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18 Commits
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468863f3a0 | ||
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c196a49f67 | ||
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e18e51d891 | ||
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ad8b6c2342 | ||
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37fe67372b |
@@ -7,7 +7,7 @@ set(INCLUDE_INSTALL_DIR
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"The directory where we install the header files"
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FORCE)
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set(EIGEN_VERSION_NUMBER "2.0.13")
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set(EIGEN_VERSION_NUMBER "2.0.15")
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set(EIGEN_VERSION "${EIGEN_VERSION_NUMBER}")
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set(CMAKE_MODULE_PATH ${PROJECT_SOURCE_DIR}/cmake)
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@@ -139,7 +139,7 @@ inline bool MatrixBase<Derived>::any() const
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template<typename Derived>
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inline int MatrixBase<Derived>::count() const
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{
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return this->cast<bool>().cast<int>().sum();
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return this->cast<bool>().template cast<int>().sum();
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}
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#endif // EIGEN_ALLANDANY_H
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@@ -132,11 +132,12 @@ void LLT<MatrixType>::compute(const MatrixType& a)
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m_isInitialized = true;
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return;
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}
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m_matrix.col(0).end(size-1) = a.row(0).end(size-1).adjoint() / ei_real(m_matrix.coeff(0,0));
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if(ei_real(m_matrix.coeff(0,0))>0)
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m_matrix.col(0).end(size-1) = a.row(0).end(size-1).adjoint() / ei_real(m_matrix.coeff(0,0));
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for (int j = 1; j < size; ++j)
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{
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x = ei_real(a.coeff(j,j)) - m_matrix.row(j).start(j).squaredNorm();
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if (x < cutoff)
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if (x <= cutoff)
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{
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m_isPositiveDefinite = false;
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continue;
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@@ -90,6 +90,28 @@ public:
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? ( int(MayUnrollCompletely) && int(DstIsAligned) ? int(CompleteUnrolling) : int(NoUnrolling) )
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: int(NoUnrolling)
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};
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#ifdef EIGEN_DEBUG_ASSIGN
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#define EIGEN_DEBUG_VAR(x) std::cerr << #x << " = " << x << std::endl;
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static void debug()
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{
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EIGEN_DEBUG_VAR(DstIsAligned)
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EIGEN_DEBUG_VAR(SrcIsAligned)
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EIGEN_DEBUG_VAR(SrcAlignment)
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EIGEN_DEBUG_VAR(InnerSize)
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EIGEN_DEBUG_VAR(InnerMaxSize)
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EIGEN_DEBUG_VAR(PacketSize)
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EIGEN_DEBUG_VAR(MightVectorize)
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EIGEN_DEBUG_VAR(MayInnerVectorize)
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EIGEN_DEBUG_VAR(MayLinearVectorize)
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EIGEN_DEBUG_VAR(MaySliceVectorize)
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EIGEN_DEBUG_VAR(Vectorization)
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EIGEN_DEBUG_VAR(UnrollingLimit)
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EIGEN_DEBUG_VAR(MayUnrollCompletely)
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EIGEN_DEBUG_VAR(MayUnrollInner)
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EIGEN_DEBUG_VAR(Unrolling)
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}
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#endif
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};
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/***************************************************************************
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@@ -400,6 +422,9 @@ template<typename OtherDerived>
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EIGEN_STRONG_INLINE Derived& MatrixBase<Derived>
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::lazyAssign(const MatrixBase<OtherDerived>& other)
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{
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#ifdef EIGEN_DEBUG_ASSIGN
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ei_assign_traits<Derived, OtherDerived>::debug();
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#endif
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EIGEN_STATIC_ASSERT_SAME_MATRIX_SIZE(Derived,OtherDerived)
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EIGEN_STATIC_ASSERT((ei_is_same_type<typename Derived::Scalar, typename OtherDerived::Scalar>::ret),
