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abess
abess-master/python/include/unsupported/Eigen/CXX11/src/Tensor/TensorInflation.h
// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2015 Ke Yang <[email protected]> // // 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_CXX11_TENSOR_TENSOR_INFLATION_H #define EIGEN_CXX11_TENSOR_TENSOR_INFLATION_H namespace Eigen { /** \class TensorInflation * \ingroup CXX11_Tensor_Module * * \brief Tensor inflation class. * * */ namespace internal { template<typename Strides, typename XprType> struct traits<TensorInflationOp<Strides, XprType> > : public traits<XprType> { typedef typename XprType::Scalar Scalar; typedef traits<XprType> XprTraits; typedef typename XprTraits::StorageKind StorageKind; typedef typename XprTraits::Index Index; typedef typename XprType::Nested Nested; typedef typename remove_reference<Nested>::type _Nested; static const int NumDimensions = XprTraits::NumDimensions; static const int Layout = XprTraits::Layout; }; template<typename Strides, typename XprType> struct eval<TensorInflationOp<Strides, XprType>, Eigen::Dense> { typedef const TensorInflationOp<Strides, XprType>& type; }; template<typename Strides, typename XprType> struct nested<TensorInflationOp<Strides, XprType>, 1, typename eval<TensorInflationOp<Strides, XprType> >::type> { typedef TensorInflationOp<Strides, XprType> type; }; } // end namespace internal template<typename Strides, typename XprType> class TensorInflationOp : public TensorBase<TensorInflationOp<Strides, XprType>, ReadOnlyAccessors> { public: typedef typename Eigen::internal::traits<TensorInflationOp>::Scalar Scalar; typedef typename Eigen::NumTraits<Scalar>::Real RealScalar; typedef typename XprType::CoeffReturnType CoeffReturnType; typedef typename Eigen::internal::nested<TensorInflationOp>::type Nested; typedef typename Eigen::internal::traits<TensorInflationOp>::StorageKind StorageKind; typedef typename Eigen::internal::traits<TensorInflationOp>::Index Index; EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorInflationOp(const XprType& expr, const Strides& strides) : m_xpr(expr), m_strides(strides) {} EIGEN_DEVICE_FUNC const Strides& strides() const { return m_strides; } EIGEN_DEVICE_FUNC const typename internal::remove_all<typename XprType::Nested>::type& expression() const { return m_xpr; } protected: typename XprType::Nested m_xpr; const Strides m_strides; }; // Eval as rvalue template<typename Strides, typename ArgType, typename Device> struct TensorEvaluator<const TensorInflationOp<Strides, ArgType>, Device> { typedef TensorInflationOp<Strides, ArgType> XprType; typedef typename XprType::Index Index; static const int NumDims = internal::array_size<typename TensorEvaluator<ArgType, Device>::Dimensions>::value; typedef DSizes<Index, NumDims> Dimensions; typedef typename XprType::Scalar Scalar; typedef typename XprType::CoeffReturnType CoeffReturnType; typedef typename PacketType<CoeffReturnType, Device>::type PacketReturnType; static const int PacketSize = internal::unpacket_traits<PacketReturnType>::size; enum { IsAligned = /*TensorEvaluator<ArgType, Device>::IsAligned*/ false, PacketAccess = TensorEvaluator<ArgType, Device>::PacketAccess, BlockAccess = false, Layout = TensorEvaluator<ArgType, Device>::Layout, CoordAccess = false, // to be implemented RawAccess = false }; EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorEvaluator(const XprType& op, const Device& device) : m_impl(op.expression(), device), m_strides(op.strides()) { m_dimensions = m_impl.dimensions(); // Expand each dimension to the inflated dimension. for (int i = 0; i < NumDims; ++i) { m_dimensions[i] = (m_dimensions[i] - 1) * op.strides()[i] + 1; } // Remember the strides for fast division. for (int i = 0; i < NumDims; ++i) { m_fastStrides[i] = internal::TensorIntDivisor<Index>(m_strides[i]); } const typename TensorEvaluator<ArgType, Device>::Dimensions& input_dims = m_impl.dimensions(); if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) { m_outputStrides[0] = 1; m_inputStrides[0] = 1; for (int i = 1; i < NumDims; ++i) { m_outputStrides[i] = m_outputStrides[i-1] * m_dimensions[i-1]; m_inputStrides[i] = m_inputStrides[i-1] * input_dims[i-1]; } } else { // RowMajor m_outputStrides[NumDims-1] = 1; m_inputStrides[NumDims-1] = 1; for (int i = NumDims - 2; i >= 0; --i) { m_outputStrides[i] = m_outputStrides[i+1] * m_dimensions[i+1]; m_inputStrides[i] = m_inputStrides[i+1] * input_dims[i+1]; } } } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Dimensions& dimensions() const { return m_dimensions; } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE bool evalSubExprsIfNeeded(Scalar* /*data*/) { m_impl.evalSubExprsIfNeeded(NULL); return true; } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void cleanup() { m_impl.cleanup(); } // Computes the input index given the output index. Returns true if the output // index doesn't fall into a hole. EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE bool getInputIndex(Index index, Index* inputIndex) const { eigen_assert(index < dimensions().TotalSize()); *inputIndex = 0; if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) { for (int i = NumDims - 1; i > 0; --i) { const Index idx = index / m_outputStrides[i]; if (idx != idx / m_fastStrides[i] * m_strides[i]) { return false; } *inputIndex += idx / m_strides[i] * m_inputStrides[i]; index -= idx * m_outputStrides[i]; } if (index != index / m_fastStrides[0] * m_strides[0]) { return false; } *inputIndex += index / m_strides[0]; return true; } else { for (int i = 0; i < NumDims - 1; ++i) { const Index idx = index / m_outputStrides[i]; if (idx != idx / m_fastStrides[i] * m_strides[i]) { return false; } *inputIndex += idx / m_strides[i] * m_inputStrides[i]; index -= idx * m_outputStrides[i]; } if (index != index / m_fastStrides[NumDims-1] * m_strides[NumDims-1]) { return false; } *inputIndex += index / m_strides[NumDims - 1]; } return true; } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE CoeffReturnType coeff(Index index) const { Index inputIndex = 0; if (getInputIndex(index, &inputIndex)) { return m_impl.coeff(inputIndex); } else { return Scalar(0); } } // TODO(yangke): optimize this function so that we can detect and produce // all-zero packets template<int LoadMode> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE PacketReturnType packet(Index index) const { EIGEN_STATIC_ASSERT((PacketSize > 1), YOU_MADE_A_PROGRAMMING_MISTAKE) eigen_assert(index+PacketSize-1 < dimensions().TotalSize()); EIGEN_ALIGN_MAX typename internal::remove_const<CoeffReturnType>::type values[PacketSize]; for (int i = 0; i < PacketSize; ++i) { values[i] = coeff(index+i); } PacketReturnType rslt = internal::pload<PacketReturnType>(values); return rslt; } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorOpCost costPerCoeff(bool vectorized) const { const double compute_cost = NumDims * (3 * TensorOpCost::DivCost<Index>() + 3 * TensorOpCost::MulCost<Index>() + 2 * TensorOpCost::AddCost<Index>()); const double input_size = m_impl.dimensions().TotalSize(); const double output_size = m_dimensions.TotalSize(); if (output_size == 0) return TensorOpCost(); return m_impl.costPerCoeff(vectorized) + TensorOpCost(sizeof(CoeffReturnType) * input_size / output_size, 0, compute_cost, vectorized, PacketSize); } EIGEN_DEVICE_FUNC Scalar* data() const { return NULL; } protected: Dimensions m_dimensions; array<Index, NumDims> m_outputStrides; array<Index, NumDims> m_inputStrides; TensorEvaluator<ArgType, Device> m_impl; const Strides m_strides; array<internal::TensorIntDivisor<Index>, NumDims> m_fastStrides; }; } // end namespace Eigen #endif // EIGEN_CXX11_TENSOR_TENSOR_INFLATION_H
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abess-master/python/include/unsupported/Eigen/CXX11/src/Tensor/TensorInitializer.h
// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2014 Benoit Steiner <[email protected]> // // 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_CXX11_TENSOR_TENSOR_INITIALIZER_H #define EIGEN_CXX11_TENSOR_TENSOR_INITIALIZER_H #if EIGEN_HAS_VARIADIC_TEMPLATES #include <initializer_list> namespace Eigen { /** \class TensorInitializer * \ingroup CXX11_Tensor_Module * * \brief Helper template to initialize Tensors from std::initializer_lists. */ namespace internal { template <typename Derived, int N> struct Initializer { typedef std::initializer_list< typename Initializer<Derived, N - 1>::InitList> InitList; static void run(TensorEvaluator<Derived, DefaultDevice>& tensor, Eigen::array<typename traits<Derived>::Index, traits<Derived>::NumDimensions>* indices, const InitList& vals) { int i = 0; for (auto v : vals) { (*indices)[traits<Derived>::NumDimensions - N] = i++; Initializer<Derived, N - 1>::run(tensor, indices, v); } } }; template <typename Derived> struct Initializer<Derived, 1> { typedef std::initializer_list<typename traits<Derived>::Scalar> InitList; static void run(TensorEvaluator<Derived, DefaultDevice>& tensor, Eigen::array<typename traits<Derived>::Index, traits<Derived>::NumDimensions>* indices, const InitList& vals) { int i = 0; // There is likely a faster way to do that than iterating. for (auto v : vals) { (*indices)[traits<Derived>::NumDimensions - 1] = i++; tensor.coeffRef(*indices) = v; } } }; template <typename Derived> struct Initializer<Derived, 0> { typedef typename traits<Derived>::Scalar InitList; static void run(TensorEvaluator<Derived, DefaultDevice>& tensor, Eigen::array<typename traits<Derived>::Index, traits<Derived>::NumDimensions>*, const InitList& v) { tensor.coeffRef(0) = v; } }; template <typename Derived, int N> void initialize_tensor(TensorEvaluator<Derived, DefaultDevice>& tensor, const typename Initializer<Derived, traits<Derived>::NumDimensions>::InitList& vals) { Eigen::array<typename traits<Derived>::Index, traits<Derived>::NumDimensions> indices; Initializer<Derived, traits<Derived>::NumDimensions>::run(tensor, &indices, vals); } } // namespace internal } // namespace Eigen #endif // EIGEN_HAS_VARIADIC_TEMPLATES #endif // EIGEN_CXX11_TENSOR_TENSOR_INITIALIZER_H
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abess-master/python/include/unsupported/Eigen/CXX11/src/Tensor/TensorIntDiv.h
// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2014 Benoit Steiner <[email protected]> // // 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_CXX11_TENSOR_TENSOR_INTDIV_H #define EIGEN_CXX11_TENSOR_TENSOR_INTDIV_H namespace Eigen { /** \internal * * \class TensorIntDiv * \ingroup CXX11_Tensor_Module * * \brief Fast integer division by a constant. * * See the paper from Granlund and Montgomery for explanation. * (at http://dx.doi.org/10.1145/773473.178249) * * \sa Tensor */ namespace internal { namespace { // Note: result is undefined if val == 0 template <typename T> EIGEN_DEVICE_FUNC EIGEN_ALWAYS_INLINE typename internal::enable_if<sizeof(T)==4,int>::type count_leading_zeros(const T val) { #ifdef __CUDA_ARCH__ return __clz(val); #elif EIGEN_COMP_MSVC unsigned long index; _BitScanReverse(&index, val); return 31 - index; #else EIGEN_STATIC_ASSERT(sizeof(unsigned long long) == 8, YOU_MADE_A_PROGRAMMING_MISTAKE); return __builtin_clz(static_cast<uint32_t>(val)); #endif } template <typename T> EIGEN_DEVICE_FUNC EIGEN_ALWAYS_INLINE typename internal::enable_if<sizeof(T)==8,int>::type count_leading_zeros(const T val) { #ifdef __CUDA_ARCH__ return __clzll(val); #elif EIGEN_COMP_MSVC && EIGEN_ARCH_x86_64 unsigned long index; _BitScanReverse64(&index, val); return 63 - index; #elif EIGEN_COMP_MSVC // MSVC's _BitScanReverse64 is not available for 32bits builds. unsigned int lo = (unsigned int)(val&0xffffffff); unsigned int hi = (unsigned int)((val>>32)&0xffffffff); int n; if(hi==0) n = 32 + count_leading_zeros<unsigned int>(lo); else n = count_leading_zeros<unsigned int>(hi); return n; #else EIGEN_STATIC_ASSERT(sizeof(unsigned long long) == 8, YOU_MADE_A_PROGRAMMING_MISTAKE); return __builtin_clzll(static_cast<uint64_t>(val)); #endif } template <typename T> struct UnsignedTraits { typedef typename conditional<sizeof(T) == 8, uint64_t, uint32_t>::type type; }; template <typename T> struct DividerTraits { typedef typename UnsignedTraits<T>::type type; static const int N = sizeof(T) * 8; }; template <typename T> EIGEN_DEVICE_FUNC EIGEN_ALWAYS_INLINE uint32_t muluh(const uint32_t a, const T b) { #if defined(__CUDA_ARCH__) return __umulhi(a, b); #else return (static_cast<uint64_t>(a) * b) >> 32; #endif } template <typename T> EIGEN_DEVICE_FUNC EIGEN_ALWAYS_INLINE uint64_t muluh(const uint64_t a, const T b) { #if defined(__CUDA_ARCH__) return __umul64hi(a, b); #elif defined(__SIZEOF_INT128__) __uint128_t v = static_cast<__uint128_t>(a) * static_cast<__uint128_t>(b); return static_cast<uint64_t>(v >> 64); #else return (TensorUInt128<static_val<0>, uint64_t>(a) * TensorUInt128<static_val<0>, uint64_t>(b)).upper(); #endif } template <int N, typename T> struct DividerHelper { static EIGEN_DEVICE_FUNC EIGEN_ALWAYS_INLINE uint32_t computeMultiplier(const int log_div, const T divider) { EIGEN_STATIC_ASSERT(N == 32, YOU_MADE_A_PROGRAMMING_MISTAKE); return static_cast<uint32_t>((static_cast<uint64_t>(1) << (N+log_div)) / divider - (static_cast<uint64_t>(1) << N) + 1); } }; template <typename T> struct DividerHelper<64, T> { static EIGEN_DEVICE_FUNC EIGEN_ALWAYS_INLINE uint64_t computeMultiplier(const int log_div, const T divider) { #if defined(__SIZEOF_INT128__) && !defined(__CUDA_ARCH__) return static_cast<uint64_t>((static_cast<__uint128_t>(1) << (64+log_div)) / static_cast<__uint128_t>(divider) - (static_cast<__uint128_t>(1) << 64) + 1); #else const uint64_t shift = 1ULL << log_div; TensorUInt128<uint64_t, uint64_t> result = TensorUInt128<uint64_t, static_val<0> >(shift, 0) / TensorUInt128<static_val<0>, uint64_t>(divider) - TensorUInt128<static_val<1>, static_val<0> >(1, 0) + TensorUInt128<static_val<0>, static_val<1> >(1); return static_cast<uint64_t>(result); #endif } }; } template <typename T, bool div_gt_one = false> struct TensorIntDivisor { public: EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorIntDivisor() { multiplier = 0; shift1 = 0; shift2 = 0; } // Must have 0 < divider < 2^31. This is relaxed to // 0 < divider < 2^63 when using 64-bit indices on platforms that support // the __uint128_t type. EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorIntDivisor(const T divider) { const int N = DividerTraits<T>::N; eigen_assert(static_cast<typename UnsignedTraits<T>::type>(divider) < NumTraits<UnsignedType>::highest()/2); eigen_assert(divider > 0); // fast ln2 const int leading_zeros = count_leading_zeros(static_cast<UnsignedType>(divider)); int log_div = N - leading_zeros; // if divider is a power of two then log_div is 1 more than it should be. if ((static_cast<typename UnsignedTraits<T>::type>(1) << (log_div-1)) == static_cast<typename UnsignedTraits<T>::type>(divider)) log_div--; multiplier = DividerHelper<N, T>::computeMultiplier(log_div, divider); shift1 = log_div > 1 ? 1 : log_div; shift2 = log_div > 1 ? log_div-1 : 0; } // Must have 0 <= numerator. On platforms that dont support the __uint128_t // type numerator should also be less than 2^32-1. EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE T divide(const T numerator) const { eigen_assert(static_cast<typename UnsignedTraits<T>::type>(numerator) < NumTraits<UnsignedType>::highest()/2); //eigen_assert(numerator >= 0); // this is implicitly asserted by the line above UnsignedType t1 = muluh(multiplier, numerator); UnsignedType t = (static_cast<UnsignedType>(numerator) - t1) >> shift1; return (t1 + t) >> shift2; } private: typedef typename DividerTraits<T>::type UnsignedType; UnsignedType multiplier; int32_t shift1; int32_t shift2; }; // Optimized version for signed 32 bit integers. // Derived from Hacker's Delight. // Only works for divisors strictly greater than one template <> class TensorIntDivisor<int32_t, true> { public: EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorIntDivisor() { magic = 0; shift = 0; } // Must have 2 <= divider EIGEN_DEVICE_FUNC TensorIntDivisor(int32_t divider) { eigen_assert(divider >= 2); calcMagic(divider); } EIGEN_DEVICE_FUNC EIGEN_ALWAYS_INLINE int divide(const int32_t n) const { #ifdef __CUDA_ARCH__ return (__umulhi(magic, n) >> shift); #else uint64_t v = static_cast<uint64_t>(magic) * static_cast<uint64_t>(n); return (static_cast<uint32_t>(v >> 32) >> shift); #endif } private: // Compute the magic numbers. See Hacker's Delight section 10 for an in // depth explanation. EIGEN_DEVICE_FUNC void calcMagic(int32_t d) { const unsigned two31 = 0x80000000; // 2**31. unsigned ad = d; unsigned t = two31 + (ad >> 31); unsigned anc = t - 1 - t%ad; // Absolute value of nc. int p = 31; // Init. p. unsigned q1 = two31/anc; // Init. q1 = 2**p/|nc|. unsigned r1 = two31 - q1*anc; // Init. r1 = rem(2**p, |nc|). unsigned q2 = two31/ad; // Init. q2 = 2**p/|d|. unsigned r2 = two31 - q2*ad; // Init. r2 = rem(2**p, |d|). unsigned delta = 0; do { p = p + 1; q1 = 2*q1; // Update q1 = 2**p/|nc|. r1 = 2*r1; // Update r1 = rem(2**p, |nc|). if (r1 >= anc) { // (Must be an unsigned q1 = q1 + 1; // comparison here). r1 = r1 - anc;} q2 = 2*q2; // Update q2 = 2**p/|d|. r2 = 2*r2; // Update r2 = rem(2**p, |d|). if (r2 >= ad) { // (Must be an unsigned q2 = q2 + 1; // comparison here). r2 = r2 - ad;} delta = ad - r2; } while (q1 < delta || (q1 == delta && r1 == 0)); magic = (unsigned)(q2 + 1); shift = p - 32; } uint32_t magic; int32_t shift; }; template <typename T, bool div_gt_one> static EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE T operator / (const T& numerator, const TensorIntDivisor<T, div_gt_one>& divisor) { return divisor.divide(numerator); } } // end namespace internal } // end namespace Eigen #endif // EIGEN_CXX11_TENSOR_TENSOR_INTDIV_H
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abess-master/python/include/unsupported/Eigen/CXX11/src/Tensor/TensorLayoutSwap.h
// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2014 Benoit Steiner <[email protected]> // // 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_CXX11_TENSOR_TENSOR_LAYOUT_SWAP_H #define EIGEN_CXX11_TENSOR_TENSOR_LAYOUT_SWAP_H namespace Eigen { /** \class TensorLayoutSwap * \ingroup CXX11_Tensor_Module * * \brief Swap the layout from col-major to row-major, or row-major * to col-major, and invert the order of the dimensions. * * Beware: the dimensions are reversed by this operation. If you want to * preserve the ordering of the dimensions, you need to combine this * operation with a shuffle. * * \example: * Tensor<float, 2, ColMajor> input(2, 4); * Tensor<float, 2, RowMajor> output = input.swap_layout(); * eigen_assert(output.dimension(0) == 4); * eigen_assert(output.dimension(1) == 2); * * array<int, 2> shuffle(1, 0); * output = input.swap_layout().shuffle(shuffle); * eigen_assert(output.dimension(0) == 2); * eigen_assert(output.dimension(1) == 4); * */ namespace internal { template<typename XprType> struct traits<TensorLayoutSwapOp<XprType> > : public traits<XprType> { typedef typename XprType::Scalar Scalar; typedef traits<XprType> XprTraits; typedef typename XprTraits::StorageKind StorageKind; typedef typename XprTraits::Index Index; typedef typename XprType::Nested Nested; typedef typename remove_reference<Nested>::type _Nested; static const int NumDimensions = traits<XprType>::NumDimensions; static const int Layout = (traits<XprType>::Layout == ColMajor) ? RowMajor : ColMajor; }; template<typename XprType> struct eval<TensorLayoutSwapOp<XprType>, Eigen::Dense> { typedef const TensorLayoutSwapOp<XprType>& type; }; template<typename XprType> struct nested<TensorLayoutSwapOp<XprType>, 1, typename eval<TensorLayoutSwapOp<XprType> >::type> { typedef TensorLayoutSwapOp<XprType> type; }; } // end namespace internal template<typename XprType> class TensorLayoutSwapOp : public TensorBase<TensorLayoutSwapOp<XprType>, WriteAccessors> { public: typedef typename Eigen::internal::traits<TensorLayoutSwapOp>::Scalar Scalar; typedef typename Eigen::NumTraits<Scalar>::Real RealScalar; typedef typename internal::remove_const<typename XprType::CoeffReturnType>::type CoeffReturnType; typedef typename Eigen::internal::nested<TensorLayoutSwapOp>::type Nested; typedef typename Eigen::internal::traits<TensorLayoutSwapOp>::StorageKind StorageKind; typedef typename Eigen::internal::traits<TensorLayoutSwapOp>::Index Index; EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorLayoutSwapOp(const XprType& expr) : m_xpr(expr) {} EIGEN_DEVICE_FUNC const typename internal::remove_all<typename XprType::Nested>::type& expression() const { return m_xpr; } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorLayoutSwapOp& operator = (const TensorLayoutSwapOp& other) { typedef TensorAssignOp<TensorLayoutSwapOp, const TensorLayoutSwapOp> Assign; Assign assign(*this, other); internal::TensorExecutor<const Assign, DefaultDevice>::run(assign, DefaultDevice()); return *this; } template<typename OtherDerived> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorLayoutSwapOp& operator = (const OtherDerived& other) { typedef TensorAssignOp<TensorLayoutSwapOp, const OtherDerived> Assign; Assign assign(*this, other); internal::TensorExecutor<const Assign, DefaultDevice>::run(assign, DefaultDevice()); return *this; } protected: typename XprType::Nested m_xpr; }; // Eval as rvalue template<typename ArgType, typename Device> struct TensorEvaluator<const TensorLayoutSwapOp<ArgType>, Device> { typedef TensorLayoutSwapOp<ArgType> XprType; typedef typename XprType::Index Index; static const int NumDims = internal::array_size<typename TensorEvaluator<ArgType, Device>::Dimensions>::value; typedef DSizes<Index, NumDims> Dimensions; enum { IsAligned = TensorEvaluator<ArgType, Device>::IsAligned, PacketAccess = TensorEvaluator<ArgType, Device>::PacketAccess, Layout = (static_cast<int>(TensorEvaluator<ArgType, Device>::Layout) == static_cast<int>(ColMajor)) ? RowMajor : ColMajor, CoordAccess = false, // to be implemented RawAccess = TensorEvaluator<ArgType, Device>::RawAccess }; EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorEvaluator(const XprType& op, const Device& device) : m_impl(op.expression(), device) { for(int i = 0; i < NumDims; ++i) { m_dimensions[i] = m_impl.dimensions()[NumDims-1-i]; } } typedef typename XprType::Scalar Scalar; typedef typename XprType::CoeffReturnType CoeffReturnType; typedef typename PacketType<CoeffReturnType, Device>::type PacketReturnType; EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Dimensions& dimensions() const { return m_dimensions; } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE bool evalSubExprsIfNeeded(CoeffReturnType* data) { return m_impl.evalSubExprsIfNeeded(data); } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void cleanup() { m_impl.cleanup(); } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE CoeffReturnType coeff(Index index) const { return m_impl.coeff(index); } template<int LoadMode> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE PacketReturnType packet(Index index) const { return m_impl.template packet<LoadMode>(index); } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorOpCost costPerCoeff(bool vectorized) const { return m_impl.costPerCoeff(vectorized); } EIGEN_DEVICE_FUNC Scalar* data() const { return m_impl.data(); } const TensorEvaluator<ArgType, Device>& impl() const { return m_impl; } protected: TensorEvaluator<ArgType, Device> m_impl; Dimensions m_dimensions; }; // Eval as lvalue template<typename ArgType, typename Device> struct TensorEvaluator<TensorLayoutSwapOp<ArgType>, Device> : public TensorEvaluator<const TensorLayoutSwapOp<ArgType>, Device> { typedef TensorEvaluator<const TensorLayoutSwapOp<ArgType>, Device> Base; typedef TensorLayoutSwapOp<ArgType> XprType; enum { IsAligned = TensorEvaluator<ArgType, Device>::IsAligned, PacketAccess = TensorEvaluator<ArgType, Device>::PacketAccess, Layout = (static_cast<int>(TensorEvaluator<ArgType, Device>::Layout) == static_cast<int>(ColMajor)) ? RowMajor : ColMajor, CoordAccess = false // to be implemented }; EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorEvaluator(const XprType& op, const Device& device) : Base(op, device) { } typedef typename XprType::Index Index; typedef typename XprType::Scalar Scalar; typedef typename XprType::CoeffReturnType CoeffReturnType; typedef typename PacketType<CoeffReturnType, Device>::type PacketReturnType; EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE CoeffReturnType& coeffRef(Index index) { return this->m_impl.coeffRef(index); } template <int StoreMode> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void writePacket(Index index, const PacketReturnType& x) { this->m_impl.template writePacket<StoreMode>(index, x); } }; } // end namespace Eigen #endif // EIGEN_CXX11_TENSOR_TENSOR_LAYOUT_SWAP_H
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abess-master/python/include/unsupported/Eigen/CXX11/src/Tensor/TensorMacros.h
// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2015 Benoit Steiner <[email protected]> // // 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_CXX11_TENSOR_TENSOR_META_MACROS_H #define EIGEN_CXX11_TENSOR_TENSOR_META_MACROS_H /** use this macro in sfinae selection in templated functions * * template<typename T, * typename std::enable_if< isBanana<T>::value , int >::type = 0 * > * void foo(){} * * becomes => * * template<typename TopoType, * SFINAE_ENABLE_IF( isBanana<T>::value ) * > * void foo(){} */ // SFINAE requires variadic templates #ifndef __CUDACC__ #if EIGEN_HAS_VARIADIC_TEMPLATES // SFINAE doesn't work for gcc <= 4.7 #ifdef EIGEN_COMP_GNUC #if EIGEN_GNUC_AT_LEAST(4,8) #define EIGEN_HAS_SFINAE #endif #else #define EIGEN_HAS_SFINAE #endif #endif #endif #define EIGEN_SFINAE_ENABLE_IF( __condition__ ) \ typename internal::enable_if< ( __condition__ ) , int >::type = 0 #if EIGEN_HAS_CONSTEXPR #define EIGEN_CONSTEXPR constexpr #else #define EIGEN_CONSTEXPR #endif #endif
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abess-master/python/include/unsupported/Eigen/CXX11/src/Tensor/TensorMap.h
// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2014 Benoit Steiner <[email protected]> // // 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_CXX11_TENSOR_TENSOR_MAP_H #define EIGEN_CXX11_TENSOR_TENSOR_MAP_H namespace Eigen { /** \class TensorMap * \ingroup CXX11_Tensor_Module * * \brief A tensor expression mapping an existing array of data. * */ /// template <class> class MakePointer_ is added to convert the host pointer to the device pointer. /// It is added due to the fact that for our device compiler T* is not allowed. /// If we wanted to use the same Evaluator functions we have to convert that type to our pointer T. /// This is done through our MakePointer_ class. By default the Type in the MakePointer_<T> is T* . /// Therefore, by adding the default value, we managed to convert the type and it does not break any /// existing code as its default value is T*. template<typename PlainObjectType, int Options_, template <class> class MakePointer_> class TensorMap : public TensorBase<TensorMap<PlainObjectType, Options_, MakePointer_> > { public: typedef TensorMap<PlainObjectType, Options_, MakePointer_> Self; typedef typename PlainObjectType::Base Base; typedef typename Eigen::internal::nested<Self>::type Nested; typedef typename internal::traits<PlainObjectType>::StorageKind StorageKind; typedef typename internal::traits<PlainObjectType>::Index Index; typedef typename internal::traits<PlainObjectType>::Scalar Scalar; typedef typename NumTraits<Scalar>::Real RealScalar; typedef typename Base::CoeffReturnType CoeffReturnType; /* typedef typename internal::conditional< bool(internal::is_lvalue<PlainObjectType>::value), Scalar *, const Scalar *>::type PointerType;*/ typedef typename MakePointer_<Scalar>::Type PointerType; typedef PointerType PointerArgType; static const int Options = Options_; static const Index NumIndices = PlainObjectType::NumIndices; typedef typename PlainObjectType::Dimensions Dimensions; enum { IsAligned = ((int(Options_)&Aligned)==Aligned), Layout = PlainObjectType::Layout, CoordAccess = true, RawAccess = true }; EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorMap(PointerArgType dataPtr) : m_data(dataPtr), m_dimensions() { // The number of dimensions used to construct a tensor must be equal to the rank of the tensor. EIGEN_STATIC_ASSERT((0 == NumIndices || NumIndices == Dynamic), YOU_MADE_A_PROGRAMMING_MISTAKE) } #if EIGEN_HAS_VARIADIC_TEMPLATES template<typename... IndexTypes> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorMap(PointerArgType dataPtr, Index firstDimension, IndexTypes... otherDimensions) : m_data(dataPtr), m_dimensions(firstDimension, otherDimensions...) { // The number of dimensions used to construct a tensor must be equal to the rank of the tensor. EIGEN_STATIC_ASSERT((sizeof...(otherDimensions) + 1 == NumIndices || NumIndices == Dynamic), YOU_MADE_A_PROGRAMMING_MISTAKE) } #else EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorMap(PointerArgType dataPtr, Index firstDimension) : m_data(dataPtr), m_dimensions(firstDimension) { // The number of dimensions used to construct a tensor must be equal to the rank of the tensor. EIGEN_STATIC_ASSERT((1 == NumIndices || NumIndices == Dynamic), YOU_MADE_A_PROGRAMMING_MISTAKE) } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorMap(PointerArgType dataPtr, Index dim1, Index dim2) : m_data(dataPtr), m_dimensions(dim1, dim2) { EIGEN_STATIC_ASSERT(2 == NumIndices || NumIndices == Dynamic, YOU_MADE_A_PROGRAMMING_MISTAKE) } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorMap(PointerArgType dataPtr, Index dim1, Index dim2, Index dim3) : m_data(dataPtr), m_dimensions(dim1, dim2, dim3) { EIGEN_STATIC_ASSERT(3 == NumIndices || NumIndices == Dynamic, YOU_MADE_A_PROGRAMMING_MISTAKE) } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorMap(PointerArgType dataPtr, Index dim1, Index dim2, Index dim3, Index dim4) : m_data(dataPtr), m_dimensions(dim1, dim2, dim3, dim4) { EIGEN_STATIC_ASSERT(4 == NumIndices || NumIndices == Dynamic, YOU_MADE_A_PROGRAMMING_MISTAKE) } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorMap(PointerArgType dataPtr, Index dim1, Index dim2, Index dim3, Index dim4, Index dim5) : m_data(dataPtr), m_dimensions(dim1, dim2, dim3, dim4, dim5) { EIGEN_STATIC_ASSERT(5 == NumIndices || NumIndices == Dynamic, YOU_MADE_A_PROGRAMMING_MISTAKE) } #endif EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorMap(PointerArgType dataPtr, const array<Index, NumIndices>& dimensions) : m_data(dataPtr), m_dimensions(dimensions) { } template <typename Dimensions> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorMap(PointerArgType dataPtr, const Dimensions& dimensions) : m_data(dataPtr), m_dimensions(dimensions) { } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorMap(PlainObjectType& tensor) : m_data(tensor.data()), m_dimensions(tensor.dimensions()) { } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Index rank() const { return m_dimensions.rank(); } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Index dimension(Index n) const { return m_dimensions[n]; } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Dimensions& dimensions() const { return m_dimensions; } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Index size() const { return m_dimensions.TotalSize(); } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE PointerType data() { return m_data; } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const PointerType data() const { return m_data; } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar& operator()(const array<Index, NumIndices>& indices) const { // eigen_assert(checkIndexRange(indices)); if (PlainObjectType::Options&RowMajor) { const Index index = m_dimensions.IndexOfRowMajor(indices); return m_data[index]; } else { const Index index = m_dimensions.IndexOfColMajor(indices); return m_data[index]; } } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar& operator()() const { EIGEN_STATIC_ASSERT(NumIndices == 0, YOU_MADE_A_PROGRAMMING_MISTAKE) return m_data[0]; } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar& operator()(Index index) const { eigen_internal_assert(index >= 0 && index < size()); return m_data[index]; } #if EIGEN_HAS_VARIADIC_TEMPLATES template<typename... IndexTypes> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar& operator()(Index firstIndex, Index secondIndex, IndexTypes... otherIndices) const { EIGEN_STATIC_ASSERT(sizeof...(otherIndices) + 2 == NumIndices, YOU_MADE_A_PROGRAMMING_MISTAKE) if (PlainObjectType::Options&RowMajor) { const Index index = m_dimensions.IndexOfRowMajor(array<Index, NumIndices>{{firstIndex, secondIndex, otherIndices...}}); return m_data[index]; } else { const Index index = m_dimensions.IndexOfColMajor(array<Index, NumIndices>{{firstIndex, secondIndex, otherIndices...}}); return m_data[index]; } } #else EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar& operator()(Index i0, Index i1) const { if (PlainObjectType::Options&RowMajor) { const Index index = i1 + i0 * m_dimensions[1]; return m_data[index]; } else { const Index index = i0 + i1 * m_dimensions[0]; return m_data[index]; } } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar& operator()(Index i0, Index i1, Index i2) const { if (PlainObjectType::Options&RowMajor) { const Index index = i2 + m_dimensions[2] * (i1 + m_dimensions[1] * i0); return m_data[index]; } else { const Index index = i0 + m_dimensions[0] * (i1 + m_dimensions[1] * i2); return m_data[index]; } } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar& operator()(Index i0, Index i1, Index i2, Index i3) const { if (PlainObjectType::Options&RowMajor) { const Index index = i3 + m_dimensions[3] * (i2 + m_dimensions[2] * (i1 + m_dimensions[1] * i0)); return m_data[index]; } else { const Index index = i0 + m_dimensions[0] * (i1 + m_dimensions[1] * (i2 + m_dimensions[2] * i3)); return m_data[index]; } } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar& operator()(Index i0, Index i1, Index i2, Index i3, Index i4) const { if (PlainObjectType::Options&RowMajor) { const Index index = i4 + m_dimensions[4] * (i3 + m_dimensions[3] * (i2 + m_dimensions[2] * (i1 + m_dimensions[1] * i0))); return m_data[index]; } else { const Index index = i0 + m_dimensions[0] * (i1 + m_dimensions[1] * (i2 + m_dimensions[2] * (i3 + m_dimensions[3] * i4))); return m_data[index]; } } #endif EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Scalar& operator()(const array<Index, NumIndices>& indices) { // eigen_assert(checkIndexRange(indices)); if (PlainObjectType::Options&RowMajor) { const Index index = m_dimensions.IndexOfRowMajor(indices); return m_data[index]; } else { const Index index = m_dimensions.IndexOfColMajor(indices); return m_data[index]; } } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Scalar& operator()() { EIGEN_STATIC_ASSERT(NumIndices == 0, YOU_MADE_A_PROGRAMMING_MISTAKE) return m_data[0]; } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Scalar& operator()(Index index) { eigen_internal_assert(index >= 0 && index < size()); return m_data[index]; } #if EIGEN_HAS_VARIADIC_TEMPLATES template<typename... IndexTypes> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Scalar& operator()(Index firstIndex, Index secondIndex, IndexTypes... otherIndices) { static_assert(sizeof...(otherIndices) + 2 == NumIndices || NumIndices == Dynamic, "Number of indices used to access a tensor coefficient must be equal to the rank of the tensor."); const std::size_t NumDims = sizeof...(otherIndices) + 2; if (PlainObjectType::Options&RowMajor) { const Index index = m_dimensions.IndexOfRowMajor(array<Index, NumDims>{{firstIndex, secondIndex, otherIndices...}}); return m_data[index]; } else { const Index index = m_dimensions.IndexOfColMajor(array<Index, NumDims>{{firstIndex, secondIndex, otherIndices...}}); return m_data[index]; } } #else EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Scalar& operator()(Index i0, Index i1) { if (PlainObjectType::Options&RowMajor) { const Index index = i1 + i0 * m_dimensions[1]; return m_data[index]; } else { const Index index = i0 + i1 * m_dimensions[0]; return m_data[index]; } } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Scalar& operator()(Index i0, Index i1, Index i2) { if (PlainObjectType::Options&RowMajor) { const Index index = i2 + m_dimensions[2] * (i1 + m_dimensions[1] * i0); return m_data[index]; } else { const Index index = i0 + m_dimensions[0] * (i1 + m_dimensions[1] * i2); return m_data[index]; } } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Scalar& operator()(Index i0, Index i1, Index i2, Index i3) { if (PlainObjectType::Options&RowMajor) { const Index index = i3 + m_dimensions[3] * (i2 + m_dimensions[2] * (i1 + m_dimensions[1] * i0)); return m_data[index]; } else { const Index index = i0 + m_dimensions[0] * (i1 + m_dimensions[1] * (i2 + m_dimensions[2] * i3)); return m_data[index]; } } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Scalar& operator()(Index i0, Index i1, Index i2, Index i3, Index i4) { if (PlainObjectType::Options&RowMajor) { const Index index = i4 + m_dimensions[4] * (i3 + m_dimensions[3] * (i2 + m_dimensions[2] * (i1 + m_dimensions[1] * i0))); return m_data[index]; } else { const Index index = i0 + m_dimensions[0] * (i1 + m_dimensions[1] * (i2 + m_dimensions[2] * (i3 + m_dimensions[3] * i4))); return m_data[index]; } } #endif EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Self& operator=(const Self& other) { typedef TensorAssignOp<Self, const Self> Assign; Assign assign(*this, other); internal::TensorExecutor<const Assign, DefaultDevice>::run(assign, DefaultDevice()); return *this; } template<typename OtherDerived> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Self& operator=(const OtherDerived& other) { typedef TensorAssignOp<Self, const OtherDerived> Assign; Assign assign(*this, other); internal::TensorExecutor<const Assign, DefaultDevice>::run(assign, DefaultDevice()); return *this; } private: typename MakePointer_<Scalar>::Type m_data; Dimensions m_dimensions; }; } // end namespace Eigen #endif // EIGEN_CXX11_TENSOR_TENSOR_MAP_H
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abess-master/python/include/unsupported/Eigen/CXX11/src/Tensor/TensorMeta.h
// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2015 Benoit Steiner <[email protected]> // // 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_CXX11_TENSOR_TENSOR_META_H #define EIGEN_CXX11_TENSOR_TENSOR_META_H namespace Eigen { template<bool cond> struct Cond {}; template<typename T1, typename T2> EIGEN_DEVICE_FUNC EIGEN_ALWAYS_INLINE const T1& choose(Cond<true>, const T1& first, const T2&) { return first; } template<typename T1, typename T2> EIGEN_DEVICE_FUNC EIGEN_ALWAYS_INLINE const T2& choose(Cond<false>, const T1&, const T2& second) { return second; } template <typename T, typename X, typename Y> EIGEN_DEVICE_FUNC EIGEN_ALWAYS_INLINE T divup(const X x, const Y y) { return static_cast<T>((x + y - 1) / y); } template <typename T> EIGEN_DEVICE_FUNC EIGEN_ALWAYS_INLINE T divup(const T x, const T y) { return static_cast<T>((x + y - 1) / y); } template <size_t n> struct max_n_1 { static const size_t size = n; }; template <> struct max_n_1<0> { static const size_t size = 1; }; // Default packet types template <typename Scalar, typename Device> struct PacketType : internal::packet_traits<Scalar> { typedef typename internal::packet_traits<Scalar>::type type; }; // For CUDA packet types when using a GpuDevice #if defined(EIGEN_USE_GPU) && defined(__CUDACC__) && defined(EIGEN_HAS_CUDA_FP16) template <> struct PacketType<half, GpuDevice> { typedef half2 type; static const int size = 2; enum { HasAdd = 1, HasSub = 1, HasMul = 1, HasNegate = 1, HasAbs = 1, HasArg = 0, HasAbs2 = 0, HasMin = 1, HasMax = 1, HasConj = 0, HasSetLinear = 0, HasBlend = 0, HasDiv = 1, HasSqrt = 1, HasRsqrt = 1, HasExp = 1, HasLog = 1, HasLog1p = 0, HasLog10 = 0, HasPow = 1, }; }; #endif #if defined(EIGEN_USE_SYCL) template <typename T> struct PacketType<T, SyclDevice> { typedef T type; static const int size = 1; enum { HasAdd = 0, HasSub = 0, HasMul = 0, HasNegate = 0, HasAbs = 0, HasArg = 0, HasAbs2 = 0, HasMin = 0, HasMax = 0, HasConj = 0, HasSetLinear = 0, HasBlend = 0 }; }; #endif // Tuple mimics std::pair but works on e.g. nvcc. template <typename U, typename V> struct Tuple { public: U first; V second; typedef U first_type; typedef V second_type; EIGEN_CONSTEXPR EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Tuple() : first(), second() {} EIGEN_CONSTEXPR EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Tuple(const U& f, const V& s) : first(f), second(s) {} EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Tuple& operator= (const Tuple& rhs) { if (&rhs == this) return *this; first = rhs.first; second = rhs.second; return *this; } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void swap(Tuple& rhs) { using numext::swap; swap(first, rhs.first); swap(second, rhs.second); } }; template <typename U, typename V> EIGEN_CONSTEXPR EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE bool operator==(const Tuple<U, V>& x, const Tuple<U, V>& y) { return (x.first == y.first && x.second == y.second); } template <typename U, typename V> EIGEN_CONSTEXPR EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE bool operator!=(const Tuple<U, V>& x, const Tuple<U, V>& y) { return !(x == y); } // Can't use std::pairs on cuda devices template <typename Idx> struct IndexPair { EIGEN_CONSTEXPR EIGEN_DEVICE_FUNC EIGEN_ALWAYS_INLINE IndexPair() : first(0), second(0) {} EIGEN_CONSTEXPR EIGEN_DEVICE_FUNC EIGEN_ALWAYS_INLINE IndexPair(Idx f, Idx s) : first(f), second(s) {} EIGEN_DEVICE_FUNC void set(IndexPair<Idx> val) { first = val.first; second = val.second; } Idx first; Idx second; }; #ifdef EIGEN_HAS_SFINAE namespace internal { template<typename IndexType, Index... Is> EIGEN_CONSTEXPR EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE array<Index, sizeof...(Is)> customIndices2Array(IndexType& idx, numeric_list<Index, Is...>) { return { idx[Is]... }; } template<typename IndexType> EIGEN_CONSTEXPR EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE array<Index, 0> customIndices2Array(IndexType&, numeric_list<Index>) { return array<Index, 0>(); } /** Make an array (for index/dimensions) out of a custom index */ template<typename Index, std::size_t NumIndices, typename IndexType> EIGEN_CONSTEXPR EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE array<Index, NumIndices> customIndices2Array(IndexType& idx) { return customIndices2Array(idx, typename gen_numeric_list<Index, NumIndices>::type{}); } template <typename B, typename D> struct is_base_of { typedef char (&yes)[1]; typedef char (&no)[2]; template <typename BB, typename DD> struct Host { operator BB*() const; operator DD*(); }; template<typename T> static yes check(D*, T); static no check(B*, int); static const bool value = sizeof(check(Host<B,D>(), int())) == sizeof(yes); }; } #endif } // namespace Eigen #endif // EIGEN_CXX11_TENSOR_TENSOR_META_H
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abess-master/python/include/unsupported/Eigen/CXX11/src/Tensor/TensorMorphing.h
// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2014 Benoit Steiner <[email protected]> // // 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_CXX11_TENSOR_TENSOR_MORPHING_H #define EIGEN_CXX11_TENSOR_TENSOR_MORPHING_H namespace Eigen { /** \class TensorReshaping * \ingroup CXX11_Tensor_Module * * \brief Tensor reshaping class. * * */ namespace internal { template<typename NewDimensions, typename XprType> struct traits<TensorReshapingOp<NewDimensions, XprType> > : public traits<XprType> { typedef typename XprType::Scalar Scalar; typedef traits<XprType> XprTraits; typedef typename XprTraits::StorageKind StorageKind; typedef typename XprTraits::Index Index; typedef typename XprType::Nested Nested; typedef typename remove_reference<Nested>::type _Nested; static const int NumDimensions = array_size<NewDimensions>::value; static const int Layout = XprTraits::Layout; }; template<typename NewDimensions, typename XprType> struct eval<TensorReshapingOp<NewDimensions, XprType>, Eigen::Dense> { typedef const TensorReshapingOp<NewDimensions, XprType>& type; }; template<typename NewDimensions, typename XprType> struct nested<TensorReshapingOp<NewDimensions, XprType>, 1, typename eval<TensorReshapingOp<NewDimensions, XprType> >::type> { typedef TensorReshapingOp<NewDimensions, XprType> type; }; } // end namespace internal template<typename NewDimensions, typename XprType> class TensorReshapingOp : public TensorBase<TensorReshapingOp<NewDimensions, XprType>, WriteAccessors> { public: typedef typename Eigen::internal::traits<TensorReshapingOp>::Scalar Scalar; typedef typename internal::remove_const<typename XprType::CoeffReturnType>::type CoeffReturnType; typedef typename Eigen::internal::nested<TensorReshapingOp>::type Nested; typedef typename Eigen::internal::traits<TensorReshapingOp>::StorageKind StorageKind; typedef typename Eigen::internal::traits<TensorReshapingOp>::Index Index; EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorReshapingOp(const XprType& expr, const NewDimensions& dims) : m_xpr(expr), m_dims(dims) {} EIGEN_DEVICE_FUNC const NewDimensions& dimensions() const { return m_dims; } EIGEN_DEVICE_FUNC const typename internal::remove_all<typename XprType::Nested>::type& expression() const { return m_xpr; } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorReshapingOp& operator = (const TensorReshapingOp& other) { typedef TensorAssignOp<TensorReshapingOp, const TensorReshapingOp> Assign; Assign assign(*this, other); internal::TensorExecutor<const Assign, DefaultDevice>::run(assign, DefaultDevice()); return *this; } template<typename OtherDerived> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorReshapingOp& operator = (const OtherDerived& other) { typedef TensorAssignOp<TensorReshapingOp, const OtherDerived> Assign; Assign assign(*this, other); internal::TensorExecutor<const Assign, DefaultDevice>::run(assign, DefaultDevice()); return *this; } protected: typename XprType::Nested m_xpr; const NewDimensions m_dims; }; // Eval as rvalue template<typename NewDimensions, typename ArgType, typename Device> struct TensorEvaluator<const TensorReshapingOp<NewDimensions, ArgType>, Device> { typedef TensorReshapingOp<NewDimensions, ArgType> XprType; typedef NewDimensions Dimensions; enum { IsAligned = TensorEvaluator<ArgType, Device>::IsAligned, PacketAccess = TensorEvaluator<ArgType, Device>::PacketAccess, Layout = TensorEvaluator<ArgType, Device>::Layout, CoordAccess = false, // to be implemented RawAccess = TensorEvaluator<ArgType, Device>::RawAccess }; EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorEvaluator(const XprType& op, const Device& device) : m_impl(op.expression(), device), m_dimensions(op.dimensions()) { // The total size of the reshaped tensor must be equal to the total size // of the input tensor. eigen_assert(internal::array_prod(m_impl.dimensions()) == internal::array_prod(op.dimensions())); } typedef typename XprType::Index Index; typedef typename XprType::Scalar Scalar; typedef typename XprType::CoeffReturnType CoeffReturnType; typedef typename PacketType<CoeffReturnType, Device>::type PacketReturnType; EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Dimensions& dimensions() const { return m_dimensions; } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE bool evalSubExprsIfNeeded(CoeffReturnType* data) { return m_impl.evalSubExprsIfNeeded(data); } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void cleanup() { m_impl.cleanup(); } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE CoeffReturnType coeff(Index index) const { return m_impl.coeff(index); } template<int LoadMode> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE PacketReturnType packet(Index index) const { return m_impl.template packet<LoadMode>(index); } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorOpCost costPerCoeff(bool vectorized) const { return m_impl.costPerCoeff(vectorized); } EIGEN_DEVICE_FUNC Scalar* data() const { return const_cast<Scalar*>(m_impl.data()); } EIGEN_DEVICE_FUNC const TensorEvaluator<ArgType, Device>& impl() const { return m_impl; } protected: TensorEvaluator<ArgType, Device> m_impl; NewDimensions m_dimensions; }; // Eval as lvalue template<typename NewDimensions, typename ArgType, typename Device> struct TensorEvaluator<TensorReshapingOp<NewDimensions, ArgType>, Device> : public TensorEvaluator<const TensorReshapingOp<NewDimensions, ArgType>, Device> { typedef TensorEvaluator<const TensorReshapingOp<NewDimensions, ArgType>, Device> Base; typedef TensorReshapingOp<NewDimensions, ArgType> XprType; typedef NewDimensions Dimensions; enum { IsAligned = TensorEvaluator<ArgType, Device>::IsAligned, PacketAccess = TensorEvaluator<ArgType, Device>::PacketAccess, Layout = TensorEvaluator<ArgType, Device>::Layout, CoordAccess = false, // to be implemented RawAccess = TensorEvaluator<ArgType, Device>::RawAccess }; EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorEvaluator(const XprType& op, const Device& device) : Base(op, device) { } typedef typename XprType::Index Index; typedef typename XprType::Scalar Scalar; typedef typename XprType::CoeffReturnType CoeffReturnType; typedef typename PacketType<CoeffReturnType, Device>::type PacketReturnType; EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE CoeffReturnType& coeffRef(Index index) { return this->m_impl.coeffRef(index); } template <int StoreMode> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void writePacket(Index index, const PacketReturnType& x) { this->m_impl.template writePacket<StoreMode>(index, x); } }; /** \class TensorSlicing * \ingroup CXX11_Tensor_Module * * \brief Tensor slicing class. * * */ namespace internal { template<typename StartIndices, typename Sizes, typename XprType> struct traits<TensorSlicingOp<StartIndices, Sizes, XprType> > : public traits<XprType> { typedef typename XprType::Scalar Scalar; typedef traits<XprType> XprTraits; typedef typename XprTraits::StorageKind StorageKind; typedef typename XprTraits::Index Index; typedef typename XprType::Nested Nested; typedef typename remove_reference<Nested>::type _Nested; static const int NumDimensions = array_size<StartIndices>::value; static const int Layout = XprTraits::Layout; }; template<typename StartIndices, typename Sizes, typename XprType> struct eval<TensorSlicingOp<StartIndices, Sizes, XprType>, Eigen::Dense> { typedef const TensorSlicingOp<StartIndices, Sizes, XprType>& type; }; template<typename StartIndices, typename Sizes, typename XprType> struct nested<TensorSlicingOp<StartIndices, Sizes, XprType>, 1, typename eval<TensorSlicingOp<StartIndices, Sizes, XprType> >::type> { typedef TensorSlicingOp<StartIndices, Sizes, XprType> type; }; } // end namespace internal template<typename StartIndices, typename Sizes, typename XprType> class TensorSlicingOp : public TensorBase<TensorSlicingOp<StartIndices, Sizes, XprType> > { public: typedef typename Eigen::internal::traits<TensorSlicingOp>::Scalar Scalar; typedef typename XprType::CoeffReturnType CoeffReturnType; typedef typename Eigen::internal::nested<TensorSlicingOp>::type Nested; typedef typename Eigen::internal::traits<TensorSlicingOp>::StorageKind StorageKind; typedef typename Eigen::internal::traits<TensorSlicingOp>::Index Index; EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorSlicingOp(const XprType& expr, const StartIndices& indices, const Sizes& sizes) : m_xpr(expr), m_indices(indices), m_sizes(sizes) {} EIGEN_DEVICE_FUNC const StartIndices& startIndices() const { return m_indices; } EIGEN_DEVICE_FUNC const Sizes& sizes() const { return m_sizes; } EIGEN_DEVICE_FUNC const typename internal::remove_all<typename XprType::Nested>::type& expression() const { return m_xpr; } template<typename OtherDerived> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorSlicingOp& operator = (const OtherDerived& other) { typedef TensorAssignOp<TensorSlicingOp, const OtherDerived> Assign; Assign assign(*this, other); internal::TensorExecutor<const Assign, DefaultDevice>::run(assign, DefaultDevice()); return *this; } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorSlicingOp& operator = (const TensorSlicingOp& other) { typedef TensorAssignOp<TensorSlicingOp, const TensorSlicingOp> Assign; Assign assign(*this, other); internal::TensorExecutor<const Assign, DefaultDevice>::run(assign, DefaultDevice()); return *this; } protected: typename XprType::Nested m_xpr; const StartIndices m_indices; const Sizes m_sizes; }; // Fixme: figure out the exact threshold namespace { template <typename Index, typename Device> struct MemcpyTriggerForSlicing { EIGEN_DEVICE_FUNC MemcpyTriggerForSlicing(const Device& device) : threshold_(2 * device.numThreads()) { } EIGEN_DEVICE_FUNC bool operator ()(Index val) const { return val > threshold_; } private: Index threshold_; }; // It is very expensive to start the memcpy kernel on GPU: we therefore only // use it for large copies. #ifdef EIGEN_USE_GPU template <typename Index> struct MemcpyTriggerForSlicing<Index, GpuDevice> { EIGEN_DEVICE_FUNC MemcpyTriggerForSlicing(const GpuDevice&) { } EIGEN_DEVICE_FUNC bool operator ()(Index val) const { return val > 4*1024*1024; } }; #endif } // Eval as rvalue template<typename StartIndices, typename Sizes, typename ArgType, typename Device> struct TensorEvaluator<const TensorSlicingOp<StartIndices, Sizes, ArgType>, Device> { typedef TensorSlicingOp<StartIndices, Sizes, ArgType> XprType; static const int NumDims = internal::array_size<Sizes>::value; enum { // Alignment can't be guaranteed at compile time since it depends on the // slice offsets and sizes. IsAligned = /*TensorEvaluator<ArgType, Device>::IsAligned*/false, PacketAccess = TensorEvaluator<ArgType, Device>::PacketAccess, Layout = TensorEvaluator<ArgType, Device>::Layout, CoordAccess = false, RawAccess = false }; EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorEvaluator(const XprType& op, const Device& device) : m_impl(op.expression(), device), m_device(device), m_dimensions(op.sizes()), m_offsets(op.startIndices()) { for (std::size_t i = 0; i < internal::array_size<Dimensions>::value; ++i) { eigen_assert(m_impl.dimensions()[i] >= op.sizes()[i] + op.startIndices()[i]); } const typename TensorEvaluator<ArgType, Device>::Dimensions& input_dims = m_impl.dimensions(); const Sizes& output_dims = op.sizes(); if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) { m_inputStrides[0] = 1; for (int i = 1; i < NumDims; ++i) { m_inputStrides[i] = m_inputStrides[i-1] * input_dims[i-1]; } // Don't