mirror of
https://gitlab.com/libeigen/eigen.git
synced 2026-04-10 11:34:33 +08:00
merge
This commit is contained in:
@@ -149,7 +149,7 @@ class Array
|
||||
|
||||
#if EIGEN_HAS_RVALUE_REFERENCES
|
||||
EIGEN_DEVICE_FUNC
|
||||
Array(Array&& other)
|
||||
Array(Array&& other) EIGEN_NOEXCEPT_IF(std::is_nothrow_move_constructible<Scalar>::value)
|
||||
: Base(std::move(other))
|
||||
{
|
||||
Base::_check_template_params();
|
||||
@@ -157,7 +157,7 @@ class Array
|
||||
Base::_set_noalias(other);
|
||||
}
|
||||
EIGEN_DEVICE_FUNC
|
||||
Array& operator=(Array&& other)
|
||||
Array& operator=(Array&& other) EIGEN_NOEXCEPT_IF(std::is_nothrow_move_assignable<Scalar>::value)
|
||||
{
|
||||
other.swap(*this);
|
||||
return *this;
|
||||
|
||||
@@ -28,6 +28,8 @@ template<> struct packet_traits<Eigen::half> : default_packet_traits
|
||||
AlignedOnScalar = 1,
|
||||
size=2,
|
||||
HasHalfPacket = 0,
|
||||
HasAdd = 1,
|
||||
HasMul = 1,
|
||||
HasDiv = 1,
|
||||
HasSqrt = 1,
|
||||
HasRsqrt = 1,
|
||||
|
||||
@@ -14,8 +14,9 @@ namespace Eigen {
|
||||
|
||||
namespace internal {
|
||||
|
||||
static uint32x4_t p4ui_CONJ_XOR = EIGEN_INIT_NEON_PACKET4(0x00000000, 0x80000000, 0x00000000, 0x80000000);
|
||||
static uint32x2_t p2ui_CONJ_XOR = EIGEN_INIT_NEON_PACKET2(0x00000000, 0x80000000);
|
||||
const uint32_t conj_XOR_DATA[] = { 0x00000000, 0x80000000, 0x00000000, 0x80000000 };
|
||||
static uint32x4_t p4ui_CONJ_XOR = vld1q_u32( conj_XOR_DATA );
|
||||
static uint32x2_t p2ui_CONJ_XOR = vld1_u32( conj_XOR_DATA );
|
||||
|
||||
//---------- float ----------
|
||||
struct Packet2cf
|
||||
@@ -274,7 +275,8 @@ ptranspose(PacketBlock<Packet2cf,2>& kernel) {
|
||||
//---------- double ----------
|
||||
#if EIGEN_ARCH_ARM64 && !EIGEN_APPLE_DOUBLE_NEON_BUG
|
||||
|
||||
static uint64x2_t p2ul_CONJ_XOR = EIGEN_INIT_NEON_PACKET2(0x0, 0x8000000000000000);
|
||||
const uint64_t p2ul_conj_XOR_DATA[] = { 0x0, 0x8000000000000000 };
|
||||
static uint64x2_t p2ul_CONJ_XOR = vld1q_u64( p2ul_conj_XOR_DATA );
|
||||
|
||||
struct Packet1cd
|
||||
{
|
||||
|
||||
@@ -49,17 +49,6 @@ typedef uint32x4_t Packet4ui;
|
||||
#define _EIGEN_DECLARE_CONST_Packet4i(NAME,X) \
|
||||
const Packet4i p4i_##NAME = pset1<Packet4i>(X)
|
||||
|
||||
#if EIGEN_COMP_LLVM && !EIGEN_COMP_CLANG
|
||||
//Special treatment for Apple's llvm-gcc, its NEON packet types are unions
|
||||
#define EIGEN_INIT_NEON_PACKET2(X, Y) {{X, Y}}
|
||||
#define EIGEN_INIT_NEON_PACKET4(X, Y, Z, W) {{X, Y, Z, W}}
|
||||
#else
|
||||
//Default initializer for packets
|
||||
#define EIGEN_INIT_NEON_PACKET2(X, Y) {X, Y}
|
||||
#define EIGEN_INIT_NEON_PACKET4(X, Y, Z, W) {X, Y, Z, W}
|
||||
#endif
|
||||
|
||||
|
||||
// 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) || EIGEN_COMP_GNUC
|
||||
@@ -122,12 +111,14 @@ template<> EIGEN_STRONG_INLINE Packet4i pset1<Packet4i>(const int& from) {
|
||||
|
||||
template<> EIGEN_STRONG_INLINE Packet4f plset<Packet4f>(const float& a)
|
||||
