIndex[outer]; + std::ptrdiff_t innerNNZ = m_innerNonZeros[outer]; + if(innerNNZ>=room) + { + // this inner vector is full, we need to reallocate the whole buffer :( + reserve(SingletonVector(outer,std::max<std::ptrdiff_t>(2,innerNNZ))); + } + + Index startId = m_outerIndex[outer]; + Index p = startId + m_innerNonZeros[outer]; + while ( (p > startId) && (m_data.index(p-1) > inner) ) + { + m_data.index(p) = m_data.index(p-1); + m_data.value(p) = m_data.value(p-1); + --p; + } + + m_innerNonZeros[outer]++; + + m_data.index(p) = inner; + return (m_data.value(p) = 0); + } + +public: + /** \internal + * \sa insert(Index,Index) */ + inline Scalar& insertBackUncompressed(Index row, Index col) + { + const Index outer = IsRowMajor ? row : col; + const Index inner = IsRowMajor ? col : row; + + eigen_assert(!isCompressed()); + eigen_assert(m_innerNonZeros[outer]<=(m_outerIndex[outer+1] - m_outerIndex[outer])); + + Index p = m_outerIndex[outer] + m_innerNonZeros[outer]; + m_innerNonZeros[outer]++; + m_data.index(p) = inner; + return (m_data.value(p) = 0); + } + +private: + static void check_template_parameters() + { + EIGEN_STATIC_ASSERT(NumTraits<Index>::IsSigned,THE_INDEX_TYPE_MUST_BE_A_SIGNED_TYPE); + } + + struct default_prunning_func { + default_prunning_func(Scalar ref, RealScalar eps) : reference(ref), epsilon(eps) {} + inline bool operator() (const Index&, const Index&, const Scalar& value) const + { + return !internal::isMuchSmallerThan(value, reference, epsilon); + } + Scalar reference; + RealScalar epsilon; + }; +}; + +template<typename Scalar, int _Options, typename _Index> +class SparseMatrix<Scalar,_Options,_Index>::InnerIterator +{ + public: + InnerIterator(const SparseMatrix& mat, Index outer) + : m_values(mat.valuePtr()), m_indices(mat.innerIndexPtr()), m_outer(outer), m_id(mat.m_outerIndex[outer]) + { + if(mat.isCompressed()) + m_end = mat.m_outerIndex[outer+1]; + else + m_end = m_id + mat.m_innerNonZeros[outer]; + } + + inline InnerIterator& operator++() { m_id++; return *this; } + + inline const Scalar& value() const { return m_values[m_id]; } + inline Scalar& valueRef() { return const_cast<Scalar&>(m_values[m_id]); } + + inline Index index() const { return m_indices[m_id]; } + inline Index outer() const { return m_outer; } + inline Index row() const { return IsRowMajor ? m_outer : index(); } + inline Index col() const { return IsRowMajor ? index() : m_outer; } + + inline operator bool() const { return (m_id < m_end); } + + protected: + const Scalar* m_values; + const Index* m_indices; + const Index m_outer; + Index m_id; + Index m_end; +}; + +template<typename Scalar, int _Options, typename _Index> +class SparseMatrix<Scalar,_Options,_Index>::ReverseInnerIterator +{ + public: + ReverseInnerIterator(const SparseMatrix& mat, Index outer) + : m_values(mat.valuePtr()), m_indices(mat.innerIndexPtr()), m_outer(outer), m_start(mat.m_outerIndex[outer]) + { + if(mat.isCompressed()) + m_id = mat.m_outerIndex[outer+1]; + else + m_id = m_start + mat.m_innerNonZeros[outer]; + } + + inline ReverseInnerIterator& operator--() { --m_id; return *this; } + + inline const Scalar& value() const { return m_values[m_id-1]; } + inline Scalar& valueRef() { return const_cast<Scalar&>(m_values[m_id-1]); } + + inline Index index() const { return m_indices[m_id-1]; } + inline Index outer() const { return m_outer; } + inline Index row() const { return IsRowMajor ? m_outer : index(); } + inline Index col() const { return IsRowMajor ? index() : m_outer; } + + inline operator bool() const { return (m_id > m_start); } + + protected: + const Scalar* m_values; + const Index* m_indices; + const Index m_outer; + Index m_id; + const Index m_start; +}; + +namespace internal { + +template<typename InputIterator, typename SparseMatrixType> +void set_from_triplets(const InputIterator& begin, const InputIterator& end, SparseMatrixType& mat, int Options = 0) +{ + EIGEN_UNUSED_VARIABLE(Options); + enum { IsRowMajor = SparseMatrixType::IsRowMajor }; + typedef typename SparseMatrixType::Scalar Scalar; + typedef typename SparseMatrixType::Index Index; + SparseMatrix<Scalar,IsRowMajor?ColMajor:RowMajor> trMat(mat.rows(),mat.cols()); + + // pass 1: count the nnz per inner-vector + VectorXi wi(trMat.outerSize()); + wi.setZero(); + for(InputIterator it(begin); it!=end; ++it) + wi(IsRowMajor ? it->col() : it->row())++; + + // pass 2: insert all the elements into trMat + trMat.reserve(wi); + for(InputIterator it(begin); it!=end; ++it) + trMat.insertBackUncompressed(it->row(),it->col()) = it->value(); + + // pass 3: + trMat.sumupDuplicates(); + + // pass 4: transposed copy -> implicit sorting + mat = trMat; +} + +} + + +/** Fill the matrix \c *this with the list of \em triplets defined by the iterator range \a begin - \b. + * + * A \em triplet is a tuple (i,j,value) defining a non-zero element. + * The input list of triplets does not have to be sorted, and can contains duplicated elements. + * In any case, the result is a \b sorted and \b compressed sparse matrix where the duplicates have been summed up. + * This is a \em O(n) operation, with \em n the number of triplet elements. + * The initial contents of \c *this is destroyed. + * The matrix \c *this must be properly resized beforehand using the SparseMatrix(Index,Index) constructor, + * or the resize(Index,Index) method. The sizes are not extracted from the triplet list. + * + * The \a InputIterators value_type must provide the following interface: + * \code + * Scalar value() const; // the value + * Scalar row() const; // the row index i + * Scalar col() const; // the column index j + * \endcode + * See for instance the Eigen::Triplet template class. + * + * Here is a typical usage example: + * \code + typedef Triplet<double> T; + std::vector<T> tripletList; + triplets.reserve(estimation_of_entries); + for(...) + { + // ... + tripletList.push_back(T(i,j,v_ij)); + } + SparseMatrixType m(rows,cols); + m.setFromTriplets(tripletList.begin(), tripletList.end()); + // m is ready to go! + * \endcode + * + * \warning The list of triplets is read multiple times (at least twice). Therefore, it is not recommended to define + * an abstract iterator over a complex data-structure that would be expensive to evaluate. The triplets should rather + * be explicitely stored into a std::vector for instance. + */ +template<typename Scalar, int _Options, typename _Index> +template<typename InputIterators> +void SparseMatrix<Scalar,_Options,_Index>::setFromTriplets(const InputIterators& begin, const InputIterators& end) +{ + internal::set_from_triplets(begin, end, *this); +} + +/** \internal */ +template<typename Scalar, int _Options, typename _Index> +void SparseMatrix<Scalar,_Options,_Index>::sumupDuplicates() +{ + eigen_assert(!isCompressed()); + // TODO, in practice we should be able to use m_innerNonZeros for that task + VectorXi wi(innerSize()); + wi.fill(-1); + Index count = 0; + // for each inner-vector, wi[inner_index] will hold the position of first element into the index/value buffers + for(int j=0; j<outerSize(); ++j) + { + Index start = count; + Index oldEnd = m_outerIndex[j]+m_innerNonZeros[j]; + for(Index k=m_outerIndex[j]; k<oldEnd; ++k) + { + Index i = m_data.index(k); + if(wi(i)>=start) + { + // we already meet this entry => accumulate it + m_data.value(wi(i)) += m_data.value(k); + } + else + { + m_data.value(count) = m_data.value(k); + m_data.index(count) = m_data.index(k); + wi(i) = count; + ++count; + } + } + m_outerIndex[j] = start; + } + m_outerIndex[m_outerSize] = count; + + // turn the matrix into compressed form + delete[] m_innerNonZeros; + m_innerNonZeros = 0; + m_data.resize(m_outerIndex[m_outerSize]); +} + +} // end namespace Eigen + +#endif // EIGEN_SPARSEMATRIX_H diff --git a/extern/Eigen3/Eigen/src/Sparse/SparseMatrixBase.h b/extern/Eigen3/Eigen/src/SparseCore/SparseMatrixBase.h index c01981bc935..9a1258097fe 100644 --- a/extern/Eigen3/Eigen/src/Sparse/SparseMatrixBase.h +++ b/extern/Eigen3/Eigen/src/SparseCore/SparseMatrixBase.h @@ -1,31 +1,18 @@ // This file is part of Eigen, a lightweight C++ template library // for linear algebra. // -// Copyright (C) 2008-2009 Gael Guennebaud <gael.guennebaud@inria.fr> +// Copyright (C) 2008-2011 Gael Guennebaud <gael.guennebaud@inria.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_SPARSEMATRIXBASE_H #define EIGEN_SPARSEMATRIXBASE_H -/** \ingroup Sparse_Module +namespace Eigen { + +/** \ingroup SparseCore_Module * * \class SparseMatrixBase * @@ -44,6 +31,9 @@ template<typename Derived> class SparseMatrixBase : public EigenBase<Derived> typedef typename internal::packet_traits<Scalar>::type PacketScalar; typedef typename internal::traits<Derived>::StorageKind StorageKind; typedef typename internal::traits<Derived>::Index Index; + typedef typename internal::add_const_on_value_type_if_arithmetic< + typename internal::packet_traits<Scalar>::type + >::type PacketReturnType; typedef SparseMatrixBase StorageBaseType; typedef EigenBase<Derived> Base; @@ -54,8 +44,6 @@ template<typename Derived> class SparseMatrixBase : public EigenBase<Derived> other.derived().evalTo(derived()); return derived(); } - -// using Base::operator=; enum { @@ -107,15 +95,6 @@ template<typename Derived> class SparseMatrixBase : public EigenBase<Derived> #endif }; - /* \internal the return type of MatrixBase::conjugate() */ -// typedef typename internal::conditional<NumTraits<Scalar>::IsComplex, -// const SparseCwiseUnaryOp<internal::scalar_conjugate_op<Scalar>, Derived>, -// const Derived& -// >::type ConjugateReturnType; - /* \internal the return type of MatrixBase::real() */ -// typedef SparseCwiseUnaryOp<internal::scalar_real_op<Scalar>, Derived> RealReturnType; - /* \internal the return type of MatrixBase::imag() */ -// typedef SparseCwiseUnaryOp<internal::scalar_imag_op<Scalar>, Derived> ImagReturnType; /** \internal the return type of MatrixBase::adjoint() */ typedef typename internal::conditional<NumTraits<Scalar>::IsComplex, CwiseUnaryOp<internal::scalar_conjugate_op<Scalar>, Eigen::Transpose<const Derived> >, @@ -125,16 +104,6 @@ template<typename Derived> class SparseMatrixBase : public EigenBase<Derived> typedef SparseMatrix<Scalar, Flags&RowMajorBit ? RowMajor : ColMajor> PlainObject; -#define EIGEN_CURRENT_STORAGE_BASE_CLASS Eigen::SparseMatrixBase -# include "../plugins/CommonCwiseUnaryOps.h" -# include "../plugins/CommonCwiseBinaryOps.h" -# include "../plugins/MatrixCwiseUnaryOps.h" -# include "../plugins/MatrixCwiseBinaryOps.h" -# ifdef EIGEN_SPARSEMATRIXBASE_PLUGIN -# include EIGEN_SPARSEMATRIXBASE_PLUGIN -# endif -# undef EIGEN_CURRENT_STORAGE_BASE_CLASS -#undef EIGEN_CURRENT_STORAGE_BASE_CLASS #ifndef EIGEN_PARSED_BY_DOXYGEN /** This is the "real scalar" type; if the \a Scalar type is already real numbers @@ -162,12 +131,24 @@ template<typename Derived> class SparseMatrixBase : public EigenBase<Derived> { return *static_cast<Derived*>(const_cast<SparseMatrixBase*>(this)); } #endif // not EIGEN_PARSED_BY_DOXYGEN - /** \returns the number of rows. \sa cols(), RowsAtCompileTime */ +#define EIGEN_CURRENT_STORAGE_BASE_CLASS Eigen::SparseMatrixBase +# include "../plugins/CommonCwiseUnaryOps.h" +# include "../plugins/CommonCwiseBinaryOps.h" +# include "../plugins/MatrixCwiseUnaryOps.h" +# include "../plugins/MatrixCwiseBinaryOps.h" +# ifdef EIGEN_SPARSEMATRIXBASE_PLUGIN +# include EIGEN_SPARSEMATRIXBASE_PLUGIN +# endif +# undef EIGEN_CURRENT_STORAGE_BASE_CLASS +#undef EIGEN_CURRENT_STORAGE_BASE_CLASS + + + /** \returns the number of rows. \sa cols() */ inline Index rows() const { return derived().rows(); } - /** \returns the number of columns. \sa rows(), ColsAtCompileTime*/ + /** \returns the number of columns. \sa rows() */ inline Index cols() const { return derived().cols(); } /** \returns the number of coefficients, which is \a rows()*cols(). - * \sa rows(), cols(), SizeAtCompileTime. */ + * \sa rows(), cols(). */ inline Index size() const { return rows() * cols(); } /** \returns the number of nonzero coefficients which is in practice the number * of stored coefficients. */ @@ -188,29 +169,64 @@ template<typename Derived> class SparseMatrixBase : public EigenBase<Derived> Derived& markAsRValue() { m_isRValue = true; return derived(); } SparseMatrixBase() : m_isRValue(false) { /* TODO check flags */ } + + template<typename OtherDerived> + Derived& operator=(const ReturnByValue<OtherDerived>& other) + { + other.evalTo(derived()); + return derived(); + } + + + template<typename OtherDerived> + inline Derived& operator=(const SparseMatrixBase<OtherDerived>& other) + { + return assign(other.derived()); + } + inline Derived& operator=(const Derived& other) { -// std::cout << "Derived& operator=(const Derived& other)\n"; // if (other.isRValue()) // derived().swap(other.const_cast_derived()); // else - this->operator=<Derived>(other); - return derived(); + return assign(other.derived()); } - + + protected: + template<typename OtherDerived> - Derived& operator=(const ReturnByValue<OtherDerived>& other) + inline Derived& assign(const OtherDerived& other) { - other.evalTo(derived()); + const bool transpose = (Flags & RowMajorBit) != (OtherDerived::Flags & RowMajorBit); + const Index outerSize = (int(OtherDerived::Flags) & RowMajorBit) ? other.rows() : other.cols(); + if ((!transpose) && other.isRValue()) + { + // eval without temporary + derived().resize(other.rows(), other.cols()); + derived().setZero(); + derived().reserve((std::max)(this->rows(),this->cols())*2); + for (Index j=0; j<outerSize; ++j) + { + derived().startVec(j); + for (typename OtherDerived::InnerIterator it(other, j); it; ++it) + { + Scalar v = it.value(); + derived().insertBackByOuterInner(j,it.index()) = v; + } + } + derived().finalize(); + } + else + { + assignGeneric(other); + } return derived(); } - template<typename OtherDerived> inline void assignGeneric(const OtherDerived& other) { -// std::cout << "Derived& operator=(const MatrixBase<OtherDerived>& other)\n"; //const bool transpose = (Flags & RowMajorBit) != (OtherDerived::Flags & RowMajorBit); eigen_assert(( ((internal::traits<Derived>::SupportedAccessPatterns&OuterRandomAccessPattern)==OuterRandomAccessPattern) || (!((Flags & RowMajorBit) != (OtherDerived::Flags & RowMajorBit)))) && @@ -230,8 +246,7 @@ template<typename Derived> class SparseMatrixBase : public EigenBase<Derived> for (typename OtherDerived::InnerIterator it(other.derived(), j); it; ++it) { Scalar v = it.value(); - if (v!=Scalar(0)) - temp.insertBackByOuterInner(Flip?it.index():j,Flip?j:it.index()) = v; + temp.insertBackByOuterInner(Flip?it.index():j,Flip?j:it.index()) = v; } } temp.finalize(); @@ -239,54 +254,23 @@ template<typename Derived> class SparseMatrixBase : public EigenBase<Derived> derived() = temp.markAsRValue(); } - - template<typename OtherDerived> - inline Derived& operator=(const SparseMatrixBase<OtherDerived>& other) - { -// std::cout << typeid(OtherDerived).name() << "\n"; -// std::cout << Flags << " " << OtherDerived::Flags << "\n"; - const bool transpose = (Flags & RowMajorBit) != (OtherDerived::Flags & RowMajorBit); -// std::cout << "eval transpose = " << transpose << "\n"; - const Index outerSize = (int(OtherDerived::Flags) & RowMajorBit) ? other.rows() : other.cols(); - if ((!transpose) && other.isRValue()) - { - // eval without temporary - derived().resize(other.rows(), other.cols()); - derived().setZero(); - derived().reserve((std::max)(this->rows(),this->cols())*2); - for (Index j=0; j<outerSize; ++j) - { - derived().startVec(j); - for (typename OtherDerived::InnerIterator it(other.derived(), j); it; ++it) - { - Scalar v = it.value(); - if (v!=Scalar(0)) - derived().insertBackByOuterInner(j,it.index()) = v; - } - } - derived().finalize(); - } - else - { - assignGeneric(other.derived()); - } - return derived(); - } + public: template<typename Lhs, typename Rhs> inline Derived& operator=(const SparseSparseProduct<Lhs,Rhs>& product); - template<typename Lhs, typename Rhs> - inline void _experimentalNewProduct(const Lhs& lhs, const Rhs& rhs); - friend std::ostream & operator << (std::ostream & s, const SparseMatrixBase& m) { + typedef typename Derived::Nested Nested; + typedef typename internal::remove_all<Nested>::type NestedCleaned; + if (Flags&RowMajorBit) { - for (Index row=0; row<m.outerSize(); ++row) + const Nested nm(m.derived()); + for (Index row=0; row<nm.outerSize(); ++row) { Index col = 0; - for (typename Derived::InnerIterator it(m.derived(), row); it; ++it) + for (typename NestedCleaned::InnerIterator it(nm.derived(), row); it; ++it) { for ( ; col<it.index(); ++col) s << "0 "; @@ -300,9 +284,10 @@ template<typename Derived> class SparseMatrixBase : public EigenBase<Derived> } else { + const Nested nm(m.derived()); if (m.cols() == 1) { Index row = 0; - for (typename Derived::InnerIterator it(m.derived(), 0); it; ++it) + for (typename NestedCleaned::InnerIterator it(nm.derived(), 0); it; ++it) { for ( ; row<it.index(); ++row) s << "0" << std::endl; @@ -314,31 +299,18 @@ template<typename Derived> class SparseMatrixBase : public EigenBase<Derived> } else { - SparseMatrix<Scalar, RowMajorBit> trans = m.derived(); - s << trans; + SparseMatrix<Scalar, RowMajorBit> trans = m; + s << static_cast<const SparseMatrixBase<SparseMatrix<Scalar, RowMajorBit> >&>(trans); } } return s; } -// const SparseCwiseUnaryOp<internal::scalar_opposite_op<typename internal::traits<Derived>::Scalar>,Derived> operator-() const; - -// template<typename OtherDerived> -// const CwiseBinaryOp<internal::scalar_sum_op<typename internal::traits<Derived>::Scalar>, Derived, OtherDerived> -// operator+(const SparseMatrixBase<OtherDerived> &other) const; - -// template<typename OtherDerived> -// const CwiseBinaryOp<internal::scalar_difference_op<typename internal::traits<Derived>::Scalar>, Derived, OtherDerived> -// operator-(const SparseMatrixBase<OtherDerived> &other) const; - template<typename OtherDerived> Derived& operator+=(const SparseMatrixBase<OtherDerived>& other); template<typename OtherDerived> Derived& operator-=(const SparseMatrixBase<OtherDerived>& other); -// template<typename Lhs,typename Rhs> -// Derived& operator+=(const Flagged<Product<Lhs,Rhs,CacheFriendlyProduct>, 0, EvalBeforeNestingBit | EvalBeforeAssigningBit>& other); - Derived& operator*=(const Scalar& other); Derived& operator/=(const Scalar& other); @@ -358,16 +330,6 @@ template<typename Derived> class SparseMatrixBase : public EigenBase<Derived> EIGEN_STRONG_INLINE const EIGEN_SPARSE_CWISE_PRODUCT_RETURN_TYPE cwiseProduct(const MatrixBase<OtherDerived> &other) const; -// const SparseCwiseUnaryOp<internal::scalar_multiple_op<typename internal::traits<Derived>::Scalar>, Derived> -// operator*(const Scalar& scalar) const; -// const SparseCwiseUnaryOp<internal::scalar_quotient1_op<typename internal::traits<Derived>::Scalar>, Derived> -// operator/(const Scalar& scalar) const; - -// inline friend const SparseCwiseUnaryOp<internal::scalar_multiple_op<typename internal::traits<Derived>::Scalar>, Derived> -// operator*(const Scalar& scalar, const SparseMatrixBase& matrix) -// { return matrix*scalar; } - - // sparse * sparse template<typename OtherDerived> const typename SparseSparseProductReturnType<Derived,OtherDerived>::Type @@ -394,6 +356,12 @@ template<typename Derived> class SparseMatrixBase : public EigenBase<Derived> template<typename OtherDerived> const typename SparseDenseProductReturnType<Derived,OtherDerived>::Type operator*(const MatrixBase<OtherDerived> &other) const; + + /** \returns an expression of P H P^-1 where H is the matrix represented by \c *this */ + SparseSymmetricPermutationProduct<Derived,Upper|Lower> twistedBy(const PermutationMatrix<Dynamic,Dynamic,Index>& perm) const + { + return SparseSymmetricPermutationProduct<Derived,Upper|Lower>(derived(), perm); + } template<typename OtherDerived> Derived& operator*=(const SparseMatrixBase<OtherDerived>& other); @@ -407,8 +375,6 @@ template<typename Derived> class SparseMatrixBase : public EigenBase<Derived> // deprecated template<typename OtherDerived> void solveTriangularInPlace(MatrixBase<OtherDerived>& other) const; -// template<typename OtherDerived> -// void solveTriangularInPlace(SparseMatrixBase<OtherDerived>& other) const; #endif // EIGEN2_SUPPORT template<int Mode> @@ -421,12 +387,9 @@ template<typename Derived> class SparseMatrixBase : public EigenBase<Derived> template<typename OtherDerived> Scalar dot(const SparseMatrixBase<OtherDerived>& other) const; RealScalar squaredNorm() const; RealScalar norm() const; -// const PlainObject normalized() const; -// void normalize(); Transpose<Derived> transpose() { return derived(); } const Transpose<const Derived> transpose() const { return derived(); } - // void transposeInPlace(); const AdjointReturnType adjoint() const { return transpose(); } // sub-vector @@ -442,77 +405,14 @@ template<typename Derived> class SparseMatrixBase : public EigenBase<Derived> const SparseInnerVectorSet<Derived,Dynamic> subrows(Index start, Index size) const; SparseInnerVectorSet<Derived,Dynamic> subcols(Index start, Index size); const SparseInnerVectorSet<Derived,Dynamic> subcols(Index start, Index size) const; + + SparseInnerVectorSet<Derived,Dynamic> middleRows(Index start, Index size); + const SparseInnerVectorSet<Derived,Dynamic> middleRows(Index start, Index size) const; + SparseInnerVectorSet<Derived,Dynamic> middleCols(Index start, Index size); + const SparseInnerVectorSet<Derived,Dynamic> middleCols(Index start, Index size) const; SparseInnerVectorSet<Derived,Dynamic> innerVectors(Index outerStart, Index outerSize); const SparseInnerVectorSet<Derived,Dynamic> innerVectors(Index outerStart, Index outerSize) const; -// typename BlockReturnType<Derived>::Type block(int startRow, int startCol, int blockRows, int blockCols); -// const typename BlockReturnType<Derived>::Type -// block(int startRow, int startCol, int blockRows, int blockCols) const; -// -// typename BlockReturnType<Derived>::SubVectorType segment(int start, int size); -// const typename BlockReturnType<Derived>::SubVectorType segment(int start, int size) const; -// -// typename BlockReturnType<Derived,Dynamic>::SubVectorType start(int size); -// const typename BlockReturnType<Derived,Dynamic>::SubVectorType start(int size) const; -// -// typename BlockReturnType<Derived,Dynamic>::SubVectorType end(int size); -// const typename BlockReturnType<Derived,Dynamic>::SubVectorType end(int size) const; -// -// template<int BlockRows, int BlockCols> -// typename