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Updated eigen to 3.2.5

This commit is contained in:
Paolo Cignoni 2015-09-24 15:25:25 +00:00
parent e612b0b2f8
commit 5e40d7a734
86 changed files with 1925 additions and 1146 deletions
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2
eigenlib/Eigen/Core
View File

@ -123,7 +123,7 @@
#undef bool
#undef vector
#undef pixel
#elif defined __ARM_NEON__
#elif defined __ARM_NEON
#define EIGEN_VECTORIZE
#define EIGEN_VECTORIZE_NEON
#include <arm_neon.h>

9
eigenlib/Eigen/src/Cholesky/LDLT.h
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@ -236,6 +236,11 @@ template<typename _MatrixType, int _UpLo> class LDLT
protected:
static void check_template_parameters()
{
EIGEN_STATIC_ASSERT_NON_INTEGER(Scalar);
}
/** \internal
* Used to compute and store the Cholesky decomposition A = L D L^* = U^* D U.
* The strict upper part is used during the decomposition, the strict lower
@ -434,6 +439,8 @@ template<typename MatrixType> struct LDLT_Traits<MatrixType,Upper>
template<typename MatrixType, int _UpLo>
LDLT<MatrixType,_UpLo>& LDLT<MatrixType,_UpLo>::compute(const MatrixType& a)
{
check_template_parameters();
eigen_assert(a.rows()==a.cols());
const Index size = a.rows();
@ -442,6 +449,7 @@ LDLT<MatrixType,_UpLo>& LDLT<MatrixType,_UpLo>::compute(const MatrixType& a)
m_transpositions.resize(size);
m_isInitialized = false;
m_temporary.resize(size);
m_sign = internal::ZeroSign;
internal::ldlt_inplace<UpLo>::unblocked(m_matrix, m_transpositions, m_temporary, m_sign);
@ -502,7 +510,6 @@ struct solve_retval<LDLT<_MatrixType,_UpLo>, Rhs>
using std::abs;
using std::max;
typedef typename LDLTType::MatrixType MatrixType;
typedef typename LDLTType::Scalar Scalar;
typedef typename LDLTType::RealScalar RealScalar;
const typename Diagonal<const MatrixType>::RealReturnType vectorD(dec().vectorD());
// In some previous versions, tolerance was set to the max of 1/highest and the maximal diagonal entry * epsilon

8
eigenlib/Eigen/src/Cholesky/LLT.h
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@ -174,6 +174,12 @@ template<typename _MatrixType, int _UpLo> class LLT
LLT rankUpdate(const VectorType& vec, const RealScalar& sigma = 1);
protected:
static void check_template_parameters()
{
EIGEN_STATIC_ASSERT_NON_INTEGER(Scalar);
}
/** \internal
* Used to compute and store L
* The strict upper part is not used and even not initialized.
@ -384,6 +390,8 @@ template<typename MatrixType> struct LLT_Traits<MatrixType,Upper>
template<typename MatrixType, int _UpLo>
LLT<MatrixType,_UpLo>& LLT<MatrixType,_UpLo>::compute(const MatrixType& a)
{
check_template_parameters();
eigen_assert(a.rows()==a.cols());
const Index size = a.rows();
m_matrix.resize(size, size);

2
eigenlib/Eigen/src/Cholesky/LLT_MKL.h
View File

@ -60,7 +60,7 @@ template<> struct mkl_llt<EIGTYPE> \
lda = m.outerStride(); \
\
info = LAPACKE_##MKLPREFIX##potrf( matrix_order, uplo, size, (MKLTYPE*)a, lda ); \
info = (info==0) ? Success : NumericalIssue; \
info = (info==0) ? -1 : info>0 ? info-1 : size; \
return info; \
} \
}; \

10
eigenlib/Eigen/src/Core/ArrayWrapper.h
View File

@ -29,6 +29,11 @@ struct traits<ArrayWrapper<ExpressionType> >
: public traits<typename remove_all<typename ExpressionType::Nested>::type >
{
typedef ArrayXpr XprKind;
// Let's remove NestByRefBit
enum {
Flags0 = traits<typename remove_all<typename ExpressionType::Nested>::type >::Flags,
Flags = Flags0 & ~NestByRefBit
};
};
}
@ -149,6 +154,11 @@ struct traits<MatrixWrapper<ExpressionType> >
: public traits<typename remove_all<typename ExpressionType::Nested>::type >
{
typedef MatrixXpr XprKind;
// Let's remove NestByRefBit
enum {
Flags0 = traits<typename remove_all<typename ExpressionType::Nested>::type >::Flags,
Flags = Flags0 & ~NestByRefBit
};
};
}

15
eigenlib/Eigen/src/Core/Assign.h
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@ -439,19 +439,26 @@ struct assign_impl<Derived1, Derived2, SliceVectorizedTraversal, NoUnrolling, Ve
typedef typename Derived1::Index Index;
static inline void run(Derived1 &dst, const Derived2 &src)
{
typedef packet_traits<typename Derived1::Scalar> PacketTraits;
typedef typename Derived1::Scalar Scalar;
typedef packet_traits<Scalar> PacketTraits;
enum {
packetSize = PacketTraits::size,
alignable = PacketTraits::AlignedOnScalar,
dstAlignment = alignable ? Aligned : int(assign_traits<Derived1,Derived2>::DstIsAligned) ,
dstIsAligned = assign_traits<Derived1,Derived2>::DstIsAligned,
dstAlignment = alignable ? Aligned : int(dstIsAligned),
srcAlignment = assign_traits<Derived1,Derived2>::JointAlignment
};
const Scalar *dst_ptr = &dst.coeffRef(0,0);
if((!bool(dstIsAligned)) && (Index(dst_ptr) % sizeof(Scalar))>0)
{
// the pointer is not aligend-on scalar, so alignment is not possible
return assign_impl<Derived1,Derived2,DefaultTraversal,NoUnrolling>::run(dst, src);
}
const Index packetAlignedMask = packetSize - 1;
const Index innerSize = dst.innerSize();
const Index outerSize = dst.outerSize();
const Index alignedStep = alignable ? (packetSize - dst.outerStride() % packetSize) & packetAlignedMask : 0;
Index alignedStart = ((!alignable) || assign_traits<Derived1,Derived2>::DstIsAligned) ? 0
: internal::first_aligned(&dst.coeffRef(0,0), innerSize);
Index alignedStart = ((!alignable) || bool(dstIsAligned)) ? 0 : internal::first_aligned(dst_ptr, innerSize);
for(Index outer = 0; outer < outerSize; ++outer)
{

5
eigenlib/Eigen/src/Core/Block.h
View File

@ -66,8 +66,9 @@ struct traits<Block<XprType, BlockRows, BlockCols, InnerPanel> > : traits<XprTyp
: ColsAtCompileTime != Dynamic ? int(ColsAtCompileTime)
: int(traits<XprType>::MaxColsAtCompileTime),
XprTypeIsRowMajor = (int(traits<XprType>::Flags)&RowMajorBit) != 0,
IsRowMajor = (MaxRowsAtCompileTime==1&&MaxColsAtCompileTime!=1) ? 1
: (MaxColsAtCompileTime==1&&MaxRowsAtCompileTime!=1) ? 0
IsDense = is_same<StorageKind,Dense>::value,
IsRowMajor = (IsDense&&MaxRowsAtCompileTime==1&&MaxColsAtCompileTime!=1) ? 1
: (IsDense&&MaxColsAtCompileTime==1&&MaxRowsAtCompileTime!=1) ? 0
: XprTypeIsRowMajor,
HasSameStorageOrderAsXprType = (IsRowMajor == XprTypeIsRowMajor),
InnerSize = IsRowMajor ? int(ColsAtCompileTime) : int(RowsAtCompileTime),

14
eigenlib/Eigen/src/Core/DenseBase.h
View File

@ -266,11 +266,13 @@ template<typename Derived> class DenseBase
template<typename OtherDerived>
Derived& operator=(const ReturnByValue<OtherDerived>& func);
#ifndef EIGEN_PARSED_BY_DOXYGEN
/** Copies \a other into *this without evaluating other. \returns a reference to *this. */
/** \internal Copies \a other into *this without evaluating other. \returns a reference to *this. */
template<typename OtherDerived>
Derived& lazyAssign(const DenseBase<OtherDerived>& other);
#endif // not EIGEN_PARSED_BY_DOXYGEN
/** \internal Evaluates \a other into *this. \returns a reference to *this. */
template<typename OtherDerived>
Derived& lazyAssign(const ReturnByValue<OtherDerived>& other);
CommaInitializer<Derived> operator<< (const Scalar& s);
@ -462,8 +464,10 @@ template<typename Derived> class DenseBase
template<int p> RealScalar lpNorm() const;
template<int RowFactor, int ColFactor>
const Replicate<Derived,RowFactor,ColFactor> replicate() const;
const Replicate<Derived,Dynamic,Dynamic> replicate(Index rowFacor,Index colFactor) const;
inline const Replicate<Derived,RowFactor,ColFactor> replicate() const;
typedef Replicate<Derived,Dynamic,Dynamic> ReplicateReturnType;
inline const ReplicateReturnType replicate(Index rowFacor,Index colFactor) const;
typedef Reverse<Derived, BothDirections> ReverseReturnType;
typedef const Reverse<const Derived, BothDirections> ConstReverseReturnType;

8
eigenlib/Eigen/src/Core/Diagonal.h
View File

@ -190,18 +190,18 @@ MatrixBase<Derived>::diagonal() const
*
* \sa MatrixBase::diagonal(), class Diagonal */
template<typename Derived>
inline typename MatrixBase<Derived>::template DiagonalIndexReturnType<DynamicIndex>::Type
inline typename MatrixBase<Derived>::DiagonalDynamicIndexReturnType
MatrixBase<Derived>::diagonal(Index index)
{
return typename DiagonalIndexReturnType<DynamicIndex>::Type(derived(), index);
return DiagonalDynamicIndexReturnType(derived(), index);
}
/** This is the const version of diagonal(Index). */
template<typename Derived>
inline typename MatrixBase<Derived>::template ConstDiagonalIndexReturnType<DynamicIndex>::Type
inline typename MatrixBase<Derived>::ConstDiagonalDynamicIndexReturnType
MatrixBase<Derived>::diagonal(Index index) const
{
return typename ConstDiagonalIndexReturnType<DynamicIndex>::Type(derived(), index);
return ConstDiagonalDynamicIndexReturnType(derived(), index);
}
/** \returns an expression of the \a DiagIndex-th sub or super diagonal of the matrix \c *this

2
eigenlib/Eigen/src/Core/DiagonalProduct.h
View File

@ -34,7 +34,7 @@ struct traits<DiagonalProduct<MatrixType, DiagonalType, ProductOrder> >
_Vectorizable = bool(int(MatrixType::Flags)&PacketAccessBit) && _SameTypes && (_ScalarAccessOnDiag || (bool(int(DiagonalType::DiagonalVectorType::Flags)&PacketAccessBit))),
_LinearAccessMask = (RowsAtCompileTime==1 || ColsAtCompileTime==1) ? LinearAccessBit : 0,
Flags = ((HereditaryBits|_LinearAccessMask) & (unsigned int)(MatrixType::Flags)) | (_Vectorizable ? PacketAccessBit : 0) | AlignedBit,//(int(MatrixType::Flags)&int(DiagonalType::DiagonalVectorType::Flags)&AlignedBit),
Flags = ((HereditaryBits|_LinearAccessMask|AlignedBit) & (unsigned int)(MatrixType::Flags)) | (_Vectorizable ? PacketAccessBit : 0),//(int(MatrixType::Flags)&int(DiagonalType::DiagonalVectorType::Flags)&AlignedBit),
CoeffReadCost = NumTraits<Scalar>::MulCost + MatrixType::CoeffReadCost + DiagonalType::DiagonalVectorType::CoeffReadCost
};
};

41
eigenlib/Eigen/src/Core/Functors.h
View File

@ -259,6 +259,47 @@ template<> struct functor_traits<scalar_boolean_or_op> {
};
};
/** \internal
* \brief Template functors for comparison of two scalars
* \todo Implement packet-comparisons
*/
template<typename Scalar, ComparisonName cmp> struct scalar_cmp_op;
template<typename Scalar, ComparisonName cmp>
struct functor_traits<scalar_cmp_op<Scalar, cmp> > {
enum {
Cost = NumTraits<Scalar>::AddCost,
PacketAccess = false
};
};
template<ComparisonName Cmp, typename Scalar>
struct result_of<scalar_cmp_op<Scalar, Cmp>(Scalar,Scalar)> {
typedef bool type;
};
template<typename Scalar> struct scalar_cmp_op<Scalar, cmp_EQ> {
EIGEN_EMPTY_STRUCT_CTOR(scalar_cmp_op)
EIGEN_STRONG_INLINE bool operator()(const Scalar& a, const Scalar& b) const {return a==b;}
};
template<typename Scalar> struct scalar_cmp_op<Scalar, cmp_LT> {
EIGEN_EMPTY_STRUCT_CTOR(scalar_cmp_op)
EIGEN_STRONG_INLINE bool operator()(const Scalar& a, const Scalar& b) const {return a<b;}
};
template<typename Scalar> struct scalar_cmp_op<Scalar, cmp_LE> {
EIGEN_EMPTY_STRUCT_CTOR(scalar_cmp_op)
EIGEN_STRONG_INLINE bool operator()(const Scalar& a, const Scalar& b) const {return a<=b;}
};
template<typename Scalar> struct scalar_cmp_op<Scalar, cmp_UNORD> {
EIGEN_EMPTY_STRUCT_CTOR(scalar_cmp_op)
EIGEN_STRONG_INLINE bool operator()(const Scalar& a, const Scalar& b) const {return !(a<=b || b<=a);}
};
template<typename Scalar> struct scalar_cmp_op<Scalar, cmp_NEQ> {
EIGEN_EMPTY_STRUCT_CTOR(scalar_cmp_op)
EIGEN_STRONG_INLINE bool operator()(const Scalar& a, const Scalar& b) const {return a!=b;}
};
// unary functors:
/** \internal

4
eigenlib/Eigen/src/Core/GeneralProduct.h
View File

@ -232,7 +232,7 @@ EIGEN_DONT_INLINE void outer_product_selector_run(const ProductType& prod, Dest&
// 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)
func(dest.col(j), prod.rhs().coeff(j) * prod.lhs());
func(dest.col(j), prod.rhs().coeff(0,j) * prod.lhs());
}
// Row major
@ -243,7 +243,7 @@ EIGEN_DONT_INLINE void outer_product_selector_run(const ProductType& prod, Dest&
// 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)
func(dest.row(i), prod.lhs().coeff(i) * prod.rhs());
func(dest.row(i), prod.lhs().coeff(i,0) * prod.rhs());
}
template<typename Lhs, typename Rhs>

9
eigenlib/Eigen/src/Core/MapBase.h
View File

@ -157,7 +157,7 @@ template<typename Derived> class MapBase<Derived, ReadOnlyAccessors>
internal::inner_stride_at_compile_time<Derived>::ret==1),
PACKET_ACCESS_REQUIRES_TO_HAVE_INNER_STRIDE_FIXED_TO_1);
eigen_assert(EIGEN_IMPLIES(internal::traits<Derived>::Flags&AlignedBit, (size_t(m_data) % 16) == 0)
&& "data is not aligned");
&& "input pointer is not aligned on a 16 byte boundary");
}
PointerType m_data;
@ -168,6 +168,7 @@ template<typename Derived> class MapBase<Derived, ReadOnlyAccessors>
template<typename Derived> class MapBase<Derived, WriteAccessors>
: public MapBase<Derived, ReadOnlyAccessors>
{
typedef MapBase<Derived, ReadOnlyAccessors> ReadOnlyMapBase;
public:
typedef MapBase<Derived, ReadOnlyAccessors> Base;
@ -230,11 +231,13 @@ template<typename Derived> class MapBase<Derived, WriteAccessors>
Derived& operator=(const MapBase& other)
{
Base::Base::operator=(other);
ReadOnlyMapBase::Base::operator=(other);
return derived();
}
using Base::Base::operator=;
// In theory we could simply refer to Base:Base::operator=, but MSVC does not like Base::Base,
// see bugs 821 and 920.
using ReadOnlyMapBase::Base::operator=;
};
#undef EIGEN_STATIC_ASSERT_INDEX_BASED_ACCESS

16
eigenlib/Eigen/src/Core/MatrixBase.h
View File

@ -159,13 +159,11 @@ template<typename Derived> class MatrixBase
template<typename OtherDerived>
Derived& operator=(const ReturnByValue<OtherDerived>& other);
#ifndef EIGEN_PARSED_BY_DOXYGEN
template<typename ProductDerived, typename Lhs, typename Rhs>
Derived& lazyAssign(const ProductBase<ProductDerived, Lhs,Rhs>& other);
template<typename MatrixPower, typename Lhs, typename Rhs>
Derived& lazyAssign(const MatrixPowerProduct<MatrixPower, Lhs,Rhs>& other);
#endif // not EIGEN_PARSED_BY_DOXYGEN
template<typename OtherDerived>
Derived& operator+=(const MatrixBase<OtherDerived>& other);
@ -224,15 +222,11 @@ template<typename Derived> class MatrixBase
template<int Index> typename DiagonalIndexReturnType<Index>::Type diagonal();
template<int Index> typename ConstDiagonalIndexReturnType<Index>::Type diagonal() const;
// Note: The "MatrixBase::" prefixes are added to help MSVC9 to match these declarations with the later implementations.
// On the other hand they confuse MSVC8...
#if (defined _MSC_VER) && (_MSC_VER >= 1500) // 2008 or later
typename MatrixBase::template DiagonalIndexReturnType<DynamicIndex>::Type diagonal(Index index);
typename MatrixBase::template ConstDiagonalIndexReturnType<DynamicIndex>::Type diagonal(Index index) const;
#else
typename DiagonalIndexReturnType<DynamicIndex>::Type diagonal(Index index);
typename ConstDiagonalIndexReturnType<DynamicIndex>::Type diagonal(Index index) const;
#endif
typedef Diagonal<Derived,DynamicIndex> DiagonalDynamicIndexReturnType;
typedef typename internal::add_const<Diagonal<const Derived,DynamicIndex> >::type ConstDiagonalDynamicIndexReturnType;
DiagonalDynamicIndexReturnType diagonal(Index index);
ConstDiagonalDynamicIndexReturnType diagonal(Index index) const;
#ifdef EIGEN2_SUPPORT
template<unsigned int Mode> typename internal::eigen2_part_return_type<Derived, Mode>::type part();

34
eigenlib/Eigen/src/Core/PermutationMatrix.h
View File

@ -251,6 +251,35 @@ class PermutationBase : public EigenBase<Derived>
inline PlainPermutationType operator*(const Transpose<PermutationBase<Other> >& other, const PermutationBase& perm)
{ return PlainPermutationType(internal::PermPermProduct, other.eval(), perm); }
/** \returns the determinant of the permutation matrix, which is either 1 or -1 depending on the parity of the permutation.
*
* This function is O(\c n) procedure allocating a buffer of \c n booleans.
*/
Index determinant() const
{
Index res = 1;
Index n = size();
Matrix<bool,RowsAtCompileTime,1,0,MaxRowsAtCompileTime> mask(n);
mask.fill(false);
Index r = 0;
while(r < n)
{
// search for the next seed
while(r<n && mask[r]) r++;
if(r>=n)
break;
// we got one, let's follow it until we are back to the seed
Index k0 = r++;
mask.coeffRef(k0) = true;
for(Index k=indices().coeff(k0); k!=k0; k=indices().coeff(k))
{
mask.coeffRef(k) = true;
res = -res;
}
}
return res;
}
protected:
};
@ -555,7 +584,10 @@ struct permut_matrix_product_retval
const Index n = Side==OnTheLeft ? rows() : cols();
// FIXME we need an is_same for expression that is not sensitive to constness. For instance
// is_same_xpr<Block<const Matrix>, Block<Matrix> >::value should be true.
if(is_same<MatrixTypeNestedCleaned,Dest>::value && extract_data(dst) == extract_data(m_matrix))
if( is_same<MatrixTypeNestedCleaned,Dest>::value
&& blas_traits<MatrixTypeNestedCleaned>::HasUsableDirectAccess
&& blas_traits<Dest>::HasUsableDirectAccess
&& extract_data(dst) == extract_data(m_matrix))
{
// apply the permutation inplace
Matrix<bool,PermutationType::RowsAtCompileTime,1,0,PermutationType::MaxRowsAtCompileTime> mask(m_permutation.size());

2
eigenlib/Eigen/src/Core/PlainObjectBase.h
View File

@ -573,6 +573,8 @@ class PlainObjectBase : public internal::dense_xpr_base<Derived>::type
: (rows() == other.rows() && cols() == other.cols())))
&& "Size mismatch. Automatic resizing is disabled because EIGEN_NO_AUTOMATIC_RESIZING is defined");
EIGEN_ONLY_USED_FOR_DEBUG(other);
if(this->size()==0)
resizeLike(other);
#else
resizeLike(other);
#endif