{
|
||||
Packet4f countdown = EIGEN_INIT_NEON_PACKET4(0, 1, 2, 3);
|
||||
const float32_t f[] = {0, 1, 2, 3};
|
||||
Packet4f countdown = vld1q_f32(f);
|
||||
return vaddq_f32(pset1<Packet4f>(a), countdown);
|
||||
}
|
||||
template<> EIGEN_STRONG_INLINE Packet4i plset<Packet4i>(const int& a)
|
||||
{
|
||||
Packet4i countdown = EIGEN_INIT_NEON_PACKET4(0, 1, 2, 3);
|
||||
const int32_t i[] = {0, 1, 2, 3};
|
||||
Packet4i countdown = vld1q_s32(i);
|
||||
return vaddq_s32(pset1<Packet4i>(a), countdown);
|
||||
}
|
||||
|
||||
@@ -585,7 +576,8 @@ template<> EIGEN_STRONG_INLINE Packet2d pset1<Packet2d>(const double& from) { r
|
||||
|
||||
template<> EIGEN_STRONG_INLINE Packet2d plset<Packet2d>(const double& a)
|
||||
{
|
||||
Packet2d countdown = EIGEN_INIT_NEON_PACKET2(0, 1);
|
||||
const double countdown_raw[] = {0.0,1.0};
|
||||
const Packet2d countdown = vld1q_f64(countdown_raw);
|
||||
return vaddq_f64(pset1<Packet2d>(a), countdown);
|
||||
}
|
||||
template<> EIGEN_STRONG_INLINE Packet2d padd<Packet2d>(const Packet2d& a, const Packet2d& b) { return vaddq_f64(a,b); }
|
||||
|
||||
@@ -328,6 +328,30 @@ struct result_of<Func(ArgType0,ArgType1)> {
|
||||
enum {FunctorType = sizeof(testFunctor(static_cast<Func*>(0)))};
|
||||
typedef typename binary_result_of_select<Func, ArgType0, ArgType1, FunctorType>::type type;
|
||||
};
|
||||
|
||||
template<typename Func, typename ArgType0, typename ArgType1, typename ArgType2, int SizeOf=sizeof(has_none)>
|
||||
struct ternary_result_of_select {typedef typename internal::remove_all<ArgType0>::type type;};
|
||||
|
||||
template<typename Func, typename ArgType0, typename ArgType1, typename ArgType2>
|
||||
struct ternary_result_of_select<Func, ArgType0, ArgType1, ArgType2, sizeof(has_std_result_type)>
|
||||
{typedef typename Func::result_type type;};
|
||||
|
||||
template<typename Func, typename ArgType0, typename ArgType1, typename ArgType2>
|
||||
struct ternary_result_of_select<Func, ArgType0, ArgType1, ArgType2, sizeof(has_tr1_result)>
|
||||
{typedef typename Func::template result<Func(ArgType0,ArgType1,ArgType2)>::type type;};
|
||||
|
||||
template<typename Func, typename ArgType0, typename ArgType1, typename ArgType2>
|
||||
struct result_of<Func(ArgType0,ArgType1,ArgType2)> {
|
||||
template<typename T>
|
||||
static has_std_result_type testFunctor(T const *, typename T::result_type const * = 0);
|
||||
template<typename T>
|
||||
static has_tr1_result testFunctor(T const *, typename T::template result<T(ArgType0,ArgType1,ArgType2)>::type const * = 0);
|
||||
static has_none testFunctor(...);
|
||||
|
||||
// note that the following indirection is needed for gcc-3.3
|
||||
enum {FunctorType = sizeof(testFunctor(static_cast<Func*>(0)))};
|
||||
typedef typename ternary_result_of_select<Func, ArgType0, ArgType1, ArgType2, FunctorType>::type type;
|
||||
};
|
||||
#endif
|
||||
|
||||
/** \internal In short, it computes int(sqrt(\a Y)) with \a Y an integer.