BlockReturnType<Derived, BlockRows, BlockCols>::Type block(int startRow, int startCol); -// template<int BlockRows, int BlockCols> -// const typename BlockReturnType<Derived, BlockRows, BlockCols>::Type block(int startRow, int startCol) const; - -// template<int Size> typename BlockReturnType<Derived,Size>::SubVectorType start(void); -// template<int Size> const typename BlockReturnType<Derived,Size>::SubVectorType start() const; - -// template<int Size> typename BlockReturnType<Derived,Size>::SubVectorType end(); -// template<int Size> const typename BlockReturnType<Derived,Size>::SubVectorType end() const; - -// template<int Size> typename BlockReturnType<Derived,Size>::SubVectorType segment(int start); -// template<int Size> const typename BlockReturnType<Derived,Size>::SubVectorType segment(int start) const; - -// Diagonal<Derived> diagonal(); -// const Diagonal<Derived> diagonal() const; - -// template<unsigned int Mode> Part<Derived, Mode> part(); -// template<unsigned int Mode> const Part<Derived, Mode> part() const; - - -// static const ConstantReturnType Constant(int rows, int cols, const Scalar& value); -// static const ConstantReturnType Constant(int size, const Scalar& value); -// static const ConstantReturnType Constant(const Scalar& value); - -// template<typename CustomNullaryOp> -// static const CwiseNullaryOp<CustomNullaryOp, Derived> NullaryExpr(int rows, int cols, const CustomNullaryOp& func); -// template<typename CustomNullaryOp> -// static const CwiseNullaryOp<CustomNullaryOp, Derived> NullaryExpr(int size, const CustomNullaryOp& func); -// template<typename CustomNullaryOp> -// static const CwiseNullaryOp<CustomNullaryOp, Derived> NullaryExpr(const CustomNullaryOp& func); - -// static const ConstantReturnType Zero(int rows, int cols); -// static const ConstantReturnType Zero(int size); -// static const ConstantReturnType Zero(); -// static const ConstantReturnType Ones(int rows, int cols); -// static const ConstantReturnType Ones(int size); -// static const ConstantReturnType Ones(); -// static const IdentityReturnType Identity(); -// static const IdentityReturnType Identity(int rows, int cols); -// static const BasisReturnType Unit(int size, int i); -// static const BasisReturnType Unit(int i); -// static const BasisReturnType UnitX(); -// static const BasisReturnType UnitY(); -// static const BasisReturnType UnitZ(); -// static const BasisReturnType UnitW(); - -// const DiagonalMatrix<Derived> asDiagonal() const; - -// Derived& setConstant(const Scalar& value); -// Derived& setZero(); -// Derived& setOnes(); -// Derived& setRandom(); -// Derived& setIdentity(); - /** \internal use operator= */ template<typename DenseDerived> void evalTo(MatrixBase<DenseDerived>& dst) const @@ -537,37 +437,6 @@ template<typename Derived> class SparseMatrixBase : public EigenBase<Derived> bool isApprox(const MatrixBase<OtherDerived>& other, RealScalar prec = NumTraits<Scalar>::dummy_precision()) const { return toDense().isApprox(other,prec); } -// bool isMuchSmallerThan(const RealScalar& other, -// RealScalar prec = NumTraits<Scalar>::dummy_precision()) const; -// template<typename OtherDerived> -// bool isMuchSmallerThan(const MatrixBase<OtherDerived>& other, -// RealScalar prec = NumTraits<Scalar>::dummy_precision()) const; - -// bool isApproxToConstant(const Scalar& value, RealScalar prec = NumTraits<Scalar>::dummy_precision()) const; -// bool isZero(RealScalar prec = NumTraits<Scalar>::dummy_precision()) const; -// bool isOnes(RealScalar prec = NumTraits<Scalar>::dummy_precision()) const; -// bool isIdentity(RealScalar prec = NumTraits<Scalar>::dummy_precision()) const; -// bool isDiagonal(RealScalar prec = NumTraits<Scalar>::dummy_precision()) const; - -// bool isUpper(RealScalar prec = NumTraits<Scalar>::dummy_precision()) const; -// bool isLower(RealScalar prec = NumTraits<Scalar>::dummy_precision()) const; - -// template<typename OtherDerived> -// bool isOrthogonal(const MatrixBase<OtherDerived>& other, -// RealScalar prec = NumTraits<Scalar>::dummy_precision()) const; -// bool isUnitary(RealScalar prec = NumTraits<Scalar>::dummy_precision()) const; - -// template<typename OtherDerived> -// inline bool operator==(const MatrixBase<OtherDerived>& other) const -// { return (cwise() == other).all(); } - -// template<typename OtherDerived> -// inline bool operator!=(const MatrixBase<OtherDerived>& other) const -// { return (cwise() != other).any(); } - - -// template<typename NewType> -// const SparseCwiseUnaryOp<internal::scalar_cast_op<typename internal::traits<Derived>::Scalar, NewType>, Derived> cast() const; /** \returns the matrix or vector obtained by evaluating this expression. * @@ -577,130 +446,13 @@ template<typename Derived> class SparseMatrixBase : public EigenBase<Derived> inline const typename internal::eval<Derived>::type eval() const { return typename internal::eval<Derived>::type(derived()); } -// template<typename OtherDerived> -// void swap(MatrixBase<OtherDerived> const & other); - -// template<unsigned int Added> -// const SparseFlagged<Derived, Added, 0> marked() const; -// const Flagged<Derived, 0, EvalBeforeNestingBit | EvalBeforeAssigningBit> lazy() const; - - /** \returns number of elements to skip to pass from one row (resp. column) to another - * for a row-major (resp. column-major) matrix. - * Combined with coeffRef() and the \ref flags flags, it allows a direct access to the data - * of the underlying matrix. - */ -// inline int stride(void) const { return derived().stride(); } - -// FIXME -// ConjugateReturnType conjugate() const; -// const RealReturnType real() const; -// const ImagReturnType imag() const; - -// template<typename CustomUnaryOp> -// const SparseCwiseUnaryOp<CustomUnaryOp, Derived> unaryExpr(const CustomUnaryOp& func = CustomUnaryOp()) const; - -// template<typename CustomBinaryOp, typename OtherDerived> -// const CwiseBinaryOp<CustomBinaryOp, Derived, OtherDerived> -// binaryExpr(const MatrixBase<OtherDerived> &other, const CustomBinaryOp& func = CustomBinaryOp()) const; - - Scalar sum() const; -// Scalar trace() const; - -// typename internal::traits<Derived>::Scalar minCoeff() const; -// typename internal::traits<Derived>::Scalar maxCoeff() const; - -// typename internal::traits<Derived>::Scalar minCoeff(int* row, int* col = 0) const; -// typename internal::traits<Derived>::Scalar maxCoeff(int* row, int* col = 0) const; - -// template<typename BinaryOp> -// typename internal::result_of<BinaryOp(typename internal::traits<Derived>::Scalar)>::type -// redux(const BinaryOp& func) const; - -// template<typename Visitor> -// void visit(Visitor& func) const; - - -// const SparseCwise<Derived> cwise() const; -// SparseCwise<Derived> cwise(); - -// inline const WithFormat<Derived> format(const IOFormat& fmt) const; - -/////////// Array module /////////// - /* - bool all(void) const; - bool any(void) const; - - const VectorwiseOp<Derived,Horizontal> rowwise() const; - const VectorwiseOp<Derived,Vertical> colwise() const; - - static const CwiseNullaryOp<internal::scalar_random_op<Scalar>,Derived> Random(int rows, int cols); - static const CwiseNullaryOp<internal::scalar_random_op<Scalar>,Derived> Random(int size); - static const CwiseNullaryOp<internal::scalar_random_op<Scalar>,Derived> Random(); - - template<typename ThenDerived,typename ElseDerived> - const Select<Derived,ThenDerived,ElseDerived> - select(const MatrixBase<ThenDerived>& thenMatrix, - const MatrixBase<ElseDerived>& elseMatrix) const; - - template<typename ThenDerived> - inline const Select<Derived,ThenDerived, typename ThenDerived::ConstantReturnType> - select(const MatrixBase<ThenDerived>& thenMatrix, typename ThenDerived::Scalar elseScalar) const; - - template<typename ElseDerived> - inline const Select<Derived, typename ElseDerived::ConstantReturnType, ElseDerived > - select(typename ElseDerived::Scalar thenScalar, const MatrixBase<ElseDerived>& elseMatrix) const; - - template<int p> RealScalar lpNorm() const; - */ - - -// template<typename OtherDerived> -// Scalar dot(const MatrixBase<OtherDerived>& other) const -// { -// EIGEN_STATIC_ASSERT_VECTOR_ONLY(Derived) -// EIGEN_STATIC_ASSERT_VECTOR_ONLY(OtherDerived) -// EIGEN_STATIC_ASSERT((internal::is_same<Scalar, typename OtherDerived::Scalar>::value), -// YOU_MIXED_DIFFERENT_NUMERIC_TYPES__YOU_NEED_TO_USE_THE_CAST_METHOD_OF_MATRIXBASE_TO_CAST_NUMERIC_TYPES_EXPLICITLY) -// -// eigen_assert(derived().size() == other.size()); -// // short version, but the assembly looks more complicated because -// // of the CwiseBinaryOp iterator complexity -// // return res = (derived().cwise() * other.derived().conjugate()).sum(); -// -// // optimized, generic version -// typename Derived::InnerIterator i(derived(),0); -// typename OtherDerived::InnerIterator j(other.derived(),0); -// Scalar res = 0; -// while (i && j) -// { -// if (i.index()==j.index()) -// { -// // std::cerr << i.value() << " * " << j.value() << "\n"; -// res += i.value() * internal::conj(j.value()); -// ++i; ++j; -// } -// else if (i.index()<j.index()) -// ++i; -// else -// ++j; -// } -// return res; -// } -// -// Scalar sum() const -// { -// Scalar res = 0; -// for (typename Derived::InnerIterator iter(*this,0); iter; ++iter) -// { -// res += iter.value(); -// } -// return res; -// } protected: bool m_isRValue; }; +} // end namespace Eigen + #endif // EIGEN_SPARSEMATRIXBASE_H diff --git a/extern/Eigen3/Eigen/src/SparseCore/SparsePermutation.h b/extern/Eigen3/Eigen/src/SparseCore/SparsePermutation.h new file mode 100644 index 00000000000..b897b7595b5 --- /dev/null +++ b/extern/Eigen3/Eigen/src/SparseCore/SparsePermutation.h @@ -0,0 +1,148 @@ +// This file is part of Eigen, a lightweight C++ template library +// for linear algebra. +// +// Copyright (C) 2012 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_SPARSE_PERMUTATION_H +#define EIGEN_SPARSE_PERMUTATION_H + +// This file implements sparse * permutation products + +namespace Eigen { + +namespace internal { + +template<typename PermutationType, typename MatrixType, int Side, bool Transposed> +struct traits<permut_sparsematrix_product_retval<PermutationType, MatrixType, Side, Transposed> > +{ + typedef typename remove_all<typename MatrixType::Nested>::type MatrixTypeNestedCleaned; + typedef typename MatrixTypeNestedCleaned::Scalar Scalar; + typedef typename MatrixTypeNestedCleaned::Index Index; + enum { + SrcStorageOrder = MatrixTypeNestedCleaned::Flags&RowMajorBit ? RowMajor : ColMajor, + MoveOuter = SrcStorageOrder==RowMajor ? Side==OnTheLeft : Side==OnTheRight + }; + + typedef typename internal::conditional<MoveOuter, + SparseMatrix<Scalar,SrcStorageOrder,Index>, + SparseMatrix<Scalar,int(SrcStorageOrder)==RowMajor?ColMajor:RowMajor,Index> >::type ReturnType; +}; + +template<typename PermutationType, typename MatrixType, int Side, bool Transposed> +struct permut_sparsematrix_product_retval + : public ReturnByValue<permut_sparsematrix_product_retval<PermutationType, MatrixType, Side, Transposed> > +{ + typedef typename remove_all<typename MatrixType::Nested>::type MatrixTypeNestedCleaned; + typedef typename MatrixTypeNestedCleaned::Scalar Scalar; + typedef typename MatrixTypeNestedCleaned::Index Index; + + enum { + SrcStorageOrder = MatrixTypeNestedCleaned::Flags&RowMajorBit ? RowMajor : ColMajor, + MoveOuter = SrcStorageOrder==RowMajor ? Side==OnTheLeft : Side==OnTheRight + }; + + permut_sparsematrix_product_retval(const PermutationType& perm, const MatrixType& matrix) + : m_permutation(perm), m_matrix(matrix) + {} + + inline int rows() const { return m_matrix.rows(); } + inline int cols() const { return m_matrix.cols(); } + + template<typename Dest> inline void evalTo(Dest& dst) const + { + if(MoveOuter) + { + SparseMatrix<Scalar,SrcStorageOrder,Index> tmp(m_matrix.rows(), m_matrix.cols()); + VectorXi sizes(m_matrix.outerSize()); + for(Index j=0; j<m_matrix.outerSize(); ++j) + { + Index jp = m_permutation.indices().coeff(j); + sizes[((Side==OnTheLeft) ^ Transposed) ? jp : j] = m_matrix.innerVector(((Side==OnTheRight) ^ Transposed) ? jp : j).size(); + } + tmp.reserve(sizes); + for(Index j=0; j<m_matrix.outerSize(); ++j) + { + Index jp = m_permutation.indices().coeff(j); + Index jsrc = ((Side==OnTheRight) ^ Transposed) ? jp : j; + Index jdst = ((Side==OnTheLeft) ^ Transposed) ? jp : j; + for(typename MatrixTypeNestedCleaned::InnerIterator it(m_matrix,jsrc); it; ++it) + tmp.insertByOuterInner(jdst,it.index()) = it.value(); + } + dst = tmp; + } + else + { + SparseMatrix<Scalar,int(SrcStorageOrder)==RowMajor?ColMajor:RowMajor,Index> tmp(m_matrix.rows(), m_matrix.cols()); + VectorXi sizes(tmp.outerSize()); + sizes.setZero(); + PermutationMatrix<Dynamic,Dynamic,Index> perm; + if((Side==OnTheLeft) ^ Transposed) + perm = m_permutation; + else + perm = m_permutation.transpose(); + + for(Index j=0; j<m_matrix.outerSize(); ++j) + for(typename MatrixTypeNestedCleaned::InnerIterator it(m_matrix,j); it; ++it) + sizes[perm.indices().coeff(it.index())]++; + tmp.reserve(sizes); + for(Index j=0; j<m_matrix.outerSize(); ++j) + for(typename MatrixTypeNestedCleaned::InnerIterator it(m_matrix,j); it; ++it) + tmp.insertByOuterInner(perm.indices().coeff(it.index()),j) = it.value(); + dst = tmp; + } + } + + protected: + const PermutationType& m_permutation; + typename MatrixType::Nested m_matrix; +}; + +} + + + +/** \returns the matrix with the permutation applied to the columns + */ +template<typename SparseDerived, typename PermDerived> +inline const internal::permut_sparsematrix_product_retval<PermutationBase<PermDerived>, SparseDerived, OnTheRight, false> +operator*(const SparseMatrixBase<SparseDerived>& matrix, const PermutationBase<PermDerived>& perm) +{ + return internal::permut_sparsematrix_product_retval<PermutationBase<PermDerived>, SparseDerived, OnTheRight, false>(perm, matrix.derived()); +} + +/** \returns the matrix with the permutation applied to the rows + */ +template<typename SparseDerived, typename PermDerived> +inline const internal::permut_sparsematrix_product_retval<PermutationBase<PermDerived>, SparseDerived, OnTheLeft, false> +operator*( const PermutationBase<PermDerived>& perm, const SparseMatrixBase<SparseDerived>& matrix) +{ + return internal::permut_sparsematrix_product_retval<PermutationBase<PermDerived>, SparseDerived, OnTheLeft, false>(perm, matrix.derived()); +} + + + +/** \returns the matrix with the inverse permutation applied to the columns. + */ +template<typename SparseDerived, typename PermDerived> +inline const internal::permut_sparsematrix_product_retval<PermutationBase<PermDerived>, SparseDerived, OnTheRight, true> +operator*(const SparseMatrixBase<SparseDerived>& matrix, const Transpose<PermutationBase<PermDerived> >& tperm) +{ + return internal::permut_sparsematrix_product_retval<PermutationBase<PermDerived>, SparseDerived, OnTheRight, true>(tperm.nestedPermutation(), matrix.derived()); +} + +/** \returns the matrix with the inverse permutation applied to the rows. + */ +template<typename SparseDerived, typename PermDerived> +inline const internal::permut_sparsematrix_product_retval<PermutationBase<PermDerived>, SparseDerived, OnTheLeft, true> +operator*(const Transpose<PermutationBase<PermDerived> >& tperm, const SparseMatrixBase<SparseDerived>& matrix) +{ + return internal::permut_sparsematrix_product_retval<PermutationBase<PermDerived>, SparseDerived, OnTheLeft, true>(tperm.nestedPermutation(), matrix.derived()); +} + +} // end namespace Eigen + +#endif // EIGEN_SPARSE_SELFADJOINTVIEW_H diff --git a/extern/Eigen3/Eigen/src/Sparse/SparseProduct.h b/extern/Eigen3/Eigen/src/SparseCore/SparseProduct.h index 1c1f54706ac..6a555b83434 100644 --- a/extern/Eigen3/Eigen/src/Sparse/SparseProduct.h +++ b/extern/Eigen3/Eigen/src/SparseCore/SparseProduct.h @@ -3,28 +3,15 @@ // // Copyright (C) 2008-2010 Gael Guennebaud <gael.guennebaud@inria.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_SPARSEPRODUCT_H #define EIGEN_SPARSEPRODUCT_H +namespace Eigen { + template<typename Lhs, typename Rhs> struct SparseSparseProductReturnType { @@ -38,11 +25,11 @@ struct SparseSparseProductReturnType typedef typename internal::conditional<TransposeLhs, SparseMatrix<Scalar,0>, - const typename internal::nested<Lhs,Rhs::RowsAtCompileTime>::type>::type LhsNested; + typename internal::nested<Lhs,Rhs::RowsAtCompileTime>::type>::type LhsNested; typedef typename internal::conditional<TransposeRhs, SparseMatrix<Scalar,0>, - const typename internal::nested<Rhs,Lhs::RowsAtCompileTime>::type>::type RhsNested; + typename internal::nested<Rhs,Lhs::RowsAtCompileTime>::type>::type RhsNested; typedef SparseSparseProduct<LhsNested, RhsNested> Type; }; @@ -106,9 +93,42 @@ class SparseSparseProduct : internal::no_assignment_operator, template<typename Lhs, typename Rhs> EIGEN_STRONG_INLINE SparseSparseProduct(const Lhs& lhs, const Rhs& rhs) - : m_lhs(lhs), m_rhs(rhs) + : m_lhs(lhs), m_rhs(rhs), m_tolerance(0), m_conservative(true) + { + init(); + } + + template<typename Lhs, typename Rhs> + EIGEN_STRONG_INLINE SparseSparseProduct(const Lhs& lhs, const Rhs& rhs, RealScalar tolerance) + : m_lhs(lhs), m_rhs(rhs), m_tolerance(tolerance), m_conservative(false) + { + init(); + } + + SparseSparseProduct pruned(Scalar reference = 0, RealScalar epsilon = NumTraits<RealScalar>::dummy_precision()) const + { + return SparseSparseProduct(m_lhs,m_rhs,internal::abs(reference)*epsilon); + } + + template<typename Dest> + void evalTo(Dest& result) const + { + if(m_conservative) + internal::conservative_sparse_sparse_product_selector<_LhsNested, _RhsNested, Dest>::run(lhs(),rhs(),result); + else + internal::sparse_sparse_product_with_pruning_selector<_LhsNested, _RhsNested, Dest>::run(lhs(),rhs(),result,m_tolerance); + } + + EIGEN_STRONG_INLINE Index rows() const { return m_lhs.rows(); } + EIGEN_STRONG_INLINE Index cols() const { return m_rhs.cols(); } + + EIGEN_STRONG_INLINE const _LhsNested& lhs() const { return m_lhs; } + EIGEN_STRONG_INLINE const _RhsNested& rhs() const { return m_rhs; } + + protected: + void init() { - eigen_assert(lhs.cols() == rhs.rows()); + eigen_assert(m_lhs.cols() == m_rhs.rows()); enum { ProductIsValid = _LhsNested::ColsAtCompileTime==Dynamic @@ -127,15 +147,40 @@ class SparseSparseProduct : internal::no_assignment_operator, EIGEN_STATIC_ASSERT(ProductIsValid || SameSizes, INVALID_MATRIX_PRODUCT) } - EIGEN_STRONG_INLINE Index rows() const { return m_lhs.rows(); } - EIGEN_STRONG_INLINE Index cols() const { return m_rhs.cols(); } - - EIGEN_STRONG_INLINE const _LhsNested& lhs() const { return m_lhs; } - EIGEN_STRONG_INLINE const _RhsNested& rhs() const { return m_rhs; } - - protected: LhsNested m_lhs; RhsNested m_rhs; + RealScalar m_tolerance; + bool m_conservative; }; +// sparse = sparse * sparse +template<typename Derived> +template<typename Lhs, typename Rhs> +inline Derived& SparseMatrixBase<Derived>::operator=(const SparseSparseProduct<Lhs,Rhs>& product) +{ + product.evalTo(derived()); + return derived(); +} + +/** \returns an expression of the product of two sparse matrices. + * By default a conservative product preserving the symbolic non zeros is performed. + * The automatic pruning of the small values can be achieved by calling the pruned() function + * in which case a totally different product algorithm is employed: + * \code + * C = (A*B).pruned(); // supress numerical zeros (exact) + * C = (A*B).pruned(ref); + * C = (A*B).pruned(ref,epsilon); + * \endcode + * where \c ref is a meaningful non zero reference value. + * */ +template<typename Derived> +template<typename OtherDerived> +inline const typename SparseSparseProductReturnType<Derived,OtherDerived>::Type +SparseMatrixBase<Derived>::operator*(const SparseMatrixBase<OtherDerived> &other) const +{ + return typename SparseSparseProductReturnType<Derived,OtherDerived>::Type(derived(), other.derived()); +} + +} // end namespace Eigen + #endif // EIGEN_SPARSEPRODUCT_H diff --git a/extern/Eigen3/Eigen/src/Sparse/SparseRedux.h b/extern/Eigen3/Eigen/src/SparseCore/SparseRedux.h index afc49de7aad..f3da93a71d4 100644 --- a/extern/Eigen3/Eigen/src/Sparse/SparseRedux.h +++ b/extern/Eigen3/Eigen/src/SparseCore/SparseRedux.h @@ -3,34 +3,21 @@ // // Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_SPARSEREDUX_H #define EIGEN_SPARSEREDUX_H +namespace Eigen { + template<typename Derived> typename internal::traits<Derived>::Scalar SparseMatrixBase<Derived>::sum() const { eigen_assert(rows()>0 && cols()>0 && "you are using a non initialized matrix"); - Scalar res = 0; + Scalar res(0); for (Index j=0; j<outerSize(); ++j) for (typename Derived::InnerIterator iter(derived(),j); iter; ++iter) res += iter.value(); @@ -53,4 +40,6 @@ SparseVector<_Scalar,_Options,_Index>::sum() const return Matrix<Scalar,1,Dynamic>::Map(&m_data.value(0), m_data.size()).sum(); } +} // end namespace Eigen + #endif // EIGEN_SPARSEREDUX_H diff --git a/extern/Eigen3/Eigen/src/Sparse/SparseSelfAdjointView.h b/extern/Eigen3/Eigen/src/SparseCore/SparseSelfAdjointView.h index d82044c789c..86ec0a6c5e2 100644 --- a/extern/Eigen3/Eigen/src/Sparse/SparseSelfAdjointView.h +++ b/extern/Eigen3/Eigen/src/SparseCore/SparseSelfAdjointView.h @@ -3,30 +3,17 @@ // // Copyright (C) 2009 Gael Guennebaud <gael.guennebaud@inria.