14
eigenlib/Eigen/src/Core/ProductBase.h
View File

@ -85,7 +85,14 @@ class ProductBase : public MatrixBase<Derived>
public:
#ifndef EIGEN_NO_MALLOC
typedef typename Base::PlainObject BasePlainObject;
typedef Matrix<Scalar,RowsAtCompileTime==1?1:Dynamic,ColsAtCompileTime==1?1:Dynamic,BasePlainObject::Options> DynPlainObject;
typedef typename internal::conditional<(BasePlainObject::SizeAtCompileTime==Dynamic) || (BasePlainObject::SizeAtCompileTime*int(sizeof(Scalar)) < int(EIGEN_STACK_ALLOCATION_LIMIT)),
BasePlainObject, DynPlainObject>::type PlainObject;
#else
typedef typename Base::PlainObject PlainObject;
#endif
ProductBase(const Lhs& a_lhs, const Rhs& a_rhs)
: m_lhs(a_lhs), m_rhs(a_rhs)
@ -180,7 +187,12 @@ namespace internal {
template<typename Lhs, typename Rhs, int Mode, int N, typename PlainObject>
struct nested<GeneralProduct<Lhs,Rhs,Mode>, N, PlainObject>
{
typedef PlainObject const& type;
typedef typename GeneralProduct<Lhs,Rhs,Mode>::PlainObject const& type;
};
template<typename Lhs, typename Rhs, int Mode, int N, typename PlainObject>
struct nested<const GeneralProduct<Lhs,Rhs,Mode>, N, PlainObject>
{
typedef typename GeneralProduct<Lhs,Rhs,Mode>::PlainObject const& type;
};
}

19
eigenlib/Eigen/src/Core/Ref.h
View File

@ -108,7 +108,8 @@ struct traits<Ref<_PlainObjectType, _Options, _StrideType> >
OuterStrideMatch = Derived::IsVectorAtCompileTime
|| int(StrideType::OuterStrideAtCompileTime)==int(Dynamic) || int(StrideType::OuterStrideAtCompileTime)==int(Derived::OuterStrideAtCompileTime),
AlignmentMatch = (_Options!=Aligned) || ((PlainObjectType::Flags&AlignedBit)==0) || ((traits<Derived>::Flags&AlignedBit)==AlignedBit),
MatchAtCompileTime = HasDirectAccess && StorageOrderMatch && InnerStrideMatch && OuterStrideMatch && AlignmentMatch
ScalarTypeMatch = internal::is_same<typename PlainObjectType::Scalar, typename Derived::Scalar>::value,
MatchAtCompileTime = HasDirectAccess && StorageOrderMatch && InnerStrideMatch && OuterStrideMatch && AlignmentMatch && ScalarTypeMatch
};
typedef typename internal::conditional<MatchAtCompileTime,internal::true_type,internal::false_type>::type type;
};
@ -187,7 +188,11 @@ protected:
template<typename PlainObjectType, int Options, typename StrideType> class Ref
: public RefBase<Ref<PlainObjectType, Options, StrideType> >
{
private:
typedef internal::traits<Ref> Traits;
template<typename Derived>
inline Ref(const PlainObjectBase<Derived>& expr,
typename internal::enable_if<bool(Traits::template match<Derived>::MatchAtCompileTime),Derived>::type* = 0);
public:
typedef RefBase<Ref> Base;
@ -199,17 +204,20 @@ template<typename PlainObjectType, int Options, typename StrideType> class Ref
inline Ref(PlainObjectBase<Derived>& expr,
typename internal::enable_if<bool(Traits::template match<Derived>::MatchAtCompileTime),Derived>::type* = 0)
{
Base::construct(expr);
EIGEN_STATIC_ASSERT(static_cast<bool>(Traits::template match<Derived>::MatchAtCompileTime), STORAGE_LAYOUT_DOES_NOT_MATCH);
Base::construct(expr.derived());
}
template<typename Derived>
inline Ref(const DenseBase<Derived>& expr,
typename internal::enable_if<bool(internal::is_lvalue<Derived>::value&&bool(Traits::template match<Derived>::MatchAtCompileTime)),Derived>::type* = 0,
int = Derived::ThisConstantIsPrivateInPlainObjectBase)
typename internal::enable_if<bool(Traits::template match<Derived>::MatchAtCompileTime),Derived>::type* = 0)
#else
template<typename Derived>
inline Ref(DenseBase<Derived>& expr)
#endif
{
EIGEN_STATIC_ASSERT(static_cast<bool>(internal::is_lvalue<Derived>::value), THIS_EXPRESSION_IS_NOT_A_LVALUE__IT_IS_READ_ONLY);
EIGEN_STATIC_ASSERT(static_cast<bool>(Traits::template match<Derived>::MatchAtCompileTime), STORAGE_LAYOUT_DOES_NOT_MATCH);
enum { THIS_EXPRESSION_IS_NOT_A_LVALUE__IT_IS_READ_ONLY = Derived::ThisConstantIsPrivateInPlainObjectBase};
Base::construct(expr.const_cast_derived());
}
@ -228,7 +236,8 @@ template<typename TPlainObjectType, int Options, typename StrideType> class Ref<
EIGEN_DENSE_PUBLIC_INTERFACE(Ref)
template<typename Derived>
inline Ref(const DenseBase<Derived>& expr)
inline Ref(const DenseBase<Derived>& expr,
typename internal::enable_if<bool(Traits::template match<Derived>::ScalarTypeMatch),Derived>::type* = 0)
{
// std::cout << match_helper<Derived>::HasDirectAccess << "," << match_helper<Derived>::OuterStrideMatch << "," << match_helper<Derived>::InnerStrideMatch << "\n";
// std::cout << int(StrideType::OuterStrideAtCompileTime) << " - " << int(Derived::OuterStrideAtCompileTime) << "\n";

4
eigenlib/Eigen/src/Core/Replicate.h
View File

@ -135,7 +135,7 @@ template<typename MatrixType,int RowFactor,int ColFactor> class Replicate
*/
template<typename Derived>
template<int RowFactor, int ColFactor>
inline const Replicate<Derived,RowFactor,ColFactor>
const Replicate<Derived,RowFactor,ColFactor>
DenseBase<Derived>::replicate() const
{
return Replicate<Derived,RowFactor,ColFactor>(derived());
@ -150,7 +150,7 @@ DenseBase<Derived>::replicate() const
* \sa VectorwiseOp::replicate(), DenseBase::replicate<int,int>(), class Replicate
*/
template<typename Derived>
inline const Replicate<Derived,Dynamic,Dynamic>
const typename DenseBase<Derived>::ReplicateReturnType
DenseBase<Derived>::replicate(Index rowFactor,Index colFactor) const
{
return Replicate<Derived,Dynamic,Dynamic>(derived(),rowFactor,colFactor);

11
eigenlib/Eigen/src/Core/ReturnByValue.h
View File

@ -72,6 +72,8 @@ template<typename Derived> class ReturnByValue
const Unusable& coeff(Index,Index) const { return *reinterpret_cast<const Unusable*>(this); }
Unusable& coeffRef(Index) { return *reinterpret_cast<Unusable*>(this); }
Unusable& coeffRef(Index,Index) { return *reinterpret_cast<Unusable*>(this); }
template<int LoadMode> Unusable& packet(Index) const;
template<int LoadMode> Unusable& packet(Index, Index) const;
#endif
};
@ -83,6 +85,15 @@ Derived& DenseBase<Derived>::operator=(const ReturnByValue<OtherDerived>& other)
return derived();
}
template<typename Derived>
template<typename OtherDerived>
Derived& DenseBase<Derived>::lazyAssign(const ReturnByValue<OtherDerived>& other)
{
other.evalTo(derived());
return derived();
}
} // end namespace Eigen
#endif // EIGEN_RETURNBYVALUE_H

21
eigenlib/Eigen/src/Core/TriangularMatrix.h
View File

@ -380,19 +380,19 @@ template<typename _MatrixType, unsigned int _Mode> class TriangularView
EIGEN_STRONG_INLINE TriangularView& operator=(const ProductBase<ProductDerived, Lhs,Rhs>& other)
{
setZero();
return assignProduct(other,1);
return assignProduct(other.derived(),1);
}
template<typename ProductDerived, typename Lhs, typename Rhs>
EIGEN_STRONG_INLINE TriangularView& operator+=(const ProductBase<ProductDerived, Lhs,Rhs>& other)
{
return assignProduct(other,1);
return assignProduct(other.derived(),1);
}
template<typename ProductDerived, typename Lhs, typename Rhs>
EIGEN_STRONG_INLINE TriangularView& operator-=(const ProductBase<ProductDerived, Lhs,Rhs>& other)
{
return assignProduct(other,-1);
return assignProduct(other.derived(),-1);
}
@ -400,19 +400,19 @@ template<typename _MatrixType, unsigned int _Mode> class TriangularView
EIGEN_STRONG_INLINE TriangularView& operator=(const ScaledProduct<ProductDerived>& other)
{
setZero();
return assignProduct(other,other.alpha());
return assignProduct(other.derived(),other.alpha());
}
template<typename ProductDerived>
EIGEN_STRONG_INLINE TriangularView& operator+=(const ScaledProduct<ProductDerived>& other)
{
return assignProduct(other,other.alpha());
return assignProduct(other.derived(),other.alpha());
}
template<typename ProductDerived>
EIGEN_STRONG_INLINE TriangularView& operator-=(const ScaledProduct<ProductDerived>& other)
{
return assignProduct(other,-other.alpha());
return assignProduct(other.derived(),-other.alpha());
}
protected:
@ -420,6 +420,15 @@ 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);
template<int Mode, bool LhsIsTriangular,
typename Lhs, bool LhsIsVector,
typename Rhs, bool RhsIsVector>
EIGEN_STRONG_INLINE TriangularView& assignProduct(const TriangularProduct<Mode, LhsIsTriangular, Lhs, LhsIsVector, Rhs, RhsIsVector>& prod, const Scalar& alpha)
{
lazyAssign(alpha*prod.eval());
return *this;
}
MatrixTypeNested m_matrix;
};

2
eigenlib/Eigen/src/Core/arch/NEON/Complex.h
View File

@ -110,7 +110,7 @@ template<> EIGEN_STRONG_INLINE Packet2cf ploaddup<Packet2cf>(const std::complex<
template<> EIGEN_STRONG_INLINE void pstore <std::complex<float> >(std::complex<float> * to, const Packet2cf& from) { EIGEN_DEBUG_ALIGNED_STORE pstore((float*)to, from.v); }
template<> EIGEN_STRONG_INLINE void pstoreu<std::complex<float> >(std::complex<float> * to, const Packet2cf& from) { EIGEN_DEBUG_UNALIGNED_STORE pstoreu((float*)to, from.v); }
template<> EIGEN_STRONG_INLINE void prefetch<std::complex<float> >(const std::complex<float> * addr) { __pld((float *)addr); }
template<> EIGEN_STRONG_INLINE void prefetch<std::complex<float> >(const std::complex<float> * addr) { EIGEN_ARM_PREFETCH((float *)addr); }
template<> EIGEN_STRONG_INLINE std::complex<float> pfirst<Packet2cf>(const Packet2cf& a)
{

17
eigenlib/Eigen/src/Core/arch/NEON/PacketMath.h
View File

@ -49,8 +49,17 @@ typedef uint32x4_t Packet4ui;
#define EIGEN_INIT_NEON_PACKET4(X, Y, Z, W) {X, Y, Z, W}
#endif
#ifndef __pld
#define __pld(x) asm volatile ( " pld [%[addr]]\n" :: [addr] "r" (x) : "cc" );
// arm64 does have the pld instruction. If available, let's trust the __builtin_prefetch built-in function
// which available on LLVM and GCC (at least)
#if EIGEN_HAS_BUILTIN(__builtin_prefetch) || defined(__GNUC__)
#define EIGEN_ARM_PREFETCH(ADDR) __builtin_prefetch(ADDR);
#elif defined __pld
#define EIGEN_ARM_PREFETCH(ADDR) __pld(ADDR)
#elif !defined(__aarch64__)
#define EIGEN_ARM_PREFETCH(ADDR) __asm__ __volatile__ ( " pld [%[addr]]\n" :: [addr] "r" (ADDR) : "cc" );
#else
// by default no explicit prefetching
#define EIGEN_ARM_PREFETCH(ADDR)
#endif
template<> struct packet_traits<float> : default_packet_traits
@ -209,8 +218,8 @@ template<> EIGEN_STRONG_INLINE void pstore<int>(int* to, const Packet4i& f
template<> EIGEN_STRONG_INLINE void pstoreu<float>(float* to, const Packet4f& from) { EIGEN_DEBUG_UNALIGNED_STORE vst1q_f32(to, from); }
template<> EIGEN_STRONG_INLINE void pstoreu<int>(int* to, const Packet4i& from) { EIGEN_DEBUG_UNALIGNED_STORE vst1q_s32(to, from); }
template<> EIGEN_STRONG_INLINE void prefetch<float>(const float* addr) { __pld(addr); }
template<> EIGEN_STRONG_INLINE void prefetch<int>(const int* addr) { __pld(addr); }
template<> EIGEN_STRONG_INLINE void prefetch<float>(const float* addr) { EIGEN_ARM_PREFETCH(addr); }
template<> EIGEN_STRONG_INLINE void prefetch<int>(const int* addr) { EIGEN_ARM_PREFETCH(addr); }
// FIXME only store the 2 first elements ?
template<> EIGEN_STRONG_INLINE float pfirst<Packet4f>(const Packet4f& a) { float EIGEN_ALIGN16 x[4]; vst1q_f32(x, a); return x[0]; }

6
eigenlib/Eigen/src/Core/arch/SSE/MathFunctions.h
View File

@ -52,7 +52,7 @@ Packet4f plog<Packet4f>(const Packet4f& _x)
Packet4i emm0;
Packet4f invalid_mask = _mm_cmplt_ps(x, _mm_setzero_ps());
Packet4f invalid_mask = _mm_cmpnge_ps(x, _mm_setzero_ps()); // not greater equal is true if x is NaN
Packet4f iszero_mask = _mm_cmpeq_ps(x, _mm_setzero_ps());
x = pmax(x, p4f_min_norm_pos); /* cut off denormalized stuff */
@ -166,7 +166,7 @@ Packet4f pexp<Packet4f>(const Packet4f& _x)
emm0 = _mm_cvttps_epi32(fx);
emm0 = _mm_add_epi32(emm0, p4i_0x7f);
emm0 = _mm_slli_epi32(emm0, 23);
return pmul(y, _mm_castsi128_ps(emm0));
return pmax(pmul(y, Packet4f(_mm_castsi128_ps(emm0))), _x);
}
template<> EIGEN_DEFINE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS EIGEN_UNUSED
Packet2d pexp<Packet2d>(const Packet2d& _x)
@ -239,7 +239,7 @@ Packet2d pexp<Packet2d>(const Packet2d& _x)
emm0 = _mm_add_epi32(emm0, p4i_1023_0);
emm0 = _mm_slli_epi32(emm0, 20);
emm0 = _mm_shuffle_epi32(emm0, _MM_SHUFFLE(1,2,0,3));
return pmul(x, _mm_castsi128_pd(emm0));
return pmax(pmul(x, Packet2d(_mm_castsi128_pd(emm0))), _x);
}
/* evaluation of 4 sines at onces, using SSE2 intrinsics.

77
eigenlib/Eigen/src/Core/products/CoeffBasedProduct.h
View File

@ -90,6 +90,7 @@ struct traits<CoeffBasedProduct<LhsNested,RhsNested,NestingFlags> >
| (SameType && (CanVectorizeLhs || CanVectorizeRhs) ? PacketAccessBit : 0),
CoeffReadCost = InnerSize == Dynamic ? Dynamic
: InnerSize == 0 ? 0
: InnerSize * (NumTraits<Scalar>::MulCost + LhsCoeffReadCost + RhsCoeffReadCost)
+ (InnerSize - 1) * NumTraits<Scalar>::AddCost,
@ -133,7 +134,7 @@ class CoeffBasedProduct
};
typedef internal::product_coeff_impl<CanVectorizeInner ? InnerVectorizedTraversal : DefaultTraversal,
Unroll ? InnerSize-1 : Dynamic,
Unroll ? InnerSize : Dynamic,
_LhsNested, _RhsNested, Scalar> ScalarCoeffImpl;
typedef CoeffBasedProduct<LhsNested,RhsNested,NestByRefBit> LazyCoeffBasedProductType;
@ -184,7 +185,7 @@ class CoeffBasedProduct
{
PacketScalar res;
internal::product_packet_impl<Flags&RowMajorBit ? RowMajor : ColMajor,
Unroll ? InnerSize-1 : Dynamic,
Unroll ? InnerSize : Dynamic,
_LhsNested, _RhsNested, PacketScalar, LoadMode>
::run(row, col, m_lhs, m_rhs, res);
return res;
@ -242,7 +243,17 @@ struct product_coeff_impl<DefaultTraversal, UnrollingIndex, Lhs, Rhs, RetScalar>
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);
res += lhs.coeff(row, UnrollingIndex-1) * rhs.coeff(UnrollingIndex-1, col);
}
};
template<typename Lhs, typename Rhs, typename RetScalar>
struct product_coeff_impl<DefaultTraversal, 1, Lhs, Rhs, RetScalar>
{
typedef typename Lhs::Index Index;
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);
}
};
@ -250,9 +261,9 @@ template<typename Lhs, typename Rhs, typename RetScalar>
struct product_coeff_impl<DefaultTraversal, 0, Lhs, Rhs, RetScalar>
{
typedef typename Lhs::Index Index;
static EIGEN_STRONG_INLINE 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);
res = RetScalar(0);
}
};
@ -262,10 +273,7 @@ struct product_coeff_impl<DefaultTraversal, Dynamic, Lhs, Rhs, RetScalar>
typedef typename Lhs::Index Index;
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);
for(Index i = 1; i < lhs.cols(); ++i)
res += lhs.coeff(row, i) * rhs.coeff(i, col);
res = (lhs.row(row).transpose().cwiseProduct( rhs.col(col) )).sum();
}
};
@ -295,6 +303,16 @@ struct product_coeff_vectorized_unroller<0, Lhs, Rhs, Packet>
}
};
template<typename Lhs, typename Rhs, typename RetScalar>
struct product_coeff_impl<InnerVectorizedTraversal, 0, Lhs, Rhs, RetScalar>
{
typedef typename Lhs::Index Index;
static EIGEN_STRONG_INLINE void run(Index /*row*/, Index /*col*/, const Lhs& /*lhs*/, const Rhs& /*rhs*/, RetScalar &res)
{
res = 0;
}
};
template<int UnrollingIndex, typename Lhs, typename Rhs, typename RetScalar>
struct product_coeff_impl<InnerVectorizedTraversal, UnrollingIndex, Lhs, Rhs, RetScalar>
{
@ -304,8 +322,7 @@ struct product_coeff_impl<InnerVectorizedTraversal, UnrollingIndex, Lhs, Rhs, Re
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);
product_coeff_impl<DefaultTraversal,UnrollingIndex,Lhs,Rhs,RetScalar>::run(row, col, lhs, rhs, res);
product_coeff_vectorized_unroller<UnrollingIndex-PacketSize, Lhs, Rhs, Packet>::run(row, col, lhs, rhs, pres);
res = predux(pres);
}
};
@ -373,7 +390,7 @@ struct product_packet_impl<RowMajor, UnrollingIndex, Lhs, Rhs, Packet, LoadMode>
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);
res = pmadd(pset1<Packet>(lhs.coeff(row, UnrollingIndex-1)), rhs.template packet<LoadMode>(UnrollingIndex-1, col), res);
}
};
@ -384,12 +401,12 @@ struct product_packet_impl<ColMajor, UnrollingIndex, Lhs, Rhs, Packet, LoadMode>
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);
res = pmadd(lhs.template packet<LoadMode>(row, UnrollingIndex-1), pset1<Packet>(rhs.coeff(UnrollingIndex-1, col)), res);
}
};
template<typename Lhs, typename Rhs, typename Packet, int LoadMode>
struct product_packet_impl<RowMajor, 0, Lhs, Rhs, Packet, LoadMode>
struct product_packet_impl<RowMajor, 1, Lhs, Rhs, Packet, LoadMode>
{
typedef typename Lhs::Index Index;
static EIGEN_STRONG_INLINE void run(Index row, Index col, const Lhs& lhs, const Rhs& rhs, Packet &res)
@ -399,7 +416,7 @@ struct product_packet_impl<RowMajor, 0, Lhs, Rhs, Packet, LoadMode>
};
template<typename Lhs, typename Rhs, typename Packet, int LoadMode>
struct product_packet_impl<ColMajor, 0, Lhs, Rhs, Packet, LoadMode>
struct product_packet_impl<ColMajor, 1, Lhs, Rhs, Packet, LoadMode>
{
typedef typename Lhs::Index Index;
static EIGEN_STRONG_INLINE void run(Index row, Index col, const Lhs& lhs, const Rhs& rhs, Packet &res)
@ -408,15 +425,34 @@ struct product_packet_impl<ColMajor, 0, Lhs, Rhs, Packet, LoadMode>
}
};
template<typename Lhs, typename Rhs, typename Packet, int LoadMode>
struct product_packet_impl<RowMajor, 0, Lhs, Rhs, Packet, LoadMode>
{
typedef typename Lhs::Index Index;
static EIGEN_STRONG_INLINE void run(Index /*row*/, Index /*col*/, const Lhs& /*lhs*/, const Rhs& /*rhs*/, Packet &res)
{
res = pset1<Packet>(0);
}
};
template<typename Lhs, typename Rhs, typename Packet, int LoadMode>
struct product_packet_impl<ColMajor, 0, Lhs, Rhs, Packet, LoadMode>
{
typedef typename Lhs::Index Index;
static EIGEN_STRONG_INLINE void run(Index /*row*/, Index /*col*/, const Lhs& /*lhs*/, const Rhs& /*rhs*/, Packet &res)
{
res = pset1<Packet>(0);
}
};
template<typename Lhs, typename Rhs, typename Packet, int LoadMode>
struct product_packet_impl<RowMajor, Dynamic, Lhs, Rhs, Packet, LoadMode>
{
typedef typename Lhs::Index Index;
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));
for(Index i = 1; i < lhs.cols(); ++i)
res = pset1<Packet>(0);
for(Index i = 0; i < lhs.cols(); ++i)
res = pmadd(pset1<Packet>(lhs.coeff(row, i)), rhs.template packet<LoadMode>(i, col), res);
}
};
@ -427,9 +463,8 @@ struct product_packet_impl<ColMajor, Dynamic, Lhs, Rhs, Packet, LoadMode>
typedef typename Lhs::Index Index;
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)));
for(Index i = 1; i < lhs.cols(); ++i)
res = pset1<Packet>(0);
for(Index i = 0; i < lhs.cols(); ++i)
res = pmadd(lhs.template packet<LoadMode>(row, i), pset1<Packet>(rhs.coeff(i, col)), res);
}
};