|
||||
|
||||
@@ -327,33 +327,22 @@ GeneralizedEigenSolver<MatrixType>::compute(const MatrixType& A, const MatrixTyp
|
||||
}
|
||||
else
|
||||
{
|
||||
// We need to extract the generalized eigenvalues of the pair of a general 2x2 block S and a triangular 2x2 block T
|
||||
// From the eigen decomposition of T = U * E * U^-1,
|
||||
// we can extract the eigenvalues of (U^-1 * S * U) / E
|
||||
// Here, we can take advantage that E = diag(T), and U = [ 1 T_01 ; 0 T_11-T_00], and U^-1 = [1 -T_11/(T_11-T_00) ; 0 1/(T_11-T_00)].
|
||||
// Then taking beta=T_00*T_11*(T_11-T_00), we can avoid any division, and alpha is the eigenvalues of A = (U^-1 * S * U) * diag(T_11,T_00) * (T_11-T_00):
|
||||
// We need to extract the generalized eigenvalues of the pair of a general 2x2 block S and a positive diagonal 2x2 block T
|
||||
// Then taking beta=T_00*T_11, we can avoid any division, and alpha is the eigenvalues of A = (U^-1 * S * U) * diag(T_11,T_00):
|
||||
|
||||
// T = [a b ; 0 c]
|
||||
// S = [e f ; g h]
|
||||
RealScalar a = m_realQZ.matrixT().coeff(i, i), b = m_realQZ.matrixT().coeff(i, i+1), c = m_realQZ.matrixT().coeff(i+1, i+1);
|
||||
RealScalar e = m_matS.coeff(i, i), f = m_matS.coeff(i, i+1), g = m_matS.coeff(i+1, i), h = m_matS.coeff(i+1, i+1);
|
||||
RealScalar d = c-a;
|
||||
RealScalar gb = g*b;
|
||||
Matrix<RealScalar,2,2> A;
|
||||
A << (e*d-gb)*c, ((e*b+f*d-h*b)*d-gb*b)*a,
|
||||
g*c , (gb+h*d)*a;
|
||||
// T = [a 0]
|
||||
// [0 b]
|
||||
RealScalar a = m_realQZ.matrixT().coeff(i, i), b = m_realQZ.matrixT().coeff(i+1, i+1);
|
||||
Matrix<RealScalar,2,2> S2 = m_matS.template block<2,2>(i,i) * Matrix<Scalar,2,1>(b,a).asDiagonal();
|
||||
|
||||
// NOTE, we could also compute the SVD of T's block during the QZ factorization so that the respective T block is guaranteed to be diagonal,
|
||||
// and then we could directly apply the formula below (while taking care of scaling S columns by T11,T00):
|
||||
|
||||
Scalar p = Scalar(0.5) * (A.coeff(i, i) - A.coeff(i+1, i+1));
|
||||
Scalar z = sqrt(abs(p * p + A.coeff(i+1, i) * A.coeff(i, i+1)));
|
||||
m_alphas.coeffRef(i) = ComplexScalar(A.coeff(i+1, i+1) + p, z);
|
||||
m_alphas.coeffRef(i+1) = ComplexScalar(A.coeff(i+1, i+1) + p, -z);
|
||||
Scalar p = Scalar(0.5) * (S2.coeff(0,0) - S2.coeff(1,1));
|
||||
Scalar z = sqrt(abs(p * p + S2.coeff(1,0) * S2.coeff(0,1)));
|
||||
m_alphas.coeffRef(i) = ComplexScalar(S2.coeff(1,1) + p, z);
|
||||
m_alphas.coeffRef(i+1) = ComplexScalar(S2.coeff(1,1) + p, -z);
|
||||
|
||||
m_betas.coeffRef(i) =
|
||||
m_betas.coeffRef(i+1) = a*c*d;
|
||||
|
||||
m_betas.coeffRef(i+1) = a*b;
|
||||
|
||||
i += 2;
|
||||
}
|
||||
}
|
||||
|
||||
@@ -552,7 +552,6 @@ namespace Eigen {
|
||||
m_T.coeffRef(l,l-1) = Scalar(0.0);
|
||||
}
|
||||
|
||||
|
||||
template<typename MatrixType>
|
||||
RealQZ<MatrixType>& RealQZ<MatrixType>::compute(const MatrixType& A_in, const MatrixType& B_in, bool computeQZ)
|
||||
{
|
||||
@@ -616,6 +615,37 @@ namespace Eigen {
|
||||
}
|
||||
// check if we converged before reaching iterations limit
|
||||
m_info = (local_iter<m_maxIters) ? Success : NoConvergence;
|
||||
|
||||
// For each non triangular 2x2 diagonal block of S,
|
||||
// reduce the respective 2x2 diagonal block of T to positive diagonal form using 2x2 SVD.