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YOU_MIXED_DIFFERENT_NUMERIC_TYPES__YOU_NEED_TO_USE_THE_CAST_METHOD_OF_MATRIXBASE_TO_CAST_NUMERIC_TYPES_EXPLICITLY)
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@@ -33,7 +33,7 @@ struct ei_L2_block_traits {
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#ifndef EIGEN_EXTERN_INSTANTIATIONS
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template<typename Scalar>
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static void ei_cache_friendly_product(
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void ei_cache_friendly_product(
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int _rows, int _cols, int depth,
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bool _lhsRowMajor, const Scalar* _lhs, int _lhsStride,
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bool _rhsRowMajor, const Scalar* _rhs, int _rhsStride,
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@@ -352,7 +352,7 @@ static void ei_cache_friendly_product(
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* TODO: since rhs gets evaluated only once, no need to evaluate it
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*/
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template<typename Scalar, typename RhsType>
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static EIGEN_DONT_INLINE void ei_cache_friendly_product_colmajor_times_vector(
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EIGEN_DONT_INLINE void ei_cache_friendly_product_colmajor_times_vector(
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int size,
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const Scalar* lhs, int lhsStride,
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const RhsType& rhs,
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@@ -542,7 +542,7 @@ static EIGEN_DONT_INLINE void ei_cache_friendly_product_colmajor_times_vector(
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// TODO add peeling to mask unaligned load/stores
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template<typename Scalar, typename ResType>
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static EIGEN_DONT_INLINE void ei_cache_friendly_product_rowmajor_times_vector(
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EIGEN_DONT_INLINE void ei_cache_friendly_product_rowmajor_times_vector(
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const Scalar* lhs, int lhsStride,
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const Scalar* rhs, int rhsSize,
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ResType& res)
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@@ -32,7 +32,7 @@ namespace Eigen
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{
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#define EIGEN_INSTANTIATE_PRODUCT(TYPE) \
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template static void ei_cache_friendly_product<TYPE>( \
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template void ei_cache_friendly_product<TYPE>( \
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int _rows, int _cols, int depth, \
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bool _lhsRowMajor, const TYPE* _lhs, int _lhsStride, \
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bool _rhsRowMajor, const TYPE* _rhs, int _rhsStride, \
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@@ -35,16 +35,6 @@ template<typename T> inline T ei_random_amplitude()
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else return static_cast<T>(10);
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}
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template<typename T> inline T ei_hypot(T x, T y)
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{
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T _x = ei_abs(x);
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T _y = ei_abs(y);
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T p = std::max(_x, _y);
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T q = std::min(_x, _y);
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T qp = q/p;
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return p * ei_sqrt(T(1) + qp*qp);
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}
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/**************
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*** int ***
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**************/
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@@ -292,4 +282,14 @@ inline bool ei_isApproxOrLessThan(long double a, long double b, long double prec
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return a <= b || ei_isApprox(a, b, prec);
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}
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template<typename T> inline T ei_hypot(T x, T y)
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{
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T _x = ei_abs(x);
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T _y = ei_abs(y);
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T p = std::max(_x, _y);
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T q = std::min(_x, _y);
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T qp = q/p;
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return p * ei_sqrt(T(1) + qp*qp);
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}
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#endif // EIGEN_MATHFUNCTIONS_H
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@@ -614,7 +614,7 @@ struct ei_cache_friendly_product_selector<ProductType,1,LhsOrder,LhsAccess,RhsCo
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else
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{
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_res = ei_aligned_stack_new(Scalar, res.size());
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Map<Matrix<Scalar,DestDerived::SizeAtCompileTime,1,ColMajor> >(_res, res.size()) = res;
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Map<Matrix<Scalar,1,DestDerived::SizeAtCompileTime,ColMajor> >(_res, res.size()) = res;