initialize m_fastOutputStrides[0] since it won't ever be accessed. m_outputStrides[0] = 1; for (int i = 1; i < NumDims; ++i) { m_outputStrides[i] = m_outputStrides[i-1] * output_dims[i-1]; m_fastOutputStrides[i] = internal::TensorIntDivisor<Index>(m_outputStrides[i]); } } else { m_inputStrides[NumDims-1] = 1; for (int i = NumDims - 2; i >= 0; --i) { m_inputStrides[i] = m_inputStrides[i+1] * input_dims[i+1]; } // Don't initialize m_fastOutputStrides[NumDims-1] since it won't ever be accessed. m_outputStrides[NumDims-1] = 1; for (int i = NumDims - 2; i >= 0; --i) { m_outputStrides[i] = m_outputStrides[i+1] * output_dims[i+1]; m_fastOutputStrides[i] = internal::TensorIntDivisor<Index>(m_outputStrides[i]); } } } typedef typename XprType::Index Index; typedef typename XprType::Scalar Scalar; typedef typename XprType::CoeffReturnType CoeffReturnType; typedef typename PacketType<CoeffReturnType, Device>::type PacketReturnType; typedef Sizes Dimensions; EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Dimensions& dimensions() const { return m_dimensions; } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE bool evalSubExprsIfNeeded(CoeffReturnType* data) { m_impl.evalSubExprsIfNeeded(NULL); if (!NumTraits<typename internal::remove_const<Scalar>::type>::RequireInitialization && data && m_impl.data()) { Index contiguous_values = 1; if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) { for (int i = 0; i < NumDims; ++i) { contiguous_values *= dimensions()[i]; if (dimensions()[i] != m_impl.dimensions()[i]) { break; } } } else { for (int i = NumDims-1; i >= 0; --i) { contiguous_values *= dimensions()[i]; if (dimensions()[i] != m_impl.dimensions()[i]) { break; } } } // Use memcpy if it's going to be faster than using the regular evaluation. const MemcpyTriggerForSlicing<Index, Device> trigger(m_device); if (trigger(contiguous_values)) { Scalar* src = (Scalar*)m_impl.data(); for (int i = 0; i < internal::array_prod(dimensions()); i += contiguous_values) { Index offset = srcCoeff(i); m_device.memcpy((void*)(data+i), src+offset, contiguous_values * sizeof(Scalar)); } return false; } } return true; } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void cleanup() { m_impl.cleanup(); } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE CoeffReturnType coeff(Index index) const { return m_impl.coeff(srcCoeff(index)); } template<int LoadMode> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE PacketReturnType packet(Index index) const { const int packetSize = internal::unpacket_traits<PacketReturnType>::size; EIGEN_STATIC_ASSERT((packetSize > 1), YOU_MADE_A_PROGRAMMING_MISTAKE) eigen_assert(index+packetSize-1 < internal::array_prod(dimensions())); Index inputIndices[] = {0, 0}; Index indices[] = {index, index + packetSize - 1}; if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) { for (int i = NumDims - 1; i > 0; --i) { const Index idx0 = indices[0] / m_fastOutputStrides[i]; const Index idx1 = indices[1] / m_fastOutputStrides[i]; inputIndices[0] += (idx0 + m_offsets[i]) * m_inputStrides[i]; inputIndices[1] += (idx1 + m_offsets[i]) * m_inputStrides[i]; indices[0] -= idx0 * m_outputStrides[i]; indices[1] -= idx1 * m_outputStrides[i]; } inputIndices[0] += (indices[0] + m_offsets[0]); inputIndices[1] += (indices[1] + m_offsets[0]); } else { for (int i = 0; i < NumDims - 1; ++i) { const Index idx0 = indices[0] / m_fastOutputStrides[i]; const Index idx1 = indices[1] / m_fastOutputStrides[i]; inputIndices[0] += (idx0 + m_offsets[i]) * m_inputStrides[i]; inputIndices[1] += (idx1 + m_offsets[i]) * m_inputStrides[i]; indices[0] -= idx0 * m_outputStrides[i]; indices[1] -= idx1 * m_outputStrides[i]; } inputIndices[0] += (indices[0] + m_offsets[NumDims-1]); inputIndices[1] += (indices[1] + m_offsets[NumDims-1]); } if (inputIndices[1] - inputIndices[0] == packetSize - 1) { PacketReturnType rslt = m_impl.template packet<Unaligned>(inputIndices[0]); return rslt; } else { EIGEN_ALIGN_MAX typename internal::remove_const<CoeffReturnType>::type values[packetSize]; values[0] = m_impl.coeff(inputIndices[0]); values[packetSize-1] = m_impl.coeff(inputIndices[1]); for (int i = 1; i < packetSize-1; ++i) { values[i] = coeff(index+i); } PacketReturnType rslt = internal::pload<PacketReturnType>(values); return rslt; } } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorOpCost costPerCoeff(bool vectorized) const { return m_impl.costPerCoeff(vectorized) + TensorOpCost(0, 0, NumDims); } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Scalar* data() const { Scalar* result = m_impl.data(); if (result) { Index offset = 0; if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) { for (int i = 0; i < NumDims; ++i) { if (m_dimensions[i] != m_impl.dimensions()[i]) { offset += m_offsets[i] * m_inputStrides[i]; for (int j = i+1; j < NumDims; ++j) { if (m_dimensions[j] > 1) { return NULL; } offset += m_offsets[j] * m_inputStrides[j]; } break; } } } else { for (int i = NumDims - 1; i >= 0; --i) { if (m_dimensions[i] != m_impl.dimensions()[i]) { offset += m_offsets[i] * m_inputStrides[i]; for (int j = i-1; j >= 0; --j) { if (m_dimensions[j] > 1) { return NULL; } offset += m_offsets[j] * m_inputStrides[j]; } break; } } } return result + offset; } return NULL; } protected: EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Index srcCoeff(Index index) const { Index inputIndex = 0; if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) { for (int i = NumDims - 1; i > 0; --i) { const Index idx = index / m_fastOutputStrides[i]; inputIndex += (idx + m_offsets[i]) * m_inputStrides[i]; index -= idx * m_outputStrides[i]; } inputIndex += (index + m_offsets[0]); } else { for (int i = 0; i < NumDims - 1; ++i) { const Index idx = index / m_fastOutputStrides[i]; inputIndex += (idx + m_offsets[i]) * m_inputStrides[i]; index -= idx * m_outputStrides[i]; } inputIndex += (index + m_offsets[NumDims-1]); } return inputIndex; } array<Index, NumDims> m_outputStrides; array<internal::TensorIntDivisor<Index>, NumDims> m_fastOutputStrides; array<Index, NumDims> m_inputStrides; TensorEvaluator<ArgType, Device> m_impl; const Device& m_device; Dimensions m_dimensions; const StartIndices m_offsets; }; // Eval as lvalue template<typename StartIndices, typename Sizes, typename ArgType, typename Device> struct TensorEvaluator<TensorSlicingOp<StartIndices, Sizes, ArgType>, Device> : public TensorEvaluator<const TensorSlicingOp<StartIndices, Sizes, ArgType>, Device> { typedef TensorEvaluator<const TensorSlicingOp<StartIndices, Sizes, ArgType>, Device> Base; typedef TensorSlicingOp<StartIndices, Sizes, ArgType> XprType; static const int NumDims = internal::array_size<Sizes>::value; enum { IsAligned = /*TensorEvaluator<ArgType, Device>::IsAligned*/false, PacketAccess = TensorEvaluator<ArgType, Device>::PacketAccess, Layout = TensorEvaluator<ArgType, Device>::Layout, CoordAccess = false, RawAccess = false }; EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorEvaluator(const XprType& op, const Device& device) : Base(op, device) { } typedef typename XprType::Index Index; typedef typename XprType::Scalar Scalar; typedef typename XprType::CoeffReturnType CoeffReturnType; typedef typename PacketType<CoeffReturnType, Device>::type PacketReturnType; typedef Sizes Dimensions; EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE CoeffReturnType& coeffRef(Index index) { return this->m_impl.coeffRef(this->srcCoeff(index)); } template <int StoreMode> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void writePacket(Index index, const PacketReturnType& x) { const int packetSize = internal::unpacket_traits<PacketReturnType>::size; Index inputIndices[] = {0, 0}; Index indices[] = {index, index + packetSize - 1}; if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) { for (int i = NumDims - 1; i > 0; --i) { const Index idx0 = indices[0] / this->m_fastOutputStrides[i]; const Index idx1 = indices[1] / this->m_fastOutputStrides[i]; inputIndices[0] += (idx0 + this->m_offsets[i]) * this->m_inputStrides[i]; inputIndices[1] += (idx1 + this->m_offsets[i]) * this->m_inputStrides[i]; indices[0] -= idx0 * this->m_outputStrides[i]; indices[1] -= idx1 * this->m_outputStrides[i]; } inputIndices[0] += (indices[0] + this->m_offsets[0]); inputIndices[1] += (indices[1] + this->m_offsets[0]); } else { for (int i = 0; i < NumDims - 1; ++i) { const Index idx0 = indices[0] / this->m_fastOutputStrides[i]; const Index idx1 = indices[1] / this->m_fastOutputStrides[i]; inputIndices[0] += (idx0 + this->m_offsets[i]) * this->m_inputStrides[i]; inputIndices[1] += (idx1 + this->m_offsets[i]) * this->m_inputStrides[i]; indices[0] -= idx0 * this->m_outputStrides[i]; indices[1] -= idx1 * this->m_outputStrides[i]; } inputIndices[0] += (indices[0] + this->m_offsets[NumDims-1]); inputIndices[1] += (indices[1] + this->m_offsets[NumDims-1]); } if (inputIndices[1] - inputIndices[0] == packetSize - 1) { this->m_impl.template writePacket<StoreMode>(inputIndices[0], x); } else { EIGEN_ALIGN_MAX CoeffReturnType values[packetSize]; internal::pstore<CoeffReturnType, PacketReturnType>(values, x); this->m_impl.coeffRef(inputIndices[0]) = values[0]; this->m_impl.coeffRef(inputIndices[1]) = values[packetSize-1]; for (int i = 1; i < packetSize-1; ++i) { this->coeffRef(index+i) = values[i]; } } } }; namespace internal { template<typename StartIndices, typename StopIndices, typename Strides, typename XprType> struct traits<TensorStridingSlicingOp<StartIndices, StopIndices, Strides, XprType> > : public traits<XprType> { typedef typename XprType::Scalar Scalar; typedef traits<XprType> XprTraits; typedef typename XprTraits::StorageKind StorageKind; typedef typename XprTraits::Index Index; typedef typename XprType::Nested Nested; typedef typename remove_reference<Nested>::type _Nested; static const int NumDimensions = array_size<StartIndices>::value; static const int Layout = XprTraits::Layout; }; template<typename StartIndices, typename StopIndices, typename Strides, typename XprType> struct eval<TensorStridingSlicingOp<StartIndices, StopIndices, Strides, XprType>, Eigen::Dense> { typedef const TensorStridingSlicingOp<StartIndices, StopIndices, Strides, XprType>& type; }; template<typename StartIndices, typename StopIndices, typename Strides, typename XprType> struct nested<TensorStridingSlicingOp<StartIndices, StopIndices, Strides, XprType>, 1, typename eval<TensorStridingSlicingOp<StartIndices, StopIndices, Strides, XprType> >::type> { typedef TensorStridingSlicingOp<StartIndices, StopIndices, Strides, XprType> type; }; } // end namespace internal template<typename StartIndices, typename StopIndices, typename Strides, typename XprType> class TensorStridingSlicingOp : public TensorBase<TensorStridingSlicingOp<StartIndices, StopIndices, Strides, XprType> > { public: typedef typename internal::traits<TensorStridingSlicingOp>::Scalar Scalar; typedef typename XprType::CoeffReturnType CoeffReturnType; typedef typename internal::nested<TensorStridingSlicingOp>::type Nested; typedef typename internal::traits<TensorStridingSlicingOp>::StorageKind StorageKind; typedef typename internal::traits<TensorStridingSlicingOp>::Index Index; EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorStridingSlicingOp( const XprType& expr, const StartIndices& startIndices, const StopIndices& stopIndices, const Strides& strides) : m_xpr(expr), m_startIndices(startIndices), m_stopIndices(stopIndices), m_strides(strides) {} EIGEN_DEVICE_FUNC const StartIndices& startIndices() const { return m_startIndices; } EIGEN_DEVICE_FUNC const StartIndices& stopIndices() const { return m_stopIndices; } EIGEN_DEVICE_FUNC const StartIndices& strides() const { return m_strides; } EIGEN_DEVICE_FUNC const typename internal::remove_all<typename XprType::Nested>::type& expression() const { return m_xpr; } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorStridingSlicingOp& operator = (const TensorStridingSlicingOp& other) { typedef TensorAssignOp<TensorStridingSlicingOp, const TensorStridingSlicingOp> Assign; Assign assign(*this, other); internal::TensorExecutor<const Assign, DefaultDevice>::run( assign, DefaultDevice()); return *this; } template<typename OtherDerived> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorStridingSlicingOp& operator = (const OtherDerived& other) { typedef TensorAssignOp<TensorStridingSlicingOp, const OtherDerived> Assign; Assign assign(*this, other); internal::TensorExecutor<const Assign, DefaultDevice>::run( assign, DefaultDevice()); return *this; } protected: typename XprType::Nested m_xpr; const StartIndices m_startIndices; const StopIndices m_stopIndices; const Strides m_strides; }; // Eval as rvalue template<typename StartIndices, typename StopIndices, typename Strides, typename ArgType, typename Device> struct TensorEvaluator<const TensorStridingSlicingOp<StartIndices, StopIndices, Strides, ArgType>, Device> { typedef TensorStridingSlicingOp<StartIndices, StopIndices, Strides, ArgType> XprType; static const int NumDims = internal::array_size<Strides>::value; enum { // Alignment can't be guaranteed at compile time since it depends on the // slice offsets and sizes. IsAligned = false, PacketAccess = false, BlockAccess = false, Layout = TensorEvaluator<ArgType, Device>::Layout, RawAccess = false }; EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorEvaluator(const XprType& op, const Device& device) : m_impl(op.expression(), device), m_device(device), m_strides(op.strides()) { // Handle degenerate intervals by gracefully clamping and allowing m_dimensions to be zero DSizes<Index,NumDims> startIndicesClamped, stopIndicesClamped; for (size_t i = 0; i < internal::array_size<Dimensions>::value; ++i) { eigen_assert(m_strides[i] != 0 && "0 stride is invalid"); if(m_strides[i]>0){ startIndicesClamped[i] = clamp(op.startIndices()[i], 0, m_impl.dimensions()[i]); stopIndicesClamped[i] = clamp(op.stopIndices()[i], 0, m_impl.dimensions()[i]); }else{ /* implies m_strides[i]<0 by assert */ startIndicesClamped[i] = clamp(op.startIndices()[i], -1, m_impl.dimensions()[i] - 1); stopIndicesClamped[i] = clamp(op.stopIndices()[i], -1, m_impl.dimensions()[i] - 1); } m_startIndices[i] = startIndicesClamped[i]; } const typename TensorEvaluator<ArgType, Device>::Dimensions& input_dims = m_impl.dimensions(); // check for degenerate intervals and compute output tensor shape bool degenerate = false;; for(int i = 0; i < NumDims; i++){ Index interval = stopIndicesClamped[i] - startIndicesClamped[i]; if(interval == 0 || ((interval<0) != (m_strides[i]<0))){ m_dimensions[i] = 0; degenerate = true; }else{ m_dimensions[i] = interval / m_strides[i] + (interval % m_strides[i] != 0 ? 1 : 0); eigen_assert(m_dimensions[i] >= 0); } } Strides output_dims = m_dimensions; if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) { m_inputStrides[0] = m_strides[0]; m_offsets[0] = startIndicesClamped[0]; Index previousDimProduct = 1; for (int i = 1; i < NumDims; ++i) { previousDimProduct *= input_dims[i-1]; m_inputStrides[i] = previousDimProduct * m_strides[i]; m_offsets[i] = startIndicesClamped[i] * previousDimProduct; } // Don't initialize m_fastOutputStrides[0] since it won't ever be accessed. m_outputStrides[0] = 1; for (int i = 1; i < NumDims; ++i) { m_outputStrides[i] = m_outputStrides[i-1] * output_dims[i-1]; // NOTE: if tensor is degenerate, we send 1 to prevent TensorIntDivisor constructor crash m_fastOutputStrides[i] = internal::TensorIntDivisor<Index>(degenerate ? 1 : m_outputStrides[i]); } } else { m_inputStrides[NumDims-1] = m_strides[NumDims-1]; m_offsets[NumDims-1] = startIndicesClamped[NumDims-1]; Index previousDimProduct = 1; for (int i = NumDims - 2; i >= 0; --i) { previousDimProduct *= input_dims[i+1]; m_inputStrides[i] = previousDimProduct * m_strides[i]; m_offsets[i] = startIndicesClamped[i] * previousDimProduct; } m_outputStrides[NumDims-1] = 1; for (int i = NumDims - 2; i >= 0; --i) { m_outputStrides[i] = m_outputStrides[i+1] * output_dims[i+1]; // NOTE: if tensor is degenerate, we send 1 to prevent TensorIntDivisor constructor crash m_fastOutputStrides[i] = internal::TensorIntDivisor<Index>(degenerate ? 1 : m_outputStrides[i]); } } m_block_total_size_max = numext::maxi(static_cast<std::size_t>(1), device.lastLevelCacheSize() / sizeof(Scalar)); } typedef typename XprType::Index Index; typedef typename XprType::Scalar Scalar; typedef typename internal::remove_const<Scalar>::type ScalarNonConst; typedef typename XprType::CoeffReturnType CoeffReturnType; typedef typename PacketType<CoeffReturnType, Device>::type PacketReturnType; typedef Strides Dimensions; EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Dimensions& dimensions() const { return m_dimensions; } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE bool evalSubExprsIfNeeded(CoeffReturnType*) { m_impl.evalSubExprsIfNeeded(NULL); return true; } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void cleanup() { m_impl.cleanup(); } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE CoeffReturnType coeff(Index index) const { return m_impl.coeff(srcCoeff(index)); } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorOpCost costPerCoeff(bool vectorized) const { return m_impl.costPerCoeff(vectorized) + TensorOpCost(0, 0, NumDims); } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Scalar* data() const { return NULL; } protected: EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Index srcCoeff(Index index) const { Index inputIndex = 0; if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) { for (int i = NumDims - 1; i >= 0; --i) { const Index idx = index / m_fastOutputStrides[i]; inputIndex += idx * m_inputStrides[i] + m_offsets[i]; index -= idx * m_outputStrides[i]; } } else { for (int i = 0; i < NumDims; ++i) { const Index idx = index / m_fastOutputStrides[i]; inputIndex += idx * m_inputStrides[i] + m_offsets[i]; index -= idx * m_outputStrides[i]; } } return inputIndex; } static EIGEN_STRONG_INLINE Index clamp(Index value, Index min, Index max) { return numext::maxi(min, numext::mini(max,value)); } array<Index, NumDims> m_outputStrides; array<internal::TensorIntDivisor<Index>, NumDims> m_fastOutputStrides; array<Index, NumDims> m_inputStrides; TensorEvaluator<ArgType, Device> m_impl; const Device& m_device; DSizes<Index, NumDims> m_startIndices; // clamped startIndices DSizes<Index, NumDims> m_dimensions; DSizes<Index, NumDims> m_offsets; // offset in a flattened shape const Strides m_strides; std::size_t m_block_total_size_max; }; // Eval as lvalue template<typename StartIndices, typename StopIndices, typename Strides, typename ArgType, typename Device> struct TensorEvaluator<TensorStridingSlicingOp<StartIndices, StopIndices, Strides, ArgType>, Device> : public TensorEvaluator<const TensorStridingSlicingOp<StartIndices, StopIndices, Strides, ArgType>, Device> { typedef TensorEvaluator<const TensorStridingSlicingOp<StartIndices, StopIndices, Strides, ArgType>, Device> Base; typedef TensorStridingSlicingOp<StartIndices, StopIndices, Strides, ArgType> XprType; static const int NumDims = internal::array_size<Strides>::value; enum { IsAligned = false, PacketAccess = false, BlockAccess = false, Layout = TensorEvaluator<ArgType, Device>::Layout, CoordAccess = TensorEvaluator<ArgType, Device>::CoordAccess, RawAccess = false }; EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorEvaluator(const XprType& op, const Device& device) : Base(op, device) { } typedef typename XprType::Index Index; typedef typename XprType::Scalar Scalar; typedef typename internal::remove_const<Scalar>::type ScalarNonConst; typedef typename XprType::CoeffReturnType CoeffReturnType; typedef typename PacketType<CoeffReturnType, Device>::type PacketReturnType; typedef Strides Dimensions; EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE CoeffReturnType& coeffRef(Index index) { return this->m_impl.coeffRef(this->srcCoeff(index)); } }; } // end namespace Eigen #endif // EIGEN_CXX11_TENSOR_TENSOR_MORPHING_H
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abess-master/python/include/unsupported/Eigen/CXX11/src/Tensor/TensorPadding.h
// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2014 Benoit Steiner <[email protected]> // // 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_CXX11_TENSOR_TENSOR_PADDING_H #define EIGEN_CXX11_TENSOR_TENSOR_PADDING_H namespace Eigen { /** \class TensorPadding * \ingroup CXX11_Tensor_Module * * \brief Tensor padding class. * At the moment only padding with a constant value is supported. * */ namespace internal { template<typename PaddingDimensions, typename XprType> struct traits<TensorPaddingOp<PaddingDimensions, XprType> > : public traits<XprType> { typedef typename XprType::Scalar Scalar; typedef traits<XprType> XprTraits; typedef typename XprTraits::StorageKind StorageKind; typedef typename XprTraits::Index Index; typedef typename XprType::Nested Nested; typedef typename remove_reference<Nested>::type _Nested; static const int NumDimensions = XprTraits::NumDimensions; static const int Layout = XprTraits::Layout; }; template<typename PaddingDimensions, typename XprType> struct eval<TensorPaddingOp<PaddingDimensions, XprType>, Eigen::Dense> { typedef const TensorPaddingOp<PaddingDimensions, XprType>& type; }; template<typename PaddingDimensions, typename XprType> struct nested<TensorPaddingOp<PaddingDimensions, XprType>, 1, typename eval<TensorPaddingOp<PaddingDimensions, XprType> >::type> { typedef TensorPaddingOp<PaddingDimensions, XprType> type; }; } // end namespace internal template<typename PaddingDimensions, typename XprType> class TensorPaddingOp : public TensorBase<TensorPaddingOp<PaddingDimensions, XprType>, ReadOnlyAccessors> { public: typedef typename Eigen::internal::traits<TensorPaddingOp>::Scalar Scalar; typedef typename Eigen::NumTraits<Scalar>::Real RealScalar; typedef typename XprType::CoeffReturnType CoeffReturnType; typedef typename Eigen::internal::nested<TensorPaddingOp>::type Nested; typedef typename Eigen::internal::traits<TensorPaddingOp>::StorageKind StorageKind; typedef typename Eigen::internal::traits<TensorPaddingOp>::Index Index; EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorPaddingOp(const XprType& expr, const PaddingDimensions& padding_dims, const Scalar padding_value) : m_xpr(expr), m_padding_dims(padding_dims), m_padding_value(padding_value) {} EIGEN_DEVICE_FUNC const PaddingDimensions& padding() const { return m_padding_dims; } EIGEN_DEVICE_FUNC Scalar padding_value() const { return m_padding_value; } EIGEN_DEVICE_FUNC const typename internal::remove_all<typename XprType::Nested>::type& expression() const { return m_xpr; } protected: typename XprType::Nested m_xpr; const PaddingDimensions m_padding_dims; const Scalar m_padding_value; }; // Eval as rvalue template<typename PaddingDimensions, typename ArgType, typename Device> struct TensorEvaluator<const TensorPaddingOp<PaddingDimensions, ArgType>, Device> { typedef TensorPaddingOp<PaddingDimensions, ArgType> XprType; typedef typename XprType::Index Index; static const int NumDims = internal::array_size<PaddingDimensions>::value; typedef DSizes<Index, NumDims> Dimensions; typedef typename XprType::Scalar Scalar; typedef typename XprType::CoeffReturnType CoeffReturnType; typedef typename PacketType<CoeffReturnType, Device>::type PacketReturnType; static const int PacketSize = internal::unpacket_traits<PacketReturnType>::size; enum { IsAligned = true, PacketAccess = TensorEvaluator<ArgType, Device>::PacketAccess, Layout = TensorEvaluator<ArgType, Device>::Layout, CoordAccess = true, RawAccess = false }; EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorEvaluator(const XprType& op, const Device& device) : m_impl(op.expression(), device), m_padding(op.padding()), m_paddingValue(op.padding_value()) { // The padding op doesn't change the rank of the tensor. Directly padding a scalar would lead // to a vector, which doesn't make sense. Instead one should reshape the scalar into a vector // of 1 element first and then pad. EIGEN_STATIC_ASSERT((NumDims > 0), YOU_MADE_A_PROGRAMMING_MISTAKE); // Compute dimensions m_dimensions = m_impl.dimensions(); for (int i = 0; i < NumDims; ++i) { m_dimensions[i] += m_padding[i].first + m_padding[i].second; } const typename TensorEvaluator<ArgType, Device>::Dimensions& input_dims = m_impl.dimensions(); if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) { m_inputStrides[0] = 1; m_outputStrides[0] = 1; for (int i = 1; i < NumDims; ++i) { m_inputStrides[i] = m_inputStrides[i-1] * input_dims[i-1]; m_outputStrides[i] = m_outputStrides[i-1] * m_dimensions[i-1]; } m_outputStrides[NumDims] = m_outputStrides[NumDims-1] * m_dimensions[NumDims-1]; } else { m_inputStrides[NumDims - 1] = 1; m_outputStrides[NumDims] = 1; for (int i = NumDims - 2; i >= 0; --i) { m_inputStrides[i] = m_inputStrides[i+1] * input_dims[i+1]; m_outputStrides[i+1] = m_outputStrides[i+2] * m_dimensions[i+1]; } m_outputStrides[0] = m_outputStrides[1] * m_dimensions[0]; } } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Dimensions& dimensions() const { return m_dimensions; } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE bool evalSubExprsIfNeeded(Scalar*) { m_impl.evalSubExprsIfNeeded(NULL); return true; } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void cleanup() { m_impl.cleanup(); } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE CoeffReturnType coeff(Index index) const { eigen_assert(index < dimensions().TotalSize()); Index inputIndex = 0; if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) { for (int i = NumDims - 1; i > 0; --i) { const Index idx = index / m_outputStrides[i]; if (isPaddingAtIndexForDim(idx, i)) { return m_paddingValue; } inputIndex += (idx - m_padding[i].first) * m_inputStrides[i]; index -= idx * m_outputStrides[i]; } if (isPaddingAtIndexForDim(index, 0)) { return m_paddingValue; } inputIndex += (index - m_padding[0].first); } else { for (int i = 0; i < NumDims - 1; ++i) { const Index idx = index / m_outputStrides[i+1]; if (isPaddingAtIndexForDim(idx, i)) { return m_paddingValue; } inputIndex += (idx - m_padding[i].first) * m_inputStrides[i]; index -= idx * m_outputStrides[i+1]; } if (isPaddingAtIndexForDim(index, NumDims-1)) { return m_paddingValue; } inputIndex += (index - m_padding[NumDims-1].first); } return m_impl.coeff(inputIndex); } template<int LoadMode> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE PacketReturnType packet(Index index) const { if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) { return packetColMajor(index); } return packetRowMajor(index); } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorOpCost costPerCoeff(bool vectorized) const { TensorOpCost cost = m_impl.costPerCoeff(vectorized); if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) { for (int i = 0; i < NumDims; ++i) updateCostPerDimension(cost, i, i == 0); } else { for (int i = NumDims - 1; i >= 0; --i) updateCostPerDimension(cost, i, i == NumDims - 1); } return cost; } EIGEN_DEVICE_FUNC Scalar* data() const { return NULL; } private: EIGEN_DEVICE_FUNC EIGEN_ALWAYS_INLINE bool isPaddingAtIndexForDim( Index index, int dim_index) const { #if defined(EIGEN_HAS_INDEX_LIST) return (!internal::index_pair_first_statically_eq<PaddingDimensions>(dim_index, 0) && index < m_padding[dim_index].first) || (!internal::index_pair_second_statically_eq<PaddingDimensions>(dim_index, 0) && index >= m_dimensions[dim_index] - m_padding[dim_index].second); #else return (index < m_padding[dim_index].first) || (index >= m_dimensions[dim_index] - m_padding[dim_index].second); #endif } EIGEN_DEVICE_FUNC EIGEN_ALWAYS_INLINE bool isLeftPaddingCompileTimeZero( int dim_index) const { #if defined(EIGEN_HAS_INDEX_LIST) return internal::index_pair_first_statically_eq<PaddingDimensions>(dim_index, 0); #else EIGEN_UNUSED_VARIABLE(dim_index); return false; #endif } EIGEN_DEVICE_FUNC EIGEN_ALWAYS_INLINE bool isRightPaddingCompileTimeZero( int dim_index) const { #if defined(EIGEN_HAS_INDEX_LIST) return internal::index_pair_second_statically_eq<PaddingDimensions>(dim_index, 0); #else EIGEN_UNUSED_VARIABLE(dim_index); return false; #endif } void updateCostPerDimension(TensorOpCost& cost, int i, bool first) const { const double in = static_cast<double>(m_impl.dimensions()[i]); const double out = in + m_padding[i].first + m_padding[i].second; if (out == 0) return; const double reduction = in / out; cost *= reduction; if (first) { cost += TensorOpCost(0, 0, 2 * TensorOpCost::AddCost<Index>() + reduction * (1 * TensorOpCost::AddCost<Index>())); } else { cost += TensorOpCost(0, 0, 2 * TensorOpCost::AddCost<Index>() + 2 * TensorOpCost::MulCost<Index>() + reduction * (2 * TensorOpCost::MulCost<Index>() + 1 * TensorOpCost::DivCost<Index>())); } } protected: EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE PacketReturnType packetColMajor(Index index) const { EIGEN_STATIC_ASSERT((PacketSize > 1), YOU_MADE_A_PROGRAMMING_MISTAKE) eigen_assert(index+PacketSize-1 < dimensions().TotalSize()); const Index initialIndex = index; Index inputIndex = 0; for (int i = NumDims - 1; i > 0; --i) { const Index first = index; const Index last = index + PacketSize - 1; const Index lastPaddedLeft = m_padding[i].first * m_outputStrides[i]; const Index firstPaddedRight = (m_dimensions[i] - m_padding[i].second) * m_outputStrides[i]; const Index lastPaddedRight = m_outputStrides[i+1]; if (!isLeftPaddingCompileTimeZero(i) && last < lastPaddedLeft) { // all the coefficient are in the padding zone. return internal::pset1<PacketReturnType>(m_paddingValue); } else if (!isRightPaddingCompileTimeZero(i) && first >= firstPaddedRight && last < lastPaddedRight) { // all the coefficient are in the padding zone. return internal::pset1<PacketReturnType>(m_paddingValue); } else if ((isLeftPaddingCompileTimeZero(i) && isRightPaddingCompileTimeZero(i)) || (first >= lastPaddedLeft && last < firstPaddedRight)) { // all the coefficient are between the 2 padding zones. const Index idx = index / m_outputStrides[i]; inputIndex += (idx - m_padding[i].first) * m_inputStrides[i]; index -= idx * m_outputStrides[i]; } else { // Every other case return packetWithPossibleZero(initialIndex); } } const Index last = index + PacketSize - 1; const Index first = index; const Index lastPaddedLeft = m_padding[0].first; const Index firstPaddedRight = (m_dimensions[0] - m_padding[0].second); const Index lastPaddedRight = m_outputStrides[1]; if (!isLeftPaddingCompileTimeZero(0) && last < lastPaddedLeft) { // all the coefficient are in the padding zone. return internal::pset1<PacketReturnType>(m_paddingValue); } else if (!isRightPaddingCompileTimeZero(0) && first >= firstPaddedRight && last < lastPaddedRight) { // all the coefficient are in the padding zone. return internal::pset1<PacketReturnType>(m_paddingValue); } else if ((isLeftPaddingCompileTimeZero(0) && isRightPaddingCompileTimeZero(0)) || (first >= lastPaddedLeft && last < firstPaddedRight)) { // all the coefficient are between the 2 padding zones. inputIndex += (index - m_padding[0].first); return m_impl.template packet<Unaligned>(inputIndex); } // Every other case return packetWithPossibleZero(initialIndex); } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE PacketReturnType packetRowMajor(Index index) const { EIGEN_STATIC_ASSERT((PacketSize > 1), YOU_MADE_A_PROGRAMMING_MISTAKE) eigen_assert(index+PacketSize-1 < dimensions().TotalSize()); const Index initialIndex = index; Index inputIndex = 0; for (int i = 0; i < NumDims - 1; ++i) { const Index first = index; const Index last = index + PacketSize - 1; const Index lastPaddedLeft = m_padding[i].first * m_outputStrides[i+1]; const Index firstPaddedRight = (m_dimensions[i] - m_padding[i].second) * m_outputStrides[i+1]; const Index lastPaddedRight = m_outputStrides[i]; if (!isLeftPaddingCompileTimeZero(i) && last < lastPaddedLeft) { // all the coefficient are in the padding zone. return internal::pset1<PacketReturnType>(m_paddingValue); } else if (!isRightPaddingCompileTimeZero(i) && first >= firstPaddedRight && last < lastPaddedRight) { // all the coefficient are in the padding zone. return internal::pset1<PacketReturnType>(m_paddingValue); } else if ((isLeftPaddingCompileTimeZero(i) && isRightPaddingCompileTimeZero(i)) || (first >= lastPaddedLeft && last < firstPaddedRight)) { // all the coefficient are between the 2 padding zones. const Index idx = index / m_outputStrides[i+1]; inputIndex += (idx - m_padding[i].first) * m_inputStrides[i]; index -= idx * m_outputStrides[i+1]; } else { // Every other case return packetWithPossibleZero(initialIndex); } } const Index last = index + PacketSize - 1; const Index first = index; const Index lastPaddedLeft = m_padding[NumDims-1].first; const Index firstPaddedRight = (m_dimensions[NumDims-1] - m_padding[NumDims-1].second); const Index lastPaddedRight = m_outputStrides[NumDims-1]; if (!isLeftPaddingCompileTimeZero(NumDims-1) && last < lastPaddedLeft) { // all the coefficient are in the padding zone. return internal::pset1<PacketReturnType>(m_paddingValue); } else if (!isRightPaddingCompileTimeZero(NumDims-1) && first >= firstPaddedRight && last < lastPaddedRight) { // all the coefficient are in the padding zone. return internal::pset1<PacketReturnType>(m_paddingValue); } else if ((isLeftPaddingCompileTimeZero(NumDims-1) && isRightPaddingCompileTimeZero(NumDims-1)) || (first >= lastPaddedLeft && last < firstPaddedRight)) { // all the coefficient are between the 2 padding zones. inputIndex += (index - m_padding[NumDims-1].first); return m_impl.template packet<Unaligned>(inputIndex); } // Every other case return packetWithPossibleZero(initialIndex); } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE PacketReturnType packetWithPossibleZero(Index index) const { EIGEN_ALIGN_MAX typename internal::remove_const<CoeffReturnType>::type values[PacketSize]; for (int i = 0; i < PacketSize; ++i) { values[i] = coeff(index+i); } PacketReturnType rslt = internal::pload<PacketReturnType>(values); return rslt; } Dimensions m_dimensions; array<Index, NumDims+1> m_outputStrides; array<Index, NumDims> m_inputStrides; TensorEvaluator<ArgType, Device> m_impl; PaddingDimensions m_padding; Scalar m_paddingValue; }; } // end namespace Eigen #endif // EIGEN_CXX11_TENSOR_TENSOR_PADDING_H
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abess-master/python/include/unsupported/Eigen/CXX11/src/Tensor/TensorPatch.h
// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2014 Benoit Steiner <[email protected]> // // 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_CXX11_TENSOR_TENSOR_PATCH_H #define EIGEN_CXX11_TENSOR_TENSOR_PATCH_H namespace Eigen { /** \class TensorPatch * \ingroup CXX11_Tensor_Module * * \brief Tensor patch class. * * */ namespace internal { template<typename PatchDim, typename XprType> struct traits<TensorPatchOp<PatchDim, XprType> > : public traits<XprType> { typedef typename XprType::Scalar Scalar; typedef traits<XprType> XprTraits; typedef typename XprTraits::StorageKind StorageKind; typedef typename XprTraits::Index Index; typedef typename XprType::Nested Nested; typedef typename remove_reference<Nested>::type _Nested; static const int NumDimensions = XprTraits::NumDimensions + 1; static const int Layout = XprTraits::Layout; }; template<typename PatchDim, typename XprType> struct eval<TensorPatchOp<PatchDim, XprType>, Eigen::Dense> { typedef const TensorPatchOp<PatchDim, XprType>& type; }; template<typename PatchDim, typename XprType> struct nested<TensorPatchOp<PatchDim, XprType>, 1, typename eval<TensorPatchOp<PatchDim, XprType> >::type> { typedef TensorPatchOp<PatchDim, XprType> type; }; } // end namespace internal template<typename PatchDim, typename XprType> class TensorPatchOp : public TensorBase<TensorPatchOp<PatchDim, XprType>, ReadOnlyAccessors> { public: typedef typename Eigen::internal::traits<TensorPatchOp>::Scalar Scalar; typedef typename Eigen::NumTraits<Scalar>::Real RealScalar; typedef typename XprType::CoeffReturnType CoeffReturnType; typedef typename Eigen::internal::nested<TensorPatchOp>::type Nested; typedef typename Eigen::internal::traits<TensorPatchOp>::StorageKind StorageKind; typedef typename Eigen::internal::traits<TensorPatchOp>::Index Index; EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorPatchOp(const XprType& expr, const PatchDim& patch_dims) : m_xpr(expr), m_patch_dims(patch_dims) {} EIGEN_DEVICE_FUNC const PatchDim& patch_dims() const { return m_patch_dims; } EIGEN_DEVICE_FUNC const typename internal::remove_all<typename XprType::Nested>::type& expression() const { return m_xpr; } protected: typename XprType::Nested m_xpr; const PatchDim m_patch_dims; }; // Eval as rvalue template<typename PatchDim, typename ArgType, typename Device> struct TensorEvaluator<const TensorPatchOp<PatchDim, ArgType>, Device> { typedef TensorPatchOp<PatchDim, ArgType> XprType; typedef typename XprType::Index Index; static const int NumDims = internal::array_size<typename TensorEvaluator<ArgType, Device>::Dimensions>::value + 1; typedef DSizes<Index, NumDims> Dimensions; typedef typename XprType::Scalar Scalar; typedef typename XprType::CoeffReturnType CoeffReturnType; typedef typename PacketType<CoeffReturnType, Device>::type PacketReturnType; static const int PacketSize = internal::unpacket_traits<PacketReturnType>::size; enum { IsAligned = false, PacketAccess = TensorEvaluator<ArgType, Device>::PacketAccess, Layout = TensorEvaluator<ArgType, Device>::Layout, CoordAccess = false, RawAccess = false }; EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorEvaluator(const XprType& op, const Device& device) : m_impl(op.expression(), device) { Index num_patches = 1; const typename TensorEvaluator<ArgType, Device>::Dimensions& input_dims = m_impl.dimensions(); const PatchDim& patch_dims = op.patch_dims(); if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) { for (int i = 0; i < NumDims-1; ++i) { m_dimensions[i] = patch_dims[i]; num_patches *= (input_dims[i] - patch_dims[i] + 1); } m_dimensions[NumDims-1] = num_patches; m_inputStrides[0] = 1; m_patchStrides[0] = 1; for (int i = 1; i < NumDims-1; ++i) { m_inputStrides[i] = m_inputStrides[i-1] * input_dims[i-1]; m_patchStrides[i] = m_patchStrides[i-1] * (input_dims[i-1] - patch_dims[i-1] + 1); } m_outputStrides[0] = 1; for (int i = 1; i < NumDims; ++i) { m_outputStrides[i] = m_outputStrides[i-1] * m_dimensions[i-1]; } } else { for (int i = 0; i < NumDims-1; ++i) { m_dimensions[i+1] = patch_dims[i]; num_patches *= (input_dims[i] - patch_dims[i] + 1); } m_dimensions[0] = num_patches; m_inputStrides[NumDims-2] = 1; m_patchStrides[NumDims-2] = 1; for (int i = NumDims-3; i >= 0; --i) { m_inputStrides[i] = m_inputStrides[i+1] * input_dims[i+1]; m_patchStrides[i] = m_patchStrides[i+1] * (input_dims[i+1] - patch_dims[i+1] + 1); } m_outputStrides[NumDims-1] = 1; for (int i = NumDims-2; i >= 0; --i) { m_outputStrides[i] = m_outputStrides[i+1] * m_dimensions[i+1]; } } } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Dimensions& dimensions() const { return m_dimensions; } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE bool evalSubExprsIfNeeded(Scalar* /*data*/) { m_impl.evalSubExprsIfNeeded(NULL); return true; } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void cleanup() { m_impl.cleanup(); } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE CoeffReturnType coeff(Index index) const { Index output_stride_index = (static_cast<int>(Layout) == static_cast<int>(ColMajor)) ? NumDims - 1 : 0; // Find the location of the first element of the patch. Index patchIndex = index / m_outputStrides[output_stride_index]; // Find the offset of the element wrt the location of the first element. Index patchOffset = index - patchIndex * m_outputStrides[output_stride_index]; Index inputIndex = 0; if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) { for (int i = NumDims - 2; i > 0; --i) { const Index patchIdx = patchIndex / m_patchStrides[i]; patchIndex -= patchIdx * m_patchStrides[i]; const Index offsetIdx = patchOffset / m_outputStrides[i]; patchOffset -= offsetIdx * m_outputStrides[i]; inputIndex += (patchIdx + offsetIdx) * m_inputStrides[i]; } } else { for (int i = 0; i < NumDims - 2; ++i) { const Index patchIdx = patchIndex / m_patchStrides[i]; patchIndex -= patchIdx * m_patchStrides[i]; const Index offsetIdx = patchOffset / m_outputStrides[i+1]; patchOffset -= offsetIdx * m_outputStrides[i+1]; inputIndex += (patchIdx + offsetIdx) * m_inputStrides[i]; } } inputIndex += (patchIndex + patchOffset); return m_impl.coeff(inputIndex); } template<int LoadMode> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE PacketReturnType packet(Index index) const { EIGEN_STATIC_ASSERT((PacketSize > 1), YOU_MADE_A_PROGRAMMING_MISTAKE) eigen_assert(index+PacketSize-1 < dimensions().TotalSize()); Index output_stride_index = (static_cast<int>(Layout) == static_cast<int>(ColMajor)) ? NumDims - 1 : 0; Index indices[2] = {index, index + PacketSize - 1}; Index patchIndices[2] = {indices[0] / m_outputStrides[output_stride_index], indices[1] / m_outputStrides[output_stride_index]}; Index patchOffsets[2] = {indices[0] - patchIndices[0] * m_outputStrides[output_stride_index], indices[1] - patchIndices[1] * m_outputStrides[output_stride_index]}; Index inputIndices[2] = {0, 0}; if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) { for (int i = NumDims - 2; i > 0; --i) { const Index patchIdx[2] = {patchIndices[0] / m_patchStrides[i], patchIndices[1] / m_patchStrides[i]}; patchIndices[0] -= patchIdx[0] * m_patchStrides[i]; patchIndices[1] -= patchIdx[1] * m_patchStrides[i]; const Index offsetIdx[2] = {patchOffsets[0] / m_outputStrides[i], patchOffsets[1] / m_outputStrides[i]}; patchOffsets[0] -= offsetIdx[0] * m_outputStrides[i]; patchOffsets[1] -= offsetIdx[1] * m_outputStrides[i]; inputIndices[0] += (patchIdx[0] + offsetIdx[0]) * m_inputStrides[i]; inputIndices[1] += (patchIdx[1] + offsetIdx[1]) * m_inputStrides[i]; } } else { for (int i = 0; i < NumDims - 2; ++i) { const Index patchIdx[2] = {patchIndices[0] / m_patchStrides[i], patchIndices[1] / m_patchStrides[i]}; patchIndices[0] -= patchIdx[0] * m_patchStrides[i]; patchIndices[1] -= patchIdx[1] * m_patchStrides[i]; const Index offsetIdx[2] = {patchOffsets[0] / m_outputStrides[i+1], patchOffsets[1] / m_outputStrides[i+1]}; patchOffsets[0] -= offsetIdx[0] * m_outputStrides[i+1]; patchOffsets[1] -= offsetIdx[1] * m_outputStrides[i+1]; inputIndices[0] += (patchIdx[0] + offsetIdx[0]) * m_inputStrides[i]; inputIndices[1] += (patchIdx[1] + offsetIdx[1]) * m_inputStrides[i]; } } inputIndices[0] += (patchIndices[0] + patchOffsets[0]); inputIndices[1] += (patchIndices[1] + patchOffsets[1]); if (inputIndices[1] - inputIndices[0] == PacketSize - 1) { PacketReturnType rslt = m_impl.template packet<Unaligned>(inputIndices[0]); return rslt; } else { EIGEN_ALIGN_MAX CoeffReturnType values[PacketSize]; values[0] = m_impl.coeff(inputIndices[0]); values[PacketSize-1] = m_impl.coeff(inputIndices[1]); for (int i = 1; i < PacketSize-1; ++i) { values[i] = coeff(index+i); } PacketReturnType rslt = internal::pload<PacketReturnType>(values); return rslt; } } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorOpCost costPerCoeff(bool vectorized) const { const double compute_cost = NumDims * (TensorOpCost::DivCost<Index>() + TensorOpCost::MulCost<Index>() + 2 * TensorOpCost::AddCost<Index>()); return m_impl.costPerCoeff(vectorized) + TensorOpCost(0, 0, compute_cost, vectorized, PacketSize); } EIGEN_DEVICE_FUNC Scalar* data() const { return NULL; } protected: Dimensions m_dimensions; array<Index, NumDims> m_outputStrides; array<Index, NumDims-1> m_inputStrides; array<Index, NumDims-1> m_patchStrides; TensorEvaluator<ArgType, Device> m_impl; }; } // end namespace Eigen #endif // EIGEN_CXX11_TENSOR_TENSOR_PATCH_H
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abess-master/python/include/unsupported/Eigen/CXX11/src/Tensor/TensorRandom.h
// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2016 Benoit Steiner <[email protected]> // // 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_CXX11_TENSOR_TENSOR_RANDOM_H #define EIGEN_CXX11_TENSOR_TENSOR_RANDOM_H namespace Eigen { namespace internal { namespace { EIGEN_DEVICE_FUNC uint64_t get_random_seed() { #ifdef __CUDA_ARCH__ // We don't support 3d kernels since we currently only use 1 and // 2d kernels. assert(threadIdx.z == 0); return clock64() + blockIdx.x * blockDim.x + threadIdx.x + gridDim.x * blockDim.x * (blockIdx.y * blockDim.y + threadIdx.y); #elif defined _WIN32 // Use the current time as a baseline. SYSTEMTIME st; GetSystemTime(&st); int time = st.wSecond + 1000 * st.wMilliseconds; // Mix in a random number to make sure that we get different seeds if // we try to generate seeds faster than the clock resolution. // We need 2 random values since the generator only generate 16 bits at // a time (https://msdn.microsoft.com/en-us/library/398ax69y.aspx) int rnd1 = ::rand(); int rnd2 = ::rand(); uint64_t rnd = (rnd1 | rnd2 << 16) ^ time; return rnd; #elif defined __APPLE__ // Same approach as for win32, except that the random number generator // is better (// https://developer.apple.com/legacy/library/documentation/Darwin/Reference/ManPages/man3/random.3.html#//apple_ref/doc/man/3/random). uint64_t rnd = ::random() ^ mach_absolute_time(); return rnd; #else // Augment the current time with pseudo random number generation // to ensure that we get different seeds if we try to generate seeds // faster than the clock resolution. timespec ts; clock_gettime(CLOCK_REALTIME, &ts); uint64_t rnd = ::random() ^ ts.tv_nsec; return rnd; #endif } static EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE unsigned PCG_XSH_RS_generator(uint64_t* state) { // TODO: Unify with the implementation in the non blocking thread pool. uint64_t current = *state; // Update the internal state *state = current * 6364136223846793005ULL + 0xda3e39cb94b95bdbULL; // Generate the random output (using the PCG-XSH-RS scheme) return static_cast<unsigned>((current ^ (current >> 22)) >> (22 + (current >> 61))); } static EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE uint64_t PCG_XSH_RS_state(uint64_t seed) { seed = seed ? seed : get_random_seed(); return seed * 6364136223846793005ULL + 0xda3e39cb94b95bdbULL; } } // namespace template <typename T> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE T RandomToTypeUniform(uint64_t* state) { unsigned rnd = PCG_XSH_RS_generator(state); return static_cast<T>(rnd); } template <> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Eigen::half RandomToTypeUniform<Eigen::half>(uint64_t* state) { Eigen::half result; // Generate 10 random bits for the mantissa unsigned rnd = PCG_XSH_RS_generator(state); result.x = static_cast<uint16_t>(rnd & 0x3ffu); // Set the exponent result.x |= (static_cast<uint16_t>(15) << 10); // Return the final result return result - Eigen::half(1.0f); } template <> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE float RandomToTypeUniform<float>(uint64_t* state) { typedef union { uint32_t raw; float fp; } internal; internal result; // Generate 23 random bits for the mantissa mantissa const unsigned rnd = PCG_XSH_RS_generator(state); result.raw = rnd & 0x7fffffu; // Set the exponent result.raw |= (static_cast<uint32_t>(127) << 23); // Return the final result return result.fp - 1.0f; } template <> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE double RandomToTypeUniform<double>(uint64_t* state) { typedef union { uint64_t raw; double dp; } internal; internal result; result.raw = 0; // Generate 52 random bits for the mantissa // First generate the upper 20 bits unsigned rnd1 = PCG_XSH_RS_generator(state) & 0xfffffu; // The generate the lower 32 bits unsigned rnd2 = PCG_XSH_RS_generator(state); result.raw = (static_cast<uint64_t>(rnd1) << 32) | rnd2; // Set the exponent result.raw |= (static_cast<uint64_t>(1023) << 52); // Return the final result return result.dp - 1.0; } template <> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE std::complex<float> RandomToTypeUniform<std::complex<float> >(uint64_t* state) { return std::complex<float>(RandomToTypeUniform<float>(state), RandomToTypeUniform<float>(state)); } template <> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE std::complex<double> RandomToTypeUniform<std::complex<double> >(uint64_t* state) { return std::complex<double>(RandomToTypeUniform<double>(state), RandomToTypeUniform<double>(state)); } template <typename T> class UniformRandomGenerator { public: static const bool PacketAccess = true; // Uses the given "seed" if non-zero, otherwise uses a random seed. EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE UniformRandomGenerator( uint64_t seed = 0) { m_state = PCG_XSH_RS_state(seed); } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE UniformRandomGenerator( const UniformRandomGenerator& other) { m_state = other.m_state; } template<typename Index> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE T operator()(Index i) const { uint64_t local_state = m_state + i; T result = RandomToTypeUniform<T>(&local_state); m_state = local_state; return result; } template<typename Packet, typename Index> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Packet packetOp(Index i) const { const int packetSize = internal::unpacket_traits<Packet>::size; EIGEN_ALIGN_MAX T values[packetSize]; uint64_t local_state = m_state + i; for (int j = 0; j < packetSize; ++j) { values[j] = RandomToTypeUniform<T>(&local_state); } m_state = local_state; return internal::pload<Packet>(values); } private: mutable uint64_t m_state; }; template <typename Scalar> struct functor_traits<UniformRandomGenerator<Scalar> > { enum { // Rough estimate for floating point, multiplied by ceil(sizeof(T) / sizeof(float)). Cost = 12 * NumTraits<Scalar>::AddCost * ((sizeof(Scalar) + sizeof(float) - 1) / sizeof(float)), PacketAccess = UniformRandomGenerator<Scalar>::PacketAccess }; }; template <typename T> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE T RandomToTypeNormal(uint64_t* state) { // Use the ratio of uniform method to generate numbers following a normal // distribution. See for example Numerical Recipes chapter 7.3.9 for the // details. T u, v, q; do { u = RandomToTypeUniform<T>(state); v = T(1.7156) * (RandomToTypeUniform<T>(state) - T(0.5)); const T x = u - T(0.449871); const T y = numext::abs(v) + T(0.386595); q = x*x + y * (T(0.196)*y - T(0.25472)*x); } while (q > T(0.27597) && (q > T(0.27846) || v*v > T(-4) * numext::log(u) * u*u)); return v/u; } template <> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE std::complex<float> RandomToTypeNormal<std::complex<float> >(uint64_t* state) { return std::complex<float>(RandomToTypeNormal<float>(state), RandomToTypeNormal<float>(state)); } template <> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE std::complex<double> RandomToTypeNormal<std::complex<double> >(uint64_t* state) { return std::complex<double>(RandomToTypeNormal<double>(state), RandomToTypeNormal<double>(state)); } template <typename T> class NormalRandomGenerator { public: static const bool PacketAccess = true; // Uses the given "seed" if non-zero, otherwise uses a random seed. EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE NormalRandomGenerator(uint64_t seed = 0) { m_state = PCG_XSH_RS_state(seed); } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE NormalRandomGenerator( const NormalRandomGenerator& other) { m_state = other.m_state; } template<typename Index> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE T operator()(Index i) const { uint64_t local_state = m_state + i; T result = RandomToTypeNormal<T>(&local_state); m_state = local_state; return result; } template<typename Packet, typename Index> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Packet packetOp(Index i) const { const int packetSize = internal::unpacket_traits<Packet>::size; EIGEN_ALIGN_MAX T values[packetSize]; uint64_t local_state = m_state + i; for (int j = 0; j < packetSize; ++j) { values[j] = RandomToTypeNormal<T>(&local_state); } m_state = local_state; return internal::pload<Packet>(values); } private: mutable uint64_t m_state; }; template <typename Scalar> struct functor_traits<NormalRandomGenerator<Scalar> > { enum { // On average, we need to generate about 3 random numbers // 15 mul, 8 add, 1.5 logs Cost = 3 * functor_traits<UniformRandomGenerator<Scalar> >::Cost + 15 * NumTraits<Scalar>::AddCost + 8 * NumTraits<Scalar>::AddCost + 3 * functor_traits<scalar_log_op<Scalar> >::Cost / 2, PacketAccess = NormalRandomGenerator<Scalar>::PacketAccess }; }; } // end namespace internal } // end namespace Eigen #endif // EIGEN_CXX11_TENSOR_TENSOR_RANDOM_H
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abess-master/python/include/unsupported/Eigen/CXX11/src/Tensor/TensorReduction.h
// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2014 Benoit Steiner <[email protected]> // Copyright (C) 2016 Mehdi Goli, Codeplay Software Ltd <[email protected]> // // 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_CXX11_TENSOR_TENSOR_REDUCTION_H #define EIGEN_CXX11_TENSOR_TENSOR_REDUCTION_H namespace Eigen { /** \class TensorReduction * \ingroup CXX11_Tensor_Module * * \brief Tensor reduction class. * */ namespace internal { template<typename Op, typename Dims, typename XprType,template <class> class MakePointer_ > struct traits<TensorReductionOp<Op, Dims, XprType, MakePointer_> > : traits<XprType> { typedef traits<XprType> XprTraits; typedef typename XprTraits::Scalar Scalar; typedef typename XprTraits::StorageKind StorageKind; typedef typename XprTraits::Index Index; typedef typename XprType::Nested Nested; static const int NumDimensions = XprTraits::NumDimensions - array_size<Dims>::value; static const int Layout = XprTraits::Layout; template <class T> struct MakePointer { // Intermediate typedef to workaround MSVC issue. typedef MakePointer_<T> MakePointerT; typedef typename MakePointerT::Type Type; }; }; template<typename Op, typename Dims, typename XprType, template <class> class MakePointer_> struct eval<TensorReductionOp<Op, Dims, XprType, MakePointer_>, Eigen::Dense> { typedef const TensorReductionOp<Op, Dims, XprType, MakePointer_>& type; }; template<typename Op, typename Dims, typename XprType, template <class> class MakePointer_> struct nested<TensorReductionOp<Op, Dims, XprType, MakePointer_>, 1, typename eval<TensorReductionOp<Op, Dims, XprType, MakePointer_> >::type> { typedef TensorReductionOp<Op, Dims, XprType, MakePointer_> type; }; template <typename OutputDims> struct DimInitializer { template <typename InputDims, typename ReducedDims> EIGEN_DEVICE_FUNC static void run(const InputDims& input_dims, const array<bool, internal::array_size<InputDims>::value>& reduced, OutputDims* output_dims, ReducedDims* reduced_dims) { const int NumInputDims = internal::array_size<InputDims>::value; int outputIndex = 0; int reduceIndex = 0; for (int i = 0; i < NumInputDims; ++i) { if (reduced[i]) { (*reduced_dims)[reduceIndex] = input_dims[i]; ++reduceIndex; } else { (*output_dims)[outputIndex] = input_dims[i]; ++outputIndex; } } } }; template <> struct DimInitializer<Sizes<> > { template <typename InputDims, typename Index, size_t Rank> EIGEN_DEVICE_FUNC static void run(const InputDims& input_dims, const array<bool, Rank>&, Sizes<>*, array<Index, Rank>* reduced_dims) { const int NumInputDims = internal::array_size<InputDims>::value; for (int i = 0; i < NumInputDims; ++i) { (*reduced_dims)[i] = input_dims[i]; } } }; template <typename ReducedDims, int NumTensorDims, int Layout> struct are_inner_most_dims { static const bool value = false; }; template <typename ReducedDims, int NumTensorDims, int Layout> struct preserve_inner_most_dims { static const bool value = false; }; #if EIGEN_HAS_CONSTEXPR && EIGEN_HAS_VARIADIC_TEMPLATES template <typename ReducedDims, int NumTensorDims> struct are_inner_most_dims<ReducedDims, NumTensorDims, ColMajor>{ static const bool tmp1 = indices_statically_known_to_increase<ReducedDims>(); static const bool tmp2 = index_statically_eq<ReducedDims>(0, 0); static const bool tmp3 = index_statically_eq<ReducedDims>(array_size<ReducedDims>::value-1, array_size<ReducedDims>::value-1); static const bool value = tmp1 & tmp2 & tmp3; }; template <typename ReducedDims, int NumTensorDims> struct are_inner_most_dims<ReducedDims, NumTensorDims, RowMajor>{ static const bool tmp1 = indices_statically_known_to_increase<ReducedDims>(); static const bool tmp2 = index_statically_eq<ReducedDims>(0, NumTensorDims - array_size<ReducedDims>::value); static const bool tmp3 = index_statically_eq<ReducedDims>(array_size<ReducedDims>::value - 1, NumTensorDims - 1); static const bool value = tmp1 & tmp2 & tmp3; }; template <typename ReducedDims, int NumTensorDims> struct preserve_inner_most_dims<ReducedDims, NumTensorDims, ColMajor>{ static const bool tmp1 = indices_statically_known_to_increase<ReducedDims>(); static const bool tmp2 = index_statically_gt<ReducedDims>(0, 0); static const bool value = tmp1 & tmp2; }; template <typename ReducedDims, int NumTensorDims> struct preserve_inner_most_dims<ReducedDims, NumTensorDims, RowMajor>{ static const bool tmp1 = indices_statically_known_to_increase<ReducedDims>(); static const bool tmp2 = index_statically_lt<ReducedDims>(array_size<ReducedDims>::value - 1, NumTensorDims - 1); static const bool value = tmp1 & tmp2; }; #endif template <int DimIndex, typename Self, typename Op> struct GenericDimReducer { static EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void reduce(const Self& self, typename Self::Index firstIndex, Op& reducer, typename Self::CoeffReturnType* accum) { EIGEN_STATIC_ASSERT((DimIndex > 0), YOU_MADE_A_PROGRAMMING_MISTAKE); for (int j = 0; j < self.m_reducedDims[DimIndex]; ++j) { const typename Self::Index input = firstIndex + j * self.m_reducedStrides[DimIndex]; GenericDimReducer<DimIndex-1, Self, Op>::reduce(self, input, reducer, accum); } } }; template <typename Self, typename Op> struct GenericDimReducer<0, Self, Op> { static EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void reduce(const Self& self, typename Self::Index firstIndex, Op& reducer, typename Self::CoeffReturnType* accum) { for (int j = 0; j < self.m_reducedDims[0]; ++j) { const typename Self::Index input = firstIndex + j * self.m_reducedStrides[0]; reducer.reduce(self.m_impl.coeff(input), accum); } } }; template <typename Self, typename Op> struct GenericDimReducer<-1, Self, Op> { static EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void reduce(const Self& self, typename Self::Index index, Op& reducer, typename Self::CoeffReturnType* accum) { reducer.reduce(self.m_impl.coeff(index), accum); } }; template <typename Self, typename Op, bool Vectorizable = (Self::InputPacketAccess & Op::PacketAccess)> struct InnerMostDimReducer { static EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE typename Self::CoeffReturnType reduce(const Self& self, typename Self::Index firstIndex, typename Self::Index numValuesToReduce, Op& reducer) { typename Self::CoeffReturnType accum = reducer.initialize(); for (typename Self::Index j = 0; j < numValuesToReduce; ++j) { reducer.reduce(self.m_impl.coeff(firstIndex + j), &accum); } return reducer.finalize(accum); } }; template <typename Self, typename Op> struct InnerMostDimReducer<Self, Op, true> { static EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE typename Self::CoeffReturnType reduce(const Self& self, typename Self::Index firstIndex, typename Self::Index numValuesToReduce, Op& reducer) { const int packetSize = internal::unpacket_traits<typename Self::PacketReturnType>::size; const typename Self::Index VectorizedSize = (numValuesToReduce / packetSize) * packetSize; typename Self::PacketReturnType p = reducer.template initializePacket<typename Self::PacketReturnType>(); for (typename Self::Index j = 0; j < VectorizedSize; j += packetSize) { reducer.reducePacket(self.m_impl.template packet<Unaligned>(firstIndex + j), &p); } typename Self::CoeffReturnType accum = reducer.initialize(); for (typename Self::Index j = VectorizedSize; j < numValuesToReduce; ++j) { reducer.reduce(self.m_impl.coeff(firstIndex + j), &accum); } return reducer.finalizeBoth(accum, p); } }; template <int DimIndex, typename Self, typename Op, bool vectorizable = (Self::InputPacketAccess & Op::PacketAccess)> struct InnerMostDimPreserver { static EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void reduce(const Self&, typename Self::Index, Op&, typename Self::PacketReturnType*) { eigen_assert(false && "should never be called"); } }; template <int DimIndex, typename Self, typename Op> struct InnerMostDimPreserver<DimIndex, Self, Op, true> { static EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void reduce(const Self& self, typename Self::Index firstIndex, Op& reducer, typename Self::PacketReturnType* accum) { EIGEN_STATIC_ASSERT((DimIndex > 0), YOU_MADE_A_PROGRAMMING_MISTAKE); for (typename Self::Index j = 0; j < self.m_reducedDims[DimIndex]; ++j) { const typename Self::Index input = firstIndex + j * self.m_reducedStrides[DimIndex]; InnerMostDimPreserver<DimIndex-1, Self, Op>::reduce(self, input, reducer, accum); } } }; template <typename Self, typename Op> struct InnerMostDimPreserver<0, Self, Op, true> { static EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void reduce(const Self& self, typename Self::Index firstIndex, Op& reducer, typename Self::PacketReturnType* accum) { for (typename Self::Index j = 0; j < self.m_reducedDims[0]; ++j) { const typename Self::Index input = firstIndex + j * self.m_reducedStrides[0]; reducer.reducePacket(self.m_impl.template packet<Unaligned>(input), accum); } } }; template <typename Self, typename Op> struct InnerMostDimPreserver<-1, Self, Op, true> { static EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void reduce(const Self&, typename Self::Index, Op&, typename Self::PacketReturnType*) { eigen_assert(false && "should never be called"); } }; // Default full reducer template <typename Self, typename Op, typename Device, bool Vectorizable = (Self::InputPacketAccess & Op::PacketAccess)> struct FullReducer { static const bool HasOptimizedImplementation = false; static EIGEN_DEVICE_FUNC void run(const Self& self, Op& reducer, const Device&, typename Self::CoeffReturnType* output) { const typename Self::Index num_coeffs = array_prod(self.m_impl.dimensions()); *output = InnerMostDimReducer<Self, Op, Vectorizable>::reduce(self, 0, num_coeffs, reducer); } }; #ifdef EIGEN_USE_THREADS // Multithreaded full reducers template <typename Self, typename Op, bool Vectorizable = (Self::InputPacketAccess & Op::PacketAccess)> struct FullReducerShard { static EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void run(const Self& self, typename Self::Index firstIndex, typename Self::Index numValuesToReduce, Op& reducer, typename Self::CoeffReturnType* output) { *output = InnerMostDimReducer<Self, Op, Vectorizable>::reduce( self, firstIndex, numValuesToReduce, reducer); } }; // Multithreaded full reducer template <typename Self, typename Op, bool Vectorizable> struct FullReducer<Self, Op, ThreadPoolDevice, Vectorizable> { static const bool HasOptimizedImplementation = !Op::IsStateful; static const int PacketSize = unpacket_traits<typename Self::PacketReturnType>::size; // launch one reducer per thread and accumulate the result. static void run(const Self& self, Op& reducer, const ThreadPoolDevice& device, typename Self::CoeffReturnType* output) { typedef typename Self::Index Index; const Index num_coeffs = array_prod(self.m_impl.dimensions()); if (num_coeffs == 0) { *output = reducer.finalize(reducer.initialize()); return; } const TensorOpCost cost = self.m_impl.costPerCoeff(Vectorizable) + TensorOpCost(0, 0, internal::functor_traits<Op>::Cost, Vectorizable, PacketSize); const int num_threads = TensorCostModel<ThreadPoolDevice>::numThreads( num_coeffs, cost, device.numThreads()); if (num_threads == 1) { *output = InnerMostDimReducer<Self, Op, Vectorizable>::reduce(self, 0, num_coeffs, reducer); return; } const Index blocksize = std::floor<Index>(static_cast<float>(num_coeffs) / num_threads); const Index numblocks = blocksize > 0 ? num_coeffs / blocksize : 0; eigen_assert(num_coeffs >= numblocks * blocksize); Barrier barrier(internal::convert_index<unsigned int>(numblocks)); MaxSizeVector<typename Self::CoeffReturnType> shards(numblocks, reducer.initialize()); for (Index i = 0; i < numblocks; ++i) { device.enqueue_with_barrier(&barrier, &FullReducerShard<Self, Op, Vectorizable>::run, self, i * blocksize, blocksize, reducer, &shards[i]); } typename Self::CoeffReturnType finalShard; if (numblocks * blocksize < num_coeffs) { finalShard = InnerMostDimReducer<Self, Op, Vectorizable>::reduce( self, numblocks * blocksize, num_coeffs - numblocks * blocksize, reducer); } else { finalShard = reducer.initialize(); } barrier.Wait(); for (Index i = 0; i < numblocks; ++i) { reducer.reduce(shards[i], &finalShard); } *output = reducer.finalize(finalShard); } }; #endif // Default inner reducer template <typename Self, typename Op, typename Device> struct InnerReducer { static const bool HasOptimizedImplementation = false; EIGEN_DEVICE_FUNC static bool run(const Self&, Op&, const Device&, typename Self::CoeffReturnType*, typename Self::Index, typename Self::Index) { eigen_assert(false && "Not implemented"); return true; } }; // Default outer reducer template <typename Self, typename Op, typename Device> struct OuterReducer { static const bool HasOptimizedImplementation = false; EIGEN_DEVICE_FUNC static bool run(const Self&, Op&, const Device&, typename Self::CoeffReturnType*, typename Self::Index, typename Self::Index) { eigen_assert(false && "Not implemented"); return true; } }; #if defined(EIGEN_USE_GPU) && defined(__CUDACC__) template <int B, int N, typename S, typename R, typename I> __global__ void FullReductionKernel(R, const S, I, typename S::CoeffReturnType*, unsigned int*); #ifdef EIGEN_HAS_CUDA_FP16 template <typename S, typename R, typename I> __global__ void ReductionInitFullReduxKernelHalfFloat(R, const S, I, half2*); template <int B, int N, typename S, typename R, typename I> __global__ void FullReductionKernelHalfFloat(R, const S, I, half*, half2*); template <int NPT, typename S, typename R, typename I> __global__ void InnerReductionKernelHalfFloat(R, const S, I, I, half*); #endif template <int NPT, typename S, typename R, typename I> __global__ void InnerReductionKernel(R, const S, I, I, typename S::CoeffReturnType*); template <int NPT, typename S, typename R, typename I> __global__ void OuterReductionKernel(R, const S, I, I, typename S::CoeffReturnType*); #endif } // end namespace internal template <typename Op, typename Dims, typename XprType, template <class> class MakePointer_> class TensorReductionOp : public TensorBase<TensorReductionOp<Op, Dims, XprType, MakePointer_>, ReadOnlyAccessors> { public: typedef typename Eigen::internal::traits<TensorReductionOp>::Scalar Scalar; typedef typename Eigen::NumTraits<Scalar>::Real RealScalar; typedef typename internal::remove_const<typename XprType::CoeffReturnType>::type CoeffReturnType; typedef typename Eigen::internal::nested<TensorReductionOp>::type Nested; typedef typename Eigen::internal::traits<TensorReductionOp>::StorageKind StorageKind; typedef typename Eigen::internal::traits<TensorReductionOp>::Index Index; EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorReductionOp(const XprType& expr, const Dims& dims) : m_expr(expr), m_dims(dims) { } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorReductionOp(const XprType& expr, const Dims& dims, const Op& reducer) : m_expr(expr), m_dims(dims), m_reducer(reducer) { } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const XprType& expression() const { return m_expr; } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Dims& dims() const { return m_dims; } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Op& reducer() const { return m_reducer; } protected: typename XprType::Nested m_expr; const Dims m_dims; const Op m_reducer; }; // Eval as rvalue template<typename Op, typename Dims, typename ArgType, template <class> class MakePointer_, typename Device> struct TensorEvaluator<const TensorReductionOp<Op, Dims, ArgType, MakePointer_>, Device> { typedef TensorReductionOp<Op, Dims, ArgType, MakePointer_> XprType; typedef typename XprType::Index Index; typedef ArgType ChildType; typedef typename TensorEvaluator<ArgType, Device>::Dimensions InputDimensions; static const int NumInputDims = internal::array_size<InputDimensions>::value; static const int NumReducedDims = internal::array_size<Dims>::value; static const int NumOutputDims = NumInputDims - NumReducedDims; typedef typename internal::conditional<NumOutputDims==0, Sizes<>, DSizes<Index, NumOutputDims> >::type Dimensions; typedef typename XprType::Scalar Scalar; typedef TensorEvaluator<const TensorReductionOp<Op, Dims, ArgType, MakePointer_>, Device> Self; static const bool InputPacketAccess = TensorEvaluator<ArgType, Device>::PacketAccess; typedef typename internal::remove_const<typename XprType::CoeffReturnType>::type CoeffReturnType; typedef typename PacketType<CoeffReturnType, Device>::type PacketReturnType; static const int PacketSize = internal::unpacket_traits<PacketReturnType>::size; enum { IsAligned = false, PacketAccess = Self::InputPacketAccess && Op::PacketAccess, Layout = TensorEvaluator<ArgType, Device>::Layout, CoordAccess = false, // to be implemented RawAccess = false }; static const bool ReducingInnerMostDims = internal::are_inner_most_dims<Dims, NumInputDims, Layout>::value; static const bool PreservingInnerMostDims = internal::preserve_inner_most_dims<Dims, NumInputDims, Layout>::value; static const bool RunningFullReduction = (NumOutputDims==0); EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorEvaluator(const XprType& op, const Device& device) : m_impl(op.expression(), device), m_reducer(op.reducer()), m_result(NULL), m_device(device), m_xpr_dims(op.dims()) { EIGEN_STATIC_ASSERT((NumInputDims >= NumReducedDims), YOU_MADE_A_PROGRAMMING_MISTAKE); EIGEN_STATIC_ASSERT((!ReducingInnerMostDims | !PreservingInnerMostDims | (NumReducedDims == NumInputDims)), YOU_MADE_A_PROGRAMMING_MISTAKE); // Build the bitmap indicating if an input dimension is reduced or not. for (int i = 0; i < NumInputDims; ++i) { m_reduced[i] = false; } for (int i = 0; i < NumReducedDims; ++i) { eigen_assert(op.dims()[i] >= 0); eigen_assert(op.dims()[i] < NumInputDims); m_reduced[op.dims()[i]] = true; } const typename TensorEvaluator<ArgType, Device>::Dimensions& input_dims = m_impl.dimensions(); internal::DimInitializer<Dimensions>::run(input_dims, m_reduced, &m_dimensions, &m_reducedDims); // Precompute output strides. if (NumOutputDims > 0) { if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) { m_outputStrides[0] = 1; for (int i = 1; i < NumOutputDims; ++i) { m_outputStrides[i] = m_outputStrides[i - 1] * m_dimensions[i - 1]; } } else { m_outputStrides.back() = 1; for (int i = NumOutputDims - 2; i >= 0; --i) { m_outputStrides[i] = m_outputStrides[i + 1] * m_dimensions[i + 1]; } } } // Precompute input strides. if (NumInputDims > 0) { array<Index, NumInputDims> input_strides; if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) { input_strides[0] = 1; for (int i = 1; i < NumInputDims; ++i) { input_strides[i] = input_strides[i-1] * input_dims[i-1]; } } else { input_strides.back() = 1; for (int i = NumInputDims - 2; i >= 0; --i) { input_strides[i] = input_strides[i + 1] * input_dims[i + 1]; } } int outputIndex = 0; int reduceIndex = 0; for (int i = 0; i < NumInputDims; ++i) { if (m_reduced[i]) { m_reducedStrides[reduceIndex] = input_strides[i]; ++reduceIndex; } else { m_preservedStrides[outputIndex] = input_strides[i]; ++outputIndex; } } } // Special case for full reductions if (NumOutputDims == 0) { m_preservedStrides[0] = internal::array_prod(input_dims); } } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Dimensions& dimensions() const { return m_dimensions; } EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC bool evalSubExprsIfNeeded(typename MakePointer_<CoeffReturnType>::Type data) { m_impl.evalSubExprsIfNeeded(NULL); // Use the FullReducer if possible. if ((RunningFullReduction && RunningOnSycl) ||(RunningFullReduction && internal::FullReducer<Self, Op, Device>::HasOptimizedImplementation && ((RunningOnGPU && (m_device.majorDeviceVersion() >= 3)) || !RunningOnGPU))) { bool need_assign = false; if (!data) { m_result = static_cast<CoeffReturnType*>(m_device.allocate(sizeof(CoeffReturnType))); data = m_result; need_assign = true; } Op reducer(m_reducer); internal::FullReducer<Self, Op, Device>::run(*this, reducer, m_device, data); return need_assign; } else if(RunningOnSycl){ const Index num_values_to_reduce = internal::array_prod(m_reducedDims); const Index num_coeffs_to_preserve = internal::array_prod(m_dimensions); if (!data) { data = static_cast<CoeffReturnType*>(m_device.allocate(sizeof(CoeffReturnType) * num_coeffs_to_preserve)); m_result = data; } Op reducer(m_reducer); internal::InnerReducer<Self, Op, Device>::run(*this, reducer, m_device, data, num_values_to_reduce, num_coeffs_to_preserve); return (m_result != NULL); } // Attempt to use an optimized reduction. else if (RunningOnGPU && (m_device.majorDeviceVersion() >= 3)) { bool reducing_inner_dims = true; for (int i = 0; i < NumReducedDims; ++i) { if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) { reducing_inner_dims &= m_reduced[i]; } else { reducing_inner_dims &= m_reduced[NumInputDims - 1 - i]; } } if (internal::InnerReducer<Self, Op, Device>::HasOptimizedImplementation && (reducing_inner_dims || ReducingInnerMostDims)) { const Index num_values_to_reduce = internal::array_prod(m_reducedDims); const Index num_coeffs_to_preserve = internal::array_prod(m_dimensions); if (!data) { if (num_coeffs_to_preserve < 1024 && num_values_to_reduce > num_coeffs_to_preserve && num_values_to_reduce > 128) { data = static_cast<CoeffReturnType*>(m_device.allocate(sizeof(CoeffReturnType) * num_coeffs_to_preserve)); m_result = data; } else { return true; } } Op reducer(m_reducer); if (internal::InnerReducer<Self, Op, Device>::run(*this, reducer, m_device, data, num_values_to_reduce, num_coeffs_to_preserve)) { if (m_result) { m_device.deallocate(m_result); m_result = NULL; } return true; } else { return (m_result != NULL); } } bool preserving_inner_dims = true; for (int i = 0; i < NumReducedDims; ++i) { if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) { preserving_inner_dims &= m_reduced[NumInputDims - 1 - i]; } else { preserving_inner_dims &= m_reduced[i]; } } if (internal::OuterReducer<Self, Op, Device>::HasOptimizedImplementation && preserving_inner_dims) { const Index num_values_to_reduce = internal::array_prod(m_reducedDims); const Index num_coeffs_to_preserve = internal::array_prod(m_dimensions); if (!data) { if (num_coeffs_to_preserve < 1024 && num_values_to_reduce > num_coeffs_to_preserve && num_values_to_reduce > 32) { data = static_cast<CoeffReturnType*>(m_device.allocate(sizeof(CoeffReturnType) * num_coeffs_to_preserve)); m_result = data; } else { return true; } } Op reducer(m_reducer); if (internal::OuterReducer<Self, Op, Device>::run(*this, reducer, m_device, data, num_values_to_reduce, num_coeffs_to_preserve)) { if (m_result) { m_device.deallocate(m_result); m_result = NULL; } return true; } else { return (m_result != NULL); } } } return true; } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void cleanup() { m_impl.cleanup(); if (m_result) { m_device.deallocate(m_result); m_result = NULL; } } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE CoeffReturnType coeff(Index index) const { if ((RunningOnSycl || RunningFullReduction || RunningOnGPU) && m_result) { return *(m_result + index); } Op reducer(m_reducer); if (ReducingInnerMostDims || RunningFullReduction) { const Index num_values_to_reduce = (static_cast<int>(Layout) == static_cast<int>(ColMajor)) ? m_preservedStrides[0] : m_preservedStrides[NumPreservedStrides - 1]; return internal::InnerMostDimReducer<Self, Op>::reduce(*this, firstInput(index), num_values_to_reduce, reducer); } else { typename Self::CoeffReturnType accum = reducer.initialize(); internal::GenericDimReducer<NumReducedDims-1, Self, Op>::reduce(*this, firstInput(index), reducer, &accum); return reducer.finalize(accum); } } // TODO(bsteiner): provide a more efficient implementation. template<int LoadMode> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE PacketReturnType packet(Index index) const { EIGEN_STATIC_ASSERT((PacketSize > 1), YOU_MADE_A_PROGRAMMING_MISTAKE) eigen_assert(index + PacketSize - 1 < Index(internal::array_prod(dimensions()))); if (RunningOnGPU && m_result) { return internal::pload<PacketReturnType>(m_result + index); } EIGEN_ALIGN_MAX typename internal::remove_const<CoeffReturnType>::type values[PacketSize]; if (ReducingInnerMostDims) { const Index num_values_to_reduce = (static_cast<int>(Layout) == static_cast<int>(ColMajor)) ? m_preservedStrides[0] : m_preservedStrides[NumPreservedStrides - 1]; const Index firstIndex = firstInput(index); for (Index i = 0; i < PacketSize; ++i) { Op reducer(m_reducer); values[i] = internal::InnerMostDimReducer<Self, Op>::reduce(*this, firstIndex + i * num_values_to_reduce, num_values_to_reduce, reducer); } } else if (PreservingInnerMostDims) { const Index firstIndex = firstInput(index); const int innermost_dim = (static_cast<int>(Layout) == static_cast<int>(ColMajor)) ? 0 : NumOutputDims - 1; // TBD: extend this the the n innermost dimensions that we preserve. if (((firstIndex % m_dimensions[innermost_dim]) + PacketSize - 1) < m_dimensions[innermost_dim]) { Op reducer(m_reducer); typename Self::PacketReturnType accum = reducer.template initializePacket<typename Self::PacketReturnType>(); internal::InnerMostDimPreserver<NumReducedDims-1, Self, Op>::reduce(*this, firstIndex, reducer, &accum); return reducer.finalizePacket(accum); } else { for (int i = 0; i < PacketSize; ++i) { values[i] = coeff(index + i); } } } else { for (int i = 0; i < PacketSize; ++i) { values[i] = coeff(index + i); } } PacketReturnType rslt = internal::pload<PacketReturnType>(values); return rslt; } // Must be called after evalSubExprsIfNeeded(). EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorOpCost costPerCoeff(bool vectorized) const { if (RunningFullReduction && m_result) { return TensorOpCost(sizeof(CoeffReturnType), 0, 0, vectorized, PacketSize); } else { const Index num_values_to_reduce = internal::array_prod(m_reducedDims); const double compute_cost = num_values_to_reduce * internal::functor_traits<Op>::Cost; return m_impl.costPerCoeff(vectorized) * num_values_to_reduce + TensorOpCost(0, 0, compute_cost, vectorized, PacketSize); } } EIGEN_DEVICE_FUNC typename MakePointer_<Scalar>::Type data() const { return m_result; } /// required by sycl in order to extract the accessor const TensorEvaluator<ArgType, Device>& impl() const { return m_impl; } /// added for sycl in order to construct the buffer from the sycl device const Device& device() const{return m_device;} /// added for sycl in order to re-construct the reduction eval on the device for the sub-kernel const Dims& xprDims() const {return m_xpr_dims;} private: template <int, typename, typename> friend struct internal::GenericDimReducer; template <typename, typename, bool> friend struct internal::InnerMostDimReducer; template <int, typename, typename, bool> friend struct internal::InnerMostDimPreserver; template <typename S, typename O, typename D, bool V> friend struct internal::FullReducer; #ifdef EIGEN_USE_THREADS template <typename S, typename O, bool V> friend struct internal::FullReducerShard; #endif #if defined(EIGEN_USE_GPU) && defined(__CUDACC__) template <int B, int N, typename S, typename R, typename I> friend void internal::FullReductionKernel(R, const S, I, typename S::CoeffReturnType*, unsigned int*); #ifdef EIGEN_HAS_CUDA_FP16 template <typename S, typename R, typename I> friend void internal::ReductionInitFullReduxKernelHalfFloat(R, const S, I, half2*); template <int B, int N, typename S, typename R, typename I> friend void internal::FullReductionKernelHalfFloat(R, const S, I, half*, half2*); template <int NPT, typename S, typename R, typename I> friend void internal::InnerReductionKernelHalfFloat(R, const S, I, I, half*); #endif template <int NPT, typename S, typename R, typename I> friend void internal::InnerReductionKernel(R, const S, I, I, typename S::CoeffReturnType*); template <int NPT, typename S, typename R, typename I> friend void internal::OuterReductionKernel(R, const S, I, I, typename S::CoeffReturnType*); #endif template <typename S, typename O, typename D> friend struct internal::InnerReducer; // Returns the Index in the input tensor of the first value that needs to be // used to compute the reduction at output index "index". EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Index firstInput(Index index) const { if (ReducingInnerMostDims) { if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) { return index * m_preservedStrides[0]; } else { return index * m_preservedStrides[NumPreservedStrides - 1]; } } // TBD: optimize the case where we preserve the innermost dimensions. Index startInput = 0; if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) { for (int i = NumOutputDims - 1; i > 0; --i) { // This is index_i in the output tensor. const Index idx = index / m_outputStrides[i]; startInput += idx * m_preservedStrides[i]; index -= idx * m_outputStrides[i]; } if (PreservingInnerMostDims) { eigen_assert(m_preservedStrides[0] == 1); startInput += index; } else { startInput += index * m_preservedStrides[0]; } } else { for (int i = 0; i < NumOutputDims - 1; ++i) { // This is index_i in the output tensor. const Index idx = index / m_outputStrides[i]; startInput += idx * m_preservedStrides[i]; index -= idx * m_outputStrides[i]; } if (PreservingInnerMostDims) { eigen_assert(m_preservedStrides[NumPreservedStrides - 1] == 1); startInput += index; } else { startInput += index * m_preservedStrides[NumPreservedStrides - 1]; } } return startInput; } // Bitmap indicating if an input dimension is reduced or not. array<bool, NumInputDims> m_reduced; // Dimensions of the output of the operation. Dimensions m_dimensions; // Precomputed strides for the output tensor. array<Index, NumOutputDims> m_outputStrides; // Subset of strides of the input tensor for the non-reduced dimensions. // Indexed by output dimensions. static const int NumPreservedStrides = max_n_1<NumOutputDims>::size; array<Index, NumPreservedStrides> m_preservedStrides; // Subset of strides of the input tensor for the reduced dimensions. // Indexed by reduced dimensions. array<Index, NumReducedDims> m_reducedStrides; // Size of the input dimensions that are reduced. // Indexed by reduced dimensions. array<Index, NumReducedDims> m_reducedDims; // Evaluator for the input expression. TensorEvaluator<ArgType, Device> m_impl; // Operation to apply for computing the reduction. Op m_reducer; // For full reductions #if defined(EIGEN_USE_GPU) && defined(__CUDACC__) static const bool RunningOnGPU = internal::is_same<Device, Eigen::GpuDevice>::value; static const bool RunningOnSycl = false; #elif defined(EIGEN_USE_SYCL) static const bool RunningOnSycl = internal::is_same<typename internal::remove_all<Device>::type, Eigen::SyclDevice>::value; static const bool RunningOnGPU = false; #else static const bool RunningOnGPU = false; static const bool RunningOnSycl = false; #endif typename MakePointer_<CoeffReturnType>::Type m_result; const Device& m_device; const Dims& m_xpr_dims; }; } // end namespace Eigen #endif // EIGEN_CXX11_TENSOR_TENSOR_REDUCTION_H
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abess-master/python/include/unsupported/Eigen/CXX11/src/Tensor/TensorReductionCuda.h
// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2014 Benoit Steiner <[email protected]> // // 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_CXX11_TENSOR_TENSOR_REDUCTION_CUDA_H #define EIGEN_CXX11_TENSOR_TENSOR_REDUCTION_CUDA_H namespace Eigen { namespace internal { #if defined(EIGEN_USE_GPU) && defined(__CUDACC__) // Full reducers for GPU, don't vectorize for now // Reducer function that enables multiple cuda thread to safely accumulate at the same // output address. It basically reads the current value of the output variable, and // attempts to update it with the new value. If in the meantime another cuda thread // updated the content of the output address it will try again. template <typename T, typename R> __device__ EIGEN_ALWAYS_INLINE void atomicReduce(T* output, T accum, R& reducer) { #if __CUDA_ARCH__ >= 300 if (sizeof(T) == 4) { unsigned int oldval = *reinterpret_cast<unsigned int*>(output); unsigned int newval = oldval; reducer.reduce(accum, reinterpret_cast<T*>(&newval)); if (newval == oldval) { return; } unsigned int readback; while ((readback = atomicCAS((unsigned int*)output, oldval, newval)) != oldval) { oldval = readback; newval = oldval; reducer.reduce(accum, reinterpret_cast<T*>(&newval)); if (newval == oldval) { return; } } } else if (sizeof(T) == 8) { unsigned long long oldval = *reinterpret_cast<unsigned long long*>(output); unsigned long long newval = oldval; reducer.reduce(accum, reinterpret_cast<T*>(&newval)); if (newval == oldval) { return; } unsigned long long readback; while ((readback = atomicCAS((unsigned long long*)output, oldval, newval)) != oldval) { oldval = readback; newval = oldval; reducer.reduce(accum, reinterpret_cast<T*>(&newval)); if (newval == oldval) { return; } } } else { assert(0 && "Wordsize not supported"); } #else assert(0 && "Shouldn't be called on unsupported device"); #endif } // We extend atomicExch to support extra data types template <typename Type> __device__ inline Type atomicExchCustom(Type* address, Type val) { return atomicExch(address, val); } template <> __device__ inline double atomicExchCustom(double* address, double val) { unsigned long long int* address_as_ull = reinterpret_cast<unsigned long long int*>(address); return __longlong_as_double(atomicExch(address_as_ull, __double_as_longlong(val))); } #ifdef EIGEN_HAS_CUDA_FP16 template <template <typename T> class R> __device__ inline void atomicReduce(half2* output, half2 accum, R<half>& reducer) { unsigned int oldval = *reinterpret_cast<unsigned int*>(output); unsigned int newval = oldval; reducer.reducePacket(accum, reinterpret_cast<half2*>(&newval)); if (newval == oldval) { return; } unsigned int readback; while ((readback = atomicCAS((unsigned int*)output, oldval, newval)) != oldval) { oldval = readback; newval = oldval; reducer.reducePacket(accum, reinterpret_cast<half2*>(&newval)); if (newval == oldval) { return; } } } #endif template <> __device__ inline void atomicReduce(float* output, float accum, SumReducer<float>&) { #if __CUDA_ARCH__ >= 300 atomicAdd(output, accum); #else assert(0 && "Shouldn't be called on unsupported device"); #endif } template <typename CoeffType, typename Index> __global__ void ReductionInitKernel(const CoeffType val, Index num_preserved_coeffs, CoeffType* output) { const Index thread_id = blockIdx.x * blockDim.x + threadIdx.x; const Index num_threads = blockDim.x * gridDim.x; for (Index i = thread_id; i < num_preserved_coeffs; i += num_threads) { output[i] = val; } } template <int BlockSize, int NumPerThread, typename Self, typename Reducer, typename Index> __global__ void FullReductionKernel(Reducer reducer, const Self input, Index num_coeffs, typename Self::CoeffReturnType* output, unsigned int* semaphore) { #if __CUDA_ARCH__ >= 300 // Initialize the output value const Index first_index = blockIdx.x * BlockSize * NumPerThread + threadIdx.x; if (gridDim.x == 1) { if (first_index == 0) { *output = reducer.initialize(); } } else { if (threadIdx.x == 0) { unsigned int block = atomicCAS(semaphore, 0u, 1u); if (block == 0) { // We're the first block to run, initialize the output value atomicExchCustom(output, reducer.initialize()); __threadfence(); atomicExch(semaphore, 2u); } else { // Wait for the first block to initialize the output value. // Use atomicCAS here to ensure that the reads aren't cached unsigned int val; do { val = atomicCAS(semaphore, 2u, 2u); } while (val < 2u); } } } __syncthreads(); eigen_assert(gridDim.x == 1 || *semaphore >= 2u); typename Self::CoeffReturnType accum = reducer.initialize(); Index max_iter = numext::mini<Index>(num_coeffs - first_index, NumPerThread*BlockSize); for (Index i = 0; i < max_iter; i+=BlockSize) { const Index index = first_index + i; eigen_assert(index < num_coeffs); typename Self::CoeffReturnType val = input.m_impl.coeff(index); reducer.reduce(val, &accum); } #pragma unroll for (int offset = warpSize/2; offset > 0; offset /= 2) { reducer.reduce(__shfl_down(accum, offset, warpSize), &accum); } if ((threadIdx.x & (warpSize - 1)) == 0) { atomicReduce(output, accum, reducer); } if (gridDim.x > 1 && threadIdx.x == 0) { // Let the last block reset the semaphore atomicInc(semaphore, gridDim.x + 1); } #else assert(0 && "Shouldn't be called on unsupported device"); #endif } #ifdef EIGEN_HAS_CUDA_FP16 template <typename Self, typename Reducer, typename Index> __global__ void ReductionInitFullReduxKernelHalfFloat(Reducer reducer, const Self input, Index num_coeffs, half2* scratch) { eigen_assert(blockDim.x == 1); eigen_assert(gridDim.x == 1); if (num_coeffs % 2 != 0) { half last = input.m_impl.coeff(num_coeffs-1); *scratch = __halves2half2(last, reducer.initialize()); } else { *scratch = reducer.template initializePacket<half2>(); } } template <typename Self, typename Reducer, typename Index> __global__ void ReductionInitKernelHalfFloat(Reducer reducer, const Self input, Index num_coeffs, half* output) { const Index thread_id = blockIdx.x * blockDim.x + threadIdx.x; const Index num_threads = blockDim.x * gridDim.x; const Index num_packets = num_coeffs / 2; for (Index i = thread_id; i < num_packets; i += num_threads) { ((half2*)output)[i] = reducer.template initializePacket<half2>(); } if (thread_id == 0 && num_coeffs % 2 != 0) { output[num_coeffs-1] = reducer.initialize(); } } template <int BlockSize, int NumPerThread, typename Self, typename Reducer, typename Index> __global__ void FullReductionKernelHalfFloat(Reducer reducer, const Self input, Index num_coeffs, half* output, half2* scratch) { eigen_assert(NumPerThread % 2 == 0); const Index first_index = blockIdx.x * BlockSize * NumPerThread + 2*threadIdx.x; // Initialize the output value if it wasn't initialized by the ReductionInitKernel if (gridDim.x == 1 && first_index == 0) { if (num_coeffs % 2 != 0) { half last = input.m_impl.coeff(num_coeffs-1); *scratch = __halves2half2(last, reducer.initialize()); } else { *scratch = reducer.template initializePacket<half2>(); } __syncthreads(); } half2 accum = reducer.template initializePacket<half2>(); const Index max_iter = numext::mini<Index>((num_coeffs - first_index) / 2, NumPerThread*BlockSize / 2); for (Index i = 0; i < max_iter; i += BlockSize) { const Index index = first_index + 2*i; eigen_assert(index + 1 < num_coeffs); half2 val = input.m_impl.template packet<Unaligned>(index); reducer.reducePacket(val, &accum); } #pragma unroll for (int offset = warpSize/2; offset > 0; offset /= 2) { reducer.reducePacket(__shfl_down(accum, offset, warpSize), &accum); } if ((threadIdx.x & (warpSize - 1)) == 0) { atomicReduce(scratch, accum, reducer); } __syncthreads(); if (gridDim.x == 1 && first_index == 0) { half tmp = __low2half(*scratch); reducer.reduce(__high2half(*scratch), &tmp); *output = tmp; } } template <typename Op> __global__ void ReductionCleanupKernelHalfFloat(Op& reducer, half* output, half2* scratch) { eigen_assert(threadIdx.x == 1); half tmp = __low2half(*scratch); reducer.reduce(__high2half(*scratch), &tmp); *output = tmp; } #endif template <typename Self, typename Op, typename OutputType, bool PacketAccess, typename Enabled = void> struct FullReductionLauncher { static void run(const Self&, Op&, const GpuDevice&, OutputType*, typename Self::Index) { assert(false && "Should only be called on doubles, floats and half floats"); } }; // Specialization for float and double template <typename Self, typename Op, typename OutputType, bool PacketAccess> struct FullReductionLauncher< Self, Op, OutputType, PacketAccess, typename internal::enable_if< internal::is_same<float, OutputType>::value || internal::is_same<double, OutputType>::value, void>::type> { static void run(const Self& self, Op& reducer, const GpuDevice& device, OutputType* output, typename Self::Index num_coeffs) { typedef typename Self::Index Index; typedef typename Self::CoeffReturnType Scalar; const int block_size = 256; const int num_per_thread = 128; const int num_blocks = divup<int>(num_coeffs, block_size * num_per_thread); unsigned int* semaphore = NULL; if (num_blocks > 1) { semaphore = device.semaphore(); } LAUNCH_CUDA_KERNEL((FullReductionKernel<block_size, num_per_thread, Self, Op, Index>), num_blocks, block_size, 0, device, reducer, self, num_coeffs, output, semaphore); } }; #ifdef EIGEN_HAS_CUDA_FP16 template <typename Self, typename Op> struct FullReductionLauncher<Self, Op, Eigen::half, false> { static void run(const Self&, Op&, const GpuDevice&, half*, typename Self::Index) { assert(false && "Should not be called since there is no packet accessor"); } }; template <typename Self, typename Op> struct FullReductionLauncher<Self, Op, Eigen::half, true> { static void run(const Self& self, Op& reducer, const GpuDevice& device, half* output, typename Self::Index num_coeffs) { typedef typename Self::Index Index; const int block_size = 256; const int num_per_thread = 128; const int num_blocks = divup<int>(num_coeffs, block_size * num_per_thread); half2* scratch = static_cast<half2*>(device.scratchpad()); if (num_blocks > 1) { // We initialize the output and the scrathpad outside the reduction kernel when we can't be sure that there // won't be a race conditions between multiple thread blocks. LAUNCH_CUDA_KERNEL((ReductionInitFullReduxKernelHalfFloat<Self, Op, Index>), 1, 1, 0, device, reducer, self, num_coeffs, scratch); } LAUNCH_CUDA_KERNEL((FullReductionKernelHalfFloat<block_size, num_per_thread, Self, Op, Index>), num_blocks, block_size, 0, device, reducer, self, num_coeffs, output, scratch); if (num_blocks > 1) { LAUNCH_CUDA_KERNEL((ReductionCleanupKernelHalfFloat<Op>), 1, 1, 0, device, reducer, output, scratch); } } }; #endif template <typename Self, typename Op, bool Vectorizable> struct FullReducer<Self, Op, GpuDevice, Vectorizable> { // Unfortunately nvidia doesn't support well exotic types such as complex, // so reduce the scope of the optimized version of the code to the simple cases // of doubles, floats and half floats #ifdef EIGEN_HAS_CUDA_FP16 static const bool HasOptimizedImplementation = !Op::IsStateful && (internal::is_same<typename Self::CoeffReturnType, float>::value || internal::is_same<typename Self::CoeffReturnType, double>::value || (internal::is_same<typename Self::CoeffReturnType, Eigen::half>::value && reducer_traits<Op, GpuDevice>::PacketAccess)); #else static const bool HasOptimizedImplementation = !Op::IsStateful && (internal::is_same<typename Self::CoeffReturnType, float>::value || internal::is_same<typename Self::CoeffReturnType, double>::value); #endif template <typename OutputType> static void run(const Self& self, Op& reducer, const GpuDevice& device, OutputType* output) { assert(HasOptimizedImplementation && "Should only be called on doubles, floats or half floats"); const Index num_coeffs = array_prod(self.m_impl.dimensions()); // Don't crash when we're called with an input tensor of size 0. if (num_coeffs == 0) { return; } FullReductionLauncher<Self, Op, OutputType, reducer_traits<Op, GpuDevice>::PacketAccess>::run(self, reducer, device, output, num_coeffs); } }; template <int NumPerThread, typename Self, typename Reducer, typename Index> __global__ void InnerReductionKernel(Reducer reducer, const Self input, Index num_coeffs_to_reduce, Index num_preserved_coeffs, typename Self::CoeffReturnType* output) { #if __CUDA_ARCH__ >= 300 typedef typename Self::CoeffReturnType Type; eigen_assert(blockDim.y == 1); eigen_assert(blockDim.z == 1); eigen_assert(gridDim.y == 1); eigen_assert(gridDim.z == 1); const int unroll_times = 16; eigen_assert(NumPerThread % unroll_times == 0); const Index input_col_blocks = divup<Index>(num_coeffs_to_reduce, blockDim.x * NumPerThread); const Index num_input_blocks = input_col_blocks * num_preserved_coeffs; const Index num_threads = blockDim.x * gridDim.x; const Index thread_id = blockIdx.x * blockDim.x + threadIdx.x; // Initialize the output values if they weren't initialized by the ReductionInitKernel if (gridDim.x == 1) { for (Index i = thread_id; i < num_preserved_coeffs; i += num_threads) { output[i] = reducer.initialize(); } __syncthreads(); } for (Index i = blockIdx.x; i < num_input_blocks; i += gridDim.x) { const Index row = i / input_col_blocks; if (row < num_preserved_coeffs) { const Index col_block = i % input_col_blocks; const Index col_begin = col_block * blockDim.x * NumPerThread + threadIdx.x; Type reduced_val = reducer.initialize(); for (Index j = 0; j < NumPerThread; j += unroll_times) { const Index last_col = col_begin + blockDim.x * (j + unroll_times - 1); if (last_col >= num_coeffs_to_reduce) { for (Index col = col_begin + blockDim.x * j; col < num_coeffs_to_reduce; col += blockDim.x) { const Type val = input.m_impl.coeff(row * num_coeffs_to_reduce + col); reducer.reduce(val, &reduced_val); } break; } else { // Faster version of the loop with no branches after unrolling. #pragma unroll for (int k = 0; k < unroll_times; ++k) { const Index col = col_begin + blockDim.x * (j + k); reducer.reduce(input.m_impl.coeff(row * num_coeffs_to_reduce + col), &reduced_val); } } } #pragma unroll for (int offset = warpSize/2; offset > 0; offset /= 2) { reducer.reduce(__shfl_down(reduced_val, offset), &reduced_val); } if ((threadIdx.x & (warpSize - 1)) == 0) { atomicReduce(&(output[row]), reduced_val, reducer); } } } #else assert(0 && "Shouldn't be called on unsupported device"); #endif } #ifdef EIGEN_HAS_CUDA_FP16 template <int NumPerThread, typename Self, typename Reducer, typename Index> __global__ void InnerReductionKernelHalfFloat(Reducer reducer, const Self input, Index num_coeffs_to_reduce, Index num_preserved_coeffs, half* output) { eigen_assert(blockDim.y == 1); eigen_assert(blockDim.z == 1); eigen_assert(gridDim.y == 1); eigen_assert(gridDim.z == 1); const int unroll_times = 16; eigen_assert(NumPerThread % unroll_times == 0); eigen_assert(unroll_times % 2 == 0); const Index input_col_blocks = divup<Index>(num_coeffs_to_reduce, blockDim.x * NumPerThread * 2); const Index num_input_blocks = divup<Index>(input_col_blocks * num_preserved_coeffs, 2); const Index num_threads = blockDim.x * gridDim.x; const Index thread_id = blockIdx.x * blockDim.x + threadIdx.x; // Initialize the output values if they weren't initialized by the ReductionInitKernel if (gridDim.x == 1) { Index i = 2*thread_id; for (; i + 1 < num_preserved_coeffs; i += 2*num_threads) { half* loc = output + i; *((half2*)loc) = reducer.template initializePacket<half2>(); } if (i < num_preserved_coeffs) { output[i] = reducer.initialize(); } __syncthreads(); } for (Index i = blockIdx.x; i < num_input_blocks; i += gridDim.x) { const Index row = 2 * (i / input_col_blocks); if (row + 1 < num_preserved_coeffs) { const Index col_block = i % input_col_blocks; const Index col_begin = 2 * (col_block * blockDim.x * NumPerThread + threadIdx.x); half2 reduced_val1 = reducer.template initializePacket<half2>(); half2 reduced_val2 = reducer.template initializePacket<half2>(); for (Index j = 0; j < NumPerThread; j += unroll_times) { const Index last_col = col_begin + blockDim.x * (j + unroll_times - 1) * 2; if (last_col >= num_coeffs_to_reduce) { Index col = col_begin + blockDim.x * j; for (; col + 1 < num_coeffs_to_reduce; col += blockDim.x) { const half2 val1 = input.m_impl.template packet<Unaligned>(row * num_coeffs_to_reduce + col); reducer.reducePacket(val1, &reduced_val1); const half2 val2 = input.m_impl.template packet<Unaligned>((row+1) * num_coeffs_to_reduce + col); reducer.reducePacket(val2, &reduced_val2); } if (col < num_coeffs_to_reduce) { // Peel; const half last1 = input.m_impl.coeff(row * num_coeffs_to_reduce + col); const half2 val1 = __halves2half2(last1, reducer.initialize()); reducer.reducePacket(val1, &reduced_val1); const half last2 = input.m_impl.coeff((row+1) * num_coeffs_to_reduce + col); const half2 val2 = __halves2half2(last2, reducer.initialize()); reducer.reducePacket(val2, &reduced_val2); } break; } else { // Faster version of the loop with no branches after unrolling. #pragma unroll for (int k = 0; k < unroll_times; ++k) { const Index col = col_begin + blockDim.x * (j + k) * 2; reducer.reducePacket(input.m_impl.template packet<Unaligned>(row * num_coeffs_to_reduce + col), &reduced_val1); reducer.reducePacket(input.m_impl.template packet<Unaligned>((row + 1)* num_coeffs_to_reduce + col), &reduced_val2); } } } #pragma unroll for (int offset = warpSize/2; offset > 0; offset /= 2) { reducer.reducePacket(__shfl_down(reduced_val1, offset, warpSize), &reduced_val1); reducer.reducePacket(__shfl_down(reduced_val2, offset, warpSize), &reduced_val2); } half val1 = __low2half(reduced_val1); reducer.reduce(__high2half(reduced_val1), &val1); half val2 = __low2half(reduced_val2); reducer.reduce(__high2half(reduced_val2), &val2); half2 val = __halves2half2(val1, val2); if ((threadIdx.x & (warpSize - 1)) == 0) { half* loc = output + row; atomicReduce((half2*)loc, val, reducer); } } } } #endif template <typename Self, typename Op, typename OutputType, bool PacketAccess, typename Enabled = void> struct InnerReductionLauncher { static EIGEN_DEVICE_FUNC bool run(const Self&, Op&, const GpuDevice&, OutputType*, typename Self::Index, typename Self::Index) { assert(false && "Should only be called to reduce doubles, floats and half floats on a gpu device"); return true; } }; // Specialization for float and double template <typename Self, typename Op, typename OutputType, bool PacketAccess> struct InnerReductionLauncher< Self, Op, OutputType, PacketAccess, typename internal::enable_if< internal::is_same<float, OutputType>::value || internal::is_same<double, OutputType>::value, void>::type> { static bool run(const Self& self, Op& reducer, const GpuDevice& device, OutputType* output, typename Self::Index num_coeffs_to_reduce, typename Self::Index num_preserved_vals) { typedef typename Self::Index Index; const Index num_coeffs = num_coeffs_to_reduce * num_preserved_vals; const int block_size = 256; const int num_per_thread = 128; const int dyn_blocks = divup<int>(num_coeffs, block_size * num_per_thread); const int max_blocks = device.getNumCudaMultiProcessors() * device.maxCudaThreadsPerMultiProcessor() / block_size; const int num_blocks = numext::mini<int>(max_blocks, dyn_blocks); if (num_blocks > 1) { // We initialize the outputs outside the reduction kernel when we can't be sure that there // won't be a race conditions between multiple thread blocks. const int dyn_blocks = divup<int>(num_preserved_vals, 1024); const int max_blocks = device.getNumCudaMultiProcessors() * device.maxCudaThreadsPerMultiProcessor() / 1024; const int num_blocks = numext::mini<int>(max_blocks, dyn_blocks); LAUNCH_CUDA_KERNEL((ReductionInitKernel<OutputType, Index>), num_blocks, 1024, 0, device, reducer.initialize(), num_preserved_vals, output); } LAUNCH_CUDA_KERNEL((InnerReductionKernel<num_per_thread, Self, Op, Index>), num_blocks, block_size, 0, device, reducer, self, num_coeffs_to_reduce, num_preserved_vals, output); return false; } }; #ifdef EIGEN_HAS_CUDA_FP16 template <typename Self, typename Op> struct InnerReductionLauncher<Self, Op, Eigen::half, false> { static bool run(const Self&, Op&, const GpuDevice&, half*, typename Self::Index, typename Self::Index) { assert(false && "Should not be called since there is no packet accessor"); return true; } }; template <typename Self, typename Op> struct InnerReductionLauncher<Self, Op, Eigen::half, true> { static bool run(const Self& self, Op& reducer, const GpuDevice& device, half* output, typename Self::Index num_coeffs_to_reduce, typename Self::Index num_preserved_vals) { typedef typename Self::Index Index; if (num_preserved_vals % 2 != 0) { // Not supported yet, revert to the slower code path return true; } const Index num_coeffs = num_coeffs_to_reduce * num_preserved_vals; const int block_size = /*256*/128; const int num_per_thread = /*128*/64; const int dyn_blocks = divup<int>(num_coeffs, block_size * num_per_thread); const int max_blocks = device.getNumCudaMultiProcessors() * device.maxCudaThreadsPerMultiProcessor() / block_size; const int num_blocks = numext::mini<int>(max_blocks, dyn_blocks); if (num_blocks > 1) { // We initialize the outputs outside the reduction kernel when we can't be sure that there // won't be a race conditions between multiple thread blocks. const int dyn_blocks = divup<int>(num_preserved_vals, 1024); const int max_blocks = device.getNumCudaMultiProcessors() * device.maxCudaThreadsPerMultiProcessor() / 1024; const int num_blocks = numext::mini<int>(max_blocks, dyn_blocks); LAUNCH_CUDA_KERNEL((ReductionInitKernelHalfFloat<Self, Op, Index>), 1, 1, 0, device, reducer, self, num_preserved_vals, output); } LAUNCH_CUDA_KERNEL((InnerReductionKernelHalfFloat<num_per_thread, Self, Op, Index>), num_blocks, block_size, 0, device, reducer, self, num_coeffs_to_reduce, num_preserved_vals, output); return false; } }; #endif template <typename Self, typename Op> struct InnerReducer<Self, Op, GpuDevice> { // Unfortunately nvidia doesn't support well exotic types such as complex, // so reduce the scope of the optimized version of the code to the simple case // of floats and half floats. #ifdef EIGEN_HAS_CUDA_FP16 static const bool HasOptimizedImplementation = !Op::IsStateful && (internal::is_same<typename Self::CoeffReturnType, float>::value || internal::is_same<typename Self::CoeffReturnType, double>::value || (internal::is_same<typename Self::CoeffReturnType, Eigen::half>::value && reducer_traits<Op, GpuDevice>::PacketAccess)); #else static const bool HasOptimizedImplementation = !Op::IsStateful && (internal::is_same<typename Self::CoeffReturnType, float>::value || internal::is_same<typename Self::CoeffReturnType, double>::value); #endif template <typename OutputType> static bool run(const Self& self, Op& reducer, const GpuDevice& device, OutputType* output, typename Self::Index num_coeffs_to_reduce, typename Self::Index num_preserved_vals) { assert(HasOptimizedImplementation && "Should only be called on doubles, floats or half floats"); const Index num_coeffs = array_prod(self.m_impl.dimensions()); // Don't crash when we're called with an input tensor of size 0. if (num_coeffs == 0) { return true; } // It's faster to use the usual code. if (num_coeffs_to_reduce <= 128) { return true; } return InnerReductionLauncher<Self, Op, OutputType, reducer_traits<Op, GpuDevice>::PacketAccess>::run(self, reducer, device, output, num_coeffs_to_reduce, num_preserved_vals); } }; template <int NumPerThread, typename Self, typename Reducer, typename Index> __global__ void OuterReductionKernel(Reducer reducer, const Self input, Index num_coeffs_to_reduce, Index num_preserved_coeffs, typename Self::CoeffReturnType* output) { const Index num_threads = blockDim.x * gridDim.x; const Index thread_id = blockIdx.x * blockDim.x + threadIdx.x; // Initialize the output values if they weren't initialized by the ReductionInitKernel if (gridDim.x == 1) { for (Index i = thread_id; i < num_preserved_coeffs; i += num_threads) { output[i] = reducer.initialize(); } __syncthreads(); } // Do the reduction. const Index max_iter = num_preserved_coeffs * divup<Index>(num_coeffs_to_reduce, NumPerThread); for (Index i = thread_id; i < max_iter; i += num_threads) { const Index input_col = i % num_preserved_coeffs; const Index input_row = (i / num_preserved_coeffs) * NumPerThread; typename Self::CoeffReturnType reduced_val = reducer.initialize(); const Index max_row = numext::mini(input_row + NumPerThread, num_coeffs_to_reduce); for (Index j = input_row; j < max_row; j++) { typename Self::CoeffReturnType val = input.m_impl.coeff(j * num_preserved_coeffs + input_col); reducer.reduce(val, &reduced_val); } atomicReduce(&(output[input_col]), reduced_val, reducer); } } template <typename Self, typename Op> struct OuterReducer<Self, Op, GpuDevice> { // Unfortunately nvidia doesn't support well exotic types such as complex, // so reduce the scope of the optimized version of the code to the simple case // of floats. static const bool HasOptimizedImplementation = !Op::IsStateful && (internal::is_same<typename Self::CoeffReturnType, float>::value || internal::is_same<typename Self::CoeffReturnType, double>::value); template <typename Device, typename OutputType> static EIGEN_DEVICE_FUNC bool run(const Self&, Op&, const Device&, OutputType*, typename Self::Index, typename Self::Index) { assert(false && "Should only be called to reduce doubles or floats on a gpu device"); return true; } static bool run(const Self& self, Op& reducer, const GpuDevice& device, float* output, typename Self::Index num_coeffs_to_reduce, typename Self::Index num_preserved_vals) { typedef typename Self::Index Index; // It's faster to use the usual code. if (num_coeffs_to_reduce <= 32) { return true; } const Index num_coeffs = num_coeffs_to_reduce * num_preserved_vals; const int block_size = 256; const int num_per_thread = 16; const int dyn_blocks = divup<int>(num_coeffs, block_size * num_per_thread); const int max_blocks = device.getNumCudaMultiProcessors() * device.maxCudaThreadsPerMultiProcessor() / block_size; const int num_blocks = numext::mini<int>(max_blocks, dyn_blocks); if (num_blocks > 1) { // We initialize the outputs in the reduction kernel itself when we don't have to worry // about race conditions between multiple thread blocks. const int dyn_blocks = divup<int>(num_preserved_vals, 1024); const int max_blocks = device.getNumCudaMultiProcessors() * device.maxCudaThreadsPerMultiProcessor() / 1024; const int num_blocks = numext::mini<int>(max_blocks, dyn_blocks); LAUNCH_CUDA_KERNEL((ReductionInitKernel<float, Index>), num_blocks, 1024, 0, device, reducer.initialize(), num_preserved_vals, output); } LAUNCH_CUDA_KERNEL((OuterReductionKernel<num_per_thread, Self, Op, Index>), num_blocks, block_size, 0, device, reducer, self, num_coeffs_to_reduce, num_preserved_vals, output); return false; } }; #endif } // end namespace internal } // end namespace Eigen #endif // EIGEN_CXX11_TENSOR_TENSOR_REDUCTION_CUDA_H