|
||||
// This step is not mandatory for QZ, but it does help further extraction of eigenvalues/eigenvectors,
|
||||
// and is in par with Lapack/Matlab QZ.
|
||||
if(m_info==Success)
|
||||
{
|
||||
for(Index i=0; i<dim-1; ++i)
|
||||
{
|
||||
if(m_S.coeff(i+1, i) != Scalar(0))
|
||||
{
|
||||
JacobiRotation<Scalar> j_left, j_right;
|
||||
internal::real_2x2_jacobi_svd(m_T, i, i+1, &j_left, &j_right);
|
||||
|
||||
// Apply resulting Jacobi rotations
|
||||
m_S.applyOnTheLeft(i,i+1,j_left);
|
||||
m_S.applyOnTheRight(i,i+1,j_right);
|
||||
m_T.applyOnTheLeft(i,i+1,j_left);
|
||||
m_T.applyOnTheRight(i,i+1,j_right);
|
||||
m_T(i+1,i) = m_T(i,i+1) = Scalar(0);
|
||||
|
||||
if(m_computeQZ) {
|
||||
m_Q.applyOnTheRight(i,i+1,j_left.transpose());
|
||||
m_Z.applyOnTheLeft(i,i+1,j_right.transpose());
|
||||
}
|
||||
|
||||
i++;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
return *this;
|
||||
} // end compute
|
||||
|
||||
|
||||
@@ -367,10 +367,10 @@ void tridiagonalization_inplace(MatrixType& matA, CoeffVectorType& hCoeffs)
|
||||
hCoeffs.tail(n-i-1).noalias() = (matA.bottomRightCorner(remainingSize,remainingSize).template selfadjointView<Lower>()
|
||||
* (conj(h) * matA.col(i).tail(remainingSize)));
|
||||
|
||||
hCoeffs.tail(n-i-1) += (conj(h)*Scalar(-0.5)*(hCoeffs.tail(remainingSize).dot(matA.col(i).tail(remainingSize)))) * matA.col(i).tail(n-i-1);
|
||||
hCoeffs.tail(n-i-1) += (conj(h)*RealScalar(-0.5)*(hCoeffs.tail(remainingSize).dot(matA.col(i).tail(remainingSize)))) * matA.col(i).tail(n-i-1);
|
||||
|
||||
matA.bottomRightCorner(remainingSize, remainingSize).template selfadjointView<Lower>()
|
||||
.rankUpdate(matA.col(i).tail(remainingSize), hCoeffs.tail(remainingSize), -1);
|
||||
.rankUpdate(matA.col(i).tail(remainingSize), hCoeffs.tail(remainingSize), Scalar(-1));
|
||||
|
||||
matA.col(i).coeffRef(i+1) = beta;
|
||||
hCoeffs.coeffRef(i) = h;
|
||||
|
||||
@@ -1367,7 +1367,7 @@ struct transform_right_product_impl< TransformType, MatrixType, 2, 1> // rhs is
|
||||
EIGEN_STATIC_ASSERT(OtherRows==Dim, YOU_MIXED_MATRICES_OF_DIFFERENT_SIZES);
|
||||
|
||||
Matrix<typename ResultType::Scalar, Dim+1, 1> rhs;
|
||||
rhs << other,1;
|
||||
rhs.template head<Dim>() = other; rhs[Dim] = typename ResultType::Scalar(1);
|
||||
Matrix<typename ResultType::Scalar, WorkingRows, 1> res(T.matrix() * rhs);
|
||||
return res.template head<Dim>();
|
||||
}
|
||||
|
||||
@@ -183,7 +183,7 @@ class PardisoImpl : public SparseSolverBase<Derived>
|
||||
{
|
||||
if(m_isInitialized) // Factorization ran at least once
|
||||
{
|
||||
internal::pardiso_run_selector<StorageIndex>::run(m_pt, 1, 1, m_type, -1, m_size,0, 0, 0, m_perm.data(), 0,
|
||||
internal::pardiso_run_selector<StorageIndex>::run(m_pt, 1, 1, m_type, -1, internal::convert_index<StorageIndex>(m_size),0, 0, 0, m_perm.data(), 0,
|
||||
m_iparm.data(), m_msglvl, NULL, NULL);
|
||||
m_isInitialized = false;
|
||||
}
|
||||
@@ -194,11 +194,11 @@ class PardisoImpl : public SparseSolverBase<Derived>
|
||||
m_type = type;
|
||||
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
|
||||
m_iparm[1] = 2; // use Metis for the ordering
|
||||
m_iparm[2] = 0; // Reserved. Set to zero. (??Numbers of processors, value of OMP_NUM_THREADS??)