17
eigenlib/Eigen/src/Core/products/Parallelizer.h
View File

@ -125,19 +125,22 @@ void parallelize_gemm(const Functor& func, Index rows, Index cols, bool transpos
if(transpose)
std::swap(rows,cols);
Index blockCols = (cols / threads) & ~Index(0x3);
Index blockRows = (rows / threads) & ~Index(0x7);
GemmParallelInfo<Index>* info = new GemmParallelInfo<Index>[threads];
#pragma omp parallel for schedule(static,1) num_threads(threads)
for(Index i=0; i<threads; ++i)
#pragma omp parallel num_threads(threads)
{
Index i = omp_get_thread_num();
// Note that the actual number of threads might be lower than the number of request ones.
Index actual_threads = omp_get_num_threads();
Index blockCols = (cols / actual_threads) & ~Index(0x3);
Index blockRows = (rows / actual_threads) & ~Index(0x7);
Index r0 = i*blockRows;
Index actualBlockRows = (i+1==threads) ? rows-r0 : blockRows;
Index actualBlockRows = (i+1==actual_threads) ? rows-r0 : blockRows;
Index c0 = i*blockCols;
Index actualBlockCols = (i+1==threads) ? cols-c0 : blockCols;
Index actualBlockCols = (i+1==actual_threads) ? cols-c0 : blockCols;
info[i].rhs_start = c0;
info[i].rhs_length = actualBlockCols;

13
eigenlib/Eigen/src/Core/util/Constants.h
View File

@ -433,6 +433,19 @@ struct MatrixXpr {};
/** The type used to identify an array expression */
struct ArrayXpr {};
namespace internal {
/** \internal
* Constants for comparison functors
*/
enum ComparisonName {
cmp_EQ = 0,
cmp_LT = 1,
cmp_LE = 2,
cmp_UNORD = 3,
cmp_NEQ = 4
};
}
} // end namespace Eigen
#endif // EIGEN_CONSTANTS_H

21
eigenlib/Eigen/src/Core/util/Macros.h
View File

@ -13,7 +13,7 @@
#define EIGEN_WORLD_VERSION 3
#define EIGEN_MAJOR_VERSION 2
#define EIGEN_MINOR_VERSION 2
#define EIGEN_MINOR_VERSION 5
#define EIGEN_VERSION_AT_LEAST(x,y,z) (EIGEN_WORLD_VERSION>x || (EIGEN_WORLD_VERSION>=x && \
(EIGEN_MAJOR_VERSION>y || (EIGEN_MAJOR_VERSION>=y && \
@ -96,6 +96,13 @@
#define EIGEN_DEFAULT_DENSE_INDEX_TYPE std::ptrdiff_t
#endif
// Cross compiler wrapper around LLVM's __has_builtin
#ifdef __has_builtin
# define EIGEN_HAS_BUILTIN(x) __has_builtin(x)
#else
# define EIGEN_HAS_BUILTIN(x) 0
#endif
/** Allows to disable some optimizations which might affect the accuracy of the result.
* Such optimization are enabled by default, and set EIGEN_FAST_MATH to 0 to disable them.
* They currently include:
@ -247,7 +254,7 @@ namespace Eigen {
#if !defined(EIGEN_ASM_COMMENT)
#if (defined __GNUC__) && ( defined(__i386__) || defined(__x86_64__) )
#define EIGEN_ASM_COMMENT(X) asm("#" X)
#define EIGEN_ASM_COMMENT(X) __asm__("#" X)
#else
#define EIGEN_ASM_COMMENT(X)
#endif
@ -271,6 +278,7 @@ namespace Eigen {
#error Please tell me what is the equivalent of __attribute__((aligned(n))) for your compiler
#endif
#define EIGEN_ALIGN8 EIGEN_ALIGN_TO_BOUNDARY(8)
#define EIGEN_ALIGN16 EIGEN_ALIGN_TO_BOUNDARY(16)
#if EIGEN_ALIGN_STATICALLY
@ -306,7 +314,7 @@ namespace Eigen {
// just an empty macro !
#define EIGEN_EMPTY
#if defined(_MSC_VER) && (!defined(__INTEL_COMPILER))
#if defined(_MSC_VER) && (_MSC_VER < 1800) && (!defined(__INTEL_COMPILER))
#define EIGEN_INHERIT_ASSIGNMENT_EQUAL_OPERATOR(Derived) \
using Base::operator =;
#elif defined(__clang__) // workaround clang bug (see http://forum.kde.org/viewtopic.php?f=74&t=102653)
@ -325,8 +333,11 @@ namespace Eigen {
}
#endif
#define EIGEN_INHERIT_ASSIGNMENT_OPERATORS(Derived) \
EIGEN_INHERIT_ASSIGNMENT_EQUAL_OPERATOR(Derived)
/** \internal
* \brief Macro to manually inherit assignment operators.
* This is necessary, because the implicitly defined assignment operator gets deleted when a custom operator= is defined.
*/
#define EIGEN_INHERIT_ASSIGNMENT_OPERATORS(Derived) EIGEN_INHERIT_ASSIGNMENT_EQUAL_OPERATOR(Derived)
/**
* Just a side note. Commenting within defines works only by documenting

12
eigenlib/Eigen/src/Core/util/Memory.h
View File

@ -63,7 +63,7 @@
// Currently, let's include it only on unix systems:
#if defined(__unix__) || defined(__unix)
#include <unistd.h>
#if ((defined __QNXNTO__) || (defined _GNU_SOURCE) || ((defined _XOPEN_SOURCE) && (_XOPEN_SOURCE >= 600))) && (defined _POSIX_ADVISORY_INFO) && (_POSIX_ADVISORY_INFO > 0)
#if ((defined __QNXNTO__) || (defined _GNU_SOURCE) || (defined __PGI) || ((defined _XOPEN_SOURCE) && (_XOPEN_SOURCE >= 600))) && (defined _POSIX_ADVISORY_INFO) && (_POSIX_ADVISORY_INFO > 0)
#define EIGEN_HAS_POSIX_MEMALIGN 1
#endif
#endif
@ -417,6 +417,8 @@ template<typename T, bool Align> inline T* conditional_aligned_realloc_new(T* pt
template<typename T, bool Align> inline T* conditional_aligned_new_auto(size_t size)
{
if(size==0)
return 0; // short-cut. Also fixes Bug 884
check_size_for_overflow<T>(size);
T *result = reinterpret_cast<T*>(conditional_aligned_malloc<Align>(sizeof(T)*size));
if(NumTraits<T>::RequireInitialization)
@ -464,9 +466,8 @@ template<typename T, bool Align> inline void conditional_aligned_delete_auto(T *
template<typename Scalar, typename Index>
static inline Index first_aligned(const Scalar* array, Index size)
{
enum { PacketSize = packet_traits<Scalar>::size,
PacketAlignedMask = PacketSize-1
};
static const Index PacketSize = packet_traits<Scalar>::size;
static const Index PacketAlignedMask = PacketSize-1;
if(PacketSize==1)
{
@ -522,7 +523,7 @@ template<typename T> struct smart_copy_helper<T,false> {
// you can overwrite Eigen's default behavior regarding alloca by defining EIGEN_ALLOCA
// to the appropriate stack allocation function
#ifndef EIGEN_ALLOCA
#if (defined __linux__)
#if (defined __linux__) || (defined __APPLE__) || (defined alloca)
#define EIGEN_ALLOCA alloca
#elif defined(_MSC_VER)
#define EIGEN_ALLOCA _alloca
@ -612,7 +613,6 @@ template<typename T> class aligned_stack_memory_handler
void* operator new(size_t size, const std::nothrow_t&) throw() { \
try { return Eigen::internal::conditional_aligned_malloc<NeedsToAlign>(size); } \
catch (...) { return 0; } \
return 0; \
}
#else
#define EIGEN_MAKE_ALIGNED_OPERATOR_NEW_NOTHROW(NeedsToAlign) \

4
eigenlib/Eigen/src/Core/util/StaticAssert.h
View File

@ -90,7 +90,9 @@
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,
OBJECT_ALLOCATED_ON_STACK_IS_TOO_BIG
OBJECT_ALLOCATED_ON_STACK_IS_TOO_BIG,
IMPLICIT_CONVERSION_TO_SCALAR_IS_FOR_INNER_PRODUCT_ONLY,
STORAGE_LAYOUT_DOES_NOT_MATCH
};
};

2
eigenlib/Eigen/src/Core/util/XprHelper.h
View File

@ -341,7 +341,7 @@ template<typename T, int n=1, typename PlainObject = typename eval<T>::type> str
};
template<typename T>
T* const_cast_ptr(const T* ptr)
inline T* const_cast_ptr(const T* ptr)
{
return const_cast<T*>(ptr);
}

1
eigenlib/Eigen/src/Eigen2Support/LeastSquares.h
View File

@ -147,7 +147,6 @@ void fitHyperplane(int numPoints,
// compute the covariance matrix
CovMatrixType covMat = CovMatrixType::Zero(size, size);
VectorType remean = VectorType::Zero(size);
for(int i = 0; i < numPoints; ++i)
{
VectorType diff = (*(points[i]) - mean).conjugate();

8
eigenlib/Eigen/src/Eigenvalues/ComplexEigenSolver.h
View File

@ -234,6 +234,12 @@ template<typename _MatrixType> class ComplexEigenSolver
}
protected:
static void check_template_parameters()
{
EIGEN_STATIC_ASSERT_NON_INTEGER(Scalar);
}
EigenvectorType m_eivec;
EigenvalueType m_eivalues;
ComplexSchur<MatrixType> m_schur;
@ -251,6 +257,8 @@ template<typename MatrixType>
ComplexEigenSolver<MatrixType>&
ComplexEigenSolver<MatrixType>::compute(const MatrixType& matrix, bool computeEigenvectors)
{
check_template_parameters();
// this code is inspired from Jampack
eigen_assert(matrix.cols() == matrix.rows());

9
eigenlib/Eigen/src/Eigenvalues/EigenSolver.h
View File

@ -298,6 +298,13 @@ template<typename _MatrixType> class EigenSolver
void doComputeEigenvectors();
protected:
static void check_template_parameters()
{
EIGEN_STATIC_ASSERT_NON_INTEGER(Scalar);
EIGEN_STATIC_ASSERT(!NumTraits<Scalar>::IsComplex, NUMERIC_TYPE_MUST_BE_REAL);
}
MatrixType m_eivec;
EigenvalueType m_eivalues;
bool m_isInitialized;
@ -364,6 +371,8 @@ template<typename MatrixType>
EigenSolver<MatrixType>&
EigenSolver<MatrixType>::compute(const MatrixType& matrix, bool computeEigenvectors)
{
check_template_parameters();
using std::sqrt;
using std::abs;
eigen_assert(matrix.cols() == matrix.rows());

9
eigenlib/Eigen/src/Eigenvalues/GeneralizedEigenSolver.h
View File

@ -263,6 +263,13 @@ template<typename _MatrixType> class GeneralizedEigenSolver
}
protected:
static void check_template_parameters()
{
EIGEN_STATIC_ASSERT_NON_INTEGER(Scalar);
EIGEN_STATIC_ASSERT(!NumTraits<Scalar>::IsComplex, NUMERIC_TYPE_MUST_BE_REAL);
}
MatrixType m_eivec;
ComplexVectorType m_alphas;
VectorType m_betas;
@ -290,6 +297,8 @@ template<typename MatrixType>
GeneralizedEigenSolver<MatrixType>&
GeneralizedEigenSolver<MatrixType>::compute(const MatrixType& A, const MatrixType& B, bool computeEigenvectors)
{
check_template_parameters();
using std::sqrt;
using std::abs;
eigen_assert(A.cols() == A.rows() && B.cols() == A.rows() && B.cols() == B.rows());

6
eigenlib/Eigen/src/Eigenvalues/RealQZ.h
View File

@ -240,10 +240,10 @@ namespace Eigen {
m_S.coeffRef(i,j) = Scalar(0.0);
m_S.rightCols(dim-j-1).applyOnTheLeft(i-1,i,G.adjoint());
m_T.rightCols(dim-i+1).applyOnTheLeft(i-1,i,G.adjoint());
}
// update Q
if (m_computeQZ)
m_Q.applyOnTheRight(i-1,i,G);
}
// kill T(i,i-1)
if(m_T.coeff(i,i-1)!=Scalar(0))
{
@ -251,13 +251,13 @@ namespace Eigen {
m_T.coeffRef(i,i-1) = Scalar(0.0);
m_S.applyOnTheRight(i,i-1,G);
m_T.topRows(i).applyOnTheRight(i,i-1,G);
}
// update Z
if (m_computeQZ)
m_Z.applyOnTheLeft(i,i-1,G.adjoint());
}
}
}
}
/** \internal Computes vector L1 norms of S and T when in Hessenberg-Triangular form already */
template<typename MatrixType>
@ -313,7 +313,7 @@ namespace Eigen {
using std::abs;
using std::sqrt;
const Index dim=m_S.cols();
if (abs(m_S.coeff(i+1,i)==Scalar(0)))
if (abs(m_S.coeff(i+1,i))==Scalar(0))
return;
Index z = findSmallDiagEntry(i,i+1);
if (z==i-1)

12
eigenlib/Eigen/src/Eigenvalues/RealSchur.h
View File

@ -234,7 +234,7 @@ template<typename _MatrixType> class RealSchur
typedef Matrix<Scalar,3,1> Vector3s;
Scalar computeNormOfT();
Index findSmallSubdiagEntry(Index iu, const Scalar& norm);
Index findSmallSubdiagEntry(Index iu);
void splitOffTwoRows(Index iu, bool computeU, const Scalar& exshift);
void computeShift(Index iu, Index iter, Scalar& exshift, Vector3s& shiftInfo);
void initFrancisQRStep(Index il, Index iu, const Vector3s& shiftInfo, Index& im, Vector3s& firstHouseholderVector);
@ -286,7 +286,7 @@ RealSchur<MatrixType>& RealSchur<MatrixType>::computeFromHessenberg(const HessMa
{
while (iu >= 0)
{
Index il = findSmallSubdiagEntry(iu, norm);
Index il = findSmallSubdiagEntry(iu);
// Check for convergence
if (il == iu) // One root found
@ -343,16 +343,14 @@ inline typename MatrixType::Scalar RealSchur<MatrixType>::computeNormOfT()
/** \internal Look for single small sub-diagonal element and returns its index */
template<typename MatrixType>
inline typename MatrixType::Index RealSchur<MatrixType>::findSmallSubdiagEntry(Index iu, const Scalar& norm)
inline typename MatrixType::Index RealSchur<MatrixType>::findSmallSubdiagEntry(Index iu)
{
using std::abs;
Index res = iu;
while (res > 0)
{
Scalar s = abs(m_matT.coeff(res-1,res-1)) + abs(m_matT.coeff(res,res));
if (s == 0.0)
s = norm;
if (abs(m_matT.coeff(res,res-1)) < NumTraits<Scalar>::epsilon() * s)
if (abs(m_matT.coeff(res,res-1)) <= NumTraits<Scalar>::epsilon() * s)
break;
res--;
}
@ -457,11 +455,9 @@ inline void RealSchur<MatrixType>::initFrancisQRStep(Index il, Index iu, const V
const Scalar lhs = m_matT.coeff(im,im-1) * (abs(v.coeff(1)) + abs(v.coeff(2)));
const Scalar rhs = v.coeff(0) * (abs(m_matT.coeff(im-1,im-1)) + abs(Tmm) + abs(m_matT.coeff(im+1,im+1)));
if (abs(lhs) < NumTraits<Scalar>::epsilon() * rhs)
{
break;
}
}
}
/** \internal Perform a Francis QR step involving rows il:iu and columns im:iu. */
template<typename MatrixType>