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_SPARSE_SELFADJOINTVIEW_H #define EIGEN_SPARSE_SELFADJOINTVIEW_H -/** \class SparseSelfAdjointView - * +namespace Eigen { + +/** \ingroup SparseCore_Module + * \class SparseSelfAdjointView * * \brief Pseudo expression to manipulate a triangular sparse matrix as a selfadjoint matrix. * @@ -45,9 +32,6 @@ class SparseSelfAdjointTimeDenseProduct; template<typename Lhs, typename Rhs, int UpLo> class DenseTimeSparseSelfAdjointProduct; -template<typename MatrixType,int UpLo> -class SparseSymmetricPermutationProduct; - namespace internal { template<typename MatrixType, unsigned int UpLo> @@ -106,9 +90,6 @@ template<typename MatrixType, unsigned int UpLo> class SparseSelfAdjointView * * \returns a reference to \c *this * - * Note that it is faster to set alpha=0 than initializing the matrix to zero - * and then keep the default value alpha=1. - * * To perform \f$ this = this + \alpha ( u^* u ) \f$ you can simply * call this function with u.adjoint(). */ @@ -116,21 +97,21 @@ template<typename MatrixType, unsigned int UpLo> class SparseSelfAdjointView SparseSelfAdjointView& rankUpdate(const SparseMatrixBase<DerivedU>& u, Scalar alpha = Scalar(1)); /** \internal triggered by sparse_matrix = SparseSelfadjointView; */ - template<typename DestScalar> void evalTo(SparseMatrix<DestScalar>& _dest) const + template<typename DestScalar,int StorageOrder> void evalTo(SparseMatrix<DestScalar,StorageOrder,Index>& _dest) const { internal::permute_symm_to_fullsymm<UpLo>(m_matrix, _dest); } - template<typename DestScalar> void evalTo(DynamicSparseMatrix<DestScalar>& _dest) const + template<typename DestScalar> void evalTo(DynamicSparseMatrix<DestScalar,ColMajor,Index>& _dest) const { // TODO directly evaluate into _dest; - SparseMatrix<DestScalar> tmp(_dest.rows(),_dest.cols()); + SparseMatrix<DestScalar,ColMajor,Index> tmp(_dest.rows(),_dest.cols()); internal::permute_symm_to_fullsymm<UpLo>(m_matrix, tmp); _dest = tmp; } - /** \returns an expression of P^-1 H P */ - SparseSymmetricPermutationProduct<_MatrixTypeNested,UpLo> twistedBy(const PermutationMatrix<Dynamic>& perm) const + /** \returns an expression of P H P^-1 */ + SparseSymmetricPermutationProduct<_MatrixTypeNested,UpLo> twistedBy(const PermutationMatrix<Dynamic,Dynamic,Index>& perm) const { return SparseSymmetricPermutationProduct<_MatrixTypeNested,UpLo>(m_matrix, perm); } @@ -141,6 +122,20 @@ template<typename MatrixType, unsigned int UpLo> class SparseSelfAdjointView permutedMatrix.evalTo(*this); return *this; } + + + SparseSelfAdjointView& operator=(const SparseSelfAdjointView& src) + { + PermutationMatrix<Dynamic> pnull; + return *this = src.twistedBy(pnull); + } + + template<typename SrcMatrixType,unsigned int SrcUpLo> + SparseSelfAdjointView& operator=(const SparseSelfAdjointView<SrcMatrixType,SrcUpLo>& src) + { + PermutationMatrix<Dynamic> pnull; + return *this = src.twistedBy(pnull); + } // const SparseLLT<PlainObject, UpLo> llt() const; @@ -148,7 +143,7 @@ template<typename MatrixType, unsigned int UpLo> class SparseSelfAdjointView protected: - const typename MatrixType::Nested m_matrix; + typename MatrixType::Nested m_matrix; mutable VectorI m_countPerRow; mutable VectorI m_countPerCol; }; @@ -230,12 +225,15 @@ class SparseSelfAdjointTimeDenseProduct for (Index j=0; j<m_lhs.outerSize(); ++j) { LhsInnerIterator i(m_lhs,j); - if (ProcessSecondHalf && i && (i.index()==j)) + if (ProcessSecondHalf) { - dest.row(j) += i.value() * m_rhs.row(j); - ++i; + while (i && i.index()<j) ++i; + if(i && i.index()==j) + { + dest.row(j) += i.value() * m_rhs.row(j); + ++i; + } } - Block<Dest,1,Dest::ColsAtCompileTime> dest_j(dest.row(LhsIsRowMajor ? j : 0)); for(; (ProcessFirstHalf ? i && i.index() < j : i) ; ++i) { Index a = LhsIsRowMajor ? j : i.index(); @@ -300,7 +298,7 @@ void permute_symm_to_fullsymm(const MatrixType& mat, SparseMatrix<typename Matri enum { StorageOrderMatch = int(Dest::IsRowMajor) == int(MatrixType::IsRowMajor) }; - eigen_assert(perm==0); + Index size = mat.rows(); VectorI count; count.resize(size); @@ -312,10 +310,14 @@ void permute_symm_to_fullsymm(const MatrixType& mat, SparseMatrix<typename Matri for(typename MatrixType::InnerIterator it(mat,j); it; ++it) { Index i = it.index(); + Index r = it.row(); + Index c = it.col(); Index ip = perm ? perm[i] : i; - if(i==j) + if(UpLo==(Upper|Lower)) + count[StorageOrderMatch ? jp : ip]++; + else if(r==c) count[ip]++; - else if((UpLo==Lower && i>j) || (UpLo==Upper && i<j)) + else if(( UpLo==Lower && r>c) || ( UpLo==Upper && r<c)) { count[ip]++; count[jp]++; @@ -325,49 +327,65 @@ void permute_symm_to_fullsymm(const MatrixType& mat, SparseMatrix<typename Matri Index nnz = count.sum(); // reserve space - dest.reserve(nnz); - dest._outerIndexPtr()[0] = 0; + dest.resizeNonZeros(nnz); + dest.outerIndexPtr()[0] = 0; for(Index j=0; j<size; ++j) - dest._outerIndexPtr()[j+1] = dest._outerIndexPtr()[j] + count[j]; + dest.outerIndexPtr()[j+1] = dest.outerIndexPtr()[j] + count[j]; for(Index j=0; j<size; ++j) - count[j] = dest._outerIndexPtr()[j]; + count[j] = dest.outerIndexPtr()[j]; // copy data for(Index j = 0; j<size; ++j) { - Index jp = perm ? perm[j] : j; for(typename MatrixType::InnerIterator it(mat,j); it; ++it) { Index i = it.index(); + Index r = it.row(); + Index c = it.col(); + + Index jp = perm ? perm[j] : j; Index ip = perm ? perm[i] : i; - if(i==j) + + if(UpLo==(Upper|Lower)) + { + Index k = count[StorageOrderMatch ? jp : ip]++; + dest.innerIndexPtr()[k] = StorageOrderMatch ? ip : jp; + dest.valuePtr()[k] = it.value(); + } + else if(r==c) { - int k = count[ip]++; - dest._innerIndexPtr()[k] = ip; - dest._valuePtr()[k] = it.value(); + Index k = count[ip]++; + dest.innerIndexPtr()[k] = ip; + dest.valuePtr()[k] = it.value(); } - else if((UpLo==Lower && i>j) || (UpLo==Upper && i<j)) + else if(( (UpLo&Lower)==Lower && r>c) || ( (UpLo&Upper)==Upper && r<c)) { - int k = count[jp]++; - dest._innerIndexPtr()[k] = ip; - dest._valuePtr()[k] = it.value(); + if(!StorageOrderMatch) + std::swap(ip,jp); + Index k = count[jp]++; + dest.innerIndexPtr()[k] = ip; + dest.valuePtr()[k] = it.value(); k = count[ip]++; - dest._innerIndexPtr()[k] = jp; - dest._valuePtr()[k] = internal::conj(it.value()); + dest.innerIndexPtr()[k] = jp; + dest.valuePtr()[k] = internal::conj(it.value()); } } } } -template<int SrcUpLo,int DstUpLo,typename MatrixType,int DestOrder> -void permute_symm_to_symm(const MatrixType& mat, SparseMatrix<typename MatrixType::Scalar,DestOrder,typename MatrixType::Index>& _dest, const typename MatrixType::Index* perm) +template<int _SrcUpLo,int _DstUpLo,typename MatrixType,int DstOrder> +void permute_symm_to_symm(const MatrixType& mat, SparseMatrix<typename MatrixType::Scalar,DstOrder,typename MatrixType::Index>& _dest, const typename MatrixType::Index* perm) { typedef typename MatrixType::Index Index; typedef typename MatrixType::Scalar Scalar; - typedef SparseMatrix<Scalar,DestOrder,Index> Dest; - Dest& dest(_dest.derived()); + SparseMatrix<Scalar,DstOrder,Index>& dest(_dest.derived()); typedef Matrix<Index,Dynamic,1> VectorI; - //internal::conj_if<SrcUpLo!=DstUpLo> cj; + enum { + SrcOrder = MatrixType::IsRowMajor ? RowMajor : ColMajor, + StorageOrderMatch = int(SrcOrder) == int(DstOrder), + DstUpLo = DstOrder==RowMajor ? (_DstUpLo==Upper ? Lower : Upper) : _DstUpLo, + SrcUpLo = SrcOrder==RowMajor ? (_SrcUpLo==Upper ? Lower : Upper) : _SrcUpLo + }; Index size = mat.rows(); VectorI count(size); @@ -379,37 +397,40 @@ void permute_symm_to_symm(const MatrixType& mat, SparseMatrix<typename MatrixTyp for(typename MatrixType::InnerIterator it(mat,j); it; ++it) { Index i = it.index(); - if((SrcUpLo==Lower && i<j) || (SrcUpLo==Upper && i>j)) + if((int(SrcUpLo)==int(Lower) && i<j) || (int(SrcUpLo)==int(Upper) && i>j)) continue; Index ip = perm ? perm[i] : i; - count[DstUpLo==Lower ? (std::min)(ip,jp) : (std::max)(ip,jp)]++; + count[int(DstUpLo)==int(Lower) ? (std::min)(ip,jp) : (std::max)(ip,jp)]++; } } - dest._outerIndexPtr()[0] = 0; + dest.outerIndexPtr()[0] = 0; for(Index j=0; j<size; ++j) - dest._outerIndexPtr()[j+1] = dest._outerIndexPtr()[j] + count[j]; - dest.resizeNonZeros(dest._outerIndexPtr()[size]); + dest.outerIndexPtr()[j+1] = dest.outerIndexPtr()[j] + count[j]; + dest.resizeNonZeros(dest.outerIndexPtr()[size]); for(Index j=0; j<size; ++j) - count[j] = dest._outerIndexPtr()[j]; + count[j] = dest.outerIndexPtr()[j]; for(Index j = 0; j<size; ++j) { - Index jp = perm ? perm[j] : j; + for(typename MatrixType::InnerIterator it(mat,j); it; ++it) { Index i = it.index(); - if((SrcUpLo==Lower && i<j) || (SrcUpLo==Upper && i>j)) + if((int(SrcUpLo)==int(Lower) && i<j) || (int(SrcUpLo)==int(Upper) && i>j)) continue; + Index jp = perm ? perm[j] : j; Index ip = perm? perm[i] : i; - Index k = count[DstUpLo==Lower ? (std::min)(ip,jp) : (std::max)(ip,jp)]++; - dest._innerIndexPtr()[k] = DstUpLo==Lower ? (std::max)(ip,jp) : (std::min)(ip,jp); - if((DstUpLo==Lower && ip<jp) || (DstUpLo==Upper && ip>jp)) - dest._valuePtr()[k] = conj(it.value()); + Index k = count[int(DstUpLo)==int(Lower) ? (std::min)(ip,jp) : (std::max)(ip,jp)]++; + dest.innerIndexPtr()[k] = int(DstUpLo)==int(Lower) ? (std::max)(ip,jp) : (std::min)(ip,jp); + + if(!StorageOrderMatch) std::swap(ip,jp); + if( ((int(DstUpLo)==int(Lower) && ip<jp) || (int(DstUpLo)==int(Upper) && ip>jp))) + dest.valuePtr()[k] = conj(it.value()); else - dest._valuePtr()[k] = it.value(); + dest.valuePtr()[k] = it.value(); } } } @@ -420,10 +441,12 @@ template<typename MatrixType,int UpLo> class SparseSymmetricPermutationProduct : public EigenBase<SparseSymmetricPermutationProduct<MatrixType,UpLo> > { - typedef PermutationMatrix<Dynamic> Perm; public: typedef typename MatrixType::Scalar Scalar; typedef typename MatrixType::Index Index; + protected: + typedef PermutationMatrix<Dynamic,Dynamic,Index> Perm; + public: typedef Matrix<Index,Dynamic,1> VectorI; typedef typename MatrixType::Nested MatrixTypeNested; typedef typename internal::remove_all<MatrixTypeNested>::type _MatrixTypeNested; @@ -435,7 +458,8 @@ class SparseSymmetricPermutationProduct inline Index rows() const { return m_matrix.rows(); } inline Index cols() const { return m_matrix.cols(); } - template<typename DestScalar> void evalTo(SparseMatrix<DestScalar>& _dest) const + template<typename DestScalar, int Options, typename DstIndex> + void evalTo(SparseMatrix<DestScalar,Options,DstIndex>& _dest) const { internal::permute_symm_to_fullsymm<UpLo>(m_matrix,_dest,m_perm.indices().data()); } @@ -446,9 +470,11 @@ class SparseSymmetricPermutationProduct } protected: - const MatrixTypeNested m_matrix; + MatrixTypeNested m_matrix; const Perm& m_perm; }; +} // end namespace Eigen + #endif // EIGEN_SPARSE_SELFADJOINTVIEW_H diff --git a/extern/Eigen3/Eigen/src/SparseCore/SparseSparseProductWithPruning.h b/extern/Eigen3/Eigen/src/SparseCore/SparseSparseProductWithPruning.h new file mode 100644 index 00000000000..2438ac573d0 --- /dev/null +++ b/extern/Eigen3/Eigen/src/SparseCore/SparseSparseProductWithPruning.h @@ -0,0 +1,149 @@ +// This file is part of Eigen, a lightweight C++ template library +// for linear algebra. +// +// Copyright (C) 2008-2011 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_SPARSESPARSEPRODUCTWITHPRUNING_H +#define EIGEN_SPARSESPARSEPRODUCTWITHPRUNING_H + +namespace Eigen { + +namespace internal { + + +// perform a pseudo in-place sparse * sparse product assuming all matrices are col major +template<typename Lhs, typename Rhs, typename ResultType> +static void sparse_sparse_product_with_pruning_impl(const Lhs& lhs, const Rhs& rhs, ResultType& res, typename ResultType::RealScalar tolerance) +{ + // return sparse_sparse_product_with_pruning_impl2(lhs,rhs,res); + + typedef typename remove_all<Lhs>::type::Scalar Scalar; + typedef typename remove_all<Lhs>::type::Index Index; + + // make sure to call innerSize/outerSize since we fake the storage order. + Index rows = lhs.innerSize(); + Index cols = rhs.outerSize(); + //int size = lhs.outerSize(); + eigen_assert(lhs.outerSize() == rhs.innerSize()); + + // allocate a temporary buffer + AmbiVector<Scalar,Index> tempVector(rows); + + // estimate the number of non zero entries + // given a rhs column containing Y non zeros, we assume that the respective Y columns + // of the lhs differs in average of one non zeros, thus the number of non zeros for + // the product of a rhs column with the lhs is X+Y where X is the average number of non zero + // per column of the lhs. + // Therefore, we have nnz(lhs*rhs) = nnz(lhs) + nnz(rhs) + Index estimated_nnz_prod = lhs.nonZeros() + rhs.nonZeros(); + + // mimics a resizeByInnerOuter: + if(ResultType::IsRowMajor) + res.resize(cols, rows); + else + res.resize(rows, cols); + + res.reserve(estimated_nnz_prod); + double ratioColRes = double(estimated_nnz_prod)/double(lhs.rows()*rhs.cols()); + for (Index j=0; j<cols; ++j) + { + // FIXME: + //double ratioColRes = (double(rhs.innerVector(j).nonZeros()) + double(lhs.nonZeros())/double(lhs.cols()))/double(lhs.rows()); + // let's do a more accurate determination of the nnz ratio for the current column j of res + tempVector.init(ratioColRes); + tempVector.setZero(); + for (typename Rhs::InnerIterator rhsIt(rhs, j); rhsIt; ++rhsIt) + { + // FIXME should be written like this: tmp += rhsIt.value() * lhs.col(rhsIt.index()) + tempVector.restart(); + Scalar x = rhsIt.value(); + for (typename Lhs::InnerIterator lhsIt(lhs, rhsIt.index()); lhsIt; ++lhsIt) + { + tempVector.coeffRef(lhsIt.index()) += lhsIt.value() * x; + } + } + res.startVec(j); + for (typename AmbiVector<Scalar,Index>::Iterator it(tempVector,tolerance); it; ++it) + res.insertBackByOuterInner(j,it.index()) = it.value(); + } + res.finalize(); +} + +template<typename Lhs, typename Rhs, typename ResultType, + int LhsStorageOrder = traits<Lhs>::Flags&RowMajorBit, + int RhsStorageOrder = traits<Rhs>::Flags&RowMajorBit, + int ResStorageOrder = traits<ResultType>::Flags&RowMajorBit> +struct sparse_sparse_product_with_pruning_selector; + +template<typename Lhs, typename Rhs, typename ResultType> +struct sparse_sparse_product_with_pruning_selector<Lhs,Rhs,ResultType,ColMajor,ColMajor,ColMajor> +{ + typedef typename traits<typename remove_all<Lhs>::type>::Scalar Scalar; + typedef typename ResultType::RealScalar RealScalar; + + static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res, RealScalar tolerance) + { + typename remove_all<ResultType>::type _res(res.rows(), res.cols()); + internal::sparse_sparse_product_with_pruning_impl<Lhs,Rhs,ResultType>(lhs, rhs, _res, tolerance); + res.swap(_res); + } +}; + +template<typename Lhs, typename Rhs, typename ResultType> +struct sparse_sparse_product_with_pruning_selector<Lhs,Rhs,ResultType,ColMajor,ColMajor,RowMajor> +{ + typedef typename ResultType::RealScalar RealScalar; + static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res, RealScalar tolerance) + { + // we need a col-major matrix to hold the result + typedef SparseMatrix<typename ResultType::Scalar> SparseTemporaryType; + SparseTemporaryType _res(res.rows(), res.cols()); + internal::sparse_sparse_product_with_pruning_impl<Lhs,Rhs,SparseTemporaryType>(lhs, rhs, _res, tolerance); + res = _res; + } +}; + +template<typename Lhs, typename Rhs, typename ResultType> +struct sparse_sparse_product_with_pruning_selector<Lhs,Rhs,ResultType,RowMajor,RowMajor,RowMajor> +{ + typedef typename ResultType::RealScalar RealScalar; + static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res, RealScalar tolerance) + { + // let's transpose the product to get a column x column product + typename remove_all<ResultType>::type _res(res.rows(), res.cols()); + internal::sparse_sparse_product_with_pruning_impl<Rhs,Lhs,ResultType>(rhs, lhs, _res, tolerance); + res.swap(_res); + } +}; + +template<typename Lhs, typename Rhs, typename ResultType> +struct sparse_sparse_product_with_pruning_selector<Lhs,Rhs,ResultType,RowMajor,RowMajor,ColMajor> +{ + typedef typename ResultType::RealScalar RealScalar; + static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res, RealScalar tolerance) + { + typedef SparseMatrix<typename ResultType::Scalar,ColMajor> ColMajorMatrix; + ColMajorMatrix colLhs(lhs); + ColMajorMatrix colRhs(rhs); + internal::sparse_sparse_product_with_pruning_impl<ColMajorMatrix,ColMajorMatrix,ResultType>(colLhs, colRhs, res, tolerance); + + // let's transpose the product to get a column x column product +// typedef SparseMatrix<typename ResultType::Scalar> SparseTemporaryType; +// SparseTemporaryType _res(res.cols(), res.rows()); +// sparse_sparse_product_with_pruning_impl<Rhs,Lhs,SparseTemporaryType>(rhs, lhs, _res); +// res = _res.transpose(); + } +}; + +// NOTE the 2 others cases (col row *) must never occur since they are caught +// by ProductReturnType which transforms it to (col col *) by evaluating rhs. + +} // end namespace internal + +} // end namespace Eigen + +#endif // EIGEN_SPARSESPARSEPRODUCTWITHPRUNING_H diff --git a/extern/Eigen3/Eigen/src/Sparse/SparseTranspose.h b/extern/Eigen3/Eigen/src/SparseCore/SparseTranspose.h index 2aea2fa32c7..273f9de688f 100644 --- a/extern/Eigen3/Eigen/src/Sparse/SparseTranspose.h +++ b/extern/Eigen3/Eigen/src/SparseCore/SparseTranspose.h @@ -3,28 +3,15 @@ // // Copyright (C) 2008-2009 Gael Guennebaud <gael.guennebaud@inria.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_SPARSETRANSPOSE_H #define EIGEN_SPARSETRANSPOSE_H +namespace Eigen { + template<typename MatrixType> class TransposeImpl<MatrixType,Sparse> : public SparseMatrixBase<Transpose<MatrixType> > { @@ -39,17 +26,21 @@ template<typename MatrixType> class TransposeImpl<MatrixType,Sparse> inline Index nonZeros() const { return derived().nestedExpression().nonZeros(); } }; +// NOTE: VC10 trigger an ICE if don't put typename TransposeImpl<MatrixType,Sparse>:: in front of Index, +// a typedef typename TransposeImpl<MatrixType,Sparse>::Index Index; +// does not fix the issue. +// An alternative is to define the nested class in the parent class itself. template<typename MatrixType> class TransposeImpl<MatrixType,Sparse>::InnerIterator : public _MatrixTypeNested::InnerIterator { typedef typename _MatrixTypeNested::InnerIterator Base; public: - EIGEN_STRONG_INLINE InnerIterator(const TransposeImpl& trans, Index outer) + EIGEN_STRONG_INLINE InnerIterator(const TransposeImpl& trans, typename TransposeImpl<MatrixType,Sparse>::Index outer) : Base(trans.derived().nestedExpression(), outer) {} - inline Index row() const { return Base::col(); } - inline Index col() const { return Base::row(); } + inline typename TransposeImpl<MatrixType,Sparse>::Index row() const { return Base::col(); } + inline typename TransposeImpl<MatrixType,Sparse>::Index col() const { return Base::row(); } }; template<typename MatrixType> class TransposeImpl<MatrixType,Sparse>::ReverseInnerIterator @@ -58,11 +49,13 @@ template<typename MatrixType> class TransposeImpl<MatrixType,Sparse>::ReverseInn typedef typename _MatrixTypeNested::ReverseInnerIterator Base; public: - EIGEN_STRONG_INLINE ReverseInnerIterator(const TransposeImpl& xpr, Index outer) + EIGEN_STRONG_INLINE ReverseInnerIterator(const TransposeImpl& xpr, typename TransposeImpl<MatrixType,Sparse>::Index outer) : Base(xpr.derived().nestedExpression(), outer) {} - inline Index row() const { return Base::col(); } - inline Index col() const { return Base::row(); } + inline typename TransposeImpl<MatrixType,Sparse>::Index row() const { return Base::col(); } + inline typename TransposeImpl<MatrixType,Sparse>::Index col() const { return Base::row(); } }; +} // end namespace Eigen + #endif // EIGEN_SPARSETRANSPOSE_H diff --git a/extern/Eigen3/Eigen/src/SparseCore/SparseTriangularView.h b/extern/Eigen3/Eigen/src/SparseCore/SparseTriangularView.h new file mode 100644 index 00000000000..477e4bd94b0 --- /dev/null +++ b/extern/Eigen3/Eigen/src/SparseCore/SparseTriangularView.h @@ -0,0 +1,164 @@ +// This file is part of Eigen, a lightweight C++ template library +// for linear algebra. +// +// Copyright (C) 2009 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_SPARSE_TRIANGULARVIEW_H +#define EIGEN_SPARSE_TRIANGULARVIEW_H + +namespace Eigen { + +namespace internal { + +template<typename MatrixType, int Mode> +struct traits<SparseTriangularView<MatrixType,Mode> > +: public traits<MatrixType> +{}; + +} // namespace internal + +template<typename MatrixType, int Mode> class SparseTriangularView + : public SparseMatrixBase<SparseTriangularView<MatrixType,Mode> > +{ + enum { SkipFirst = ((Mode&Lower) && !(MatrixType::Flags&RowMajorBit)) + || ((Mode&Upper) && (MatrixType::Flags&RowMajorBit)), + SkipLast = !SkipFirst, + HasUnitDiag = (Mode&UnitDiag) ? 