|
||||
m_iparm[3] = 0; // No iterative-direct algorithm
|
||||
m_iparm[4] = 0; // No user fill-in reducing permutation
|
||||
m_iparm[5] = 0; // Write solution into x
|
||||
m_iparm[5] = 0; // Write solution into x, b is left unchanged
|
||||
m_iparm[6] = 0; // Not in use
|
||||
m_iparm[7] = 2; // Max numbers of iterative refinement steps
|
||||
m_iparm[8] = 0; // Not in use
|
||||
@@ -219,7 +219,8 @@ class PardisoImpl : public SparseSolverBase<Derived>
|
||||
m_iparm[26] = 0; // No matrix checker
|
||||
m_iparm[27] = (sizeof(RealScalar) == 4) ? 1 : 0;
|
||||
m_iparm[34] = 1; // C indexing
|
||||
m_iparm[59] = 1; // Automatic switch between In-Core and Out-of-Core modes
|
||||
m_iparm[36] = 0; // CSR
|
||||
m_iparm[59] = 0; // 0 - In-Core ; 1 - Automatic switch between In-Core and Out-of-Core modes ; 2 - Out-of-Core
|
||||
|
||||
memset(m_pt, 0, sizeof(m_pt));
|
||||
}
|
||||
@@ -246,7 +247,7 @@ class PardisoImpl : public SparseSolverBase<Derived>
|
||||
mutable SparseMatrixType m_matrix;
|
||||
mutable ComputationInfo m_info;
|
||||
bool m_analysisIsOk, m_factorizationIsOk;
|
||||
Index m_type, m_msglvl;
|
||||
StorageIndex m_type, m_msglvl;
|
||||
mutable void *m_pt[64];
|
||||
mutable ParameterType m_iparm;
|
||||
mutable IntColVectorType m_perm;
|
||||
@@ -265,10 +266,9 @@ Derived& PardisoImpl<Derived>::compute(const MatrixType& a)
|
||||
derived().getMatrix(a);
|
||||
|
||||
Index error;
|
||||
error = internal::pardiso_run_selector<StorageIndex>::run(m_pt, 1, 1, m_type, 12, m_size,
|
||||
error = internal::pardiso_run_selector<StorageIndex>::run(m_pt, 1, 1, m_type, 12, internal::convert_index<StorageIndex>(m_size),
|
||||
m_matrix.valuePtr(), m_matrix.outerIndexPtr(), m_matrix.innerIndexPtr(),
|
||||
m_perm.data(), 0, m_iparm.data(), m_msglvl, NULL, NULL);
|
||||
|
||||
manageErrorCode(error);
|
||||
m_analysisIsOk = true;
|
||||
m_factorizationIsOk = true;
|
||||
@@ -287,7 +287,7 @@ Derived& PardisoImpl<Derived>::analyzePattern(const MatrixType& a)
|
||||
derived().getMatrix(a);
|
||||
|
||||
Index error;
|
||||
error = internal::pardiso_run_selector<StorageIndex>::run(m_pt, 1, 1, m_type, 11, m_size,
|
||||
error = internal::pardiso_run_selector<StorageIndex>::run(m_pt, 1, 1, m_type, 11, internal::convert_index<StorageIndex>(m_size),
|
||||
m_matrix.valuePtr(), m_matrix.outerIndexPtr(), m_matrix.innerIndexPtr(),
|
||||
m_perm.data(), 0, m_iparm.data(), m_msglvl, NULL, NULL);
|
||||
|
||||
@@ -306,8 +306,8 @@ Derived& PardisoImpl<Derived>::factorize(const MatrixType& a)
|
||||
|
||||
derived().getMatrix(a);
|
||||
|
||||
Index error;
|
||||
error = internal::pardiso_run_selector<StorageIndex>::run(m_pt, 1, 1, m_type, 22, m_size,
|
||||
Index error;
|
||||
error = internal::pardiso_run_selector<StorageIndex>::run(m_pt, 1, 1, m_type, 22, internal::convert_index<StorageIndex>(m_size),
|
||||
m_matrix.valuePtr(), m_matrix.outerIndexPtr(), m_matrix.innerIndexPtr(),
|