176
eigenlib/Eigen/src/Eigenvalues/SelfAdjointEigenSolver.h
View File

@ -351,6 +351,11 @@ template<typename _MatrixType> class SelfAdjointEigenSolver
#endif // EIGEN2_SUPPORT
protected:
static void check_template_parameters()
{
EIGEN_STATIC_ASSERT_NON_INTEGER(Scalar);
}
MatrixType m_eivec;
RealVectorType m_eivalues;
typename TridiagonalizationType::SubDiagonalType m_subdiag;
@ -384,6 +389,8 @@ template<typename MatrixType>
SelfAdjointEigenSolver<MatrixType>& SelfAdjointEigenSolver<MatrixType>
::compute(const MatrixType& matrix, int options)
{
check_template_parameters();
using std::abs;
eigen_assert(matrix.cols() == matrix.rows());
eigen_assert((options&~(EigVecMask|GenEigMask))==0
@ -490,7 +497,12 @@ template<typename SolverType> struct direct_selfadjoint_eigenvalues<SolverType,3
typedef typename SolverType::MatrixType MatrixType;
typedef typename SolverType::RealVectorType VectorType;
typedef typename SolverType::Scalar Scalar;
typedef typename MatrixType::Index Index;
/** \internal
* Computes the roots of the characteristic polynomial of \a m.
* For numerical stability m.trace() should be near zero and to avoid over- or underflow m should be normalized.
*/
static inline void computeRoots(const MatrixType& m, VectorType& roots)
{
using std::sqrt;
@ -510,39 +522,48 @@ template<typename SolverType> struct direct_selfadjoint_eigenvalues<SolverType,3
// 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))
Scalar a_over_3 = (c2*c2_over_3 - c1)*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))
Scalar q = a_over_3*a_over_3*a_over_3 - half_b*half_b;
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 rho = sqrt(a_over_3);
Scalar theta = atan2(sqrt(q),half_b)*s_inv3; // since sqrt(q) > 0, atan2 is in [0, pi] and theta is in [0, pi/3]
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));
// roots are already sorted, since cos is monotonically decreasing on [0, pi]
roots(0) = c2_over_3 - rho*(cos_theta + s_sqrt3*sin_theta); // == 2*rho*cos(theta+2pi/3)
roots(1) = c2_over_3 - rho*(cos_theta - s_sqrt3*sin_theta); // == 2*rho*cos(theta+ pi/3)
roots(2) = c2_over_3 + Scalar(2)*rho*cos_theta;
}
static inline bool extract_kernel(MatrixType& mat, Ref<VectorType> res, Ref<VectorType> representative)
{
using std::abs;
Index i0;
// Find non-zero column i0 (by construction, there must exist a non zero coefficient on the diagonal):
mat.diagonal().cwiseAbs().maxCoeff(&i0);
// mat.col(i0) is a good candidate for an orthogonal vector to the current eigenvector,
// so let's save it:
representative = mat.col(i0);
Scalar n0, n1;
VectorType c0, c1;
n0 = (c0 = representative.cross(mat.col((i0+1)%3))).squaredNorm();
n1 = (c1 = representative.cross(mat.col((i0+2)%3))).squaredNorm();
if(n0>n1) res = c0/std::sqrt(n0);
else res = c1/std::sqrt(n1);
return true;
}
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
@ -552,9 +573,13 @@ template<typename SolverType> struct direct_selfadjoint_eigenvalues<SolverType,3
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;
// Shift the matrix to the mean eigenvalue and map the matrix coefficients to [-1:1] to avoid over- and underflow.
Scalar shift = mat.trace() / Scalar(3);
// TODO Avoid this copy. Currently it is necessary to suppress bogus values when determining maxCoeff and for computing the eigenvectors later
MatrixType scaledMat = mat.template selfadjointView<Lower>();
scaledMat.diagonal().array() -= shift;
Scalar scale = scaledMat.cwiseAbs().maxCoeff();
if(scale > 0) scaledMat /= scale; // TODO for scale==0 we could save the remaining operations
// compute the eigenvalues
computeRoots(scaledMat,eivals);
@ -562,96 +587,58 @@ template<typename SolverType> struct direct_selfadjoint_eigenvalues<SolverType,3
// compute the eigenvectors
if(computeEigenvectors)
{
Scalar safeNorm2 = Eigen::NumTraits<Scalar>::epsilon();
safeNorm2 *= safeNorm2;
if((eivals(2)-eivals(0))<=Eigen::NumTraits<Scalar>::epsilon())
{
// All three eigenvalues are numerically the same
eivecs.setIdentity();
}
else
{
scaledMat = scaledMat.template selfadjointView<Lower>();
MatrixType tmp;
tmp = scaledMat;
// Compute the eigenvector of the most distinct eigenvalue
Scalar d0 = eivals(2) - eivals(1);
Scalar d1 = eivals(1) - eivals(0);
int k = d0 > d1 ? 2 : 0;
d0 = d0 > d1 ? d1 : d0;
Index k(0), l(2);
if(d0 > d1)
{
std::swap(k,l);
d0 = d1;
}
// Compute the eigenvector of index k
{
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;
}
}
// By construction, 'tmp' is of rank 2, and its kernel corresponds to the respective eigenvector.
extract_kernel(tmp, eivecs.col(k), eivecs.col(l));
}
// Compute eigenvector of index l
if(d0<=2*Eigen::NumTraits<Scalar>::epsilon()*d1)
{
// If d0 is too small, then the two other eigenvalues are numerically the same,
// and thus we only have to ortho-normalize the near orthogonal vector we saved above.
eivecs.col(l) -= eivecs.col(k).dot(eivecs.col(l))*eivecs.col(l);
eivecs.col(l).normalize();
}
else
{
tmp = scaledMat;
tmp.diagonal().array() -= eivals(1);
tmp.diagonal().array () -= eivals(l);
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();
VectorType dummy;
extract_kernel(tmp, eivecs.col(l), dummy);
}
// Compute last eigenvector from the other two
eivecs.col(1) = eivecs.col(2).cross(eivecs.col(0)).normalized();
}
}
// 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;
eivals.array() += shift;
solver.m_info = Success;
solver.m_isInitialized = true;
@ -669,7 +656,7 @@ template<typename SolverType> struct direct_selfadjoint_eigenvalues<SolverType,2
static inline void computeRoots(const MatrixType& m, VectorType& roots)
{
using std::sqrt;
const Scalar t0 = Scalar(0.5) * sqrt( numext::abs2(m(0,0)-m(1,1)) + Scalar(4)*m(1,0)*m(1,0));
const Scalar t0 = Scalar(0.5) * sqrt( numext::abs2(m(0,0)-m(1,1)) + Scalar(4)*numext::abs2(m(1,0)));
const Scalar t1 = Scalar(0.5) * (m(0,0) + m(1,1));
roots(0) = t1 - t0;
roots(1) = t1 + t0;
@ -678,6 +665,8 @@ template<typename SolverType> struct direct_selfadjoint_eigenvalues<SolverType,2
static inline void run(SolverType& solver, const MatrixType& mat, int options)
{
using std::sqrt;
using std::abs;
eigen_assert(mat.cols() == 2 && mat.cols() == mat.rows());
eigen_assert((options&~(EigVecMask|GenEigMask))==0
&& (options&EigVecMask)!=EigVecMask
@ -697,6 +686,12 @@ template<typename SolverType> struct direct_selfadjoint_eigenvalues<SolverType,2
// compute the eigen vectors
if(computeEigenvectors)
{
if((eivals(1)-eivals(0))<=abs(eivals(1))*Eigen::NumTraits<Scalar>::epsilon())
{
eivecs.setIdentity();
}
else
{
scaledMat.diagonal().array () -= eivals(1);
Scalar a2 = numext::abs2(scaledMat(0,0));
@ -715,6 +710,7 @@ template<typename SolverType> struct direct_selfadjoint_eigenvalues<SolverType,2
eivecs.col(0) << eivecs.col(1).unitOrthogonal();
}
}
// Rescale back to the original size.
eivals *= scale;

83
eigenlib/Eigen/src/Geometry/AlignedBox.h
View File

@ -19,10 +19,12 @@ namespace Eigen {
*
* \brief An axis aligned box
*
* \param _Scalar the type of the scalar coefficients
* \param _AmbientDim the dimension of the ambient space, can be a compile time value or Dynamic.
* \tparam _Scalar the type of the scalar coefficients
* \tparam _AmbientDim the dimension of the ambient space, can be a compile time value or Dynamic.
*
* This class represents an axis aligned box as a pair of the minimal and maximal corners.
* \warning The result of most methods is undefined when applied to an empty box. You can check for empty boxes using isEmpty().
* \sa alignedboxtypedefs
*/
template <typename _Scalar, int _AmbientDim>
class AlignedBox
@ -40,18 +42,21 @@ EIGEN_MAKE_ALIGNED_OPERATOR_NEW_IF_VECTORIZABLE_FIXED_SIZE(_Scalar,_AmbientDim)
/** Define constants to name the corners of a 1D, 2D or 3D axis aligned bounding box */
enum CornerType
{
/** 1D names */
/** 1D names @{ */
Min=0, Max=1,
/** @} */
/** Added names for 2D */
/** Identifier for 2D corner @{ */
BottomLeft=0, BottomRight=1,
TopLeft=2, TopRight=3,
/** @} */
/** Added names for 3D */
/** Identifier for 3D corner @{ */
BottomLeftFloor=0, BottomRightFloor=1,
TopLeftFloor=2, TopRightFloor=3,
BottomLeftCeil=4, BottomRightCeil=5,
TopLeftCeil=6, TopRightCeil=7
/** @} */
};
@ -63,34 +68,33 @@ EIGEN_MAKE_ALIGNED_OPERATOR_NEW_IF_VECTORIZABLE_FIXED_SIZE(_Scalar,_AmbientDim)
inline explicit AlignedBox(Index _dim) : m_min(_dim), m_max(_dim)
{ setEmpty(); }
/** Constructs a box with extremities \a _min and \a _max. */
/** Constructs a box with extremities \a _min and \a _max.
* \warning If either component of \a _min is larger than the same component of \a _max, the constructed box is empty. */
template<typename OtherVectorType1, typename OtherVectorType2>
inline AlignedBox(const OtherVectorType1& _min, const OtherVectorType2& _max) : m_min(_min), m_max(_max) {}
/** Constructs a box containing a single point \a p. */
template<typename Derived>
inline explicit AlignedBox(const MatrixBase<Derived>& a_p)
{
typename internal::nested<Derived,2>::type p(a_p.derived());
m_min = p;
m_max = p;
}
inline explicit AlignedBox(const MatrixBase<Derived>& p) : m_min(p), m_max(m_min)
{ }
~AlignedBox() {}
/** \returns the dimension in which the box holds */
inline Index dim() const { return AmbientDimAtCompileTime==Dynamic ? m_min.size() : Index(AmbientDimAtCompileTime); }
/** \deprecated use isEmpty */
/** \deprecated use isEmpty() */
inline bool isNull() const { return isEmpty(); }
/** \deprecated use setEmpty */
/** \deprecated use setEmpty() */
inline void setNull() { setEmpty(); }
/** \returns true if the box is empty. */
/** \returns true if the box is empty.
* \sa setEmpty */
inline bool isEmpty() const { return (m_min.array() > m_max.array()).any(); }
/** Makes \c *this an empty box. */
/** Makes \c *this an empty box.
* \sa isEmpty */
inline void setEmpty()
{
m_min.setConstant( ScalarTraits::highest() );
@ -175,27 +179,34 @@ EIGEN_MAKE_ALIGNED_OPERATOR_NEW_IF_VECTORIZABLE_FIXED_SIZE(_Scalar,_AmbientDim)
/** \returns true if the point \a p is inside the box \c *this. */
template<typename Derived>
inline bool contains(const MatrixBase<Derived>& a_p) const
inline bool contains(const MatrixBase<Derived>& p) const
{
typename internal::nested<Derived,2>::type p(a_p.derived());
return (m_min.array()<=p.array()).all() && (p.array()<=m_max.array()).all();
typename internal::nested<Derived,2>::type p_n(p.derived());
return (m_min.array()<=p_n.array()).all() && (p_n.array()<=m_max.array()).all();
}
/** \returns true if the box \a b is entirely inside the box \c *this. */
inline bool contains(const AlignedBox& b) const
{ return (m_min.array()<=(b.min)().array()).all() && ((b.max)().array()<=m_max.array()).all(); }
/** Extends \c *this such that it contains the point \a p and returns a reference to \c *this. */
/** \returns true if the box \a b is intersecting the box \c *this.
* \sa intersection, clamp */
inline bool intersects(const AlignedBox& b) const
{ return (m_min.array()<=(b.max)().array()).all() && ((b.min)().array()<=m_max.array()).all(); }
/** Extends \c *this such that it contains the point \a p and returns a reference to \c *this.
* \sa extend(const AlignedBox&) */
template<typename Derived>
inline AlignedBox& extend(const MatrixBase<Derived>& a_p)
inline AlignedBox& extend(const MatrixBase<Derived>& p)
{
typename internal::nested<Derived,2>::type p(a_p.derived());
m_min = m_min.cwiseMin(p);
m_max = m_max.cwiseMax(p);
typename internal::nested<Derived,2>::type p_n(p.derived());
m_min = m_min.cwiseMin(p_n);
m_max = m_max.cwiseMax(p_n);
return *this;
}
/** Extends \c *this such that it contains the box \a b and returns a reference to \c *this. */
/** Extends \c *this such that it contains the box \a b and returns a reference to \c *this.
* \sa merged, extend(const MatrixBase&) */
inline AlignedBox& extend(const AlignedBox& b)
{
m_min = m_min.cwiseMin(b.m_min);
@ -203,7 +214,9 @@ EIGEN_MAKE_ALIGNED_OPERATOR_NEW_IF_VECTORIZABLE_FIXED_SIZE(_Scalar,_AmbientDim)
return *this;
}
/** Clamps \c *this by the box \a b and returns a reference to \c *this. */
/** Clamps \c *this by the box \a b and returns a reference to \c *this.
* \note If the boxes don't intersect, the resulting box is empty.
* \sa intersection(), intersects() */
inline AlignedBox& clamp(const AlignedBox& b)
{
m_min = m_min.cwiseMax(b.m_min);
@ -211,11 +224,15 @@ EIGEN_MAKE_ALIGNED_OPERATOR_NEW_IF_VECTORIZABLE_FIXED_SIZE(_Scalar,_AmbientDim)
return *this;
}
/** Returns an AlignedBox that is the intersection of \a b and \c *this */
/** Returns an AlignedBox that is the intersection of \a b and \c *this
* \note If the boxes don't intersect, the resulting box is empty.
* \sa intersects(), clamp, contains() */
inline AlignedBox intersection(const AlignedBox& b) const
{return AlignedBox(m_min.cwiseMax(b.m_min), m_max.cwiseMin(b.m_max)); }
/** Returns an AlignedBox that is the union of \a b and \c *this */
/** Returns an AlignedBox that is the union of \a b and \c *this.
* \note Merging with an empty box may result in a box bigger than \c *this.
* \sa extend(const AlignedBox&) */
inline AlignedBox merged(const AlignedBox& b) const
{ return AlignedBox(m_min.cwiseMin(b.m_min), m_max.cwiseMax(b.m_max)); }
@ -231,20 +248,20 @@ EIGEN_MAKE_ALIGNED_OPERATOR_NEW_IF_VECTORIZABLE_FIXED_SIZE(_Scalar,_AmbientDim)
/** \returns the squared distance between the point \a p and the box \c *this,
* and zero if \a p is inside the box.
* \sa exteriorDistance()
* \sa exteriorDistance(const MatrixBase&), squaredExteriorDistance(const AlignedBox&)
*/
template<typename Derived>
inline Scalar squaredExteriorDistance(const MatrixBase<Derived>& a_p) const;
inline Scalar squaredExteriorDistance(const MatrixBase<Derived>& p) const;
/** \returns the squared distance between the boxes \a b and \c *this,
* and zero if the boxes intersect.
* \sa exteriorDistance()
* \sa exteriorDistance(const AlignedBox&), squaredExteriorDistance(const MatrixBase&)
*/
inline Scalar squaredExteriorDistance(const AlignedBox& b) const;
/** \returns the distance between the point \a p and the box \c *this,
* and zero if \a p is inside the box.
* \sa squaredExteriorDistance()
* \sa squaredExteriorDistance(const MatrixBase&), exteriorDistance(const AlignedBox&)
*/
template<typename Derived>
inline NonInteger exteriorDistance(const MatrixBase<Derived>& p) const
@ -252,7 +269,7 @@ EIGEN_MAKE_ALIGNED_OPERATOR_NEW_IF_VECTORIZABLE_FIXED_SIZE(_Scalar,_AmbientDim)
/** \returns the distance between the boxes \a b and \c *this,
* and zero if the boxes intersect.
* \sa squaredExteriorDistance()
* \sa squaredExteriorDistance(const AlignedBox&), exteriorDistance(const MatrixBase&)
*/
inline NonInteger exteriorDistance(const AlignedBox& b) const
{ using std::sqrt; return sqrt(NonInteger(squaredExteriorDistance(b))); }

2
eigenlib/Eigen/src/Geometry/Homogeneous.h
View File

@ -79,7 +79,7 @@ template<typename MatrixType,int _Direction> class Homogeneous
{
if( (int(Direction)==Vertical && row==m_matrix.rows())
|| (int(Direction)==Horizontal && col==m_matrix.cols()))
return 1;
return Scalar(1);
return m_matrix.coeff(row, col);
}

12
eigenlib/Eigen/src/Geometry/Hyperplane.h
View File

@ -100,7 +100,17 @@ public:
{
EIGEN_STATIC_ASSERT_VECTOR_SPECIFIC_SIZE(VectorType, 3)
Hyperplane result(p0.size());
result.normal() = (p2 - p0).cross(p1 - p0).normalized();
VectorType v0(p2 - p0), v1(p1 - p0);
result.normal() = v0.cross(v1);
RealScalar norm = result.normal().norm();
if(norm <= v0.norm() * v1.norm() * NumTraits<RealScalar>::epsilon())
{
Matrix<Scalar,2,3> m; m << v0.transpose(), v1.transpose();
JacobiSVD<Matrix<Scalar,2,3> > svd(m, ComputeFullV);
result.normal() = svd.matrixV().col(2);
}
else
result.normal() /= norm;
result.offset() = -p0.dot(result.normal());
return result;
}

22
eigenlib/Eigen/src/Geometry/Quaternion.h
View File

@ -161,7 +161,7 @@ public:
{ return coeffs().isApprox(other.coeffs(), prec); }
/** return the result vector of \a v through the rotation*/
EIGEN_STRONG_INLINE Vector3 _transformVector(Vector3 v) const;
EIGEN_STRONG_INLINE Vector3 _transformVector(const Vector3& v) const;
/** \returns \c *this with scalar type casted to \a NewScalarType
*
@ -231,7 +231,7 @@ class Quaternion : public QuaternionBase<Quaternion<_Scalar,_Options> >
public:
typedef _Scalar Scalar;
EIGEN_INHERIT_ASSIGNMENT_EQUAL_OPERATOR(Quaternion)
EIGEN_INHERIT_ASSIGNMENT_OPERATORS(Quaternion)
using Base::operator*=;
typedef typename internal::traits<Quaternion>::Coefficients Coefficients;
@ -341,7 +341,7 @@ class Map<const Quaternion<_Scalar>, _Options >
public:
typedef _Scalar Scalar;
typedef typename internal::traits<Map>::Coefficients Coefficients;
EIGEN_INHERIT_ASSIGNMENT_EQUAL_OPERATOR(Map)
EIGEN_INHERIT_ASSIGNMENT_OPERATORS(Map)
using Base::operator*=;
/** Constructs a Mapped Quaternion object from the pointer \a coeffs
@ -378,7 +378,7 @@ class Map<Quaternion<_Scalar>, _Options >
public:
typedef _Scalar Scalar;
typedef typename internal::traits<Map>::Coefficients Coefficients;
EIGEN_INHERIT_ASSIGNMENT_EQUAL_OPERATOR(Map)
EIGEN_INHERIT_ASSIGNMENT_OPERATORS(Map)
using Base::operator*=;
/** Constructs a Mapped Quaternion object from the pointer \a coeffs
@ -461,7 +461,7 @@ EIGEN_STRONG_INLINE Derived& QuaternionBase<Derived>::operator*= (const Quaterni
*/
template <class Derived>
EIGEN_STRONG_INLINE typename QuaternionBase<Derived>::Vector3
QuaternionBase<Derived>::_transformVector(Vector3 v) const
QuaternionBase<Derived>::_transformVector(const Vector3& v) const
{
// Note that this algorithm comes from the optimization by hand
// of the conversion to a Matrix followed by a Matrix/Vector product.
@ -637,7 +637,7 @@ inline Quaternion<typename internal::traits<Derived>::Scalar> QuaternionBase<Der
{
// FIXME should this function be called multiplicativeInverse and conjugate() be called inverse() or opposite() ??
Scalar n2 = this->squaredNorm();
if (n2 > 0)
if (n2 > Scalar(0))
return Quaternion<Scalar>(conjugate().coeffs() / n2);
else
{
@ -667,12 +667,10 @@ template <class OtherDerived>
inline typename internal::traits<Derived>::Scalar
QuaternionBase<Derived>::angularDistance(const QuaternionBase<OtherDerived>& other) const
{
using std::acos;
using std::atan2;
using std::abs;
Scalar d = abs(this->dot(other));
if (d>=Scalar(1))
return Scalar(0);
return Scalar(2) * acos(d);
Quaternion<Scalar> d = (*this) * other.conjugate();
return Scalar(2) * atan2( d.vec().norm(), abs(d.w()) );
}
@ -712,7 +710,7 @@ QuaternionBase<Derived>::slerp(const Scalar& t, const QuaternionBase<OtherDerive
scale0 = sin( ( Scalar(1) - t ) * theta) / sinTheta;
scale1 = sin( ( t * theta) ) / sinTheta;
}
if(d<0) scale1 = -scale1;
if(d<Scalar(0)) scale1 = -scale1;
return Quaternion<Scalar>(scale0 * coeffs() + scale1 * other.coeffs());
}

5
eigenlib/Eigen/src/Geometry/Rotation2D.h
View File

@ -61,6 +61,9 @@ public:
/** Construct a 2D counter clock wise rotation from the angle \a a in radian. */
inline Rotation2D(const Scalar& a) : m_angle(a) {}
/** Default constructor wihtout initialization. The represented rotation is undefined. */
Rotation2D() {}
/** \returns the rotation angle */
inline Scalar angle() const { return m_angle; }
@ -84,7 +87,7 @@ public:
template<typename Derived>
Rotation2D& fromRotationMatrix(const MatrixBase<Derived>& m);
Matrix2 toRotationMatrix(void) const;
Matrix2 toRotationMatrix() const;
/** \returns the spherical interpolation between \c *this and \a other using
* parameter \a t. It is in fact equivalent to a linear interpolation.