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}
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ei_cache_friendly_product_colmajor_times_vector(res.size(),
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&product.rhs().const_cast_derived().coeffRef(0,0), product.rhs().stride(),
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@@ -622,7 +622,7 @@ struct ei_cache_friendly_product_selector<ProductType,1,LhsOrder,LhsAccess,RhsCo
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if (!EvalToRes)
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{
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res = Map<Matrix<Scalar,DestDerived::SizeAtCompileTime,1,ColMajor> >(_res, res.size());
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res = Map<Matrix<Scalar,1,DestDerived::SizeAtCompileTime,ColMajor> >(_res, res.size());
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ei_aligned_stack_delete(Scalar, _res, res.size());
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}
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}
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@@ -677,7 +677,7 @@ struct ei_cache_friendly_product_selector<ProductType,1,LhsOrder,LhsAccess,RhsCo
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else
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{
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_lhs = ei_aligned_stack_new(Scalar, product.lhs().size());
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Map<Matrix<Scalar,Lhs::SizeAtCompileTime,1,ColMajor> >(_lhs, product.lhs().size()) = product.lhs();
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Map<Matrix<Scalar,1,Lhs::SizeAtCompileTime,ColMajor> >(_lhs, product.lhs().size()) = product.lhs();
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}
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ei_cache_friendly_product_rowmajor_times_vector(&product.rhs().const_cast_derived().coeffRef(0,0), product.rhs().stride(),
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_lhs, product.lhs().size(), res);
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@@ -35,7 +35,7 @@ template<typename Lhs, typename Rhs,
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? UpperTriangular
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: -1,
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int StorageOrder = ei_is_part<Lhs>::value ? -1 // this is to solve ambiguous specializations
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: int(Lhs::Flags) & (RowMajorBit|SparseBit)
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: int(Lhs::Flags) & int(RowMajorBit|SparseBit)
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>
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struct ei_solve_triangular_selector;
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@@ -114,13 +114,13 @@ template<> EIGEN_STRONG_INLINE void ei_pstoreu<float>(float* to, const __m128&
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template<> EIGEN_STRONG_INLINE void ei_pstoreu<double>(double* to, const __m128d& from) { _mm_storeu_pd(to, from); }
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template<> EIGEN_STRONG_INLINE void ei_pstoreu<int>(int* to, const __m128i& from) { _mm_storeu_si128(reinterpret_cast<__m128i*>(to), from); }
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#if defined(_MSC_VER) && (_MSC_VER <= 1500) && defined(_WIN64)
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#if defined(_MSC_VER) && (_MSC_VER <= 1500) && defined(_WIN64) && !defined(__INTEL_COMPILER)
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// The temporary variable fixes an internal compilation error.
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// Direct of the struct members fixed bug #62.
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template<> EIGEN_STRONG_INLINE float ei_pfirst<__m128>(const __m128& a) { return a.m128_f32[0]; }
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template<> EIGEN_STRONG_INLINE double ei_pfirst<__m128d>(const __m128d& a) { return a.m128d_f64[0]; }
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template<> EIGEN_STRONG_INLINE int ei_pfirst<__m128i>(const __m128i& a) { int x = _mm_cvtsi128_si32(a); return x; }
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#elif defined(_MSC_VER) && (_MSC_VER <= 1500)
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#elif defined(_MSC_VER) && (_MSC_VER <= 1500) && !defined(__INTEL_COMPILER)
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// The temporary variable fixes an internal compilation error.
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template<> EIGEN_STRONG_INLINE float ei_pfirst<__m128>(const __m128& a) { float x = _mm_cvtss_f32(a); return x; }
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template<> EIGEN_STRONG_INLINE double ei_pfirst<__m128d>(const __m128d& a) { double x = _mm_cvtsd_f64(a); return x; }
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@@ -30,7 +30,7 @@
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#define EIGEN_WORLD_VERSION 2
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#define EIGEN_MAJOR_VERSION 0
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#define EIGEN_MINOR_VERSION 13
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#define EIGEN_MINOR_VERSION 15
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#define EIGEN_VERSION_AT_LEAST(x,y,z) (EIGEN_WORLD_VERSION>x || (EIGEN_WORLD_VERSION>=x && \
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(EIGEN_MAJOR_VERSION>y || (EIGEN_MAJOR_VERSION>=y && \
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@@ -188,7 +188,8 @@ template<> inline void ei_conditional_aligned_free<false>(void *ptr)
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template<typename T> inline void ei_destruct_elements_of_array(T *ptr, std::size_t size)
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{
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// always destruct an array starting from the end.