||||
m_perm.data(), 0, m_iparm.data(), m_msglvl, NULL, NULL);
|
||||
|
||||
@@ -354,9 +354,9 @@ void PardisoImpl<Derived>::_solve_impl(const MatrixBase<BDerived> &b, MatrixBase
|
||||
}
|
||||
|
||||
Index error;
|
||||
error = internal::pardiso_run_selector<StorageIndex>::run(m_pt, 1, 1, m_type, 33, m_size,
|
||||
error = internal::pardiso_run_selector<StorageIndex>::run(m_pt, 1, 1, m_type, 33, internal::convert_index<StorageIndex>(m_size),
|
||||
m_matrix.valuePtr(), m_matrix.outerIndexPtr(), m_matrix.innerIndexPtr(),
|
||||
m_perm.data(), nrhs, m_iparm.data(), m_msglvl,
|
||||
m_perm.data(), internal::convert_index<StorageIndex>(nrhs), m_iparm.data(), m_msglvl,
|
||||
rhs_ptr, x.derived().data());
|
||||
|
||||
manageErrorCode(error);
|
||||
@@ -371,6 +371,9 @@ void PardisoImpl<Derived>::_solve_impl(const MatrixBase<BDerived> &b, MatrixBase
|
||||
* using the Intel MKL PARDISO library. The sparse matrix A must be squared and invertible.
|
||||
* The vectors or matrices X and B can be either dense or sparse.
|
||||
*
|
||||
* By default, it runs in in-core mode. To enable PARDISO's out-of-core feature, set:
|
||||
* \code solver.pardisoParameterArray()[59] = 1; \endcode
|
||||
*
|
||||
* \tparam _MatrixType the type of the sparse matrix A, it must be a SparseMatrix<>
|
||||
*
|
||||
* \implsparsesolverconcept
|
||||
@@ -421,6 +424,9 @@ class PardisoLU : public PardisoImpl< PardisoLU<MatrixType> >
|
||||
* using the Intel MKL PARDISO library. The sparse matrix A must be selfajoint and positive definite.
|
||||
* The vectors or matrices X and B can be either dense or sparse.
|
||||
*
|
||||
* By default, it runs in in-core mode. To enable PARDISO's out-of-core feature, set:
|
||||
* \code solver.pardisoParameterArray()[59] = 1; \endcode
|
||||
*
|
||||
* \tparam MatrixType the type of the sparse matrix A, it must be a SparseMatrix<>
|
||||
* \tparam UpLo can be any bitwise combination of Upper, Lower. The default is Upper, meaning only the upper triangular part has to be used.
|
||||
* Upper|Lower can be used to tell both triangular parts can be used as input.
|
||||
@@ -480,6 +486,9 @@ class PardisoLLT : public PardisoImpl< PardisoLLT<MatrixType,_UpLo> >
|
||||
* For complex matrices, A can also be symmetric only, see the \a Options template parameter.
|
||||
* The vectors or matrices X and B can be either dense or sparse.
|
||||
*
|
||||
* By default, it runs in in-core mode. To enable PARDISO's out-of-core feature, set:
|
||||
* \code solver.pardisoParameterArray()[59] = 1; \endcode
|
||||
*
|
||||
* \tparam MatrixType the type of the sparse matrix A, it must be a SparseMatrix<>
|
||||
* \tparam Options can be any bitwise combination of Upper, Lower, and Symmetric. The default is Upper, meaning only the upper triangular part has to be used.
|
||||
* Symmetric can be used for symmetric, non-selfadjoint complex matrices, the default being to assume a selfadjoint matrix.