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abess-master/python/include/unsupported/Eigen/CXX11/src/Tensor/TensorReductionSycl.h
// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Mehdi Goli Codeplay Software Ltd. // Ralph Potter Codeplay Software Ltd. // Luke Iwanski Codeplay Software Ltd. // Contact: <[email protected]> // // 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/. /***************************************************************** * TensorSyclPlaceHolderExpr.h * * \brief: * This is the specialisation of the placeholder expression based on the * operation type * *****************************************************************/ #ifndef UNSUPPORTED_EIGEN_CXX11_SRC_TENSOR_TENSOR_REDUCTION_SYCL_HPP #define UNSUPPORTED_EIGEN_CXX11_SRC_TENSOR_TENSOR_REDUCTION_SYCL_HPP namespace Eigen { namespace internal { template<typename CoeffReturnType, typename KernelName> struct syclGenericBufferReducer{ template<typename BufferTOut, typename BufferTIn> static void run(BufferTOut* bufOut, BufferTIn& bufI, const Eigen::SyclDevice& dev, size_t length, size_t local){ do { auto f = [length, local, bufOut, &bufI](cl::sycl::handler& h) mutable { cl::sycl::nd_range<1> r{cl::sycl::range<1>{std::max(length, local)}, cl::sycl::range<1>{std::min(length, local)}}; /* Two accessors are used: one to the buffer that is being reduced, * and a second to local memory, used to store intermediate data. */ auto aI = bufI.template get_access<cl::sycl::access::mode::read_write>(h); auto aOut = bufOut->template get_access<cl::sycl::access::mode::discard_write>(h); cl::sycl::accessor<CoeffReturnType, 1, cl::sycl::access::mode::read_write, cl::sycl::access::target::local> scratch(cl::sycl::range<1>(local), h); /* The parallel_for invocation chosen is the variant with an nd_item * parameter, since the code requires barriers for correctness. */ h.parallel_for<KernelName>( r, [aOut, aI, scratch, local, length](cl::sycl::nd_item<1> id) { size_t globalid = id.get_global(0); size_t localid = id.get_local(0); /* All threads collectively read from global memory into local. * The barrier ensures all threads' IO is resolved before * execution continues (strictly speaking, all threads within * a single work-group - there is no co-ordination between * work-groups, only work-items). */ if (globalid < length) { scratch[localid] = aI[globalid]; } id.barrier(cl::sycl::access::fence_space::local_space); /* Apply the reduction operation between the current local * id and the one on the other half of the vector. */ if (globalid < length) { int min = (length < local) ? length : local; for (size_t offset = min / 2; offset > 0; offset /= 2) { if (localid < offset) { scratch[localid] += scratch[localid + offset]; } id.barrier(cl::sycl::access::fence_space::local_space); } /* The final result will be stored in local id 0. */ if (localid == 0) { aI[id.get_group(0)] = scratch[localid]; if((length<=local) && globalid ==0){ aOut[globalid]=scratch[localid]; } } } }); }; dev.m_queue.submit(f); dev.m_queue.throw_asynchronous(); /* At this point, you could queue::wait_and_throw() to ensure that * errors are caught quickly. However, this would likely impact * performance negatively. */ length = length / local; } while (length > 1); } }; /// For now let's start with a full reducer /// Self is useless here because in expression construction we are going to treat reduction as a leafnode. /// we want to take reduction child and then build a construction and apply the full reducer function on it. Fullreducre applies the /// reduction operation on the child of the reduction. once it is done the reduction is an empty shell and can be thrown away and treated as // a leafNode. template <typename Self, typename Op, bool Vectorizable> struct FullReducer<Self, Op, const Eigen::SyclDevice, Vectorizable> { typedef typename Self::CoeffReturnType CoeffReturnType; static const bool HasOptimizedImplementation = false; static void run(const Self& self, Op& reducer, const Eigen::SyclDevice& dev, CoeffReturnType* output) { typedef const typename Self::ChildType HostExpr; /// this is the child of reduction typedef typename TensorSycl::internal::createPlaceHolderExpression<HostExpr>::Type PlaceHolderExpr; auto functors = TensorSycl::internal::extractFunctors(self.impl()); int red_factor =256; /// initial reduction. If the size is less than red_factor we only creates one thread. size_t inputSize =self.impl().dimensions().TotalSize(); size_t rng = inputSize/red_factor; // the total number of thread initially is half the size of the input size_t remaining = inputSize% red_factor; if(rng ==0) { red_factor=1; }; size_t tileSize =dev.m_queue.get_device(). template get_info<cl::sycl::info::device::max_work_group_size>()/2; size_t GRange=std::max((size_t )1, rng); // convert global range to power of 2 for redecution GRange--; GRange |= GRange >> 1; GRange |= GRange >> 2; GRange |= GRange >> 4; GRange |= GRange >> 8; GRange |= GRange >> 16; #if __x86_64__ || __ppc64__ || _WIN64 GRange |= GRange >> 32; #endif GRange++; size_t outTileSize = tileSize; /// if the shared memory is less than the GRange, we set shared_mem size to the TotalSize and in this case one kernel would be created for recursion to reduce all to one. if (GRange < outTileSize) outTileSize=GRange; // getting final out buffer at the moment the created buffer is true because there is no need for assign auto out_buffer =dev.template get_sycl_buffer<typename Eigen::internal::remove_all<CoeffReturnType>::type>(self.dimensions().TotalSize(), output); /// creating the shared memory for calculating reduction. /// This one is used to collect all the reduced value of shared memory as we dont have global barrier on GPU. Once it is saved we can /// recursively apply reduction on it in order to reduce the whole. auto temp_global_buffer =cl::sycl::buffer<CoeffReturnType, 1>(cl::sycl::range<1>(GRange)); typedef typename Eigen::internal::remove_all<decltype(self.xprDims())>::type Dims; Dims dims= self.xprDims(); Op functor = reducer; dev.m_queue.submit([&](cl::sycl::handler &cgh) { // create a tuple of accessors from Evaluator auto tuple_of_accessors = TensorSycl::internal::createTupleOfAccessors(cgh, self.impl()); auto tmp_global_accessor = temp_global_buffer. template get_access<cl::sycl::access::mode::read_write, cl::sycl::access::target::global_buffer>(cgh); cgh.parallel_for<PlaceHolderExpr>( cl::sycl::nd_range<1>(cl::sycl::range<1>(GRange), cl::sycl::range<1>(outTileSize)), [=](cl::sycl::nd_item<1> itemID) { typedef typename TensorSycl::internal::ConvertToDeviceExpression<const HostExpr>::Type DevExpr; auto device_expr = TensorSycl::internal::createDeviceExpression<DevExpr, PlaceHolderExpr>(functors, tuple_of_accessors); /// reduction cannot be captured automatically through our device conversion recursion. The reason is that reduction has two behaviour /// the first behaviour is when it is used as a root to lauch the sub-kernel. The second one is when it is treated as a leafnode to pass the /// calculated result to its parent kernel. While the latter is automatically detected through our device expression generator. The former is created here. const auto device_self_expr= TensorReductionOp<Op, Dims, decltype(device_expr.expr) ,MakeGlobalPointer>(device_expr.expr, dims, functor); /// This is the evaluator for device_self_expr. This is exactly similar to the self which has been passed to run function. The difference is /// the device_evaluator is detectable and recognisable on the device. auto device_self_evaluator = Eigen::TensorEvaluator<decltype(device_self_expr), Eigen::DefaultDevice>(device_self_expr, Eigen::DefaultDevice()); /// const cast added as a naive solution to solve the qualifier drop error auto globalid=itemID.get_global_linear_id(); if(globalid<rng) tmp_global_accessor.get_pointer()[globalid]=InnerMostDimReducer<decltype(device_self_evaluator), Op, false>::reduce(device_self_evaluator, red_factor*globalid, red_factor, const_cast<Op&>(functor)); else tmp_global_accessor.get_pointer()[globalid]=static_cast<CoeffReturnType>(0); if(remaining!=0 && globalid==0 ) // this will add the rest of input buffer when the input size is not devidable to red_factor. tmp_global_accessor.get_pointer()[globalid]+=InnerMostDimReducer<decltype(device_self_evaluator), Op, false>::reduce(device_self_evaluator, red_factor*(rng), remaining, const_cast<Op&>(functor)); }); }); dev.m_queue.throw_asynchronous(); /// This is used to recursively reduce the tmp value to an element of 1; syclGenericBufferReducer<CoeffReturnType,HostExpr>::run(out_buffer, temp_global_buffer,dev, GRange, outTileSize); } }; template <typename Self, typename Op> struct InnerReducer<Self, Op, const Eigen::SyclDevice> { typedef typename Self::CoeffReturnType CoeffReturnType; static const bool HasOptimizedImplementation = false; static bool run(const Self& self, Op& reducer, const Eigen::SyclDevice& dev, CoeffReturnType* output, typename Self::Index , typename Self::Index num_coeffs_to_preserve) { typedef const typename Self::ChildType HostExpr; /// this is the child of reduction typedef typename TensorSycl::internal::createPlaceHolderExpression<HostExpr>::Type PlaceHolderExpr; auto functors = TensorSycl::internal::extractFunctors(self.impl()); size_t tileSize =dev.m_queue.get_device(). template get_info<cl::sycl::info::device::max_work_group_size>()/2; size_t GRange=num_coeffs_to_preserve; if (tileSize>GRange) tileSize=GRange; else if(GRange>tileSize){ size_t xMode = GRange % tileSize; if (xMode != 0) GRange += (tileSize - xMode); } // getting final out buffer at the moment the created buffer is true because there is no need for assign /// creating the shared memory for calculating reduction. /// This one is used to collect all the reduced value of shared memory as we dont have global barrier on GPU. Once it is saved we can /// recursively apply reduction on it in order to reduce the whole. typedef typename Eigen::internal::remove_all<decltype(self.xprDims())>::type Dims; Dims dims= self.xprDims(); Op functor = reducer; dev.m_queue.submit([&](cl::sycl::handler &cgh) { // create a tuple of accessors from Evaluator auto tuple_of_accessors = TensorSycl::internal::createTupleOfAccessors(cgh, self.impl()); auto output_accessor = dev.template get_sycl_accessor<cl::sycl::access::mode::discard_write>(num_coeffs_to_preserve,cgh, output); cgh.parallel_for<Self>( cl::sycl::nd_range<1>(cl::sycl::range<1>(GRange), cl::sycl::range<1>(tileSize)), [=](cl::sycl::nd_item<1> itemID) { typedef typename TensorSycl::internal::ConvertToDeviceExpression<const HostExpr>::Type DevExpr; auto device_expr = TensorSycl::internal::createDeviceExpression<DevExpr, PlaceHolderExpr>(functors, tuple_of_accessors); /// reduction cannot be captured automatically through our device conversion recursion. The reason is that reduction has two behaviour /// the first behaviour is when it is used as a root to lauch the sub-kernel. The second one is when it is treated as a leafnode to pass the /// calculated result to its parent kernel. While the latter is automatically detected through our device expression generator. The former is created here. const auto device_self_expr= TensorReductionOp<Op, Dims, decltype(device_expr.expr) ,MakeGlobalPointer>(device_expr.expr, dims, functor); /// This is the evaluator for device_self_expr. This is exactly similar to the self which has been passed to run function. The difference is /// the device_evaluator is detectable and recognisable on the device. typedef Eigen::TensorEvaluator<decltype(device_self_expr), Eigen::DefaultDevice> DeiceSelf; auto device_self_evaluator = Eigen::TensorEvaluator<decltype(device_self_expr), Eigen::DefaultDevice>(device_self_expr, Eigen::DefaultDevice()); /// const cast added as a naive solution to solve the qualifier drop error auto globalid=itemID.get_global_linear_id(); if (globalid< static_cast<size_t>(num_coeffs_to_preserve)) { typename DeiceSelf::CoeffReturnType accum = functor.initialize(); GenericDimReducer<DeiceSelf::NumReducedDims-1, DeiceSelf, Op>::reduce(device_self_evaluator, device_self_evaluator.firstInput(globalid),const_cast<Op&>(functor), &accum); functor.finalize(accum); output_accessor.get_pointer()[globalid]= accum; } }); }); dev.m_queue.throw_asynchronous(); return false; } }; } // end namespace internal } // namespace Eigen #endif // UNSUPPORTED_EIGEN_CXX11_SRC_TENSOR_TENSOR_REDUCTION_SYCL_HPP
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abess
abess-master/python/include/unsupported/Eigen/CXX11/src/Tensor/TensorRef.h
// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2014 Benoit Steiner <[email protected]> // // 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_CXX11_TENSOR_TENSOR_REF_H #define EIGEN_CXX11_TENSOR_TENSOR_REF_H namespace Eigen { namespace internal { template <typename Dimensions, typename Scalar> class TensorLazyBaseEvaluator { public: TensorLazyBaseEvaluator() : m_refcount(0) { } virtual ~TensorLazyBaseEvaluator() { } EIGEN_DEVICE_FUNC virtual const Dimensions& dimensions() const = 0; EIGEN_DEVICE_FUNC virtual const Scalar* data() const = 0; EIGEN_DEVICE_FUNC virtual const Scalar coeff(DenseIndex index) const = 0; EIGEN_DEVICE_FUNC virtual Scalar& coeffRef(DenseIndex index) = 0; void incrRefCount() { ++m_refcount; } void decrRefCount() { --m_refcount; } int refCount() const { return m_refcount; } private: // No copy, no assigment; TensorLazyBaseEvaluator(const TensorLazyBaseEvaluator& other); TensorLazyBaseEvaluator& operator = (const TensorLazyBaseEvaluator& other); int m_refcount; }; template <typename Dimensions, typename Expr, typename Device> class TensorLazyEvaluatorReadOnly : public TensorLazyBaseEvaluator<Dimensions, typename TensorEvaluator<Expr, Device>::Scalar> { public: // typedef typename TensorEvaluator<Expr, Device>::Dimensions Dimensions; typedef typename TensorEvaluator<Expr, Device>::Scalar Scalar; TensorLazyEvaluatorReadOnly(const Expr& expr, const Device& device) : m_impl(expr, device), m_dummy(Scalar(0)) { m_dims = m_impl.dimensions(); m_impl.evalSubExprsIfNeeded(NULL); } virtual ~TensorLazyEvaluatorReadOnly() { m_impl.cleanup(); } EIGEN_DEVICE_FUNC virtual const Dimensions& dimensions() const { return m_dims; } EIGEN_DEVICE_FUNC virtual const Scalar* data() const { return m_impl.data(); } EIGEN_DEVICE_FUNC virtual const Scalar coeff(DenseIndex index) const { return m_impl.coeff(index); } EIGEN_DEVICE_FUNC virtual Scalar& coeffRef(DenseIndex /*index*/) { eigen_assert(false && "can't reference the coefficient of a rvalue"); return m_dummy; }; protected: TensorEvaluator<Expr, Device> m_impl; Dimensions m_dims; Scalar m_dummy; }; template <typename Dimensions, typename Expr, typename Device> class TensorLazyEvaluatorWritable : public TensorLazyEvaluatorReadOnly<Dimensions, Expr, Device> { public: typedef TensorLazyEvaluatorReadOnly<Dimensions, Expr, Device> Base; typedef typename Base::Scalar Scalar; TensorLazyEvaluatorWritable(const Expr& expr, const Device& device) : Base(expr, device) { } virtual ~TensorLazyEvaluatorWritable() { } EIGEN_DEVICE_FUNC virtual Scalar& coeffRef(DenseIndex index) { return this->m_impl.coeffRef(index); } }; template <typename Dimensions, typename Expr, typename Device> class TensorLazyEvaluator : public internal::conditional<bool(internal::is_lvalue<Expr>::value), TensorLazyEvaluatorWritable<Dimensions, Expr, Device>, TensorLazyEvaluatorReadOnly<Dimensions, const Expr, Device> >::type { public: typedef typename internal::conditional<bool(internal::is_lvalue<Expr>::value), TensorLazyEvaluatorWritable<Dimensions, Expr, Device>, TensorLazyEvaluatorReadOnly<Dimensions, const Expr, Device> >::type Base; typedef typename Base::Scalar Scalar; TensorLazyEvaluator(const Expr& expr, const Device& device) : Base(expr, device) { } virtual ~TensorLazyEvaluator() { } }; } // namespace internal /** \class TensorRef * \ingroup CXX11_Tensor_Module * * \brief A reference to a tensor expression * The expression will be evaluated lazily (as much as possible). * */ template<typename PlainObjectType> class TensorRef : public TensorBase<TensorRef<PlainObjectType> > { public: typedef TensorRef<PlainObjectType> Self; typedef typename PlainObjectType::Base Base; typedef typename Eigen::internal::nested<Self>::type Nested; typedef typename internal::traits<PlainObjectType>::StorageKind StorageKind; typedef typename internal::traits<PlainObjectType>::Index Index; typedef typename internal::traits<PlainObjectType>::Scalar Scalar; typedef typename NumTraits<Scalar>::Real RealScalar; typedef typename Base::CoeffReturnType CoeffReturnType; typedef Scalar* PointerType; typedef PointerType PointerArgType; static const Index NumIndices = PlainObjectType::NumIndices; typedef typename PlainObjectType::Dimensions Dimensions; enum { IsAligned = false, PacketAccess = false, Layout = PlainObjectType::Layout, CoordAccess = false, // to be implemented RawAccess = false }; EIGEN_STRONG_INLINE TensorRef() : m_evaluator(NULL) { } template <typename Expression> EIGEN_STRONG_INLINE TensorRef(const Expression& expr) : m_evaluator(new internal::TensorLazyEvaluator<Dimensions, Expression, DefaultDevice>(expr, DefaultDevice())) { m_evaluator->incrRefCount(); } template <typename Expression> EIGEN_STRONG_INLINE TensorRef& operator = (const Expression& expr) { unrefEvaluator(); m_evaluator = new internal::TensorLazyEvaluator<Dimensions, Expression, DefaultDevice>(expr, DefaultDevice()); m_evaluator->incrRefCount(); return *this; } ~TensorRef() { unrefEvaluator(); } TensorRef(const TensorRef& other) : m_evaluator(other.m_evaluator) { eigen_assert(m_evaluator->refCount() > 0); m_evaluator->incrRefCount(); } TensorRef& operator = (const TensorRef& other) { if (this != &other) { unrefEvaluator(); m_evaluator = other.m_evaluator; eigen_assert(m_evaluator->refCount() > 0); m_evaluator->incrRefCount(); } return *this; } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Index rank() const { return m_evaluator->dimensions().size(); } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Index dimension(Index n) const { return m_evaluator->dimensions()[n]; } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Dimensions& dimensions() const { return m_evaluator->dimensions(); } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Index size() const { return m_evaluator->dimensions().TotalSize(); } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar* data() const { return m_evaluator->data(); } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator()(Index index) const { return m_evaluator->coeff(index); } #if EIGEN_HAS_VARIADIC_TEMPLATES template<typename... IndexTypes> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator()(Index firstIndex, IndexTypes... otherIndices) const { const std::size_t num_indices = (sizeof...(otherIndices) + 1); const array<Index, num_indices> indices{{firstIndex, otherIndices...}}; return coeff(indices); } template<typename... IndexTypes> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Scalar& coeffRef(Index firstIndex, IndexTypes... otherIndices) { const std::size_t num_indices = (sizeof...(otherIndices) + 1); const array<Index, num_indices> indices{{firstIndex, otherIndices...}}; return coeffRef(indices); } #else EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator()(Index i0, Index i1) const { array<Index, 2> indices; indices[0] = i0; indices[1] = i1; return coeff(indices); } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator()(Index i0, Index i1, Index i2) const { array<Index, 3> indices; indices[0] = i0; indices[1] = i1; indices[2] = i2; return coeff(indices); } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator()(Index i0, Index i1, Index i2, Index i3) const { array<Index, 4> indices; indices[0] = i0; indices[1] = i1; indices[2] = i2; indices[3] = i3; return coeff(indices); } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator()(Index i0, Index i1, Index i2, Index i3, Index i4) const { array<Index, 5> indices; indices[0] = i0; indices[1] = i1; indices[2] = i2; indices[3] = i3; indices[4] = i4; return coeff(indices); } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Scalar& coeffRef(Index i0, Index i1) { array<Index, 2> indices; indices[0] = i0; indices[1] = i1; return coeffRef(indices); } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Scalar& coeffRef(Index i0, Index i1, Index i2) { array<Index, 3> indices; indices[0] = i0; indices[1] = i1; indices[2] = i2; return coeffRef(indices); } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Scalar& operator()(Index i0, Index i1, Index i2, Index i3) { array<Index, 4> indices; indices[0] = i0; indices[1] = i1; indices[2] = i2; indices[3] = i3; return coeffRef(indices); } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Scalar& coeffRef(Index i0, Index i1, Index i2, Index i3, Index i4) { array<Index, 5> indices; indices[0] = i0; indices[1] = i1; indices[2] = i2; indices[3] = i3; indices[4] = i4; return coeffRef(indices); } #endif template <std::size_t NumIndices> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar coeff(const array<Index, NumIndices>& indices) const { const Dimensions& dims = this->dimensions(); Index index = 0; if (PlainObjectType::Options & RowMajor) { index += indices[0]; for (size_t i = 1; i < NumIndices; ++i) { index = index * dims[i] + indices[i]; } } else { index += indices[NumIndices-1]; for (int i = NumIndices-2; i >= 0; --i) { index = index * dims[i] + indices[i]; } } return m_evaluator->coeff(index); } template <std::size_t NumIndices> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Scalar& coeffRef(const array<Index, NumIndices>& indices) { const Dimensions& dims = this->dimensions(); Index index = 0; if (PlainObjectType::Options & RowMajor) { index += indices[0]; for (size_t i = 1; i < NumIndices; ++i) { index = index * dims[i] + indices[i]; } } else { index += indices[NumIndices-1]; for (int i = NumIndices-2; i >= 0; --i) { index = index * dims[i] + indices[i]; } } return m_evaluator->coeffRef(index); } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar coeff(Index index) const { return m_evaluator->coeff(index); } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Scalar& coeffRef(Index index) { return m_evaluator->coeffRef(index); } private: EIGEN_STRONG_INLINE void unrefEvaluator() { if (m_evaluator) { m_evaluator->decrRefCount(); if (m_evaluator->refCount() == 0) { delete m_evaluator; } } } internal::TensorLazyBaseEvaluator<Dimensions, Scalar>* m_evaluator; }; // evaluator for rvalues template<typename Derived, typename Device> struct TensorEvaluator<const TensorRef<Derived>, Device> { typedef typename Derived::Index Index; typedef typename Derived::Scalar Scalar; typedef typename Derived::Scalar CoeffReturnType; typedef typename PacketType<CoeffReturnType, Device>::type PacketReturnType; typedef typename Derived::Dimensions Dimensions; enum { IsAligned = false, PacketAccess = false, Layout = TensorRef<Derived>::Layout, CoordAccess = false, // to be implemented RawAccess = false }; EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorEvaluator(const TensorRef<Derived>& m, const Device&) : m_ref(m) { } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Dimensions& dimensions() const { return m_ref.dimensions(); } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE bool evalSubExprsIfNeeded(Scalar*) { return true; } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void cleanup() { } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE CoeffReturnType coeff(Index index) const { return m_ref.coeff(index); } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Scalar& coeffRef(Index index) { return m_ref.coeffRef(index); } EIGEN_DEVICE_FUNC Scalar* data() const { return m_ref.data(); } protected: TensorRef<Derived> m_ref; }; // evaluator for lvalues template<typename Derived, typename Device> struct TensorEvaluator<TensorRef<Derived>, Device> : public TensorEvaluator<const TensorRef<Derived>, Device> { typedef typename Derived::Index Index; typedef typename Derived::Scalar Scalar; typedef typename Derived::Scalar CoeffReturnType; typedef typename PacketType<CoeffReturnType, Device>::type PacketReturnType; typedef typename Derived::Dimensions Dimensions; typedef TensorEvaluator<const TensorRef<Derived>, Device> Base; enum { IsAligned = false, PacketAccess = false, RawAccess = false }; EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorEvaluator(TensorRef<Derived>& m, const Device& d) : Base(m, d) { } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Scalar& coeffRef(Index index) { return this->m_ref.coeffRef(index); } }; } // end namespace Eigen #endif // EIGEN_CXX11_TENSOR_TENSOR_REF_H
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abess
abess-master/python/include/unsupported/Eigen/CXX11/src/Tensor/TensorReverse.h
// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2014 Navdeep Jaitly <[email protected]> // Benoit Steiner <[email protected]> // // 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_CXX11_TENSOR_TENSOR_REVERSE_H #define EIGEN_CXX11_TENSOR_TENSOR_REVERSE_H namespace Eigen { /** \class TensorReverse * \ingroup CXX11_Tensor_Module * * \brief Tensor reverse elements class. * */ namespace internal { template<typename ReverseDimensions, typename XprType> struct traits<TensorReverseOp<ReverseDimensions, XprType> > : public traits<XprType> { typedef typename XprType::Scalar Scalar; typedef traits<XprType> XprTraits; typedef typename XprTraits::StorageKind StorageKind; typedef typename XprTraits::Index Index; typedef typename XprType::Nested Nested; typedef typename remove_reference<Nested>::type _Nested; static const int NumDimensions = XprTraits::NumDimensions; static const int Layout = XprTraits::Layout; }; template<typename ReverseDimensions, typename XprType> struct eval<TensorReverseOp<ReverseDimensions, XprType>, Eigen::Dense> { typedef const TensorReverseOp<ReverseDimensions, XprType>& type; }; template<typename ReverseDimensions, typename XprType> struct nested<TensorReverseOp<ReverseDimensions, XprType>, 1, typename eval<TensorReverseOp<ReverseDimensions, XprType> >::type> { typedef TensorReverseOp<ReverseDimensions, XprType> type; }; } // end namespace internal template<typename ReverseDimensions, typename XprType> class TensorReverseOp : public TensorBase<TensorReverseOp<ReverseDimensions, XprType>, WriteAccessors> { public: typedef typename Eigen::internal::traits<TensorReverseOp>::Scalar Scalar; typedef typename Eigen::NumTraits<Scalar>::Real RealScalar; typedef typename XprType::CoeffReturnType CoeffReturnType; typedef typename Eigen::internal::nested<TensorReverseOp>::type Nested; typedef typename Eigen::internal::traits<TensorReverseOp>::StorageKind StorageKind; typedef typename Eigen::internal::traits<TensorReverseOp>::Index Index; EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorReverseOp( const XprType& expr, const ReverseDimensions& reverse_dims) : m_xpr(expr), m_reverse_dims(reverse_dims) { } EIGEN_DEVICE_FUNC const ReverseDimensions& reverse() const { return m_reverse_dims; } EIGEN_DEVICE_FUNC const typename internal::remove_all<typename XprType::Nested>::type& expression() const { return m_xpr; } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorReverseOp& operator = (const TensorReverseOp& other) { typedef TensorAssignOp<TensorReverseOp, const TensorReverseOp> Assign; Assign assign(*this, other); internal::TensorExecutor<const Assign, DefaultDevice>::run(assign, DefaultDevice()); return *this; } template<typename OtherDerived> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorReverseOp& operator = (const OtherDerived& other) { typedef TensorAssignOp<TensorReverseOp, const OtherDerived> Assign; Assign assign(*this, other); internal::TensorExecutor<const Assign, DefaultDevice>::run(assign, DefaultDevice()); return *this; } protected: typename XprType::Nested m_xpr; const ReverseDimensions m_reverse_dims; }; // Eval as rvalue template<typename ReverseDimensions, typename ArgType, typename Device> struct TensorEvaluator<const TensorReverseOp<ReverseDimensions, ArgType>, Device> { typedef TensorReverseOp<ReverseDimensions, ArgType> XprType; typedef typename XprType::Index Index; static const int NumDims = internal::array_size<ReverseDimensions>::value; typedef DSizes<Index, NumDims> Dimensions; typedef typename XprType::Scalar Scalar; typedef typename XprType::CoeffReturnType CoeffReturnType; typedef typename PacketType<CoeffReturnType, Device>::type PacketReturnType; static const int PacketSize = internal::unpacket_traits<PacketReturnType>::size; enum { IsAligned = false, PacketAccess = TensorEvaluator<ArgType, Device>::PacketAccess, Layout = TensorEvaluator<ArgType, Device>::Layout, CoordAccess = false, // to be implemented RawAccess = false }; EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorEvaluator(const XprType& op, const Device& device) : m_impl(op.expression(), device), m_reverse(op.reverse()) { // Reversing a scalar isn't supported yet. It would be a no-op anyway. EIGEN_STATIC_ASSERT((NumDims > 0), YOU_MADE_A_PROGRAMMING_MISTAKE); // Compute strides m_dimensions = m_impl.dimensions(); if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) { m_strides[0] = 1; for (int i = 1; i < NumDims; ++i) { m_strides[i] = m_strides[i-1] * m_dimensions[i-1]; } } else { m_strides[NumDims-1] = 1; for (int i = NumDims - 2; i >= 0; --i) { m_strides[i] = m_strides[i+1] * m_dimensions[i+1]; } } } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Dimensions& dimensions() const { return m_dimensions; } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE bool evalSubExprsIfNeeded(Scalar*) { m_impl.evalSubExprsIfNeeded(NULL); return true; } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void cleanup() { m_impl.cleanup(); } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Index reverseIndex( Index index) const { eigen_assert(index < dimensions().TotalSize()); Index inputIndex = 0; if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) { for (int i = NumDims - 1; i > 0; --i) { Index idx = index / m_strides[i]; index -= idx * m_strides[i]; if (m_reverse[i]) { idx = m_dimensions[i] - idx - 1; } inputIndex += idx * m_strides[i] ; } if (m_reverse[0]) { inputIndex += (m_dimensions[0] - index - 1); } else { inputIndex += index; } } else { for (int i = 0; i < NumDims - 1; ++i) { Index idx = index / m_strides[i]; index -= idx * m_strides[i]; if (m_reverse[i]) { idx = m_dimensions[i] - idx - 1; } inputIndex += idx * m_strides[i] ; } if (m_reverse[NumDims-1]) { inputIndex += (m_dimensions[NumDims-1] - index - 1); } else { inputIndex += index; } } return inputIndex; } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE CoeffReturnType coeff( Index index) const { return m_impl.coeff(reverseIndex(index)); } template<int LoadMode> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE PacketReturnType packet(Index index) const { EIGEN_STATIC_ASSERT((PacketSize > 1), YOU_MADE_A_PROGRAMMING_MISTAKE) eigen_assert(index+PacketSize-1 < dimensions().TotalSize()); // TODO(ndjaitly): write a better packing routine that uses // local structure. EIGEN_ALIGN_MAX typename internal::remove_const<CoeffReturnType>::type values[PacketSize]; for (int i = 0; i < PacketSize; ++i) { values[i] = coeff(index+i); } PacketReturnType rslt = internal::pload<PacketReturnType>(values); return rslt; } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorOpCost costPerCoeff(bool vectorized) const { double compute_cost = NumDims * (2 * TensorOpCost::AddCost<Index>() + 2 * TensorOpCost::MulCost<Index>() + TensorOpCost::DivCost<Index>()); for (int i = 0; i < NumDims; ++i) { if (m_reverse[i]) { compute_cost += 2 * TensorOpCost::AddCost<Index>(); } } return m_impl.costPerCoeff(vectorized) + TensorOpCost(0, 0, compute_cost, false /* vectorized */, PacketSize); } EIGEN_DEVICE_FUNC Scalar* data() const { return NULL; } protected: Dimensions m_dimensions; array<Index, NumDims> m_strides; TensorEvaluator<ArgType, Device> m_impl; ReverseDimensions m_reverse; }; // Eval as lvalue template <typename ReverseDimensions, typename ArgType, typename Device> struct TensorEvaluator<TensorReverseOp<ReverseDimensions, ArgType>, Device> : public TensorEvaluator<const TensorReverseOp<ReverseDimensions, ArgType>, Device> { typedef TensorEvaluator<const TensorReverseOp<ReverseDimensions, ArgType>, Device> Base; typedef TensorReverseOp<ReverseDimensions, ArgType> XprType; typedef typename XprType::Index Index; static const int NumDims = internal::array_size<ReverseDimensions>::value; typedef DSizes<Index, NumDims> Dimensions; enum { IsAligned = false, PacketAccess = TensorEvaluator<ArgType, Device>::PacketAccess, Layout = TensorEvaluator<ArgType, Device>::Layout, CoordAccess = false, // to be implemented RawAccess = false }; EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorEvaluator(const XprType& op, const Device& device) : Base(op, device) {} typedef typename XprType::Scalar Scalar; typedef typename XprType::CoeffReturnType CoeffReturnType; typedef typename PacketType<CoeffReturnType, Device>::type PacketReturnType; static const int PacketSize = internal::unpacket_traits<PacketReturnType>::size; EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Dimensions& dimensions() const { return this->m_dimensions; } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Scalar& coeffRef(Index index) { return this->m_impl.coeffRef(this->reverseIndex(index)); } template <int StoreMode> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void writePacket(Index index, const PacketReturnType& x) { EIGEN_STATIC_ASSERT((PacketSize > 1), YOU_MADE_A_PROGRAMMING_MISTAKE) eigen_assert(index+PacketSize-1 < dimensions().TotalSize()); // This code is pilfered from TensorMorphing.h EIGEN_ALIGN_MAX CoeffReturnType values[PacketSize]; internal::pstore<CoeffReturnType, PacketReturnType>(values, x); for (int i = 0; i < PacketSize; ++i) { this->coeffRef(index+i) = values[i]; } } }; } // end namespace Eigen #endif // EIGEN_CXX11_TENSOR_TENSOR_REVERSE_H
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abess-master/python/include/unsupported/Eigen/CXX11/src/Tensor/TensorScan.h
// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2016 Igor Babuschkin <[email protected]> // // 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_CXX11_TENSOR_TENSOR_SCAN_H #define EIGEN_CXX11_TENSOR_TENSOR_SCAN_H namespace Eigen { namespace internal { template <typename Op, typename XprType> struct traits<TensorScanOp<Op, XprType> > : public traits<XprType> { typedef typename XprType::Scalar Scalar; typedef traits<XprType> XprTraits; typedef typename XprTraits::StorageKind StorageKind; typedef typename XprType::Nested Nested; typedef typename remove_reference<Nested>::type _Nested; static const int NumDimensions = XprTraits::NumDimensions; static const int Layout = XprTraits::Layout; }; template<typename Op, typename XprType> struct eval<TensorScanOp<Op, XprType>, Eigen::Dense> { typedef const TensorScanOp<Op, XprType>& type; }; template<typename Op, typename XprType> struct nested<TensorScanOp<Op, XprType>, 1, typename eval<TensorScanOp<Op, XprType> >::type> { typedef TensorScanOp<Op, XprType> type; }; } // end namespace internal /** \class TensorScan * \ingroup CXX11_Tensor_Module * * \brief Tensor scan class. */ template <typename Op, typename XprType> class TensorScanOp : public TensorBase<TensorScanOp<Op, XprType>, ReadOnlyAccessors> { public: typedef typename Eigen::internal::traits<TensorScanOp>::Scalar Scalar; typedef typename Eigen::NumTraits<Scalar>::Real RealScalar; typedef typename XprType::CoeffReturnType CoeffReturnType; typedef typename Eigen::internal::nested<TensorScanOp>::type Nested; typedef typename Eigen::internal::traits<TensorScanOp>::StorageKind StorageKind; typedef typename Eigen::internal::traits<TensorScanOp>::Index Index; EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorScanOp( const XprType& expr, const Index& axis, bool exclusive = false, const Op& op = Op()) : m_expr(expr), m_axis(axis), m_accumulator(op), m_exclusive(exclusive) {} EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Index axis() const { return m_axis; } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const XprType& expression() const { return m_expr; } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Op accumulator() const { return m_accumulator; } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE bool exclusive() const { return m_exclusive; } protected: typename XprType::Nested m_expr; const Index m_axis; const Op m_accumulator; const bool m_exclusive; }; template <typename Self, typename Reducer, typename Device> struct ScanLauncher; // Eval as rvalue template <typename Op, typename ArgType, typename Device> struct TensorEvaluator<const TensorScanOp<Op, ArgType>, Device> { typedef TensorScanOp<Op, ArgType> XprType; typedef typename XprType::Index Index; static const int NumDims = internal::array_size<typename TensorEvaluator<ArgType, Device>::Dimensions>::value; typedef DSizes<Index, NumDims> Dimensions; typedef typename internal::remove_const<typename XprType::Scalar>::type Scalar; typedef typename XprType::CoeffReturnType CoeffReturnType; typedef typename PacketType<CoeffReturnType, Device>::type PacketReturnType; typedef TensorEvaluator<const TensorScanOp<Op, ArgType>, Device> Self; enum { IsAligned = false, PacketAccess = (internal::unpacket_traits<PacketReturnType>::size > 1), BlockAccess = false, Layout = TensorEvaluator<ArgType, Device>::Layout, CoordAccess = false, RawAccess = true }; EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorEvaluator(const XprType& op, const Device& device) : m_impl(op.expression(), device), m_device(device), m_exclusive(op.exclusive()), m_accumulator(op.accumulator()), m_size(m_impl.dimensions()[op.axis()]), m_stride(1), m_output(NULL) { // Accumulating a scalar isn't supported. EIGEN_STATIC_ASSERT((NumDims > 0), YOU_MADE_A_PROGRAMMING_MISTAKE); eigen_assert(op.axis() >= 0 && op.axis() < NumDims); // Compute stride of scan axis const Dimensions& dims = m_impl.dimensions(); if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) { for (int i = 0; i < op.axis(); ++i) { m_stride = m_stride * dims[i]; } } else { for (int i = NumDims - 1; i > op.axis(); --i) { m_stride = m_stride * dims[i]; } } } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Dimensions& dimensions() const { return m_impl.dimensions(); } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Index& stride() const { return m_stride; } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Index& size() const { return m_size; } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Op& accumulator() const { return m_accumulator; } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE bool exclusive() const { return m_exclusive; } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const TensorEvaluator<ArgType, Device>& inner() const { return m_impl; } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Device& device() const { return m_device; } EIGEN_STRONG_INLINE bool evalSubExprsIfNeeded(Scalar* data) { m_impl.evalSubExprsIfNeeded(NULL); ScanLauncher<Self, Op, Device> launcher; if (data) { launcher(*this, data); return false; } const Index total_size = internal::array_prod(dimensions()); m_output = static_cast<CoeffReturnType*>(m_device.allocate(total_size * sizeof(Scalar))); launcher(*this, m_output); return true; } template<int LoadMode> EIGEN_DEVICE_FUNC PacketReturnType packet(Index index) const { return internal::ploadt<PacketReturnType, LoadMode>(m_output + index); } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE CoeffReturnType* data() const { return m_output; } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE CoeffReturnType coeff(Index index) const { return m_output[index]; } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorOpCost costPerCoeff(bool) const { return TensorOpCost(sizeof(CoeffReturnType), 0, 0); } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void cleanup() { if (m_output != NULL) { m_device.deallocate(m_output); m_output = NULL; } m_impl.cleanup(); } protected: TensorEvaluator<ArgType, Device> m_impl; const Device& m_device; const bool m_exclusive; Op m_accumulator; const Index m_size; Index m_stride; CoeffReturnType* m_output; }; // CPU implementation of scan // TODO(ibab) This single-threaded implementation should be parallelized, // at least by running multiple scans at the same time. template <typename Self, typename Reducer, typename Device> struct ScanLauncher { void operator()(Self& self, typename Self::CoeffReturnType *data) { Index total_size = internal::array_prod(self.dimensions()); // We fix the index along the scan axis to 0 and perform a // scan per remaining entry. The iteration is split into two nested // loops to avoid an integer division by keeping track of each idx1 and idx2. for (Index idx1 = 0; idx1 < total_size; idx1 += self.stride() * self.size()) { for (Index idx2 = 0; idx2 < self.stride(); idx2++) { // Calculate the starting offset for the scan Index offset = idx1 + idx2; // Compute the scan along the axis, starting at the calculated offset typename Self::CoeffReturnType accum = self.accumulator().initialize(); for (Index idx3 = 0; idx3 < self.size(); idx3++) { Index curr = offset + idx3 * self.stride(); if (self.exclusive()) { data[curr] = self.accumulator().finalize(accum); self.accumulator().reduce(self.inner().coeff(curr), &accum); } else { self.accumulator().reduce(self.inner().coeff(curr), &accum); data[curr] = self.accumulator().finalize(accum); } } } } } }; #if defined(EIGEN_USE_GPU) && defined(__CUDACC__) // GPU implementation of scan // TODO(ibab) This placeholder implementation performs multiple scans in // parallel, but it would be better to use a parallel scan algorithm and // optimize memory access. template <typename Self, typename Reducer> __global__ void ScanKernel(Self self, Index total_size, typename Self::CoeffReturnType* data) { // Compute offset as in the CPU version Index val = threadIdx.x + blockIdx.x * blockDim.x; Index offset = (val / self.stride()) * self.stride() * self.size() + val % self.stride(); if (offset + (self.size() - 1) * self.stride() < total_size) { // Compute the scan along the axis, starting at the calculated offset typename Self::CoeffReturnType accum = self.accumulator().initialize(); for (Index idx = 0; idx < self.size(); idx++) { Index curr = offset + idx * self.stride(); if (self.exclusive()) { data[curr] = self.accumulator().finalize(accum); self.accumulator().reduce(self.inner().coeff(curr), &accum); } else { self.accumulator().reduce(self.inner().coeff(curr), &accum); data[curr] = self.accumulator().finalize(accum); } } } __syncthreads(); } template <typename Self, typename Reducer> struct ScanLauncher<Self, Reducer, GpuDevice> { void operator()(const Self& self, typename Self::CoeffReturnType* data) { Index total_size = internal::array_prod(self.dimensions()); Index num_blocks = (total_size / self.size() + 63) / 64; Index block_size = 64; LAUNCH_CUDA_KERNEL((ScanKernel<Self, Reducer>), num_blocks, block_size, 0, self.device(), self, total_size, data); } }; #endif // EIGEN_USE_GPU && __CUDACC__ } // end namespace Eigen #endif // EIGEN_CXX11_TENSOR_TENSOR_SCAN_H
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abess-master/python/include/unsupported/Eigen/CXX11/src/Tensor/TensorShuffling.h
// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2014 Benoit Steiner <[email protected]> // // 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_CXX11_TENSOR_TENSOR_SHUFFLING_H #define EIGEN_CXX11_TENSOR_TENSOR_SHUFFLING_H namespace Eigen { /** \class TensorShuffling * \ingroup CXX11_Tensor_Module * * \brief Tensor shuffling class. * * */ namespace internal { template<typename Shuffle, typename XprType> struct traits<TensorShufflingOp<Shuffle, XprType> > : public traits<XprType> { typedef typename XprType::Scalar Scalar; typedef traits<XprType> XprTraits; typedef typename XprTraits::StorageKind StorageKind; typedef typename XprTraits::Index Index; typedef typename XprType::Nested Nested; typedef typename remove_reference<Nested>::type _Nested; static const int NumDimensions = XprTraits::NumDimensions; static const int Layout = XprTraits::Layout; }; template<typename Shuffle, typename XprType> struct eval<TensorShufflingOp<Shuffle, XprType>, Eigen::Dense> { typedef const TensorShufflingOp<Shuffle, XprType>& type; }; template<typename Shuffle, typename XprType> struct nested<TensorShufflingOp<Shuffle, XprType>, 1, typename eval<TensorShufflingOp<Shuffle, XprType> >::type> { typedef TensorShufflingOp<Shuffle, XprType> type; }; } // end namespace internal template<typename Shuffle, typename XprType> class TensorShufflingOp : public TensorBase<TensorShufflingOp<Shuffle, XprType> > { public: typedef typename Eigen::internal::traits<TensorShufflingOp>::Scalar Scalar; typedef typename Eigen::NumTraits<Scalar>::Real RealScalar; typedef typename XprType::CoeffReturnType CoeffReturnType; typedef typename Eigen::internal::nested<TensorShufflingOp>::type Nested; typedef typename Eigen::internal::traits<TensorShufflingOp>::StorageKind StorageKind; typedef typename Eigen::internal::traits<TensorShufflingOp>::Index Index; EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorShufflingOp(const XprType& expr, const Shuffle& shuffle) : m_xpr(expr), m_shuffle(shuffle) {} EIGEN_DEVICE_FUNC const Shuffle& shufflePermutation() const { return m_shuffle; } EIGEN_DEVICE_FUNC const typename internal::remove_all<typename XprType::Nested>::type& expression() const { return m_xpr; } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorShufflingOp& operator = (const TensorShufflingOp& other) { typedef TensorAssignOp<TensorShufflingOp, const TensorShufflingOp> Assign; Assign assign(*this, other); internal::TensorExecutor<const Assign, DefaultDevice>::run(assign, DefaultDevice()); return *this; } template<typename OtherDerived> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorShufflingOp& operator = (const OtherDerived& other) { typedef TensorAssignOp<TensorShufflingOp, const OtherDerived> Assign; Assign assign(*this, other); internal::TensorExecutor<const Assign, DefaultDevice>::run(assign, DefaultDevice()); return *this; } protected: typename XprType::Nested m_xpr; const Shuffle m_shuffle; }; // Eval as rvalue template<typename Shuffle, typename ArgType, typename Device> struct TensorEvaluator<const TensorShufflingOp<Shuffle, ArgType>, Device> { typedef TensorShufflingOp<Shuffle, ArgType> XprType; typedef typename XprType::Index Index; static const int NumDims = internal::array_size<typename TensorEvaluator<ArgType, Device>::Dimensions>::value; typedef DSizes<Index, NumDims> Dimensions; typedef typename XprType::Scalar Scalar; typedef typename XprType::CoeffReturnType CoeffReturnType; typedef typename PacketType<CoeffReturnType, Device>::type PacketReturnType; static const int PacketSize = internal::unpacket_traits<PacketReturnType>::size; enum { IsAligned = false, PacketAccess = (internal::packet_traits<Scalar>::size > 1), Layout = TensorEvaluator<ArgType, Device>::Layout, CoordAccess = false, // to be implemented RawAccess = false }; EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorEvaluator(const XprType& op, const Device& device) : m_impl(op.expression(), device) { const typename TensorEvaluator<ArgType, Device>::Dimensions& input_dims = m_impl.dimensions(); const Shuffle& shuffle = op.shufflePermutation(); for (int i = 0; i < NumDims; ++i) { m_dimensions[i] = input_dims[shuffle[i]]; } array<Index, NumDims> inputStrides; if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) { inputStrides[0] = 1; m_outputStrides[0] = 1; for (int i = 1; i < NumDims; ++i) { inputStrides[i] = inputStrides[i - 1] * input_dims[i - 1]; m_outputStrides[i] = m_outputStrides[i - 1] * m_dimensions[i - 1]; } } else { inputStrides[NumDims - 1] = 1; m_outputStrides[NumDims - 1] = 1; for (int i = NumDims - 2; i >= 0; --i) { inputStrides[i] = inputStrides[i + 1] * input_dims[i + 1]; m_outputStrides[i] = m_outputStrides[i + 1] * m_dimensions[i + 1]; } } for (int i = 0; i < NumDims; ++i) { m_inputStrides[i] = inputStrides[shuffle[i]]; } } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Dimensions& dimensions() const { return m_dimensions; } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE bool evalSubExprsIfNeeded(Scalar* /*data*/) { m_impl.evalSubExprsIfNeeded(NULL); return true; } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void cleanup() { m_impl.cleanup(); } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE CoeffReturnType coeff(Index index) const { return m_impl.coeff(srcCoeff(index)); } template<int LoadMode> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE PacketReturnType packet(Index index) const { EIGEN_STATIC_ASSERT((PacketSize > 1), YOU_MADE_A_PROGRAMMING_MISTAKE) eigen_assert(index+PacketSize-1 < dimensions().TotalSize()); EIGEN_ALIGN_MAX typename internal::remove_const<CoeffReturnType>::type values[PacketSize]; for (int i = 0; i < PacketSize; ++i) { values[i] = coeff(index+i); } PacketReturnType rslt = internal::pload<PacketReturnType>(values); return rslt; } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorOpCost costPerCoeff(bool vectorized) const { const double compute_cost = NumDims * (2 * TensorOpCost::AddCost<Index>() + 2 * TensorOpCost::MulCost<Index>() + TensorOpCost::DivCost<Index>()); return m_impl.costPerCoeff(vectorized) + TensorOpCost(0, 0, compute_cost, false /* vectorized */, PacketSize); } EIGEN_DEVICE_FUNC Scalar* data() const { return NULL; } protected: EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Index srcCoeff(Index index) const { Index inputIndex = 0; if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) { for (int i = NumDims - 1; i > 0; --i) { const Index idx = index / m_outputStrides[i]; inputIndex += idx * m_inputStrides[i]; index -= idx * m_outputStrides[i]; } return inputIndex + index * m_inputStrides[0]; } else { for (int i = 0; i < NumDims - 1; ++i) { const Index idx = index / m_outputStrides[i]; inputIndex += idx * m_inputStrides[i]; index -= idx * m_outputStrides[i]; } return inputIndex + index * m_inputStrides[NumDims - 1]; } } Dimensions m_dimensions; array<Index, NumDims> m_outputStrides; array<Index, NumDims> m_inputStrides; TensorEvaluator<ArgType, Device> m_impl; }; // Eval as lvalue template<typename Shuffle, typename ArgType, typename Device> struct TensorEvaluator<TensorShufflingOp<Shuffle, ArgType>, Device> : public TensorEvaluator<const TensorShufflingOp<Shuffle, ArgType>, Device> { typedef TensorEvaluator<const TensorShufflingOp<Shuffle, ArgType>, Device> Base; typedef TensorShufflingOp<Shuffle, ArgType> XprType; typedef typename XprType::Index Index; static const int NumDims = internal::array_size<typename TensorEvaluator<ArgType, Device>::Dimensions>::value; typedef DSizes<Index, NumDims> Dimensions; typedef typename XprType::Scalar Scalar; typedef typename XprType::CoeffReturnType CoeffReturnType; typedef typename PacketType<CoeffReturnType, Device>::type PacketReturnType; static const int PacketSize = internal::unpacket_traits<PacketReturnType>::size; enum { IsAligned = false, PacketAccess = (internal::packet_traits<Scalar>::size > 1), RawAccess = false }; EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorEvaluator(const XprType& op, const Device& device) : Base(op, device) { } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE CoeffReturnType& coeffRef(Index index) { return this->m_impl.coeffRef(this->srcCoeff(index)); } template <int StoreMode> EIGEN_STRONG_INLINE void writePacket(Index index, const PacketReturnType& x) { EIGEN_STATIC_ASSERT((PacketSize > 1), YOU_MADE_A_PROGRAMMING_MISTAKE) EIGEN_ALIGN_MAX typename internal::remove_const<CoeffReturnType>::type values[PacketSize]; internal::pstore<CoeffReturnType, PacketReturnType>(values, x); for (int i = 0; i < PacketSize; ++i) { this->coeffRef(index+i) = values[i]; } } }; } // end namespace Eigen #endif // EIGEN_CXX11_TENSOR_TENSOR_SHUFFLING_H
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abess-master/python/include/unsupported/Eigen/CXX11/src/Tensor/TensorStorage.h
// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2013 Christian Seiler <[email protected]> // Copyright (C) 2014-2015 Benoit Steiner <[email protected]> // // 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_CXX11_TENSOR_TENSORSTORAGE_H #define EIGEN_CXX11_TENSOR_TENSORSTORAGE_H #ifdef EIGEN_TENSOR_STORAGE_CTOR_PLUGIN #define EIGEN_INTERNAL_TENSOR_STORAGE_CTOR_PLUGIN EIGEN_TENSOR_STORAGE_CTOR_PLUGIN; #else #define EIGEN_INTERNAL_TENSOR_STORAGE_CTOR_PLUGIN #endif namespace Eigen { /** \internal * * \class TensorStorage * \ingroup CXX11_Tensor_Module * * \brief Stores the data of a tensor * * This class stores the data of fixed-size, dynamic-size or mixed tensors * in a way as compact as possible. * * \sa Tensor */ template<typename T, typename Dimensions, int Options_> class TensorStorage; // Pure fixed-size storage template<typename T, int Options_, typename FixedDimensions> class TensorStorage<T, FixedDimensions, Options_> { private: static const std::size_t Size = FixedDimensions::total_size; // Allocate an array of size at least one to prevent compiler warnings. static const std::size_t MinSize = max_n_1<Size>::size; EIGEN_ALIGN_MAX T m_data[MinSize]; FixedDimensions m_dimensions; public: EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorStorage() { } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE T *data() { return m_data; } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const T *data() const { return m_data; } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const FixedDimensions& dimensions() const { return m_dimensions; } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE DenseIndex size() const { return m_dimensions.TotalSize(); } }; // pure dynamic template<typename T, int Options_, typename IndexType, int NumIndices_> class TensorStorage<T, DSizes<IndexType, NumIndices_>, Options_> { public: typedef IndexType Index; typedef DSizes<IndexType, NumIndices_> Dimensions; typedef TensorStorage<T, DSizes<IndexType, NumIndices_>, Options_> Self; EIGEN_DEVICE_FUNC TensorStorage() : m_data(0), m_dimensions() { if (NumIndices_ == 0) { m_data = internal::conditional_aligned_new_auto<T,(Options_&DontAlign)==0>(1); } } EIGEN_DEVICE_FUNC TensorStorage(internal::constructor_without_unaligned_array_assert) : m_data(0), m_dimensions(internal::template repeat<NumIndices_, Index>(0)) {} EIGEN_DEVICE_FUNC TensorStorage(Index size, const array<Index, NumIndices_>& dimensions) : m_data(internal::conditional_aligned_new_auto<T,(Options_&DontAlign)==0>(size)), m_dimensions(dimensions) { EIGEN_INTERNAL_TENSOR_STORAGE_CTOR_PLUGIN } #if EIGEN_HAS_VARIADIC_TEMPLATES template <typename... DenseIndex> EIGEN_DEVICE_FUNC TensorStorage(DenseIndex... indices) : m_dimensions(indices...) { m_data = internal::conditional_aligned_new_auto<T,(Options_&DontAlign)==0>(internal::array_prod(m_dimensions)); } #endif EIGEN_DEVICE_FUNC TensorStorage(const Self& other) : m_data(internal::conditional_aligned_new_auto<T,(Options_&DontAlign)==0>(internal::array_prod(other.m_dimensions))) , m_dimensions(other.m_dimensions) { internal::smart_copy(other.m_data, other.m_data+internal::array_prod(other.m_dimensions), m_data); } EIGEN_DEVICE_FUNC Self& operator=(const Self& other) { if (this != &other) { Self tmp(other); this->swap(tmp); } return *this; } EIGEN_DEVICE_FUNC ~TensorStorage() { internal::conditional_aligned_delete_auto<T,(Options_&DontAlign)==0>(m_data, internal::array_prod(m_dimensions)); } EIGEN_DEVICE_FUNC void swap(Self& other) { numext::swap(m_data,other.m_data); numext::swap(m_dimensions,other.m_dimensions); } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Dimensions& dimensions() const {return m_dimensions;} EIGEN_DEVICE_FUNC void resize(Index size, const array<Index, NumIndices_>& nbDimensions) { const Index currentSz = internal::array_prod(m_dimensions); if(size != currentSz) { internal::conditional_aligned_delete_auto<T,(Options_&DontAlign)==0>(m_data, currentSz); if (size) m_data = internal::conditional_aligned_new_auto<T,(Options_&DontAlign)==0>(size); else if (NumIndices_ == 0) { m_data = internal::conditional_aligned_new_auto<T,(Options_&DontAlign)==0>(1); } else m_data = 0; EIGEN_INTERNAL_DENSE_STORAGE_CTOR_PLUGIN({}) } m_dimensions = nbDimensions; } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE T *data() { return m_data; } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const T *data() const { return m_data; } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Index size() const { return m_dimensions.TotalSize(); } private: T *m_data; Dimensions m_dimensions; }; } // end namespace Eigen #endif // EIGEN_CXX11_TENSOR_TENSORSTORAGE_H
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abess-master/python/include/unsupported/Eigen/CXX11/src/Tensor/TensorStriding.h
// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2014 Benoit Steiner <[email protected]> // // 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_CXX11_TENSOR_TENSOR_STRIDING_H #define EIGEN_CXX11_TENSOR_TENSOR_STRIDING_H namespace Eigen { /** \class TensorStriding * \ingroup CXX11_Tensor_Module * * \brief Tensor striding class. * * */ namespace internal { template<typename Strides, typename XprType> struct traits<TensorStridingOp<Strides, XprType> > : public traits<XprType> { typedef typename XprType::Scalar Scalar; typedef traits<XprType> XprTraits; typedef typename XprTraits::StorageKind StorageKind; typedef typename XprTraits::Index Index; typedef typename XprType::Nested Nested; typedef typename remove_reference<Nested>::type _Nested; static const int NumDimensions = XprTraits::NumDimensions; static const int Layout = XprTraits::Layout; }; template<typename Strides, typename XprType> struct eval<TensorStridingOp<Strides, XprType>, Eigen::Dense> { typedef const TensorStridingOp<Strides, XprType>& type; }; template<typename Strides, typename XprType> struct nested<TensorStridingOp<Strides, XprType>, 1, typename eval<TensorStridingOp<Strides, XprType> >::type> { typedef TensorStridingOp<Strides, XprType> type; }; } // end namespace internal template<typename Strides, typename XprType> class TensorStridingOp : public TensorBase<TensorStridingOp<Strides, XprType> > { public: typedef typename Eigen::internal::traits<TensorStridingOp>::Scalar Scalar; typedef typename Eigen::NumTraits<Scalar>::Real RealScalar; typedef typename XprType::CoeffReturnType CoeffReturnType; typedef typename Eigen::internal::nested<TensorStridingOp>::type Nested; typedef typename Eigen::internal::traits<TensorStridingOp>::StorageKind StorageKind; typedef typename Eigen::internal::traits<TensorStridingOp>::Index Index; EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorStridingOp(const XprType& expr, const Strides& dims) : m_xpr(expr), m_dims(dims) {} EIGEN_DEVICE_FUNC const Strides& strides() const { return m_dims; } EIGEN_DEVICE_FUNC const typename internal::remove_all<typename XprType::Nested>::type& expression() const { return m_xpr; } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorStridingOp& operator = (const TensorStridingOp& other) { typedef TensorAssignOp<TensorStridingOp, const TensorStridingOp> Assign; Assign assign(*this, other); internal::TensorExecutor<const Assign, DefaultDevice>::run(assign, DefaultDevice()); return *this; } template<typename OtherDerived> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorStridingOp& operator = (const OtherDerived& other) { typedef TensorAssignOp<TensorStridingOp, const OtherDerived> Assign; Assign assign(*this, other); internal::TensorExecutor<const Assign, DefaultDevice>::run(assign, DefaultDevice()); return *this; } protected: typename XprType::Nested m_xpr; const Strides m_dims; }; // Eval as rvalue template<typename Strides, typename ArgType, typename Device> struct TensorEvaluator<const TensorStridingOp<Strides, ArgType>, Device> { typedef TensorStridingOp<Strides, ArgType> XprType; typedef typename XprType::Index Index; static const int NumDims = internal::array_size<typename TensorEvaluator<ArgType, Device>::Dimensions>::value; typedef DSizes<Index, NumDims> Dimensions; typedef typename XprType::Scalar Scalar; typedef typename XprType::CoeffReturnType CoeffReturnType; typedef typename PacketType<CoeffReturnType, Device>::type PacketReturnType; static const int PacketSize = internal::unpacket_traits<PacketReturnType>::size; enum { IsAligned = /*TensorEvaluator<ArgType, Device>::IsAligned*/false, PacketAccess = TensorEvaluator<ArgType, Device>::PacketAccess, Layout = TensorEvaluator<ArgType, Device>::Layout, CoordAccess = false, // to be implemented RawAccess = false }; EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorEvaluator(const XprType& op, const Device& device) : m_impl(op.expression(), device) { m_dimensions = m_impl.dimensions(); for (int i = 0; i < NumDims; ++i) { m_dimensions[i] = ceilf(static_cast<float>(m_dimensions[i]) / op.strides()[i]); } const typename TensorEvaluator<ArgType, Device>::Dimensions& input_dims = m_impl.dimensions(); if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) { m_outputStrides[0] = 1; m_inputStrides[0] = 1; for (int i = 1; i < NumDims; ++i) { m_outputStrides[i] = m_outputStrides[i-1] * m_dimensions[i-1]; m_inputStrides[i] = m_inputStrides[i-1] * input_dims[i-1]; m_inputStrides[i-1] *= op.strides()[i-1]; } m_inputStrides[NumDims-1] *= op.strides()[NumDims-1]; } else { // RowMajor m_outputStrides[NumDims-1] = 1; m_inputStrides[NumDims-1] = 1; for (int i = NumDims - 2; i >= 0; --i) { m_outputStrides[i] = m_outputStrides[i+1] * m_dimensions[i+1]; m_inputStrides[i] = m_inputStrides[i+1] * input_dims[i+1]; m_inputStrides[i+1] *= op.strides()[i+1]; } m_inputStrides[0] *= op.strides()[0]; } } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Dimensions& dimensions() const { return m_dimensions; } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE bool evalSubExprsIfNeeded(Scalar* /*data*/) { m_impl.evalSubExprsIfNeeded(NULL); return true; } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void cleanup() { m_impl.cleanup(); } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE CoeffReturnType coeff(Index index) const { return m_impl.coeff(srcCoeff(index)); } template<int LoadMode> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE PacketReturnType packet(Index index) const { EIGEN_STATIC_ASSERT((PacketSize > 1), YOU_MADE_A_PROGRAMMING_MISTAKE) eigen_assert(index+PacketSize-1 < dimensions().TotalSize()); Index inputIndices[] = {0, 0}; Index indices[] = {index, index + PacketSize - 1}; if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) { for (int i = NumDims - 1; i > 0; --i) { const Index idx0 = indices[0] / m_outputStrides[i]; const Index idx1 = indices[1] / m_outputStrides[i]; inputIndices[0] += idx0 * m_inputStrides[i]; inputIndices[1] += idx1 * m_inputStrides[i]; indices[0] -= idx0 * m_outputStrides[i]; indices[1] -= idx1 * m_outputStrides[i]; } inputIndices[0] += indices[0] * m_inputStrides[0]; inputIndices[1] += indices[1] * m_inputStrides[0]; } else { // RowMajor for (int i = 0; i < NumDims - 1; ++i) { const Index idx0 = indices[0] / m_outputStrides[i]; const Index idx1 = indices[1] / m_outputStrides[i]; inputIndices[0] += idx0 * m_inputStrides[i]; inputIndices[1] += idx1 * m_inputStrides[i]; indices[0] -= idx0 * m_outputStrides[i]; indices[1] -= idx1 * m_outputStrides[i]; } inputIndices[0] += indices[0] * m_inputStrides[NumDims-1]; inputIndices[1] += indices[1] * m_inputStrides[NumDims-1]; } if (inputIndices[1] - inputIndices[0] == PacketSize - 1) { PacketReturnType rslt = m_impl.template packet<Unaligned>(inputIndices[0]); return rslt; } else { EIGEN_ALIGN_MAX typename internal::remove_const<CoeffReturnType>::type values[PacketSize]; values[0] = m_impl.coeff(inputIndices[0]); values[PacketSize-1] = m_impl.coeff(inputIndices[1]); for (int i = 1; i < PacketSize-1; ++i) { values[i] = coeff(index+i); } PacketReturnType rslt = internal::pload<PacketReturnType>(values); return rslt; } } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorOpCost costPerCoeff(bool vectorized) const { double compute_cost = (NumDims - 1) * (TensorOpCost::AddCost<Index>() + TensorOpCost::MulCost<Index>() + TensorOpCost::DivCost<Index>()) + TensorOpCost::MulCost<Index>(); if (vectorized) { compute_cost *= 2; // packet() computes two indices } const int innerDim = (static_cast<int>(Layout) == static_cast<int>(ColMajor)) ? 0 : (NumDims - 1); return m_impl.costPerCoeff(vectorized && m_inputStrides[innerDim] == 1) + // Computation is not vectorized per se, but it is done once per packet. TensorOpCost(0, 0, compute_cost, vectorized, PacketSize); } EIGEN_DEVICE_FUNC Scalar* data() const { return NULL; } protected: EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Index srcCoeff(Index index) const { Index inputIndex = 0; if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) { for (int i = NumDims - 1; i > 0; --i) { const Index idx = index / m_outputStrides[i]; inputIndex += idx * m_inputStrides[i]; index -= idx * m_outputStrides[i]; } inputIndex += index * m_inputStrides[0]; } else { // RowMajor for (int i = 0; i < NumDims - 1; ++i) { const Index idx = index / m_outputStrides[i]; inputIndex += idx * m_inputStrides[i]; index -= idx * m_outputStrides[i]; } inputIndex += index * m_inputStrides[NumDims-1]; } return inputIndex; } Dimensions m_dimensions; array<Index, NumDims> m_outputStrides; array<Index, NumDims> m_inputStrides; TensorEvaluator<ArgType, Device> m_impl; }; // Eval as lvalue template<typename Strides, typename ArgType, typename Device> struct TensorEvaluator<TensorStridingOp<Strides, ArgType>, Device> : public TensorEvaluator<const TensorStridingOp<Strides, ArgType>, Device> { typedef TensorStridingOp<Strides, ArgType> XprType; typedef TensorEvaluator<const XprType, Device> Base; // typedef typename XprType::Index Index; static const int NumDims = internal::array_size<typename TensorEvaluator<ArgType, Device>::Dimensions>::value; // typedef DSizes<Index, NumDims> Dimensions; enum { IsAligned = /*TensorEvaluator<ArgType, Device>::IsAligned*/false, PacketAccess = TensorEvaluator<ArgType, Device>::PacketAccess, Layout = TensorEvaluator<ArgType, Device>::Layout, CoordAccess = false, // to be implemented RawAccess = false }; EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorEvaluator(const XprType& op, const Device& device) : Base(op, device) { } typedef typename XprType::Index Index; typedef typename XprType::Scalar Scalar; typedef typename XprType::CoeffReturnType CoeffReturnType; typedef typename PacketType<CoeffReturnType, Device>::type PacketReturnType; static const int PacketSize = internal::unpacket_traits<PacketReturnType>::size; EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Scalar& coeffRef(Index index) { return this->m_impl.coeffRef(this->srcCoeff(index)); } template <int StoreMode> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void writePacket(Index index, const PacketReturnType& x) { EIGEN_STATIC_ASSERT((PacketSize > 1), YOU_MADE_A_PROGRAMMING_MISTAKE) eigen_assert(index+PacketSize-1 < this->dimensions().TotalSize()); Index inputIndices[] = {0, 0}; Index indices[] = {index, index + PacketSize - 1}; if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) { for (int i = NumDims - 1; i > 0; --i) { const Index idx0 = indices[0] / this->m_outputStrides[i]; const Index idx1 = indices[1] / this->m_outputStrides[i]; inputIndices[0] += idx0 * this->m_inputStrides[i]; inputIndices[1] += idx1 * this->m_inputStrides[i]; indices[0] -= idx0 * this->m_outputStrides[i]; indices[1] -= idx1 * this->m_outputStrides[i]; } inputIndices[0] += indices[0] * this->m_inputStrides[0]; inputIndices[1] += indices[1] * this->m_inputStrides[0]; } else { // RowMajor for (int i = 0; i < NumDims - 1; ++i) { const Index idx0 = indices[0] / this->m_outputStrides[i]; const Index idx1 = indices[1] / this->m_outputStrides[i]; inputIndices[0] += idx0 * this->m_inputStrides[i]; inputIndices[1] += idx1 * this->m_inputStrides[i]; indices[0] -= idx0 * this->m_outputStrides[i]; indices[1] -= idx1 * this->m_outputStrides[i]; } inputIndices[0] += indices[0] * this->m_inputStrides[NumDims-1]; inputIndices[1] += indices[1] * this->m_inputStrides[NumDims-1]; } if (inputIndices[1] - inputIndices[0] == PacketSize - 1) { this->m_impl.template writePacket<Unaligned>(inputIndices[0], x); } else { EIGEN_ALIGN_MAX Scalar values[PacketSize]; internal::pstore<Scalar, PacketReturnType>(values, x); this->m_impl.coeffRef(inputIndices[0]) = values[0]; this->m_impl.coeffRef(inputIndices[1]) = values[PacketSize-1]; for (int i = 1; i < PacketSize-1; ++i) { this->coeffRef(index+i) = values[i]; } } } }; } // end namespace Eigen #endif // EIGEN_CXX11_TENSOR_TENSOR_STRIDING_H
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abess-master/python/include/unsupported/Eigen/CXX11/src/Tensor/TensorSycl.h
// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Mehdi Goli Codeplay Software Ltd. // Ralph Potter Codeplay Software Ltd. // Luke Iwanski Codeplay Software Ltd. // Contact: [email protected] // // 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/. // General include header of SYCL target for Tensor Module #ifndef UNSUPPORTED_EIGEN_CXX11_SRC_TENSOR_TENSORSYCL_H #define UNSUPPORTED_EIGEN_CXX11_SRC_TENSOR_TENSORSYCL_H #ifdef EIGEN_USE_SYCL // global pointer to set different attribute state for a class template <class T> struct MakeGlobalPointer { typedef typename cl::sycl::global_ptr<T>::pointer_t Type; }; // global pointer to set different attribute state for a class template <class T> struct MakeLocalPointer { typedef typename cl::sycl::local_ptr<T>::pointer_t Type; }; namespace Eigen { namespace TensorSycl { namespace internal { /// This struct is used for special expression nodes with no operations (for example assign and selectOP). struct NoOP; template<bool IsConst, typename T> struct GetType{ typedef const T Type; }; template<typename T> struct GetType<false, T>{ typedef T Type; }; } } } // tuple construction #include "TensorSyclTuple.h" // counting number of leaf at compile time #include "TensorSyclLeafCount.h" // The index PlaceHolder takes the actual expression and replaces the actual // data on it with the place holder. It uses the same pre-order expression tree // traverse as the leaf count in order to give the right access number to each // node in the expression #include "TensorSyclPlaceHolderExpr.h" // creation of an accessor tuple from a tuple of SYCL buffers #include "TensorSyclExtractAccessor.h" // this is used to change the address space type in tensor map for GPU #include "TensorSyclConvertToDeviceExpression.h" // this is used to extract the functors #include "TensorSyclExtractFunctors.h" // this is used to create tensormap on the device // this is used to construct the expression on the device #include "TensorSyclExprConstructor.h" /// this is used for extracting tensor reduction #include "TensorReductionSycl.h" // kernel execution using fusion #include "TensorSyclRun.h" #endif // end of EIGEN_USE_SYCL #endif // UNSUPPORTED_EIGEN_CXX11_SRC_TENSOR_TENSORSYCL_H
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abess-master/python/include/unsupported/Eigen/CXX11/src/Tensor/TensorSyclConvertToDeviceExpression.h
// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Mehdi Goli Codeplay Software Ltd. // Ralph Potter Codeplay Software Ltd. // Luke Iwanski Codeplay Software Ltd. // Contact: <[email protected]> // // 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/. /***************************************************************** * TensorSyclConvertToDeviceExpression.h * * \brief: * Conversion from host pointer to device pointer * inside leaf nodes of the expression. * *****************************************************************/ #ifndef UNSUPPORTED_EIGEN_CXX11_SRC_TENSOR_TENSORSYCL_CONVERT_TO_DEVICE_EXPRESSION_HPP #define UNSUPPORTED_EIGEN_CXX11_SRC_TENSOR_TENSORSYCL_CONVERT_TO_DEVICE_EXPRESSION_HPP namespace Eigen { namespace TensorSycl { namespace internal { /// \struct ConvertToDeviceExpression /// \brief This struct is used to convert the MakePointer in the host expression /// to the MakeGlobalPointer for the device expression. For the leafNodes /// containing the pointer. This is due to the fact that the address space of /// the pointer T* is different on the host and the device. template <typename Expr> struct ConvertToDeviceExpression; template<template<class...> class NonOpCategory, bool IsConst, typename... Args> struct NonOpConversion{ typedef typename GetType<IsConst, NonOpCategory<typename ConvertToDeviceExpression<Args>::Type...> >::Type Type; }; template<template<class, template <class> class > class NonOpCategory, bool IsConst, typename Args> struct DeviceConvertor{ typedef typename GetType<IsConst, NonOpCategory<typename ConvertToDeviceExpression<Args>::Type, MakeGlobalPointer> >::Type Type; }; /// specialisation of the \ref ConvertToDeviceExpression struct when the node /// type is TensorMap #define TENSORMAPCONVERT(CVQual)\ template <typename Scalar_, int Options_, int Options2_, int NumIndices_, typename IndexType_, template <class> class MakePointer_>\ struct ConvertToDeviceExpression<CVQual TensorMap<Tensor<Scalar_, NumIndices_, Options_, IndexType_>, Options2_, MakePointer_> > {\ typedef CVQual TensorMap<Tensor<Scalar_, NumIndices_, Options_, IndexType_>, Options2_, MakeGlobalPointer> Type;\ }; TENSORMAPCONVERT(const) TENSORMAPCONVERT() #undef TENSORMAPCONVERT /// specialisation of the \ref ConvertToDeviceExpression struct when the node /// type is TensorCwiseNullaryOp, TensorCwiseUnaryOp, TensorCwiseBinaryOp, TensorCwiseTernaryOp, TensorBroadcastingOp #define CATEGORYCONVERT(CVQual)\ template <template<class, class...> class Category, typename OP, typename... subExprs>\ struct ConvertToDeviceExpression<CVQual Category<OP, subExprs...> > {\ typedef CVQual Category<OP, typename ConvertToDeviceExpression<subExprs>::Type... > Type;\ }; CATEGORYCONVERT(const) CATEGORYCONVERT() #undef CATEGORYCONVERT /// specialisation of the \ref ConvertToDeviceExpression struct when the node /// type is TensorCwiseSelectOp #define SELECTOPCONVERT(CVQual, Res)\ template <typename IfExpr, typename ThenExpr, typename ElseExpr>\ struct ConvertToDeviceExpression<CVQual TensorSelectOp<IfExpr, ThenExpr, ElseExpr> >\ : NonOpConversion<TensorSelectOp, Res, IfExpr, ThenExpr, ElseExpr> {}; SELECTOPCONVERT(const, true) SELECTOPCONVERT(, false) #undef SELECTOPCONVERT /// specialisation of the \ref ConvertToDeviceExpression struct when the node /// type is const AssingOP #define ASSIGNCONVERT(CVQual, Res)\ template <typename LHSExpr, typename RHSExpr>\ struct ConvertToDeviceExpression<CVQual TensorAssignOp<LHSExpr, RHSExpr> >\ : NonOpConversion<TensorAssignOp, Res, LHSExpr, RHSExpr>{}; ASSIGNCONVERT(const, true) ASSIGNCONVERT(, false) #undef ASSIGNCONVERT /// specialisation of the \ref ConvertToDeviceExpression struct when the node /// type is either TensorForcedEvalOp or TensorEvalToOp #define KERNELBROKERCONVERT(CVQual, Res, ExprNode)\ template <typename Expr>\ struct ConvertToDeviceExpression<CVQual ExprNode<Expr> > \ : DeviceConvertor<ExprNode, Res, Expr>{}; KERNELBROKERCONVERT(const, true, TensorForcedEvalOp) KERNELBROKERCONVERT(, false, TensorForcedEvalOp) KERNELBROKERCONVERT(const, true, TensorEvalToOp) KERNELBROKERCONVERT(, false, TensorEvalToOp) #undef KERNELBROKERCONVERT /// specialisation of the \ref ConvertToDeviceExpression struct when the node type is TensorReductionOp #define KERNELBROKERCONVERTREDUCTION(CVQual)\ template <typename OP, typename Dim, typename subExpr, template <class> class MakePointer_>\ struct ConvertToDeviceExpression<CVQual TensorReductionOp<OP, Dim, subExpr, MakePointer_> > {\ typedef CVQual TensorReductionOp<OP, Dim, typename ConvertToDeviceExpression<subExpr>::Type, MakeGlobalPointer> Type;\ }; KERNELBROKERCONVERTREDUCTION(const) KERNELBROKERCONVERTREDUCTION() #undef KERNELBROKERCONVERTREDUCTION } // namespace internal } // namespace TensorSycl } // namespace Eigen #endif // UNSUPPORTED_EIGEN_CXX1
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abess-master/python/include/unsupported/Eigen/CXX11/src/Tensor/TensorSyclExprConstructor.h
// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Mehdi Goli Codeplay Software Ltd. // Ralph Potter Codeplay Software Ltd. // Luke Iwanski Codeplay Software Ltd. // Contact: <[email protected]> // // 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/. /***************************************************************** * TensorSyclExprConstructor.h * * \brief: * This file re-create an expression on the SYCL device in order * to use the original tensor evaluator. * *****************************************************************/ #ifndef UNSUPPORTED_EIGEN_CXX11_SRC_TENSOR_TENSORSYCL_EXPR_CONSTRUCTOR_HPP #define UNSUPPORTED_EIGEN_CXX11_SRC_TENSOR_TENSORSYCL_EXPR_CONSTRUCTOR_HPP namespace Eigen { namespace TensorSycl { namespace internal { /// this class is used by EvalToOp in order to create an lhs expression which is /// a pointer from an accessor on device-only buffer template <typename PtrType, size_t N, typename... Params> struct EvalToLHSConstructor { PtrType expr; EvalToLHSConstructor(const utility::tuple::Tuple<Params...> &t): expr((&(*(utility::tuple::get<N>(t).get_pointer())))) {} }; /// \struct ExprConstructor is used to reconstruct the expression on the device and /// recreate the expression with MakeGlobalPointer containing the device address /// space for the TensorMap pointers used in eval function. /// It receives the original expression type, the functor of the node, the tuple /// of accessors, and the device expression type to re-instantiate the /// expression tree for the device template <typename OrigExpr, typename IndexExpr, typename... Params> struct ExprConstructor; /// specialisation of the \ref ExprConstructor struct when the node type is /// TensorMap #define TENSORMAP(CVQual)\ template <typename Scalar_, int Options_, int Options2_, int Options3_, int NumIndices_, typename IndexType_,\ template <class> class MakePointer_, size_t N, typename... Params>\ struct ExprConstructor< CVQual TensorMap<Tensor<Scalar_, NumIndices_, Options_, IndexType_>, Options2_, MakeGlobalPointer>,\ CVQual PlaceHolder<CVQual TensorMap<Tensor<Scalar_, NumIndices_, Options_, IndexType_>, Options3_, MakePointer_>, N>, Params...>{\ typedef CVQual TensorMap<Tensor<Scalar_, NumIndices_, Options_, IndexType_>, Options2_, MakeGlobalPointer> Type;\ Type expr;\ template <typename FuncDetector>\ ExprConstructor(FuncDetector &fd, const utility::tuple::Tuple<Params...> &t)\ : expr(Type((&(*(utility::tuple::get<N>(t).get_pointer()))), fd.dimensions())) {}\ }; TENSORMAP(const) TENSORMAP() #undef TENSORMAP #define UNARYCATEGORY(CVQual)\ template <template<class, class> class UnaryCategory, typename OP, typename OrigRHSExpr, typename RHSExpr, typename... Params>\ struct ExprConstructor<CVQual UnaryCategory<OP, OrigRHSExpr>, CVQual UnaryCategory<OP, RHSExpr>, Params...> {\ typedef ExprConstructor<OrigRHSExpr, RHSExpr, Params...> my_type;\ my_type rhsExpr;\ typedef CVQual UnaryCategory<OP, typename my_type::Type> Type;\ Type expr;\ template <typename FuncDetector>\ ExprConstructor(FuncDetector &funcD, const utility::tuple::Tuple<Params...> &t)\ : rhsExpr(funcD.rhsExpr, t), expr(rhsExpr.expr, funcD.func) {}\ }; UNARYCATEGORY(const) UNARYCATEGORY() #undef UNARYCATEGORY /// specialisation of the \ref ExprConstructor struct when the node type is /// TensorBinaryOp #define BINARYCATEGORY(CVQual)\ template <template<class, class, class> class BinaryCategory, typename OP, typename OrigLHSExpr, typename OrigRHSExpr, typename LHSExpr,\ typename RHSExpr, typename... Params>\ struct ExprConstructor<CVQual BinaryCategory<OP, OrigLHSExpr, OrigRHSExpr>, CVQual BinaryCategory<OP, LHSExpr, RHSExpr>, Params...> {\ typedef ExprConstructor<OrigLHSExpr, LHSExpr, Params...> my_left_type;\ typedef ExprConstructor<OrigRHSExpr, RHSExpr, Params...> my_right_type;\ typedef CVQual BinaryCategory<OP, typename my_left_type::Type, typename my_right_type::Type> Type;\ my_left_type lhsExpr;\ my_right_type rhsExpr;\ Type expr;\ template <typename FuncDetector>\ ExprConstructor(FuncDetector &funcD, const utility::tuple::Tuple<Params...> &t)\ : lhsExpr(funcD.lhsExpr, t),rhsExpr(funcD.rhsExpr, t), expr(lhsExpr.expr, rhsExpr.expr, funcD.func) {}\ }; BINARYCATEGORY(const) BINARYCATEGORY() #undef BINARYCATEGORY /// specialisation of the \ref ExprConstructor struct when the node type is /// TensorCwiseTernaryOp #define TERNARYCATEGORY(CVQual)\ template <template <class, class, class, class> class TernaryCategory, typename OP, typename OrigArg1Expr, typename OrigArg2Expr,typename OrigArg3Expr,\ typename Arg1Expr, typename Arg2Expr, typename Arg3Expr, typename... Params>\ struct ExprConstructor<CVQual TernaryCategory<OP, OrigArg1Expr, OrigArg2Expr, OrigArg3Expr>, CVQual TernaryCategory<OP, Arg1Expr, Arg2Expr, Arg3Expr>, Params...> {\ typedef ExprConstructor<OrigArg1Expr, Arg1Expr, Params...> my_arg1_type;\ typedef ExprConstructor<OrigArg2Expr, Arg2Expr, Params...> my_arg2_type;\ typedef ExprConstructor<OrigArg3Expr, Arg3Expr, Params...> my_arg3_type;\ typedef CVQual TernaryCategory<OP, typename my_arg1_type::Type, typename my_arg2_type::Type, typename my_arg3_type::Type> Type;\ my_arg1_type arg1Expr;\ my_arg2_type arg2Expr;\ my_arg3_type arg3Expr;\ Type expr;\ template <typename FuncDetector>\ ExprConstructor(FuncDetector &funcD,const utility::tuple::Tuple<Params...> &t)\ : arg1Expr(funcD.arg1Expr, t), arg2Expr(funcD.arg2Expr, t), arg3Expr(funcD.arg3Expr, t), expr(arg1Expr.expr, arg2Expr.expr, arg3Expr.expr, funcD.func) {}\ }; TERNARYCATEGORY(const) TERNARYCATEGORY() #undef TERNARYCATEGORY /// specialisation of the \ref ExprConstructor struct when the node type is /// TensorCwiseSelectOp #define SELECTOP(CVQual)\ template <typename OrigIfExpr, typename OrigThenExpr, typename OrigElseExpr, typename IfExpr, typename ThenExpr, typename ElseExpr, typename... Params>\ struct ExprConstructor< CVQual TensorSelectOp<OrigIfExpr, OrigThenExpr, OrigElseExpr>, CVQual TensorSelectOp<IfExpr, ThenExpr, ElseExpr>, Params...> {\ typedef ExprConstructor<OrigIfExpr, IfExpr, Params...> my_if_type;\ typedef ExprConstructor<OrigThenExpr, ThenExpr, Params...> my_then_type;\ typedef ExprConstructor<OrigElseExpr, ElseExpr, Params...> my_else_type;\ typedef CVQual TensorSelectOp<typename my_if_type::Type, typename my_then_type::Type, typename my_else_type::Type> Type;\ my_if_type ifExpr;\ my_then_type thenExpr;\ my_else_type elseExpr;\ Type expr;\ template <typename FuncDetector>\ ExprConstructor(FuncDetector &funcD, const utility::tuple::Tuple<Params...> &t)\ : ifExpr(funcD.ifExpr, t), thenExpr(funcD.thenExpr, t), elseExpr(funcD.elseExpr, t), expr(ifExpr.expr, thenExpr.expr, elseExpr.expr) {}\ }; SELECTOP(const) SELECTOP() #undef SELECTOP /// specialisation of the \ref ExprConstructor struct when the node type is /// const TensorAssignOp #define ASSIGN(CVQual)\ template <typename OrigLHSExpr, typename OrigRHSExpr, typename LHSExpr, typename RHSExpr, typename... Params>\ struct ExprConstructor<CVQual TensorAssignOp<OrigLHSExpr, OrigRHSExpr>, CVQual TensorAssignOp<LHSExpr, RHSExpr>, Params...> {\ typedef ExprConstructor<OrigLHSExpr, LHSExpr, Params...> my_left_type;\ typedef ExprConstructor<OrigRHSExpr, RHSExpr, Params...> my_right_type;\ typedef CVQual TensorAssignOp<typename my_left_type::Type, typename my_right_type::Type> Type;\ my_left_type lhsExpr;\ my_right_type rhsExpr;\ Type expr;\ template <typename FuncDetector>\ ExprConstructor(FuncDetector &funcD, const utility::tuple::Tuple<Params...> &t)\ : lhsExpr(funcD.lhsExpr, t), rhsExpr(funcD.rhsExpr, t), expr(lhsExpr.expr, rhsExpr.expr) {}\ }; ASSIGN(const) ASSIGN() #undef ASSIGN /// specialisation of the \ref ExprConstructor struct when the node type is /// TensorEvalToOp #define EVALTO(CVQual)\ template <typename OrigExpr, typename Expr, typename... Params>\ struct ExprConstructor<CVQual TensorEvalToOp<OrigExpr, MakeGlobalPointer>, CVQual TensorEvalToOp<Expr>, Params...> {\ typedef ExprConstructor<OrigExpr, Expr, Params...> my_expr_type;\ typedef typename TensorEvalToOp<OrigExpr, MakeGlobalPointer>::PointerType my_buffer_type;\ typedef CVQual TensorEvalToOp<typename my_expr_type::Type, MakeGlobalPointer> Type;\ my_expr_type nestedExpression;\ EvalToLHSConstructor<my_buffer_type, 0, Params...> buffer;\ Type expr;\ template <typename FuncDetector>\ ExprConstructor(FuncDetector &funcD, const utility::tuple::Tuple<Params...> &t)\ : nestedExpression(funcD.rhsExpr, t), buffer(t), expr(buffer.expr, nestedExpression.expr) {}\ }; EVALTO(const) EVALTO() #undef EVALTO /// specialisation of the \ref ExprConstructor struct when the node type is /// TensorForcedEvalOp #define FORCEDEVAL(CVQual)\ template <typename OrigExpr, typename DevExpr, size_t N, typename... Params>\ struct ExprConstructor<CVQual TensorForcedEvalOp<OrigExpr, MakeGlobalPointer>,\ CVQual PlaceHolder<CVQual TensorForcedEvalOp<DevExpr>, N>, Params...> {\ typedef CVQual TensorMap<Tensor<typename TensorForcedEvalOp<DevExpr, MakeGlobalPointer>::Scalar,\ TensorForcedEvalOp<DevExpr, MakeGlobalPointer>::NumDimensions, 0, typename TensorForcedEvalOp<DevExpr>::Index>, 0, MakeGlobalPointer> Type;\ Type expr;\ template <typename FuncDetector>\ ExprConstructor(FuncDetector &fd, const utility::tuple::Tuple<Params...> &t)\ : expr(Type((&(*(utility::tuple::get<N>(t).get_pointer()))), fd.dimensions())) {}\ }; FORCEDEVAL(const) FORCEDEVAL() #undef FORCEDEVAL template <bool Conds, size_t X , size_t Y > struct ValueCondition { static const size_t Res =X; }; template<size_t X, size_t Y> struct ValueCondition<false, X , Y> { static const size_t Res =Y; }; /// specialisation of the \ref ExprConstructor struct when the node type is TensorReductionOp #define SYCLREDUCTIONEXPR(CVQual)\ template <typename OP, typename Dim, typename OrigExpr, typename DevExpr, size_t N, typename... Params>\ struct ExprConstructor<CVQual TensorReductionOp<OP, Dim, OrigExpr, MakeGlobalPointer>,\ CVQual PlaceHolder<CVQual TensorReductionOp<OP, Dim, DevExpr>, N>, Params...> {\ static const size_t NumIndices= ValueCondition< TensorReductionOp<OP, Dim, DevExpr, MakeGlobalPointer>::NumDimensions==0, 1, TensorReductionOp<OP, Dim, DevExpr, MakeGlobalPointer>::NumDimensions >::Res;\ typedef CVQual TensorMap<Tensor<typename TensorReductionOp<OP, Dim, DevExpr, MakeGlobalPointer>::Scalar,\ NumIndices, 0, typename TensorReductionOp<OP, Dim, DevExpr>::Index>, 0, MakeGlobalPointer> Type;\ Type expr;\ template <typename FuncDetector>\ ExprConstructor(FuncDetector &fd, const utility::tuple::Tuple<Params...> &t)\ : expr(Type((&(*(utility::tuple::get<N>(t).get_pointer()))), fd.dimensions())) {}\ }; SYCLREDUCTIONEXPR(const) SYCLREDUCTIONEXPR() #undef SYCLREDUCTIONEXPR /// template deduction for \ref ExprConstructor struct template <typename OrigExpr, typename IndexExpr, typename FuncD, typename... Params> auto createDeviceExpression(FuncD &funcD, const utility::tuple::Tuple<Params...> &t) -> decltype(ExprConstructor<OrigExpr, IndexExpr, Params...>(funcD, t)) { return ExprConstructor<OrigExpr, IndexExpr, Params...>(funcD, t); } } /// namespace TensorSycl } /// namespace internal } /// namespace Eigen #endif // UNSUPPORTED_EIGEN_CXX11_SRC_TENSOR_TENSORSYCL_EXPR_CONSTRUCTOR_HPP
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abess-master/python/include/unsupported/Eigen/CXX11/src/Tensor/TensorSyclExtractAccessor.h
// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Mehdi Goli Codeplay Software Ltd. // Ralph Potter Codeplay Software Ltd. // Luke Iwanski Codeplay Software Ltd. // Contact: <[email protected]> // // 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/. /***************************************************************** * TensorSyclExtractAccessor.h * * \brief: * ExtractAccessor takes Expression placeHolder expression and the tuple of sycl * buffers as an input. Using pre-order tree traversal, ExtractAccessor * recursively calls itself for its children in the expression tree. The * leaf node in the PlaceHolder expression is nothing but a container preserving * the order of the actual data in the tuple of sycl buffer. By invoking the * extract accessor for the PlaceHolder<N>, an accessor is created for the Nth * buffer in the tuple of buffers. This accessor is then added as an Nth * element in the tuple of accessors. In this case we preserve the order of data * in the expression tree. * * This is the specialisation of extract accessor method for different operation * type in the PlaceHolder expression. * *****************************************************************/ #ifndef UNSUPPORTED_EIGEN_CXX11_SRC_TENSOR_TENSORSYCL_EXTRACT_ACCESSOR_HPP #define UNSUPPORTED_EIGEN_CXX11_SRC_TENSOR_TENSORSYCL_EXTRACT_ACCESSOR_HPP namespace Eigen { namespace TensorSycl { namespace internal { /// \struct ExtractAccessor: Extract Accessor Class is used to extract the /// accessor from a buffer. /// Depending on the type of the leaf node we can get a read accessor or a /// read_write accessor template <typename Evaluator> struct ExtractAccessor; struct AccessorConstructor{ template<typename Arg> static inline auto getTuple(cl::sycl::handler& cgh, Arg eval) -> decltype(ExtractAccessor<Arg>::getTuple(cgh, eval)) { return ExtractAccessor<Arg>::getTuple(cgh, eval); } template<typename Arg1, typename Arg2> static inline auto getTuple(cl::sycl::handler& cgh, Arg1 eval1, Arg2 eval2) -> decltype(utility::tuple::append(ExtractAccessor<Arg1>::getTuple(cgh, eval1), ExtractAccessor<Arg2>::getTuple(cgh, eval2))) { return utility::tuple::append(ExtractAccessor<Arg1>::getTuple(cgh, eval1), ExtractAccessor<Arg2>::getTuple(cgh, eval2)); } template<typename Arg1, typename Arg2, typename Arg3> static inline auto getTuple(cl::sycl::handler& cgh, Arg1 eval1 , Arg2 eval2 , Arg3 eval3) -> decltype(utility::tuple::append(ExtractAccessor<Arg1>::getTuple(cgh, eval1),utility::tuple::append(ExtractAccessor<Arg2>::getTuple(cgh, eval2), ExtractAccessor<Arg3>::getTuple(cgh, eval3)))) { return utility::tuple::append(ExtractAccessor<Arg1>::getTuple(cgh, eval1),utility::tuple::append(ExtractAccessor<Arg2>::getTuple(cgh, eval2), ExtractAccessor<Arg3>::getTuple(cgh, eval3))); } template< cl::sycl::access::mode AcM, typename Arg> static inline auto getAccessor(cl::sycl::handler& cgh, Arg eval) -> decltype(utility::tuple::make_tuple( eval.device().template get_sycl_accessor<AcM, typename Eigen::internal::remove_all<typename Arg::CoeffReturnType>::type>(eval.dimensions().TotalSize(), cgh,eval.data()))){ return utility::tuple::make_tuple(eval.device().template get_sycl_accessor<AcM, typename Eigen::internal::remove_all<typename Arg::CoeffReturnType>::type>(eval.dimensions().TotalSize(), cgh,eval.data())); } }; /// specialisation of the \ref ExtractAccessor struct when the node type is /// const TensorCwiseNullaryOp, const TensorCwiseUnaryOp and const TensorBroadcastingOp template <template<class, class> class UnaryCategory, typename OP, typename RHSExpr, typename Dev> struct ExtractAccessor<TensorEvaluator<const UnaryCategory<OP, RHSExpr>, Dev> > { static inline auto getTuple(cl::sycl::handler& cgh, const TensorEvaluator<const UnaryCategory<OP, RHSExpr>, Dev> eval) -> decltype(AccessorConstructor::getTuple(cgh, eval.impl())){ return AccessorConstructor::getTuple(cgh, eval.impl()); } }; /// specialisation of the \ref ExtractAccessor struct when the node type is TensorCwiseNullaryOp, TensorCwiseUnaryOp and TensorBroadcastingOp template <template<class, class> class UnaryCategory, typename OP, typename RHSExpr, typename Dev> struct ExtractAccessor<TensorEvaluator<UnaryCategory<OP, RHSExpr>, Dev> > : ExtractAccessor<TensorEvaluator<const UnaryCategory<OP, RHSExpr>, Dev> > {}; /// specialisation of the \ref ExtractAccessor struct when the node type is const TensorCwiseBinaryOp template <template<class, class, class> class BinaryCategory, typename OP, typename LHSExpr, typename RHSExpr, typename Dev> struct ExtractAccessor<TensorEvaluator<const BinaryCategory<OP, LHSExpr, RHSExpr>, Dev> > { static inline auto getTuple(cl::sycl::handler& cgh, const TensorEvaluator<const BinaryCategory<OP, LHSExpr, RHSExpr>, Dev> eval) -> decltype(AccessorConstructor::getTuple(cgh, eval.left_impl(), eval.right_impl())){ return AccessorConstructor::getTuple(cgh, eval.left_impl(), eval.right_impl()); } }; /// specialisation of the \ref ExtractAccessor struct when the node type is TensorCwiseBinaryOp template <template<class, class, class> class BinaryCategory, typename OP, typename LHSExpr, typename RHSExpr, typename Dev> struct ExtractAccessor<TensorEvaluator<BinaryCategory<OP, LHSExpr, RHSExpr>, Dev> > : ExtractAccessor<TensorEvaluator<const BinaryCategory<OP, LHSExpr, RHSExpr>, Dev> >{}; /// specialisation of the \ref ExtractAccessor struct when the node type is /// const TensorCwiseTernaryOp template <template<class, class, class, class> class TernaryCategory, typename OP, typename Arg1Expr, typename Arg2Expr, typename Arg3Expr, typename Dev> struct ExtractAccessor<TensorEvaluator<const TernaryCategory<OP, Arg1Expr, Arg2Expr, Arg3Expr>, Dev> > { static inline auto getTuple(cl::sycl::handler& cgh, const TensorEvaluator<const TernaryCategory<OP, Arg1Expr, Arg2Expr, Arg3Expr>, Dev> eval) -> decltype(AccessorConstructor::getTuple(cgh, eval.arg1Impl(), eval.arg2Impl(), eval.arg3Impl())){ return AccessorConstructor::getTuple(cgh, eval.arg1Impl(), eval.arg2Impl(), eval.arg3Impl()); } }; /// specialisation of the \ref ExtractAccessor struct when the node type is TensorCwiseTernaryOp template <template<class, class, class, class> class TernaryCategory, typename OP, typename Arg1Expr, typename Arg2Expr, typename Arg3Expr, typename Dev> struct ExtractAccessor<TensorEvaluator<TernaryCategory<OP, Arg1Expr, Arg2Expr, Arg3Expr>, Dev> > : ExtractAccessor<TensorEvaluator<const TernaryCategory<OP, Arg1Expr, Arg2Expr, Arg3Expr>, Dev> >{}; /// specialisation of the \ref ExtractAccessor struct when the node type is /// const TensorCwiseSelectOp. This is a special case where there is no OP template <typename IfExpr, typename ThenExpr, typename ElseExpr, typename Dev> struct ExtractAccessor<TensorEvaluator<const TensorSelectOp<IfExpr, ThenExpr, ElseExpr>, Dev> > { static inline auto getTuple(cl::sycl::handler& cgh, const TensorEvaluator<const TensorSelectOp<IfExpr, ThenExpr, ElseExpr>, Dev> eval) -> decltype(AccessorConstructor::getTuple(cgh, eval.cond_impl(), eval.then_impl(), eval.else_impl())){ return AccessorConstructor::getTuple(cgh, eval.cond_impl(), eval.then_impl(), eval.else_impl()); } }; /// specialisation of the \ref ExtractAccessor struct when the node type is /// TensorCwiseSelectOp. This is a special case where there is no OP template <typename IfExpr, typename ThenExpr, typename ElseExpr, typename Dev> struct ExtractAccessor<TensorEvaluator<TensorSelectOp<IfExpr, ThenExpr, ElseExpr>, Dev> > : ExtractAccessor<TensorEvaluator<const TensorSelectOp<IfExpr, ThenExpr, ElseExpr>, Dev> >{}; /// specialisation of the \ref ExtractAccessor struct when the node type is const TensorAssignOp template <typename LHSExpr, typename RHSExpr, typename Dev> struct ExtractAccessor<TensorEvaluator<const TensorAssignOp<LHSExpr, RHSExpr>, Dev> > { static inline auto getTuple(cl::sycl::handler& cgh, const TensorEvaluator<const TensorAssignOp<LHSExpr, RHSExpr>, Dev> eval) -> decltype(AccessorConstructor::getTuple(cgh, eval.left_impl(), eval.right_impl())){ return AccessorConstructor::getTuple(cgh, eval.left_impl(), eval.right_impl()); } }; /// specialisation of the \ref ExtractAccessor struct when the node type is TensorAssignOp template <typename LHSExpr, typename RHSExpr, typename Dev> struct ExtractAccessor<TensorEvaluator<TensorAssignOp<LHSExpr, RHSExpr>, Dev> > : ExtractAccessor<TensorEvaluator<const TensorAssignOp<LHSExpr, RHSExpr>, Dev> >{}; /// specialisation of the \ref ExtractAccessor struct when the node type is const TensorMap #define TENSORMAPEXPR(CVQual, ACCType)\ template <typename PlainObjectType, int Options_, typename Dev>\ struct ExtractAccessor<TensorEvaluator<CVQual TensorMap<PlainObjectType, Options_>, Dev> > {\ static inline auto getTuple(cl::sycl::handler& cgh,const TensorEvaluator<CVQual TensorMap<PlainObjectType, Options_>, Dev> eval)\ -> decltype(AccessorConstructor::template getAccessor<ACCType>(cgh, eval)){\ return AccessorConstructor::template getAccessor<ACCType>(cgh, eval);\ }\ }; TENSORMAPEXPR(const, cl::sycl::access::mode::read) TENSORMAPEXPR(, cl::sycl::access::mode::read_write) #undef TENSORMAPEXPR /// specialisation of the \ref ExtractAccessor struct when the node type is const TensorForcedEvalOp template <typename Expr, typename Dev> struct ExtractAccessor<TensorEvaluator<const TensorForcedEvalOp<Expr>, Dev> > { static inline auto getTuple(cl::sycl::handler& cgh, const TensorEvaluator<const TensorForcedEvalOp<Expr>, Dev> eval) -> decltype(AccessorConstructor::template getAccessor<cl::sycl::access::mode::read>(cgh, eval)){ return AccessorConstructor::template getAccessor<cl::sycl::access::mode::read>(cgh, eval); } }; /// specialisation of the \ref ExtractAccessor struct when the node type is TensorForcedEvalOp template <typename Expr, typename Dev> struct ExtractAccessor<TensorEvaluator<TensorForcedEvalOp<Expr>, Dev> > : ExtractAccessor<TensorEvaluator<const TensorForcedEvalOp<Expr>, Dev> >{}; /// specialisation of the \ref ExtractAccessor struct when the node type is const TensorEvalToOp template <typename Expr, typename Dev> struct ExtractAccessor<TensorEvaluator<const TensorEvalToOp<Expr>, Dev> > { static inline auto getTuple(cl::sycl::handler& cgh,const TensorEvaluator<const TensorEvalToOp<Expr>, Dev> eval) -> decltype(utility::tuple::append(AccessorConstructor::template getAccessor<cl::sycl::access::mode::write>(cgh, eval), AccessorConstructor::getTuple(cgh, eval.impl()))){ return utility::tuple::append(AccessorConstructor::template getAccessor<cl::sycl::access::mode::write>(cgh, eval), AccessorConstructor::getTuple(cgh, eval.impl())); } }; /// specialisation of the \ref ExtractAccessor struct when the node type is TensorEvalToOp template <typename Expr, typename Dev> struct ExtractAccessor<TensorEvaluator<TensorEvalToOp<Expr>, Dev> > : ExtractAccessor<TensorEvaluator<const TensorEvalToOp<Expr>, Dev> >{}; /// specialisation of the \ref ExtractAccessor struct when the node type is const TensorReductionOp template <typename OP, typename Dim, typename Expr, typename Dev> struct ExtractAccessor<TensorEvaluator<const TensorReductionOp<OP, Dim, Expr>, Dev> > { static inline auto getTuple(cl::sycl::handler& cgh, const TensorEvaluator<const TensorReductionOp<OP, Dim, Expr>, Dev> eval) -> decltype(AccessorConstructor::template getAccessor<cl::sycl::access::mode::read>(cgh, eval)){ return AccessorConstructor::template getAccessor<cl::sycl::access::mode::read>(cgh, eval); } }; /// specialisation of the \ref ExtractAccessor struct when the node type is TensorReductionOp template <typename OP, typename Dim, typename Expr, typename Dev> struct ExtractAccessor<TensorEvaluator<TensorReductionOp<OP, Dim, Expr>, Dev> > : ExtractAccessor<TensorEvaluator<const TensorReductionOp<OP, Dim, Expr>, Dev> >{}; /// template deduction for \ref ExtractAccessor template <typename Evaluator> auto createTupleOfAccessors(cl::sycl::handler& cgh, const Evaluator& expr) -> decltype(ExtractAccessor<Evaluator>::getTuple(cgh, expr)) { return ExtractAccessor<Evaluator>::getTuple(cgh, expr); } } /// namespace TensorSycl } /// namespace internal } /// namespace Eigen #endif // UNSUPPORTED_EIGEN_CXX11_SRC_TENSOR_TENSORSYCL_EXTRACT_ACCESSOR_HPP
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abess-master/python/include/unsupported/Eigen/CXX11/src/Tensor/TensorSyclExtractFunctors.h
// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Mehdi Goli Codeplay Software Ltd. // Ralph Potter Codeplay Software Ltd. // Luke Iwanski Codeplay Software Ltd. // Contact: <[email protected]> // // 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/. /***************************************************************** * TensorSyclextractFunctors.h * * \brief: * Used to extract all the functors allocated to each node of the expression *tree. * *****************************************************************/ #ifndef UNSUPPORTED_EIGEN_CXX11_SRC_TENSOR_TENSORSYCL_EXTRACT_FUNCTORS_HPP #define UNSUPPORTED_EIGEN_CXX11_SRC_TENSOR_TENSORSYCL_EXTRACT_FUNCTORS_HPP namespace Eigen { namespace TensorSycl { namespace internal { /// \struct FunctorExtractor: This struct is used to extract the functors /// constructed on /// the host-side, to pack them and reuse them in reconstruction of the /// expression on the device. /// We have to do that as in Eigen the functors are not stateless so we cannot /// re-instantiate them on the device. /// We have to pass instantiated functors to the device. // This struct is used for leafNode (TensorMap) and nodes behaving like leafNode (TensorForcedEval). template <typename Evaluator> struct FunctorExtractor{ typedef typename Evaluator::Dimensions Dimensions; const Dimensions m_dimensions; const Dimensions& dimensions() const { return m_dimensions; } FunctorExtractor(const Evaluator& expr) : m_dimensions(expr.dimensions()) {} }; /// specialisation of the \ref FunctorExtractor struct when the node type is /// const TensorCwiseNullaryOp, const TensorCwiseUnaryOp, and const TensorBroadcastingOp template <template <class, class> class UnaryCategory, typename OP, typename RHSExpr, typename Dev> struct FunctorExtractor<TensorEvaluator<const UnaryCategory<OP, RHSExpr>, Dev> > { FunctorExtractor<TensorEvaluator<RHSExpr, Dev> > rhsExpr; OP func; FunctorExtractor(const TensorEvaluator<const UnaryCategory<OP, RHSExpr>, Dev>& expr) : rhsExpr(expr.impl()), func(expr.functor()) {} }; /// specialisation of the \ref FunctorExtractor struct when the node type is /// TensorCwiseNullaryOp, TensorCwiseUnaryOp, and TensorBroadcastingOp template <template <class, class> class UnaryCategory, typename OP, typename RHSExpr, typename Dev> struct FunctorExtractor<TensorEvaluator<UnaryCategory<OP, RHSExpr>, Dev> > : FunctorExtractor<TensorEvaluator<const UnaryCategory<OP, RHSExpr>, Dev> >{}; /// specialisation of the \ref FunctorExtractor struct when the node type is /// const TensorCwiseBinaryOp template <template<class, class, class> class BinaryCategory, typename OP, typename LHSExpr, typename RHSExpr, typename Dev> struct FunctorExtractor<TensorEvaluator<const BinaryCategory<OP, LHSExpr, RHSExpr>, Dev> > { FunctorExtractor<TensorEvaluator<LHSExpr, Dev> > lhsExpr; FunctorExtractor<TensorEvaluator<RHSExpr, Dev> > rhsExpr; OP func; FunctorExtractor(const TensorEvaluator<const BinaryCategory<OP, LHSExpr, RHSExpr>, Dev>& expr) : lhsExpr(expr.left_impl()),rhsExpr(expr.right_impl()),func(expr.functor()) {} }; /// specialisation of the \ref FunctorExtractor struct when the node type is /// const TensorCwiseBinaryOp template <template <class, class, class> class BinaryCategory, typename OP, typename LHSExpr, typename RHSExpr, typename Dev> struct FunctorExtractor<TensorEvaluator<BinaryCategory<OP, LHSExpr, RHSExpr>, Dev> > : FunctorExtractor<TensorEvaluator<const BinaryCategory<OP, LHSExpr, RHSExpr>, Dev> >{}; /// specialisation of the \ref FunctorExtractor struct when the node type is /// const TensorCwiseTernaryOp template <template <class, class, class, class> class TernaryCategory, typename OP, typename Arg1Expr, typename Arg2Expr, typename Arg3Expr,typename Dev> struct FunctorExtractor<TensorEvaluator<const TernaryCategory<OP, Arg1Expr, Arg2Expr, Arg3Expr>, Dev> > { FunctorExtractor<TensorEvaluator<Arg1Expr, Dev> > arg1Expr; FunctorExtractor<TensorEvaluator<Arg2Expr, Dev> > arg2Expr; FunctorExtractor<TensorEvaluator<Arg3Expr, Dev> > arg3Expr; OP func; FunctorExtractor(const TensorEvaluator<const TernaryCategory<OP, Arg1Expr, Arg2Expr, Arg3Expr>, Dev>& expr) : arg1Expr(expr.arg1Impl()), arg2Expr(expr.arg2Impl()), arg3Expr(expr.arg3Impl()), func(expr.functor()) {} }; /// specialisation of the \ref FunctorExtractor struct when the node type is /// TensorCwiseTernaryOp template <template <class, class, class, class> class TernaryCategory, typename OP, typename Arg1Expr, typename Arg2Expr, typename Arg3Expr, typename Dev> struct FunctorExtractor<TensorEvaluator< TernaryCategory<OP, Arg1Expr, Arg2Expr, Arg3Expr>, Dev> > :FunctorExtractor<TensorEvaluator<const TernaryCategory<OP, Arg1Expr, Arg2Expr, Arg3Expr>, Dev> >{}; /// specialisation of the \ref FunctorExtractor struct when the node type is /// const TensorCwiseSelectOp. This is an specialisation without OP so it has to be separated. template <typename IfExpr, typename ThenExpr, typename ElseExpr, typename Dev> struct FunctorExtractor< TensorEvaluator<const TensorSelectOp<IfExpr, ThenExpr, ElseExpr>, Dev> > { FunctorExtractor<TensorEvaluator<IfExpr, Dev> > ifExpr; FunctorExtractor<TensorEvaluator<ThenExpr, Dev> > thenExpr; FunctorExtractor<TensorEvaluator<ElseExpr, Dev> > elseExpr; FunctorExtractor(const TensorEvaluator<const TensorSelectOp<IfExpr, ThenExpr, ElseExpr>, Dev>& expr) : ifExpr(expr.cond_impl()), thenExpr(expr.then_impl()), elseExpr(expr.else_impl()) {} }; /// specialisation of the \ref FunctorExtractor struct when the node type is /// TensorCwiseSelectOp. This is an specialisation without OP so it has to be separated template <typename IfExpr, typename ThenExpr, typename ElseExpr, typename Dev> struct FunctorExtractor<TensorEvaluator<TensorSelectOp<IfExpr, ThenExpr, ElseExpr>, Dev> > :FunctorExtractor< TensorEvaluator<const TensorSelectOp<IfExpr, ThenExpr, ElseExpr>, Dev> > {}; /// specialisation of the \ref FunctorExtractor struct when the node type is /// const TensorAssignOp. This is an specialisation without OP so it has to be separated. template <typename LHSExpr, typename RHSExpr, typename Dev> struct FunctorExtractor<TensorEvaluator<const TensorAssignOp<LHSExpr, RHSExpr>, Dev> > { FunctorExtractor<TensorEvaluator<LHSExpr, Dev> > lhsExpr; FunctorExtractor<TensorEvaluator<RHSExpr, Dev> > rhsExpr; FunctorExtractor(const TensorEvaluator<const TensorAssignOp<LHSExpr, RHSExpr>, Dev>& expr) : lhsExpr(expr.left_impl()), rhsExpr(expr.right_impl()) {} }; /// specialisation of the \ref FunctorExtractor struct when the node type is /// TensorAssignOp. This is an specialisation without OP so it has to be separated. template <typename LHSExpr, typename RHSExpr, typename Dev> struct FunctorExtractor<TensorEvaluator<TensorAssignOp<LHSExpr, RHSExpr>, Dev> > :FunctorExtractor<TensorEvaluator<const TensorAssignOp<LHSExpr, RHSExpr>, Dev> >{}; /// specialisation of the \ref FunctorExtractor struct when the node type is /// const TensorEvalToOp, This is an specialisation without OP so it has to be separated. template <typename RHSExpr, typename Dev> struct FunctorExtractor<TensorEvaluator<const TensorEvalToOp<RHSExpr>, Dev> > { FunctorExtractor<TensorEvaluator<RHSExpr, Dev> > rhsExpr; FunctorExtractor(const TensorEvaluator<const TensorEvalToOp<RHSExpr>, Dev>& expr) : rhsExpr(expr.impl()) {} }; /// specialisation of the \ref FunctorExtractor struct when the node type is /// TensorEvalToOp. This is a specialisation without OP so it has to be separated. template <typename RHSExpr, typename Dev> struct FunctorExtractor<TensorEvaluator<TensorEvalToOp<RHSExpr>, Dev> > : FunctorExtractor<TensorEvaluator<const TensorEvalToOp<RHSExpr>, Dev> > {}; template<typename Dim, size_t NumOutputDim> struct DimConstr { template<typename InDim> static inline Dim getDim(InDim dims ) {return dims;} }; template<typename Dim> struct DimConstr<Dim, 0> { template<typename InDim> static inline Dim getDim(InDim dims ) {return Dim(dims.TotalSize());} }; template<typename Op, typename Dims, typename ArgType, template <class> class MakePointer_, typename Device> struct FunctorExtractor<TensorEvaluator<const TensorReductionOp<Op, Dims, ArgType, MakePointer_>, Device>>{ typedef TensorEvaluator<const TensorReductionOp<Op, Dims, ArgType, MakePointer_>, Device> Evaluator; typedef typename Eigen::internal::conditional<Evaluator::NumOutputDims==0, DSizes<typename Evaluator::Index, 1>, typename Evaluator::Dimensions >::type Dimensions; const Dimensions m_dimensions; const Dimensions& dimensions() const { return m_dimensions; } FunctorExtractor(const TensorEvaluator<const TensorReductionOp<Op, Dims, ArgType, MakePointer_>, Device>& expr) : m_dimensions(DimConstr<Dimensions, Evaluator::NumOutputDims>::getDim(expr.dimensions())) {} }; template<typename Op, typename Dims, typename ArgType, template <class> class MakePointer_, typename Device> struct FunctorExtractor<TensorEvaluator<TensorReductionOp<Op, Dims, ArgType, MakePointer_>, Device>> : FunctorExtractor<TensorEvaluator<const TensorReductionOp<Op, Dims, ArgType, MakePointer_>, Device>>{}; /// template deduction function for FunctorExtractor template <typename Evaluator> auto inline extractFunctors(const Evaluator& evaluator)-> FunctorExtractor<Evaluator> { return FunctorExtractor<Evaluator>(evaluator); } } // namespace internal } // namespace TensorSycl } // namespace Eigen #endif // UNSUPPORTED_EIGEN_CXX11_SRC_TENSOR_TENSORSYCL_EXTRACT_FUNCTORS_HPP