29
eigenlib/Eigen/src/Geometry/Transform.h
View File

@ -62,6 +62,8 @@ struct transform_construct_from_matrix;
template<typename TransformType> struct transform_take_affine_part;
template<int Mode> struct transform_make_affine;
} // end namespace internal
/** \geometry_module \ingroup Geometry_Module
@ -230,8 +232,7 @@ public:
inline Transform()
{
check_template_params();
if (int(Mode)==Affine)
makeAffine();
internal::transform_make_affine<(int(Mode)==Affine) ? Affine : AffineCompact>::run(m_matrix);
}
inline Transform(const Transform& other)
@ -591,11 +592,7 @@ public:
*/
void makeAffine()
{
if(int(Mode)!=int(AffineCompact))
{
matrix().template block<1,Dim>(Dim,0).setZero();
matrix().coeffRef(Dim,Dim) = Scalar(1);
}
internal::transform_make_affine<int(Mode)>::run(m_matrix);
}
/** \internal
@ -1079,6 +1076,24 @@ Transform<Scalar,Dim,Mode,Options>::fromPositionOrientationScale(const MatrixBas
namespace internal {
template<int Mode>
struct transform_make_affine
{
template<typename MatrixType>
static void run(MatrixType &mat)
{
static const int Dim = MatrixType::ColsAtCompileTime-1;
mat.template block<1,Dim>(Dim,0).setZero();
mat.coeffRef(Dim,Dim) = typename MatrixType::Scalar(1);
}
};
template<>
struct transform_make_affine<AffineCompact>
{
template<typename MatrixType> static void run(MatrixType &) { }
};
// selector needed to avoid taking the inverse of a 3x4 matrix
template<typename TransformType, int Mode=TransformType::Mode>
struct projective_transform_inverse

18
eigenlib/Eigen/src/IterativeLinearSolvers/BiCGSTAB.h
View File

@ -39,7 +39,6 @@ bool bicgstab(const MatrixType& mat, const Rhs& rhs, Dest& x,
int maxIters = iters;
int n = mat.cols();
x = precond.solve(x);
VectorType r = rhs - mat * x;
VectorType r0 = r;
@ -143,7 +142,7 @@ struct traits<BiCGSTAB<_MatrixType,_Preconditioner> >
* SparseMatrix<double> A(n,n);
* // fill A and b
* BiCGSTAB<SparseMatrix<double> > solver;
* solver(A);
* solver.compute(A);
* x = solver.solve(b);
* std::cout << "#iterations: " << solver.iterations() << std::endl;
* std::cout << "estimated error: " << solver.error() << std::endl;
@ -152,20 +151,7 @@ struct traits<BiCGSTAB<_MatrixType,_Preconditioner> >
* \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.
* One can control the start using the solveWithGuess() method.
*
* \sa class SimplicialCholesky, DiagonalPreconditioner, IdentityPreconditioner
*/

30
eigenlib/Eigen/src/IterativeLinearSolvers/ConjugateGradient.h
View File

@ -112,9 +112,9 @@ struct traits<ConjugateGradient<_MatrixType,_UpLo,_Preconditioner> >
* 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 _MatrixType the type of the matrix A, can be a dense or a sparse matrix.
* \tparam _UpLo the triangular part that will be used for the computations. It can be Lower,
* Upper, or Lower|Upper in which the full matrix entries will be considered. Default is Lower.
* \tparam _Preconditioner the type of the preconditioner. Default is DiagonalPreconditioner
*
* The maximal number of iterations and tolerance value can be controlled via the setMaxIterations()
@ -137,20 +137,7 @@ struct traits<ConjugateGradient<_MatrixType,_UpLo,_Preconditioner> >
* \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.
* One can control the start using the solveWithGuess() method.
*
* \sa class SimplicialCholesky, DiagonalPreconditioner, IdentityPreconditioner
*/
@ -213,6 +200,10 @@ public:
template<typename Rhs,typename Dest>
void _solveWithGuess(const Rhs& b, Dest& x) const
{
typedef typename internal::conditional<UpLo==(Lower|Upper),
const MatrixType&,
SparseSelfAdjointView<const MatrixType, UpLo>
>::type MatrixWrapperType;
m_iterations = Base::maxIterations();
m_error = Base::m_tolerance;
@ -222,8 +213,7 @@ public:
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);
internal::conjugate_gradient(MatrixWrapperType(*mp_matrix), b.col(j), xj, Base::m_preconditioner, m_iterations, m_error);
}
m_isInitialized = true;
@ -234,7 +224,7 @@ public:
template<typename Rhs,typename Dest>
void _solve(const Rhs& b, Dest& x) const
{
x.setOnes();
x.setZero();
_solveWithGuess(b,x);
}

4
eigenlib/Eigen/src/IterativeLinearSolvers/IncompleteLUT.h
View File

@ -150,7 +150,6 @@ class IncompleteLUT : internal::noncopyable
{
analyzePattern(amat);
factorize(amat);
m_isInitialized = m_factorizationIsOk;
return *this;
}
@ -235,6 +234,8 @@ void IncompleteLUT<Scalar>::analyzePattern(const _MatrixType& amat)
m_Pinv = m_P.inverse(); // ... and the inverse permutation
m_analysisIsOk = true;
m_factorizationIsOk = false;
m_isInitialized = false;
}
template <typename Scalar>
@ -442,6 +443,7 @@ void IncompleteLUT<Scalar>::factorize(const _MatrixType& amat)
m_lu.makeCompressed();
m_factorizationIsOk = true;
m_isInitialized = m_factorizationIsOk;
m_info = Success;
}

8
eigenlib/Eigen/src/LU/FullPivLU.h
View File

@ -374,6 +374,12 @@ template<typename _MatrixType> class FullPivLU
inline Index cols() const { return m_lu.cols(); }
protected:
static void check_template_parameters()
{
EIGEN_STATIC_ASSERT_NON_INTEGER(Scalar);
}
MatrixType m_lu;
PermutationPType m_p;
PermutationQType m_q;
@ -418,6 +424,8 @@ FullPivLU<MatrixType>::FullPivLU(const MatrixType& matrix)
template<typename MatrixType>
FullPivLU<MatrixType>& FullPivLU<MatrixType>::compute(const MatrixType& matrix)
{
check_template_parameters();
// the permutations are stored as int indices, so just to be sure:
eigen_assert(matrix.rows()<=NumTraits<int>::highest() && matrix.cols()<=NumTraits<int>::highest());

8
eigenlib/Eigen/src/LU/PartialPivLU.h
View File

@ -171,6 +171,12 @@ template<typename _MatrixType> class PartialPivLU
inline Index cols() const { return m_lu.cols(); }
protected:
static void check_template_parameters()
{
EIGEN_STATIC_ASSERT_NON_INTEGER(Scalar);
}
MatrixType m_lu;
PermutationType m_p;
TranspositionType m_rowsTranspositions;
@ -386,6 +392,8 @@ void partial_lu_inplace(MatrixType& lu, TranspositionType& row_transpositions, t
template<typename MatrixType>
PartialPivLU<MatrixType>& PartialPivLU<MatrixType>::compute(const MatrixType& matrix)
{
check_template_parameters();
// the row permutation is stored as int indices, so just to be sure:
eigen_assert(matrix.rows()<NumTraits<int>::highest());

16
eigenlib/Eigen/src/OrderingMethods/Amd.h
View File

@ -144,15 +144,23 @@ void minimum_degree_ordering(SparseMatrix<Scalar,ColMajor,Index>& C, Permutation
/* --- Initialize degree lists ------------------------------------------ */
for(i = 0; i < n; i++)
{
bool has_diag = false;
for(p = Cp[i]; p<Cp[i+1]; ++p)
if(Ci[p]==i)
{
has_diag = true;
break;
}
d = degree[i];
if(d == 0) /* node i is empty */
if(d == 1) /* 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 */
else if(d > dense || !has_diag) /* node i is dense or has no structural diagonal element */
{
nv[i] = 0; /* absorb i into element n */
elen[i] = -1; /* node i is dead */
@ -168,6 +176,10 @@ void minimum_degree_ordering(SparseMatrix<Scalar,ColMajor,Index>& C, Permutation
}
}
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 */
while (nel < n) /* while (selecting pivots) do */
{
/* --- Select node of minimum approximate degree -------------------- */

2
eigenlib/Eigen/src/PardisoSupport/PardisoSupport.h
View File

@ -219,7 +219,7 @@ class PardisoImpl
void pardisoInit(int type)
{
m_type = type;
bool symmetric = abs(m_type) < 10;
bool symmetric = std::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

32
eigenlib/Eigen/src/QR/ColPivHouseholderQR.h
View File

@ -384,6 +384,12 @@ template<typename _MatrixType> class ColPivHouseholderQR
}
protected:
static void check_template_parameters()
{
EIGEN_STATIC_ASSERT_NON_INTEGER(Scalar);
}
MatrixType m_qr;
HCoeffsType m_hCoeffs;
PermutationType m_colsPermutation;
@ -422,6 +428,8 @@ typename MatrixType::RealScalar ColPivHouseholderQR<MatrixType>::logAbsDetermina
template<typename MatrixType>
ColPivHouseholderQR<MatrixType>& ColPivHouseholderQR<MatrixType>::compute(const MatrixType& matrix)
{
check_template_parameters();
using std::abs;
Index rows = matrix.rows();
Index cols = matrix.cols();
@ -463,20 +471,10 @@ ColPivHouseholderQR<MatrixType>& ColPivHouseholderQR<MatrixType>::compute(const
// we store that back into our table: it can't hurt to correct our table.
m_colSqNorms.coeffRef(biggest_col_index) = biggest_col_sq_norm;
// if the current biggest column is smaller than epsilon times the initial biggest column,
// terminate to avoid generating nan/inf values.
// Note that here, if we test instead for "biggest == 0", we get a failure every 1000 (or so)
// repetitions of the unit test, with the result of solve() filled with large values of the order
// of 1/(size*epsilon).
if(biggest_col_sq_norm < threshold_helper * RealScalar(rows-k))
{
// Track the number of meaningful pivots but do not stop the decomposition to make
// sure that the initial matrix is properly reproduced. See bug 941.
if(m_nonzero_pivots==size && biggest_col_sq_norm < threshold_helper * RealScalar(rows-k))
m_nonzero_pivots = k;
m_hCoeffs.tail(size-k).setZero();
m_qr.bottomRightCorner(rows-k,cols-k)
.template triangularView<StrictlyLower>()
.setZero();
break;
}
// apply the transposition to the columns
m_colsTranspositions.coeffRef(k) = biggest_col_index;
@ -505,7 +503,7 @@ ColPivHouseholderQR<MatrixType>& ColPivHouseholderQR<MatrixType>::compute(const
}
m_colsPermutation.setIdentity(PermIndexType(cols));
for(PermIndexType k = 0; k < m_nonzero_pivots; ++k)
for(PermIndexType k = 0; k < size/*m_nonzero_pivots*/; ++k)
m_colsPermutation.applyTranspositionOnTheRight(k, PermIndexType(m_colsTranspositions.coeff(k)));
m_det_pq = (number_of_transpositions%2) ? -1 : 1;
@ -555,13 +553,15 @@ struct solve_retval<ColPivHouseholderQR<_MatrixType>, Rhs>
} // end namespace internal
/** \returns the matrix Q as a sequence of householder transformations */
/** \returns the matrix Q as a sequence of householder transformations.
* You can extract the meaningful part only by using:
* \code qr.householderQ().setLength(qr.nonzeroPivots()) \endcode*/
template<typename MatrixType>
typename ColPivHouseholderQR<MatrixType>::HouseholderSequenceType ColPivHouseholderQR<MatrixType>
::householderQ() const
{
eigen_assert(m_isInitialized && "ColPivHouseholderQR is not initialized.");
return HouseholderSequenceType(m_qr, m_hCoeffs.conjugate()).setLength(m_nonzero_pivots);
return HouseholderSequenceType(m_qr, m_hCoeffs.conjugate());
}
/** \return the column-pivoting Householder QR decomposition of \c *this.

8
eigenlib/Eigen/src/QR/FullPivHouseholderQR.h
View File

@ -368,6 +368,12 @@ template<typename _MatrixType> class FullPivHouseholderQR
RealScalar maxPivot() const { return m_maxpivot; }
protected:
static void check_template_parameters()
{
EIGEN_STATIC_ASSERT_NON_INTEGER(Scalar);
}
MatrixType m_qr;
HCoeffsType m_hCoeffs;
IntDiagSizeVectorType m_rows_transpositions;
@ -407,6 +413,8 @@ typename MatrixType::RealScalar FullPivHouseholderQR<MatrixType>::logAbsDetermin
template<typename MatrixType>
FullPivHouseholderQR<MatrixType>& FullPivHouseholderQR<MatrixType>::compute(const MatrixType& matrix)
{
check_template_parameters();
using std::abs;
Index rows = matrix.rows();
Index cols = matrix.cols();

20
eigenlib/Eigen/src/QR/HouseholderQR.h
View File

@ -189,6 +189,12 @@ template<typename _MatrixType> class HouseholderQR
const HCoeffsType& hCoeffs() const { return m_hCoeffs; }
protected:
static void check_template_parameters()
{
EIGEN_STATIC_ASSERT_NON_INTEGER(Scalar);
}
MatrixType m_qr;
HCoeffsType m_hCoeffs;
RowVectorType m_temp;
@ -251,8 +257,13 @@ void householder_qr_inplace_unblocked(MatrixQR& mat, HCoeffs& hCoeffs, typename
}
/** \internal */
template<typename MatrixQR, typename HCoeffs>
void householder_qr_inplace_blocked(MatrixQR& mat, HCoeffs& hCoeffs,
template<typename MatrixQR, typename HCoeffs,
typename MatrixQRScalar = typename MatrixQR::Scalar,
bool InnerStrideIsOne = (MatrixQR::InnerStrideAtCompileTime == 1 && HCoeffs::InnerStrideAtCompileTime == 1)>
struct householder_qr_inplace_blocked
{
// This is specialized for MKL-supported Scalar types in HouseholderQR_MKL.h
static void run(MatrixQR& mat, HCoeffs& hCoeffs,
typename MatrixQR::Index maxBlockSize=32,
typename MatrixQR::Scalar* tempData = 0)
{
@ -301,6 +312,7 @@ void householder_qr_inplace_blocked(MatrixQR& mat, HCoeffs& hCoeffs,
}
}
}
};
template<typename _MatrixType, typename Rhs>
struct solve_retval<HouseholderQR<_MatrixType>, Rhs>
@ -343,6 +355,8 @@ struct solve_retval<HouseholderQR<_MatrixType>, Rhs>
template<typename MatrixType>
HouseholderQR<MatrixType>& HouseholderQR<MatrixType>::compute(const MatrixType& matrix)
{
check_template_parameters();
Index rows = matrix.rows();
Index cols = matrix.cols();
Index size = (std::min)(rows,cols);
@ -352,7 +366,7 @@ HouseholderQR<MatrixType>& HouseholderQR<MatrixType>::compute(const MatrixType&
m_temp.resize(cols);
internal::householder_qr_inplace_blocked(m_qr, m_hCoeffs, 48, m_temp.data());
internal::householder_qr_inplace_blocked<MatrixType, HCoeffsType>::run(m_qr, m_hCoeffs, 48, m_temp.data());
m_isInitialized = true;
return *this;

20
eigenlib/Eigen/src/QR/HouseholderQR_MKL.h
View File

@ -34,7 +34,7 @@
#ifndef EIGEN_QR_MKL_H
#define EIGEN_QR_MKL_H
#include "Eigen/src/Core/util/MKL_support.h"
#include "../Core/util/MKL_support.h"
namespace Eigen {
@ -44,18 +44,20 @@ namespace internal {
#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) \
struct householder_qr_inplace_blocked<MatrixQR, HCoeffs, EIGTYPE, true> \
{ \
lapack_int m = mat.rows(); \
lapack_int n = mat.cols(); \
lapack_int lda = mat.outerStride(); \
static void run(MatrixQR& mat, HCoeffs& hCoeffs, \
typename MatrixQR::Index = 32, \
typename MatrixQR::Scalar* = 0) \
{ \
lapack_int m = (lapack_int) mat.rows(); \
lapack_int n = (lapack_int) mat.cols(); \
lapack_int lda = (lapack_int) 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)

54
eigenlib/Eigen/src/SPQRSupport/SuiteSparseQRSupport.h
View File

@ -64,19 +64,13 @@ class SPQR
typedef PermutationMatrix<Dynamic, Dynamic> PermutationType;
public:
SPQR()
: m_isInitialized(false),
m_ordering(SPQR_ORDERING_DEFAULT),
m_allow_tol(SPQR_DEFAULT_TOL),
m_tolerance (NumTraits<Scalar>::epsilon())
: m_isInitialized(false), m_ordering(SPQR_ORDERING_DEFAULT), m_allow_tol(SPQR_DEFAULT_TOL), m_tolerance (NumTraits<Scalar>::epsilon()), m_useDefaultThreshold(true)
{
cholmod_l_start(&m_cc);
}
SPQR(const _MatrixType& matrix)
: m_isInitialized(false),
m_ordering(SPQR_ORDERING_DEFAULT),
m_allow_tol(SPQR_DEFAULT_TOL),
m_tolerance (NumTraits<Scalar>::epsilon())
: m_isInitialized(false), m_ordering(SPQR_ORDERING_DEFAULT), m_allow_tol(SPQR_DEFAULT_TOL), m_tolerance (NumTraits<Scalar>::epsilon()), m_useDefaultThreshold(true)
{
cholmod_l_start(&m_cc);
compute(matrix);
@ -101,10 +95,26 @@ class SPQR
if(m_isInitialized) SPQR_free();
MatrixType mat(matrix);
/* Compute the default threshold as in MatLab, see:
* Tim Davis, "Algorithm 915, SuiteSparseQR: Multifrontal Multithreaded Rank-Revealing
* Sparse QR Factorization, ACM Trans. on Math. Soft. 38(1), 2011, Page 8:3
*/
RealScalar pivotThreshold = m_tolerance;
if(m_useDefaultThreshold)
{
using std::max;
RealScalar max2Norm = 0.0;
for (int j = 0; j < mat.cols(); j++) max2Norm = (max)(max2Norm, mat.col(j).norm());
if(max2Norm==RealScalar(0))
max2Norm = RealScalar(1);
pivotThreshold = 20 * (mat.rows() + mat.cols()) * max2Norm * NumTraits<RealScalar>::epsilon();
}
cholmod_sparse A;
A = viewAsCholmod(mat);
Index col = matrix.cols();
m_rank = SuiteSparseQR<Scalar>(m_ordering, m_tolerance, col, &A,
m_rank = SuiteSparseQR<Scalar>(m_ordering, pivotThreshold, col, &A,
&m_cR, &m_E, &m_H, &m_HPinv, &m_HTau, &m_cc);
if (!m_cR)
@ -120,7 +130,7 @@ class SPQR
/**
* Get the number of rows of the input matrix and the Q matrix
*/
inline Index rows() const {return m_H->nrow; }
inline Index rows() const {return m_cR->nrow; }
/**
* Get the number of columns of the input matrix.
@ -147,14 +157,23 @@ class SPQR
eigen_assert(b.cols()==1 && "This method is for vectors only");
//Compute Q^T * b
typename Dest::PlainObject y;
typename Dest::PlainObject y, y2;
y = matrixQ().transpose() * b;
// Solves with the triangular matrix R
Index rk = this->rank();
y.topRows(rk) = this->matrixR().topLeftCorner(rk, rk).template triangularView<Upper>().solve(y.topRows(rk));
y.bottomRows(cols()-rk).setZero();
y2 = y;
y.resize((std::max)(cols(),Index(y.rows())),y.cols());
y.topRows(rk) = this->matrixR().topLeftCorner(rk, rk).template triangularView<Upper>().solve(y2.topRows(rk));
// Apply the column permutation
dest.topRows(cols()) = colsPermutation() * y.topRows(cols());
// colsPermutation() performs a copy of the permutation,
// so let's apply it manually:
for(Index i = 0; i < rk; ++i) dest.row(m_E[i]) = y.row(i);
for(Index i = rk; i < cols(); ++i) dest.row(m_E[i]).setZero();
// y.bottomRows(y.rows()-rk).setZero();
// dest = colsPermutation() * y.topRows(cols());
m_info = Success;
}
@ -197,7 +216,11 @@ class SPQR
/// Set the fill-reducing ordering method to be used
void setSPQROrdering(int ord) { m_ordering = ord;}
/// Set the tolerance tol to treat columns with 2-norm < =tol as zero
void setPivotThreshold(const RealScalar& tol) { m_tolerance = tol; }
void setPivotThreshold(const RealScalar& tol)
{
m_useDefaultThreshold = false;
m_tolerance = tol;
}
/** \returns a pointer to the SPQR workspace */
cholmod_common *cholmodCommon() const { return &m_cc; }
@ -230,6 +253,7 @@ class SPQR
mutable cholmod_dense *m_HTau; // The Householder coefficients
mutable Index m_rank; // The rank of the matrix
mutable cholmod_common m_cc; // Workspace and parameters
bool m_useDefaultThreshold; // Use default threshold
template<typename ,typename > friend struct SPQR_QProduct;
};