|
||||
|
||||
@@ -419,38 +419,6 @@ struct svd_precondition_2x2_block_to_be_real<MatrixType, QRPreconditioner, true>
|
||||
}
|
||||
};
|
||||
|
||||
template<typename MatrixType, typename RealScalar, typename Index>
|
||||
void real_2x2_jacobi_svd(const MatrixType& matrix, Index p, Index q,
|
||||
JacobiRotation<RealScalar> *j_left,
|
||||
JacobiRotation<RealScalar> *j_right)
|
||||
{
|
||||
using std::sqrt;
|
||||
using std::abs;
|
||||
Matrix<RealScalar,2,2> m;
|
||||
m << numext::real(matrix.coeff(p,p)), numext::real(matrix.coeff(p,q)),
|
||||
numext::real(matrix.coeff(q,p)), numext::real(matrix.coeff(q,q));
|
||||
JacobiRotation<RealScalar> rot1;
|
||||
RealScalar t = m.coeff(0,0) + m.coeff(1,1);
|
||||
RealScalar d = m.coeff(1,0) - m.coeff(0,1);
|
||||
if(d == RealScalar(0))
|
||||
{
|
||||
rot1.s() = RealScalar(0);
|
||||
rot1.c() = RealScalar(1);
|
||||
}
|
||||
else
|
||||
{
|
||||
// If d!=0, then t/d cannot overflow because the magnitude of the
|
||||
// entries forming d are not too small compared to the ones forming t.
|
||||
RealScalar u = t / d;
|
||||
RealScalar tmp = sqrt(RealScalar(1) + numext::abs2(u));
|
||||
rot1.s() = RealScalar(1) / tmp;
|
||||
rot1.c() = u / tmp;
|
||||
}
|
||||
m.applyOnTheLeft(0,1,rot1);
|
||||
j_right->makeJacobi(m,0,1);
|
||||
*j_left = rot1 * j_right->transpose();
|
||||
}
|
||||
|
||||
template<typename _MatrixType, int QRPreconditioner>
|
||||
struct traits<JacobiSVD<_MatrixType,QRPreconditioner> >
|
||||
{
|
||||
|
||||
54
Eigen/src/misc/RealSvd2x2.h
Normal file
54
Eigen/src/misc/RealSvd2x2.h
Normal file
@@ -0,0 +1,54 @@
|
||||
// This file is part of Eigen, a lightweight C++ template library
|
||||
// for linear algebra.
|
||||
//
|
||||
// Copyright (C) 2009-2010 Benoit Jacob <jacob.benoit.1@gmail.com>
|
||||
// Copyright (C) 2013-2016 Gael Guennebaud <gael.guennebaud@inria.fr>
|
||||
//
|
||||
// This Source Code Form is subject to the terms of the Mozilla
|
||||
// Public License v. 2.0. If a copy of the MPL was not distributed
|
||||
// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
|
||||
|
||||
#ifndef EIGEN_REALSVD2X2_H
|
||||
#define EIGEN_REALSVD2X2_H
|
||||
|
||||
namespace Eigen {
|
||||
|
||||
namespace internal {
|
||||
|
||||
template<typename MatrixType, typename RealScalar, typename Index>
|
||||
void real_2x2_jacobi_svd(const MatrixType& matrix, Index p, Index q,
|
||||
JacobiRotation<RealScalar> *j_left,
|
||||
JacobiRotation<RealScalar> *j_right)
|
||||
{
|
||||
using std::sqrt;
|
||||
using std::abs;
|
||||
Matrix<RealScalar,2,2> m;
|
||||
m << numext::real(matrix.coeff(p,p)), numext::real(matrix.coeff(p,q)),
|
||||
numext::real(matrix.coeff(q,p)), numext::real(matrix.coeff(q,q));
|
||||
JacobiRotation<RealScalar> rot1;
|
||||
RealScalar t = m.coeff(0,0) + m.coeff(1,1);
|
||||
RealScalar d = m.coeff(1,0) - m.coeff(0,1);
|
||||
if(d == RealScalar(0))
|
||||
{
|
||||
rot1.s() = RealScalar(0);
|
||||
rot1.c() = RealScalar(1);
|
||||
}
|
||||
else
|
||||
{
|
||||
// If d!=0, then t/d cannot overflow because the magnitude of the
|
||||
// entries forming d are not too small compared to the ones forming t.