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abess-master/python/include/unsupported/Eigen/CXX11/src/Tensor/TensorSyclLeafCount.h
// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Mehdi Goli Codeplay Software Ltd. // Ralph Potter Codeplay Software Ltd. // Luke Iwanski Codeplay Software Ltd. // Contact: <[email protected]> // // 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/. /***************************************************************** * TensorSyclLeafCount.h * * \brief: * The leaf count used the pre-order expression tree traverse in order to name * count the number of leaf nodes in the expression * *****************************************************************/ #ifndef UNSUPPORTED_EIGEN_CXX11_SRC_TENSOR_TENSORSYCL_LEAF_COUNT_HPP #define UNSUPPORTED_EIGEN_CXX11_SRC_TENSOR_TENSORSYCL_LEAF_COUNT_HPP namespace Eigen { namespace TensorSycl { namespace internal { /// \brief LeafCount used to counting terminal nodes. The total number of /// leaf nodes is used by MakePlaceHolderExprHelper to find the order /// of the leaf node in a expression tree at compile time. template <typename Expr> struct LeafCount; template<typename... Args> struct CategoryCount; template<> struct CategoryCount<> { static const size_t Count =0; }; template<typename Arg, typename... Args> struct CategoryCount<Arg,Args...>{ static const size_t Count = LeafCount<Arg>::Count + CategoryCount<Args...>::Count; }; /// specialisation of the \ref LeafCount struct when the node type is const TensorMap template <typename PlainObjectType, int Options_, template <class> class MakePointer_> struct LeafCount<const TensorMap<PlainObjectType, Options_, MakePointer_> > { static const size_t Count =1; }; /// specialisation of the \ref LeafCount struct when the node type is TensorMap template <typename PlainObjectType, int Options_, template <class> class MakePointer_> struct LeafCount<TensorMap<PlainObjectType, Options_, MakePointer_> > :LeafCount<const TensorMap<PlainObjectType, Options_, MakePointer_> >{}; // const TensorCwiseUnaryOp, const TensorCwiseNullaryOp, const TensorCwiseBinaryOp, const TensorCwiseTernaryOp, and Const TensorBroadcastingOp template <template <class, class...> class CategoryExpr, typename OP, typename... RHSExpr> struct LeafCount<const CategoryExpr<OP, RHSExpr...> >: CategoryCount<RHSExpr...> {}; // TensorCwiseUnaryOp, TensorCwiseNullaryOp, TensorCwiseBinaryOp, TensorCwiseTernaryOp, and TensorBroadcastingOp template <template <class, class...> class CategoryExpr, typename OP, typename... RHSExpr> struct LeafCount<CategoryExpr<OP, RHSExpr...> > :LeafCount<const CategoryExpr<OP, RHSExpr...> >{}; /// specialisation of the \ref LeafCount struct when the node type is const TensorSelectOp is an exception template <typename IfExpr, typename ThenExpr, typename ElseExpr> struct LeafCount<const TensorSelectOp<IfExpr, ThenExpr, ElseExpr> > : CategoryCount<IfExpr, ThenExpr, ElseExpr> {}; /// specialisation of the \ref LeafCount struct when the node type is TensorSelectOp template <typename IfExpr, typename ThenExpr, typename ElseExpr> struct LeafCount<TensorSelectOp<IfExpr, ThenExpr, ElseExpr> >: LeafCount<const TensorSelectOp<IfExpr, ThenExpr, ElseExpr> > {}; /// specialisation of the \ref LeafCount struct when the node type is const TensorAssignOp template <typename LHSExpr, typename RHSExpr> struct LeafCount<const TensorAssignOp<LHSExpr, RHSExpr> >: CategoryCount<LHSExpr,RHSExpr> {}; /// specialisation of the \ref LeafCount struct when the node type is /// TensorAssignOp is an exception. It is not the same as Unary template <typename LHSExpr, typename RHSExpr> struct LeafCount<TensorAssignOp<LHSExpr, RHSExpr> > :LeafCount<const TensorAssignOp<LHSExpr, RHSExpr> >{}; /// specialisation of the \ref LeafCount struct when the node type is const TensorForcedEvalOp template <typename Expr> struct LeafCount<const TensorForcedEvalOp<Expr> > { static const size_t Count =1; }; /// specialisation of the \ref LeafCount struct when the node type is TensorForcedEvalOp template <typename Expr> struct LeafCount<TensorForcedEvalOp<Expr> >: LeafCount<const TensorForcedEvalOp<Expr> > {}; /// specialisation of the \ref LeafCount struct when the node type is const TensorEvalToOp template <typename Expr> struct LeafCount<const TensorEvalToOp<Expr> > { static const size_t Count = 1 + CategoryCount<Expr>::Count; }; /// specialisation of the \ref LeafCount struct when the node type is const TensorReductionOp template <typename OP, typename Dim, typename Expr> struct LeafCount<const TensorReductionOp<OP, Dim, Expr> > { static const size_t Count =1; }; /// specialisation of the \ref LeafCount struct when the node type is TensorReductionOp template <typename OP, typename Dim, typename Expr> struct LeafCount<TensorReductionOp<OP, Dim, Expr> >: LeafCount<const TensorReductionOp<OP, Dim, Expr> >{}; /// specialisation of the \ref LeafCount struct when the node type is TensorEvalToOp template <typename Expr> struct LeafCount<TensorEvalToOp<Expr> >: LeafCount<const TensorEvalToOp<Expr> >{}; } /// namespace TensorSycl } /// namespace internal } /// namespace Eigen #endif // UNSUPPORTED_EIGEN_CXX11_SRC_TENSOR_TENSORSYCL_LEAF_COUNT_HPP
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abess-master/python/include/unsupported/Eigen/CXX11/src/Tensor/TensorSyclPlaceHolderExpr.h
// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Mehdi Goli Codeplay Software Ltd. // Ralph Potter Codeplay Software Ltd. // Luke Iwanski Codeplay Software Ltd. // Contact: <[email protected]> // // 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/. /***************************************************************** * TensorSyclPlaceHolderExpr.h * * \brief: * This is the specialisation of the placeholder expression based on the * operation type * *****************************************************************/ #ifndef UNSUPPORTED_EIGEN_CXX11_SRC_TENSOR_TENSORSYCL_PLACEHOLDER_EXPR_HPP #define UNSUPPORTED_EIGEN_CXX11_SRC_TENSOR_TENSORSYCL_PLACEHOLDER_EXPR_HPP namespace Eigen { namespace TensorSycl { namespace internal { /// \struct PlaceHolder /// \brief PlaceHolder is used to replace the \ref TensorMap in the expression /// tree. /// PlaceHolder contains the order of the leaf node in the expression tree. template <typename Scalar, size_t N> struct PlaceHolder { static constexpr size_t I = N; typedef Scalar Type; }; /// \sttruct PlaceHolderExpression /// \brief it is used to create the PlaceHolder expression. The PlaceHolder /// expression is a copy of expression type in which the TensorMap of the has /// been replaced with PlaceHolder. template <typename Expr, size_t N> struct PlaceHolderExpression; template<size_t N, typename... Args> struct CalculateIndex; template<size_t N, typename Arg> struct CalculateIndex<N, Arg>{ typedef typename PlaceHolderExpression<Arg, N>::Type ArgType; typedef utility::tuple::Tuple<ArgType> ArgsTuple; }; template<size_t N, typename Arg1, typename Arg2> struct CalculateIndex<N, Arg1, Arg2>{ static const size_t Arg2LeafCount = LeafCount<Arg2>::Count; typedef typename PlaceHolderExpression<Arg1, N - Arg2LeafCount>::Type Arg1Type; typedef typename PlaceHolderExpression<Arg2, N>::Type Arg2Type; typedef utility::tuple::Tuple<Arg1Type, Arg2Type> ArgsTuple; }; template<size_t N, typename Arg1, typename Arg2, typename Arg3> struct CalculateIndex<N, Arg1, Arg2, Arg3> { static const size_t Arg3LeafCount = LeafCount<Arg3>::Count; static const size_t Arg2LeafCount = LeafCount<Arg2>::Count; typedef typename PlaceHolderExpression<Arg1, N - Arg3LeafCount - Arg2LeafCount>::Type Arg1Type; typedef typename PlaceHolderExpression<Arg2, N - Arg3LeafCount>::Type Arg2Type; typedef typename PlaceHolderExpression<Arg3, N>::Type Arg3Type; typedef utility::tuple::Tuple<Arg1Type, Arg2Type, Arg3Type> ArgsTuple; }; template<template<class...> class Category , class OP, class TPL> struct CategoryHelper; template<template<class...> class Category , class OP, class ...T > struct CategoryHelper<Category, OP, utility::tuple::Tuple<T...> > { typedef Category<OP, T... > Type; }; template<template<class...> class Category , class ...T > struct CategoryHelper<Category, NoOP, utility::tuple::Tuple<T...> > { typedef Category<T... > Type; }; /// specialisation of the \ref PlaceHolderExpression when the node is /// TensorCwiseNullaryOp, TensorCwiseUnaryOp, TensorBroadcastingOp, TensorCwiseBinaryOp, TensorCwiseTernaryOp #define OPEXPRCATEGORY(CVQual)\ template <template <class, class... > class Category, typename OP, typename... SubExpr, size_t N>\ struct PlaceHolderExpression<CVQual Category<OP, SubExpr...>, N>{\ typedef CVQual typename CategoryHelper<Category, OP, typename CalculateIndex<N, SubExpr...>::ArgsTuple>::Type Type;\ }; OPEXPRCATEGORY(const) OPEXPRCATEGORY() #undef OPEXPRCATEGORY /// specialisation of the \ref PlaceHolderExpression when the node is /// TensorCwiseSelectOp #define SELECTEXPR(CVQual)\ template <typename IfExpr, typename ThenExpr, typename ElseExpr, size_t N>\ struct PlaceHolderExpression<CVQual TensorSelectOp<IfExpr, ThenExpr, ElseExpr>, N> {\ typedef CVQual typename CategoryHelper<TensorSelectOp, NoOP, typename CalculateIndex<N, IfExpr, ThenExpr, ElseExpr>::ArgsTuple>::Type Type;\ }; SELECTEXPR(const) SELECTEXPR() #undef SELECTEXPR /// specialisation of the \ref PlaceHolderExpression when the node is /// TensorAssignOp #define ASSIGNEXPR(CVQual)\ template <typename LHSExpr, typename RHSExpr, size_t N>\ struct PlaceHolderExpression<CVQual TensorAssignOp<LHSExpr, RHSExpr>, N> {\ typedef CVQual typename CategoryHelper<TensorAssignOp, NoOP, typename CalculateIndex<N, LHSExpr, RHSExpr>::ArgsTuple>::Type Type;\ }; ASSIGNEXPR(const) ASSIGNEXPR() #undef ASSIGNEXPR /// specialisation of the \ref PlaceHolderExpression when the node is /// TensorMap #define TENSORMAPEXPR(CVQual)\ template <typename Scalar_, int Options_, int Options2_, int NumIndices_, typename IndexType_, template <class> class MakePointer_, size_t N>\ struct PlaceHolderExpression< CVQual TensorMap< Tensor<Scalar_, NumIndices_, Options_, IndexType_>, Options2_, MakePointer_>, N> {\ typedef CVQual PlaceHolder<CVQual TensorMap<Tensor<Scalar_, NumIndices_, Options_, IndexType_>, Options2_, MakePointer_>, N> Type;\ }; TENSORMAPEXPR(const) TENSORMAPEXPR() #undef TENSORMAPEXPR /// specialisation of the \ref PlaceHolderExpression when the node is /// TensorForcedEvalOp #define FORCEDEVAL(CVQual)\ template <typename Expr, size_t N>\ struct PlaceHolderExpression<CVQual TensorForcedEvalOp<Expr>, N> {\ typedef CVQual PlaceHolder<CVQual TensorForcedEvalOp<Expr>, N> Type;\ }; FORCEDEVAL(const) FORCEDEVAL() #undef FORCEDEVAL /// specialisation of the \ref PlaceHolderExpression when the node is /// TensorEvalToOp #define EVALTO(CVQual)\ template <typename Expr, size_t N>\ struct PlaceHolderExpression<CVQual TensorEvalToOp<Expr>, N> {\ typedef CVQual TensorEvalToOp<typename CalculateIndex <N, Expr>::ArgType> Type;\ }; EVALTO(const) EVALTO() #undef EVALTO /// specialisation of the \ref PlaceHolderExpression when the node is /// TensorReductionOp #define SYCLREDUCTION(CVQual)\ template <typename OP, typename Dims, typename Expr, size_t N>\ struct PlaceHolderExpression<CVQual TensorReductionOp<OP, Dims, Expr>, N>{\ typedef CVQual PlaceHolder<CVQual TensorReductionOp<OP, Dims,Expr>, N> Type;\ }; SYCLREDUCTION(const) SYCLREDUCTION() #undef SYCLREDUCTION /// template deduction for \ref PlaceHolderExpression struct template <typename Expr> struct createPlaceHolderExpression { static const size_t TotalLeaves = LeafCount<Expr>::Count; typedef typename PlaceHolderExpression<Expr, TotalLeaves - 1>::Type Type; }; } // internal } // TensorSycl } // namespace Eigen #endif // UNSUPPORTED_EIGEN_CXX11_SRC_TENSOR_TENSORSYCL_PLACEHOLDER_EXPR_HPP
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abess-master/python/include/unsupported/Eigen/CXX11/src/Tensor/TensorSyclRun.h
// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Mehdi Goli Codeplay Software Ltd. // Ralph Potter Codeplay Software Ltd. // Luke Iwanski Codeplay Software Ltd. // Cummins Chris PhD student at The University of Edinburgh. // Contact: <[email protected]> // // 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/. /***************************************************************** * TensorSyclRun.h * * \brief: * Schedule_kernel invoke an specialised version of kernel struct. The * specialisation is based on the data dimension in sycl buffer * *****************************************************************/ #ifndef UNSUPPORTED_EIGEN_CXX11_SRC_TENSOR_TENSORSYCL_SYCLRUN_HPP #define UNSUPPORTED_EIGEN_CXX11_SRC_TENSOR_TENSORSYCL_SYCLRUN_HPP namespace Eigen { namespace TensorSycl { /// The run function in tensor sycl convert the expression tree to a buffer /// based expression tree; /// creates the expression tree for the device with accessor to buffers; /// construct the kernel and submit it to the sycl queue. template <typename Expr, typename Dev> void run(Expr &expr, Dev &dev) { Eigen::TensorEvaluator<Expr, Dev> evaluator(expr, dev); const bool needs_assign = evaluator.evalSubExprsIfNeeded(NULL); if (needs_assign) { typedef typename internal::createPlaceHolderExpression<Expr>::Type PlaceHolderExpr; auto functors = internal::extractFunctors(evaluator); size_t tileSize =dev.m_queue.get_device(). template get_info<cl::sycl::info::device::max_work_group_size>()/2; dev.m_queue.submit([&](cl::sycl::handler &cgh) { // create a tuple of accessors from Evaluator auto tuple_of_accessors = internal::createTupleOfAccessors<decltype(evaluator)>(cgh, evaluator); const auto range = utility::tuple::get<0>(tuple_of_accessors).get_range()[0]; size_t GRange=range; if (tileSize>GRange) tileSize=GRange; else if(GRange>tileSize){ size_t xMode = GRange % tileSize; if (xMode != 0) GRange += (tileSize - xMode); } // run the kernel cgh.parallel_for<PlaceHolderExpr>( cl::sycl::nd_range<1>(cl::sycl::range<1>(GRange), cl::sycl::range<1>(tileSize)), [=](cl::sycl::nd_item<1> itemID) { typedef typename internal::ConvertToDeviceExpression<Expr>::Type DevExpr; auto device_expr =internal::createDeviceExpression<DevExpr, PlaceHolderExpr>(functors, tuple_of_accessors); auto device_evaluator = Eigen::TensorEvaluator<decltype(device_expr.expr), Eigen::DefaultDevice>(device_expr.expr, Eigen::DefaultDevice()); if (itemID.get_global_linear_id() < range) { device_evaluator.evalScalar(static_cast<int>(itemID.get_global_linear_id())); } }); }); dev.m_queue.throw_asynchronous(); } evaluator.cleanup(); } } // namespace TensorSycl } // namespace Eigen #endif // UNSUPPORTED_EIGEN_CXX11_SRC_TENSOR_TENSORSYCL_SYCLRUN_HPP
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abess-master/python/include/unsupported/Eigen/CXX11/src/Tensor/TensorSyclTuple.h
// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Mehdi Goli Codeplay Software Ltd. // Ralph Potter Codeplay Software Ltd. // Luke Iwanski Codeplay Software Ltd. // Contact: <[email protected]> // // 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/. /***************************************************************** * TensroSyclTuple.h * * \brief: * Minimal implementation of std::tuple that can be used inside a SYCL kernel. * *****************************************************************/ #ifndef UNSUPPORTED_EIGEN_CXX11_SRC_TENSOR_TENSORSYCL_TUPLE_HPP #define UNSUPPORTED_EIGEN_CXX11_SRC_TENSOR_TENSORSYCL_TUPLE_HPP namespace utility { namespace tuple { /// \struct StaticIf /// \brief The StaticIf struct is used to statically choose the type based on the /// condition. template <bool, typename T = void> struct StaticIf; /// \brief specialisation of the \ref StaticIf when the condition is true template <typename T> struct StaticIf<true, T> { typedef T type; }; /// \struct Tuple /// \brief is a fixed-size collection of heterogeneous values /// \ztparam Ts... - the types of the elements that the tuple stores. /// Empty list is supported. template <class... Ts> struct Tuple {}; /// \brief specialisation of the \ref Tuple class when the tuple has at least /// one element. /// \tparam T : the type of the first element in the tuple. /// \tparam Ts... the rest of the elements in the tuple. Ts... can be empty. template <class T, class... Ts> struct Tuple<T, Ts...> { Tuple(T t, Ts... ts) : head(t), tail(ts...) {} T head; Tuple<Ts...> tail; }; ///\ struct ElemTypeHolder /// \brief ElemTypeHolder class is used to specify the types of the /// elements inside the tuple /// \tparam size_t the number of elements inside the tuple /// \tparam class the tuple class template <size_t, class> struct ElemTypeHolder; /// \brief specialisation of the \ref ElemTypeHolder class when the number of /// elements inside the tuple is 1 template <class T, class... Ts> struct ElemTypeHolder<0, Tuple<T, Ts...> > { typedef T type; }; /// \brief specialisation of the \ref ElemTypeHolder class when the number of /// elements inside the tuple is bigger than 1. It recursively calls itself to /// detect the type of each element in the tuple /// \tparam T : the type of the first element in the tuple. /// \tparam Ts... the rest of the elements in the tuple. Ts... can be empty. /// \tparam K is the Kth element in the tuple template <size_t k, class T, class... Ts> struct ElemTypeHolder<k, Tuple<T, Ts...> > { typedef typename ElemTypeHolder<k - 1, Tuple<Ts...> >::type type; }; /// get /// \brief Extracts the first element from the tuple. /// K=0 represents the first element of the tuple. The tuple cannot be empty. /// \tparam Ts... are the type of the elements in the tuple. /// \param t is the tuple whose contents to extract /// \return typename ElemTypeHolder<0, Tuple<Ts...> >::type &>::type #define TERMINATE_CONDS_TUPLE_GET(CVQual) \ template <size_t k, class... Ts> \ typename StaticIf<k == 0, CVQual typename ElemTypeHolder<0, Tuple<Ts...> >::type &>::type \ get(CVQual Tuple<Ts...> &t) { \ static_assert(sizeof...(Ts)!=0, "The requseted value is bigger than the size of the tuple"); \ return t.head; \ } TERMINATE_CONDS_TUPLE_GET(const) TERMINATE_CONDS_TUPLE_GET() #undef TERMINATE_CONDS_TUPLE_GET /// get /// \brief Extracts the Kth element from the tuple. ///\tparam K is an integer value in [0,sizeof...(Types)). /// \tparam T is the (sizeof...(Types) -(K+1)) element in the tuple /// \tparam Ts... are the type of the elements in the tuple. /// \param t is the tuple whose contents to extract /// \return typename ElemTypeHolder<K, Tuple<Ts...> >::type &>::type #define RECURSIVE_TUPLE_GET(CVQual) \ template <size_t k, class T, class... Ts> \ typename StaticIf<k != 0, CVQual typename ElemTypeHolder<k, Tuple<T, Ts...> >::type &>::type \ get(CVQual Tuple<T, Ts...> &t) { \ return utility::tuple::get<k - 1>(t.tail); \ } RECURSIVE_TUPLE_GET(const) RECURSIVE_TUPLE_GET() #undef RECURSIVE_TUPLE_GET /// make_tuple /// \brief Creates a tuple object, deducing the target type from the types of /// arguments. /// \tparam Args the type of the arguments to construct the tuple from /// \param args zero or more arguments to construct the tuple from /// \return Tuple<Args...> template <typename... Args> Tuple<Args...> make_tuple(Args... args) { return Tuple<Args...>(args...); } /// size /// \brief Provides access to the number of elements in a tuple as a /// compile-time constant expression. /// \tparam Args the type of the arguments to construct the tuple from /// \return size_t template <typename... Args> static constexpr size_t size(Tuple<Args...> &) { return sizeof...(Args); } /// \struct IndexList /// \brief Creates a list of index from the elements in the tuple /// \tparam Is... a list of index from [0 to sizeof...(tuple elements)) template <size_t... Is> struct IndexList {}; /// \struct RangeBuilder /// \brief Collects internal details for generating index ranges [MIN, MAX) /// Declare primary template for index range builder /// \tparam MIN is the starting index in the tuple /// \tparam N represents sizeof..(elemens)- sizeof...(Is) /// \tparam Is... are the list of generated index so far template <size_t MIN, size_t N, size_t... Is> struct RangeBuilder; /// \brief base Step: Specialisation of the \ref RangeBuilder when the /// MIN==MAX. In this case the Is... is [0 to sizeof...(tuple elements)) /// \tparam MIN is the starting index of the tuple /// \tparam Is is [0 to sizeof...(tuple elements)) template <size_t MIN, size_t... Is> struct RangeBuilder<MIN, MIN, Is...> { typedef IndexList<Is...> type; }; /// Induction step: Specialisation of the RangeBuilder class when N!=MIN /// in this case we are recursively subtracting N by one and adding one /// index to Is... list until MIN==N /// \tparam MIN is the starting index in the tuple /// \tparam N represents sizeof..(elemens)- sizeof...(Is) /// \tparam Is... are the list of generated index so far template <size_t MIN, size_t N, size_t... Is> struct RangeBuilder : public RangeBuilder<MIN, N - 1, N - 1, Is...> {}; /// \brief IndexRange that returns a [MIN, MAX) index range /// \tparam MIN is the starting index in the tuple /// \tparam MAX is the size of the tuple template <size_t MIN, size_t MAX> struct IndexRange: RangeBuilder<MIN, MAX>::type {}; /// append_base /// \brief unpacking the elements of the input tuple t and creating a new tuple /// by adding element a at the end of it. ///\tparam Args... the type of the elements inside the tuple t /// \tparam T the type of the new element going to be added at the end of tuple /// \tparam I... is the list of index from [0 to sizeof...(t)) /// \param t the tuple on which we want to append a. /// \param a the new elements going to be added to the tuple /// \return Tuple<Args..., T> template <typename... Args, typename T, size_t... I> Tuple<Args..., T> append_base(Tuple<Args...> t, T a,IndexList<I...>) { return utility::tuple::make_tuple(get<I>(t)..., a); } /// append /// \brief the deduction function for \ref append_base that automatically /// generate the \ref IndexRange ///\tparam Args... the type of the elements inside the tuple t /// \tparam T the type of the new element going to be added at the end of tuple /// \param t the tuple on which we want to append a. /// \param a the new elements going to be added to the tuple /// \return Tuple<Args..., T> template <typename... Args, typename T> Tuple<Args..., T> append(Tuple<Args...> t, T a) { return utility::tuple::append_base(t, a, IndexRange<0, sizeof...(Args)>()); } /// append_base /// \brief This is a specialisation of \ref append_base when we want to /// concatenate /// tuple t2 at the end of the tuple t1. Here we unpack both tuples, generate the /// IndexRange for each of them and create an output tuple T that contains both /// elements of t1 and t2. ///\tparam Args1... the type of the elements inside the tuple t1 ///\tparam Args2... the type of the elements inside the tuple t2 /// \tparam I1... is the list of index from [0 to sizeof...(t1)) /// \tparam I2... is the list of index from [0 to sizeof...(t2)) /// \param t1 is the tuple on which we want to append t2. /// \param t2 is the tuple that is going to be added on t1. /// \return Tuple<Args1..., Args2...> template <typename... Args1, typename... Args2, size_t... I1, size_t... I2> Tuple<Args1..., Args2...> append_base(Tuple<Args1...> t1, Tuple<Args2...> t2, IndexList<I1...>, IndexList<I2...>) { return utility::tuple::make_tuple(get<I1>(t1)...,get<I2>(t2)...); } /// append /// \brief deduction function for \ref append_base when we are appending tuple /// t1 by tuple t2. In this case the \ref IndexRange for both tuple are /// automatically generated. ///\tparam Args1... the type of the elements inside the tuple t1 ///\tparam Args2... the type of the elements inside the tuple t2 /// \param t1 is the tuple on which we want to append t2. /// \param t2 is the tuple that is going to be added on t1. /// \return Tuple<Args1..., Args2...> template <typename... Args1, typename... Args2> Tuple<Args1..., Args2...> append(Tuple<Args1...> t1,Tuple<Args2...> t2) { return utility::tuple::append_base(t1, t2, IndexRange<0, sizeof...(Args1)>(), IndexRange<0, sizeof...(Args2)>()); } } // tuple } // utility #endif // UNSUPPORTED_EIGEN_CXX11_SRC_TENSOR_TENSORSYCL_TUPLE_HPP
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abess-master/python/include/unsupported/Eigen/CXX11/src/Tensor/TensorTraits.h
// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2014 Benoit Steiner <[email protected]> // // 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_CXX11_TENSOR_TENSOR_TRAITS_H #define EIGEN_CXX11_TENSOR_TENSOR_TRAITS_H namespace Eigen { namespace internal { template<typename Scalar, int Options> class compute_tensor_flags { enum { is_dynamic_size_storage = 1, is_aligned = ( ((Options&DontAlign)==0) && ( #if EIGEN_MAX_STATIC_ALIGN_BYTES>0 (!is_dynamic_size_storage) #else 0 #endif | #if EIGEN_MAX_ALIGN_BYTES>0 is_dynamic_size_storage #else 0 #endif ) ), packet_access_bit = packet_traits<Scalar>::Vectorizable && is_aligned ? PacketAccessBit : 0 }; public: enum { ret = packet_access_bit }; }; template<typename Scalar_, int NumIndices_, int Options_, typename IndexType_> struct traits<Tensor<Scalar_, NumIndices_, Options_, IndexType_> > { typedef Scalar_ Scalar; typedef Dense StorageKind; typedef IndexType_ Index; static const int NumDimensions = NumIndices_; static const int Layout = Options_ & RowMajor ? RowMajor : ColMajor; enum { Options = Options_, Flags = compute_tensor_flags<Scalar_, Options_>::ret | (is_const<Scalar_>::value ? 0 : LvalueBit) }; template <typename T> struct MakePointer { typedef T* Type; }; }; template<typename Scalar_, typename Dimensions, int Options_, typename IndexType_> struct traits<TensorFixedSize<Scalar_, Dimensions, Options_, IndexType_> > { typedef Scalar_ Scalar; typedef Dense StorageKind; typedef IndexType_ Index; static const int NumDimensions = array_size<Dimensions>::value; static const int Layout = Options_ & RowMajor ? RowMajor : ColMajor; enum { Options = Options_, Flags = compute_tensor_flags<Scalar_, Options_>::ret | (is_const<Scalar_>::value ? 0: LvalueBit) }; template <typename T> struct MakePointer { typedef T* Type; }; }; template<typename PlainObjectType, int Options_, template <class> class MakePointer_> struct traits<TensorMap<PlainObjectType, Options_, MakePointer_> > : public traits<PlainObjectType> { typedef traits<PlainObjectType> BaseTraits; typedef typename BaseTraits::Scalar Scalar; typedef typename BaseTraits::StorageKind StorageKind; typedef typename BaseTraits::Index Index; static const int NumDimensions = BaseTraits::NumDimensions; static const int Layout = BaseTraits::Layout; enum { Options = Options_, Flags = BaseTraits::Flags }; template <class T> struct MakePointer { // Intermediate typedef to workaround MSVC issue. typedef MakePointer_<T> MakePointerT; typedef typename MakePointerT::Type Type; }; }; template<typename PlainObjectType> struct traits<TensorRef<PlainObjectType> > : public traits<PlainObjectType> { typedef traits<PlainObjectType> BaseTraits; typedef typename BaseTraits::Scalar Scalar; typedef typename BaseTraits::StorageKind StorageKind; typedef typename BaseTraits::Index Index; static const int NumDimensions = BaseTraits::NumDimensions; static const int Layout = BaseTraits::Layout; enum { Options = BaseTraits::Options, Flags = BaseTraits::Flags }; }; template<typename _Scalar, int NumIndices_, int Options, typename IndexType_> struct eval<Tensor<_Scalar, NumIndices_, Options, IndexType_>, Eigen::Dense> { typedef const Tensor<_Scalar, NumIndices_, Options, IndexType_>& type; }; template<typename _Scalar, int NumIndices_, int Options, typename IndexType_> struct eval<const Tensor<_Scalar, NumIndices_, Options, IndexType_>, Eigen::Dense> { typedef const Tensor<_Scalar, NumIndices_, Options, IndexType_>& type; }; template<typename Scalar_, typename Dimensions, int Options, typename IndexType_> struct eval<TensorFixedSize<Scalar_, Dimensions, Options, IndexType_>, Eigen::Dense> { typedef const TensorFixedSize<Scalar_, Dimensions, Options, IndexType_>& type; }; template<typename Scalar_, typename Dimensions, int Options, typename IndexType_> struct eval<const TensorFixedSize<Scalar_, Dimensions, Options, IndexType_>, Eigen::Dense> { typedef const TensorFixedSize<Scalar_, Dimensions, Options, IndexType_>& type; }; template<typename PlainObjectType, int Options, template <class> class MakePointer> struct eval<TensorMap<PlainObjectType, Options, MakePointer>, Eigen::Dense> { typedef const TensorMap<PlainObjectType, Options, MakePointer>& type; }; template<typename PlainObjectType, int Options, template <class> class MakePointer> struct eval<const TensorMap<PlainObjectType, Options, MakePointer>, Eigen::Dense> { typedef const TensorMap<PlainObjectType, Options, MakePointer>& type; }; template<typename PlainObjectType> struct eval<TensorRef<PlainObjectType>, Eigen::Dense> { typedef const TensorRef<PlainObjectType>& type; }; template<typename PlainObjectType> struct eval<const TensorRef<PlainObjectType>, Eigen::Dense> { typedef const TensorRef<PlainObjectType>& type; }; // TODO nested<> does not exist anymore in Eigen/Core, and it thus has to be removed in favor of ref_selector. template<typename T, int n=1, typename PlainObject = void> struct nested { typedef typename ref_selector<T>::type type; }; template <typename Scalar_, int NumIndices_, int Options_, typename IndexType_> struct nested<Tensor<Scalar_, NumIndices_, Options_, IndexType_> > { typedef const Tensor<Scalar_, NumIndices_, Options_, IndexType_>& type; }; template <typename Scalar_, int NumIndices_, int Options_, typename IndexType_> struct nested<const Tensor<Scalar_, NumIndices_, Options_, IndexType_> > { typedef const Tensor<Scalar_, NumIndices_, Options_, IndexType_>& type; }; template <typename Scalar_, typename Dimensions, int Options, typename IndexType_> struct nested<TensorFixedSize<Scalar_, Dimensions, Options, IndexType_> > { typedef const TensorFixedSize<Scalar_, Dimensions, Options, IndexType_>& type; }; template <typename Scalar_, typename Dimensions, int Options, typename IndexType_> struct nested<const TensorFixedSize<Scalar_, Dimensions, Options, IndexType_> > { typedef const TensorFixedSize<Scalar_, Dimensions, Options, IndexType_>& type; }; template <typename PlainObjectType, int Options, template <class> class MakePointer> struct nested<TensorMap<PlainObjectType, Options, MakePointer> > { typedef const TensorMap<PlainObjectType, Options, MakePointer>& type; }; template <typename PlainObjectType, int Options, template <class> class MakePointer> struct nested<const TensorMap<PlainObjectType, Options, MakePointer> > { typedef const TensorMap<PlainObjectType, Options, MakePointer>& type; }; template <typename PlainObjectType> struct nested<TensorRef<PlainObjectType> > { typedef const TensorRef<PlainObjectType>& type; }; template <typename PlainObjectType> struct nested<const TensorRef<PlainObjectType> > { typedef const TensorRef<PlainObjectType>& type; }; } // end namespace internal // Convolutional layers take in an input tensor of shape (D, R, C, B), or (D, C, // R, B), and convolve it with a set of filters, which can also be presented as // a tensor (D, K, K, M), where M is the number of filters, K is the filter // size, and each 3-dimensional tensor of size (D, K, K) is a filter. For // simplicity we assume that we always use square filters (which is usually the // case in images), hence the two Ks in the tensor dimension. It also takes in // a few additional parameters: // Stride (S): The convolution stride is the offset between locations where we // apply the filters. A larger stride means that the output will be // spatially smaller. // Padding (P): The padding we apply to the input tensor along the R and C // dimensions. This is usually used to make sure that the spatial // dimensions of the output matches our intention. // // Two types of padding are often used: // SAME: The pad value is computed so that the output will have size // R/S and C/S. // VALID: no padding is carried out. // When we do padding, the padded values at the padded locations are usually // zero. // // The output dimensions for convolution, when given all the parameters above, // are as follows: // When Padding = SAME: the output size is (B, R', C', M), where // R' = ceil(float(R) / float(S)) // C' = ceil(float(C) / float(S)) // where ceil is the ceiling function. The input tensor is padded with 0 as // needed. The number of padded rows and columns are computed as: // Pr = ((R' - 1) * S + K - R) / 2 // Pc = ((C' - 1) * S + K - C) / 2 // when the stride is 1, we have the simplified case R'=R, C'=C, Pr=Pc=(K-1)/2. // This is where SAME comes from - the output has the same size as the input has. // When Padding = VALID: the output size is computed as // R' = ceil(float(R - K + 1) / float(S)) // C' = ceil(float(C - K + 1) / float(S)) // and the number of padded rows and columns are computed in the same way as in // the SAME case. // When the stride is 1, we have the simplified case R'=R-K+1, C'=C-K+1, Pr=0, // Pc=0. typedef enum { PADDING_VALID = 1, PADDING_SAME = 2 } PaddingType; } // end namespace Eigen #endif // EIGEN_CXX11_TENSOR_TENSOR_TRAITS_H
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33.6337
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abess-master/python/include/unsupported/Eigen/CXX11/src/Tensor/TensorUInt128.h
// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2015 Benoit Steiner <[email protected]> // // 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_CXX11_TENSOR_TENSOR_UINT128_H #define EIGEN_CXX11_TENSOR_TENSOR_UINT128_H namespace Eigen { namespace internal { template <uint64_t n> struct static_val { static const uint64_t value = n; EIGEN_DEVICE_FUNC EIGEN_ALWAYS_INLINE operator uint64_t() const { return n; } EIGEN_DEVICE_FUNC EIGEN_ALWAYS_INLINE static_val() { } template <typename T> EIGEN_DEVICE_FUNC EIGEN_ALWAYS_INLINE static_val(const T& v) { eigen_assert(v == n); } }; template <typename HIGH = uint64_t, typename LOW = uint64_t> struct TensorUInt128 { HIGH high; LOW low; template<typename OTHER_HIGH, typename OTHER_LOW> EIGEN_DEVICE_FUNC EIGEN_ALWAYS_INLINE TensorUInt128(const TensorUInt128<OTHER_HIGH, OTHER_LOW>& other) : high(other.high), low(other.low) { EIGEN_STATIC_ASSERT(sizeof(OTHER_HIGH) <= sizeof(HIGH), YOU_MADE_A_PROGRAMMING_MISTAKE); EIGEN_STATIC_ASSERT(sizeof(OTHER_LOW) <= sizeof(LOW), YOU_MADE_A_PROGRAMMING_MISTAKE); } template<typename OTHER_HIGH, typename OTHER_LOW> EIGEN_DEVICE_FUNC EIGEN_ALWAYS_INLINE TensorUInt128& operator = (const TensorUInt128<OTHER_HIGH, OTHER_LOW>& other) { EIGEN_STATIC_ASSERT(sizeof(OTHER_HIGH) <= sizeof(HIGH), YOU_MADE_A_PROGRAMMING_MISTAKE); EIGEN_STATIC_ASSERT(sizeof(OTHER_LOW) <= sizeof(LOW), YOU_MADE_A_PROGRAMMING_MISTAKE); high = other.high; low = other.low; return *this; } template<typename T> EIGEN_DEVICE_FUNC EIGEN_ALWAYS_INLINE explicit TensorUInt128(const T& x) : high(0), low(x) { eigen_assert((static_cast<typename conditional<sizeof(T) == 8, uint64_t, uint32_t>::type>(x) <= NumTraits<uint64_t>::highest())); eigen_assert(x >= 0); } EIGEN_DEVICE_FUNC EIGEN_ALWAYS_INLINE TensorUInt128(HIGH y, LOW x) : high(y), low(x) { } EIGEN_DEVICE_FUNC EIGEN_ALWAYS_INLINE operator LOW() const { return low; } EIGEN_DEVICE_FUNC EIGEN_ALWAYS_INLINE LOW lower() const { return low; } EIGEN_DEVICE_FUNC EIGEN_ALWAYS_INLINE HIGH upper() const { return high; } }; template <typename HL, typename LL, typename HR, typename LR> EIGEN_DEVICE_FUNC EIGEN_ALWAYS_INLINE bool operator == (const TensorUInt128<HL, LL>& lhs, const TensorUInt128<HR, LR>& rhs) { return (lhs.high == rhs.high) & (lhs.low == rhs.low); } template <typename HL, typename LL, typename HR, typename LR> EIGEN_DEVICE_FUNC EIGEN_ALWAYS_INLINE bool operator != (const TensorUInt128<HL, LL>& lhs, const TensorUInt128<HR, LR>& rhs) { return (lhs.high != rhs.high) | (lhs.low != rhs.low); } template <typename HL, typename LL, typename HR, typename LR> EIGEN_DEVICE_FUNC EIGEN_ALWAYS_INLINE bool operator >= (const TensorUInt128<HL, LL>& lhs, const TensorUInt128<HR, LR>& rhs) { if (lhs.high != rhs.high) { return lhs.high > rhs.high; } return lhs.low >= rhs.low; } template <typename HL, typename LL, typename HR, typename LR> EIGEN_DEVICE_FUNC EIGEN_ALWAYS_INLINE bool operator < (const TensorUInt128<HL, LL>& lhs, const TensorUInt128<HR, LR>& rhs) { if (lhs.high != rhs.high) { return lhs.high < rhs.high; } return lhs.low < rhs.low; } template <typename HL, typename LL, typename HR, typename LR> EIGEN_DEVICE_FUNC EIGEN_ALWAYS_INLINE TensorUInt128<uint64_t, uint64_t> operator + (const TensorUInt128<HL, LL>& lhs, const TensorUInt128<HR, LR>& rhs) { TensorUInt128<uint64_t, uint64_t> result(lhs.high + rhs.high, lhs.low + rhs.low); if (result.low < rhs.low) { result.high += 1; } return result; } template <typename HL, typename LL, typename HR, typename LR> EIGEN_DEVICE_FUNC EIGEN_ALWAYS_INLINE TensorUInt128<uint64_t, uint64_t> operator - (const TensorUInt128<HL, LL>& lhs, const TensorUInt128<HR, LR>& rhs) { TensorUInt128<uint64_t, uint64_t> result(lhs.high - rhs.high, lhs.low - rhs.low); if (result.low > lhs.low) { result.high -= 1; } return result; } template <typename HL, typename LL, typename HR, typename LR> static EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorUInt128<uint64_t, uint64_t> operator * (const TensorUInt128<HL, LL>& lhs, const TensorUInt128<HR, LR>& rhs) { // Split each 128-bit integer into 4 32-bit integers, and then do the // multiplications by hand as follow: // lhs a b c d // rhs e f g h // ----------- // ah bh ch dh // bg cg dg // cf df // de // The result is stored in 2 64bit integers, high and low. const uint64_t LOW = 0x00000000FFFFFFFFLL; const uint64_t HIGH = 0xFFFFFFFF00000000LL; uint64_t d = lhs.low & LOW; uint64_t c = (lhs.low & HIGH) >> 32LL; uint64_t b = lhs.high & LOW; uint64_t a = (lhs.high & HIGH) >> 32LL; uint64_t h = rhs.low & LOW; uint64_t g = (rhs.low & HIGH) >> 32LL; uint64_t f = rhs.high & LOW; uint64_t e = (rhs.high & HIGH) >> 32LL; // Compute the low 32 bits of low uint64_t acc = d * h; uint64_t low = acc & LOW; // Compute the high 32 bits of low. Add a carry every time we wrap around acc >>= 32LL; uint64_t carry = 0; uint64_t acc2 = acc + c * h; if (acc2 < acc) { carry++; } acc = acc2 + d * g; if (acc < acc2) { carry++; } low |= (acc << 32LL); // Carry forward the high bits of acc to initiate the computation of the // low 32 bits of high acc2 = (acc >> 32LL) | (carry << 32LL); carry = 0; acc = acc2 + b * h; if (acc < acc2) { carry++; } acc2 = acc + c * g; if (acc2 < acc) { carry++; } acc = acc2 + d * f; if (acc < acc2) { carry++; } uint64_t high = acc & LOW; // Start to compute the high 32 bits of high. acc2 = (acc >> 32LL) | (carry << 32LL); acc = acc2 + a * h; acc2 = acc + b * g; acc = acc2 + c * f; acc2 = acc + d * e; high |= (acc2 << 32LL); return TensorUInt128<uint64_t, uint64_t>(high, low); } template <typename HL, typename LL, typename HR, typename LR> static EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorUInt128<uint64_t, uint64_t> operator / (const TensorUInt128<HL, LL>& lhs, const TensorUInt128<HR, LR>& rhs) { if (rhs == TensorUInt128<static_val<0>, static_val<1> >(1)) { return TensorUInt128<uint64_t, uint64_t>(lhs.high, lhs.low); } else if (lhs < rhs) { return TensorUInt128<uint64_t, uint64_t>(0); } else { // calculate the biggest power of 2 times rhs that's less than or equal to lhs TensorUInt128<uint64_t, uint64_t> power2(1); TensorUInt128<uint64_t, uint64_t> d(rhs); TensorUInt128<uint64_t, uint64_t> tmp(lhs - d); while (lhs >= d) { tmp = tmp - d; d = d + d; power2 = power2 + power2; } tmp = TensorUInt128<uint64_t, uint64_t>(lhs.high, lhs.low); TensorUInt128<uint64_t, uint64_t> result(0); while (power2 != TensorUInt128<static_val<0>, static_val<0> >(0)) { if (tmp >= d) { tmp = tmp - d; result = result + power2; } // Shift right power2 = TensorUInt128<uint64_t, uint64_t>(power2.high >> 1, (power2.low >> 1) | (power2.high << 63)); d = TensorUInt128<uint64_t, uint64_t>(d.high >> 1, (d.low >> 1) | (d.high << 63)); } return result; } } } // namespace internal } // namespace Eigen #endif // EIGEN_CXX11_TENSOR_TENSOR_UINT128_H
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29.212851
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abess-master/python/include/unsupported/Eigen/CXX11/src/Tensor/TensorVolumePatch.h
// This file is part of Eigen, a lightweight C++ template library // for linear algebra. #ifndef EIGEN_CXX11_TENSOR_TENSOR_VOLUME_PATCH_H #define EIGEN_CXX11_TENSOR_TENSOR_VOLUME_PATCH_H namespace Eigen { /** \class TensorVolumePatch * \ingroup CXX11_Tensor_Module * * \brief Patch extraction specialized for processing of volumetric data. * This assumes that the input has a least 4 dimensions ordered as follows: * - channels * - planes * - rows * - columns * - (optional) additional dimensions such as time or batch size. * Calling the volume patch code with patch_planes, patch_rows, and patch_cols * is equivalent to calling the regular patch extraction code with parameters * d, patch_planes, patch_rows, patch_cols, and 1 for all the additional * dimensions. */ namespace internal { template<DenseIndex Planes, DenseIndex Rows, DenseIndex Cols, typename XprType> struct traits<TensorVolumePatchOp<Planes, Rows, Cols, XprType> > : public traits<XprType> { typedef typename internal::remove_const<typename XprType::Scalar>::type Scalar; typedef traits<XprType> XprTraits; typedef typename XprTraits::StorageKind StorageKind; typedef typename XprTraits::Index Index; typedef typename XprType::Nested Nested; typedef typename remove_reference<Nested>::type _Nested; static const int NumDimensions = XprTraits::NumDimensions + 1; static const int Layout = XprTraits::Layout; }; template<DenseIndex Planes, DenseIndex Rows, DenseIndex Cols, typename XprType> struct eval<TensorVolumePatchOp<Planes, Rows, Cols, XprType>, Eigen::Dense> { typedef const TensorVolumePatchOp<Planes, Rows, Cols, XprType>& type; }; template<DenseIndex Planes, DenseIndex Rows, DenseIndex Cols, typename XprType> struct nested<TensorVolumePatchOp<Planes, Rows, Cols, XprType>, 1, typename eval<TensorVolumePatchOp<Planes, Rows, Cols, XprType> >::type> { typedef TensorVolumePatchOp<Planes, Rows, Cols, XprType> type; }; } // end namespace internal template<DenseIndex Planes, DenseIndex Rows, DenseIndex Cols, typename XprType> class TensorVolumePatchOp : public TensorBase<TensorVolumePatchOp<Planes, Rows, Cols, XprType>, ReadOnlyAccessors> { public: typedef typename Eigen::internal::traits<TensorVolumePatchOp>::Scalar Scalar; typedef typename Eigen::NumTraits<Scalar>::Real RealScalar; typedef typename XprType::CoeffReturnType CoeffReturnType; typedef typename Eigen::internal::nested<TensorVolumePatchOp>::type Nested; typedef typename Eigen::internal::traits<TensorVolumePatchOp>::StorageKind StorageKind; typedef typename Eigen::internal::traits<TensorVolumePatchOp>::Index Index; EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorVolumePatchOp(const XprType& expr, DenseIndex patch_planes, DenseIndex patch_rows, DenseIndex patch_cols, DenseIndex plane_strides, DenseIndex row_strides, DenseIndex col_strides, DenseIndex in_plane_strides, DenseIndex in_row_strides, DenseIndex in_col_strides, DenseIndex plane_inflate_strides, DenseIndex row_inflate_strides, DenseIndex col_inflate_strides, PaddingType padding_type, Scalar padding_value) : m_xpr(expr), m_patch_planes(patch_planes), m_patch_rows(patch_rows), m_patch_cols(patch_cols), m_plane_strides(plane_strides), m_row_strides(row_strides), m_col_strides(col_strides), m_in_plane_strides(in_plane_strides), m_in_row_strides(in_row_strides), m_in_col_strides(in_col_strides), m_plane_inflate_strides(plane_inflate_strides), m_row_inflate_strides(row_inflate_strides), m_col_inflate_strides(col_inflate_strides), m_padding_explicit(false), m_padding_top_z(0), m_padding_bottom_z(0), m_padding_top(0), m_padding_bottom(0), m_padding_left(0), m_padding_right(0), m_padding_type(padding_type), m_padding_value(padding_value) {} EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorVolumePatchOp(const XprType& expr, DenseIndex patch_planes, DenseIndex patch_rows, DenseIndex patch_cols, DenseIndex plane_strides, DenseIndex row_strides, DenseIndex col_strides, DenseIndex in_plane_strides, DenseIndex in_row_strides, DenseIndex in_col_strides, DenseIndex plane_inflate_strides, DenseIndex row_inflate_strides, DenseIndex col_inflate_strides, DenseIndex padding_top_z, DenseIndex padding_bottom_z, DenseIndex padding_top, DenseIndex padding_bottom, DenseIndex padding_left, DenseIndex padding_right, Scalar padding_value) : m_xpr(expr), m_patch_planes(patch_planes), m_patch_rows(patch_rows), m_patch_cols(patch_cols), m_plane_strides(plane_strides), m_row_strides(row_strides), m_col_strides(col_strides), m_in_plane_strides(in_plane_strides), m_in_row_strides(in_row_strides), m_in_col_strides(in_col_strides), m_plane_inflate_strides(plane_inflate_strides), m_row_inflate_strides(row_inflate_strides), m_col_inflate_strides(col_inflate_strides), m_padding_explicit(true), m_padding_top_z(padding_top_z), m_padding_bottom_z(padding_bottom_z), m_padding_top(padding_top), m_padding_bottom(padding_bottom), m_padding_left(padding_left), m_padding_right(padding_right), m_padding_type(PADDING_VALID), m_padding_value(padding_value) {} EIGEN_DEVICE_FUNC DenseIndex patch_planes() const { return m_patch_planes; } EIGEN_DEVICE_FUNC DenseIndex patch_rows() const { return m_patch_rows; } EIGEN_DEVICE_FUNC DenseIndex patch_cols() const { return m_patch_cols; } EIGEN_DEVICE_FUNC DenseIndex plane_strides() const { return m_plane_strides; } EIGEN_DEVICE_FUNC DenseIndex row_strides() const { return m_row_strides; } EIGEN_DEVICE_FUNC DenseIndex col_strides() const { return m_col_strides; } EIGEN_DEVICE_FUNC DenseIndex in_plane_strides() const { return m_in_plane_strides; } EIGEN_DEVICE_FUNC DenseIndex in_row_strides() const { return m_in_row_strides; } EIGEN_DEVICE_FUNC DenseIndex in_col_strides() const { return m_in_col_strides; } EIGEN_DEVICE_FUNC DenseIndex plane_inflate_strides() const { return m_plane_inflate_strides; } EIGEN_DEVICE_FUNC DenseIndex row_inflate_strides() const { return m_row_inflate_strides; } EIGEN_DEVICE_FUNC DenseIndex col_inflate_strides() const { return m_col_inflate_strides; } EIGEN_DEVICE_FUNC bool padding_explicit() const { return m_padding_explicit; } EIGEN_DEVICE_FUNC DenseIndex padding_top_z() const { return m_padding_top_z; } EIGEN_DEVICE_FUNC DenseIndex padding_bottom_z() const { return m_padding_bottom_z; } EIGEN_DEVICE_FUNC DenseIndex padding_top() const { return m_padding_top; } EIGEN_DEVICE_FUNC DenseIndex padding_bottom() const { return m_padding_bottom; } EIGEN_DEVICE_FUNC DenseIndex padding_left() const { return m_padding_left; } EIGEN_DEVICE_FUNC DenseIndex padding_right() const { return m_padding_right; } EIGEN_DEVICE_FUNC PaddingType padding_type() const { return m_padding_type; } EIGEN_DEVICE_FUNC Scalar padding_value() const { return m_padding_value; } EIGEN_DEVICE_FUNC const typename internal::remove_all<typename XprType::Nested>::type& expression() const { return m_xpr; } protected: typename XprType::Nested m_xpr; const DenseIndex m_patch_planes; const DenseIndex m_patch_rows; const DenseIndex m_patch_cols; const DenseIndex m_plane_strides; const DenseIndex m_row_strides; const DenseIndex m_col_strides; const DenseIndex m_in_plane_strides; const DenseIndex m_in_row_strides; const DenseIndex m_in_col_strides; const DenseIndex m_plane_inflate_strides; const DenseIndex m_row_inflate_strides; const DenseIndex m_col_inflate_strides; const bool m_padding_explicit; const DenseIndex m_padding_top_z; const DenseIndex m_padding_bottom_z; const DenseIndex m_padding_top; const DenseIndex m_padding_bottom; const DenseIndex m_padding_left; const DenseIndex m_padding_right; const PaddingType m_padding_type; const Scalar m_padding_value; }; // Eval as rvalue template<DenseIndex Planes, DenseIndex Rows, DenseIndex Cols, typename ArgType, typename Device> struct TensorEvaluator<const TensorVolumePatchOp<Planes, Rows, Cols, ArgType>, Device> { typedef TensorVolumePatchOp<Planes, Rows, Cols, ArgType> XprType; typedef typename XprType::Index Index; static const int NumInputDims = internal::array_size<typename TensorEvaluator<ArgType, Device>::Dimensions>::value; static const int NumDims = NumInputDims + 1; typedef DSizes<Index, NumDims> Dimensions; typedef typename internal::remove_const<typename XprType::Scalar>::type Scalar; typedef typename XprType::CoeffReturnType CoeffReturnType; typedef typename PacketType<CoeffReturnType, Device>::type PacketReturnType; static const int PacketSize = internal::unpacket_traits<PacketReturnType>::size; enum { IsAligned = false, PacketAccess = TensorEvaluator<ArgType, Device>::PacketAccess, BlockAccess = false, Layout = TensorEvaluator<ArgType, Device>::Layout, CoordAccess = false, RawAccess = false }; EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorEvaluator(const XprType& op, const Device& device) : m_impl(op.expression(), device) { EIGEN_STATIC_ASSERT((NumDims >= 5), YOU_MADE_A_PROGRAMMING_MISTAKE); m_paddingValue = op.padding_value(); const typename TensorEvaluator<ArgType, Device>::Dimensions& input_dims = m_impl.dimensions(); // Cache a few variables. if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) { m_inputDepth = input_dims[0]; m_inputPlanes = input_dims[1]; m_inputRows = input_dims[2]; m_inputCols = input_dims[3]; } else { m_inputDepth = input_dims[NumInputDims-1]; m_inputPlanes = input_dims[NumInputDims-2]; m_inputRows = input_dims[NumInputDims-3]; m_inputCols = input_dims[NumInputDims-4]; } m_plane_strides = op.plane_strides(); m_row_strides = op.row_strides(); m_col_strides = op.col_strides(); // Input strides and effective input/patch size m_in_plane_strides = op.in_plane_strides(); m_in_row_strides = op.in_row_strides(); m_in_col_strides = op.in_col_strides(); m_plane_inflate_strides = op.plane_inflate_strides(); m_row_inflate_strides = op.row_inflate_strides(); m_col_inflate_strides = op.col_inflate_strides(); // The "effective" spatial size after inflating data with zeros. m_input_planes_eff = (m_inputPlanes - 1) * m_plane_inflate_strides + 1; m_input_rows_eff = (m_inputRows - 1) * m_row_inflate_strides + 1; m_input_cols_eff = (m_inputCols - 1) * m_col_inflate_strides + 1; m_patch_planes_eff = op.patch_planes() + (op.patch_planes() - 1) * (m_in_plane_strides - 1); m_patch_rows_eff = op.patch_rows() + (op.patch_rows() - 1) * (m_in_row_strides - 1); m_patch_cols_eff = op.patch_cols() + (op.patch_cols() - 1) * (m_in_col_strides - 1); if (op.padding_explicit()) { m_outputPlanes = numext::ceil((m_input_planes_eff + op.padding_top_z() + op.padding_bottom_z() - m_patch_planes_eff + 1.f) / static_cast<float>(m_plane_strides)); m_outputRows = numext::ceil((m_input_rows_eff + op.padding_top() + op.padding_bottom() - m_patch_rows_eff + 1.f) / static_cast<float>(m_row_strides)); m_outputCols = numext::ceil((m_input_cols_eff + op.padding_left() + op.padding_right() - m_patch_cols_eff + 1.f) / static_cast<float>(m_col_strides)); m_planePaddingTop = op.padding_top_z(); m_rowPaddingTop = op.padding_top(); m_colPaddingLeft = op.padding_left(); } else { // Computing padding from the type switch (op.padding_type()) { case PADDING_VALID: m_outputPlanes = numext::ceil((m_input_planes_eff - m_patch_planes_eff + 1.f) / static_cast<float>(m_plane_strides)); m_outputRows = numext::ceil((m_input_rows_eff - m_patch_rows_eff + 1.f) / static_cast<float>(m_row_strides)); m_outputCols = numext::ceil((m_input_cols_eff - m_patch_cols_eff + 1.f) / static_cast<float>(m_col_strides)); m_planePaddingTop = 0; m_rowPaddingTop = 0; m_colPaddingLeft = 0; break; case PADDING_SAME: { m_outputPlanes = numext::ceil(m_input_planes_eff / static_cast<float>(m_plane_strides)); m_outputRows = numext::ceil(m_input_rows_eff / static_cast<float>(m_row_strides)); m_outputCols = numext::ceil(m_input_cols_eff / static_cast<float>(m_col_strides)); const Index dz = m_outputPlanes * m_plane_strides + m_patch_planes_eff - 1 - m_input_planes_eff; const Index dy = m_outputRows * m_row_strides + m_patch_rows_eff - 1 - m_input_rows_eff; const Index dx = m_outputCols * m_col_strides + m_patch_cols_eff - 1 - m_input_cols_eff; m_planePaddingTop = dz - dz / 2; m_rowPaddingTop = dy - dy / 2; m_colPaddingLeft = dx - dx / 2; break; } default: eigen_assert(false && "unexpected padding"); } } eigen_assert(m_outputRows > 0); eigen_assert(m_outputCols > 0); eigen_assert(m_outputPlanes > 0); // Dimensions for result of extraction. if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) { // ColMajor // 0: depth // 1: patch_planes // 2: patch_rows // 3: patch_cols // 4: number of patches // 5 and beyond: anything else (such as batch). m_dimensions[0] = input_dims[0]; m_dimensions[1] = op.patch_planes(); m_dimensions[2] = op.patch_rows(); m_dimensions[3] = op.patch_cols(); m_dimensions[4] = m_outputPlanes * m_outputRows * m_outputCols; for (int i = 5; i < NumDims; ++i) { m_dimensions[i] = input_dims[i-1]; } } else { // RowMajor // NumDims-1: depth // NumDims-2: patch_planes // NumDims-3: patch_rows // NumDims-4: patch_cols // NumDims-5: number of patches // NumDims-6 and beyond: anything else (such as batch). m_dimensions[NumDims-1] = input_dims[NumInputDims-1]; m_dimensions[NumDims-2] = op.patch_planes(); m_dimensions[NumDims-3] = op.patch_rows(); m_dimensions[NumDims-4] = op.patch_cols(); m_dimensions[NumDims-5] = m_outputPlanes * m_outputRows * m_outputCols; for (int i = NumDims-6; i >= 0; --i) { m_dimensions[i] = input_dims[i]; } } // Strides for the output tensor. if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) { m_rowStride = m_dimensions[1]; m_colStride = m_dimensions[2] * m_rowStride; m_patchStride = m_colStride * m_dimensions[3] * m_dimensions[0]; m_otherStride = m_patchStride * m_dimensions[4]; } else { m_rowStride = m_dimensions[NumDims-2]; m_colStride = m_dimensions[NumDims-3] * m_rowStride; m_patchStride = m_colStride * m_dimensions[NumDims-4] * m_dimensions[NumDims-1]; m_otherStride = m_patchStride * m_dimensions[NumDims-5]; } // Strides for navigating through the input tensor. m_planeInputStride = m_inputDepth; m_rowInputStride = m_inputDepth * m_inputPlanes; m_colInputStride = m_inputDepth * m_inputRows * m_inputPlanes; m_otherInputStride = m_inputDepth * m_inputRows * m_inputCols * m_inputPlanes; m_outputPlanesRows = m_outputPlanes * m_outputRows; // Fast representations of different variables. m_fastOtherStride = internal::TensorIntDivisor<Index>(m_otherStride); m_fastPatchStride = internal::TensorIntDivisor<Index>(m_patchStride); m_fastColStride = internal::TensorIntDivisor<Index>(m_colStride); m_fastRowStride = internal::TensorIntDivisor<Index>(m_rowStride); m_fastInputRowStride = internal::TensorIntDivisor<Index>(m_row_inflate_strides); m_fastInputColStride = internal::TensorIntDivisor<Index>(m_col_inflate_strides); m_fastInputPlaneStride = internal::TensorIntDivisor<Index>(m_plane_inflate_strides); m_fastInputColsEff = internal::TensorIntDivisor<Index>(m_input_cols_eff); m_fastOutputPlanes = internal::TensorIntDivisor<Index>(m_outputPlanes); m_fastOutputPlanesRows = internal::TensorIntDivisor<Index>(m_outputPlanesRows); if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) { m_fastOutputDepth = internal::TensorIntDivisor<Index>(m_dimensions[0]); } else { m_fastOutputDepth = internal::TensorIntDivisor<Index>(m_dimensions[NumDims-1]); } } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Dimensions& dimensions() const { return m_dimensions; } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE bool evalSubExprsIfNeeded(Scalar* /*data*/) { m_impl.evalSubExprsIfNeeded(NULL); return true; } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void cleanup() { m_impl.cleanup(); } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE CoeffReturnType coeff(Index index) const { // Patch index corresponding to the passed in index. const Index patchIndex = index / m_fastPatchStride; // Spatial offset within the patch. This has to be translated into 3D // coordinates within the patch. const Index patchOffset = (index - patchIndex * m_patchStride) / m_fastOutputDepth; // Batch, etc. const Index otherIndex = (NumDims == 5) ? 