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while(size) ptr[--size].~T();
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if(ptr)
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while(size) ptr[--size].~T();
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}
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/** \internal delete objects constructed with ei_aligned_new
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@@ -94,10 +94,16 @@ class ei_compute_matrix_flags
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{
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enum {
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row_major_bit = Options&RowMajor ? RowMajorBit : 0,
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inner_max_size = row_major_bit ? MaxCols : MaxRows,
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inner_max_size = int(MaxRows==1) ? int(MaxCols)
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: int(MaxCols==1) ? int(MaxRows)
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: int(row_major_bit) ? int(MaxCols) : int(MaxRows),
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is_big = inner_max_size == Dynamic,
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is_packet_size_multiple = (Cols*Rows) % ei_packet_traits<Scalar>::size == 0,
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aligned_bit = ((Options&AutoAlign) && (is_big || is_packet_size_multiple)) ? AlignedBit : 0,
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storage_has_fixed_size = MaxRows != Dynamic && MaxCols != Dynamic,
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storage_has_aligned_fixed_size = storage_has_fixed_size
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&& ( (MaxCols*MaxRows) % ei_packet_traits<Scalar>::size == 0 ),
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aligned_bit = ( (Options&AutoAlign)
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&& (is_big || storage_has_aligned_fixed_size)
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) ? AlignedBit : 0,
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packet_access_bit = ei_packet_traits<Scalar>::size > 1 && aligned_bit ? PacketAccessBit : 0
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};
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@@ -63,10 +63,10 @@ template<typename MatrixType> class LU
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typedef typename MatrixType::Scalar Scalar;
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typedef typename NumTraits<typename MatrixType::Scalar>::Real RealScalar;
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typedef Matrix<int, 1, MatrixType::ColsAtCompileTime> IntRowVectorType;
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typedef Matrix<int, MatrixType::RowsAtCompileTime, 1> IntColVectorType;
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typedef Matrix<Scalar, 1, MatrixType::ColsAtCompileTime> RowVectorType;
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typedef Matrix<Scalar, MatrixType::RowsAtCompileTime, 1> ColVectorType;
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typedef Matrix<int, 1, MatrixType::ColsAtCompileTime, MatrixType::Options, 1, MatrixType::MaxColsAtCompileTime> IntRowVectorType;
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typedef Matrix<int, MatrixType::RowsAtCompileTime, 1, MatrixType::Options, MatrixType::MaxRowsAtCompileTime, 1> IntColVectorType;
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typedef Matrix<Scalar, 1, MatrixType::ColsAtCompileTime, MatrixType::Options, 1, MatrixType::MaxColsAtCompileTime> RowVectorType;
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typedef Matrix<Scalar, MatrixType::RowsAtCompileTime, 1, MatrixType::Options, MatrixType::MaxRowsAtCompileTime, 1> ColVectorType;
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enum { MaxSmallDimAtCompileTime = EIGEN_SIZE_MIN(
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MatrixType::MaxColsAtCompileTime,
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@@ -515,9 +515,10 @@ bool LU<MatrixType>::solve(
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if(!ei_isMuchSmallerThan(c.coeff(row,col), biggest_in_c, m_precision))
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return false;
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}
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m_lu.corner(TopLeft, m_rank, m_rank)
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.template marked<UpperTriangular>()
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.solveTriangularInPlace(c.corner(TopLeft, m_rank, c.cols()));
|
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if(m_rank>0)
|
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m_lu.corner(TopLeft, m_rank, m_rank)
|
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.template marked<UpperTriangular>()
|
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.solveTriangularInPlace(c.corner(TopLeft, m_rank, c.cols()));
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|
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// Step 4
|
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result->resize(m_lu.cols(), b.cols());
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|
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@@ -270,12 +270,18 @@ bool QR<MatrixType>::solve(
|
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ei_assert(m_isInitialized && "QR is not initialized.");
|
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const int rows = m_qr.rows();
|
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ei_assert(b.rows() == rows);
|
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result->resize(rows, b.cols());
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// enforce the computation of the rank
|
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rank();
|
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|
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result->resize(m_qr.cols(), b.cols());
|
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|
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// TODO(keir): There is almost certainly a faster way to multiply by
|
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// Q^T without explicitly forming matrixQ(). Investigate.