|
||||
RealScalar u = t / d;
|
||||
RealScalar tmp = sqrt(RealScalar(1) + numext::abs2(u));
|
||||
rot1.s() = RealScalar(1) / tmp;
|
||||
rot1.c() = u / tmp;
|
||||
}
|
||||
m.applyOnTheLeft(0,1,rot1);
|
||||
j_right->makeJacobi(m,0,1);
|
||||
*j_left = rot1 * j_right->transpose();
|
||||
}
|
||||
|
||||
} // end namespace internal
|
||||
|
||||
} // end namespace Eigen
|
||||
|
||||
#endif // EIGEN_REALSVD2X2_H
|
||||
@@ -247,6 +247,7 @@ tan() const
|
||||
*
|
||||
* \sa tan(), asin(), acos()
|
||||
*/
|
||||
EIGEN_DEVICE_FUNC
|
||||
inline const AtanReturnType
|
||||
atan() const
|
||||
{
|
||||
@@ -288,6 +289,7 @@ asin() const
|
||||
*
|
||||
* \sa tan(), sinh(), cosh()
|
||||
*/
|
||||
EIGEN_DEVICE_FUNC
|
||||
inline const TanhReturnType
|
||||
tanh() const
|
||||
{
|
||||
@@ -301,6 +303,7 @@ tanh() const
|
||||
*
|
||||
* \sa sin(), tanh(), cosh()
|
||||
*/
|
||||
EIGEN_DEVICE_FUNC
|
||||
inline const SinhReturnType
|
||||
sinh() const
|
||||
{
|
||||
@@ -314,6 +317,7 @@ sinh() const
|
||||
*
|
||||
* \sa tan(), sinh(), cosh()
|
||||
*/
|
||||
EIGEN_DEVICE_FUNC
|
||||
inline const CoshReturnType
|
||||
cosh() const
|
||||
{
|
||||
@@ -331,6 +335,7 @@ cosh() const
|
||||
*
|
||||
* \sa digamma()
|
||||
*/
|
||||
EIGEN_DEVICE_FUNC
|
||||
inline const LgammaReturnType
|
||||
lgamma() const
|
||||
{
|
||||
@@ -345,6 +350,7 @@ lgamma() const
|
||||
*
|
||||
* \sa Eigen::digamma(), Eigen::polygamma(), lgamma()
|
||||
*/
|
||||
EIGEN_DEVICE_FUNC
|
||||
inline const DigammaReturnType
|
||||
digamma() const
|
||||
{
|
||||
@@ -363,6 +369,7 @@ digamma() const
|
||||
*
|
||||
* \sa erfc()
|
||||
*/
|
||||
EIGEN_DEVICE_FUNC
|
||||
inline const ErfReturnType
|
||||
erf() const
|
||||
{
|
||||
@@ -381,6 +388,7 @@ erf() const
|
||||
*
|
||||
* \sa erf()
|
||||
*/
|
||||
EIGEN_DEVICE_FUNC
|
||||
inline const ErfcReturnType
|
||||
erfc() const
|
||||
{
|
||||
@@ -436,6 +444,7 @@ cube() const
|
||||
*
|
||||
* \sa ceil(), floor()
|
||||
*/
|
||||
EIGEN_DEVICE_FUNC
|
||||
inline const RoundReturnType
|
||||
round() const
|
||||
{
|
||||
@@ -449,6 +458,7 @@ round() const
|
||||
*
|
||||
* \sa ceil(), round()
|
||||
*/
|
||||
EIGEN_DEVICE_FUNC
|
||||
inline const FloorReturnType
|
||||
floor() const
|
||||
{
|
||||
@@ -462,6 +472,7 @@ floor() const
|
||||
*
|
||||
* \sa floor(), round()
|
||||
*/
|
||||
EIGEN_DEVICE_FUNC
|
||||
inline const CeilReturnType
|
||||
ceil() const
|
||||
{
|
||||
@@ -475,6 +486,7 @@ ceil() const
|
||||
*
|
||||
* \sa isfinite(), isinf()
|
||||
*/
|
||||
EIGEN_DEVICE_FUNC
|
||||
inline const IsNaNReturnType
|
||||
isNaN() const
|
||||
{
|
||||
@@ -488,6 +500,7 @@ isNaN() const
|
||||
*
|
||||
* \sa isnan(), isfinite()
|
||||
*/
|
||||
EIGEN_DEVICE_FUNC
|
||||
inline const IsInfReturnType
|
||||
isInf() const
|
||||
{
|
||||
@@ -501,6 +514,7 @@ isInf() const
|
||||
*
|
||||
* \sa isnan(), isinf()
|
||||
*/
|
||||
EIGEN_DEVICE_FUNC
|
||||
inline const IsFiniteReturnType
|
||||
isFinite() const
|
||||
{
|
||||
|
||||
Reference in New Issue
Block a user