1 : 0 + }; + + public: + + EIGEN_SPARSE_PUBLIC_INTERFACE(SparseTriangularView) + + class InnerIterator; + class ReverseInnerIterator; + + inline Index rows() const { return m_matrix.rows(); } + inline Index cols() const { return m_matrix.cols(); } + + typedef typename MatrixType::Nested MatrixTypeNested; + typedef typename internal::remove_reference<MatrixTypeNested>::type MatrixTypeNestedNonRef; + typedef typename internal::remove_all<MatrixTypeNested>::type MatrixTypeNestedCleaned; + + inline SparseTriangularView(const MatrixType& matrix) : m_matrix(matrix) {} + + /** \internal */ + inline const MatrixTypeNestedCleaned& nestedExpression() const { return m_matrix; } + + template<typename OtherDerived> + typename internal::plain_matrix_type_column_major<OtherDerived>::type + solve(const MatrixBase<OtherDerived>& other) const; + + template<typename OtherDerived> void solveInPlace(MatrixBase<OtherDerived>& other) const; + template<typename OtherDerived> void solveInPlace(SparseMatrixBase<OtherDerived>& other) const; + + protected: + MatrixTypeNested m_matrix; +}; + +template<typename MatrixType, int Mode> +class SparseTriangularView<MatrixType,Mode>::InnerIterator : public MatrixTypeNestedCleaned::InnerIterator +{ + typedef typename MatrixTypeNestedCleaned::InnerIterator Base; + public: + + EIGEN_STRONG_INLINE InnerIterator(const SparseTriangularView& view, Index outer) + : Base(view.nestedExpression(), outer), m_returnOne(false) + { + if(SkipFirst) + { + while((*this) && (HasUnitDiag ? this->index()<=outer : this->index()<outer)) + Base::operator++(); + if(HasUnitDiag) + m_returnOne = true; + } + else if(HasUnitDiag && ((!Base::operator bool()) || Base::index()>=Base::outer())) + { + if((!SkipFirst) && Base::operator bool()) + Base::operator++(); + m_returnOne = true; + } + } + + EIGEN_STRONG_INLINE InnerIterator& operator++() + { + if(HasUnitDiag && m_returnOne) + m_returnOne = false; + else + { + Base::operator++(); + if(HasUnitDiag && (!SkipFirst) && ((!Base::operator bool()) || Base::index()>=Base::outer())) + { + if((!SkipFirst) && Base::operator bool()) + Base::operator++(); + m_returnOne = true; + } + } + return *this; + } + + inline Index row() const { return Base::row(); } + inline Index col() const { return Base::col(); } + inline Index index() const + { + if(HasUnitDiag && m_returnOne) return Base::outer(); + else return Base::index(); + } + inline Scalar value() const + { + if(HasUnitDiag && m_returnOne) return Scalar(1); + else return Base::value(); + } + + EIGEN_STRONG_INLINE operator bool() const + { + if(HasUnitDiag && m_returnOne) + return true; + return (SkipFirst ? Base::operator bool() : (Base::operator bool() && this->index() <= this->outer())); + } + protected: + bool m_returnOne; +}; + +template<typename MatrixType, int Mode> +class SparseTriangularView<MatrixType,Mode>::ReverseInnerIterator : public MatrixTypeNestedCleaned::ReverseInnerIterator +{ + typedef typename MatrixTypeNestedCleaned::ReverseInnerIterator Base; + public: + + EIGEN_STRONG_INLINE ReverseInnerIterator(const SparseTriangularView& view, Index outer) + : Base(view.nestedExpression(), outer) + { + eigen_assert((!HasUnitDiag) && "ReverseInnerIterator does not support yet triangular views with a unit diagonal"); + if(SkipLast) + while((*this) && this->index()>outer) + --(*this); + } + + EIGEN_STRONG_INLINE InnerIterator& operator--() + { Base::operator--(); return *this; } + + inline Index row() const { return Base::row(); } + inline Index col() const { return Base::col(); } + + EIGEN_STRONG_INLINE operator bool() const + { + return SkipLast ? Base::operator bool() : (Base::operator bool() && this->index() >= this->outer()); + } +}; + +template<typename Derived> +template<int Mode> +inline const SparseTriangularView<Derived, Mode> +SparseMatrixBase<Derived>::triangularView() const +{ + return derived(); +} + +} // end namespace Eigen + +#endif // EIGEN_SPARSE_TRIANGULARVIEW_H diff --git a/extern/Eigen3/Eigen/src/Sparse/SparseUtil.h b/extern/Eigen3/Eigen/src/SparseCore/SparseUtil.h index db9ae98e7a0..6062a086ff7 100644 --- a/extern/Eigen3/Eigen/src/Sparse/SparseUtil.h +++ b/extern/Eigen3/Eigen/src/SparseCore/SparseUtil.h @@ -3,28 +3,15 @@ // // Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_SPARSEUTIL_H #define EIGEN_SPARSEUTIL_H +namespace Eigen { + #ifdef NDEBUG #define EIGEN_DBG_SPARSE(X) #else @@ -58,22 +45,22 @@ EIGEN_SPARSE_INHERIT_SCALAR_ASSIGNMENT_OPERATOR(Derived, /=) #define _EIGEN_SPARSE_PUBLIC_INTERFACE(Derived, BaseClass) \ typedef BaseClass Base; \ - typedef typename Eigen::internal::traits<Derived>::Scalar Scalar; \ + typedef typename Eigen::internal::traits<Derived >::Scalar Scalar; \ typedef typename Eigen::NumTraits<Scalar>::Real RealScalar; \ - typedef typename Eigen::internal::nested<Derived>::type Nested; \ - typedef typename Eigen::internal::traits<Derived>::StorageKind StorageKind; \ - typedef typename Eigen::internal::traits<Derived>::Index Index; \ - enum { RowsAtCompileTime = Eigen::internal::traits<Derived>::RowsAtCompileTime, \ - ColsAtCompileTime = Eigen::internal::traits<Derived>::ColsAtCompileTime, \ - Flags = Eigen::internal::traits<Derived>::Flags, \ - CoeffReadCost = Eigen::internal::traits<Derived>::CoeffReadCost, \ + typedef typename Eigen::internal::nested<Derived >::type Nested; \ + typedef typename Eigen::internal::traits<Derived >::StorageKind StorageKind; \ + typedef typename Eigen::internal::traits<Derived >::Index Index; \ + enum { RowsAtCompileTime = Eigen::internal::traits<Derived >::RowsAtCompileTime, \ + ColsAtCompileTime = Eigen::internal::traits<Derived >::ColsAtCompileTime, \ + Flags = Eigen::internal::traits<Derived >::Flags, \ + CoeffReadCost = Eigen::internal::traits<Derived >::CoeffReadCost, \ SizeAtCompileTime = Base::SizeAtCompileTime, \ IsVectorAtCompileTime = Base::IsVectorAtCompileTime }; \ using Base::derived; \ using Base::const_cast_derived; #define EIGEN_SPARSE_PUBLIC_INTERFACE(Derived) \ - _EIGEN_SPARSE_PUBLIC_INTERFACE(Derived, Eigen::SparseMatrixBase<Derived>) + _EIGEN_SPARSE_PUBLIC_INTERFACE(Derived, Eigen::SparseMatrixBase<Derived >) const int CoherentAccessPattern = 0x1; const int InnerRandomAccessPattern = 0x2 | CoherentAccessPattern; @@ -100,20 +87,43 @@ template<typename Lhs, typename Rhs, bool Transpose> class SparseDenseOuterProdu template<typename Lhs, typename Rhs> struct SparseSparseProductReturnType; template<typename Lhs, typename Rhs, int InnerSize = internal::traits<Lhs>::ColsAtCompileTime> struct DenseSparseProductReturnType; template<typename Lhs, typename Rhs, int InnerSize = internal::traits<Lhs>::ColsAtCompileTime> struct SparseDenseProductReturnType; +template<typename MatrixType,int UpLo> class SparseSymmetricPermutationProduct; namespace internal { +template<typename T,int Rows,int Cols> struct sparse_eval; + template<typename T> struct eval<T,Sparse> -{ + : public sparse_eval<T, traits<T>::RowsAtCompileTime,traits<T>::ColsAtCompileTime> +{}; + +template<typename T,int Cols> struct sparse_eval<T,1,Cols> { typedef typename traits<T>::Scalar _Scalar; - enum { - _Flags = traits<T>::Flags - }; + enum { _Flags = traits<T>::Flags| RowMajorBit }; + public: + typedef SparseVector<_Scalar, _Flags> type; +}; +template<typename T,int Rows> struct sparse_eval<T,Rows,1> { + typedef typename traits<T>::Scalar _Scalar; + enum { _Flags = traits<T>::Flags & (~RowMajorBit) }; + public: + typedef SparseVector<_Scalar, _Flags> type; +}; + +template<typename T,int Rows,int Cols> struct sparse_eval { + typedef typename traits<T>::Scalar _Scalar; + enum { _Flags = traits<T>::Flags }; public: typedef SparseMatrix<_Scalar, _Flags> type; }; +template<typename T> struct sparse_eval<T,1,1> { + typedef typename traits<T>::Scalar _Scalar; + public: + typedef Matrix<_Scalar, 1, 1> type; +}; + template<typename T> struct plain_matrix_type<T,Sparse> { typedef typename traits<T>::Scalar _Scalar; @@ -127,4 +137,37 @@ template<typename T> struct plain_matrix_type<T,Sparse> } // end namespace internal +/** \ingroup SparseCore_Module + * + * \class Triplet + * + * \brief A small structure to hold a non zero as a triplet (i,j,value). + * + * \sa SparseMatrix::setFromTriplets() + */ +template<typename Scalar, typename Index=unsigned int> +class Triplet +{ +public: + Triplet() : m_row(0), m_col(0), m_value(0) {} + + Triplet(const Index& i, const Index& j, const Scalar& v = Scalar(0)) + : m_row(i), m_col(j), m_value(v) + {} + + /** \returns the row index of the element */ + const Index& row() const { return m_row; } + + /** \returns the column index of the element */ + const Index& col() const { return m_col; } + + /** \returns the value of the element */ + const Scalar& value() const { return m_value; } +protected: + Index m_row, m_col; + Scalar m_value; +}; + +} // end namespace Eigen + #endif // EIGEN_SPARSEUTIL_H diff --git a/extern/Eigen3/Eigen/src/Sparse/SparseVector.h b/extern/Eigen3/Eigen/src/SparseCore/SparseVector.h index ce4bb51a27e..c952f654038 100644 --- a/extern/Eigen3/Eigen/src/Sparse/SparseVector.h +++ b/extern/Eigen3/Eigen/src/SparseCore/SparseVector.h @@ -3,29 +3,17 @@ // // Copyright (C) 2008-2009 Gael Guennebaud <gael.guennebaud@inria.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_SPARSEVECTOR_H #define EIGEN_SPARSEVECTOR_H -/** \class SparseVector +namespace Eigen { + +/** \ingroup SparseCore_Module + * \class SparseVector * * \brief a sparse vector class * @@ -46,13 +34,13 @@ struct traits<SparseVector<_Scalar, _Options, _Index> > typedef Sparse StorageKind; typedef MatrixXpr XprKind; enum { - IsColVector = _Options & RowMajorBit ? 0 : 1, + IsColVector = (_Options & RowMajorBit) ? 0 : 1, RowsAtCompileTime = IsColVector ? Dynamic : 1, ColsAtCompileTime = IsColVector ? 1 : Dynamic, MaxRowsAtCompileTime = RowsAtCompileTime, MaxColsAtCompileTime = ColsAtCompileTime, - Flags = _Options | NestByRefBit | LvalueBit, + Flags = _Options | NestByRefBit | LvalueBit | (IsColVector ? 0 : RowMajorBit), CoeffReadCost = NumTraits<Scalar>::ReadCost, SupportedAccessPatterns = InnerRandomAccessPattern }; @@ -67,7 +55,6 @@ class SparseVector EIGEN_SPARSE_PUBLIC_INTERFACE(SparseVector) EIGEN_SPARSE_INHERIT_ASSIGNMENT_OPERATOR(SparseVector, +=) EIGEN_SPARSE_INHERIT_ASSIGNMENT_OPERATOR(SparseVector, -=) -// EIGEN_SPARSE_INHERIT_ASSIGNMENT_OPERATOR(SparseVector, =) protected: public: @@ -79,11 +66,11 @@ class SparseVector Options = _Options }; - CompressedStorage<Scalar,Index> m_data; + internal::CompressedStorage<Scalar,Index> m_data; Index m_size; - CompressedStorage<Scalar,Index>& _data() { return m_data; } - CompressedStorage<Scalar,Index>& _data() const { return m_data; } + internal::CompressedStorage<Scalar,Index>& _data() { return m_data; } + internal::CompressedStorage<Scalar,Index>& _data() const { return m_data; } public: @@ -91,13 +78,12 @@ class SparseVector EIGEN_STRONG_INLINE Index cols() const { return IsColVector ? 1 : m_size; } EIGEN_STRONG_INLINE Index innerSize() const { return m_size; } EIGEN_STRONG_INLINE Index outerSize() const { return 1; } - EIGEN_STRONG_INLINE Index innerNonZeros(Index j) const { eigen_assert(j==0); return m_size; } - EIGEN_STRONG_INLINE const Scalar* _valuePtr() const { return &m_data.value(0); } - EIGEN_STRONG_INLINE Scalar* _valuePtr() { return &m_data.value(0); } + EIGEN_STRONG_INLINE const Scalar* valuePtr() const { return &m_data.value(0); } + EIGEN_STRONG_INLINE Scalar* valuePtr() { return &m_data.value(0); } - EIGEN_STRONG_INLINE const Index* _innerIndexPtr() const { return &m_data.index(0); } - EIGEN_STRONG_INLINE Index* _innerIndexPtr() { return &m_data.index(0); } + EIGEN_STRONG_INLINE const Index* innerIndexPtr() const { return &m_data.index(0); } + EIGEN_STRONG_INLINE Index* innerIndexPtr() { return &m_data.index(0); } inline Scalar coeff(Index row, Index col) const { @@ -126,6 +112,7 @@ class SparseVector public: class InnerIterator; + class ReverseInnerIterator; inline void setZero() { m_data.clear(); } @@ -134,11 +121,13 @@ class SparseVector inline void startVec(Index outer) { + EIGEN_UNUSED_VARIABLE(outer); eigen_assert(outer==0); } inline Scalar& insertBackByOuterInner(Index outer, Index inner) { + EIGEN_UNUSED_VARIABLE(outer); eigen_assert(outer==0); return insertBack(inner); } @@ -158,7 +147,7 @@ class SparseVector Scalar& insert(Index i) { Index startId = 0; - Index p = m_data.size() - 1; + Index p = Index(m_data.size()) - 1; // TODO smart realloc m_data.resize(p+2,1); @@ -206,13 +195,6 @@ class SparseVector inline SparseVector(Index rows, Index cols) : m_size(0) { resize(rows,cols); } template<typename OtherDerived> - inline SparseVector(const MatrixBase<OtherDerived>& other) - : m_size(0) - { - *this = other.derived(); - } - - template<typename OtherDerived> inline SparseVector(const SparseMatrixBase<OtherDerived>& other) : m_size(0) { @@ -249,9 +231,9 @@ class SparseVector inline SparseVector& operator=(const SparseMatrixBase<OtherDerived>& other) { if (int(RowsAtCompileTime)!=int(OtherDerived::RowsAtCompileTime)) - return Base::operator=(other.transpose()); + return assign(other.transpose()); else - return Base::operator=(other); + return assign(other); } #ifndef EIGEN_PARSED_BY_DOXYGEN @@ -262,56 +244,6 @@ class SparseVector } #endif -// const bool needToTranspose = (Flags & RowMajorBit) != (OtherDerived::Flags & RowMajorBit); -// if (needToTranspose) -// { -// // two passes algorithm: -// // 1 - compute the number of coeffs per dest inner vector -// // 2 - do the actual copy/eval -// // Since each coeff of the rhs has to be evaluated twice, let's evauluate it if needed -// typedef typename internal::nested<OtherDerived,2>::type OtherCopy; -// OtherCopy otherCopy(other.derived()); -// typedef typename internal::remove_all<OtherCopy>::type _OtherCopy; -// -// resize(other.rows(), other.cols()); -// Eigen::Map<VectorXi>(m_outerIndex,outerSize()).setZero(); -// // pass 1 -// // FIXME the above copy could be merged with that pass -// for (int j=0; j<otherCopy.outerSize(); ++j) -// for (typename _OtherCopy::InnerIterator it(otherCopy, j); it; ++it) -// ++m_outerIndex[it.index()]; -// -// // prefix sum -// int count = 0; -// VectorXi positions(outerSize()); -// for (int j=0; j<outerSize(); ++j) -// { -// int tmp = m_outerIndex[j]; -// m_outerIndex[j] = count; -// positions[j] = count; -// count += tmp; -// } -// m_outerIndex[outerSize()] = count; -// // alloc -// m_data.resize(count); -// // pass 2 -// for (int j=0; j<otherCopy.outerSize(); ++j) -// for (typename _OtherCopy::InnerIterator it(otherCopy, j); it; ++it) -// { -// int pos = positions[it.index()]++; -// m_data.index(pos) = j; -// m_data.value(pos) = it.value(); -// } -// -// return *this; -// } -// else -// { -// // there is no special optimization -// return SparseMatrixBase<SparseMatrix>::operator=(other.derived()); -// } -// } - friend std::ostream & operator << (std::ostream & s, const SparseVector& m) { for (Index i=0; i<m.nonZeros(); ++i) @@ -320,28 +252,6 @@ class SparseVector return s; } - // this specialized version does not seems to be faster -// Scalar dot(const SparseVector& other) const -// { -// int i=0, j=0; -// Scalar res = 0; -// asm("#begindot"); -// while (i<nonZeros() && j<other.nonZeros()) -// { -// if (m_data.index(i)==other.m_data.index(j)) -// { -// res += m_data.value(i) * internal::conj(other.m_data.value(j)); -// ++i; ++j; -// } -// else if (m_data.index(i)<other.m_data.index(j)) -// ++i; -// else -// ++j; -// } -// asm("#enddot"); -// return res; -// } - /** Destructor */ inline ~SparseVector() {} @@ -390,6 +300,33 @@ class SparseVector # ifdef EIGEN_SPARSEVECTOR_PLUGIN # include EIGEN_SPARSEVECTOR_PLUGIN # endif + +protected: + template<typename OtherDerived> + EIGEN_DONT_INLINE SparseVector& assign(const SparseMatrixBase<OtherDerived>& _other) + { + const OtherDerived& other(_other.derived()); + const bool needToTranspose = (Flags & RowMajorBit) != (OtherDerived::Flags & RowMajorBit); + if(needToTranspose) + { + Index size = other.size(); + Index nnz = other.nonZeros(); + resize(size); + reserve(nnz); + for(Index i=0; i<size; ++i) + { + typename OtherDerived::InnerIterator it(other, i); + if(it) + insert(i) = it.value(); + } + return *this; + } + else + { + // there is no special optimization + return Base::operator=(other); + } + } }; template<typename Scalar, int _Options, typename _Index> @@ -399,18 +336,14 @@ class SparseVector<Scalar,_Options,_Index>::InnerIterator InnerIterator(const SparseVector& vec, Index outer=0) : m_data(vec.m_data), m_id(0), m_end(static_cast<Index>(m_data.size())) { + EIGEN_UNUSED_VARIABLE(outer); eigen_assert(outer==0); } - InnerIterator(const CompressedStorage<Scalar,Index>& data) + InnerIterator(const internal::CompressedStorage<Scalar,Index>& data) : m_data(data), m_id(0), m_end(static_cast<Index>(m_data.size())) {} - template<unsigned int Added, unsigned int Removed> - InnerIterator(const Flagged<SparseVector,Added,Removed>& vec, Index ) - : m_data(vec._expression().m_data), m_id(0), m_end(m_data.size()) - {} - inline InnerIterator& operator++() { m_id++; return *this; } inline Scalar value() const { return m_data.value(m_id); } @@ -423,9 +356,43 @@ class SparseVector<Scalar,_Options,_Index>::InnerIterator inline operator bool() const { return (m_id < m_end); } protected: - const CompressedStorage<Scalar,Index>& m_data; + const internal::CompressedStorage<Scalar,Index>& m_data; Index m_id; const Index m_end; }; +template<typename Scalar, int _Options, typename _Index> +class SparseVector<Scalar,_Options,_Index>::ReverseInnerIterator +{ + public: + ReverseInnerIterator(const SparseVector& vec, Index outer=0) + : m_data(vec.m_data), m_id(static_cast<Index>(m_data.size())), m_start(0) + { + EIGEN_UNUSED_VARIABLE(outer); + eigen_assert(outer==0); + } + + ReverseInnerIterator(const internal::CompressedStorage<Scalar,Index>& data) + : m_data(data), m_id(static_cast<Index>(m_data.size())), m_start(0) + {} + + inline ReverseInnerIterator& operator--() { m_id--; return *this; } + + inline Scalar value() const { return m_data.value(m_id-1); } + inline Scalar& valueRef() { return const_cast<Scalar&>(m_data.value(m_id-1)); } + + inline Index index() const { return m_data.index(m_id-1); } + inline Index row() const { return IsColVector ? index() : 0; } + inline Index col() const { return IsColVector ? 0 : index(); } + + inline operator bool() const { return (m_id > m_start); } + + protected: + const internal::CompressedStorage<Scalar,Index>& m_data; + Index m_id; + const Index m_start; +}; + +} // end namespace Eigen + #endif // EIGEN_SPARSEVECTOR_H diff --git a/extern/Eigen3/Eigen/src/Sparse/SparseView.h b/extern/Eigen3/Eigen/src/SparseCore/SparseView.h index 24306561098..8b0b9ea0304 100644 --- a/extern/Eigen3/Eigen/src/Sparse/SparseView.h +++ b/extern/Eigen3/Eigen/src/SparseCore/SparseView.h @@ -1,31 +1,18 @@ // This file is part of Eigen, a lightweight C++ template library // for linear algebra. // -// Copyright (C) 2010 Gael Guennebaud <gael.guennebaud@inria.fr> +// Copyright (C) 2011 Gael Guennebaud <gael.guennebaud@inria.fr> // Copyright (C) 2010 Daniel Lowengrub <lowdanie@gmail.com> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_SPARSEVIEW_H #define EIGEN_SPARSEVIEW_H +namespace Eigen { + namespace internal { template<typename MatrixType> @@ -61,7 +48,7 @@ public: inline Index outerSize() const { return m_matrix.outerSize(); } protected: - const MatrixTypeNested m_matrix; + MatrixTypeNested m_matrix; Scalar m_reference; typename NumTraits<Scalar>::Real m_epsilon; }; @@ -92,10 +79,10 @@ protected: private: void incrementToNonZero() { - while(internal::isMuchSmallerThan(value(), m_view.m_reference, m_view.m_epsilon) && (bool(*this))) - { - IterBase::operator++(); - } + while((bool(*this)) && internal::isMuchSmallerThan(value(), m_view.m_reference, m_view.m_epsilon)) + { + IterBase::operator++(); + } } }; @@ -106,4 +93,6 @@ const SparseView<Derived> MatrixBase<Derived>::sparseView(const Scalar& m_refere return SparseView<Derived>(derived(), m_reference, m_epsilon); } +} // end namespace Eigen + #endif diff --git a/extern/Eigen3/Eigen/src/Sparse/TriangularSolver.h b/extern/Eigen3/Eigen/src/SparseCore/TriangularSolver.h index 62bb8bb44c9..cb8ad82b4f6 100644 --- a/extern/Eigen3/Eigen/src/Sparse/TriangularSolver.h +++ b/extern/Eigen3/Eigen/src/SparseCore/TriangularSolver.h @@ -3,28 +3,15 @@ // // Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_SPARSETRIANGULARSOLVER_H #define EIGEN_SPARSETRIANGULARSOLVER_H +namespace Eigen { + namespace internal { template<typename Lhs, typename Rhs, int Mode, @@ -48,7 +35,7 @@ struct sparse_solve_triangular_selector<Lhs,Rhs,Mode,Lower,RowMajor> for(int i=0; i<lhs.rows(); ++i) { Scalar tmp = other.coeff(i,col); - Scalar lastVal = 0; + Scalar lastVal(0); int lastIndex = 0; for(typename Lhs::InnerIterator it(lhs, i); it; ++it) { @@ -82,8 +69,17 @@ struct sparse_solve_triangular_selector<Lhs,Rhs,Mode,Upper,RowMajor> for(int i=lhs.rows()-1 ; i>=0 ; --i) { Scalar tmp = other.coeff(i,col); + Scalar l_ii = 0; typename Lhs::InnerIterator it(lhs, i); - if (it && it.index() == i) + while(it && it.index()<i) + ++it; + if(!(Mode & UnitDiag)) + { + eigen_assert(it && it.index()==i); + l_ii = it.value(); + ++it; + } + else if (it && it.index() == i) ++it; for(; it; ++it) { @@ -93,11 +89,7 @@ struct sparse_solve_triangular_selector<Lhs,Rhs,Mode,Upper,RowMajor> if (Mode & UnitDiag) other.coeffRef(i,col) = tmp; else - { - typename Lhs::InnerIterator it(lhs, i); - eigen_assert(it && it.index() == i); - other.coeffRef(i,col) = tmp/it.value(); - } + other.coeffRef(i,col) = tmp/l_ii; } } } @@ -118,9 +110,11 @@ struct sparse_solve_triangular_selector<Lhs,Rhs,Mode,Lower,ColMajor> if (tmp!=Scalar(0)) // optimization when other is actually sparse { typename Lhs::InnerIterator it(lhs, i); + while(it && it.index()<i) + ++it; if(!(Mode & UnitDiag)) { - eigen_assert(it.index()==i); + eigen_assert(it && it.index()==i); tmp /= it.value(); } if (it && it.index()==i) @@ -149,9 +143,12 @@ struct sparse_solve_triangular_selector<Lhs,Rhs,Mode,Upper,ColMajor> { if(!(Mode & UnitDiag)) { - // FIXME lhs.coeff(i,i) might not be always efficient while it must simply be the - // last element of the column ! - other.coeffRef(i,col) /= lhs.innerVector(i).lastCoeff(); + // TODO replace this by a binary search. make sure the binary search is safe for partially sorted elements + typename Lhs::ReverseInnerIterator it(lhs, i); + while(it && it.index()!=i) + --it; + eigen_assert(it && it.index()==i); + other.coeffRef(i,col) /= it.value(); } typename Lhs::InnerIterator it(lhs, i); for(; it && it.index()<i; ++it) @@ -168,10 +165,8 @@ template<typename ExpressionType,int Mode> template<typename OtherDerived> void SparseTriangularView<ExpressionType,Mode>::solveInPlace(MatrixBase<OtherDerived>& other) const { - eigen_assert(m_matrix.cols() == m_matrix.rows()); - eigen_assert(m_matrix.cols() == other.rows()); - eigen_assert(!(Mode & ZeroDiag)); - eigen_assert((Mode & (Upper|Lower)) != 0); + eigen_assert(m_matrix.cols() == m_matrix.rows() && m_matrix.cols() == other.rows()); + eigen_assert((!(Mode & ZeroDiag)) && bool(Mode & (Upper|Lower))); enum { copy = internal::traits<OtherDerived>::Flags & RowMajorBit }; @@ -295,10 +290,8 @@ template<typename ExpressionType,int Mode> template<typename OtherDerived> void SparseTriangularView<ExpressionType,Mode>::solveInPlace(SparseMatrixBase<OtherDerived>& other) const { - eigen_assert(m_matrix.cols() == m_matrix.rows()); - eigen_assert(m_matrix.cols() == other.rows()); - eigen_assert(!(Mode & ZeroDiag)); - eigen_assert((Mode & (Upper|Lower)) != 0); + eigen_assert(m_matrix.cols() == m_matrix.rows() && m_matrix.cols() == other.rows()); + eigen_assert( (!