31
eigenlib/Eigen/src/SVD/JacobiSVD.h
View File

@ -743,6 +743,11 @@ template<typename _MatrixType, int QRPreconditioner> class JacobiSVD
private:
void allocate(Index rows, Index cols, unsigned int computationOptions);
static void check_template_parameters()
{
EIGEN_STATIC_ASSERT_NON_INTEGER(Scalar);
}
protected:
MatrixUType m_matrixU;
MatrixVType m_matrixV;
@ -762,6 +767,7 @@ template<typename _MatrixType, int QRPreconditioner> class JacobiSVD
internal::qr_preconditioner_impl<MatrixType, QRPreconditioner, internal::PreconditionIfMoreColsThanRows> m_qr_precond_morecols;
internal::qr_preconditioner_impl<MatrixType, QRPreconditioner, internal::PreconditionIfMoreRowsThanCols> m_qr_precond_morerows;
MatrixType m_scaledMatrix;
};
template<typename MatrixType, int QRPreconditioner>
@ -810,12 +816,15 @@ void JacobiSVD<MatrixType, QRPreconditioner>::allocate(Index rows, Index cols, u
if(m_cols>m_rows) m_qr_precond_morecols.allocate(*this);
if(m_rows>m_cols) m_qr_precond_morerows.allocate(*this);
if(m_cols!=m_cols) m_scaledMatrix.resize(rows,cols);
}
template<typename MatrixType, int QRPreconditioner>
JacobiSVD<MatrixType, QRPreconditioner>&
JacobiSVD<MatrixType, QRPreconditioner>::compute(const MatrixType& matrix, unsigned int computationOptions)
{
check_template_parameters();
using std::abs;
allocate(matrix.rows(), matrix.cols(), computationOptions);
@ -826,22 +835,27 @@ JacobiSVD<MatrixType, QRPreconditioner>::compute(const MatrixType& matrix, unsig
// limit for very small denormal numbers to be considered zero in order to avoid infinite loops (see bug 286)
const RealScalar considerAsZero = RealScalar(2) * std::numeric_limits<RealScalar>::denorm_min();
// Scaling factor to reduce over/under-flows
RealScalar scale = matrix.cwiseAbs().maxCoeff();
if(scale==RealScalar(0)) scale = RealScalar(1);
/*** step 1. The R-SVD step: we use a QR decomposition to reduce to the case of a square matrix */
if(!m_qr_precond_morecols.run(*this, matrix) && !m_qr_precond_morerows.run(*this, matrix))
if(m_rows!=m_cols)
{
m_workMatrix = matrix.block(0,0,m_diagSize,m_diagSize);
m_scaledMatrix = matrix / scale;
m_qr_precond_morecols.run(*this, m_scaledMatrix);
m_qr_precond_morerows.run(*this, m_scaledMatrix);
}
else
{
m_workMatrix = matrix.block(0,0,m_diagSize,m_diagSize) / scale;
if(m_computeFullU) m_matrixU.setIdentity(m_rows,m_rows);
if(m_computeThinU) m_matrixU.setIdentity(m_rows,m_diagSize);
if(m_computeFullV) m_matrixV.setIdentity(m_cols,m_cols);
if(m_computeThinV) m_matrixV.setIdentity(m_cols, m_diagSize);
}
// Scaling factor to reduce over/under-flows
RealScalar scale = m_workMatrix.cwiseAbs().maxCoeff();
if(scale==RealScalar(0)) scale = RealScalar(1);
m_workMatrix /= scale;
/*** step 2. The main Jacobi SVD iteration. ***/
bool finished = false;
@ -861,7 +875,8 @@ JacobiSVD<MatrixType, QRPreconditioner>::compute(const MatrixType& matrix, unsig
using std::max;
RealScalar threshold = (max)(considerAsZero, precision * (max)(abs(m_workMatrix.coeff(p,p)),
abs(m_workMatrix.coeff(q,q))));
if((max)(abs(m_workMatrix.coeff(p,q)),abs(m_workMatrix.coeff(q,p))) > threshold)
// We compare both values to threshold instead of calling max to be robust to NaN (See bug 791)
if(abs(m_workMatrix.coeff(p,q))>threshold || abs(m_workMatrix.coeff(q,p)) > threshold)
{
finished = false;

4
eigenlib/Eigen/src/SparseCore/AmbiVector.h
View File

@ -69,7 +69,7 @@ class AmbiVector
delete[] m_buffer;
if (size<1000)
{
Index allocSize = (size * sizeof(ListEl))/sizeof(Scalar);
Index allocSize = (size * sizeof(ListEl) + sizeof(Scalar) - 1)/sizeof(Scalar);
m_allocatedElements = (allocSize*sizeof(Scalar))/sizeof(ListEl);
m_buffer = new Scalar[allocSize];
}
@ -88,7 +88,7 @@ class AmbiVector
Index copyElements = m_allocatedElements;
m_allocatedElements = (std::min)(Index(m_allocatedElements*1.5),m_size);
Index allocSize = m_allocatedElements * sizeof(ListEl);
allocSize = allocSize/sizeof(Scalar) + (allocSize%sizeof(Scalar)>0?1:0);
allocSize = (allocSize + sizeof(Scalar) - 1)/sizeof(Scalar);
Scalar* newBuffer = new Scalar[allocSize];
memcpy(newBuffer, m_buffer, copyElements * sizeof(ListEl));
delete[] m_buffer;

136
eigenlib/Eigen/src/SparseCore/SparseBlock.h
View File

@ -58,6 +58,16 @@ public:
: m_matrix(xpr), m_outerStart(IsRowMajor ? startRow : startCol), m_outerSize(IsRowMajor ? blockRows : blockCols)
{}
inline const Scalar coeff(int row, int col) const
{
return m_matrix.coeff(row + IsRowMajor ? m_outerStart : 0, col +IsRowMajor ? 0 : m_outerStart);
}
inline const Scalar coeff(int index) const
{
return m_matrix.coeff(IsRowMajor ? m_outerStart : index, IsRowMajor ? index : m_outerStart);
}
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(); }
@ -68,6 +78,8 @@ public:
const internal::variable_if_dynamic<Index, OuterSize> m_outerSize;
EIGEN_INHERIT_ASSIGNMENT_OPERATORS(BlockImpl)
private:
Index nonZeros() const;
};
@ -82,6 +94,7 @@ class BlockImpl<SparseMatrix<_Scalar, _Options, _Index>,BlockRows,BlockCols,true
typedef SparseMatrix<_Scalar, _Options, _Index> SparseMatrixType;
typedef typename internal::remove_all<typename SparseMatrixType::Nested>::type _MatrixTypeNested;
typedef Block<SparseMatrixType, BlockRows, BlockCols, true> BlockType;
typedef Block<const SparseMatrixType, BlockRows, BlockCols, true> ConstBlockType;
public:
enum { IsRowMajor = internal::traits<BlockType>::IsRowMajor };
EIGEN_SPARSE_PUBLIC_INTERFACE(BlockType)
@ -224,6 +237,118 @@ public:
return Map<const Matrix<Index,OuterSize,1> >(m_matrix.innerNonZeroPtr()+m_outerStart, m_outerSize.value()).sum();
}
inline Scalar& coeffRef(int row, int col)
{
return m_matrix.const_cast_derived().coeffRef(row + (IsRowMajor ? m_outerStart : 0), col + (IsRowMajor ? 0 : m_outerStart));
}
inline const Scalar coeff(int row, int col) const
{
return m_matrix.coeff(row + (IsRowMajor ? m_outerStart : 0), col + (IsRowMajor ? 0 : m_outerStart));
}
inline const Scalar coeff(int index) const
{
return m_matrix.coeff(IsRowMajor ? m_outerStart : index, IsRowMajor ? index : m_outerStart);
}
const Scalar& lastCoeff() const
{
EIGEN_STATIC_ASSERT_VECTOR_ONLY(BlockImpl);
eigen_assert(nonZeros()>0);
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];
}
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:
typename SparseMatrixType::Nested m_matrix;
Index m_outerStart;
const internal::variable_if_dynamic<Index, OuterSize> m_outerSize;
};
template<typename _Scalar, int _Options, typename _Index, int BlockRows, int BlockCols>
class BlockImpl<const SparseMatrix<_Scalar, _Options, _Index>,BlockRows,BlockCols,true,Sparse>
: public SparseMatrixBase<Block<const SparseMatrix<_Scalar, _Options, _Index>,BlockRows,BlockCols,true> >
{
typedef SparseMatrix<_Scalar, _Options, _Index> SparseMatrixType;
typedef typename internal::remove_all<typename SparseMatrixType::Nested>::type _MatrixTypeNested;
typedef Block<const SparseMatrixType, BlockRows, BlockCols, true> BlockType;
public:
enum { IsRowMajor = internal::traits<BlockType>::IsRowMajor };
EIGEN_SPARSE_PUBLIC_INTERFACE(BlockType)
protected:
enum { OuterSize = IsRowMajor ? BlockRows : BlockCols };
public:
class InnerIterator: public SparseMatrixType::InnerIterator
{
public:
inline InnerIterator(const BlockType& xpr, Index outer)
: SparseMatrixType::InnerIterator(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;
};
class ReverseInnerIterator: public SparseMatrixType::ReverseInnerIterator
{
public:
inline ReverseInnerIterator(const BlockType& xpr, Index outer)
: SparseMatrixType::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 BlockImpl(const SparseMatrixType& xpr, int i)
: m_matrix(xpr), m_outerStart(i), m_outerSize(OuterSize)
{}
inline BlockImpl(const SparseMatrixType& xpr, int startRow, int startCol, int blockRows, int blockCols)
: m_matrix(xpr), m_outerStart(IsRowMajor ? startRow : startCol), m_outerSize(IsRowMajor ? blockRows : blockCols)
{}
inline const Scalar* valuePtr() const
{ return m_matrix.valuePtr() + m_matrix.outerIndexPtr()[m_outerStart]; }
inline const Index* innerIndexPtr() const
{ return m_matrix.innerIndexPtr() + m_matrix.outerIndexPtr()[m_outerStart]; }
inline const Index* outerIndexPtr() const
{ return m_matrix.outerIndexPtr() + m_outerStart; }
Index nonZeros() const
{
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,OuterSize,1> >(m_matrix.innerNonZeroPtr()+m_outerStart, m_outerSize.value()).sum();
}
inline const Scalar coeff(int row, int col) const
{
return m_matrix.coeff(row + (IsRowMajor ? m_outerStart : 0), col + (IsRowMajor ? 0 : m_outerStart));
}
inline const Scalar coeff(int index) const
{
return m_matrix.coeff(IsRowMajor ? m_outerStart : index, IsRowMajor ? index : m_outerStart);
}
const Scalar& lastCoeff() const
{
EIGEN_STATIC_ASSERT_VECTOR_ONLY(BlockImpl);
@ -265,7 +390,8 @@ const typename SparseMatrixBase<Derived>::ConstInnerVectorReturnType SparseMatri
* is col-major (resp. row-major).
*/
template<typename Derived>
Block<Derived,Dynamic,Dynamic,true> SparseMatrixBase<Derived>::innerVectors(Index outerStart, Index outerSize)
typename SparseMatrixBase<Derived>::InnerVectorsReturnType
SparseMatrixBase<Derived>::innerVectors(Index outerStart, Index outerSize)
{
return Block<Derived,Dynamic,Dynamic,true>(derived(),
IsRowMajor ? outerStart : 0, IsRowMajor ? 0 : outerStart,
@ -277,7 +403,8 @@ Block<Derived,Dynamic,Dynamic,true> SparseMatrixBase<Derived>::innerVectors(Inde
* is col-major (resp. row-major). Read-only.
*/
template<typename Derived>
const Block<const Derived,Dynamic,Dynamic,true> SparseMatrixBase<Derived>::innerVectors(Index outerStart, Index outerSize) const
const typename SparseMatrixBase<Derived>::ConstInnerVectorsReturnType
SparseMatrixBase<Derived>::innerVectors(Index outerStart, Index outerSize) const
{
return Block<const Derived,Dynamic,Dynamic,true>(derived(),
IsRowMajor ? outerStart : 0, IsRowMajor ? 0 : outerStart,
@ -304,8 +431,8 @@ public:
: m_matrix(xpr),
m_startRow( (BlockRows==1) && (BlockCols==XprType::ColsAtCompileTime) ? i : 0),
m_startCol( (BlockRows==XprType::RowsAtCompileTime) && (BlockCols==1) ? i : 0),
m_blockRows(xpr.rows()),
m_blockCols(xpr.cols())
m_blockRows(BlockRows==1 ? 1 : xpr.rows()),
m_blockCols(BlockCols==1 ? 1 : xpr.cols())
{}
/** Dynamic-size constructor
@ -407,3 +534,4 @@ public:
} // end namespace Eigen
#endif // EIGEN_SPARSE_BLOCK_H

11
eigenlib/Eigen/src/SparseCore/SparseDenseProduct.h
View File

@ -180,7 +180,7 @@ struct sparse_time_dense_product_impl<SparseLhsType,DenseRhsType,DenseResType, R
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;
res.coeffRef(j,c) += alpha * tmp;
}
}
}
@ -306,15 +306,6 @@ class DenseTimeSparseProduct
DenseTimeSparseProduct& operator=(const DenseTimeSparseProduct&);
};
// sparse * dense
template<typename Derived>
template<typename OtherDerived>
inline const typename SparseDenseProductReturnType<Derived,OtherDerived>::Type
SparseMatrixBase<Derived>::operator*(const MatrixBase<OtherDerived> &other) const
{
return typename SparseDenseProductReturnType<Derived,OtherDerived>::Type(derived(), other.derived());
}
} // end namespace Eigen
#endif // EIGEN_SPARSEDENSEPRODUCT_H

9
eigenlib/Eigen/src/SparseCore/SparseMatrixBase.h
View File

@ -358,7 +358,8 @@ template<typename Derived> class SparseMatrixBase : public EigenBase<Derived>
/** sparse * dense (returns a dense object unless it is an outer product) */
template<typename OtherDerived>
const typename SparseDenseProductReturnType<Derived,OtherDerived>::Type
operator*(const MatrixBase<OtherDerived> &other) const;
operator*(const MatrixBase<OtherDerived> &other) const
{ return typename SparseDenseProductReturnType<Derived,OtherDerived>::Type(derived(), other.derived()); }
/** \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
@ -403,8 +404,10 @@ template<typename Derived> class SparseMatrixBase : public EigenBase<Derived>
const ConstInnerVectorReturnType innerVector(Index outer) const;
// set of inner-vectors
Block<Derived,Dynamic,Dynamic,true> innerVectors(Index outerStart, Index outerSize);
const Block<const Derived,Dynamic,Dynamic,true> innerVectors(Index outerStart, Index outerSize) const;
typedef Block<Derived,Dynamic,Dynamic,true> InnerVectorsReturnType;
typedef Block<const Derived,Dynamic,Dynamic,true> ConstInnerVectorsReturnType;
InnerVectorsReturnType innerVectors(Index outerStart, Index outerSize);
const ConstInnerVectorsReturnType innerVectors(Index outerStart, Index outerSize) const;
/** \internal use operator= */
template<typename DenseDerived>

2
eigenlib/Eigen/src/SparseCore/SparsePermutation.h
View File

@ -61,7 +61,7 @@ struct permut_sparsematrix_product_retval
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();
sizes[((Side==OnTheLeft) ^ Transposed) ? jp : j] = m_matrix.innerVector(((Side==OnTheRight) ^ Transposed) ? jp : j).nonZeros();
}
tmp.reserve(sizes);
for(Index j=0; j<m_matrix.outerSize(); ++j)

2
eigenlib/Eigen/src/SparseCore/TriangularSolver.h
View File

@ -69,7 +69,7 @@ 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;
Scalar l_ii(0);
typename Lhs::InnerIterator it(lhs, i);
while(it && it.index()<i)
++it;

64
eigenlib/Eigen/src/SparseLU/SparseLU.h
View File

@ -266,10 +266,10 @@ class SparseLU : public internal::SparseLUImpl<typename _MatrixType::Scalar, typ
{
for (typename SCMatrix::InnerIterator it(m_Lstore, j); it; ++it)
{
if(it.row() < j) continue;
if(it.row() == j)
if(it.index() == j)
{
det *= (std::abs)(it.value());
using std::abs;
det *= abs(it.value());
break;
}
}
@ -296,7 +296,8 @@ class SparseLU : public internal::SparseLUImpl<typename _MatrixType::Scalar, typ
if(it.row() < j) continue;
if(it.row() == j)
{
det += (std::log)((std::abs)(it.value()));
using std::log; using std::abs;
det += log(abs(it.value()));
break;
}
}
@ -311,14 +312,57 @@ class SparseLU : public internal::SparseLUImpl<typename _MatrixType::Scalar, typ
Scalar signDeterminant()
{
eigen_assert(m_factorizationIsOk && "The matrix should be factorized first.");
return Scalar(m_detPermR);
// Initialize with the determinant of the row matrix
Index det = 1;
// Note that the diagonal blocks of U are stored in supernodes,
// which are available in the L part :)
for (Index j = 0; j < this->cols(); ++j)
{
for (typename SCMatrix::InnerIterator it(m_Lstore, j); it; ++it)
{
if(it.index() == j)
{
if(it.value()<0)
det = -det;
else if(it.value()==0)
return 0;
break;
}
}
}
return det * m_detPermR * m_detPermC;
}
/** \returns The determinant of the matrix.
*
* \sa absDeterminant(), logAbsDeterminant()
*/
Scalar determinant()
{
eigen_assert(m_factorizationIsOk && "The matrix should be factorized first.");
// Initialize with the determinant of the row matrix
Scalar det = Scalar(1.);
// Note that the diagonal blocks of U are stored in supernodes,
// which are available in the L part :)
for (Index j = 0; j < this->cols(); ++j)
{
for (typename SCMatrix::InnerIterator it(m_Lstore, j); it; ++it)
{
if(it.index() == j)
{
det *= it.value();
break;
}
}
}
return det * Scalar(m_detPermR * m_detPermC);
}
protected:
// Functions
void initperfvalues()
{
m_perfv.panel_size = 1;
m_perfv.panel_size = 16;
m_perfv.relax = 1;
m_perfv.maxsuper = 128;
m_perfv.rowblk = 16;
@ -347,7 +391,7 @@ class SparseLU : public internal::SparseLUImpl<typename _MatrixType::Scalar, typ
internal::perfvalues<Index> m_perfv;
RealScalar m_diagpivotthresh; // Specifies the threshold used for a diagonal entry to be an acceptable pivot
Index m_nnzL, m_nnzU; // Nonzeros in L and U factors
Index m_detPermR; // Determinant of the coefficient matrix
Index m_detPermR, m_detPermC; // Determinants of the permutation matrices
private:
// Disable copy constructor
SparseLU (const SparseLU& );
@ -623,7 +667,8 @@ void SparseLU<MatrixType, OrderingType>::factorize(const MatrixType& matrix)
}
// Update the determinant of the row permutation matrix
if (pivrow != jj) m_detPermR *= -1;
// FIXME: the following test is not correct, we should probably take iperm_c into account and pivrow is not directly the row pivot.
if (pivrow != jj) m_detPermR = -m_detPermR;
// Prune columns (0:jj-1) using column jj
Base::pruneL(jj, m_perm_r.indices(), pivrow, nseg, segrep, repfnz_k, xprune, m_glu);
@ -638,6 +683,9 @@ void SparseLU<MatrixType, OrderingType>::factorize(const MatrixType& matrix)
jcol += panel_size; // Move to the next panel
} // end for -- end elimination
m_detPermR = m_perm_r.determinant();
m_detPermC = m_perm_c.determinant();
// Count the number of nonzeros in factors
Base::countnz(n, m_nnzL, m_nnzU, m_glu);
// Apply permutation to the L subscripts

4
eigenlib/Eigen/src/SparseLU/SparseLU_SupernodalMatrix.h
View File

@ -189,8 +189,8 @@ class MappedSuperNodalMatrix<Scalar,Index>::InnerIterator
m_idval(mat.colIndexPtr()[outer]),
m_startidval(m_idval),
m_endidval(mat.colIndexPtr()[outer+1]),
m_idrow(mat.rowIndexPtr()[outer]),
m_endidrow(mat.rowIndexPtr()[outer+1])
m_idrow(mat.rowIndexPtr()[mat.supToCol()[mat.colToSup()[outer]]]),
m_endidrow(mat.rowIndexPtr()[mat.supToCol()[mat.colToSup()[outer]]+1])
{}
inline InnerIterator& operator++()
{

6
eigenlib/Eigen/src/SparseLU/SparseLU_pivotL.h
View File

@ -77,7 +77,8 @@ Index SparseLUImpl<Scalar,Index>::pivotL(const Index jcol, const RealScalar& dia
RealScalar rtemp;
Index isub, icol, itemp, k;
for (isub = nsupc; isub < nsupr; ++isub) {
rtemp = std::abs(lu_col_ptr[isub]);
using std::abs;
rtemp = abs(lu_col_ptr[isub]);
if (rtemp > pivmax) {
pivmax = rtemp;
pivptr = isub;
@ -101,7 +102,8 @@ Index SparseLUImpl<Scalar,Index>::pivotL(const Index jcol, const RealScalar& dia
if (diag >= 0 )
{
// Diagonal element exists
rtemp = std::abs(lu_col_ptr[diag]);
using std::abs;
rtemp = abs(lu_col_ptr[diag]);
if (rtemp != 0.0 && rtemp >= thresh) pivptr = diag;
}
pivrow = lsub_ptr[pivptr];