0 : index / m_fastOtherStride; const Index patch3DIndex = (NumDims == 5) ? patchIndex : (index - otherIndex * m_otherStride) / m_fastPatchStride; // Calculate column index in the input original tensor. const Index colIndex = patch3DIndex / m_fastOutputPlanesRows; const Index colOffset = patchOffset / m_fastColStride; const Index inputCol = colIndex * m_col_strides + colOffset * m_in_col_strides - m_colPaddingLeft; const Index origInputCol = (m_col_inflate_strides == 1) ? inputCol : ((inputCol >= 0) ? (inputCol / m_fastInputColStride) : 0); if (inputCol < 0 || inputCol >= m_input_cols_eff || ((m_col_inflate_strides != 1) && (inputCol != origInputCol * m_col_inflate_strides))) { return Scalar(m_paddingValue); } // Calculate row index in the original input tensor. const Index rowIndex = (patch3DIndex - colIndex * m_outputPlanesRows) / m_fastOutputPlanes; const Index rowOffset = (patchOffset - colOffset * m_colStride) / m_fastRowStride; const Index inputRow = rowIndex * m_row_strides + rowOffset * m_in_row_strides - m_rowPaddingTop; const Index origInputRow = (m_row_inflate_strides == 1) ? inputRow : ((inputRow >= 0) ? (inputRow / m_fastInputRowStride) : 0); if (inputRow < 0 || inputRow >= m_input_rows_eff || ((m_row_inflate_strides != 1) && (inputRow != origInputRow * m_row_inflate_strides))) { return Scalar(m_paddingValue); } // Calculate plane index in the original input tensor. const Index planeIndex = (patch3DIndex - m_outputPlanes * (colIndex * m_outputRows + rowIndex)); const Index planeOffset = patchOffset - colOffset * m_colStride - rowOffset * m_rowStride; const Index inputPlane = planeIndex * m_plane_strides + planeOffset * m_in_plane_strides - m_planePaddingTop; const Index origInputPlane = (m_plane_inflate_strides == 1) ? inputPlane : ((inputPlane >= 0) ? (inputPlane / m_fastInputPlaneStride) : 0); if (inputPlane < 0 || inputPlane >= m_input_planes_eff || ((m_plane_inflate_strides != 1) && (inputPlane != origInputPlane * m_plane_inflate_strides))) { return Scalar(m_paddingValue); } const int depth_index = static_cast<int>(Layout) == static_cast<int>(ColMajor) ? 0 : NumDims - 1; const Index depth = index - (index / m_fastOutputDepth) * m_dimensions[depth_index]; const Index inputIndex = depth + origInputRow * m_rowInputStride + origInputCol * m_colInputStride + origInputPlane * m_planeInputStride + otherIndex * m_otherInputStride; return m_impl.coeff(inputIndex); } template<int LoadMode> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE PacketReturnType packet(Index index) const { EIGEN_STATIC_ASSERT((PacketSize > 1), YOU_MADE_A_PROGRAMMING_MISTAKE) eigen_assert(index+PacketSize-1 < dimensions().TotalSize()); if (m_in_row_strides != 1 || m_in_col_strides != 1 || m_row_inflate_strides != 1 || m_col_inflate_strides != 1 || m_in_plane_strides != 1 || m_plane_inflate_strides != 1) { return packetWithPossibleZero(index); } const Index indices[2] = {index, index + PacketSize - 1}; const Index patchIndex = indices[0] / m_fastPatchStride; if (patchIndex != indices[1] / m_fastPatchStride) { return packetWithPossibleZero(index); } const Index otherIndex = (NumDims == 5) ? 0 : indices[0] / m_fastOtherStride; eigen_assert(otherIndex == indices[1] / m_fastOtherStride); // Find the offset of the element wrt the location of the first element. const Index patchOffsets[2] = {(indices[0] - patchIndex * m_patchStride) / m_fastOutputDepth, (indices[1] - patchIndex * m_patchStride) / m_fastOutputDepth}; const Index patch3DIndex = (NumDims == 5) ? patchIndex : (indices[0] - otherIndex * m_otherStride) / m_fastPatchStride; eigen_assert(patch3DIndex == (indices[1] - otherIndex * m_otherStride) / m_fastPatchStride); const Index colIndex = patch3DIndex / m_fastOutputPlanesRows; const Index colOffsets[2] = { patchOffsets[0] / m_fastColStride, patchOffsets[1] / m_fastColStride}; // Calculate col indices in the original input tensor. const Index inputCols[2] = { colIndex * m_col_strides + colOffsets[0] - m_colPaddingLeft, colIndex * m_col_strides + colOffsets[1] - m_colPaddingLeft}; if (inputCols[1] < 0 || inputCols[0] >= m_inputCols) { return internal::pset1<PacketReturnType>(Scalar(m_paddingValue)); } if (inputCols[0] != inputCols[1]) { return packetWithPossibleZero(index); } const Index rowIndex = (patch3DIndex - colIndex * m_outputPlanesRows) / m_fastOutputPlanes; const Index rowOffsets[2] = { (patchOffsets[0] - colOffsets[0] * m_colStride) / m_fastRowStride, (patchOffsets[1] - colOffsets[1] * m_colStride) / m_fastRowStride}; eigen_assert(rowOffsets[0] <= rowOffsets[1]); // Calculate col indices in the original input tensor. const Index inputRows[2] = { rowIndex * m_row_strides + rowOffsets[0] - m_rowPaddingTop, rowIndex * m_row_strides + rowOffsets[1] - m_rowPaddingTop}; if (inputRows[1] < 0 || inputRows[0] >= m_inputRows) { return internal::pset1<PacketReturnType>(Scalar(m_paddingValue)); } if (inputRows[0] != inputRows[1]) { return packetWithPossibleZero(index); } const Index planeIndex = (patch3DIndex - m_outputPlanes * (colIndex * m_outputRows + rowIndex)); const Index planeOffsets[2] = { patchOffsets[0] - colOffsets[0] * m_colStride - rowOffsets[0] * m_rowStride, patchOffsets[1] - colOffsets[1] * m_colStride - rowOffsets[1] * m_rowStride}; eigen_assert(planeOffsets[0] <= planeOffsets[1]); const Index inputPlanes[2] = { planeIndex * m_plane_strides + planeOffsets[0] - m_planePaddingTop, planeIndex * m_plane_strides + planeOffsets[1] - m_planePaddingTop}; if (inputPlanes[1] < 0 || inputPlanes[0] >= m_inputPlanes) { return internal::pset1<PacketReturnType>(Scalar(m_paddingValue)); } if (inputPlanes[0] >= 0 && inputPlanes[1] < m_inputPlanes) { // no padding const int depth_index = static_cast<int>(Layout) == static_cast<int>(ColMajor) ? 0 : NumDims - 1; const Index depth = index - (index / m_fastOutputDepth) * m_dimensions[depth_index]; const Index inputIndex = depth + inputRows[0] * m_rowInputStride + inputCols[0] * m_colInputStride + m_planeInputStride * inputPlanes[0] + otherIndex * m_otherInputStride; return m_impl.template packet<Unaligned>(inputIndex); } return packetWithPossibleZero(index); } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorOpCost costPerCoeff(bool vectorized) const { const double compute_cost = 10 * TensorOpCost::DivCost<Index>() + 21 * TensorOpCost::MulCost<Index>() + 8 * TensorOpCost::AddCost<Index>(); return TensorOpCost(0, 0, compute_cost, vectorized, PacketSize); } EIGEN_DEVICE_FUNC Scalar* data() const { return NULL; } const TensorEvaluator<ArgType, Device>& impl() const { return m_impl; } Index planePaddingTop() const { return m_planePaddingTop; } Index rowPaddingTop() const { return m_rowPaddingTop; } Index colPaddingLeft() const { return m_colPaddingLeft; } Index outputPlanes() const { return m_outputPlanes; } Index outputRows() const { return m_outputRows; } Index outputCols() const { return m_outputCols; } Index userPlaneStride() const { return m_plane_strides; } Index userRowStride() const { return m_row_strides; } Index userColStride() const { return m_col_strides; } Index userInPlaneStride() const { return m_in_plane_strides; } Index userInRowStride() const { return m_in_row_strides; } Index userInColStride() const { return m_in_col_strides; } Index planeInflateStride() const { return m_plane_inflate_strides; } Index rowInflateStride() const { return m_row_inflate_strides; } Index colInflateStride() const { return m_col_inflate_strides; } protected: EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE PacketReturnType packetWithPossibleZero(Index index) const { EIGEN_ALIGN_MAX typename internal::remove_const<CoeffReturnType>::type values[PacketSize]; for (int i = 0; i < PacketSize; ++i) { values[i] = coeff(index+i); } PacketReturnType rslt = internal::pload<PacketReturnType>(values); return rslt; } Dimensions m_dimensions; // Parameters passed to the costructor. Index m_plane_strides; Index m_row_strides; Index m_col_strides; Index m_outputPlanes; Index m_outputRows; Index m_outputCols; Index m_planePaddingTop; Index m_rowPaddingTop; Index m_colPaddingLeft; Index m_in_plane_strides; Index m_in_row_strides; Index m_in_col_strides; Index m_plane_inflate_strides; Index m_row_inflate_strides; Index m_col_inflate_strides; // Cached input size. Index m_inputDepth; Index m_inputPlanes; Index m_inputRows; Index m_inputCols; // Other cached variables. Index m_outputPlanesRows; // Effective input/patch post-inflation size. Index m_input_planes_eff; Index m_input_rows_eff; Index m_input_cols_eff; Index m_patch_planes_eff; Index m_patch_rows_eff; Index m_patch_cols_eff; // Strides for the output tensor. Index m_otherStride; Index m_patchStride; Index m_rowStride; Index m_colStride; // Strides for the input tensor. Index m_planeInputStride; Index m_rowInputStride; Index m_colInputStride; Index m_otherInputStride; internal::TensorIntDivisor<Index> m_fastOtherStride; internal::TensorIntDivisor<Index> m_fastPatchStride; internal::TensorIntDivisor<Index> m_fastColStride; internal::TensorIntDivisor<Index> m_fastRowStride; internal::TensorIntDivisor<Index> m_fastInputPlaneStride; internal::TensorIntDivisor<Index> m_fastInputRowStride; internal::TensorIntDivisor<Index> m_fastInputColStride; internal::TensorIntDivisor<Index> m_fastInputColsEff; internal::TensorIntDivisor<Index> m_fastOutputPlanesRows; internal::TensorIntDivisor<Index> m_fastOutputPlanes; internal::TensorIntDivisor<Index> m_fastOutputDepth; Scalar m_paddingValue; TensorEvaluator<ArgType, Device> m_impl; }; } // end namespace Eigen #endif // EIGEN_CXX11_TENSOR_TENSOR_VOLUME_PATCH_H
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abess-master/python/include/unsupported/Eigen/CXX11/src/TensorSymmetry/DynamicSymmetry.h
// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2013 Christian Seiler <[email protected]> // // 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_CXX11_TENSORSYMMETRY_DYNAMICSYMMETRY_H #define EIGEN_CXX11_TENSORSYMMETRY_DYNAMICSYMMETRY_H namespace Eigen { class DynamicSGroup { public: inline explicit DynamicSGroup() : m_numIndices(1), m_elements(), m_generators(), m_globalFlags(0) { m_elements.push_back(ge(Generator(0, 0, 0))); } inline DynamicSGroup(const DynamicSGroup& o) : m_numIndices(o.m_numIndices), m_elements(o.m_elements), m_generators(o.m_generators), m_globalFlags(o.m_globalFlags) { } inline DynamicSGroup(DynamicSGroup&& o) : m_numIndices(o.m_numIndices), m_elements(), m_generators(o.m_generators), m_globalFlags(o.m_globalFlags) { std::swap(m_elements, o.m_elements); } inline DynamicSGroup& operator=(const DynamicSGroup& o) { m_numIndices = o.m_numIndices; m_elements = o.m_elements; m_generators = o.m_generators; m_globalFlags = o.m_globalFlags; return *this; } inline DynamicSGroup& operator=(DynamicSGroup&& o) { m_numIndices = o.m_numIndices; std::swap(m_elements, o.m_elements); m_generators = o.m_generators; m_globalFlags = o.m_globalFlags; return *this; } void add(int one, int two, int flags = 0); template<typename Gen_> inline void add(Gen_) { add(Gen_::One, Gen_::Two, Gen_::Flags); } inline void addSymmetry(int one, int two) { add(one, two, 0); } inline void addAntiSymmetry(int one, int two) { add(one, two, NegationFlag); } inline void addHermiticity(int one, int two) { add(one, two, ConjugationFlag); } inline void addAntiHermiticity(int one, int two) { add(one, two, NegationFlag | ConjugationFlag); } template<typename Op, typename RV, typename Index, std::size_t N, typename... Args> inline RV apply(const std::array<Index, N>& idx, RV initial, Args&&... args) const { eigen_assert(N >= m_numIndices && "Can only apply symmetry group to objects that have at least the required amount of indices."); for (std::size_t i = 0; i < size(); i++) initial = Op::run(h_permute(i, idx, typename internal::gen_numeric_list<int, N>::type()), m_elements[i].flags, initial, std::forward<Args>(args)...); return initial; } template<typename Op, typename RV, typename Index, typename... Args> inline RV apply(const std::vector<Index>& idx, RV initial, Args&&... args) const { eigen_assert(idx.size() >= m_numIndices && "Can only apply symmetry group to objects that have at least the required amount of indices."); for (std::size_t i = 0; i < size(); i++) initial = Op::run(h_permute(i, idx), m_elements[i].flags, initial, std::forward<Args>(args)...); return initial; } inline int globalFlags() const { return m_globalFlags; } inline std::size_t size() const { return m_elements.size(); } template<typename Tensor_, typename... IndexTypes> inline internal::tensor_symmetry_value_setter<Tensor_, DynamicSGroup> operator()(Tensor_& tensor, typename Tensor_::Index firstIndex, IndexTypes... otherIndices) const { static_assert(sizeof...(otherIndices) + 1 == Tensor_::NumIndices, "Number of indices used to access a tensor coefficient must be equal to the rank of the tensor."); return operator()(tensor, std::array<typename Tensor_::Index, Tensor_::NumIndices>{{firstIndex, otherIndices...}}); } template<typename Tensor_> inline internal::tensor_symmetry_value_setter<Tensor_, DynamicSGroup> operator()(Tensor_& tensor, std::array<typename Tensor_::Index, Tensor_::NumIndices> const& indices) const { return internal::tensor_symmetry_value_setter<Tensor_, DynamicSGroup>(tensor, *this, indices); } private: struct GroupElement { std::vector<int> representation; int flags; bool isId() const { for (std::size_t i = 0; i < representation.size(); i++) if (i != (size_t)representation[i]) return false; return true; } }; struct Generator { int one; int two; int flags; constexpr inline Generator(int one_, int two_, int flags_) : one(one_), two(two_), flags(flags_) {} }; std::size_t m_numIndices; std::vector<GroupElement> m_elements; std::vector<Generator> m_generators; int m_globalFlags; template<typename Index, std::size_t N, int... n> inline std::array<Index, N> h_permute(std::size_t which, const std::array<Index, N>& idx, internal::numeric_list<int, n...>) const { return std::array<Index, N>{{ idx[n >= m_numIndices ? n : m_elements[which].representation[n]]... }}; } template<typename Index> inline std::vector<Index> h_permute(std::size_t which, std::vector<Index> idx) const { std::vector<Index> result; result.reserve(idx.size()); for (auto k : m_elements[which].representation) result.push_back(idx[k]); for (std::size_t i = m_numIndices; i < idx.size(); i++) result.push_back(idx[i]); return result; } inline GroupElement ge(Generator const& g) const { GroupElement result; result.representation.reserve(m_numIndices); result.flags = g.flags; for (std::size_t k = 0; k < m_numIndices; k++) { if (k == (std::size_t)g.one) result.representation.push_back(g.two); else if (k == (std::size_t)g.two) result.representation.push_back(g.one); else result.representation.push_back(int(k)); } return result; } GroupElement mul(GroupElement, GroupElement) const; inline GroupElement mul(Generator g1, GroupElement g2) const { return mul(ge(g1), g2); } inline GroupElement mul(GroupElement g1, Generator g2) const { return mul(g1, ge(g2)); } inline GroupElement mul(Generator g1, Generator g2) const { return mul(ge(g1), ge(g2)); } inline int findElement(GroupElement e) const { for (auto ee : m_elements) { if (ee.representation == e.representation) return ee.flags ^ e.flags; } return -1; } void updateGlobalFlags(int flagDiffOfSameGenerator); }; // dynamic symmetry group that auto-adds the template parameters in the constructor template<typename... Gen> class DynamicSGroupFromTemplateArgs : public DynamicSGroup { public: inline DynamicSGroupFromTemplateArgs() : DynamicSGroup() { add_all(internal::type_list<Gen...>()); } inline DynamicSGroupFromTemplateArgs(DynamicSGroupFromTemplateArgs const& other) : DynamicSGroup(other) { } inline DynamicSGroupFromTemplateArgs(DynamicSGroupFromTemplateArgs&& other) : DynamicSGroup(other) { } inline DynamicSGroupFromTemplateArgs<Gen...>& operator=(const DynamicSGroupFromTemplateArgs<Gen...>& o) { DynamicSGroup::operator=(o); return *this; } inline DynamicSGroupFromTemplateArgs<Gen...>& operator=(DynamicSGroupFromTemplateArgs<Gen...>&& o) { DynamicSGroup::operator=(o); return *this; } private: template<typename Gen1, typename... GenNext> inline void add_all(internal::type_list<Gen1, GenNext...>) { add(Gen1()); add_all(internal::type_list<GenNext...>()); } inline void add_all(internal::type_list<>) { } }; inline DynamicSGroup::GroupElement DynamicSGroup::mul(GroupElement g1, GroupElement g2) const { eigen_internal_assert(g1.representation.size() == m_numIndices); eigen_internal_assert(g2.representation.size() == m_numIndices); GroupElement result; result.representation.reserve(m_numIndices); for (std::size_t i = 0; i < m_numIndices; i++) { int v = g2.representation[g1.representation[i]]; eigen_assert(v >= 0); result.representation.push_back(v); } result.flags = g1.flags ^ g2.flags; return result; } inline void DynamicSGroup::add(int one, int two, int flags) { eigen_assert(one >= 0); eigen_assert(two >= 0); eigen_assert(one != two); if ((std::size_t)one >= m_numIndices || (std::size_t)two >= m_numIndices) { std::size_t newNumIndices = (one > two) ? one : two + 1; for (auto& gelem : m_elements) { gelem.representation.reserve(newNumIndices); for (std::size_t i = m_numIndices; i < newNumIndices; i++) gelem.representation.push_back(i); } m_numIndices = newNumIndices; } Generator g{one, two, flags}; GroupElement e = ge(g); /* special case for first generator */ if (m_elements.size() == 1) { while (!e.isId()) { m_elements.push_back(e); e = mul(e, g); } if (e.flags > 0) updateGlobalFlags(e.flags); // only add in case we didn't have identity if (m_elements.size() > 1) m_generators.push_back(g); return; } int p = findElement(e); if (p >= 0) { updateGlobalFlags(p); return; } std::size_t coset_order = m_elements.size(); m_elements.push_back(e); for (std::size_t i = 1; i < coset_order; i++) m_elements.push_back(mul(m_elements[i], e)); m_generators.push_back(g); std::size_t coset_rep = coset_order; do { for (auto g : m_generators) { e = mul(m_elements[coset_rep], g); p = findElement(e); if (p < 0) { // element not yet in group m_elements.push_back(e); for (std::size_t i = 1; i < coset_order; i++) m_elements.push_back(mul(m_elements[i], e)); } else if (p > 0) { updateGlobalFlags(p); } } coset_rep += coset_order; } while (coset_rep < m_elements.size()); } inline void DynamicSGroup::updateGlobalFlags(int flagDiffOfSameGenerator) { switch (flagDiffOfSameGenerator) { case 0: default: // nothing happened break; case NegationFlag: // every element is it's own negative => whole tensor is zero m_globalFlags |= GlobalZeroFlag; break; case ConjugationFlag: // every element is it's own conjugate => whole tensor is real m_globalFlags |= GlobalRealFlag; break; case (NegationFlag | ConjugationFlag): // every element is it's own negative conjugate => whole tensor is imaginary m_globalFlags |= GlobalImagFlag; break; /* NOTE: * since GlobalZeroFlag == GlobalRealFlag | GlobalImagFlag, if one generator * causes the tensor to be real and the next one to be imaginary, this will * trivially give the correct result */ } } } // end namespace Eigen #endif // EIGEN_CXX11_TENSORSYMMETRY_DYNAMICSYMMETRY_H /* * kate: space-indent on; indent-width 2; mixedindent off; indent-mode cstyle; */
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abess
abess-master/python/include/unsupported/Eigen/CXX11/src/TensorSymmetry/StaticSymmetry.h
// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2013 Christian Seiler <[email protected]> // // 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_CXX11_TENSORSYMMETRY_STATICSYMMETRY_H #define EIGEN_CXX11_TENSORSYMMETRY_STATICSYMMETRY_H namespace Eigen { namespace internal { template<typename list> struct tensor_static_symgroup_permutate; template<int... nn> struct tensor_static_symgroup_permutate<numeric_list<int, nn...>> { constexpr static std::size_t N = sizeof...(nn); template<typename T> constexpr static inline std::array<T, N> run(const std::array<T, N>& indices) { return {{indices[nn]...}}; } }; template<typename indices_, int flags_> struct tensor_static_symgroup_element { typedef indices_ indices; constexpr static int flags = flags_; }; template<typename Gen, int N> struct tensor_static_symgroup_element_ctor { typedef tensor_static_symgroup_element< typename gen_numeric_list_swapped_pair<int, N, Gen::One, Gen::Two>::type, Gen::Flags > type; }; template<int N> struct tensor_static_symgroup_identity_ctor { typedef tensor_static_symgroup_element< typename gen_numeric_list<int, N>::type, 0 > type; }; template<typename iib> struct tensor_static_symgroup_multiply_helper { template<int... iia> constexpr static inline numeric_list<int, get<iia, iib>::value...> helper(numeric_list<int, iia...>) { return numeric_list<int, get<iia, iib>::value...>(); } }; template<typename A, typename B> struct tensor_static_symgroup_multiply { private: typedef typename A::indices iia; typedef typename B::indices iib; constexpr static int ffa = A::flags; constexpr static int ffb = B::flags; public: static_assert(iia::count == iib::count, "Cannot multiply symmetry elements with different number of indices."); typedef tensor_static_symgroup_element< decltype(tensor_static_symgroup_multiply_helper<iib>::helper(iia())), ffa ^ ffb > type; }; template<typename A, typename B> struct tensor_static_symgroup_equality { typedef typename A::indices iia; typedef typename B::indices iib; constexpr static int ffa = A::flags; constexpr static int ffb = B::flags; static_assert(iia::count == iib::count, "Cannot compare symmetry elements with different number of indices."); constexpr static bool value = is_same<iia, iib>::value; private: /* this should be zero if they are identical, or else the tensor * will be forced to be pure real, pure imaginary or even pure zero */ constexpr static int flags_cmp_ = ffa ^ ffb; /* either they are not equal, then we don't care whether the flags * match, or they are equal, and then we have to check */ constexpr static bool is_zero = value && flags_cmp_ == NegationFlag; constexpr static bool is_real = value && flags_cmp_ == ConjugationFlag; constexpr static bool is_imag = value && flags_cmp_ == (NegationFlag | ConjugationFlag); public: constexpr static int global_flags = (is_real ? GlobalRealFlag : 0) | (is_imag ? GlobalImagFlag : 0) | (is_zero ? GlobalZeroFlag : 0); }; template<std::size_t NumIndices, typename... Gen> struct tensor_static_symgroup { typedef StaticSGroup<Gen...> type; constexpr static std::size_t size = type::static_size; }; template<typename Index, std::size_t N, int... ii, int... jj> constexpr static inline std::array<Index, N> tensor_static_symgroup_index_permute(std::array<Index, N> idx, internal::numeric_list<int, ii...>, internal::numeric_list<int, jj...>) { return {{ idx[ii]..., idx[jj]... }}; } template<typename Index, int... ii> static inline std::vector<Index> tensor_static_symgroup_index_permute(std::vector<Index> idx, internal::numeric_list<int, ii...>) { std::vector<Index> result{{ idx[ii]... }}; std::size_t target_size = idx.size(); for (std::size_t i = result.size(); i < target_size; i++) result.push_back(idx[i]); return result; } template<typename T> struct tensor_static_symgroup_do_apply; template<typename first, typename... next> struct tensor_static_symgroup_do_apply<internal::type_list<first, next...>> { template<typename Op, typename RV, std::size_t SGNumIndices, typename Index, std::size_t NumIndices, typename... Args> static inline RV run(const std::array<Index, NumIndices>& idx, RV initial, Args&&... args) { static_assert(NumIndices >= SGNumIndices, "Can only apply symmetry group to objects that have at least the required amount of indices."); typedef typename internal::gen_numeric_list<int, NumIndices - SGNumIndices, SGNumIndices>::type remaining_indices; initial = Op::run(tensor_static_symgroup_index_permute(idx, typename first::indices(), remaining_indices()), first::flags, initial, std::forward<Args>(args)...); return tensor_static_symgroup_do_apply<internal::type_list<next...>>::template run<Op, RV, SGNumIndices>(idx, initial, args...); } template<typename Op, typename RV, std::size_t SGNumIndices, typename Index, typename... Args> static inline RV run(const std::vector<Index>& idx, RV initial, Args&&... args) { eigen_assert(idx.size() >= SGNumIndices && "Can only apply symmetry group to objects that have at least the required amount of indices."); initial = Op::run(tensor_static_symgroup_index_permute(idx, typename first::indices()), first::flags, initial, std::forward<Args>(args)...); return tensor_static_symgroup_do_apply<internal::type_list<next...>>::template run<Op, RV, SGNumIndices>(idx, initial, args...); } }; template<EIGEN_TPL_PP_SPEC_HACK_DEF(typename, empty)> struct tensor_static_symgroup_do_apply<internal::type_list<EIGEN_TPL_PP_SPEC_HACK_USE(empty)>> { template<typename Op, typename RV, std::size_t SGNumIndices, typename Index, std::size_t NumIndices, typename... Args> static inline RV run(const std::array<Index, NumIndices>&, RV initial, Args&&...) { // do nothing return initial; } template<typename Op, typename RV, std::size_t SGNumIndices, typename Index, typename... Args> static inline RV run(const std::vector<Index>&, RV initial, Args&&...) { // do nothing return initial; } }; } // end namespace internal template<typename... Gen> class StaticSGroup { constexpr static std::size_t NumIndices = internal::tensor_symmetry_num_indices<Gen...>::value; typedef internal::group_theory::enumerate_group_elements< internal::tensor_static_symgroup_multiply, internal::tensor_static_symgroup_equality, typename internal::tensor_static_symgroup_identity_ctor<NumIndices>::type, internal::type_list<typename internal::tensor_static_symgroup_element_ctor<Gen, NumIndices>::type...> > group_elements; typedef typename group_elements::type ge; public: constexpr inline StaticSGroup() {} constexpr inline StaticSGroup(const StaticSGroup<Gen...>&) {} constexpr inline StaticSGroup(StaticSGroup<Gen...>&&) {} template<typename Op, typename RV, typename Index, std::size_t N, typename... Args> static inline RV apply(const std::array<Index, N>& idx, RV initial, Args&&... args) { return internal::tensor_static_symgroup_do_apply<ge>::template run<Op, RV, NumIndices>(idx, initial, args...); } template<typename Op, typename RV, typename Index, typename... Args> static inline RV apply(const std::vector<Index>& idx, RV initial, Args&&... args) { eigen_assert(idx.size() == NumIndices); return internal::tensor_static_symgroup_do_apply<ge>::template run<Op, RV, NumIndices>(idx, initial, args...); } constexpr static std::size_t static_size = ge::count; constexpr static inline std::size_t size() { return ge::count; } constexpr static inline int globalFlags() { return group_elements::global_flags; } template<typename Tensor_, typename... IndexTypes> inline internal::tensor_symmetry_value_setter<Tensor_, StaticSGroup<Gen...>> operator()(Tensor_& tensor, typename Tensor_::Index firstIndex, IndexTypes... otherIndices) const { static_assert(sizeof...(otherIndices) + 1 == Tensor_::NumIndices, "Number of indices used to access a tensor coefficient must be equal to the rank of the tensor."); return operator()(tensor, std::array<typename Tensor_::Index, Tensor_::NumIndices>{{firstIndex, otherIndices...}}); } template<typename Tensor_> inline internal::tensor_symmetry_value_setter<Tensor_, StaticSGroup<Gen...>> operator()(Tensor_& tensor, std::array<typename Tensor_::Index, Tensor_::NumIndices> const& indices) const { return internal::tensor_symmetry_value_setter<Tensor_, StaticSGroup<Gen...>>(tensor, *this, indices); } }; } // end namespace Eigen #endif // EIGEN_CXX11_TENSORSYMMETRY_STATICSYMMETRY_H /* * kate: space-indent on; indent-width 2; mixedindent off; indent-mode cstyle; */
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abess
abess-master/python/include/unsupported/Eigen/CXX11/src/TensorSymmetry/Symmetry.h
// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2013 Christian Seiler <[email protected]> // // 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_CXX11_TENSORSYMMETRY_SYMMETRY_H #define EIGEN_CXX11_TENSORSYMMETRY_SYMMETRY_H namespace Eigen { enum { NegationFlag = 0x01, ConjugationFlag = 0x02 }; enum { GlobalRealFlag = 0x01, GlobalImagFlag = 0x02, GlobalZeroFlag = 0x03 }; namespace internal { template<std::size_t NumIndices, typename... Sym> struct tensor_symmetry_pre_analysis; template<std::size_t NumIndices, typename... Sym> struct tensor_static_symgroup; template<bool instantiate, std::size_t NumIndices, typename... Sym> struct tensor_static_symgroup_if; template<typename Tensor_> struct tensor_symmetry_calculate_flags; template<typename Tensor_> struct tensor_symmetry_assign_value; template<typename... Sym> struct tensor_symmetry_num_indices; } // end namespace internal template<int One_, int Two_> struct Symmetry { static_assert(One_ != Two_, "Symmetries must cover distinct indices."); constexpr static int One = One_; constexpr static int Two = Two_; constexpr static int Flags = 0; }; template<int One_, int Two_> struct AntiSymmetry { static_assert(One_ != Two_, "Symmetries must cover distinct indices."); constexpr static int One = One_; constexpr static int Two = Two_; constexpr static int Flags = NegationFlag; }; template<int One_, int Two_> struct Hermiticity { static_assert(One_ != Two_, "Symmetries must cover distinct indices."); constexpr static int One = One_; constexpr static int Two = Two_; constexpr static int Flags = ConjugationFlag; }; template<int One_, int Two_> struct AntiHermiticity { static_assert(One_ != Two_, "Symmetries must cover distinct indices."); constexpr static int One = One_; constexpr static int Two = Two_; constexpr static int Flags = ConjugationFlag | NegationFlag; }; /** \class DynamicSGroup * \ingroup TensorSymmetry_Module * * \brief Dynamic symmetry group * * The %DynamicSGroup class represents a symmetry group that need not be known at * compile time. It is useful if one wants to support arbitrary run-time defineable * symmetries for tensors, but it is also instantiated if a symmetry group is defined * at compile time that would be either too large for the compiler to reasonably * generate (using templates to calculate this at compile time is very inefficient) * or that the compiler could generate the group but that it wouldn't make sense to * unroll the loop for setting coefficients anymore. */ class DynamicSGroup; /** \internal * * \class DynamicSGroupFromTemplateArgs * \ingroup TensorSymmetry_Module * * \brief Dynamic symmetry group, initialized from template arguments * * This class is a child class of DynamicSGroup. It uses the template arguments * specified to initialize itself. */ template<typename... Gen> class DynamicSGroupFromTemplateArgs; /** \class StaticSGroup * \ingroup TensorSymmetry_Module * * \brief Static symmetry group * * This class represents a symmetry group that is known and resolved completely * at compile time. Ideally, no run-time penalty is incurred compared to the * manual unrolling of the symmetry. * * <b><i>CAUTION:</i></b> * * Do not use this class directly for large symmetry groups. The compiler * may run into a limit, or segfault or in the very least will take a very, * very, very long time to compile the code. Use the SGroup class instead * if you want a static group. That class contains logic that will * automatically select the DynamicSGroup class instead if the symmetry * group becomes too large. (In that case, unrolling may not even be * beneficial.) */ template<typename... Gen> class StaticSGroup; /** \class SGroup * \ingroup TensorSymmetry_Module * * \brief Symmetry group, initialized from template arguments * * This class represents a symmetry group whose generators are already * known at compile time. It may or may not be resolved at compile time, * depending on the estimated size of the group. * * \sa StaticSGroup * \sa DynamicSGroup */ template<typename... Gen> class SGroup : public internal::tensor_symmetry_pre_analysis<internal::tensor_symmetry_num_indices<Gen...>::value, Gen...>::root_type { public: constexpr static std::size_t NumIndices = internal::tensor_symmetry_num_indices<Gen...>::value; typedef typename internal::tensor_symmetry_pre_analysis<NumIndices, Gen...>::root_type Base; // make standard constructors + assignment operators public inline SGroup() : Base() { } inline SGroup(const SGroup<Gen...>& other) : Base(other) { } inline SGroup(SGroup<Gen...>&& other) : Base(other) { } inline SGroup<Gen...>& operator=(const SGroup<Gen...>& other) { Base::operator=(other); return *this; } inline SGroup<Gen...>& operator=(SGroup<Gen...>&& other) { Base::operator=(other); return *this; } // all else is defined in the base class }; namespace internal { template<typename... Sym> struct tensor_symmetry_num_indices { constexpr static std::size_t value = 1; }; template<int One_, int Two_, typename... Sym> struct tensor_symmetry_num_indices<Symmetry<One_, Two_>, Sym...> { private: constexpr static std::size_t One = static_cast<std::size_t>(One_); constexpr static std::size_t Two = static_cast<std::size_t>(Two_); constexpr static std::size_t Three = tensor_symmetry_num_indices<Sym...>::value; // don't use std::max, since it's not constexpr until C++14... constexpr static std::size_t maxOneTwoPlusOne = ((One > Two) ? One : Two) + 1; public: constexpr static std::size_t value = (maxOneTwoPlusOne > Three) ? maxOneTwoPlusOne : Three; }; template<int One_, int Two_, typename... Sym> struct tensor_symmetry_num_indices<AntiSymmetry<One_, Two_>, Sym...> : public tensor_symmetry_num_indices<Symmetry<One_, Two_>, Sym...> {}; template<int One_, int Two_, typename... Sym> struct tensor_symmetry_num_indices<Hermiticity<One_, Two_>, Sym...> : public tensor_symmetry_num_indices<Symmetry<One_, Two_>, Sym...> {}; template<int One_, int Two_, typename... Sym> struct tensor_symmetry_num_indices<AntiHermiticity<One_, Two_>, Sym...> : public tensor_symmetry_num_indices<Symmetry<One_, Two_>, Sym...> {}; /** \internal * * \class tensor_symmetry_pre_analysis * \ingroup TensorSymmetry_Module * * \brief Pre-select whether to use a static or dynamic symmetry group * * When a symmetry group could in principle be determined at compile time, * this template implements the logic whether to actually do that or whether * to rather defer that to runtime. * * The logic is as follows: * <dl> * <dt><b>No generators (trivial symmetry):</b></dt> * <dd>Use a trivial static group. Ideally, this has no performance impact * compared to not using symmetry at all. In practice, this might not * be the case.</dd> * <dt><b>More than 4 generators:</b></dt> * <dd>Calculate the group at run time, it is likely far too large for the * compiler to be able to properly generate it in a realistic time.</dd> * <dt><b>Up to and including 4 generators:</b></dt> * <dd>Actually enumerate all group elements, but then check how many there * are. If there are more than 16, it is unlikely that unrolling the * loop (as is done in the static compile-time case) is sensible, so * use a dynamic group instead. If there are at most 16 elements, actually * use that static group. Note that the largest group with 4 generators * still compiles with reasonable resources.</dd> * </dl> * * Note: Example compile time performance with g++-4.6 on an Intenl Core i5-3470 * with 16 GiB RAM (all generators non-redundant and the subgroups don't * factorize): * * # Generators -O0 -ggdb -O2 * ------------------------------------------------------------------- * 1 0.5 s / 250 MiB 0.45s / 230 MiB * 2 0.5 s / 260 MiB 0.5 s / 250 MiB * 3 0.65s / 310 MiB 0.62s / 310 MiB * 4 2.2 s / 860 MiB 1.7 s / 770 MiB * 5 130 s / 13000 MiB 120 s / 11000 MiB * * It is clear that everything is still very efficient up to 4 generators, then * the memory and CPU requirements become unreasonable. Thus we only instantiate * the template group theory logic if the number of generators supplied is 4 or * lower, otherwise this will be forced to be done during runtime, where the * algorithm is reasonably fast. */ template<std::size_t NumIndices> struct tensor_symmetry_pre_analysis<NumIndices> { typedef StaticSGroup<> root_type; }; template<std::size_t NumIndices, typename Gen_, typename... Gens_> struct tensor_symmetry_pre_analysis<NumIndices, Gen_, Gens_...> { constexpr static std::size_t max_static_generators = 4; constexpr static std::size_t max_static_elements = 16; typedef tensor_static_symgroup_if<(sizeof...(Gens_) + 1 <= max_static_generators), NumIndices, Gen_, Gens_...> helper; constexpr static std::size_t possible_size = helper::size; typedef typename conditional< possible_size == 0 || possible_size >= max_static_elements, DynamicSGroupFromTemplateArgs<Gen_, Gens_...>, typename helper::type >::type root_type; }; template<bool instantiate, std::size_t NumIndices, typename... Gens> struct tensor_static_symgroup_if { constexpr static std::size_t size = 0; typedef void type; }; template<std::size_t NumIndices, typename... Gens> struct tensor_static_symgroup_if<true, NumIndices, Gens...> : tensor_static_symgroup<NumIndices, Gens...> {}; template<typename Tensor_> struct tensor_symmetry_assign_value { typedef typename Tensor_::Index Index; typedef typename Tensor_::Scalar Scalar; constexpr static std::size_t NumIndices = Tensor_::NumIndices; static inline int run(const std::array<Index, NumIndices>& transformed_indices, int transformation_flags, int dummy, Tensor_& tensor, const Scalar& value_) { Scalar value(value_); if (transformation_flags & ConjugationFlag) value = numext::conj(value); if (transformation_flags & NegationFlag) value = -value; tensor.coeffRef(transformed_indices) = value; return dummy; } }; template<typename Tensor_> struct tensor_symmetry_calculate_flags { typedef typename Tensor_::Index Index; constexpr static std::size_t NumIndices = Tensor_::NumIndices; static inline int run(const std::array<Index, NumIndices>& transformed_indices, int transform_flags, int current_flags, const std::array<Index, NumIndices>& orig_indices) { if (transformed_indices == orig_indices) { if (transform_flags & (ConjugationFlag | NegationFlag)) return current_flags | GlobalImagFlag; // anti-hermitian diagonal else if (transform_flags & ConjugationFlag) return current_flags | GlobalRealFlag; // hermitian diagonal else if (transform_flags & NegationFlag) return current_flags | GlobalZeroFlag; // anti-symmetric diagonal } return current_flags; } }; template<typename Tensor_, typename Symmetry_, int Flags = 0> class tensor_symmetry_value_setter { public: typedef typename Tensor_::Index Index; typedef typename Tensor_::Scalar Scalar; constexpr static std::size_t NumIndices = Tensor_::NumIndices; inline tensor_symmetry_value_setter(Tensor_& tensor, Symmetry_ const& symmetry, std::array<Index, NumIndices> const& indices) : m_tensor(tensor), m_symmetry(symmetry), m_indices(indices) { } inline tensor_symmetry_value_setter<Tensor_, Symmetry_, Flags>& operator=(Scalar const& value) { doAssign(value); return *this; } private: Tensor_& m_tensor; Symmetry_ m_symmetry; std::array<Index, NumIndices> m_indices; inline void doAssign(Scalar const& value) { #ifdef EIGEN_TENSOR_SYMMETRY_CHECK_VALUES int value_flags = m_symmetry.template apply<internal::tensor_symmetry_calculate_flags<Tensor_>, int>(m_indices, m_symmetry.globalFlags(), m_indices); if (value_flags & GlobalRealFlag) eigen_assert(numext::imag(value) == 0); if (value_flags & GlobalImagFlag) eigen_assert(numext::real(value) == 0); #endif m_symmetry.template apply<internal::tensor_symmetry_assign_value<Tensor_>, int>(m_indices, 0, m_tensor, value); } }; } // end namespace internal } // end namespace Eigen #endif // EIGEN_CXX11_TENSORSYMMETRY_SYMMETRY_H /* * kate: space-indent on; indent-width 2; mixedindent off; indent-mode cstyle; */
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abess-master/python/include/unsupported/Eigen/CXX11/src/TensorSymmetry/util/TemplateGroupTheory.h
// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2013 Christian Seiler <[email protected]> // // 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_CXX11_TENSORSYMMETRY_TEMPLATEGROUPTHEORY_H #define EIGEN_CXX11_TENSORSYMMETRY_TEMPLATEGROUPTHEORY_H namespace Eigen { namespace internal { namespace group_theory { /** \internal * \file CXX11/Tensor/util/TemplateGroupTheory.h * This file contains C++ templates that implement group theory algorithms. * * The algorithms allow for a compile-time analysis of finite groups. * * Currently only Dimino's algorithm is implemented, which returns a list * of all elements in a group given a set of (possibly redundant) generators. * (One could also do that with the so-called orbital algorithm, but that * is much more expensive and usually has no advantages.) */ /********************************************************************** * "Ok kid, here is where it gets complicated." * - Amelia Pond in the "Doctor Who" episode * "The Big Bang" * * Dimino's algorithm * ================== * * The following is Dimino's algorithm in sequential form: * * Input: identity element, list of generators, equality check, * multiplication operation * Output: list of group elements * * 1. add identity element * 2. remove identities from list of generators * 3. add all powers of first generator that aren't the * identity element * 4. go through all remaining generators: * a. if generator is already in the list of elements * -> do nothing * b. otherwise * i. remember current # of elements * (i.e. the size of the current subgroup) * ii. add all current elements (which includes * the identity) each multiplied from right * with the current generator to the group * iii. add all remaining cosets that are generated * by products of the new generator with itself * and all other generators seen so far * * In functional form, this is implemented as a long set of recursive * templates that have a complicated relationship. * * The main interface for Dimino's algorithm is the template * enumerate_group_elements. All lists are implemented as variadic * type_list<typename...> and numeric_list<typename = int, int...> * templates. * * 'Calling' templates is usually done via typedefs. * * This algorithm is an extended version of the basic version. The * extension consists in the fact that each group element has a set * of flags associated with it. Multiplication of two group elements * with each other results in a group element whose flags are the * XOR of the flags of the previous elements. Each time the algorithm * notices that a group element it just calculated is already in the * list of current elements, the flags of both will be compared and * added to the so-called 'global flags' of the group. * * The rationale behind this extension is that this allows not only * for the description of symmetries between tensor indices, but * also allows for the description of hermiticity, antisymmetry and * antihermiticity. Negation and conjugation each are specific bit * in the flags value and if two different ways to reach a group * element lead to two different flags, this poses a constraint on * the allowed values of the resulting tensor. For example, if a * group element is reach both with and without the conjugation * flags, it is clear that the resulting tensor has to be real. * * Note that this flag mechanism is quite generic and may have other * uses beyond tensor properties. * * IMPORTANT: * This algorithm assumes the group to be finite. If you try to * run it with a group that's infinite, the algorithm will only * terminate once you hit a compiler limit (max template depth). * Also note that trying to use this implementation to create a * very large group will probably either make you hit the same * limit, cause the compiler to segfault or at the very least * take a *really* long time (hours, days, weeks - sic!) to * compile. It is not recommended to plug in more than 4 * generators, unless they are independent of each other. */ /** \internal * * \class strip_identities * \ingroup CXX11_TensorSymmetry_Module * * \brief Cleanse a list of group elements of the identity element * * This template is used to make a first pass through all initial * generators of Dimino's algorithm and remove the identity * elements. * * \sa enumerate_group_elements */ template<template<typename, typename> class Equality, typename id, typename L> struct strip_identities; template< template<typename, typename> class Equality, typename id, typename t, typename... ts > struct strip_identities<Equality, id, type_list<t, ts...>> { typedef typename conditional< Equality<id, t>::value, typename strip_identities<Equality, id, type_list<ts...>>::type, typename concat<type_list<t>, typename strip_identities<Equality, id, type_list<ts...>>::type>::type >::type type; constexpr static int global_flags = Equality<id, t>::global_flags | strip_identities<Equality, id, type_list<ts...>>::global_flags; }; template< template<typename, typename> class Equality, typename id EIGEN_TPL_PP_SPEC_HACK_DEFC(typename, ts) > struct strip_identities<Equality, id, type_list<EIGEN_TPL_PP_SPEC_HACK_USE(ts)>> { typedef type_list<> type; constexpr static int global_flags = 0; }; /** \internal * * \class dimino_first_step_elements_helper * \ingroup CXX11_TensorSymmetry_Module * * \brief Recursive template that adds powers of the first generator to the list of group elements * * This template calls itself recursively to add powers of the first * generator to the list of group elements. It stops if it reaches * the identity element again. * * \sa enumerate_group_elements, dimino_first_step_elements */ template< template<typename, typename> class Multiply, template<typename, typename> class Equality, typename id, typename g, typename current_element, typename elements, bool dont_add_current_element // = false > struct dimino_first_step_elements_helper : public dimino_first_step_elements_helper< Multiply, Equality, id, g, typename Multiply<current_element, g>::type, typename concat<elements, type_list<current_element>>::type, Equality<typename Multiply<current_element, g>::type, id>::value > {}; template< template<typename, typename> class Multiply, template<typename, typename> class Equality, typename id, typename g, typename current_element, typename elements > struct dimino_first_step_elements_helper<Multiply, Equality, id, g, current_element, elements, true> { typedef elements type; constexpr static int global_flags = Equality<current_element, id>::global_flags; }; /** \internal * * \class dimino_first_step_elements * \ingroup CXX11_TensorSymmetry_Module * * \brief Add all powers of the first generator to the list of group elements * * This template takes the first non-identity generator and generates the initial * list of elements which consists of all powers of that generator. For a group * with just one generated, it would be enumerated after this. * * \sa enumerate_group_elements */ template< template<typename, typename> class Multiply, template<typename, typename> class Equality, typename id, typename generators > struct dimino_first_step_elements { typedef typename get<0, generators>::type first_generator; typedef typename skip<1, generators>::type next_generators; typedef type_list<first_generator> generators_done; typedef dimino_first_step_elements_helper< Multiply, Equality, id, first_generator, first_generator, type_list<id>, false > helper; typedef typename helper::type type; constexpr static int global_flags = helper::global_flags; }; /** \internal * * \class dimino_get_coset_elements * \ingroup CXX11_TensorSymmetry_Module * * \brief Generate all elements of a specific coset * * This template generates all the elements of a specific coset by * multiplying all elements in the given subgroup with the new * coset representative. Note that the first element of the * subgroup is always the identity element, so the first element of * ther result of this template is going to be the coset * representative itself. * * Note that this template accepts an additional boolean parameter * that specifies whether to actually generate the coset (true) or * just return an empty list (false). * * \sa enumerate_group_elements, dimino_add_cosets_for_rep */ template< template<typename, typename> class Multiply, typename sub_group_elements, typename new_coset_rep, bool generate_coset // = true > struct dimino_get_coset_elements { typedef typename apply_op_from_right<Multiply, new_coset_rep, sub_group_elements>::type type; }; template< template<typename, typename> class Multiply, typename sub_group_elements, typename new_coset_rep > struct dimino_get_coset_elements<Multiply, sub_group_elements, new_coset_rep, false> { typedef type_list<> type; }; /** \internal * * \class dimino_add_cosets_for_rep * \ingroup CXX11_TensorSymmetry_Module * * \brief Recursive template for adding coset spaces * * This template multiplies the coset representative with a generator * from the list of previous generators. If the new element is not in * the group already, it adds the corresponding coset. Finally it * proceeds to call itself with the next generator from the list. * * \sa enumerate_group_elements, dimino_add_all_coset_spaces */ template< template<typename, typename> class Multiply, template<typename, typename> class Equality, typename id, typename sub_group_elements, typename elements, typename generators, typename rep_element, int sub_group_size > struct dimino_add_cosets_for_rep; template< template<typename, typename> class Multiply, template<typename, typename> class Equality, typename id, typename sub_group_elements, typename elements, typename g, typename... gs, typename rep_element, int sub_group_size > struct dimino_add_cosets_for_rep<Multiply, Equality, id, sub_group_elements, elements, type_list<g, gs...>, rep_element, sub_group_size> { typedef typename Multiply<rep_element, g>::type new_coset_rep; typedef contained_in_list_gf<Equality, new_coset_rep, elements> _cil; constexpr static bool add_coset = !_cil::value; typedef typename dimino_get_coset_elements< Multiply, sub_group_elements, new_coset_rep, add_coset >::type coset_elements; typedef dimino_add_cosets_for_rep< Multiply, Equality, id, sub_group_elements, typename concat<elements, coset_elements>::type, type_list<gs...>, rep_element, sub_group_size > _helper; typedef typename _helper::type type; constexpr static int global_flags = _cil::global_flags | _helper::global_flags; /* Note that we don't have to update global flags here, since * we will only add these elements if they are not part of * the group already. But that only happens if the coset rep * is not already in the group, so the check for the coset rep * will catch this. */ }; template< template<typename, typename> class Multiply, template<typename, typename> class Equality, typename id, typename sub_group_elements, typename elements EIGEN_TPL_PP_SPEC_HACK_DEFC(typename, empty), typename rep_element, int sub_group_size > struct dimino_add_cosets_for_rep<Multiply, Equality, id, sub_group_elements, elements, type_list<EIGEN_TPL_PP_SPEC_HACK_USE(empty)>, rep_element, sub_group_size> { typedef elements type; constexpr static int global_flags = 0; }; /** \internal * * \class dimino_add_all_coset_spaces * \ingroup CXX11_TensorSymmetry_Module * * \brief Recursive template for adding all coset spaces for a new generator * * This template tries to go through the list of generators (with * the help of the dimino_add_cosets_for_rep template) as long as * it still finds elements that are not part of the group and add * the corresponding cosets. * * \sa enumerate_group_elements, dimino_add_cosets_for_rep */ template< template<typename, typename> class Multiply, template<typename, typename> class Equality, typename id, typename sub_group_elements, typename elements, typename generators, int sub_group_size, int rep_pos, bool stop_condition // = false > struct dimino_add_all_coset_spaces { typedef typename get<rep_pos, elements>::type rep_element; typedef dimino_add_cosets_for_rep< Multiply, Equality, id, sub_group_elements, elements, generators, rep_element, sub_group_elements::count > _ac4r; typedef typename _ac4r::type new_elements; constexpr static int new_rep_pos = rep_pos + sub_group_elements::count; constexpr static bool new_stop_condition = new_rep_pos >= new_elements::count; typedef dimino_add_all_coset_spaces< Multiply, Equality, id, sub_group_elements, new_elements, generators, sub_group_size, new_rep_pos, new_stop_condition > _helper; typedef typename _helper::type type; constexpr static int global_flags = _helper::global_flags | _ac4r::global_flags; }; template< template<typename, typename> class Multiply, template<typename, typename> class Equality, typename id, typename sub_group_elements, typename elements, typename generators, int sub_group_size, int rep_pos > struct dimino_add_all_coset_spaces<Multiply, Equality, id, sub_group_elements, elements, generators, sub_group_size, rep_pos, true> { typedef elements type; constexpr static int global_flags = 0; }; /** \internal * * \class dimino_add_generator * \ingroup CXX11_TensorSymmetry_Module * * \brief Enlarge the group by adding a new generator. * * It accepts a boolean parameter that determines if the generator is redundant, * i.e. was already seen in the group. In that case, it reduces to a no-op. * * \sa enumerate_group_elements, dimino_add_all_coset_spaces */ template< template<typename, typename> class Multiply, template<typename, typename> class Equality, typename id, typename elements, typename generators_done, typename current_generator, bool redundant // = false > struct dimino_add_generator { /* this template is only called if the generator is not redundant * => all elements of the group multiplied with the new generator * are going to be new elements of the most trivial coset space */ typedef typename apply_op_from_right<Multiply, current_generator, elements>::type multiplied_elements; typedef typename concat<elements, multiplied_elements>::type new_elements; constexpr static int rep_pos = elements::count; typedef dimino_add_all_coset_spaces< Multiply, Equality, id, elements, // elements of previous subgroup new_elements, typename concat<generators_done, type_list<current_generator>>::type, elements::count, // size of previous subgroup rep_pos, false // don't stop (because rep_pos >= new_elements::count is always false at this point) > _helper; typedef typename _helper::type type; constexpr static int global_flags = _helper::global_flags; }; template< template<typename, typename> class Multiply, template<typename, typename> class Equality, typename id, typename elements, typename generators_done, typename current_generator > struct dimino_add_generator<Multiply, Equality, id, elements, generators_done, current_generator, true> { // redundant case typedef elements type; constexpr static int global_flags = 0; }; /** \internal * * \class dimino_add_remaining_generators * \ingroup CXX11_TensorSymmetry_Module * * \brief Recursive template that adds all remaining generators to a group * * Loop through the list of generators that remain and successively * add them to the group. * * \sa enumerate_group_elements, dimino_add_generator */ template< template<typename, typename> class Multiply, template<typename, typename> class Equality, typename id, typename generators_done, typename remaining_generators, typename elements > struct dimino_add_remaining_generators { typedef typename get<0, remaining_generators>::type first_generator; typedef typename skip<1, remaining_generators>::type next_generators; typedef contained_in_list_gf<Equality, first_generator, elements> _cil; typedef dimino_add_generator< Multiply, Equality, id, elements, generators_done, first_generator, _cil::value > _helper; typedef typename _helper::type new_elements; typedef dimino_add_remaining_generators< Multiply, Equality, id, typename concat<generators_done, type_list<first_generator>>::type, next_generators, new_elements > _next_iter; typedef typename _next_iter::type type; constexpr static int global_flags = _cil::global_flags | _helper::global_flags | _next_iter::global_flags; }; template< template<typename, typename> class Multiply, template<typename, typename> class Equality, typename id, typename generators_done, typename elements > struct dimino_add_remaining_generators<Multiply, Equality, id, generators_done, type_list<>, elements> { typedef elements type; constexpr static int global_flags = 0; }; /** \internal * * \class enumerate_group_elements_noid * \ingroup CXX11_TensorSymmetry_Module * * \brief Helper template that implements group element enumeration * * This is a helper template that implements the actual enumeration * of group elements. This has been split so that the list of * generators can be cleansed of the identity element before * performing the actual operation. * * \sa enumerate_group_elements */ template< template<typename, typename> class Multiply, template<typename, typename> class Equality, typename id, typename generators, int initial_global_flags = 0 > struct enumerate_group_elements_noid { typedef dimino_first_step_elements<Multiply, Equality, id, generators> first_step; typedef typename first_step::type first_step_elements; typedef dimino_add_remaining_generators< Multiply, Equality, id, typename first_step::generators_done, typename first_step::next_generators, // remaining_generators typename first_step::type // first_step elements > _helper; typedef typename _helper::type type; constexpr static int global_flags = initial_global_flags | first_step::global_flags | _helper::global_flags; }; // in case when no generators are specified template< template<typename, typename> class Multiply, template<typename, typename> class Equality, typename id, int initial_global_flags > struct enumerate_group_elements_noid<Multiply, Equality, id, type_list<>, initial_global_flags> { typedef type_list<id> type; constexpr static int global_flags = initial_global_flags; }; /** \internal * * \class enumerate_group_elements * \ingroup CXX11_TensorSymmetry_Module * * \brief Enumerate all elements in a finite group * * This template enumerates all elements in a finite group. It accepts * the following template parameters: * * \tparam Multiply The multiplication operation that multiplies two group elements * with each other. * \tparam Equality The equality check operation that checks if two group elements * are equal to another. * \tparam id The identity element * \tparam _generators A list of (possibly redundant) generators of the group */ template< template<typename, typename> class Multiply, template<typename, typename> class Equality, typename id, typename _generators > struct enumerate_group_elements : public enumerate_group_elements_noid< Multiply, Equality, id, typename strip_identities<Equality, id, _generators>::type, strip_identities<Equality, id, _generators>::global_flags > { }; } // end namespace group_theory } // end namespace internal } // end namespace Eigen #endif // EIGEN_CXX11_TENSORSYMMETRY_TEMPLATEGROUPTHEORY_H /* * kate: space-indent on; indent-width 2; mixedindent off; indent-mode cstyle; */