(Mode & ZeroDiag)) && bool(Mode & (Upper|Lower))); // enum { copy = internal::traits<OtherDerived>::Flags & RowMajorBit }; @@ -336,4 +329,6 @@ SparseMatrixBase<Derived>::solveTriangular(const MatrixBase<OtherDerived>& other } #endif // EIGEN2_SUPPORT +} // end namespace Eigen + #endif // EIGEN_SPARSETRIANGULARSOLVER_H diff --git a/extern/Eigen3/Eigen/src/StlSupport/StdDeque.h b/extern/Eigen3/Eigen/src/StlSupport/StdDeque.h index 6f12c106dbc..4ee8e5c10a5 100644 --- a/extern/Eigen3/Eigen/src/StlSupport/StdDeque.h +++ b/extern/Eigen3/Eigen/src/StlSupport/StdDeque.h @@ -4,24 +4,9 @@ // Copyright (C) 2009 Gael Guennebaud <gael.guennebaud@inria.fr> // Copyright (C) 2009 Hauke Heibel <hauke.heibel@googlemail.com> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_STDDEQUE_H #define EIGEN_STDDEQUE_H diff --git a/extern/Eigen3/Eigen/src/StlSupport/StdList.h b/extern/Eigen3/Eigen/src/StlSupport/StdList.h index d329a0b2dc5..627381ecec0 100644 --- a/extern/Eigen3/Eigen/src/StlSupport/StdList.h +++ b/extern/Eigen3/Eigen/src/StlSupport/StdList.h @@ -3,24 +3,9 @@ // // Copyright (C) 2009 Hauke Heibel <hauke.heibel@googlemail.com> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_STDLIST_H #define EIGEN_STDLIST_H diff --git a/extern/Eigen3/Eigen/src/StlSupport/StdVector.h b/extern/Eigen3/Eigen/src/StlSupport/StdVector.h index 27d6ab539f9..40a9abefa82 100644 --- a/extern/Eigen3/Eigen/src/StlSupport/StdVector.h +++ b/extern/Eigen3/Eigen/src/StlSupport/StdVector.h @@ -4,24 +4,9 @@ // Copyright (C) 2009 Gael Guennebaud <gael.guennebaud@inria.fr> // Copyright (C) 2009 Hauke Heibel <hauke.heibel@googlemail.com> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_STDVECTOR_H #define EIGEN_STDVECTOR_H diff --git a/extern/Eigen3/Eigen/src/StlSupport/details.h b/extern/Eigen3/Eigen/src/StlSupport/details.h index 397c8ef8581..d8debc7c4f8 100644 --- a/extern/Eigen3/Eigen/src/StlSupport/details.h +++ b/extern/Eigen3/Eigen/src/StlSupport/details.h @@ -4,24 +4,9 @@ // Copyright (C) 2009 Gael Guennebaud <gael.guennebaud@inria.fr> // Copyright (C) 2009 Hauke Heibel <hauke.heibel@googlemail.com> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_STL_DETAILS_H #define EIGEN_STL_DETAILS_H diff --git a/extern/Eigen3/Eigen/src/SuperLUSupport/SuperLUSupport.h b/extern/Eigen3/Eigen/src/SuperLUSupport/SuperLUSupport.h new file mode 100644 index 00000000000..11fb014dd93 --- /dev/null +++ b/extern/Eigen3/Eigen/src/SuperLUSupport/SuperLUSupport.h @@ -0,0 +1,1025 @@ +// This file is part of Eigen, a lightweight C++ template library +// for linear algebra. +// +// Copyright (C) 2008-2011 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_SUPERLUSUPPORT_H +#define EIGEN_SUPERLUSUPPORT_H + +namespace Eigen { + +#define DECL_GSSVX(PREFIX,FLOATTYPE,KEYTYPE) \ + extern "C" { \ + typedef struct { FLOATTYPE for_lu; FLOATTYPE total_needed; int expansions; } PREFIX##mem_usage_t; \ + extern void PREFIX##gssvx(superlu_options_t *, SuperMatrix *, int *, int *, int *, \ + char *, FLOATTYPE *, FLOATTYPE *, SuperMatrix *, SuperMatrix *, \ + void *, int, SuperMatrix *, SuperMatrix *, \ + FLOATTYPE *, FLOATTYPE *, FLOATTYPE *, FLOATTYPE *, \ + PREFIX##mem_usage_t *, SuperLUStat_t *, int *); \ + } \ + inline float SuperLU_gssvx(superlu_options_t *options, SuperMatrix *A, \ + int *perm_c, int *perm_r, int *etree, char *equed, \ + FLOATTYPE *R, FLOATTYPE *C, SuperMatrix *L, \ + SuperMatrix *U, void *work, int lwork, \ + SuperMatrix *B, SuperMatrix *X, \ + FLOATTYPE *recip_pivot_growth, \ + FLOATTYPE *rcond, FLOATTYPE *ferr, FLOATTYPE *berr, \ + SuperLUStat_t *stats, int *info, KEYTYPE) { \ + PREFIX##mem_usage_t mem_usage; \ + PREFIX##gssvx(options, A, perm_c, perm_r, etree, equed, R, C, L, \ + U, work, lwork, B, X, recip_pivot_growth, rcond, \ + ferr, berr, &mem_usage, stats, info); \ + return mem_usage.for_lu; /* bytes used by the factor storage */ \ + } + +DECL_GSSVX(s,float,float) +DECL_GSSVX(c,float,std::complex<float>) +DECL_GSSVX(d,double,double) +DECL_GSSVX(z,double,std::complex<double>) + +#ifdef MILU_ALPHA +#define EIGEN_SUPERLU_HAS_ILU +#endif + +#ifdef EIGEN_SUPERLU_HAS_ILU + +// similarly for the incomplete factorization using gsisx +#define DECL_GSISX(PREFIX,FLOATTYPE,KEYTYPE) \ + extern "C" { \ + extern void PREFIX##gsisx(superlu_options_t *, SuperMatrix *, int *, int *, int *, \ + char *, FLOATTYPE *, FLOATTYPE *, SuperMatrix *, SuperMatrix *, \ + void *, int, SuperMatrix *, SuperMatrix *, FLOATTYPE *, FLOATTYPE *, \ + PREFIX##mem_usage_t *, SuperLUStat_t *, int *); \ + } \ + inline float SuperLU_gsisx(superlu_options_t *options, SuperMatrix *A, \ + int *perm_c, int *perm_r, int *etree, char *equed, \ + FLOATTYPE *R, FLOATTYPE *C, SuperMatrix *L, \ + SuperMatrix *U, void *work, int lwork, \ + SuperMatrix *B, SuperMatrix *X, \ + FLOATTYPE *recip_pivot_growth, \ + FLOATTYPE *rcond, \ + SuperLUStat_t *stats, int *info, KEYTYPE) { \ + PREFIX##mem_usage_t mem_usage; \ + PREFIX##gsisx(options, A, perm_c, perm_r, etree, equed, R, C, L, \ + U, work, lwork, B, X, recip_pivot_growth, rcond, \ + &mem_usage, stats, info); \ + return mem_usage.for_lu; /* bytes used by the factor storage */ \ + } + +DECL_GSISX(s,float,float) +DECL_GSISX(c,float,std::complex<float>) +DECL_GSISX(d,double,double) +DECL_GSISX(z,double,std::complex<double>) + +#endif + +template<typename MatrixType> +struct SluMatrixMapHelper; + +/** \internal + * + * A wrapper class for SuperLU matrices. It supports only compressed sparse matrices + * and dense matrices. Supernodal and other fancy format are not supported by this wrapper. + * + * This wrapper class mainly aims to avoids the need of dynamic allocation of the storage structure. + */ +struct SluMatrix : SuperMatrix +{ + SluMatrix() + { + Store = &storage; + } + + SluMatrix(const SluMatrix& other) + : SuperMatrix(other) + { + Store = &storage; + storage = other.storage; + } + + SluMatrix& operator=(const SluMatrix& other) + { + SuperMatrix::operator=(static_cast<const SuperMatrix&>(other)); + Store = &storage; + storage = other.storage; + return *this; + } + + struct + { + union {int nnz;int lda;}; + void *values; + int *innerInd; + int *outerInd; + } storage; + + void setStorageType(Stype_t t) + { + Stype = t; + if (t==SLU_NC || t==SLU_NR || t==SLU_DN) + Store = &storage; + else + { + eigen_assert(false && "storage type not supported"); + Store = 0; + } + } + + template<typename Scalar> + void setScalarType() + { + if (internal::is_same<Scalar,float>::value) + Dtype = SLU_S; + else if (internal::is_same<Scalar,double>::value) + Dtype = SLU_D; + else if (internal::is_same<Scalar,std::complex<float> >::value) + Dtype = SLU_C; + else if (internal::is_same<Scalar,std::complex<double> >::value) + Dtype = SLU_Z; + else + { + eigen_assert(false && "Scalar type not supported by SuperLU"); + } + } + + template<typename MatrixType> + static SluMatrix Map(MatrixBase<MatrixType>& _mat) + { + MatrixType& mat(_mat.derived()); + eigen_assert( ((MatrixType::Flags&RowMajorBit)!=RowMajorBit) && "row-major dense matrices are not supported by SuperLU"); + SluMatrix res; + res.setStorageType(SLU_DN); + res.setScalarType<typename MatrixType::Scalar>(); + res.Mtype = SLU_GE; + + res.nrow = mat.rows(); + res.ncol = mat.cols(); + + res.storage.lda = MatrixType::IsVectorAtCompileTime ? mat.size() : mat.outerStride(); + res.storage.values = mat.data(); + return res; + } + + template<typename MatrixType> + static SluMatrix Map(SparseMatrixBase<MatrixType>& mat) + { + SluMatrix res; + if ((MatrixType::Flags&RowMajorBit)==RowMajorBit) + { + res.setStorageType(SLU_NR); + res.nrow = mat.cols(); + res.ncol = mat.rows(); + } + else + { + res.setStorageType(SLU_NC); + res.nrow = mat.rows(); + res.ncol = mat.cols(); + } + + res.Mtype = SLU_GE; + + res.storage.nnz = mat.nonZeros(); + res.storage.values = mat.derived().valuePtr(); + res.storage.innerInd = mat.derived().innerIndexPtr(); + res.storage.outerInd = mat.derived().outerIndexPtr(); + + res.setScalarType<typename MatrixType::Scalar>(); + + // FIXME the following is not very accurate + if (MatrixType::Flags & Upper) + res.Mtype = SLU_TRU; + if (MatrixType::Flags & Lower) + res.Mtype = SLU_TRL; + + eigen_assert(((MatrixType::Flags & SelfAdjoint)==0) && "SelfAdjoint matrix shape not supported by SuperLU"); + + return res; + } +}; + +template<typename Scalar, int Rows, int Cols, int Options, int MRows, int MCols> +struct SluMatrixMapHelper<Matrix<Scalar,Rows,Cols,Options,MRows,MCols> > +{ + typedef Matrix<Scalar,Rows,Cols,Options,MRows,MCols> MatrixType; + static void run(MatrixType& mat, SluMatrix& res) + { + eigen_assert( ((Options&RowMajor)!=RowMajor) && "row-major dense matrices is not supported by SuperLU"); + res.setStorageType(SLU_DN); + res.setScalarType<Scalar>(); + res.Mtype = SLU_GE; + + res.nrow = mat.rows(); + res.ncol = mat.cols(); + + res.storage.lda = mat.outerStride(); + res.storage.values = mat.data(); + } +}; + +template<typename Derived> +struct SluMatrixMapHelper<SparseMatrixBase<Derived> > +{ + typedef Derived MatrixType; + static void run(MatrixType& mat, SluMatrix& res) + { + if ((MatrixType::Flags&RowMajorBit)==RowMajorBit) + { + res.setStorageType(SLU_NR); + res.nrow = mat.cols(); + res.ncol = mat.rows(); + } + else + { + res.setStorageType(SLU_NC); + res.nrow = mat.rows(); + res.ncol = mat.cols(); + } + + res.Mtype = SLU_GE; + + res.storage.nnz = mat.nonZeros(); + res.storage.values = mat.valuePtr(); + res.storage.innerInd = mat.innerIndexPtr(); + res.storage.outerInd = mat.outerIndexPtr(); + + res.setScalarType<typename MatrixType::Scalar>(); + + // FIXME the following is not very accurate + if (MatrixType::Flags & Upper) + res.Mtype = SLU_TRU; + if (MatrixType::Flags & Lower) + res.Mtype = SLU_TRL; + + eigen_assert(((MatrixType::Flags & SelfAdjoint)==0) && "SelfAdjoint matrix shape not supported by SuperLU"); + } +}; + +namespace internal { + +template<typename MatrixType> +SluMatrix asSluMatrix(MatrixType& mat) +{ + return SluMatrix::Map(mat); +} + +/** View a Super LU matrix as an Eigen expression */ +template<typename Scalar, int Flags, typename Index> +MappedSparseMatrix<Scalar,Flags,Index> map_superlu(SluMatrix& sluMat) +{ + eigen_assert((Flags&RowMajor)==RowMajor && sluMat.Stype == SLU_NR + || (Flags&ColMajor)==ColMajor && sluMat.Stype == SLU_NC); + + Index outerSize = (Flags&RowMajor)==RowMajor ? sluMat.ncol : sluMat.nrow; + + return MappedSparseMatrix<Scalar,Flags,Index>( + sluMat.nrow, sluMat.ncol, sluMat.storage.outerInd[outerSize], + sluMat.storage.outerInd, sluMat.storage.innerInd, reinterpret_cast<Scalar*>(sluMat.storage.values) ); +} + +} // end namespace internal + +/** \ingroup SuperLUSupport_Module + * \class SuperLUBase + * \brief The base class for the direct and incomplete LU factorization of SuperLU + */ +template<typename _MatrixType, typename Derived> +class SuperLUBase : internal::noncopyable +{ + public: + typedef _MatrixType MatrixType; + typedef typename MatrixType::Scalar Scalar; + typedef typename MatrixType::RealScalar RealScalar; + typedef typename MatrixType::Index Index; + typedef Matrix<Scalar,Dynamic,1> Vector; + typedef Matrix<int, 1, MatrixType::ColsAtCompileTime> IntRowVectorType; + typedef Matrix<int, MatrixType::RowsAtCompileTime, 1> IntColVectorType; + typedef SparseMatrix<Scalar> LUMatrixType; + + public: + + SuperLUBase() {} + + ~SuperLUBase() + { + clearFactors(); + } + + Derived& derived() { return *static_cast<Derived*>(this); } + const Derived& derived() const { return *static_cast<const Derived*>(this); } + + inline Index rows() const { return m_matrix.rows(); } + inline Index cols() const { return m_matrix.cols(); } + + /** \returns a reference to the Super LU option object to configure the Super LU algorithms. */ + inline superlu_options_t& options() { return m_sluOptions; } + + /** \brief Reports whether previous computation was successful. + * + * \returns \c Success if computation was succesful, + * \c NumericalIssue if the matrix.appears to be negative. + */ + ComputationInfo info() const + { + eigen_assert(m_isInitialized && "Decomposition is not initialized."); + return m_info; + } + + /** Computes the sparse Cholesky decomposition of \a matrix */ + void compute(const MatrixType& matrix) + { + derived().analyzePattern(matrix); + derived().factorize(matrix); + } + + /** \returns the solution x of \f$ A x = b \f$ using the current decomposition of A. + * + * \sa compute() + */ + template<typename Rhs> + inline const internal::solve_retval<SuperLUBase, Rhs> solve(const MatrixBase<Rhs>& b) const + { + eigen_assert(m_isInitialized && "SuperLU is not initialized."); + eigen_assert(rows()==b.rows() + && "SuperLU::solve(): invalid number of rows of the right hand side matrix b"); + return internal::solve_retval<SuperLUBase, Rhs>(*this, b.derived()); + } + + /** \returns the solution x of \f$ A x = b \f$ using the current decomposition of A. + * + * \sa compute() + */ +// template<typename Rhs> +// inline const internal::sparse_solve_retval<SuperLU, Rhs> solve(const SparseMatrixBase<Rhs>& b) const +// { +// eigen_assert(m_isInitialized && "SuperLU is not initialized."); +// eigen_assert(rows()==b.rows() +// && "SuperLU::solve(): invalid number of rows of the right hand side matrix b"); +// return internal::sparse_solve_retval<SuperLU, Rhs>(*this, b.derived()); +// } + + /** Performs a symbolic decomposition on the sparcity of \a matrix. + * + * This function is particularly useful when solving for several problems having the same structure. + * + * \sa factorize() + */ + void analyzePattern(const MatrixType& /*matrix*/) + { + m_isInitialized = true; + m_info = Success; + m_analysisIsOk = true; + m_factorizationIsOk = false; + } + + template<typename Stream> + void dumpMemory(Stream& s) + {} + + protected: + + void initFactorization(const MatrixType& a) + { + set_default_options(&this->m_sluOptions); + + const int size = a.rows(); + m_matrix = a; + + m_sluA = internal::asSluMatrix(m_matrix); + clearFactors(); + + m_p.resize(size); + m_q.resize(size); + m_sluRscale.resize(size); + m_sluCscale.resize(size); + m_sluEtree.resize(size); + + // set empty B and X + m_sluB.setStorageType(SLU_DN); + m_sluB.setScalarType<Scalar>(); + m_sluB.Mtype = SLU_GE; + m_sluB.storage.values = 0; + m_sluB.nrow = 0; + m_sluB.ncol = 0; + m_sluB.storage.lda = size; + m_sluX = m_sluB; + + m_extractedDataAreDirty = true; + } + + void init() + { + m_info = InvalidInput; + m_isInitialized = false; + m_sluL.Store = 0; + m_sluU.Store = 0; + } + + void extractData() const; + + void clearFactors() + { + if(m_sluL.Store) + Destroy_SuperNode_Matrix(&m_sluL); + if(m_sluU.Store) + Destroy_CompCol_Matrix(&m_sluU); + + m_sluL.Store = 0; + m_sluU.Store = 0; + + memset(&m_sluL,0,sizeof m_sluL); + memset(&m_sluU,0,sizeof m_sluU); + } + + // cached data to reduce reallocation, etc. + mutable LUMatrixType m_l; + mutable LUMatrixType m_u; + mutable IntColVectorType m_p; + mutable IntRowVectorType m_q; + + mutable LUMatrixType m_matrix; // copy of the factorized matrix + mutable SluMatrix m_sluA; + mutable SuperMatrix m_sluL, m_sluU; + mutable SluMatrix m_sluB, m_sluX; + mutable SuperLUStat_t m_sluStat; + mutable superlu_options_t m_sluOptions; + mutable std::vector<int> m_sluEtree; + mutable Matrix<RealScalar,Dynamic,1> m_sluRscale, m_sluCscale; + mutable Matrix<RealScalar,Dynamic,1> m_sluFerr, m_sluBerr; + mutable char m_sluEqued; + + mutable ComputationInfo m_info; + bool m_isInitialized; + int m_factorizationIsOk; + int m_analysisIsOk; + mutable bool m_extractedDataAreDirty; + + private: + SuperLUBase(SuperLUBase& ) { } +}; + + +/** \ingroup SuperLUSupport_Module + * \class SuperLU + * \brief A sparse direct LU factorization and solver based on the SuperLU library + * + * This class allows to solve for A.X = B sparse linear problems via a direct LU factorization + * using the SuperLU library. The sparse matrix A must be squared and invertible. The vectors or matrices + * X and B can be either dense or sparse. + * + * \tparam _MatrixType the type of the sparse matrix A, it must be a SparseMatrix<> + * + * \sa \ref TutorialSparseDirectSolvers + */ +template<typename _MatrixType> +class SuperLU : public SuperLUBase<_MatrixType,SuperLU<_MatrixType> > +{ + public: + typedef SuperLUBase<_MatrixType,SuperLU> Base; + typedef _MatrixType MatrixType; + typedef typename Base::Scalar Scalar; + typedef typename Base::RealScalar RealScalar; + typedef typename Base::Index Index; + typedef typename Base::IntRowVectorType IntRowVectorType; + typedef typename Base::IntColVectorType IntColVectorType; + typedef typename Base::LUMatrixType LUMatrixType; + typedef TriangularView<LUMatrixType, Lower|UnitDiag> LMatrixType; + typedef TriangularView<LUMatrixType, Upper> UMatrixType; + + public: + + SuperLU() : Base() { init(); } + + SuperLU(const MatrixType& matrix) : Base() + { + Base::init(); + compute(matrix); + } + + ~SuperLU() + { + } + + /** Performs a symbolic decomposition on the sparcity of \a matrix. + * + * This function is particularly useful when solving for several problems having the same structure. + * + * \sa factorize() + */ + void analyzePattern(const MatrixType& matrix) + { + m_info = InvalidInput; + m_isInitialized = false; + Base::analyzePattern(matrix); + } + + /** Performs a numeric decomposition of \a matrix + * + * The given matrix must has the same sparcity than the matrix on which the symbolic decomposition has been performed. + * + * \sa analyzePattern() + */ + void factorize(const MatrixType& matrix); + + #ifndef EIGEN_PARSED_BY_DOXYGEN + /** \internal */ + template<typename Rhs,typename Dest> + void _solve(const MatrixBase<Rhs> &b, MatrixBase<Dest> &dest) const; + #endif // EIGEN_PARSED_BY_DOXYGEN + + inline const LMatrixType& matrixL() const + { + if (m_extractedDataAreDirty) this->extractData(); + return m_l; + } + + inline const UMatrixType& matrixU() const + { + if (m_extractedDataAreDirty) this->extractData(); + return m_u; + } + + inline const IntColVectorType& permutationP() const + { + if (m_extractedDataAreDirty) this->extractData(); + return m_p; + } + + inline const IntRowVectorType& permutationQ() const + { + if (m_extractedDataAreDirty) this->extractData(); + return m_q; + } + + Scalar determinant() const; + + protected: + + using Base::m_matrix; + using Base::m_sluOptions; + using Base::m_sluA; + using Base::m_sluB; + using Base::m_sluX; + using Base::m_p; + using Base::m_q; + using Base::m_sluEtree; + using Base::m_sluEqued; + using Base::m_sluRscale; + using Base::m_sluCscale; + using Base::m_sluL; + using Base::m_sluU; + using Base::m_sluStat; + using Base::m_sluFerr; + using Base::m_sluBerr; + using Base::m_l; + using Base::m_u; + + using Base::m_analysisIsOk; + using Base::m_factorizationIsOk; + using Base::m_extractedDataAreDirty; + using Base::m_isInitialized; + using Base::m_info; + + void init() + { + Base::init(); + + set_default_options(&this->m_sluOptions); + m_sluOptions.PrintStat = NO; + m_sluOptions.ConditionNumber = NO; + m_sluOptions.Trans = NOTRANS; + m_sluOptions.ColPerm = COLAMD; + } + + + private: + SuperLU(SuperLU& ) { } +}; + +template<typename MatrixType> +void SuperLU<MatrixType>::factorize(const MatrixType& a) +{ + eigen_assert(m_analysisIsOk && "You must first call analyzePattern()"); + if(!m_analysisIsOk) + { + m_info = InvalidInput; + return; + } + + this->initFactorization(a); + + int info = 0; + RealScalar recip_pivot_growth, rcond; + RealScalar ferr, berr; + + StatInit(&m_sluStat); + SuperLU_gssvx(&m_sluOptions, &m_sluA, m_q.data(), m_p.data(), &m_sluEtree[0], + &m_sluEqued, &m_sluRscale[0], &m_sluCscale[0], + &m_sluL, &m_sluU, + NULL, 0, + &m_sluB, &m_sluX, + &recip_pivot_growth, &rcond, + &ferr, &berr, + &m_sluStat, &info, Scalar()); + StatFree(&m_sluStat); + + m_extractedDataAreDirty = true; + + // FIXME how to better check for errors ??? + m_info = info == 0 ? Success : NumericalIssue; + m_factorizationIsOk = true; +} + +template<typename MatrixType> +template<typename Rhs,typename Dest> +void SuperLU<MatrixType>::_solve(const MatrixBase<Rhs> &b, MatrixBase<Dest>& x) const +{ + eigen_assert(m_factorizationIsOk && "The decomposition is not in a valid state for solving, you must first call either compute() or analyzePattern()/factorize()"); + + const int size = m_matrix.rows(); + const int rhsCols = b.cols(); + eigen_assert(size==b.rows()); + + m_sluOptions.Trans = NOTRANS; + m_sluOptions.Fact = FACTORED; + m_sluOptions.IterRefine = NOREFINE; + + + m_sluFerr.resize(rhsCols); + m_sluBerr.resize(rhsCols); + m_sluB = SluMatrix::Map(b.const_cast_derived()); + m_sluX = SluMatrix::Map(x.derived()); + + typename Rhs::PlainObject b_cpy; + if(m_sluEqued!='N') + { + b_cpy = b; + m_sluB = SluMatrix::Map(b_cpy.const_cast_derived()); + } + + StatInit(&m_sluStat); + int info = 0; + RealScalar recip_pivot_growth, rcond; + SuperLU_gssvx(&m_sluOptions, &m_sluA, + m_q.data(), m_p.data(), + &m_sluEtree[0], &m_sluEqued, + &m_sluRscale[0], &m_sluCscale[0], + &m_sluL, &m_sluU, + NULL, 0, + &m_sluB, &m_sluX, + &recip_pivot_growth, &rcond, + &m_sluFerr[0], &m_sluBerr[0], + &m_sluStat, &info, Scalar()); + StatFree(&m_sluStat); + m_info = info==0 ? Success : NumericalIssue; +} + +// the code of this extractData() function has been adapted from the SuperLU's Matlab support code, +// +// Copyright (c) 1994 by Xerox Corporation. All rights reserved. +// +// THIS MATERIAL IS PROVIDED AS IS, WITH ABSOLUTELY NO WARRANTY +// EXPRESSED OR IMPLIED. ANY USE IS AT YOUR OWN RISK. +// +template<typename MatrixType, typename Derived> +void SuperLUBase<MatrixType,Derived>::extractData() const +{ + eigen_assert(m_factorizationIsOk && "The decomposition is not in a valid state for extracting factors, you must first call either compute() or analyzePattern()/factorize()"); + if (m_extractedDataAreDirty) + { + int upper; + int fsupc, istart, nsupr; + int lastl = 0, lastu = 0; + SCformat *Lstore = static_cast<SCformat*>(m_sluL.Store); + NCformat *Ustore = static_cast<NCformat*>(m_sluU.Store); + Scalar *SNptr; + + const int size = m_matrix.rows(); + m_l.resize(size,size); + m_l.resizeNonZeros(Lstore->nnz); + m_u.resize(size,size); + m_u.resizeNonZeros(Ustore->nnz); + + int* Lcol = m_l.outerIndexPtr(); + int* Lrow = m_l.innerIndexPtr(); + Scalar* Lval = m_l.valuePtr(); + + int* Ucol = m_u.outerIndexPtr(); + int* Urow = m_u.innerIndexPtr(); + Scalar* Uval = m_u.valuePtr(); + + Ucol[0] = 0; + Ucol[0] = 0; + + /* for each supernode */ + for (int k = 0; k <= Lstore->nsuper; ++k) + { + fsupc = L_FST_SUPC(k); + istart = L_SUB_START(fsupc); + nsupr = L_SUB_START(fsupc+1) - istart; + upper = 1; + + /* for each column in the supernode */ + for (int j = fsupc; j < L_FST_SUPC(k+1); ++j) + { + SNptr = &((Scalar*)Lstore->nzval)[L_NZ_START(j)]; + + /* Extract U */ + for (int i = U_NZ_START(j); i < U_NZ_START(j+1); ++i) + { + Uval[lastu] = ((Scalar*)Ustore->nzval)[i]; + /* Matlab doesn't like explicit zero. */ + if (Uval[lastu] != 0.0) + Urow[lastu++] = U_SUB(i); + } + for (int i = 0; i < upper; ++i) + { + /* upper triangle in the supernode */ + Uval[lastu] = SNptr[i]; + /* Matlab doesn't like explicit zero. */ + if (Uval[lastu] != 0.0) + Urow[lastu++] = L_SUB(istart+i); + } + Ucol[j+1] = lastu; + + /* Extract L */ + Lval[lastl] = 1.0; /* unit diagonal */ + Lrow[lastl++] = L_SUB(istart + upper - 1); + for (int i = upper; i < nsupr; ++i) + { + Lval[lastl] = SNptr[i]; + /* Matlab doesn't like explicit zero. */ + if (Lval[lastl] != 0.0) + Lrow[lastl++] = L_SUB(istart+i); + } + Lcol[j+1] = lastl; + + ++upper; + } /* for j ... */ + + } /* for k ... */ + + // squeeze the matrices : + m_l.resizeNonZeros(lastl); + m_u.resizeNonZeros(lastu); + + m_extractedDataAreDirty = false; + } +} + +template<typename MatrixType> +typename SuperLU<MatrixType>::Scalar SuperLU<MatrixType>::determinant() const +{ + eigen_assert(m_factorizationIsOk && "The decomposition is not in a valid state for computing the determinant, you must first call either compute() or analyzePattern()/factorize()"); + + if (m_extractedDataAreDirty) + this->extractData(); + + Scalar det = Scalar(1); + for (int j=0; j<m_u.cols(); ++j) + { + if (m_u.outerIndexPtr()[j+1]-m_u.outerIndexPtr()[j] > 0) + { + int lastId = m_u.outerIndexPtr()[j+1]-1; + eigen_assert(m_u.innerIndexPtr()[lastId]<=j); + if (m_u.innerIndexPtr()[lastId]==j) + det *= m_u.valuePtr()[lastId]; + } + } + if(m_sluEqued!