49
eigenlib/Eigen/src/SparseQR/SparseQR.h
View File

@ -75,7 +75,7 @@ class SparseQR
typedef Matrix<Scalar, Dynamic, 1> ScalarVector;
typedef PermutationMatrix<Dynamic, Dynamic, Index> PermutationType;
public:
SparseQR () : m_isInitialized(false), m_analysisIsok(false), m_lastError(""), m_useDefaultThreshold(true),m_isQSorted(false)
SparseQR () : m_isInitialized(false), m_analysisIsok(false), m_lastError(""), m_useDefaultThreshold(true),m_isQSorted(false),m_isEtreeOk(false)
{ }
/** Construct a QR factorization of the matrix \a mat.
@ -84,7 +84,7 @@ class SparseQR
*
* \sa compute()
*/
SparseQR(const MatrixType& mat) : m_isInitialized(false), m_analysisIsok(false), m_lastError(""), m_useDefaultThreshold(true),m_isQSorted(false)
SparseQR(const MatrixType& mat) : m_isInitialized(false), m_analysisIsok(false), m_lastError(""), m_useDefaultThreshold(true),m_isQSorted(false),m_isEtreeOk(false)
{
compute(mat);
}
@ -262,6 +262,7 @@ class SparseQR
IndexVector m_etree; // Column elimination tree
IndexVector m_firstRowElt; // First element in each row
bool m_isQSorted; // whether Q is sorted or not
bool m_isEtreeOk; // whether the elimination tree match the initial input matrix
template <typename, typename > friend struct SparseQR_QProduct;
template <typename > friend struct SparseQRMatrixQReturnType;
@ -281,9 +282,11 @@ template <typename MatrixType, typename OrderingType>
void SparseQR<MatrixType,OrderingType>::analyzePattern(const MatrixType& mat)
{
eigen_assert(mat.isCompressed() && "SparseQR requires a sparse matrix in compressed mode. Call .makeCompressed() before passing it to SparseQR");
// Copy to a column major matrix if the input is rowmajor
typename internal::conditional<MatrixType::IsRowMajor,QRMatrixType,const MatrixType&>::type matCpy(mat);
// Compute the column fill reducing ordering
OrderingType ord;
ord(mat, m_perm_c);
ord(matCpy, m_perm_c);
Index n = mat.cols();
Index m = mat.rows();
Index diagSize = (std::min)(m,n);
@ -296,7 +299,8 @@ void SparseQR<MatrixType,OrderingType>::analyzePattern(const MatrixType& mat)
// Compute the column elimination tree of the permuted matrix
m_outputPerm_c = m_perm_c.inverse();
internal::coletree(mat, m_etree, m_firstRowElt, m_outputPerm_c.indices().data());
internal::coletree(matCpy, m_etree, m_firstRowElt, m_outputPerm_c.indices().data());
m_isEtreeOk = true;
m_R.resize(m, n);
m_Q.resize(m, diagSize);
@ -331,14 +335,37 @@ void SparseQR<MatrixType,OrderingType>::factorize(const MatrixType& mat)
ScalarVector tval(m); // The dense vector used to compute the current column
RealScalar pivotThreshold = m_threshold;
m_R.setZero();
m_Q.setZero();
m_pmat = mat;
if(!m_isEtreeOk)
{
m_outputPerm_c = m_perm_c.inverse();
internal::coletree(m_pmat, m_etree, m_firstRowElt, m_outputPerm_c.indices().data());
m_isEtreeOk = true;
}
m_pmat.uncompress(); // To have the innerNonZeroPtr allocated
// Apply the fill-in reducing permutation lazily:
{
// If the input is row major, copy the original column indices,
// otherwise directly use the input matrix
//
IndexVector originalOuterIndicesCpy;
const Index *originalOuterIndices = mat.outerIndexPtr();
if(MatrixType::IsRowMajor)
{
originalOuterIndicesCpy = IndexVector::Map(m_pmat.outerIndexPtr(),n+1);
originalOuterIndices = originalOuterIndicesCpy.data();
}
for (int i = 0; i < n; i++)
{
Index p = m_perm_c.size() ? m_perm_c.indices()(i) : i;
m_pmat.outerIndexPtr()[p] = mat.outerIndexPtr()[i];
m_pmat.innerNonZeroPtr()[p] = mat.outerIndexPtr()[i+1] - mat.outerIndexPtr()[i];
m_pmat.outerIndexPtr()[p] = originalOuterIndices[i];
m_pmat.innerNonZeroPtr()[p] = originalOuterIndices[i+1] - originalOuterIndices[i];
}
}
/* Compute the default threshold as in MatLab, see:
@ -349,6 +376,8 @@ void SparseQR<MatrixType,OrderingType>::factorize(const MatrixType& mat)
{
RealScalar max2Norm = 0.0;
for (int j = 0; j < n; j++) max2Norm = (max)(max2Norm, m_pmat.col(j).norm());
if(max2Norm==RealScalar(0))
max2Norm = RealScalar(1);
pivotThreshold = 20 * (m + n) * max2Norm * NumTraits<RealScalar>::epsilon();
}
@ -373,7 +402,7 @@ void SparseQR<MatrixType,OrderingType>::factorize(const MatrixType& mat)
// all the nodes (with indexes lower than rank) reachable through the column elimination tree (etree) rooted at node k.
// Note: if the diagonal entry does not exist, then its contribution must be explicitly added,
// thus the trick with found_diag that permits to do one more iteration on the diagonal element if this one has not been found.
for (typename MatrixType::InnerIterator itp(m_pmat, col); itp || !found_diag; ++itp)
for (typename QRMatrixType::InnerIterator itp(m_pmat, col); itp || !found_diag; ++itp)
{
Index curIdx = nonzeroCol;
if(itp) curIdx = itp.row();
@ -447,7 +476,7 @@ void SparseQR<MatrixType,OrderingType>::factorize(const MatrixType& mat)
}
} // End update current column
Scalar tau;
Scalar tau = 0;
RealScalar beta = 0;
if(nonzeroCol < diagSize)
@ -461,7 +490,6 @@ void SparseQR<MatrixType,OrderingType>::factorize(const MatrixType& mat)
for (Index itq = 1; itq < nzcolQ; ++itq) sqrNorm += numext::abs2(tval(Qidx(itq)));
if(sqrNorm == RealScalar(0) && numext::imag(c0) == RealScalar(0))
{
tau = RealScalar(0);
beta = numext::real(c0);
tval(Qidx(0)) = 1;
}
@ -514,6 +542,7 @@ void SparseQR<MatrixType,OrderingType>::factorize(const MatrixType& mat)
// Recompute the column elimination tree
internal::coletree(m_pmat, m_etree, m_firstRowElt, m_pivotperm.indices().data());
m_isEtreeOk = false;
}
}
@ -531,7 +560,7 @@ void SparseQR<MatrixType,OrderingType>::factorize(const MatrixType& mat)
if(nonzeroCol<n)
{
// Permute the triangular factor to put the 'dead' columns to the end
MatrixType tempR(m_R);
QRMatrixType tempR(m_R);
m_R = tempR * m_pivotperm;
// Update the column permutation

96
eigenlib/Eigen/src/UmfPackSupport/UmfPackSupport.h
View File

@ -107,6 +107,16 @@ inline int umfpack_get_determinant(std::complex<double> *Mx, double *Ex, void *N
return umfpack_zi_get_determinant(&mx_real,0,Ex,NumericHandle,User_Info);
}
namespace internal {
template<typename T> struct umfpack_helper_is_sparse_plain : false_type {};
template<typename Scalar, int Options, typename StorageIndex>
struct umfpack_helper_is_sparse_plain<SparseMatrix<Scalar,Options,StorageIndex> >
: true_type {};
template<typename Scalar, int Options, typename StorageIndex>
struct umfpack_helper_is_sparse_plain<MappedSparseMatrix<Scalar,Options,StorageIndex> >
: true_type {};
}
/** \ingroup UmfPackSupport_Module
* \brief A sparse LU factorization and solver based on UmfPack
*
@ -192,10 +202,14 @@ class UmfPackLU : internal::noncopyable
* Note that the matrix should be column-major, and in compressed format for best performance.
* \sa SparseMatrix::makeCompressed().
*/
void compute(const MatrixType& matrix)
template<typename InputMatrixType>
void compute(const InputMatrixType& matrix)
{
analyzePattern(matrix);
factorize(matrix);
if(m_symbolic) umfpack_free_symbolic(&m_symbolic,Scalar());
if(m_numeric) umfpack_free_numeric(&m_numeric,Scalar());
grapInput(matrix.derived());
analyzePattern_impl();
factorize_impl();
}
/** \returns the solution x of \f$ A x = b \f$ using the current decomposition of A.
@ -230,23 +244,15 @@ class UmfPackLU : internal::noncopyable
*
* \sa factorize(), compute()
*/
void analyzePattern(const MatrixType& matrix)
template<typename InputMatrixType>
void analyzePattern(const InputMatrixType& matrix)
{
if(m_symbolic)
umfpack_free_symbolic(&m_symbolic,Scalar());
if(m_numeric)
umfpack_free_numeric(&m_numeric,Scalar());
if(m_symbolic) umfpack_free_symbolic(&m_symbolic,Scalar());
if(m_numeric) umfpack_free_numeric(&m_numeric,Scalar());
grapInput(matrix);
grapInput(matrix.derived());
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;
analyzePattern_impl();
}
/** Performs a numeric decomposition of \a matrix
@ -255,20 +261,16 @@ class UmfPackLU : internal::noncopyable
*
* \sa analyzePattern(), compute()
*/
void factorize(const MatrixType& matrix)
template<typename InputMatrixType>
void factorize(const InputMatrixType& matrix)
{
eigen_assert(m_analysisIsOk && "UmfPackLU: you must first call analyzePattern()");
if(m_numeric)
umfpack_free_numeric(&m_numeric,Scalar());
grapInput(matrix);
grapInput(matrix.derived());
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;
factorize_impl();
}
#ifndef EIGEN_PARSED_BY_DOXYGEN
@ -283,7 +285,6 @@ class UmfPackLU : internal::noncopyable
protected:
void init()
{
m_info = InvalidInput;
@ -293,9 +294,11 @@ class UmfPackLU : internal::noncopyable
m_outerIndexPtr = 0;
m_innerIndexPtr = 0;
m_valuePtr = 0;
m_extractedDataAreDirty = true;
}
void grapInput(const MatrixType& mat)
template<typename InputMatrixType>
void grapInput_impl(const InputMatrixType& mat, internal::true_type)
{
m_copyMatrix.resize(mat.rows(), mat.cols());
if( ((MatrixType::Flags&RowMajorBit)==RowMajorBit) || sizeof(typename MatrixType::Index)!=sizeof(int) || !mat.isCompressed() )
@ -314,6 +317,45 @@ class UmfPackLU : internal::noncopyable
}
}
template<typename InputMatrixType>
void grapInput_impl(const InputMatrixType& mat, internal::false_type)
{
m_copyMatrix = mat;
m_outerIndexPtr = m_copyMatrix.outerIndexPtr();
m_innerIndexPtr = m_copyMatrix.innerIndexPtr();
m_valuePtr = m_copyMatrix.valuePtr();
}
template<typename InputMatrixType>
void grapInput(const InputMatrixType& mat)
{
grapInput_impl(mat, internal::umfpack_helper_is_sparse_plain<InputMatrixType>());
}
void analyzePattern_impl()
{
int errorCode = 0;
errorCode = umfpack_symbolic(m_copyMatrix.rows(), m_copyMatrix.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;
m_extractedDataAreDirty = true;
}
void factorize_impl()
{
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;
m_extractedDataAreDirty = true;
}
// cached data to reduce reallocation, etc.
mutable LUMatrixType m_l;
mutable LUMatrixType m_u;

54
eigenlib/Eigen/src/plugins/ArrayCwiseBinaryOps.h
View File

@ -70,6 +70,43 @@ max
return (max)(Derived::PlainObject::Constant(rows(), cols(), other));
}
#define EIGEN_MAKE_CWISE_COMP_OP(OP, COMPARATOR) \
template<typename OtherDerived> \
EIGEN_STRONG_INLINE const CwiseBinaryOp<internal::scalar_cmp_op<Scalar, internal::cmp_ ## COMPARATOR>, const Derived, const OtherDerived> \
OP(const EIGEN_CURRENT_STORAGE_BASE_CLASS<OtherDerived> &other) const \
{ \
return CwiseBinaryOp<internal::scalar_cmp_op<Scalar, internal::cmp_ ## COMPARATOR>, const Derived, const OtherDerived>(derived(), other.derived()); \
}\
typedef CwiseBinaryOp<internal::scalar_cmp_op<Scalar, internal::cmp_ ## COMPARATOR>, const Derived, const CwiseNullaryOp<internal::scalar_constant_op<Scalar>, PlainObject> > Cmp ## COMPARATOR ## ReturnType; \
typedef CwiseBinaryOp<internal::scalar_cmp_op<Scalar, internal::cmp_ ## COMPARATOR>, const CwiseNullaryOp<internal::scalar_constant_op<Scalar>, PlainObject>, const Derived > RCmp ## COMPARATOR ## ReturnType; \
EIGEN_STRONG_INLINE const Cmp ## COMPARATOR ## ReturnType \
OP(const Scalar& s) const { \
return this->OP(Derived::PlainObject::Constant(rows(), cols(), s)); \
} \
friend EIGEN_STRONG_INLINE const RCmp ## COMPARATOR ## ReturnType \
OP(const Scalar& s, const Derived& d) { \
return Derived::PlainObject::Constant(d.rows(), d.cols(), s).OP(d); \
}
#define EIGEN_MAKE_CWISE_COMP_R_OP(OP, R_OP, RCOMPARATOR) \
template<typename OtherDerived> \
EIGEN_STRONG_INLINE const CwiseBinaryOp<internal::scalar_cmp_op<Scalar, internal::cmp_##RCOMPARATOR>, const OtherDerived, const Derived> \
OP(const EIGEN_CURRENT_STORAGE_BASE_CLASS<OtherDerived> &other) const \
{ \
return CwiseBinaryOp<internal::scalar_cmp_op<Scalar, internal::cmp_##RCOMPARATOR>, const OtherDerived, const Derived>(other.derived(), derived()); \
} \
\
inline const RCmp ## RCOMPARATOR ## ReturnType \
OP(const Scalar& s) const { \
return Derived::PlainObject::Constant(rows(), cols(), s).R_OP(*this); \
} \
friend inline const Cmp ## RCOMPARATOR ## ReturnType \
OP(const Scalar& s, const Derived& d) { \
return d.R_OP(Derived::PlainObject::Constant(d.rows(), d.cols(), s)); \
}
/** \returns an expression of the coefficient-wise \< operator of *this and \a other
*
* Example: \include Cwise_less.cpp
@ -77,7 +114,7 @@ max
*
* \sa all(), any(), operator>(), operator<=()
*/
EIGEN_MAKE_CWISE_BINARY_OP(operator<,std::less)
EIGEN_MAKE_CWISE_COMP_OP(operator<, LT)
/** \returns an expression of the coefficient-wise \<= operator of *this and \a other
*
@ -86,7 +123,7 @@ EIGEN_MAKE_CWISE_BINARY_OP(operator<,std::less)
*
* \sa all(), any(), operator>=(), operator<()
*/
EIGEN_MAKE_CWISE_BINARY_OP(operator<=,std::less_equal)
EIGEN_MAKE_CWISE_COMP_OP(operator<=, LE)
/** \returns an expression of the coefficient-wise \> operator of *this and \a other
*
@ -95,7 +132,7 @@ EIGEN_MAKE_CWISE_BINARY_OP(operator<=,std::less_equal)
*
* \sa all(), any(), operator>=(), operator<()
*/
EIGEN_MAKE_CWISE_BINARY_OP(operator>,std::greater)
EIGEN_MAKE_CWISE_COMP_R_OP(operator>, operator<, LT)
/** \returns an expression of the coefficient-wise \>= operator of *this and \a other
*
@ -104,7 +141,7 @@ EIGEN_MAKE_CWISE_BINARY_OP(operator>,std::greater)
*
* \sa all(), any(), operator>(), operator<=()
*/
EIGEN_MAKE_CWISE_BINARY_OP(operator>=,std::greater_equal)
EIGEN_MAKE_CWISE_COMP_R_OP(operator>=, operator<=, LE)
/** \returns an expression of the coefficient-wise == operator of *this and \a other
*
@ -118,7 +155,7 @@ EIGEN_MAKE_CWISE_BINARY_OP(operator>=,std::greater_equal)
*
* \sa all(), any(), isApprox(), isMuchSmallerThan()
*/
EIGEN_MAKE_CWISE_BINARY_OP(operator==,std::equal_to)
EIGEN_MAKE_CWISE_COMP_OP(operator==, EQ)
/** \returns an expression of the coefficient-wise != operator of *this and \a other
*
@ -132,7 +169,10 @@ EIGEN_MAKE_CWISE_BINARY_OP(operator==,std::equal_to)
*
* \sa all(), any(), isApprox(), isMuchSmallerThan()
*/
EIGEN_MAKE_CWISE_BINARY_OP(operator!=,std::not_equal_to)
EIGEN_MAKE_CWISE_COMP_OP(operator!=, NEQ)
#undef EIGEN_MAKE_CWISE_COMP_OP
#undef EIGEN_MAKE_CWISE_COMP_R_OP
// scalar addition
@ -209,3 +249,5 @@ operator||(const EIGEN_CURRENT_STORAGE_BASE_CLASS<OtherDerived> &other) const
THIS_METHOD_IS_ONLY_FOR_EXPRESSIONS_OF_BOOL);
return CwiseBinaryOp<internal::scalar_boolean_or_op, const Derived, const OtherDerived>(derived(),other.derived());
}

16
eigenlib/Eigen/src/plugins/ArrayCwiseUnaryOps.h
View File

@ -185,19 +185,3 @@ cube() const
{
return derived();
}
#define EIGEN_MAKE_SCALAR_CWISE_UNARY_OP(METHOD_NAME,FUNCTOR) \
inline const CwiseUnaryOp<std::binder2nd<FUNCTOR<Scalar> >, const Derived> \
METHOD_NAME(const Scalar& s) const { \
return CwiseUnaryOp<std::binder2nd<FUNCTOR<Scalar> >, const Derived> \
(derived(), std::bind2nd(FUNCTOR<Scalar>(), s)); \
}
EIGEN_MAKE_SCALAR_CWISE_UNARY_OP(operator==, std::equal_to)
EIGEN_MAKE_SCALAR_CWISE_UNARY_OP(operator!=, std::not_equal_to)
EIGEN_MAKE_SCALAR_CWISE_UNARY_OP(operator<, std::less)
EIGEN_MAKE_SCALAR_CWISE_UNARY_OP(operator<=, std::less_equal)
EIGEN_MAKE_SCALAR_CWISE_UNARY_OP(operator>, std::greater)
EIGEN_MAKE_SCALAR_CWISE_UNARY_OP(operator>=, std::greater_equal)

17
eigenlib/Eigen/src/plugins/MatrixCwiseBinaryOps.h
View File

@ -124,3 +124,20 @@ cwiseQuotient(const EIGEN_CURRENT_STORAGE_BASE_CLASS<OtherDerived> &other) const
{
return CwiseBinaryOp<internal::scalar_quotient_op<Scalar>, const Derived, const OtherDerived>(derived(), other.derived());
}
typedef CwiseBinaryOp<internal::scalar_cmp_op<Scalar,internal::cmp_EQ>, const Derived, const ConstantReturnType> CwiseScalarEqualReturnType;
/** \returns an expression of the coefficient-wise == operator of \c *this and a scalar \a s
*
* \warning this performs an exact comparison, which is generally a bad idea with floating-point types.
* In order to check for equality between two vectors or matrices with floating-point coefficients, it is
* generally a far better idea to use a fuzzy comparison as provided by isApprox() and
* isMuchSmallerThan().
*
* \sa cwiseEqual(const MatrixBase<OtherDerived> &) const
*/
inline const CwiseScalarEqualReturnType
cwiseEqual(const Scalar& s) const
{
return CwiseScalarEqualReturnType(derived(), Derived::Constant(rows(), cols(), s), internal::scalar_cmp_op<Scalar,internal::cmp_EQ>());
}

15
eigenlib/Eigen/src/plugins/MatrixCwiseUnaryOps.h
View File

@ -50,18 +50,3 @@ cwiseSqrt() const { return derived(); }
inline const CwiseUnaryOp<internal::scalar_inverse_op<Scalar>, const Derived>
cwiseInverse() const { return derived(); }
/** \returns an expression of the coefficient-wise == operator of \c *this and a scalar \a s
*
* \warning this performs an exact comparison, which is generally a bad idea with floating-point types.
* In order to check for equality between two vectors or matrices with floating-point coefficients, it is
* generally a far better idea to use a fuzzy comparison as provided by isApprox() and
* isMuchSmallerThan().
*
* \sa cwiseEqual(const MatrixBase<OtherDerived> &) const
*/
inline const CwiseUnaryOp<std::binder1st<std::equal_to<Scalar> >, const Derived>
cwiseEqual(const Scalar& s) const
{
return CwiseUnaryOp<std::binder1st<std::equal_to<Scalar> >,const Derived>
(derived(), std::bind1st(std::equal_to<Scalar>(), s));
}

1
eigenlib/howto.txt
View File

@ -1,6 +1,7 @@
Current Eigen Version 3.1.2 (05.11.2012)
Current Eigen Version 3.2.1 (26.02.2014) updated on 14/05/2014
Current Eigen Version 3.2.2 (04.08.2014) updated on 21/10/2014
Current Eigen Version 3.2.5 (16.06.2015) updated on 24/09/2015
To update the lib:
- download Eigen