|
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*result = matrixQ().transpose()*b;
|
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|
||||
|
||||
if(m_rank==0)
|
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return result->isZero();
|
||||
|
||||
if(!isSurjective())
|
||||
{
|
||||
// is result is in the image of R ?
|
||||
|
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@@ -124,4 +124,8 @@ void test_cholesky()
|
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CALL_SUBTEST( cholesky(MatrixXf(17,17)) );
|
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CALL_SUBTEST( cholesky(MatrixXd(33,33)) );
|
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}
|
||||
|
||||
MatrixXf m = MatrixXf::Zero(10,10);
|
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VectorXf b = VectorXf::Zero(10);
|
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VERIFY(!m.llt().isPositiveDefinite());
|
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}
|
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|
||||
@@ -132,4 +132,10 @@ void test_lu()
|
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CALL_SUBTEST( lu_invertible<MatrixXcf>() );
|
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CALL_SUBTEST( lu_invertible<MatrixXcd>() );
|
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}
|
||||
|
||||
MatrixXf m = MatrixXf::Zero(10,10);
|
||||
VectorXf b = VectorXf::Zero(10);
|
||||
VectorXf x = VectorXf::Random(10);
|
||||
VERIFY(m.lu().solve(b,&x));
|
||||
VERIFY(x.isZero());
|
||||
}
|
||||
|
||||
@@ -48,4 +48,11 @@ void test_product_large()
|
||||
MatrixXf a = MatrixXf::Random(10,4), b = MatrixXf::Random(4,10), c = a;
|
||||
VERIFY_IS_APPROX((a = a * b), (c * b).eval());
|
||||
}
|
||||
|
||||
{
|
||||
MatrixXf mat1(10,10); mat1.setRandom();
|
||||
MatrixXf mat2(32,10); mat2.setRandom();
|
||||
MatrixXf result = mat1.row(2)*mat2.transpose();
|
||||
VERIFY_IS_APPROX(result, (mat1.row(2)*mat2.transpose()).eval());
|
||||
}
|
||||
}
|
||||
|
||||
@@ -75,4 +75,11 @@ void test_qr()
|
||||
mat << 1, 1, 1, 2, 2, 2, 1, 2, 3;
|
||||
VERIFY(!mat.qr().isFullRank());
|
||||
}
|
||||
{
|
||||
MatrixXf m = MatrixXf::Zero(10,10);
|
||||
VectorXf b = VectorXf::Zero(10);
|
||||
VectorXf x = VectorXf::Random(10);
|
||||
VERIFY(m.qr().solve(b,&x));
|
||||
VERIFY(x.isZero());
|
||||
}
|
||||
}
|
||||
|
||||
@@ -85,6 +85,8 @@ void test_vectorization_logic()
|
||||
VERIFY(test_assign(MatrixXf(10,10),MatrixXf(20,20).block(10,10,2,3),
|
||||
SliceVectorization,NoUnrolling));
|
||||
|
||||
VERIFY(test_assign(VectorXf(10),VectorXf(10)+VectorXf(10),
|
||||
LinearVectorization,NoUnrolling));
|
||||
|
||||
VERIFY(test_sum(VectorXf(10),
|
||||
LinearVectorization,NoUnrolling));
|
||||
|
||||
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