='N') + return det/m_sluRscale.prod()/m_sluCscale.prod(); + else + return det; +} + +#ifdef EIGEN_PARSED_BY_DOXYGEN +#define EIGEN_SUPERLU_HAS_ILU +#endif + +#ifdef EIGEN_SUPERLU_HAS_ILU + +/** \ingroup SuperLUSupport_Module + * \class SuperILU + * \brief A sparse direct \b incomplete LU factorization and solver based on the SuperLU library + * + * This class allows to solve for an approximate solution of A.X = B sparse linear problems via an incomplete LU factorization + * using the SuperLU library. This class is aimed to be used as a preconditioner of the iterative linear solvers. + * + * \warning This class requires SuperLU 4 or later. + * + * \tparam _MatrixType the type of the sparse matrix A, it must be a SparseMatrix<> + * + * \sa \ref TutorialSparseDirectSolvers, class ConjugateGradient, class BiCGSTAB + */ + +template<typename _MatrixType> +class SuperILU : public SuperLUBase<_MatrixType,SuperILU<_MatrixType> > +{ + public: + typedef SuperLUBase<_MatrixType,SuperILU> Base; + typedef _MatrixType MatrixType; + typedef typename Base::Scalar Scalar; + typedef typename Base::RealScalar RealScalar; + typedef typename Base::Index Index; + + public: + + SuperILU() : Base() { init(); } + + SuperILU(const MatrixType& matrix) : Base() + { + init(); + compute(matrix); + } + + ~SuperILU() + { + } + + /** Performs a symbolic decomposition on the sparcity of \a matrix. + * + * This function is particularly useful when solving for several problems having the same structure. + * + * \sa factorize() + */ + void analyzePattern(const MatrixType& matrix) + { + Base::analyzePattern(matrix); + } + + /** Performs a numeric decomposition of \a matrix + * + * The given matrix must has the same sparcity than the matrix on which the symbolic decomposition has been performed. + * + * \sa analyzePattern() + */ + void factorize(const MatrixType& matrix); + + #ifndef EIGEN_PARSED_BY_DOXYGEN + /** \internal */ + template<typename Rhs,typename Dest> + void _solve(const MatrixBase<Rhs> &b, MatrixBase<Dest> &dest) const; + #endif // EIGEN_PARSED_BY_DOXYGEN + + protected: + + using Base::m_matrix; + using Base::m_sluOptions; + using Base::m_sluA; + using Base::m_sluB; + using Base::m_sluX; + using Base::m_p; + using Base::m_q; + using Base::m_sluEtree; + using Base::m_sluEqued; + using Base::m_sluRscale; + using Base::m_sluCscale; + using Base::m_sluL; + using Base::m_sluU; + using Base::m_sluStat; + using Base::m_sluFerr; + using Base::m_sluBerr; + using Base::m_l; + using Base::m_u; + + using Base::m_analysisIsOk; + using Base::m_factorizationIsOk; + using Base::m_extractedDataAreDirty; + using Base::m_isInitialized; + using Base::m_info; + + void init() + { + Base::init(); + + ilu_set_default_options(&m_sluOptions); + m_sluOptions.PrintStat = NO; + m_sluOptions.ConditionNumber = NO; + m_sluOptions.Trans = NOTRANS; + m_sluOptions.ColPerm = MMD_AT_PLUS_A; + + // no attempt to preserve column sum + m_sluOptions.ILU_MILU = SILU; + // only basic ILU(k) support -- no direct control over memory consumption + // better to use ILU_DropRule = DROP_BASIC | DROP_AREA + // and set ILU_FillFactor to max memory growth + m_sluOptions.ILU_DropRule = DROP_BASIC; + m_sluOptions.ILU_DropTol = NumTraits<Scalar>::dummy_precision()*10; + } + + private: + SuperILU(SuperILU& ) { } +}; + +template<typename MatrixType> +void SuperILU<MatrixType>::factorize(const MatrixType& a) +{ + eigen_assert(m_analysisIsOk && "You must first call analyzePattern()"); + if(!m_analysisIsOk) + { + m_info = InvalidInput; + return; + } + + this->initFactorization(a); + + int info = 0; + RealScalar recip_pivot_growth, rcond; + + StatInit(&m_sluStat); + SuperLU_gsisx(&m_sluOptions, &m_sluA, m_q.data(), m_p.data(), &m_sluEtree[0], + &m_sluEqued, &m_sluRscale[0], &m_sluCscale[0], + &m_sluL, &m_sluU, + NULL, 0, + &m_sluB, &m_sluX, + &recip_pivot_growth, &rcond, + &m_sluStat, &info, Scalar()); + StatFree(&m_sluStat); + + // FIXME how to better check for errors ??? + m_info = info == 0 ? Success : NumericalIssue; + m_factorizationIsOk = true; +} + +template<typename MatrixType> +template<typename Rhs,typename Dest> +void SuperILU<MatrixType>::_solve(const MatrixBase<Rhs> &b, MatrixBase<Dest>& x) const +{ + eigen_assert(m_factorizationIsOk && "The decomposition is not in a valid state for solving, you must first call either compute() or analyzePattern()/factorize()"); + + const int size = m_matrix.rows(); + const int rhsCols = b.cols(); + eigen_assert(size==b.rows()); + + m_sluOptions.Trans = NOTRANS; + m_sluOptions.Fact = FACTORED; + m_sluOptions.IterRefine = NOREFINE; + + m_sluFerr.resize(rhsCols); + m_sluBerr.resize(rhsCols); + m_sluB = SluMatrix::Map(b.const_cast_derived()); + m_sluX = SluMatrix::Map(x.derived()); + + typename Rhs::PlainObject b_cpy; + if(m_sluEqued!='N') + { + b_cpy = b; + m_sluB = SluMatrix::Map(b_cpy.const_cast_derived()); + } + + int info = 0; + RealScalar recip_pivot_growth, rcond; + + StatInit(&m_sluStat); + SuperLU_gsisx(&m_sluOptions, &m_sluA, + m_q.data(), m_p.data(), + &m_sluEtree[0], &m_sluEqued, + &m_sluRscale[0], &m_sluCscale[0], + &m_sluL, &m_sluU, + NULL, 0, + &m_sluB, &m_sluX, + &recip_pivot_growth, &rcond, + &m_sluStat, &info, Scalar()); + StatFree(&m_sluStat); + + m_info = info==0 ? Success : NumericalIssue; +} +#endif + +namespace internal { + +template<typename _MatrixType, typename Derived, typename Rhs> +struct solve_retval<SuperLUBase<_MatrixType,Derived>, Rhs> + : solve_retval_base<SuperLUBase<_MatrixType,Derived>, Rhs> +{ + typedef SuperLUBase<_MatrixType,Derived> Dec; + EIGEN_MAKE_SOLVE_HELPERS(Dec,Rhs) + + template<typename Dest> void evalTo(Dest& dst) const + { + dec().derived()._solve(rhs(),dst); + } +}; + +template<typename _MatrixType, typename Derived, typename Rhs> +struct sparse_solve_retval<SuperLUBase<_MatrixType,Derived>, Rhs> + : sparse_solve_retval_base<SuperLUBase<_MatrixType,Derived>, Rhs> +{ + typedef SuperLUBase<_MatrixType,Derived> Dec; + EIGEN_MAKE_SPARSE_SOLVE_HELPERS(Dec,Rhs) + + template<typename Dest> void evalTo(Dest& dst) const + { + dec().derived()._solve(rhs(),dst); + } +}; + +} // end namespace internal + +} // end namespace Eigen + +#endif // EIGEN_SUPERLUSUPPORT_H diff --git a/extern/Eigen3/Eigen/src/UmfPackSupport/UmfPackSupport.h b/extern/Eigen3/Eigen/src/UmfPackSupport/UmfPackSupport.h new file mode 100644 index 00000000000..f01720362de --- /dev/null +++ b/extern/Eigen3/Eigen/src/UmfPackSupport/UmfPackSupport.h @@ -0,0 +1,431 @@ +// This file is part of Eigen, a lightweight C++ template library +// for linear algebra. +// +// Copyright (C) 2008-2011 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_UMFPACKSUPPORT_H +#define EIGEN_UMFPACKSUPPORT_H + +namespace Eigen { + +/* TODO extract L, extract U, compute det, etc... */ + +// generic double/complex<double> wrapper functions: + +inline void umfpack_free_numeric(void **Numeric, double) +{ umfpack_di_free_numeric(Numeric); *Numeric = 0; } + +inline void umfpack_free_numeric(void **Numeric, std::complex<double>) +{ umfpack_zi_free_numeric(Numeric); *Numeric = 0; } + +inline void umfpack_free_symbolic(void **Symbolic, double) +{ umfpack_di_free_symbolic(Symbolic); *Symbolic = 0; } + +inline void umfpack_free_symbolic(void **Symbolic, std::complex<double>) +{ umfpack_zi_free_symbolic(Symbolic); *Symbolic = 0; } + +inline int umfpack_symbolic(int n_row,int n_col, + const int Ap[], const int Ai[], const double Ax[], void **Symbolic, + const double Control [UMFPACK_CONTROL], double Info [UMFPACK_INFO]) +{ + return umfpack_di_symbolic(n_row,n_col,Ap,Ai,Ax,Symbolic,Control,Info); +} + +inline int umfpack_symbolic(int n_row,int n_col, + const int Ap[], const int Ai[], const std::complex<double> Ax[], void **Symbolic, + const double Control [UMFPACK_CONTROL], double Info [UMFPACK_INFO]) +{ + return umfpack_zi_symbolic(n_row,n_col,Ap,Ai,&internal::real_ref(Ax[0]),0,Symbolic,Control,Info); +} + +inline int umfpack_numeric( const int Ap[], const int Ai[], const double Ax[], + void *Symbolic, void **Numeric, + const double Control[UMFPACK_CONTROL],double Info [UMFPACK_INFO]) +{ + return umfpack_di_numeric(Ap,Ai,Ax,Symbolic,Numeric,Control,Info); +} + +inline int umfpack_numeric( const int Ap[], const int Ai[], const std::complex<double> Ax[], + void *Symbolic, void **Numeric, + const double Control[UMFPACK_CONTROL],double Info [UMFPACK_INFO]) +{ + return umfpack_zi_numeric(Ap,Ai,&internal::real_ref(Ax[0]),0,Symbolic,Numeric,Control,Info); +} + +inline int umfpack_solve( int sys, const int Ap[], const int Ai[], const double Ax[], + double X[], const double B[], void *Numeric, + const double Control[UMFPACK_CONTROL], double Info[UMFPACK_INFO]) +{ + return umfpack_di_solve(sys,Ap,Ai,Ax,X,B,Numeric,Control,Info); +} + +inline int umfpack_solve( int sys, const int Ap[], const int Ai[], const std::complex<double> Ax[], + std::complex<double> X[], const std::complex<double> B[], void *Numeric, + const double Control[UMFPACK_CONTROL], double Info[UMFPACK_INFO]) +{ + return umfpack_zi_solve(sys,Ap,Ai,&internal::real_ref(Ax[0]),0,&internal::real_ref(X[0]),0,&internal::real_ref(B[0]),0,Numeric,Control,Info); +} + +inline int umfpack_get_lunz(int *lnz, int *unz, int *n_row, int *n_col, int *nz_udiag, void *Numeric, double) +{ + return umfpack_di_get_lunz(lnz,unz,n_row,n_col,nz_udiag,Numeric); +} + +inline int umfpack_get_lunz(int *lnz, int *unz, int *n_row, int *n_col, int *nz_udiag, void *Numeric, std::complex<double>) +{ + return umfpack_zi_get_lunz(lnz,unz,n_row,n_col,nz_udiag,Numeric); +} + +inline int umfpack_get_numeric(int Lp[], int Lj[], double Lx[], int Up[], int Ui[], double Ux[], + int P[], int Q[], double Dx[], int *do_recip, double Rs[], void *Numeric) +{ + return umfpack_di_get_numeric(Lp,Lj,Lx,Up,Ui,Ux,P,Q,Dx,do_recip,Rs,Numeric); +} + +inline int umfpack_get_numeric(int Lp[], int Lj[], std::complex<double> Lx[], int Up[], int Ui[], std::complex<double> Ux[], + int P[], int Q[], std::complex<double> Dx[], int *do_recip, double Rs[], void *Numeric) +{ + double& lx0_real = internal::real_ref(Lx[0]); + double& ux0_real = internal::real_ref(Ux[0]); + double& dx0_real = internal::real_ref(Dx[0]); + return umfpack_zi_get_numeric(Lp,Lj,Lx?&lx0_real:0,0,Up,Ui,Ux?&ux0_real:0,0,P,Q, + Dx?&dx0_real:0,0,do_recip,Rs,Numeric); +} + +inline int umfpack_get_determinant(double *Mx, double *Ex, void *NumericHandle, double User_Info [UMFPACK_INFO]) +{ + return umfpack_di_get_determinant(Mx,Ex,NumericHandle,User_Info); +} + +inline int umfpack_get_determinant(std::complex<double> *Mx, double *Ex, void *NumericHandle, double User_Info [UMFPACK_INFO]) +{ + double& mx_real = internal::real_ref(*Mx); + return umfpack_zi_get_determinant(&mx_real,0,Ex,NumericHandle,User_Info); +} + +/** \ingroup UmfPackSupport_Module + * \brief A sparse LU factorization and solver based on UmfPack + * + * This class allows to solve for A.X = B sparse linear problems via a LU factorization + * using the UmfPack library. The sparse matrix A must be squared and full rank. + * The vectors or matrices X and B can be either dense or sparse. + * + * \WARNING The input matrix A should be in a \b compressed and \b column-major form. + * Otherwise an expensive copy will be made. You can call the inexpensive makeCompressed() to get a compressed matrix. + * \tparam _MatrixType the type of the sparse matrix A, it must be a SparseMatrix<> + * + * \sa \ref TutorialSparseDirectSolvers + */ +template<typename _MatrixType> +class UmfPackLU : internal::noncopyable +{ + public: + typedef _MatrixType MatrixType; + typedef typename MatrixType::Scalar Scalar; + typedef typename MatrixType::RealScalar RealScalar; + typedef typename MatrixType::Index Index; + typedef Matrix<Scalar,Dynamic,1> Vector; + typedef Matrix<int, 1, MatrixType::ColsAtCompileTime> IntRowVectorType; + typedef Matrix<int, MatrixType::RowsAtCompileTime, 1> IntColVectorType; + typedef SparseMatrix<Scalar> LUMatrixType; + typedef SparseMatrix<Scalar,ColMajor,int> UmfpackMatrixType; + + public: + + UmfPackLU() { init(); } + + UmfPackLU(const MatrixType& matrix) + { + init(); + compute(matrix); + } + + ~UmfPackLU() + { + if(m_symbolic) umfpack_free_symbolic(&m_symbolic,Scalar()); + if(m_numeric) umfpack_free_numeric(&m_numeric,Scalar()); + } + + inline Index rows() const { return m_copyMatrix.rows(); } + inline Index cols() const { return m_copyMatrix.cols(); } + + /** \brief Reports whether previous computation was successful. + * + * \returns \c Success if computation was succesful, + * \c NumericalIssue if the matrix.appears to be negative. + */ + ComputationInfo info() const + { + eigen_assert(m_isInitialized && "Decomposition is not initialized."); + return m_info; + } + + inline const LUMatrixType& matrixL() const + { + if (m_extractedDataAreDirty) extractData(); + return m_l; + } + + inline const LUMatrixType& matrixU() const + { + if (m_extractedDataAreDirty) extractData(); + return m_u; + } + + inline const IntColVectorType& permutationP() const + { + if (m_extractedDataAreDirty) extractData(); + return m_p; + } + + inline const IntRowVectorType& permutationQ() const + { + if (m_extractedDataAreDirty) extractData(); + return m_q; + } + + /** Computes the sparse Cholesky decomposition of \a matrix + * Note that the matrix should be column-major, and in compressed format for best performance. + * \sa SparseMatrix::makeCompressed(). + */ + void compute(const MatrixType& matrix) + { + analyzePattern(matrix); + factorize(matrix); + } + + /** \returns the solution x of \f$ A x = b \f$ using the current decomposition of A. + * + * \sa compute() + */ + template<typename Rhs> + inline const internal::solve_retval<UmfPackLU, Rhs> solve(const MatrixBase<Rhs>& b) const + { + eigen_assert(m_isInitialized && "UmfPackLU is not initialized."); + eigen_assert(rows()==b.rows() + && "UmfPackLU::solve(): invalid number of rows of the right hand side matrix b"); + return internal::solve_retval<UmfPackLU, Rhs>(*this, b.derived()); + } + + /** \returns the solution x of \f$ A x = b \f$ using the current decomposition of A. + * + * \sa compute() + */ +// template<typename Rhs> +// inline const internal::sparse_solve_retval<UmfPAckLU, Rhs> solve(const SparseMatrixBase<Rhs>& b) const +// { +// eigen_assert(m_isInitialized && "UmfPAckLU is not initialized."); +// eigen_assert(rows()==b.rows() +// && "UmfPAckLU::solve(): invalid number of rows of the right hand side matrix b"); +// return internal::sparse_solve_retval<UmfPAckLU, Rhs>(*this, b.derived()); +// } + + /** Performs a symbolic decomposition on the sparcity of \a matrix. + * + * This function is particularly useful when solving for several problems having the same structure. + * + * \sa factorize(), compute() + */ + void analyzePattern(const MatrixType& matrix) + { + if(m_symbolic) + umfpack_free_symbolic(&m_symbolic,Scalar()); + if(m_numeric) + umfpack_free_numeric(&m_numeric,Scalar()); + + grapInput(matrix); + + int errorCode = 0; + errorCode = umfpack_symbolic(matrix.rows(), matrix.cols(), m_outerIndexPtr, m_innerIndexPtr, m_valuePtr, + &m_symbolic, 0, 0); + + m_isInitialized = true; + m_info = errorCode ? InvalidInput : Success; + m_analysisIsOk = true; + m_factorizationIsOk = false; + } + + /** Performs a numeric decomposition of \a matrix + * + * The given matrix must has the same sparcity than the matrix on which the pattern anylysis has been performed. + * + * \sa analyzePattern(), compute() + */ + void factorize(const MatrixType& matrix) + { + eigen_assert(m_analysisIsOk && "UmfPackLU: you must first call analyzePattern()"); + if(m_numeric) + umfpack_free_numeric(&m_numeric,Scalar()); + + grapInput(matrix); + + int errorCode; + errorCode = umfpack_numeric(m_outerIndexPtr, m_innerIndexPtr, m_valuePtr, + m_symbolic, &m_numeric, 0, 0); + + m_info = errorCode ? NumericalIssue : Success; + m_factorizationIsOk = true; + } + + #ifndef EIGEN_PARSED_BY_DOXYGEN + /** \internal */ + template<typename BDerived,typename XDerived> + bool _solve(const MatrixBase<BDerived> &b, MatrixBase<XDerived> &x) const; + #endif + + Scalar determinant() const; + + void extractData() const; + + protected: + + + void init() + { + m_info = InvalidInput; + m_isInitialized = false; + m_numeric = 0; + m_symbolic = 0; + m_outerIndexPtr = 0; + m_innerIndexPtr = 0; + m_valuePtr = 0; + } + + void grapInput(const MatrixType& mat) + { + m_copyMatrix.resize(mat.rows(), mat.cols()); + if( ((MatrixType::Flags&RowMajorBit)==RowMajorBit) || sizeof(typename MatrixType::Index)!=sizeof(int) || !mat.isCompressed() ) + { + // non supported input -> copy + m_copyMatrix = mat; + m_outerIndexPtr = m_copyMatrix.outerIndexPtr(); + m_innerIndexPtr = m_copyMatrix.innerIndexPtr(); + m_valuePtr = m_copyMatrix.valuePtr(); + } + else + { + m_outerIndexPtr = mat.outerIndexPtr(); + m_innerIndexPtr = mat.innerIndexPtr(); + m_valuePtr = mat.valuePtr(); + } + } + + // cached data to reduce reallocation, etc. + mutable LUMatrixType m_l; + mutable LUMatrixType m_u; + mutable IntColVectorType m_p; + mutable IntRowVectorType m_q; + + UmfpackMatrixType m_copyMatrix; + const Scalar* m_valuePtr; + const int* m_outerIndexPtr; + const int* m_innerIndexPtr; + void* m_numeric; + void* m_symbolic; + + mutable ComputationInfo m_info; + bool m_isInitialized; + int m_factorizationIsOk; + int m_analysisIsOk; + mutable bool m_extractedDataAreDirty; + + private: + UmfPackLU(UmfPackLU& ) { } +}; + + +template<typename MatrixType> +void UmfPackLU<MatrixType>::extractData() const +{ + if (m_extractedDataAreDirty) + { + // get size of the data + int lnz, unz, rows, cols, nz_udiag; + umfpack_get_lunz(&lnz, &unz, &rows, &cols, &nz_udiag, m_numeric, Scalar()); + + // allocate data + m_l.resize(rows,(std::min)(rows,cols)); + m_l.resizeNonZeros(lnz); + + m_u.resize((std::min)(rows,cols),cols); + m_u.resizeNonZeros(unz); + + m_p.resize(rows); + m_q.resize(cols); + + // extract + umfpack_get_numeric(m_l.outerIndexPtr(), m_l.innerIndexPtr(), m_l.valuePtr(), + m_u.outerIndexPtr(), m_u.innerIndexPtr(), m_u.valuePtr(), + m_p.data(), m_q.data(), 0, 0, 0, m_numeric); + + m_extractedDataAreDirty = false; + } +} + +template<typename MatrixType> +typename UmfPackLU<MatrixType>::Scalar UmfPackLU<MatrixType>::determinant() const +{ + Scalar det; + umfpack_get_determinant(&det, 0, m_numeric, 0); + return det; +} + +template<typename MatrixType> +template<typename BDerived,typename XDerived> +bool UmfPackLU<MatrixType>::_solve(const MatrixBase<BDerived> &b, MatrixBase<XDerived> &x) const +{ + const int rhsCols = b.cols(); + eigen_assert((BDerived::Flags&RowMajorBit)==0 && "UmfPackLU backend does not support non col-major rhs yet"); + eigen_assert((XDerived::Flags&RowMajorBit)==0 && "UmfPackLU backend does not support non col-major result yet"); + + int errorCode; + for (int j=0; j<rhsCols; ++j) + { + errorCode = umfpack_solve(UMFPACK_A, + m_outerIndexPtr, m_innerIndexPtr, m_valuePtr, + &x.col(j).coeffRef(0), &b.const_cast_derived().col(j).coeffRef(0), m_numeric, 0, 0); + if (errorCode!=0) + return false; + } + + return true; +} + + +namespace internal { + +template<typename _MatrixType, typename Rhs> +struct solve_retval<UmfPackLU<_MatrixType>, Rhs> + : solve_retval_base<UmfPackLU<_MatrixType>, Rhs> +{ + typedef UmfPackLU<_MatrixType> Dec; + EIGEN_MAKE_SOLVE_HELPERS(Dec,Rhs) + + template<typename Dest> void evalTo(Dest& dst) const + { + dec()._solve(rhs(),dst); + } +}; + +template<typename _MatrixType, typename Rhs> +struct sparse_solve_retval<UmfPackLU<_MatrixType>, Rhs> + : sparse_solve_retval_base<UmfPackLU<_MatrixType>, Rhs> +{ + typedef UmfPackLU<_MatrixType> Dec; + EIGEN_MAKE_SPARSE_SOLVE_HELPERS(Dec,Rhs) + + template<typename Dest> void evalTo(Dest& dst) const + { + dec()._solve(rhs(),dst); + } +}; + +} // end namespace internal + +} // end namespace Eigen + +#endif // EIGEN_UMFPACKSUPPORT_H diff --git a/extern/Eigen3/Eigen/src/misc/Image.h b/extern/Eigen3/Eigen/src/misc/Image.h index 19b3e08cbfd..75c5f433a8a 100644 --- a/extern/Eigen3/Eigen/src/misc/Image.h +++ b/extern/Eigen3/Eigen/src/misc/Image.h @@ -3,28 +3,15 @@ // // Copyright (C) 2009 Benoit Jacob <jacob.benoit.1@gmail.com> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_MISC_IMAGE_H #define EIGEN_MISC_IMAGE_H +namespace Eigen { + namespace internal { /** \class image_retval_base @@ -92,4 +79,6 @@ template<typename _DecompositionType> struct image_retval_base image_retval(const DecompositionType& dec, const MatrixType& originalMatrix) \ : Base(dec, originalMatrix) {} +} // end namespace Eigen + #endif // EIGEN_MISC_IMAGE_H diff --git a/extern/Eigen3/Eigen/src/misc/Kernel.h b/extern/Eigen3/Eigen/src/misc/Kernel.h index 0115970e8eb..b9e1518fd49 100644 --- a/extern/Eigen3/Eigen/src/misc/Kernel.h +++ b/extern/Eigen3/Eigen/src/misc/Kernel.h @@ -3,28 +3,15 @@ // // Copyright (C) 2009 Benoit Jacob <jacob.benoit.1@gmail.com> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_MISC_KERNEL_H #define EIGEN_MISC_KERNEL_H +namespace Eigen { + namespace internal { /** \class kernel_retval_base @@ -89,4 +76,6 @@ template<typename _DecompositionType> struct kernel_retval_base using Base::cols; \ kernel_retval(const DecompositionType& dec) : Base(dec) {} +} // end namespace Eigen + #endif // EIGEN_MISC_KERNEL_H diff --git a/extern/Eigen3/Eigen/src/misc/Solve.h b/extern/Eigen3/Eigen/src/misc/Solve.h index b7cbcadb392..7f70d60afbd 100644 --- a/extern/Eigen3/Eigen/src/misc/Solve.h +++ b/extern/Eigen3/Eigen/src/misc/Solve.h @@ -3,28 +3,15 @@ // // Copyright (C) 2009 Benoit Jacob <jacob.benoit.1@gmail.com> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_MISC_SOLVE_H #define EIGEN_MISC_SOLVE_H +namespace Eigen { + namespace internal { /** \class solve_retval_base @@ -66,7 +53,7 @@ template<typename _DecompositionType, typename Rhs> struct solve_retval_base protected: const DecompositionType& m_dec; - const typename Rhs::Nested m_rhs; + typename Rhs::Nested m_rhs; }; } // end namespace internal @@ -84,4 +71,6 @@ template<typename _DecompositionType, typename Rhs> struct solve_retval_base solve_retval(const DecompositionType& dec, const Rhs& rhs) \ : Base(dec, rhs) {} +} // end namespace Eigen + #endif // EIGEN_MISC_SOLVE_H diff --git a/extern/Eigen3/Eigen/src/misc/SparseSolve.h b/extern/Eigen3/Eigen/src/misc/SparseSolve.h new file mode 100644 index 00000000000..272c4a479d7 --- /dev/null +++ b/extern/Eigen3/Eigen/src/misc/SparseSolve.h @@ -0,0 +1,111 @@ +// This file is part of Eigen, a lightweight C++ template library +// for linear algebra. +// +// Copyright (C) 2010 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_SPARSE_SOLVE_H +#define EIGEN_SPARSE_SOLVE_H + +namespace Eigen { + +namespace internal { + +template<typename _DecompositionType, typename Rhs> struct sparse_solve_retval_base; +template<typename _DecompositionType, typename Rhs> struct sparse_solve_retval; + +template<typename DecompositionType, typename Rhs> +struct traits<sparse_solve_retval_base<DecompositionType, Rhs> > +{ + typedef typename DecompositionType::MatrixType MatrixType; + typedef SparseMatrix<typename Rhs::Scalar, Rhs::Options, typename Rhs::Index> ReturnType; +}; + +template<typename _DecompositionType, typename Rhs> struct sparse_solve_retval_base + : public ReturnByValue<sparse_solve_retval_base<_DecompositionType, Rhs> > +{ + typedef typename remove_all<typename Rhs::Nested>::type RhsNestedCleaned; + typedef _DecompositionType DecompositionType; + typedef ReturnByValue<sparse_solve_retval_base> Base; + typedef typename Base::Index Index; + + sparse_solve_retval_base(const DecompositionType& dec, const Rhs& rhs) + : m_dec(dec), m_rhs(rhs) + {} + + inline Index rows() const { return m_dec.cols(); } + inline Index cols() const { return m_rhs.cols(); } + inline const DecompositionType& dec() const { return m_dec; } + inline const RhsNestedCleaned& rhs() const { return m_rhs; } + + template<typename Dest> inline void evalTo(Dest& dst) const + { + static_cast<const sparse_solve_retval<DecompositionType,Rhs>*>(this)->evalTo(dst); + } + + protected: + const DecompositionType& m_dec; + typename Rhs::Nested m_rhs; +}; + +#define EIGEN_MAKE_SPARSE_SOLVE_HELPERS(DecompositionType,Rhs) \ + typedef typename DecompositionType::MatrixType MatrixType; \ + typedef typename MatrixType::Scalar Scalar; \ + typedef typename MatrixType::RealScalar RealScalar; \ + typedef typename MatrixType::Index Index; \ + typedef Eigen::internal::sparse_solve_retval_base<DecompositionType,Rhs> Base; \ + using Base::dec; \ + using Base::rhs; \ + using Base::rows; \ + using Base::cols; \ + sparse_solve_retval(const DecompositionType& dec, const Rhs& rhs) \ + : Base(dec, rhs) {} + + + +template<typename DecompositionType, typename Rhs, typename Guess> struct solve_retval_with_guess; + +template<typename DecompositionType, typename Rhs, typename Guess> +struct traits<solve_retval_with_guess<DecompositionType, Rhs, Guess> > +{ + typedef typename DecompositionType::MatrixType MatrixType; + typedef Matrix<typename Rhs::Scalar, + MatrixType::ColsAtCompileTime, + Rhs::ColsAtCompileTime, + Rhs::PlainObject::Options, + MatrixType::MaxColsAtCompileTime, + Rhs::MaxColsAtCompileTime> ReturnType; +}; + +template<typename DecompositionType, typename Rhs, typename Guess> struct solve_retval_with_guess + : public ReturnByValue<solve_retval_with_guess<DecompositionType, Rhs, Guess> > +{ + typedef typename DecompositionType::Index Index; + + solve_retval_with_guess(const DecompositionType& dec, const Rhs& rhs, const Guess& guess) + : m_dec(dec), m_rhs(rhs), m_guess(guess) + {} + + inline Index rows() const { return m_dec.cols(); } + inline Index cols() const { return m_rhs.cols(); } + + template<typename Dest> inline void evalTo(Dest& dst) const + { + dst = m_guess; + m_dec._solveWithGuess(m_rhs,dst); + } + + protected: + const DecompositionType& m_dec; + const typename Rhs::Nested m_rhs; + const typename Guess::Nested m_guess; +}; + +} // namepsace internal + +} // end namespace Eigen + +#endif // EIGEN_SPARSE_SOLVE_H diff --git a/extern/Eigen3/Eigen/src/misc/blas.h b/extern/Eigen3/Eigen/src/misc/blas.h new file mode 100644 index 00000000000..6fce99ed5c4 --- /dev/null +++ b/extern/Eigen3/Eigen/src/misc/blas.h @@ -0,0 +1,658 @@ +#ifndef BLAS_H +#define BLAS_H + +#ifdef __cplusplus +extern "C" +{ +#endif + +#define BLASFUNC(FUNC) FUNC##_ + +#ifdef __WIN64__ +typedef long long BLASLONG; +typedef unsigned long long BLASULONG; +#else +typedef long BLASLONG; +typedef unsigned long BLASULONG; +#endif + +int BLASFUNC(xerbla)(const char *, int *info, int); + +float BLASFUNC(sdot) (int *, float *, int *, float *, int *); +float BLASFUNC(sdsdot)(int *, float *, float *, int *, float *, int *); + +double BLASFUNC(dsdot) (int *, float *, int *, float *, int *); +double BLASFUNC(ddot) (int *, double *, int *, double *, int *); +double BLASFUNC(qdot) (int *, double *, int *, double *, int *); + +int BLASFUNC(cdotuw) (int *, float *, int *, float *, int *, float*); +int BLASFUNC(cdotcw) (int *, float *, int *, float *, int *, float*); +int BLASFUNC(zdotuw) (int *, double *, int *, double *, int *, double*); +int BLASFUNC(zdotcw) (int *, double *, int *, double *, int *, double*); + +int BLASFUNC(saxpy) (int *, float *, float *, int *, float *, int *); +int BLASFUNC(daxpy) (int *, double *, double *, int *, double *, int *); +int BLASFUNC(qaxpy) (int *, double *, double *, int *, double *, int *); +int BLASFUNC(caxpy) (int *, float *, float *, int *, float *, int *); +int BLASFUNC(zaxpy) (int *, double *, double *, int *, double *, int *); +int BLASFUNC(xaxpy) (int *, double *, double *, int *, double *, int *); +int BLASFUNC(caxpyc)(int *, float *, float *, int *, float *, int *); +int BLASFUNC(zaxpyc)(int *, double *, double *, int *, double *, int *); +int BLASFUNC(xaxpyc)(int *, double *, double *, int *, double *, int *); + +int BLASFUNC(scopy) (int *, float *, int *, float *, int *); +int BLASFUNC(dcopy) (int *, double *, int *, double *, int *); +int BLASFUNC(qcopy) (int *, double *, int *, double *, int *); +int BLASFUNC(ccopy) (int *, float *, int *, float *, int *); +int BLASFUNC(zcopy) (int *, double *, int *, double *, int *); +int BLASFUNC(xcopy) (int *, double *, int *, double *, int *); + +int BLASFUNC(sswap) (int *, float *, int *, float *, int *); +int BLASFUNC(dswap) (int *, double *, int *, double *, int *); +int BLASFUNC(qswap) (int *, double *, int *, double *, int *); +int BLASFUNC(cswap) (int *, float *, int *, float *, int *); +int BLASFUNC(zswap) (int *, double *, int *, double *, int *); +int BLASFUNC(xswap) (int *, double *, int *, double *, int *); + +float BLASFUNC(sasum) (int *, float *, int *); +float BLASFUNC(scasum)(int *, float *, int *); +double BLASFUNC(dasum) (int *, double *, int *); +double BLASFUNC(qasum) (int *, double *, int *); +double BLASFUNC(dzasum)(int *, double *, int *); +double BLASFUNC(qxasum)(int *, double *, int *); + +int BLASFUNC(isamax)(int *, float *, int *); +int BLASFUNC(idamax)(int *, double *, int *); +int BLASFUNC(iqamax)(int *, double *, int *); +int BLASFUNC(icamax)(int *, float *, int *); +int BLASFUNC(izamax)(int *, double *, int *); +int BLASFUNC(ixamax)(int *, double *, int *); + +int BLASFUNC(ismax) (int *, float *, int *); +int BLASFUNC(idmax) (int *, double *, int *); +int BLASFUNC(iqmax) (int *, double *, int *); +int BLASFUNC(icmax) (int *, float *, int *); +int BLASFUNC(izmax) (int *, double *, int *); +int BLASFUNC(ixmax) (int *, double *, int *); + +int BLASFUNC(isamin)(int *, float *, int *); +int BLASFUNC(idamin)(int *, double *, int *); +int BLASFUNC(iqamin)(int *, double *, int *); +int BLASFUNC(icamin)(int *, float *, int *); +int BLASFUNC(izamin)(int *, double *, int *); +int BLASFUNC(ixamin)(int *, double *, int *); + +int BLASFUNC(ismin)(int *, float *, int *); +int BLASFUNC(idmin)(int *, double *, int *); +int BLASFUNC(iqmin)(int *, double *, int *); +int BLASFUNC(icmin)(int *, float *, int *); +int BLASFUNC(izmin)(int *, double *, int *); +int BLASFUNC(ixmin)(int *, double *, int *); + +float BLASFUNC(samax) (int *, float *, int *); +double BLASFUNC(damax) (int *, double *, int *); +double BLASFUNC(qamax) (int *, double *, int *); +float BLASFUNC(scamax)(int *, float *, int *); +double BLASFUNC(dzamax)(int *, double *, int *); +double BLASFUNC(qxamax)(int *, double *, int *); + +float BLASFUNC(samin) (int *, float *, int *); +double BLASFUNC(damin) (int *, double *, int *); +double BLASFUNC(qamin) (int *, double *, int *); +float BLASFUNC(scamin)(int *, float *, int *); +double BLASFUNC(dzamin)(int *, double *, int *); +double BLASFUNC(qxamin)(int *, double *, int *); + +float BLASFUNC(smax) (int *, float *, int *); +double BLASFUNC(dmax) (int *, double *, int *); +double BLASFUNC(qmax) (int *, double *, int *); +float BLASFUNC(scmax) (int *, float *, int *); +double BLASFUNC(dzmax) (int *, double *, int *); +double BLASFUNC(qxmax) (int *, double *, int *); + +float BLASFUNC(smin) (int *, float *, int *); +double BLASFUNC(dmin) (int *, double *, int *); +double BLASFUNC(qmin) (int *, double *, int *); +float BLASFUNC(scmin) (int *, float *, int *); +double BLASFUNC(dzmin) (int *, double *, int *); +double BLASFUNC(qxmin) (int *, double *, int *); + +int BLASFUNC(sscal) (int *, float *, float *, int *); +int BLASFUNC(dscal) (int *, double *, double *, int *); +int BLASFUNC(qscal) (int *, double *, double *, int *); +int BLASFUNC(cscal) (int *, float *, float *, int *); +int BLASFUNC(zscal) (int *, double *, double *, int *); +int BLASFUNC(xscal) (int *, double *, double *, int *); +int BLASFUNC(csscal)(int *, float *, float *, int *); +int BLASFUNC(zdscal)(int *, double *, double *, int *); +int BLASFUNC(xqscal)(int *, double *, double *, int *); + +float BLASFUNC(snrm2) (int *, float *, int *); +float BLASFUNC(scnrm2)(int *, float *, int *); + +double BLASFUNC(dnrm2) (int *, double *, int *); +double BLASFUNC(qnrm2) (int *, double *, int *); +double BLASFUNC(dznrm2)(int *, double *, int *); +double BLASFUNC(qxnrm2)(int *, double *, int *); + +int BLASFUNC(srot) (int *, float *, int *, float *, int *, float *, float *); +int BLASFUNC(drot) (int *, double *, int *, double *, int *, double *, double *); +int BLASFUNC(qrot) (int *, double *, int *, double *, int *, double *, double *); +int BLASFUNC(csrot) (int *, float *, int *, float *, int *, float *, float *); +int BLASFUNC(zdrot) (int *, double *, int *, double *, int *, double *, double *); +int BLASFUNC(xqrot) (int *, double *, int *, double *, int *, double *, double *); + +int BLASFUNC(srotg) (float *, float *, float *, float *); +int BLASFUNC(drotg) (double *, double *, double *, double *); +int BLASFUNC(qrotg) (double *, double *, double *, double *); +int BLASFUNC(crotg) (float *, float *, float *, float *); +int BLASFUNC(zrotg) (double *, double *, double *, double *); +int BLASFUNC(xrotg) (double *, double *, double *, double *); + +int BLASFUNC(srotmg)(float *, float *, float *, float *, float *); +int BLASFUNC(drotmg)(double *, double *, double *, double *, double *); + +int BLASFUNC(srotm) (int *, float *, int *, float *, int *, float *); +int BLASFUNC(drotm) (int *, double *, int *, double *, int *, double *); +int BLASFUNC(qrotm) (int *, double *, int *, double *, int *, double *); + +/* Level 2 routines */ + +int BLASFUNC(sger)(int *, int *, float *, float *, int *, + float *, int *, float *, int *); +int BLASFUNC(dger)(int *, int *, double *, double *, int *, + double *, int *, double *, int *); +int BLASFUNC(qger)(int *, int *, double *, double *, int *, + double *, int *, double *, int *); +int BLASFUNC(cgeru)(int *, int *, float *, float *, int *, + float *, int *, float *, int *); +int BLASFUNC(cgerc)(int *, int *, float *, float *, int *, + float *, int *, float *, int *); +int BLASFUNC(zgeru)(int *, int *, double *, double *, int *, + double *, int *, double *, int *); +int BLASFUNC(zgerc)(int *, int *, double *, double *, int *, + double *, int *, double *, int *); +int BLASFUNC(xgeru)(int *, int *, double *, double *, int *, + double *, int *, double *, int *); +int BLASFUNC(xgerc)(int *, int *, double *, double *, int *, + double *, int *, double *, int *); + +int BLASFUNC(sgemv)(char *, int *, int *, float *, float *, int *, + float *, int *, float *, float *, int *); +int BLASFUNC(dgemv)(char *, int *, int *, double *, double *, int *, + double *, int *, double *, double *, int *); +int BLASFUNC(qgemv)(char *, int *, int *, double *, double *, int *, + double *, int *, double *, double *, int *); +int BLASFUNC(cgemv)(char *, int *, int *, float *, float *, int *, + float *, int *, float *, float *, int *); +int BLASFUNC(zgemv)(char *, int *, int *, double *, double *, int *, + double *, int *, double *, double *, int *); +int BLASFUNC(xgemv)(char *, int *, int *, double *, double *, int *, + double *, int *, double *, double *, int *); + +int BLASFUNC(strsv) (char *, char *, char *, int *, float *, int *, + float *, int *); +int BLASFUNC(dtrsv) (char *, char *, char *, int *, double *, int *, + double *, int *); +int BLASFUNC(qtrsv) (char *, char *, char *, int *, double *, int *, + double *, int *); +int BLASFUNC(ctrsv) (char *, char *, char *, int *, float *, int *, + float *, int *); +int BLASFUNC(ztrsv) (char *, char *, char *, int *, double *, int *, + double *, int *); +int BLASFUNC(xtrsv) (char *, char *, char *, int *, double *, int *, + double *, int *); + +int BLASFUNC(stpsv) (char *, char *, char *, int *, float *, float *, int *); +int BLASFUNC(dtpsv) (char *, char *, char *, int *, double *, double *, int *); +int BLASFUNC(qtpsv) (char *, char *, char *, int *, double *, double *, int *); +int BLASFUNC(ctpsv) (char *, char *, char *, int *, float *, float *, int *); +int BLASFUNC(ztpsv) (char *, char *, char *, int *, double *, double *, int *); +int BLASFUNC(xtpsv) (char *, char *, char *, int *, double *, double *, int *); + +int BLASFUNC(strmv) (char *, char *, char *, int *, float *, int *, + float *, int *); +int BLASFUNC(dtrmv) (char *, char *, char *, int *, double *, int *, + double *, int *); +int BLASFUNC(qtrmv) (char *, char *, char *, int *, double *, int *, + double *, int *); +int BLASFUNC(ctrmv) (char *, char *, char *, int *, float *, int *, + float *, int *); +int BLASFUNC(ztrmv) (char *, char *, char *, int *, double *, int *, + double *, int *); +int BLASFUNC(xtrmv) (char *, char *, char *, int *, double *, int *, + double *, int *); + +int BLASFUNC(stpmv) (char *, char *, char *, int *, float *, float *, int *); +int BLASFUNC(dtpmv) (char *, char *, char *, int *, double *, double *, int *); +int BLASFUNC(qtpmv) (char *, char *, char *, int *, double *, double *, int *); +int BLASFUNC(ctpmv) (char *, char *, char *, int *, float *, float *, int *); +int BLASFUNC(ztpmv) (char *, char *, char *, int *, double *, double *, int *); +int BLASFUNC(xtpmv) (char *, char *, char *, int *, double *, double *, int *); + +int BLASFUNC(stbmv) (char *, char *, char *, int *, int *, float *, int *, float *, int *); +int BLASFUNC(dtbmv) (char *, char *, char *, int *, int *, double *, int *, double *, int *); +int BLASFUNC(qtbmv) (char *, char *, char *, int *, int *, double *, int *, double *, int *); +int BLASFUNC(ctbmv) (char *, char *, char *, int *, int *, float *, int *, float *, int *); +int BLASFUNC(ztbmv) (char *, char *, char *, int *, int *, double *, int *, double *, int *); +int BLASFUNC(xtbmv) (char *, char *, char *, int *, int *, double *, int *, double *, int *); + +int BLASFUNC(stbsv) (char *, char *, char *, int *, int *, float *, int *, float *, int *); +int BLASFUNC(dtbsv) (char *, char *, char *, int *, int *, double *, int *, double *, int *); +int BLASFUNC(qtbsv) (char *, char *, char *, int *, int *, double *, int *, double *, int *); +int BLASFUNC(ctbsv) (char *, char *, char *, int *, int *, float *, int *, float *, int *); +int BLASFUNC(ztbsv) (char *, char *, char *, int *, int *, double *, int *, double *, int *); +int BLASFUNC(xtbsv) (char *, char *, char *, int *, int *, double *, int *, double *, int *); + +int BLASFUNC(ssymv) (char *, int *, float *, float *, int *, + float *, int *, float *, float *, int *); +int BLASFUNC(dsymv) (char *, int *, double *, double *, int *, + double *, int *, double *, double *, int *); +int BLASFUNC(qsymv) (char *, int *, double *, double *, int *, + double *, int *, double *, double *, int *); +int BLASFUNC(csymv) (char *, int *, float *, float *, int *, + float *, int *, float *, float *, int *); +int BLASFUNC(zsymv) (char *, int *, double *, double *, int *, + double *, int *, double *, double *, int *); +int BLASFUNC(xsymv) (char *, int *, double *, double *, int *, + double *, int *, double *, double *, int *); + +int BLASFUNC(sspmv) (char *, int *, float *, float *, + float *, int *, float *, float *, int *); +int BLASFUNC(dspmv) (char *, int *, double *, double *, + double *, int *, double *, double *, int *); +int BLASFUNC(qspmv) (char *, int *, double *, double *, + double *, int *, double *, double *, int *); +int BLASFUNC(cspmv) (char *, int *, float *, float *, + float *, int *, float *, float *, int *); +int BLASFUNC(zspmv) (char *, int *, double *, double *, + double *, int *, double *, double *, int *); +int BLASFUNC(xspmv) (char *, int *, double *, double *, + double *, int *, double *, double *, int *); + +int BLASFUNC(ssyr) (char *, int *, float *, float *, int *, + float *, int *); +int BLASFUNC(dsyr) (char *, int *, double *, double *, int *, + double *, int *); +int BLASFUNC(qsyr) (char *, int *, double *, double *, int *, + double *, int *); +int BLASFUNC(csyr) (char *, int *, float *, float *, int *, + float *, int *); +int BLASFUNC(zsyr) (char *, int *, double *, double *, int *, + double *, int *); +int BLASFUNC(xsyr) (char *, int *, double *, double *, int *, + double *, int *); + +int BLASFUNC(ssyr2) (char *, int *, float *, + float *, int *, float *, int *, float *, int *); +int BLASFUNC(dsyr2) (char *, int *, double *, + double *, int *, double *, int *, double *, int *); +int BLASFUNC(qsyr2) (char *, int *, double *, + double *, int *, double *, int *, double *, int *); +int BLASFUNC(csyr2) (char *, int *, float *, + float *, int *, float *, int *, float *, int *); +int BLASFUNC(zsyr2) (char *, int *, double *, + double *, int *, double *, int *, double *, int *); +int BLASFUNC(xsyr2) (char *, int *, double *, + double *, int *, double *, int *, double *, int *); + +int BLASFUNC(sspr) (char *, int *, float *, float *, int *, + float *); +int BLASFUNC(dspr) (char *, int *, double *, double *, int *, + double *); +int BLASFUNC(qspr) (char *, int *, double *, double *, int *, + double *); +int BLASFUNC(cspr) (char *, int *, float *, float *, int *, + float *); +int BLASFUNC(zspr) (char *, int *, double *, double *, int *, + double *); +int BLASFUNC(xspr) (char *, int *, double *, double *, int *, + double *); + +int BLASFUNC(sspr2) (char *, int *, float *, + float *, int *, float *, int *, float *); +int BLASFUNC(dspr2) (char *, int *, double *, + double *, int *, double *, int *, double *); +int BLASFUNC(qspr2) (char *, int *, double *, + double *, int *, double *, int *, double *); +int BLASFUNC(cspr2) (char *, int *, float *, + float *, int *, float *, int *, float *); +int BLASFUNC(zspr2) (char *, int *, double *, + double *, int *, double *, int *, double *); +int BLASFUNC(xspr2) (char *, int *, double *, + double *, int *, double *, int *, double *); + +int BLASFUNC(cher) (char *, int *, float *, float *, int *, + float *, int *); +int BLASFUNC(zher) (char *, int *, double *, double *, int *, + double *, int *); +int BLASFUNC(xher) (char *, int *, double *, double *, int *, + double *, int *); + +int BLASFUNC(chpr) (char *, int *, float *, float *, int *, float *); +int BLASFUNC(zhpr) (char *, int *, double *, double *, int *, double *); +int BLASFUNC(xhpr) (char *, int *, double *, double *, int *, double *); + +int BLASFUNC(cher2) (char *, int *, float *, + float *, int *, float *, int *, float *, int *); +int BLASFUNC(zher2) (char *, int *, double *, + double *, int *, double *, int *, double *, int *); +int BLASFUNC(xher2) (char *, int *, double *, + double *, int *, double *, int *, double *, int *); + +int BLASFUNC(chpr2) (char *, int *, float *, + float *, int *, float *, int *, float *); +int BLASFUNC(zhpr2) (char *, int *, double *, + double *, int *, double *, int *, double *); +int BLASFUNC(xhpr2) (char *, int *, double *, + double *, int *, double *, int *, double *); + +int BLASFUNC(chemv) (char *, int *, float *, float *, int *, + float *, int *, float *, float *, int *); +int BLASFUNC(zhemv) (char *, int *, double *, double *, int *, + double *, int *, double *, double *, int *); +int BLASFUNC(xhemv) (char *, int *, double *, double *, int *, + double *, int *, double *, double *, int *); + +int BLASFUNC(chpmv) (char *, int *, float *, float *, + float *, int *, float *, float *, int *); +int BLASFUNC(zhpmv) (char *, int *, double *, double *, + double *, int *, double *, double *, int *); +int BLASFUNC(xhpmv) (char *, int *, double *, double *, + double *, int *, double *, double *, int *); + +int BLASFUNC(snorm)(char *, int *, int *, float *, int *); +int BLASFUNC(dnorm)(char *, int *, int *, double *, int *); +int BLASFUNC(cnorm)(char *, int *, int *, float *, int *); +int BLASFUNC(znorm)(char *, int *, int *, double *, int *); + +int BLASFUNC(sgbmv)(char *, int *, int *, int *, int *, float *, float *, int *, + float *, int *, float *, float *, int *); +int BLASFUNC(dgbmv)(char *, int *, int *, int *, int *, double *, double *, int *, + double *, int *, double *, double *, int *); +int BLASFUNC(qgbmv)(char *, int *, int *, int *, int *, double *, double *, int *, + double *, int *, double *, double *, int *); +int BLASFUNC(cgbmv)(char *, int *, int *, int *, int *, float *, float *, int *, + float *, int *, float *, float *, int *); +int BLASFUNC(zgbmv)(char *, int *, int *, int *, int *, double *, double *, int *, + double *, int *, double *, double *, int *); +int BLASFUNC(xgbmv)(char *, int *, int *, int *, int *, double *, double *, int *, + double *, int *, double *, double *, int *); + +int BLASFUNC(ssbmv)(char *, int *, int *, float *, float *, int *, + float *, int *, float *, float *, int *); +int BLASFUNC(dsbmv)(char *, int *, int *, double *, double *, int *, + double *, int *, double *, double *, int *); +int BLASFUNC(qsbmv)(char *, int *, int *, double *, double *, int *, + double *, int *, double *, double *, int *); +int BLASFUNC(csbmv)(char *, int *, int *, float *, float *, int *, + float *, int *, float *, float *, int *); +int BLASFUNC(zsbmv)(char *, int *, int *, double *, double *, int *, + double *, int *, double *, double *, int *); +int BLASFUNC(xsbmv)(char *, int *, int *, double *, double *, int *, + double *, int *, double *, double *, int *); + +int BLASFUNC(chbmv)(char *, int *, int *, float *, float *, int *, + float *, int *, float *, float *, int *); +int BLASFUNC(zhbmv)(char *, int *, int *, double *, double *, int *, + double *, int *, double *, double *, int *); +int BLASFUNC(xhbmv)(char *, int *, int *, double *, double *, int *, + double *, int *, double *, double *, int *); + +/* Level 3 routines */ + +int BLASFUNC(sgemm)(char *, char *, int *, int *, int *, float *, + float *, int *, float *, int *, float *, float *, int *); +int BLASFUNC(dgemm)(char *, char *, int *, int *, int *, double *, + double *, int *, double *, int *, double *, double *, int *); +int BLASFUNC(qgemm)(char *, char *, int *, int *, int *, double *, + double *, int *, double *, int *, double *, double *, int *); +int BLASFUNC(cgemm)(char *, char *, int *, int *, int *, float *, + float *, int *, float *, int *, float *, float *, int *); +int BLASFUNC(zgemm)(char *, char *, int *, int *, int *, double *, + double *, int *, double *, int *, double *, double *, int *); +int BLASFUNC(xgemm)(char *, char *, int *, int *, int *, double *, + double *, int *, double *, int *, double *, double *, int *); + +int BLASFUNC(cgemm3m)(char *, char *, int *, int *, int *, float *, + float *, int *, float *, int *, float *, float *, int *); +int BLASFUNC(zgemm3m)(char *, char *, int *, int *, int *, double *, + double *, int *, double *, int *, double *, double *, int *); +int BLASFUNC(xgemm3m)(char *, char *, int *, int *, int *, double *, + double *, int *, double *, int *, double *, double *, int *); + +int BLASFUNC(sge2mm)(char *, char *, char *, int *, int *, + float *, float *, int *, float *, int *, + float *, float *, int *); +int BLASFUNC(dge2mm)(char *, char *, char *, int *, int *, + double *, double *, int *, double *, int *, + double *, double *, int *); +int BLASFUNC(cge2mm)(char *, char *, char *, int *, int *, + float *, float *, int *, float *, int *, + float *, float *, int *); +int BLASFUNC(zge2mm)(char *, char *, char *, int *, int *, + double *, double *, int *, double *, int *, + double *, double *, int *); + +int BLASFUNC(strsm)(char *, char *, char *, char *, int *, int *, + float *, float *, int *, float *, int *); +int BLASFUNC(dtrsm)(char *, char *, char *, char *, int *, int *, + double *, double *, int *, double *, int *); +int BLASFUNC(qtrsm)(char *, char *, char *, char *, int *, int *, + double *, double *, int *, double *, int *); +int BLASFUNC(ctrsm)(char *, char *, char *, char *, int *, int *, + float *, float *, int *, float *, int *); +int BLASFUNC(ztrsm)(char *, char *, char *, char *, int *, int *, + double *, double *, int *, double *, int *); +int BLASFUNC(xtrsm)(char *, char *, char *, char *, int *, int *, + double *, double *, int *, double *, int *); + +int BLASFUNC(strmm)(char *, char *, char *, char *, int *, int *, + float *, float *, int *, float *, int *); +int BLASFUNC(dtrmm)(char *, char *, char *, char *, int *, int *, + double *, double *, int *, double *, int *); +int BLASFUNC(qtrmm)(char *, char *, char *, char *, int *, int *, + double *, double *, int *, double *, int *); +int BLASFUNC(ctrmm)(char *, char *, char *, char *, int *, int *, + float *, float *, int *, float *, int *); +int BLASFUNC(ztrmm)(char *, char *, char *, char *, int *, int *, + double *, double *, int *, double *, int *); +int BLASFUNC(xtrmm)(char *, char *, char *, char *, int *, int *, + double *, double *, int *, double *, int *); + +int BLASFUNC(ssymm)(char *, char *, int *, int *, float *, float *, int *, + float *, int *, float *, float *, int *); +int BLASFUNC(dsymm)(char *, char *, int *, int *, double *, double *, int *, + double *, int *, double *, double *, int *); +int BLASFUNC(qsymm)(char *, char *, int *, int *, double *, double *, int *, + double *, int *, double *, double *, int *); +int BLASFUNC(csymm)(char *, char *, int *, int *, float *, float *, int *, + float *, int *, float *, float *, int *); +int BLASFUNC(zsymm)(char *, char *, int *, int *, double *, double *, int *, + double *, int *, double *, double *, int *); +int BLASFUNC(xsymm)(char *, char *, int *, int *, double *, double *, int *, + double *, int *, double *, double *, int *); + +int BLASFUNC(csymm3m)(char *, char *, int *, int *, float *, float *, int *, + float *, int *, float *, float *, int *); +int BLASFUNC(zsymm3m)(char *, char *, int *, int *, double *, double *, int *, + double *, int *, double *, double *, int *); +int BLASFUNC(xsymm3m)(char *, char *, int *, int *, double *, double *, int *, + double *, int *, double *, double *, int *); + +int BLASFUNC(ssyrk)(char *, char *, int *, int *, float *, float *, int *, + float *, float *, int *); +int BLASFUNC(dsyrk)(char *, char *, int *, int *, double *, double *, int *, + double *, double *, int *); +int BLASFUNC(qsyrk)(char *, char *, int *, int *, double *, double *, int *, + double *, double *, int *); +int BLASFUNC(csyrk)(char *, char *, int *, int *, float *, float *, int *, + float *, float *, int *); +int BLASFUNC(zsyrk)(char *, char *, int *, int *, double *, double *, int *, + double *, double *, int *); +int BLASFUNC(xsyrk)(char *, char *, int *, int *, double *, double *, int *, + double *, double *, int *); + +int BLASFUNC(ssyr2k)(char *, char *, int *, int *, float *, float *, int *, + float *, int *, float *, float *, int *); +int BLASFUNC(dsyr2k)(char *, char *, int *, int *, double *, double *, int *, + double*, int *, double *, double *, int *); +int BLASFUNC(qsyr2k)(char *, char *, int *, int *, double *, double *, int *, + double*, int *, double *, double *, int *); +int BLASFUNC(csyr2k)(char *, char *, int *, int *, float *, float *, int *, + float *, int *, float *, float *, int *); +int BLASFUNC(zsyr2k)(char *, char *, int *, int *, double *, double *, int *, + double*, int *, double *, double *, int *); +int BLASFUNC(xsyr2k)(char *, char *, int *, int *, double *, double *, int *, + double*, int *, double *, double *, int *); + +int BLASFUNC(chemm)(char *, char *, int *, int *, float *, float *, int *, + float *, int *, float *, float *, int *); +int BLASFUNC(zhemm)(char *, char *, int *, int *, double *, double *, int *, + double *, int *, double *, double *, int *); +int BLASFUNC(xhemm)(char *, char *, int *, int *, double *, double *, int *, + double *, int *, double *, double *, int *); + +int BLASFUNC(chemm3m)(char *, char *, int *, int *, float *, float *, int *, + float *, int *, float *, float *, int *); +int BLASFUNC(zhemm3m)(char *, char *, int *, int *, double *, double *, int *, + double *, int *, double *, double *, int *); +int BLASFUNC(xhemm3m)(char *, char *, int *, int *, double *, double *, int *, + double *, int *, double *, double *, int *); + +int BLASFUNC(cherk)(char *, char *, int *, int *, float *, float *, int *, + float *, float *, int *); +int BLASFUNC(zherk)(char *, char *, int *, int *, double *, double *, int *, + double *, double *, int *); +int BLASFUNC(xherk)(char *, char *, int *, int *, double *, double *, int *, + double *, double *, int *); + +int BLASFUNC(cher2k)(char *, char *, int *, int *, float *, float *, int *, + float *, int *, float *, float *, int *); +int BLASFUNC(zher2k)(char *, char *, int *, int *, double *, double *, int *, + double*, int *, double *, double *, int *); +int BLASFUNC(xher2k)(char *, char *, int *, int *, double *, double *, int *, + double*, int *, double *, double *, int *); +int BLASFUNC(cher2m)(char *, char *, char *, int *, int *, float *, float *, int *, + float *, int *, float *, float *, int *); +int BLASFUNC(zher2m)(char *, char *, char *, int *, int *, double *, double *, int *, + double*, int *, double *, double *, int *); +int BLASFUNC(xher2m)(char *, char *, char *, int *, int *, double *, double *, int *, + double*, int *, double *, double *, int *); + +int BLASFUNC(sgemt)(char *, int *, int *, float *, float *, int *, + float *, int *); +int BLASFUNC(dgemt)(char *, int *, int *, double *, double *, int *, + double *, int *); +int BLASFUNC(cgemt)(char *, int *, int *, float *, float *, int *, + float *, int *); +int BLASFUNC(zgemt)(char *, int *, int *, double *, double *, int *, + double *, int *); + +int BLASFUNC(sgema)(char *, char *, int *, int *, float *, + float *, int *, float *, float *, int *, float *, int *); +int BLASFUNC(dgema)(char *, char *, int *, int *, double *, + double *, int *, double*, double *, int *, double*, int *); +int BLASFUNC(cgema)(char *, char *, int *, int *, float *, + float *, int *, float *, float *, int *, float *, int *); +int BLASFUNC(zgema)(char *, char *, int *, int *, double *, + double *, int *, double*, double *, int *, double*, int *); + +int BLASFUNC(sgems)(char *, char *, int *, int *, float *, + float *, int *, float *, float *, int *, float *, int *); +int BLASFUNC(dgems)(char *, char *, int *, int *, double *, + double *, int *, double*, double *, int *, double*, int *); +int BLASFUNC(cgems)(char *, char *, int *, int *, float *, + float *, int *, float *, float *, int *, float *, int *); +int BLASFUNC(zgems)(char *, char *, int *, int *, double *, + double *, int *, double*, double *, int *, double*, int *); + +int BLASFUNC(sgetf2)(int *, int *, float *, int *, int *, int *); +int BLASFUNC(dgetf2)(int *, int *, double *, int *, int *, int *); +int BLASFUNC(qgetf2)(int *, int *, double *, int *, int *, int *); +int BLASFUNC(cgetf2)(int *, int *, float *, int *, int *, int *); +int BLASFUNC(zgetf2)(int *, int *, double *, int *, int *, int *); +int BLASFUNC(xgetf2)(int *, int *, double *, int *, int *, int *); + +int BLASFUNC(sgetrf)(int *, int *, float *, int *, int *, int *); +int BLASFUNC(dgetrf)(int *, int *, double *, int *, int *, int *); +int BLASFUNC(qgetrf)(int *, int *, double *, int *, int *, int *); +int BLASFUNC(cgetrf)(int *, int *, float *, int *, int *, int *); +int BLASFUNC(zgetrf)(int *, int *, double *, int *, int *, int *); +int BLASFUNC(xgetrf)(int *, int *, double *, int *, int *, int *); + +int BLASFUNC(slaswp)(int *, float *, int *, int *, int *, int *, int *); +int BLASFUNC(dlaswp)(int *, double *, int *, int *, int *, int *, int *); +int BLASFUNC(qlaswp)(int *, double *, int *, int *, int *, int *, int *); +int BLASFUNC(claswp)(int *, float *, int *, int *, int *, int *, int *); +int BLASFUNC(zlaswp)(int *, double *, int *, int *, int *, int *, int *); +int BLASFUNC(xlaswp)(int *, double *, int *, int *, int *, int *, int *); + +int BLASFUNC(sgetrs)(char *, int *, int *, float *, int *, int *, float *, int *, int *); +int BLASFUNC(dgetrs)(char *, int *, int *, double *, int *, int *, double *, int *, int *); +int BLASFUNC(qgetrs)(char *, int *, int *, double *, int *, int *, double *, int *, int *); +int BLASFUNC(cgetrs)(char *, int *, int *, float *, int *, int *, float *, int *, int *); +int BLASFUNC(zgetrs)(char *, int *, int *, double *, int *, int *, double *, int *, int *); +int BLASFUNC(xgetrs)(char *, int *, int *, double *, int *, int *, double *, int *, int *); + +int BLASFUNC(sgesv)(int *, int *, float *, int *, int *, float *, int *, int *); +int BLASFUNC(dgesv)(int *, int *, double *, int *, int *, double*, int *, int *); +int BLASFUNC(qgesv)(int *, int *, double *, int *, int *, double*, int *, int *); +int BLASFUNC(cgesv)(int *, int *, float *, int *, int *, float *, int *, int *); +int BLASFUNC(zgesv)(int *, int *, double *, int *, int *, double*, int *, int *); +int BLASFUNC(xgesv)(int *, int *, double *, int *, int *, double*, int *, int *); + +int BLASFUNC(spotf2)(char *, int *, float *, int *, int *); +int BLASFUNC(dpotf2)(char *, int *, double *, int *, int *); +int BLASFUNC(qpotf2)(char *, int *, double *, int *, int *); +int BLASFUNC(cpotf2)(char *, int *, float *, int *, int *); +int BLASFUNC(zpotf2)(char *, int *, double *, int *, int *); +int BLASFUNC(xpotf2)(char *, int *, double *, int *, int *); + +int BLASFUNC(spotrf)(char *, int *, float *, int *, int *); +int BLASFUNC(dpotrf)(char *, int *, double *, int *, int *); +int BLASFUNC(qpotrf)(char *, int *, double *, int *, int *); +int BLASFUNC(cpotrf)(char *, int *, float *, int *, int *); +int BLASFUNC(zpotrf)(char *, int *, double *, int *, int *); +int BLASFUNC(xpotrf)(char *, int *, double *, int *, int *); + +int BLASFUNC(slauu2)(char *, int *, float *, int *, int *); +int BLASFUNC(dlauu2)(char *, int *, double *, int *, int *); +int BLASFUNC(qlauu2)(char *, int *, double *, int *, int *); +int BLASFUNC(clauu2)(char *, int *, float *, int *, int *); +int BLASFUNC(zlauu2)(char *, int *, double *, int *, int *); +int BLASFUNC(xlauu2)(char *, int *, double *, int *, int *); + +int BLASFUNC(slauum)(char *, int *, float *, int *, int *); +int BLASFUNC(dlauum)(char *, int *, double *, int *, int *); +int BLASFUNC(qlauum)(char *, int *, double *, int *, int *); +int BLASFUNC(clauum)(char *, int *, float *, int *, int *); +int BLASFUNC(zlauum)(char *, int *, double *, int *, int *); +int BLASFUNC(xlauum)(char *, int *, double *, int *, int *); + +int BLASFUNC(strti2)(char *, char *, int *, float *, int *, int *); +int BLASFUNC(dtrti2)(char *, char *, int *, double *, int *, int *); +int BLASFUNC(qtrti2)(char *, char *, int *, double *, int *, int *); +int BLASFUNC(ctrti2)(char *, char *, int *, float *, int *, int *); +int BLASFUNC(ztrti2)(char *, char *, int *, double *, int *, int *); +int BLASFUNC(xtrti2)(char *, char *, int *, double *, int *, int *); + +int BLASFUNC(strtri)(char *, char *, int *, float *, int *, int *); +int BLASFUNC(dtrtri)(char *, char *, int *, double *, int *, int *); +int BLASFUNC(qtrtri)(char *, char *, int *, double *, int *, int *); +int BLASFUNC(ctrtri)(char *, char *, int *, float *, int *, int *); +int BLASFUNC(ztrtri)(char *, char *, int *, double *, int *, int *); +int BLASFUNC(xtrtri)(char *, char *, int *, double *, int *, int *); + +int BLASFUNC(spotri)(char *, int *, float *, int *, int *); +int BLASFUNC(dpotri)(char *, int *, double *, int *, int *); +int BLASFUNC(qpotri)(char *, int *, double *, int *, int *); +int BLASFUNC(cpotri)(char *, int *, float *, int *, int *); +int BLASFUNC(zpotri)(char *, int *, double *, int *, int *); +int BLASFUNC(xpotri)(char *, int *, double *, int *, int *); + +#ifdef __cplusplus +} +#endif + +#endif diff --git a/extern/Eigen3/Eigen/src/plugins/ArrayCwiseBinaryOps.h b/extern/Eigen3/Eigen/src/plugins/ArrayCwiseBinaryOps.h index 7d509e78f3a..5b979ebf89d 100644 --- a/extern/Eigen3/Eigen/src/plugins/ArrayCwiseBinaryOps.h +++ b/extern/Eigen3/Eigen/src/plugins/ArrayCwiseBinaryOps.h @@ -29,6 +29,16 @@ operator/(const EIGEN_CURRENT_STORAGE_BASE_CLASS<OtherDerived> &other) const */ EIGEN_MAKE_CWISE_BINARY_OP(min,internal::scalar_min_op) +/** \returns an expression of the coefficient-wise min of \c *this and scalar \a other + * + * \sa max() + */ +EIGEN_STRONG_INLINE const CwiseBinaryOp<internal::scalar_min_op<Scalar>, const Derived, const ConstantReturnType> +(min)(const Scalar &other) const +{ + return (min)(Derived::PlainObject::Constant(rows(), cols(), other)); +} + /** \returns an expression of the coefficient-wise max of \c *this and \a other * * Example: \include Cwise_max.cpp @@ -38,6 +48,16 @@ EIGEN_MAKE_CWISE_BINARY_OP(min,internal::scalar_min_op) */ EIGEN_MAKE_CWISE_BINARY_OP(max,internal::scalar_max_op) +/** \returns an expression of the coefficient-wise max of \c *this and scalar \a other + * + * \sa min() + */ +EIGEN_STRONG_INLINE const CwiseBinaryOp<internal::scalar_max_op<Scalar>, const Derived, const ConstantReturnType> +(max)(const Scalar &other) const +{ + return (max)(Derived::PlainObject::Constant(rows(), cols(), other)); +} + /** \returns an expression of the coefficient-wise \< operator of *this and \a other * * Example: \include Cwise_less.cpp @@ -141,3 +161,39 @@ operator-(const Scalar& scalar,const EIGEN_CURRENT_STORAGE_BASE_CLASS<Derived>& { return (-other) + scalar; } + +/** \returns an expression of the coefficient-wise && operator of *this and \a other + * + * \warning this operator is for expression of bool only. + * + * Example: \include Cwise_boolean_and.cpp + * Output: \verbinclude Cwise_boolean_and.out + * + * \sa operator||(), select() + */ +template<typename OtherDerived> +inline const CwiseBinaryOp<internal::scalar_boolean_and_op, const Derived, const OtherDerived> +operator&&(const EIGEN_CURRENT_STORAGE_BASE_CLASS<OtherDerived> &other) const +{ + EIGEN_STATIC_ASSERT((internal::is_same<bool,Scalar>::value && internal::is_same<bool,typename OtherDerived::Scalar>::value), + THIS_METHOD_IS_ONLY_FOR_EXPRESSIONS_OF_BOOL); + return CwiseBinaryOp<internal::scalar_boolean_and_op, const Derived, const OtherDerived>(derived(),other.derived()); +} + +/** \returns an expression of the coefficient-wise || operator of *this and \a other + * + * \warning this operator is for expression of bool only. + * + * Example: \include Cwise_boolean_or.cpp + * Output: \verbinclude Cwise_boolean_or.out + * + * \sa operator&&(), select() + */ +template<typename OtherDerived> +inline const CwiseBinaryOp<internal::scalar_boolean_or_op, const Derived, const OtherDerived> +operator||(const EIGEN_CURRENT_STORAGE_BASE_CLASS<OtherDerived> &other) const +{ + EIGEN_STATIC_ASSERT((internal::is_same<bool,Scalar>::value && internal::is_same<bool,typename OtherDerived::Scalar>::value), + THIS_METHOD_IS_ONLY_FOR_EXPRESSIONS_OF_BOOL); + return CwiseBinaryOp<internal::scalar_boolean_or_op, const Derived, const OtherDerived>(derived(),other.derived()); +} diff --git a/extern/Eigen3/Eigen/src/plugins/BlockMethods.h b/extern/Eigen3/Eigen/src/plugins/BlockMethods.h index 4eba933388a..ef224001a54 100644 --- a/extern/Eigen3/Eigen/src/plugins/BlockMethods.h +++ b/extern/Eigen3/Eigen/src/plugins/BlockMethods.h @@ -4,24 +4,9 @@ // Copyright (C) 2008-2010 Gael Guennebaud <gael.guennebaud@inria.fr> // Copyright (C) 2006-2010 Benoit Jacob <jacob.benoit.1@gmail.com> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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_BLOCKMETHODS_H #define EIGEN_BLOCKMETHODS_H diff --git a/extern/Eigen3/Eigen/src/plugins/CommonCwiseBinaryOps.h b/extern/Eigen3/Eigen/src/plugins/CommonCwiseBinaryOps.h index 8f7765e72bd..688d2244088 100644 --- a/extern/Eigen3/Eigen/src/plugins/CommonCwiseBinaryOps.h +++ b/extern/Eigen3/Eigen/src/plugins/CommonCwiseBinaryOps.h @@ -4,24 +4,9 @@ // Copyright (C) 2008-2009 Gael Guennebaud <gael.guennebaud@inria.fr> // Copyright (C) 2006-2008 Benoit Jacob <jacob.benoit.1@gmail.com> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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/. // This file is a base class plugin containing common coefficient wise functions. diff --git a/extern/Eigen3/Eigen/src/plugins/CommonCwiseUnaryOps.h b/extern/Eigen3/Eigen/src/plugins/CommonCwiseUnaryOps.h index 941d5153c59..08e931aaddd 100644 --- a/extern/Eigen3/Eigen/src/plugins/CommonCwiseUnaryOps.h +++ b/extern/Eigen3/Eigen/src/plugins/CommonCwiseUnaryOps.h @@ -4,24 +4,9 @@ // Copyright (C) 2008-2009 Gael Guennebaud <gael.guennebaud@inria.fr> // Copyright (C) 2006-2008 Benoit Jacob <jacob.benoit.1@gmail.com> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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/. // This file is a base class plugin containing common coefficient wise functions. diff --git a/extern/Eigen3/Eigen/src/plugins/MatrixCwiseBinaryOps.h b/extern/Eigen3/Eigen/src/plugins/MatrixCwiseBinaryOps.h index 35183f91f80..3a737df7b86 100644 --- a/extern/Eigen3/Eigen/src/plugins/MatrixCwiseBinaryOps.h +++ b/extern/Eigen3/Eigen/src/plugins/MatrixCwiseBinaryOps.h @@ -4,24 +4,9 @@ // Copyright (C) 2008-2009 Gael Guennebaud <gael.guennebaud@inria.fr> // Copyright (C) 2006-2008 Benoit Jacob <jacob.benoit.1@gmail.com> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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/. // This file is a base class plugin containing matrix specifics coefficient wise functions. @@ -91,6 +76,16 @@ cwiseMin(const EIGEN_CURRENT_STORAGE_BASE_CLASS<OtherDerived> &other) const return CwiseBinaryOp<internal::scalar_min_op<Scalar>, const Derived, const OtherDerived>(derived(), other.derived()); } +/** \returns an expression of the coefficient-wise min of *this and scalar \a other + * + * \sa class CwiseBinaryOp, min() + */ +EIGEN_STRONG_INLINE const CwiseBinaryOp<internal::scalar_min_op<Scalar>, const Derived, const ConstantReturnType> +cwiseMin(const Scalar &other) const +{ + return cwiseMin(Derived::PlainObject::Constant(rows(), cols(), other)); +} + /** \returns an expression of the coefficient-wise max of *this and \a other * * Example: \include MatrixBase_cwiseMax.cpp @@ -105,6 +100,17 @@ cwiseMax(const EIGEN_CURRENT_STORAGE_BASE_CLASS<OtherDerived> &other) const return CwiseBinaryOp<internal::scalar_max_op<Scalar>, const Derived, const OtherDerived>(derived(), other.derived()); } +/** \returns an expression of the coefficient-wise max of *this and scalar \a other + * + * \sa class CwiseBinaryOp, min() + */ +EIGEN_STRONG_INLINE const CwiseBinaryOp<internal::scalar_max_op<Scalar>, const Derived, const ConstantReturnType> +cwiseMax(const Scalar &other) const +{ + return cwiseMax(Derived::PlainObject::Constant(rows(), cols(), other)); +} + + /** \returns an expression of the coefficient-wise quotient of *this and \a other * * Example: \include MatrixBase_cwiseQuotient.cpp diff --git a/extern/Eigen3/Eigen/src/plugins/MatrixCwiseUnaryOps.h b/extern/Eigen3/Eigen/src/plugins/MatrixCwiseUnaryOps.h index a3d9a0e1465..0cf0640bae6 100644 --- a/extern/Eigen3/Eigen/src/plugins/MatrixCwiseUnaryOps.h +++ b/extern/Eigen3/Eigen/src/plugins/MatrixCwiseUnaryOps.h @@ -4,24 +4,9 @@ // Copyright (C) 2008-2009 Gael Guennebaud <gael.guennebaud@inria.fr> // Copyright (C) 2006-2008 Benoit Jacob <jacob.benoit.1@gmail.com> // -// Eigen is free software; you can redistribute it and/or -// modify it under the terms of the GNU Lesser General Public -// License as published by the Free Software Foundation; either -// version 3 of the License, or (at your option) any later version. -// -// Alternatively, you can redistribute it and/or -// modify it under the terms of the GNU General Public License as -// published by the Free Software Foundation; either version 2 of -// the License, or (at your option) any later version. -// -// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY -// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS -// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the -// GNU General Public License for more details. -// -// You should have received a copy of the GNU Lesser General Public -// License and a copy of the GNU General Public License along with -// Eigen. If not, see <http://www.gnu.org/licenses/>. +// 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/. // This file is a base class plugin containing matrix specifics coefficient wise functions. |