6
eigenlib/unsupported/Eigen/CMakeLists.txt
View File

@ -1,6 +1,6 @@
set(Eigen_HEADERS AdolcForward BVH IterativeSolvers MatrixFunctions MoreVectorization AutoDiff AlignedVector3 Polynomials
FFT NonLinearOptimization SparseExtra IterativeSolvers
NumericalDiff Skyline MPRealSupport OpenGLSupport KroneckerProduct Splines LevenbergMarquardt
set(Eigen_HEADERS AdolcForward AlignedVector3 ArpackSupport AutoDiff BVH FFT IterativeSolvers KroneckerProduct LevenbergMarquardt
MatrixFunctions MoreVectorization MPRealSupport NonLinearOptimization NumericalDiff OpenGLSupport Polynomials
Skyline SparseExtra Splines
)
install(FILES

34
eigenlib/unsupported/Eigen/OpenGLSupport
View File

@ -178,11 +178,11 @@ template<typename Scalar> void glLoadMatrix(const Transform<Scalar,3,Affine>& t)
template<typename Scalar> void glLoadMatrix(const Transform<Scalar,3,Projective>& t) { glLoadMatrix(t.matrix()); }
template<typename Scalar> void glLoadMatrix(const Transform<Scalar,3,AffineCompact>& t) { glLoadMatrix(Transform<Scalar,3,Affine>(t).matrix()); }
static void glRotate(const Rotation2D<float>& rot)
inline void glRotate(const Rotation2D<float>& rot)
{
glRotatef(rot.angle()*180.f/float(M_PI), 0.f, 0.f, 1.f);
}
static void glRotate(const Rotation2D<double>& rot)
inline void glRotate(const Rotation2D<double>& rot)
{
glRotated(rot.angle()*180.0/M_PI, 0.0, 0.0, 1.0);
}
@ -246,18 +246,18 @@ EIGEN_GL_FUNC1_SPECIALIZATION_MAT(glGet,GLenum,_,double, 4,4,Doublev)
#ifdef GL_VERSION_2_0
static void glUniform2fv_ei (GLint loc, const float* v) { glUniform2fv(loc,1,v); }
static void glUniform2iv_ei (GLint loc, const int* v) { glUniform2iv(loc,1,v); }
inline void glUniform2fv_ei (GLint loc, const float* v) { glUniform2fv(loc,1,v); }
inline void glUniform2iv_ei (GLint loc, const int* v) { glUniform2iv(loc,1,v); }
static void glUniform3fv_ei (GLint loc, const float* v) { glUniform3fv(loc,1,v); }
static void glUniform3iv_ei (GLint loc, const int* v) { glUniform3iv(loc,1,v); }
inline void glUniform3fv_ei (GLint loc, const float* v) { glUniform3fv(loc,1,v); }
inline void glUniform3iv_ei (GLint loc, const int* v) { glUniform3iv(loc,1,v); }
static void glUniform4fv_ei (GLint loc, const float* v) { glUniform4fv(loc,1,v); }
static void glUniform4iv_ei (GLint loc, const int* v) { glUniform4iv(loc,1,v); }
inline void glUniform4fv_ei (GLint loc, const float* v) { glUniform4fv(loc,1,v); }
inline void glUniform4iv_ei (GLint loc, const int* v) { glUniform4iv(loc,1,v); }
static void glUniformMatrix2fv_ei (GLint loc, const float* v) { glUniformMatrix2fv(loc,1,false,v); }
static void glUniformMatrix3fv_ei (GLint loc, const float* v) { glUniformMatrix3fv(loc,1,false,v); }
static void glUniformMatrix4fv_ei (GLint loc, const float* v) { glUniformMatrix4fv(loc,1,false,v); }
inline void glUniformMatrix2fv_ei (GLint loc, const float* v) { glUniformMatrix2fv(loc,1,false,v); }
inline void glUniformMatrix3fv_ei (GLint loc, const float* v) { glUniformMatrix3fv(loc,1,false,v); }
inline void glUniformMatrix4fv_ei (GLint loc, const float* v) { glUniformMatrix4fv(loc,1,false,v); }
EIGEN_GL_FUNC1_DECLARATION (glUniform,GLint,const)
@ -294,9 +294,9 @@ EIGEN_GL_FUNC1_SPECIALIZATION_MAT(glUniform,GLint,const,float, 4,3,Matrix
#ifdef GL_VERSION_3_0
static void glUniform2uiv_ei (GLint loc, const unsigned int* v) { glUniform2uiv(loc,1,v); }
static void glUniform3uiv_ei (GLint loc, const unsigned int* v) { glUniform3uiv(loc,1,v); }
static void glUniform4uiv_ei (GLint loc, const unsigned int* v) { glUniform4uiv(loc,1,v); }
inline void glUniform2uiv_ei (GLint loc, const unsigned int* v) { glUniform2uiv(loc,1,v); }
inline void glUniform3uiv_ei (GLint loc, const unsigned int* v) { glUniform3uiv(loc,1,v); }
inline void glUniform4uiv_ei (GLint loc, const unsigned int* v) { glUniform4uiv(loc,1,v); }
EIGEN_GL_FUNC1_SPECIALIZATION_VEC(glUniform,GLint,const,unsigned int, 2,2uiv_ei)
EIGEN_GL_FUNC1_SPECIALIZATION_VEC(glUniform,GLint,const,unsigned int, 3,3uiv_ei)
@ -305,9 +305,9 @@ EIGEN_GL_FUNC1_SPECIALIZATION_VEC(glUniform,GLint,const,unsigned int, 4,4uiv_ei)
#endif
#ifdef GL_ARB_gpu_shader_fp64
static void glUniform2dv_ei (GLint loc, const double* v) { glUniform2dv(loc,1,v); }
static void glUniform3dv_ei (GLint loc, const double* v) { glUniform3dv(loc,1,v); }
static void glUniform4dv_ei (GLint loc, const double* v) { glUniform4dv(loc,1,v); }
inline void glUniform2dv_ei (GLint loc, const double* v) { glUniform2dv(loc,1,v); }
inline void glUniform3dv_ei (GLint loc, const double* v) { glUniform3dv(loc,1,v); }
inline void glUniform4dv_ei (GLint loc, const double* v) { glUniform4dv(loc,1,v); }
EIGEN_GL_FUNC1_SPECIALIZATION_VEC(glUniform,GLint,const,double, 2,2dv_ei)
EIGEN_GL_FUNC1_SPECIALIZATION_VEC(glUniform,GLint,const,double, 3,3dv_ei)

3
eigenlib/unsupported/Eigen/src/CMakeLists.txt
View File

@ -2,6 +2,8 @@ ADD_SUBDIRECTORY(AutoDiff)
ADD_SUBDIRECTORY(BVH)
ADD_SUBDIRECTORY(FFT)
ADD_SUBDIRECTORY(IterativeSolvers)
ADD_SUBDIRECTORY(KroneckerProduct)
ADD_SUBDIRECTORY(LevenbergMarquardt)
ADD_SUBDIRECTORY(MatrixFunctions)
ADD_SUBDIRECTORY(MoreVectorization)
ADD_SUBDIRECTORY(NonLinearOptimization)
@ -9,5 +11,4 @@ ADD_SUBDIRECTORY(NumericalDiff)
ADD_SUBDIRECTORY(Polynomials)
ADD_SUBDIRECTORY(Skyline)
ADD_SUBDIRECTORY(SparseExtra)
ADD_SUBDIRECTORY(KroneckerProduct)
ADD_SUBDIRECTORY(Splines)

15
eigenlib/unsupported/Eigen/src/IterativeSolvers/GMRES.h
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@ -246,20 +246,7 @@ struct traits<GMRES<_MatrixType,_Preconditioner> >
* \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.
* One can control the start using the solveWithGuess() method.
*
* \sa class SimplicialCholesky, DiagonalPreconditioner, IdentityPreconditioner
*/

70
eigenlib/unsupported/Eigen/src/IterativeSolvers/MINRES.h
View File

@ -37,22 +37,31 @@ namespace Eigen {
typedef typename Dest::Scalar Scalar;
typedef Matrix<Scalar,Dynamic,1> VectorType;
// Check for zero rhs
const RealScalar rhsNorm2(rhs.squaredNorm());
if(rhsNorm2 == 0)
{
x.setZero();
iters = 0;
tol_error = 0;
return;
}
// initialize
const int maxIters(iters); // initialize maxIters to iters
const int N(mat.cols()); // the size of the matrix
const RealScalar rhsNorm2(rhs.squaredNorm());
const RealScalar threshold2(tol_error*tol_error*rhsNorm2); // convergence threshold (compared to residualNorm2)
// Initialize preconditioned Lanczos
// VectorType v_old(N); // will be initialized inside loop
VectorType v_old(N); // will be initialized inside loop
VectorType v( VectorType::Zero(N) ); //initialize v
VectorType v_new(rhs-mat*x); //initialize v_new
RealScalar residualNorm2(v_new.squaredNorm());
// VectorType w(N); // will be initialized inside loop
VectorType w(N); // will be initialized inside loop
VectorType w_new(precond.solve(v_new)); // initialize w_new
// RealScalar beta; // will be initialized inside loop
RealScalar beta_new2(v_new.dot(w_new));
eigen_assert(beta_new2 >= 0 && "PRECONDITIONER IS NOT POSITIVE DEFINITE");
eigen_assert(beta_new2 >= 0.0 && "PRECONDITIONER IS NOT POSITIVE DEFINITE");
RealScalar beta_new(sqrt(beta_new2));
const RealScalar beta_one(beta_new);
v_new /= beta_new;
@ -62,14 +71,14 @@ namespace Eigen {
RealScalar c_old(1.0);
RealScalar s(0.0); // the sine of the Givens rotation
RealScalar s_old(0.0); // the sine of the Givens rotation
// VectorType p_oold(N); // will be initialized in loop
VectorType p_oold(N); // will be initialized in loop
VectorType p_old(VectorType::Zero(N)); // initialize p_old=0
VectorType p(p_old); // initialize p=0
RealScalar eta(1.0);
iters = 0; // reset iters
while ( iters < maxIters ){
while ( iters < maxIters )
{
// Preconditioned Lanczos
/* Note that there are 4 variants on the Lanczos algorithm. These are
* described in Paige, C. C. (1972). Computational variants of
@ -81,17 +90,17 @@ namespace Eigen {
* A. Greenbaum, Iterative Methods for Solving Linear Systems, SIAM (1987).
*/
const RealScalar beta(beta_new);
// v_old = v; // update: at first time step, this makes v_old = 0 so value of beta doesn't matter
const VectorType v_old(v); // NOT SURE IF CREATING v_old EVERY ITERATION IS EFFICIENT
v_old = v; // update: at first time step, this makes v_old = 0 so value of beta doesn't matter
// const VectorType v_old(v); // NOT SURE IF CREATING v_old EVERY ITERATION IS EFFICIENT
v = v_new; // update
// w = w_new; // update
const VectorType w(w_new); // NOT SURE IF CREATING w EVERY ITERATION IS EFFICIENT
w = w_new; // update
// const VectorType w(w_new); // NOT SURE IF CREATING w EVERY ITERATION IS EFFICIENT
v_new.noalias() = mat*w - beta*v_old; // compute v_new
const RealScalar alpha = v_new.dot(w);
v_new -= alpha*v; // overwrite v_new
w_new = precond.solve(v_new); // overwrite w_new
beta_new2 = v_new.dot(w_new); // compute beta_new
eigen_assert(beta_new2 >= 0 && "PRECONDITIONER IS NOT POSITIVE DEFINITE");
eigen_assert(beta_new2 >= 0.0 && "PRECONDITIONER IS NOT POSITIVE DEFINITE");
beta_new = sqrt(beta_new2); // compute beta_new
v_new /= beta_new; // overwrite v_new for next iteration
w_new /= beta_new; // overwrite w_new for next iteration
@ -107,21 +116,28 @@ namespace Eigen {
s=beta_new/r1; // new sine
// Update solution
// p_oold = p_old;
const VectorType p_oold(p_old); // NOT SURE IF CREATING p_oold EVERY ITERATION IS EFFICIENT
p_oold = p_old;
// const VectorType p_oold(p_old); // NOT SURE IF CREATING p_oold EVERY ITERATION IS EFFICIENT
p_old = p;
p.noalias()=(w-r2*p_old-r3*p_oold) /r1; // IS NOALIAS REQUIRED?
x += beta_one*c*eta*p;
/* Update the squared residual. Note that this is the estimated residual.
The real residual |Ax-b|^2 may be slightly larger */
residualNorm2 *= s*s;
if ( residualNorm2 < threshold2){
if ( residualNorm2 < threshold2)
{
break;
}
eta=-s*eta; // update eta
iters++; // increment iteration number (for output purposes)
}
tol_error = std::sqrt(residualNorm2 / rhsNorm2); // return error. Note that this is the estimated error. The real error |Ax-b|/|b| may be slightly larger
/* Compute error. Note that this is the estimated error. The real
error |Ax-b|/|b| may be slightly larger */
tol_error = std::sqrt(residualNorm2 / rhsNorm2);
}
}
@ -174,20 +190,7 @@ namespace Eigen {
* \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);
* mr.setMaxIterations(1);
* int i = 0;
* do {
* x = mr.solveWithGuess(b,x);
* std::cout << i << " : " << mr.error() << std::endl;
* ++i;
* } while (mr.info()!=Success && i<100);
* \endcode
* Note that such a step by step excution is slightly slower.
* One can control the start using the solveWithGuess() method.
*
* \sa class ConjugateGradient, BiCGSTAB, SimplicialCholesky, DiagonalPreconditioner, IdentityPreconditioner
*/
@ -250,6 +253,11 @@ namespace Eigen {
template<typename Rhs,typename Dest>
void _solveWithGuess(const Rhs& b, Dest& x) const
{
typedef typename internal::conditional<UpLo==(Lower|Upper),
const MatrixType&,
SparseSelfAdjointView<const MatrixType, UpLo>
>::type MatrixWrapperType;
m_iterations = Base::maxIterations();
m_error = Base::m_tolerance;
@ -259,7 +267,7 @@ namespace Eigen {
m_error = Base::m_tolerance;
typename Dest::ColXpr xj(x,j);
internal::minres(mp_matrix->template selfadjointView<UpLo>(), b.col(j), xj,
internal::minres(MatrixWrapperType(*mp_matrix), b.col(j), xj,
Base::m_preconditioner, m_iterations, m_error);
}

2
eigenlib/unsupported/Eigen/src/LevenbergMarquardt/CMakeLists.txt
View File

@ -2,5 +2,5 @@ FILE(GLOB Eigen_LevenbergMarquardt_SRCS "*.h")
INSTALL(FILES
${Eigen_LevenbergMarquardt_SRCS}
DESTINATION ${INCLUDE_INSTALL_DIR}/Eigen/src/LevenbergMarquardt COMPONENT Devel
DESTINATION ${INCLUDE_INSTALL_DIR}/unsupported/Eigen/src/LevenbergMarquardt COMPONENT Devel
)

1
eigenlib/unsupported/Eigen/src/MatrixFunctions/MatrixPower.h
View File

@ -110,7 +110,6 @@ void MatrixPowerAtomic<MatrixType>::compute2x2(MatrixType& res, RealScalar p) co
using std::abs;
using std::pow;
ArrayType logTdiag = m_A.diagonal().array().log();
res.coeffRef(0,0) = pow(m_A.coeff(0,0), p);
for (Index i=1; i < m_A.cols(); ++i) {

4
eigenlib/unsupported/doc/examples/CMakeLists.txt
View File

@ -10,12 +10,10 @@ FOREACH(example_src ${examples_SRCS})
if(EIGEN_STANDARD_LIBRARIES_TO_LINK_TO)
target_link_libraries(example_${example} ${EIGEN_STANDARD_LIBRARIES_TO_LINK_TO})
endif()
GET_TARGET_PROPERTY(example_executable
example_${example} LOCATION)
ADD_CUSTOM_COMMAND(
TARGET example_${example}
POST_BUILD
COMMAND ${example_executable}
COMMAND example_${example}
ARGS >${CMAKE_CURRENT_BINARY_DIR}/${example}.out
)
ADD_DEPENDENCIES(unsupported_examples example_${example})

4
eigenlib/unsupported/doc/snippets/CMakeLists.txt
View File

@ -14,12 +14,10 @@ FOREACH(snippet_src ${snippets_SRCS})
if(EIGEN_STANDARD_LIBRARIES_TO_LINK_TO)
target_link_libraries(${compile_snippet_target} ${EIGEN_STANDARD_LIBRARIES_TO_LINK_TO})
endif()
GET_TARGET_PROPERTY(compile_snippet_executable
${compile_snippet_target} LOCATION)
ADD_CUSTOM_COMMAND(
TARGET ${compile_snippet_target}
POST_BUILD
COMMAND ${compile_snippet_executable}
COMMAND ${compile_snippet_target}
ARGS >${CMAKE_CURRENT_BINARY_DIR}/${snippet}.out
)
ADD_DEPENDENCIES(unsupported_snippets ${compile_snippet_target})

7
eigenlib/unsupported/test/CMakeLists.txt
View File

@ -29,11 +29,7 @@ ei_add_test(NonLinearOptimization)
ei_add_test(NumericalDiff)
ei_add_test(autodiff)
if (NOT CMAKE_CXX_COMPILER MATCHES "clang\\+\\+$")
ei_add_test(BVH)
endif()
ei_add_test(matrix_exponential)
ei_add_test(matrix_function)
ei_add_test(matrix_power)
@ -73,8 +69,9 @@ if(NOT EIGEN_TEST_NO_OPENGL)
find_package(GLUT)
find_package(GLEW)
if(OPENGL_FOUND AND GLUT_FOUND AND GLEW_FOUND)
include_directories(${OPENGL_INCLUDE_DIR} ${GLUT_INCLUDE_DIR} ${GLEW_INCLUDE_DIRS})
ei_add_property(EIGEN_TESTED_BACKENDS "OpenGL, ")
set(EIGEN_GL_LIB ${GLUT_LIBRARIES} ${GLEW_LIBRARIES})
set(EIGEN_GL_LIB ${GLUT_LIBRARIES} ${GLEW_LIBRARIES} ${OPENGL_LIBRARIES})
ei_add_test(openglsupport "" "${EIGEN_GL_LIB}" )
else()
ei_add_property(EIGEN_MISSING_BACKENDS "OpenGL, ")

25
eigenlib/unsupported/test/minres.cpp
View File

@ -14,15 +14,32 @@
template<typename T> void test_minres_T()
{
MINRES<SparseMatrix<T>, Lower, DiagonalPreconditioner<T> > minres_colmajor_diag;
MINRES<SparseMatrix<T>, Lower, IdentityPreconditioner > minres_colmajor_I;
MINRES<SparseMatrix<T>, Lower|Upper, DiagonalPreconditioner<T> > minres_colmajor_diag;
MINRES<SparseMatrix<T>, Lower, IdentityPreconditioner > minres_colmajor_lower_I;
MINRES<SparseMatrix<T>, Upper, IdentityPreconditioner > minres_colmajor_upper_I;
// MINRES<SparseMatrix<T>, Lower, IncompleteLUT<T> > minres_colmajor_ilut;
//minres<SparseMatrix<T>, SSORPreconditioner<T> > minres_colmajor_ssor;
CALL_SUBTEST( check_sparse_square_solving(minres_colmajor_diag) );
CALL_SUBTEST( check_sparse_spd_solving(minres_colmajor_I) );
// CALL_SUBTEST( check_sparse_square_solving(minres_colmajor_diag) );
// CALL_SUBTEST( check_sparse_square_solving(minres_colmajor_ilut) );
//CALL_SUBTEST( check_sparse_square_solving(minres_colmajor_ssor) );
// Diagonal preconditioner
MINRES<SparseMatrix<T>, Lower, DiagonalPreconditioner<T> > minres_colmajor_lower_diag;
MINRES<SparseMatrix<T>, Upper, DiagonalPreconditioner<T> > minres_colmajor_upper_diag;
MINRES<SparseMatrix<T>, Upper|Lower, DiagonalPreconditioner<T> > minres_colmajor_uplo_diag;
// call tests for SPD matrix
CALL_SUBTEST( check_sparse_spd_solving(minres_colmajor_lower_I) );
CALL_SUBTEST( check_sparse_spd_solving(minres_colmajor_upper_I) );
CALL_SUBTEST( check_sparse_spd_solving(minres_colmajor_lower_diag) );
CALL_SUBTEST( check_sparse_spd_solving(minres_colmajor_upper_diag) );
// CALL_SUBTEST( check_sparse_spd_solving(minres_colmajor_uplo_diag) );
// TO DO: symmetric semi-definite matrix
// TO DO: symmetric indefinite matrix
}
void test_minres()

1080
eigenlib/unsupported/test/mpreal/mpreal.h
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File diff suppressed because it is too large Load Diff

2
eigenlib/unsupported/test/polynomialsolver.cpp
View File

@ -104,9 +104,7 @@ void evalSolverSugarFunction( const POLYNOMIAL& pols, const ROOTS& roots, const
// 1) the roots found are correct
// 2) the roots have distinct moduli
typedef typename POLYNOMIAL::Scalar Scalar;
typedef typename REAL_ROOTS::Scalar Real;
typedef PolynomialSolver<Scalar, Deg > PolynomialSolverType;
//Test realRoots
std::vector< Real > calc_realRoots;