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abess-master/python/include/unsupported/Eigen/CXX11/src/ThreadPool/EventCount.h
// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2016 Dmitry Vyukov <[email protected]> // // 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_CXX11_THREADPOOL_EVENTCOUNT_H_ #define EIGEN_CXX11_THREADPOOL_EVENTCOUNT_H_ namespace Eigen { // EventCount allows to wait for arbitrary predicates in non-blocking // algorithms. Think of condition variable, but wait predicate does not need to // be protected by a mutex. Usage: // Waiting thread does: // // if (predicate) // return act(); // EventCount::Waiter& w = waiters[my_index]; // ec.Prewait(&w); // if (predicate) { // ec.CancelWait(&w); // return act(); // } // ec.CommitWait(&w); // // Notifying thread does: // // predicate = true; // ec.Notify(true); // // Notify is cheap if there are no waiting threads. Prewait/CommitWait are not // cheap, but they are executed only if the preceeding predicate check has // failed. // // Algorihtm outline: // There are two main variables: predicate (managed by user) and state_. // Operation closely resembles Dekker mutual algorithm: // https://en.wikipedia.org/wiki/Dekker%27s_algorithm // Waiting thread sets state_ then checks predicate, Notifying thread sets // predicate then checks state_. Due to seq_cst fences in between these // operations it is guaranteed than either waiter will see predicate change // and won't block, or notifying thread will see state_ change and will unblock // the waiter, or both. But it can't happen that both threads don't see each // other changes, which would lead to deadlock. class EventCount { public: class Waiter; EventCount(MaxSizeVector<Waiter>& waiters) : waiters_(waiters) { eigen_assert(waiters.size() < (1 << kWaiterBits) - 1); // Initialize epoch to something close to overflow to test overflow. state_ = kStackMask | (kEpochMask - kEpochInc * waiters.size() * 2); } ~EventCount() { // Ensure there are no waiters. eigen_assert((state_.load() & (kStackMask | kWaiterMask)) == kStackMask); } // Prewait prepares for waiting. // After calling this function the thread must re-check the wait predicate // and call either CancelWait or CommitWait passing the same Waiter object. void Prewait(Waiter* w) { w->epoch = state_.fetch_add(kWaiterInc, std::memory_order_relaxed); std::atomic_thread_fence(std::memory_order_seq_cst); } // CommitWait commits waiting. void CommitWait(Waiter* w) { w->state = Waiter::kNotSignaled; // Modification epoch of this waiter. uint64_t epoch = (w->epoch & kEpochMask) + (((w->epoch & kWaiterMask) >> kWaiterShift) << kEpochShift); uint64_t state = state_.load(std::memory_order_seq_cst); for (;;) { if (int64_t((state & kEpochMask) - epoch) < 0) { // The preceeding waiter has not decided on its fate. Wait until it // calls either CancelWait or CommitWait, or is notified. EIGEN_THREAD_YIELD(); state = state_.load(std::memory_order_seq_cst); continue; } // We've already been notified. if (int64_t((state & kEpochMask) - epoch) > 0) return; // Remove this thread from prewait counter and add it to the waiter list. eigen_assert((state & kWaiterMask) != 0); uint64_t newstate = state - kWaiterInc + kEpochInc; newstate = (newstate & ~kStackMask) | (w - &waiters_[0]); if ((state & kStackMask) == kStackMask) w->next.store(nullptr, std::memory_order_relaxed); else w->next.store(&waiters_[state & kStackMask], std::memory_order_relaxed); if (state_.compare_exchange_weak(state, newstate, std::memory_order_release)) break; } Park(w); } // CancelWait cancels effects of the previous Prewait call. void CancelWait(Waiter* w) { uint64_t epoch = (w->epoch & kEpochMask) + (((w->epoch & kWaiterMask) >> kWaiterShift) << kEpochShift); uint64_t state = state_.load(std::memory_order_relaxed); for (;;) { if (int64_t((state & kEpochMask) - epoch) < 0) { // The preceeding waiter has not decided on its fate. Wait until it // calls either CancelWait or CommitWait, or is notified. EIGEN_THREAD_YIELD(); state = state_.load(std::memory_order_relaxed); continue; } // We've already been notified. if (int64_t((state & kEpochMask) - epoch) > 0) return; // Remove this thread from prewait counter. eigen_assert((state & kWaiterMask) != 0); if (state_.compare_exchange_weak(state, state - kWaiterInc + kEpochInc, std::memory_order_relaxed)) return; } } // Notify wakes one or all waiting threads. // Must be called after changing the associated wait predicate. void Notify(bool all) { std::atomic_thread_fence(std::memory_order_seq_cst); uint64_t state = state_.load(std::memory_order_acquire); for (;;) { // Easy case: no waiters. if ((state & kStackMask) == kStackMask && (state & kWaiterMask) == 0) return; uint64_t waiters = (state & kWaiterMask) >> kWaiterShift; uint64_t newstate; if (all) { // Reset prewait counter and empty wait list. newstate = (state & kEpochMask) + (kEpochInc * waiters) + kStackMask; } else if (waiters) { // There is a thread in pre-wait state, unblock it. newstate = state + kEpochInc - kWaiterInc; } else { // Pop a waiter from list and unpark it. Waiter* w = &waiters_[state & kStackMask]; Waiter* wnext = w->next.load(std::memory_order_relaxed); uint64_t next = kStackMask; if (wnext != nullptr) next = wnext - &waiters_[0]; // Note: we don't add kEpochInc here. ABA problem on the lock-free stack // can't happen because a waiter is re-pushed onto the stack only after // it was in the pre-wait state which inevitably leads to epoch // increment. newstate = (state & kEpochMask) + next; } if (state_.compare_exchange_weak(state, newstate, std::memory_order_acquire)) { if (!all && waiters) return; // unblocked pre-wait thread if ((state & kStackMask) == kStackMask) return; Waiter* w = &waiters_[state & kStackMask]; if (!all) w->next.store(nullptr, std::memory_order_relaxed); Unpark(w); return; } } } class Waiter { friend class EventCount; // Align to 128 byte boundary to prevent false sharing with other Waiter objects in the same vector. EIGEN_ALIGN_TO_BOUNDARY(128) std::atomic<Waiter*> next; std::mutex mu; std::condition_variable cv; uint64_t epoch; unsigned state; enum { kNotSignaled, kWaiting, kSignaled, }; }; private: // State_ layout: // - low kStackBits is a stack of waiters committed wait. // - next kWaiterBits is count of waiters in prewait state. // - next kEpochBits is modification counter. static const uint64_t kStackBits = 16; static const uint64_t kStackMask = (1ull << kStackBits) - 1; static const uint64_t kWaiterBits = 16; static const uint64_t kWaiterShift = 16; static const uint64_t kWaiterMask = ((1ull << kWaiterBits) - 1) << kWaiterShift; static const uint64_t kWaiterInc = 1ull << kWaiterBits; static const uint64_t kEpochBits = 32; static const uint64_t kEpochShift = 32; static const uint64_t kEpochMask = ((1ull << kEpochBits) - 1) << kEpochShift; static const uint64_t kEpochInc = 1ull << kEpochShift; std::atomic<uint64_t> state_; MaxSizeVector<Waiter>& waiters_; void Park(Waiter* w) { std::unique_lock<std::mutex> lock(w->mu); while (w->state != Waiter::kSignaled) { w->state = Waiter::kWaiting; w->cv.wait(lock); } } void Unpark(Waiter* waiters) { Waiter* next = nullptr; for (Waiter* w = waiters; w; w = next) { next = w->next.load(std::memory_order_relaxed); unsigned state; { std::unique_lock<std::mutex> lock(w->mu); state = w->state; w->state = Waiter::kSignaled; } // Avoid notifying if it wasn't waiting. if (state == Waiter::kWaiting) w->cv.notify_one(); } } EventCount(const EventCount&) = delete; void operator=(const EventCount&) = delete; }; } // namespace Eigen #endif // EIGEN_CXX11_THREADPOOL_EVENTCOUNT_H_
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abess-master/python/include/unsupported/Eigen/CXX11/src/ThreadPool/NonBlockingThreadPool.h
// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2016 Dmitry Vyukov <[email protected]> // // 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_CXX11_THREADPOOL_NONBLOCKING_THREAD_POOL_H #define EIGEN_CXX11_THREADPOOL_NONBLOCKING_THREAD_POOL_H namespace Eigen { template <typename Environment> class NonBlockingThreadPoolTempl : public Eigen::ThreadPoolInterface { public: typedef typename Environment::Task Task; typedef RunQueue<Task, 1024> Queue; NonBlockingThreadPoolTempl(int num_threads, Environment env = Environment()) : env_(env), threads_(num_threads), queues_(num_threads), coprimes_(num_threads), waiters_(num_threads), blocked_(0), spinning_(0), done_(false), ec_(waiters_) { waiters_.resize(num_threads); // Calculate coprimes of num_threads. // Coprimes are used for a random walk over all threads in Steal // and NonEmptyQueueIndex. Iteration is based on the fact that if we take // a walk starting thread index t and calculate num_threads - 1 subsequent // indices as (t + coprime) % num_threads, we will cover all threads without // repetitions (effectively getting a presudo-random permutation of thread // indices). for (int i = 1; i <= num_threads; i++) { unsigned a = i; unsigned b = num_threads; // If GCD(a, b) == 1, then a and b are coprimes. while (b != 0) { unsigned tmp = a; a = b; b = tmp % b; } if (a == 1) { coprimes_.push_back(i); } } for (int i = 0; i < num_threads; i++) { queues_.push_back(new Queue()); } for (int i = 0; i < num_threads; i++) { threads_.push_back(env_.CreateThread([this, i]() { WorkerLoop(i); })); } } ~NonBlockingThreadPoolTempl() { done_ = true; // Now if all threads block without work, they will start exiting. // But note that threads can continue to work arbitrary long, // block, submit new work, unblock and otherwise live full life. ec_.Notify(true); // Join threads explicitly to avoid destruction order issues. for (size_t i = 0; i < threads_.size(); i++) delete threads_[i]; for (size_t i = 0; i < threads_.size(); i++) delete queues_[i]; } void Schedule(std::function<void()> fn) { Task t = env_.CreateTask(std::move(fn)); PerThread* pt = GetPerThread(); if (pt->pool == this) { // Worker thread of this pool, push onto the thread's queue. Queue* q = queues_[pt->thread_id]; t = q->PushFront(std::move(t)); } else { // A free-standing thread (or worker of another pool), push onto a random // queue. Queue* q = queues_[Rand(&pt->rand) % queues_.size()]; t = q->PushBack(std::move(t)); } // Note: below we touch this after making w available to worker threads. // Strictly speaking, this can lead to a racy-use-after-free. Consider that // Schedule is called from a thread that is neither main thread nor a worker // thread of this pool. Then, execution of w directly or indirectly // completes overall computations, which in turn leads to destruction of // this. We expect that such scenario is prevented by program, that is, // this is kept alive while any threads can potentially be in Schedule. if (!t.f) ec_.Notify(false); else env_.ExecuteTask(t); // Push failed, execute directly. } int NumThreads() const final { return static_cast<int>(threads_.size()); } int CurrentThreadId() const final { const PerThread* pt = const_cast<NonBlockingThreadPoolTempl*>(this)->GetPerThread(); if (pt->pool == this) { return pt->thread_id; } else { return -1; } } private: typedef typename Environment::EnvThread Thread; struct PerThread { constexpr PerThread() : pool(NULL), rand(0), thread_id(-1) { } NonBlockingThreadPoolTempl* pool; // Parent pool, or null for normal threads. uint64_t rand; // Random generator state. int thread_id; // Worker thread index in pool. }; Environment env_; MaxSizeVector<Thread*> threads_; MaxSizeVector<Queue*> queues_; MaxSizeVector<unsigned> coprimes_; MaxSizeVector<EventCount::Waiter> waiters_; std::atomic<unsigned> blocked_; std::atomic<bool> spinning_; std::atomic<bool> done_; EventCount ec_; // Main worker thread loop. void WorkerLoop(int thread_id) { PerThread* pt = GetPerThread(); pt->pool = this; pt->rand = std::hash<std::thread::id>()(std::this_thread::get_id()); pt->thread_id = thread_id; Queue* q = queues_[thread_id]; EventCount::Waiter* waiter = &waiters_[thread_id]; for (;;) { Task t = q->PopFront(); if (!t.f) { t = Steal(); if (!t.f) { // Leave one thread spinning. This reduces latency. // TODO(dvyukov): 1000 iterations is based on fair dice roll, tune it. // Also, the time it takes to attempt to steal work 1000 times depends // on the size of the thread pool. However the speed at which the user // of the thread pool submit tasks is independent of the size of the // pool. Consider a time based limit instead. if (!spinning_ && !spinning_.exchange(true)) { for (int i = 0; i < 1000 && !t.f; i++) { t = Steal(); } spinning_ = false; } if (!t.f) { if (!WaitForWork(waiter, &t)) { return; } } } } if (t.f) { env_.ExecuteTask(t); } } } // Steal tries to steal work from other worker threads in best-effort manner. Task Steal() { PerThread* pt = GetPerThread(); const size_t size = queues_.size(); unsigned r = Rand(&pt->rand); unsigned inc = coprimes_[r % coprimes_.size()]; unsigned victim = r % size; for (unsigned i = 0; i < size; i++) { Task t = queues_[victim]->PopBack(); if (t.f) { return t; } victim += inc; if (victim >= size) { victim -= size; } } return Task(); } // WaitForWork blocks until new work is available (returns true), or if it is // time to exit (returns false). Can optionally return a task to execute in t // (in such case t.f != nullptr on return). bool WaitForWork(EventCount::Waiter* waiter, Task* t) { eigen_assert(!t->f); // We already did best-effort emptiness check in Steal, so prepare for // blocking. ec_.Prewait(waiter); // Now do a reliable emptiness check. int victim = NonEmptyQueueIndex(); if (victim != -1) { ec_.CancelWait(waiter); *t = queues_[victim]->PopBack(); return true; } // Number of blocked threads is used as termination condition. // If we are shutting down and all worker threads blocked without work, // that's we are done. blocked_++; if (done_ && blocked_ == threads_.size()) { ec_.CancelWait(waiter); // Almost done, but need to re-check queues. // Consider that all queues are empty and all worker threads are preempted // right after incrementing blocked_ above. Now a free-standing thread // submits work and calls destructor (which sets done_). If we don't // re-check queues, we will exit leaving the work unexecuted. if (NonEmptyQueueIndex() != -1) { // Note: we must not pop from queues before we decrement blocked_, // otherwise the following scenario is possible. Consider that instead // of checking for emptiness we popped the only element from queues. // Now other worker threads can start exiting, which is bad if the // work item submits other work. So we just check emptiness here, // which ensures that all worker threads exit at the same time. blocked_--; return true; } // Reached stable termination state. ec_.Notify(true); return false; } ec_.CommitWait(waiter); blocked_--; return true; } int NonEmptyQueueIndex() { PerThread* pt = GetPerThread(); const size_t size = queues_.size(); unsigned r = Rand(&pt->rand); unsigned inc = coprimes_[r % coprimes_.size()]; unsigned victim = r % size; for (unsigned i = 0; i < size; i++) { if (!queues_[victim]->Empty()) { return victim; } victim += inc; if (victim >= size) { victim -= size; } } return -1; } static EIGEN_STRONG_INLINE PerThread* GetPerThread() { EIGEN_THREAD_LOCAL PerThread per_thread_; PerThread* pt = &per_thread_; return pt; } static EIGEN_STRONG_INLINE unsigned Rand(uint64_t* state) { uint64_t current = *state; // Update the internal state *state = current * 6364136223846793005ULL + 0xda3e39cb94b95bdbULL; // Generate the random output (using the PCG-XSH-RS scheme) return static_cast<unsigned>((current ^ (current >> 22)) >> (22 + (current >> 61))); } }; typedef NonBlockingThreadPoolTempl<StlThreadEnvironment> NonBlockingThreadPool; } // namespace Eigen #endif // EIGEN_CXX11_THREADPOOL_NONBLOCKING_THREAD_POOL_H
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abess-master/python/include/unsupported/Eigen/CXX11/src/ThreadPool/RunQueue.h
// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2016 Dmitry Vyukov <[email protected]> // // 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_CXX11_THREADPOOL_RUNQUEUE_H_ #define EIGEN_CXX11_THREADPOOL_RUNQUEUE_H_ namespace Eigen { // RunQueue is a fixed-size, partially non-blocking deque or Work items. // Operations on front of the queue must be done by a single thread (owner), // operations on back of the queue can be done by multiple threads concurrently. // // Algorithm outline: // All remote threads operating on the queue back are serialized by a mutex. // This ensures that at most two threads access state: owner and one remote // thread (Size aside). The algorithm ensures that the occupied region of the // underlying array is logically continuous (can wraparound, but no stray // occupied elements). Owner operates on one end of this region, remote thread // operates on the other end. Synchronization between these threads // (potential consumption of the last element and take up of the last empty // element) happens by means of state variable in each element. States are: // empty, busy (in process of insertion of removal) and ready. Threads claim // elements (empty->busy and ready->busy transitions) by means of a CAS // operation. The finishing transition (busy->empty and busy->ready) are done // with plain store as the element is exclusively owned by the current thread. // // Note: we could permit only pointers as elements, then we would not need // separate state variable as null/non-null pointer value would serve as state, // but that would require malloc/free per operation for large, complex values // (and this is designed to store std::function<()>). template <typename Work, unsigned kSize> class RunQueue { public: RunQueue() : front_(0), back_(0) { // require power-of-two for fast masking eigen_assert((kSize & (kSize - 1)) == 0); eigen_assert(kSize > 2); // why would you do this? eigen_assert(kSize <= (64 << 10)); // leave enough space for counter for (unsigned i = 0; i < kSize; i++) array_[i].state.store(kEmpty, std::memory_order_relaxed); } ~RunQueue() { eigen_assert(Size() == 0); } // PushFront inserts w at the beginning of the queue. // If queue is full returns w, otherwise returns default-constructed Work. Work PushFront(Work w) { unsigned front = front_.load(std::memory_order_relaxed); Elem* e = &array_[front & kMask]; uint8_t s = e->state.load(std::memory_order_relaxed); if (s != kEmpty || !e->state.compare_exchange_strong(s, kBusy, std::memory_order_acquire)) return w; front_.store(front + 1 + (kSize << 1), std::memory_order_relaxed); e->w = std::move(w); e->state.store(kReady, std::memory_order_release); return Work(); } // PopFront removes and returns the first element in the queue. // If the queue was empty returns default-constructed Work. Work PopFront() { unsigned front = front_.load(std::memory_order_relaxed); Elem* e = &array_[(front - 1) & kMask]; uint8_t s = e->state.load(std::memory_order_relaxed); if (s != kReady || !e->state.compare_exchange_strong(s, kBusy, std::memory_order_acquire)) return Work(); Work w = std::move(e->w); e->state.store(kEmpty, std::memory_order_release); front = ((front - 1) & kMask2) | (front & ~kMask2); front_.store(front, std::memory_order_relaxed); return w; } // PushBack adds w at the end of the queue. // If queue is full returns w, otherwise returns default-constructed Work. Work PushBack(Work w) { std::unique_lock<std::mutex> lock(mutex_); unsigned back = back_.load(std::memory_order_relaxed); Elem* e = &array_[(back - 1) & kMask]; uint8_t s = e->state.load(std::memory_order_relaxed); if (s != kEmpty || !e->state.compare_exchange_strong(s, kBusy, std::memory_order_acquire)) return w; back = ((back - 1) & kMask2) | (back & ~kMask2); back_.store(back, std::memory_order_relaxed); e->w = std::move(w); e->state.store(kReady, std::memory_order_release); return Work(); } // PopBack removes and returns the last elements in the queue. // Can fail spuriously. Work PopBack() { if (Empty()) return Work(); std::unique_lock<std::mutex> lock(mutex_, std::try_to_lock); if (!lock) return Work(); unsigned back = back_.load(std::memory_order_relaxed); Elem* e = &array_[back & kMask]; uint8_t s = e->state.load(std::memory_order_relaxed); if (s != kReady || !e->state.compare_exchange_strong(s, kBusy, std::memory_order_acquire)) return Work(); Work w = std::move(e->w); e->state.store(kEmpty, std::memory_order_release); back_.store(back + 1 + (kSize << 1), std::memory_order_relaxed); return w; } // PopBackHalf removes and returns half last elements in the queue. // Returns number of elements removed. But can also fail spuriously. unsigned PopBackHalf(std::vector<Work>* result) { if (Empty()) return 0; std::unique_lock<std::mutex> lock(mutex_, std::try_to_lock); if (!lock) return 0; unsigned back = back_.load(std::memory_order_relaxed); unsigned size = Size(); unsigned mid = back; if (size > 1) mid = back + (size - 1) / 2; unsigned n = 0; unsigned start = 0; for (; static_cast<int>(mid - back) >= 0; mid--) { Elem* e = &array_[mid & kMask]; uint8_t s = e->state.load(std::memory_order_relaxed); if (n == 0) { if (s != kReady || !e->state.compare_exchange_strong(s, kBusy, std::memory_order_acquire)) continue; start = mid; } else { // Note: no need to store temporal kBusy, we exclusively own these // elements. eigen_assert(s == kReady); } result->push_back(std::move(e->w)); e->state.store(kEmpty, std::memory_order_release); n++; } if (n != 0) back_.store(start + 1 + (kSize << 1), std::memory_order_relaxed); return n; } // Size returns current queue size. // Can be called by any thread at any time. unsigned Size() const { // Emptiness plays critical role in thread pool blocking. So we go to great // effort to not produce false positives (claim non-empty queue as empty). for (;;) { // Capture a consistent snapshot of front/tail. unsigned front = front_.load(std::memory_order_acquire); unsigned back = back_.load(std::memory_order_acquire); unsigned front1 = front_.load(std::memory_order_relaxed); if (front != front1) continue; int size = (front & kMask2) - (back & kMask2); // Fix overflow. if (size < 0) size += 2 * kSize; // Order of modification in push/pop is crafted to make the queue look // larger than it is during concurrent modifications. E.g. pop can // decrement size before the corresponding push has incremented it. // So the computed size can be up to kSize + 1, fix it. if (size > static_cast<int>(kSize)) size = kSize; return size; } } // Empty tests whether container is empty. // Can be called by any thread at any time. bool Empty() const { return Size() == 0; } private: static const unsigned kMask = kSize - 1; static const unsigned kMask2 = (kSize << 1) - 1; struct Elem { std::atomic<uint8_t> state; Work w; }; enum { kEmpty, kBusy, kReady, }; std::mutex mutex_; // Low log(kSize) + 1 bits in front_ and back_ contain rolling index of // front/back, repsectively. The remaining bits contain modification counters // that are incremented on Push operations. This allows us to (1) distinguish // between empty and full conditions (if we would use log(kSize) bits for // position, these conditions would be indistinguishable); (2) obtain // consistent snapshot of front_/back_ for Size operation using the // modification counters. std::atomic<unsigned> front_; std::atomic<unsigned> back_; Elem array_[kSize]; RunQueue(const RunQueue&) = delete; void operator=(const RunQueue&) = delete; }; } // namespace Eigen #endif // EIGEN_CXX11_THREADPOOL_RUNQUEUE_H_
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abess-master/python/include/unsupported/Eigen/CXX11/src/ThreadPool/SimpleThreadPool.h
// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2014 Benoit Steiner <[email protected]> // // 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_CXX11_THREADPOOL_SIMPLE_THREAD_POOL_H #define EIGEN_CXX11_THREADPOOL_SIMPLE_THREAD_POOL_H namespace Eigen { // The implementation of the ThreadPool type ensures that the Schedule method // runs the functions it is provided in FIFO order when the scheduling is done // by a single thread. // Environment provides a way to create threads and also allows to intercept // task submission and execution. template <typename Environment> class SimpleThreadPoolTempl : public ThreadPoolInterface { public: // Construct a pool that contains "num_threads" threads. explicit SimpleThreadPoolTempl(int num_threads, Environment env = Environment()) : env_(env), threads_(num_threads), waiters_(num_threads) { for (int i = 0; i < num_threads; i++) { threads_.push_back(env.CreateThread([this, i]() { WorkerLoop(i); })); } } // Wait until all scheduled work has finished and then destroy the // set of threads. ~SimpleThreadPoolTempl() { { // Wait for all work to get done. std::unique_lock<std::mutex> l(mu_); while (!pending_.empty()) { empty_.wait(l); } exiting_ = true; // Wakeup all waiters. for (auto w : waiters_) { w->ready = true; w->task.f = nullptr; w->cv.notify_one(); } } // Wait for threads to finish. for (auto t : threads_) { delete t; } } // Schedule fn() for execution in the pool of threads. The functions are // executed in the order in which they are scheduled. void Schedule(std::function<void()> fn) final { Task t = env_.CreateTask(std::move(fn)); std::unique_lock<std::mutex> l(mu_); if (waiters_.empty()) { pending_.push_back(std::move(t)); } else { Waiter* w = waiters_.back(); waiters_.pop_back(); w->ready = true; w->task = std::move(t); w->cv.notify_one(); } } int NumThreads() const final { return static_cast<int>(threads_.size()); } int CurrentThreadId() const final { const PerThread* pt = this->GetPerThread(); if (pt->pool == this) { return pt->thread_id; } else { return -1; } } protected: void WorkerLoop(int thread_id) { std::unique_lock<std::mutex> l(mu_); PerThread* pt = GetPerThread(); pt->pool = this; pt->thread_id = thread_id; Waiter w; Task t; while (!exiting_) { if (pending_.empty()) { // Wait for work to be assigned to me w.ready = false; waiters_.push_back(&w); while (!w.ready) { w.cv.wait(l); } t = w.task; w.task.f = nullptr; } else { // Pick up pending work t = std::move(pending_.front()); pending_.pop_front(); if (pending_.empty()) { empty_.notify_all(); } } if (t.f) { mu_.unlock(); env_.ExecuteTask(t); t.f = nullptr; mu_.lock(); } } } private: typedef typename Environment::Task Task; typedef typename Environment::EnvThread Thread; struct Waiter { std::condition_variable cv; Task task; bool ready; }; struct PerThread { constexpr PerThread() : pool(NULL), thread_id(-1) { } SimpleThreadPoolTempl* pool; // Parent pool, or null for normal threads. int thread_id; // Worker thread index in pool. }; Environment env_; std::mutex mu_; MaxSizeVector<Thread*> threads_; // All threads MaxSizeVector<Waiter*> waiters_; // Stack of waiting threads. std::deque<Task> pending_; // Queue of pending work std::condition_variable empty_; // Signaled on pending_.empty() bool exiting_ = false; PerThread* GetPerThread() const { EIGEN_THREAD_LOCAL PerThread per_thread; return &per_thread; } }; typedef SimpleThreadPoolTempl<StlThreadEnvironment> SimpleThreadPool; } // namespace Eigen #endif // EIGEN_CXX11_THREADPOOL_SIMPLE_THREAD_POOL_H
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abess-master/python/include/unsupported/Eigen/CXX11/src/ThreadPool/ThreadEnvironment.h
// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2014 Benoit Steiner <[email protected]> // // 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_CXX11_THREADPOOL_THREAD_ENVIRONMENT_H #define EIGEN_CXX11_THREADPOOL_THREAD_ENVIRONMENT_H namespace Eigen { struct StlThreadEnvironment { struct Task { std::function<void()> f; }; // EnvThread constructor must start the thread, // destructor must join the thread. class EnvThread { public: EnvThread(std::function<void()> f) : thr_(std::move(f)) {} ~EnvThread() { thr_.join(); } private: std::thread thr_; }; EnvThread* CreateThread(std::function<void()> f) { return new EnvThread(std::move(f)); } Task CreateTask(std::function<void()> f) { return Task{std::move(f)}; } void ExecuteTask(const Task& t) { t.f(); } }; } // namespace Eigen #endif // EIGEN_CXX11_THREADPOOL_THREAD_ENVIRONMENT_H
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abess-master/python/include/unsupported/Eigen/CXX11/src/ThreadPool/ThreadLocal.h
// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2016 Benoit Steiner <[email protected]> // // 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_CXX11_THREADPOOL_THREAD_LOCAL_H #define EIGEN_CXX11_THREADPOOL_THREAD_LOCAL_H // Try to come up with a portable implementation of thread local variables #if EIGEN_COMP_GNUC && EIGEN_GNUC_AT_MOST(4, 7) #define EIGEN_THREAD_LOCAL static __thread #elif EIGEN_COMP_CLANG #define EIGEN_THREAD_LOCAL static __thread #else #define EIGEN_THREAD_LOCAL static thread_local #endif #endif // EIGEN_CXX11_THREADPOOL_THREAD_LOCAL_H
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abess-master/python/include/unsupported/Eigen/CXX11/src/ThreadPool/ThreadPoolInterface.h
// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2014 Benoit Steiner <[email protected]> // // 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_CXX11_THREADPOOL_THREAD_POOL_INTERFACE_H #define EIGEN_CXX11_THREADPOOL_THREAD_POOL_INTERFACE_H namespace Eigen { // This defines an interface that ThreadPoolDevice can take to use // custom thread pools underneath. class ThreadPoolInterface { public: virtual void Schedule(std::function<void()> fn) = 0; // Returns the number of threads in the pool. virtual int NumThreads() const = 0; // Returns a logical thread index between 0 and NumThreads() - 1 if called // from one of the threads in the pool. Returns -1 otherwise. virtual int CurrentThreadId() const = 0; virtual ~ThreadPoolInterface() {} }; } // namespace Eigen #endif // EIGEN_CXX11_THREADPOOL_THREAD_POOL_INTERFACE_H
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abess-master/python/include/unsupported/Eigen/CXX11/src/ThreadPool/ThreadYield.h
// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2016 Benoit Steiner <[email protected]> // // 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_CXX11_THREADPOOL_THREAD_YIELD_H #define EIGEN_CXX11_THREADPOOL_THREAD_YIELD_H // Try to come up with a portable way to yield #if EIGEN_COMP_GNUC && EIGEN_GNUC_AT_MOST(4, 7) #define EIGEN_THREAD_YIELD() sched_yield() #else #define EIGEN_THREAD_YIELD() std::this_thread::yield() #endif #endif // EIGEN_CXX11_THREADPOOL_THREAD_YIELD_H
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33.095238
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abess-master/python/include/unsupported/Eigen/CXX11/src/util/CXX11Meta.h
// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2013 Christian Seiler <[email protected]> // // 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_CXX11META_H #define EIGEN_CXX11META_H #include <vector> #include "EmulateArray.h" // Emulate the cxx11 functionality that we need if the compiler doesn't support it. // Visual studio 2015 doesn't advertise itself as cxx11 compliant, although it // supports enough of the standard for our needs #if __cplusplus > 199711L || EIGEN_COMP_MSVC >= 1900 #include "CXX11Workarounds.h" namespace Eigen { namespace internal { /** \internal * \file CXX11/util/CXX11Meta.h * This file contains generic metaprogramming classes which are not specifically related to Eigen. * This file expands upon Core/util/Meta.h and adds support for C++11 specific features. */ template<typename... tt> struct type_list { constexpr static int count = sizeof...(tt); }; template<typename t, typename... tt> struct type_list<t, tt...> { constexpr static int count = sizeof...(tt) + 1; typedef t first_type; }; template<typename T, T... nn> struct numeric_list { constexpr static std::size_t count = sizeof...(nn); }; template<typename T, T n, T... nn> struct numeric_list<T, n, nn...> { constexpr static std::size_t count = sizeof...(nn) + 1; constexpr static T first_value = n; }; /* numeric list constructors * * equivalencies: * constructor result * typename gen_numeric_list<int, 5>::type numeric_list<int, 0,1,2,3,4> * typename gen_numeric_list_reversed<int, 5>::type numeric_list<int, 4,3,2,1,0> * typename gen_numeric_list_swapped_pair<int, 5,1,2>::type numeric_list<int, 0,2,1,3,4> * typename gen_numeric_list_repeated<int, 0, 5>::type numeric_list<int, 0,0,0,0,0> */ template<typename T, std::size_t n, T start = 0, T... ii> struct gen_numeric_list : gen_numeric_list<T, n-1, start, start + n-1, ii...> {}; template<typename T, T start, T... ii> struct gen_numeric_list<T, 0, start, ii...> { typedef numeric_list<T, ii...> type; }; template<typename T, std::size_t n, T start = 0, T... ii> struct gen_numeric_list_reversed : gen_numeric_list_reversed<T, n-1, start, ii..., start + n-1> {}; template<typename T, T start, T... ii> struct gen_numeric_list_reversed<T, 0, start, ii...> { typedef numeric_list<T, ii...> type; }; template<typename T, std::size_t n, T a, T b, T start = 0, T... ii> struct gen_numeric_list_swapped_pair : gen_numeric_list_swapped_pair<T, n-1, a, b, start, (start + n-1) == a ? b : ((start + n-1) == b ? a : (start + n-1)), ii...> {}; template<typename T, T a, T b, T start, T... ii> struct gen_numeric_list_swapped_pair<T, 0, a, b, start, ii...> { typedef numeric_list<T, ii...> type; }; template<typename T, std::size_t n, T V, T... nn> struct gen_numeric_list_repeated : gen_numeric_list_repeated<T, n-1, V, V, nn...> {}; template<typename T, T V, T... nn> struct gen_numeric_list_repeated<T, 0, V, nn...> { typedef numeric_list<T, nn...> type; }; /* list manipulation: concatenate */ template<class a, class b> struct concat; template<typename... as, typename... bs> struct concat<type_list<as...>, type_list<bs...>> { typedef type_list<as..., bs...> type; }; template<typename T, T... as, T... bs> struct concat<numeric_list<T, as...>, numeric_list<T, bs...> > { typedef numeric_list<T, as..., bs...> type; }; template<typename... p> struct mconcat; template<typename a> struct mconcat<a> { typedef a type; }; template<typename a, typename b> struct mconcat<a, b> : concat<a, b> {}; template<typename a, typename b, typename... cs> struct mconcat<a, b, cs...> : concat<a, typename mconcat<b, cs...>::type> {}; /* list manipulation: extract slices */ template<int n, typename x> struct take; template<int n, typename a, typename... as> struct take<n, type_list<a, as...>> : concat<type_list<a>, typename take<n-1, type_list<as...>>::type> {}; template<int n> struct take<n, type_list<>> { typedef type_list<> type; }; template<typename a, typename... as> struct take<0, type_list<a, as...>> { typedef type_list<> type; }; template<> struct take<0, type_list<>> { typedef type_list<> type; }; template<typename T, int n, T a, T... as> struct take<n, numeric_list<T, a, as...>> : concat<numeric_list<T, a>, typename take<n-1, numeric_list<T, as...>>::type> {}; template<typename T, int n> struct take<n, numeric_list<T>> { typedef numeric_list<T> type; }; template<typename T, T a, T... as> struct take<0, numeric_list<T, a, as...>> { typedef numeric_list<T> type; }; template<typename T> struct take<0, numeric_list<T>> { typedef numeric_list<T> type; }; template<typename T, int n, T... ii> struct h_skip_helper_numeric; template<typename T, int n, T i, T... ii> struct h_skip_helper_numeric<T, n, i, ii...> : h_skip_helper_numeric<T, n-1, ii...> {}; template<typename T, T i, T... ii> struct h_skip_helper_numeric<T, 0, i, ii...> { typedef numeric_list<T, i, ii...> type; }; template<typename T, int n> struct h_skip_helper_numeric<T, n> { typedef numeric_list<T> type; }; template<typename T> struct h_skip_helper_numeric<T, 0> { typedef numeric_list<T> type; }; template<int n, typename... tt> struct h_skip_helper_type; template<int n, typename t, typename... tt> struct h_skip_helper_type<n, t, tt...> : h_skip_helper_type<n-1, tt...> {}; template<typename t, typename... tt> struct h_skip_helper_type<0, t, tt...> { typedef type_list<t, tt...> type; }; template<int n> struct h_skip_helper_type<n> { typedef type_list<> type; }; template<> struct h_skip_helper_type<0> { typedef type_list<> type; }; template<int n> struct h_skip { template<typename T, T... ii> constexpr static inline typename h_skip_helper_numeric<T, n, ii...>::type helper(numeric_list<T, ii...>) { return typename h_skip_helper_numeric<T, n, ii...>::type(); } template<typename... tt> constexpr static inline typename h_skip_helper_type<n, tt...>::type helper(type_list<tt...>) { return typename h_skip_helper_type<n, tt...>::type(); } }; template<int n, typename a> struct skip { typedef decltype(h_skip<n>::helper(a())) type; }; template<int start, int count, typename a> struct slice : take<count, typename skip<start, a>::type> {}; /* list manipulation: retrieve single element from list */ template<int n, typename x> struct get; template<int n, typename a, typename... as> struct get<n, type_list<a, as...>> : get<n-1, type_list<as...>> {}; template<typename a, typename... as> struct get<0, type_list<a, as...>> { typedef a type; }; template<typename T, int n, T a, T... as> struct get<n, numeric_list<T, a, as...>> : get<n-1, numeric_list<T, as...>> {}; template<typename T, T a, T... as> struct get<0, numeric_list<T, a, as...>> { constexpr static T value = a; }; /* always get type, regardless of dummy; good for parameter pack expansion */ template<typename T, T dummy, typename t> struct id_numeric { typedef t type; }; template<typename dummy, typename t> struct id_type { typedef t type; }; /* equality checking, flagged version */ template<typename a, typename b> struct is_same_gf : is_same<a, b> { constexpr static int global_flags = 0; }; /* apply_op to list */ template< bool from_left, // false template<typename, typename> class op, typename additional_param, typename... values > struct h_apply_op_helper { typedef type_list<typename op<values, additional_param>::type...> type; }; template< template<typename, typename> class op, typename additional_param, typename... values > struct h_apply_op_helper<true, op, additional_param, values...> { typedef type_list<typename op<additional_param, values>::type...> type; }; template< bool from_left, template<typename, typename> class op, typename additional_param > struct h_apply_op { template<typename... values> constexpr static typename h_apply_op_helper<from_left, op, additional_param, values...>::type helper(type_list<values...>) { return typename h_apply_op_helper<from_left, op, additional_param, values...>::type(); } }; template< template<typename, typename> class op, typename additional_param, typename a > struct apply_op_from_left { typedef decltype(h_apply_op<true, op, additional_param>::helper(a())) type; }; template< template<typename, typename> class op, typename additional_param, typename a > struct apply_op_from_right { typedef decltype(h_apply_op<false, op, additional_param>::helper(a())) type; }; /* see if an element is in a list */ template< template<typename, typename> class test, typename check_against, typename h_list, bool last_check_positive = false > struct contained_in_list; template< template<typename, typename> class test, typename check_against, typename h_list > struct contained_in_list<test, check_against, h_list, true> { constexpr static bool value = true; }; template< template<typename, typename> class test, typename check_against, typename a, typename... as > struct contained_in_list<test, check_against, type_list<a, as...>, false> : contained_in_list<test, check_against, type_list<as...>, test<check_against, a>::value> {}; template< template<typename, typename> class test, typename check_against EIGEN_TPL_PP_SPEC_HACK_DEFC(typename, empty) > struct contained_in_list<test, check_against, type_list<EIGEN_TPL_PP_SPEC_HACK_USE(empty)>, false> { constexpr static bool value = false; }; /* see if an element is in a list and check for global flags */ template< template<typename, typename> class test, typename check_against, typename h_list, int default_flags = 0, bool last_check_positive = false, int last_check_flags = default_flags > struct contained_in_list_gf; template< template<typename, typename> class test, typename check_against, typename h_list, int default_flags, int last_check_flags > struct contained_in_list_gf<test, check_against, h_list, default_flags, true, last_check_flags> { constexpr static bool value = true; constexpr static int global_flags = last_check_flags; }; template< template<typename, typename> class test, typename check_against, typename a, typename... as, int default_flags, int last_check_flags > struct contained_in_list_gf<test, check_against, type_list<a, as...>, default_flags, false, last_check_flags> : contained_in_list_gf<test, check_against, type_list<as...>, default_flags, test<check_against, a>::value, test<check_against, a>::global_flags> {}; template< template<typename, typename> class test, typename check_against EIGEN_TPL_PP_SPEC_HACK_DEFC(typename, empty), int default_flags, int last_check_flags > struct contained_in_list_gf<test, check_against, type_list<EIGEN_TPL_PP_SPEC_HACK_USE(empty)>, default_flags, false, last_check_flags> { constexpr static bool value = false; constexpr static int global_flags = default_flags; }; /* generic reductions */ template< typename Reducer, typename... Ts > struct reduce; template< typename Reducer > struct reduce<Reducer> { constexpr static inline int run() { return Reducer::Identity; } }; template< typename Reducer, typename A > struct reduce<Reducer, A> { constexpr static inline A run(A a) { return a; } }; template< typename Reducer, typename A, typename... Ts > struct reduce<Reducer, A, Ts...> { constexpr static inline auto run(A a, Ts... ts) -> decltype(Reducer::run(a, reduce<Reducer, Ts...>::run(ts...))) { return Reducer::run(a, reduce<Reducer, Ts...>::run(ts...)); } }; /* generic binary operations */ struct sum_op { template<typename A, typename B> EIGEN_DEVICE_FUNC constexpr static inline auto run(A a, B b) -> decltype(a + b) { return a + b; } static constexpr int Identity = 0; }; struct product_op { template<typename A, typename B> EIGEN_DEVICE_FUNC constexpr static inline auto run(A a, B b) -> decltype(a * b) { return a * b; } static constexpr int Identity = 1; }; struct logical_and_op { template<typename A, typename B> constexpr static inline auto run(A a, B b) -> decltype(a && b) { return a && b; } }; struct logical_or_op { template<typename A, typename B> constexpr static inline auto run(A a, B b) -> decltype(a || b) { return a || b; } }; struct equal_op { template<typename A, typename B> constexpr static inline auto run(A a, B b) -> decltype(a == b) { return a == b; } }; struct not_equal_op { template<typename A, typename B> constexpr static inline auto run(A a, B b) -> decltype(a != b) { return a != b; } }; struct lesser_op { template<typename A, typename B> constexpr static inline auto run(A a, B b) -> decltype(a < b) { return a < b; } }; struct lesser_equal_op { template<typename A, typename B> constexpr static inline auto run(A a, B b) -> decltype(a <= b) { return a <= b; } }; struct greater_op { template<typename A, typename B> constexpr static inline auto run(A a, B b) -> decltype(a > b) { return a > b; } }; struct greater_equal_op { template<typename A, typename B> constexpr static inline auto run(A a, B b) -> decltype(a >= b) { return a >= b; } }; /* generic unary operations */ struct not_op { template<typename A> constexpr static inline auto run(A a) -> decltype(!a) { return !a; } }; struct negation_op { template<typename A> constexpr static inline auto run(A a) -> decltype(-a) { return -a; } }; struct greater_equal_zero_op { template<typename A> constexpr static inline auto run(A a) -> decltype(a >= 0) { return a >= 0; } }; /* reductions for lists */ // using auto -> return value spec makes ICC 13.0 and 13.1 crash here, so we have to hack it // together in front... (13.0 doesn't work with array_prod/array_reduce/... anyway, but 13.1 // does... template<typename... Ts> constexpr inline decltype(reduce<product_op, Ts...>::run((*((Ts*)0))...)) arg_prod(Ts... ts) { return reduce<product_op, Ts...>::run(ts...); } template<typename... Ts> constexpr inline decltype(reduce<sum_op, Ts...>::run((*((Ts*)0))...)) arg_sum(Ts... ts) { return reduce<sum_op, Ts...>::run(ts...); } /* reverse arrays */ template<typename Array, int... n> constexpr inline Array h_array_reverse(Array arr, numeric_list<int, n...>) { return {{array_get<sizeof...(n) - n - 1>(arr)...}}; } template<typename T, std::size_t N> constexpr inline array<T, N> array_reverse(array<T, N> arr) { return h_array_reverse(arr, typename gen_numeric_list<int, N>::type()); } /* generic array reductions */ // can't reuse standard reduce() interface above because Intel's Compiler // *really* doesn't like it, so we just reimplement the stuff // (start from N - 1 and work down to 0 because specialization for // n == N - 1 also doesn't work in Intel's compiler, so it goes into // an infinite loop) template<typename Reducer, typename T, std::size_t N, std::size_t n = N - 1> struct h_array_reduce { EIGEN_DEVICE_FUNC constexpr static inline auto run(array<T, N> arr, T identity) -> decltype(Reducer::run(h_array_reduce<Reducer, T, N, n - 1>::run(arr, identity), array_get<n>(arr))) { return Reducer::run(h_array_reduce<Reducer, T, N, n - 1>::run(arr, identity), array_get<n>(arr)); } }; template<typename Reducer, typename T, std::size_t N> struct h_array_reduce<Reducer, T, N, 0> { EIGEN_DEVICE_FUNC constexpr static inline T run(const array<T, N>& arr, T) { return array_get<0>(arr); } }; template<typename Reducer, typename T> struct h_array_reduce<Reducer, T, 0> { EIGEN_DEVICE_FUNC constexpr static inline T run(const array<T, 0>&, T identity) { return identity; } }; template<typename Reducer, typename T, std::size_t N> EIGEN_DEVICE_FUNC constexpr inline auto array_reduce(const array<T, N>& arr, T identity) -> decltype(h_array_reduce<Reducer, T, N>::run(arr, identity)) { return h_array_reduce<Reducer, T, N>::run(arr, identity); } /* standard array reductions */ template<typename T, std::size_t N> EIGEN_DEVICE_FUNC constexpr inline auto array_sum(const array<T, N>& arr) -> decltype(array_reduce<sum_op, T, N>(arr, static_cast<T>(0))) { return array_reduce<sum_op, T, N>(arr, static_cast<T>(0)); } template<typename T, std::size_t N> EIGEN_DEVICE_FUNC constexpr inline auto array_prod(const array<T, N>& arr) -> decltype(array_reduce<product_op, T, N>(arr, static_cast<T>(1))) { return array_reduce<product_op, T, N>(arr, static_cast<T>(1)); } template<typename t> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE t array_prod(const std::vector<t>& a) { eigen_assert(a.size() > 0); t prod = 1; for (size_t i = 0; i < a.size(); ++i) { prod *= a[i]; } return prod; } /* zip an array */ template<typename Op, typename A, typename B, std::size_t N, int... n> constexpr inline array<decltype(Op::run(A(), B())),N> h_array_zip(array<A, N> a, array<B, N> b, numeric_list<int, n...>) { return array<decltype(Op::run(A(), B())),N>{{ Op::run(array_get<n>(a), array_get<n>(b))... }}; } template<typename Op, typename A, typename B, std::size_t N> constexpr inline array<decltype(Op::run(A(), B())),N> array_zip(array<A, N> a, array<B, N> b) { return h_array_zip<Op>(a, b, typename gen_numeric_list<int, N>::type()); } /* zip an array and reduce the result */ template<typename Reducer, typename Op, typename A, typename B, std::size_t N, int... n> constexpr inline auto h_array_zip_and_reduce(array<A, N> a, array<B, N> b, numeric_list<int, n...>) -> decltype(reduce<Reducer, typename id_numeric<int,n,decltype(Op::run(A(), B()))>::type...>::run(Op::run(array_get<n>(a), array_get<n>(b))...)) { return reduce<Reducer, typename id_numeric<int,n,decltype(Op::run(A(), B()))>::type...>::run(Op::run(array_get<n>(a), array_get<n>(b))...); } template<typename Reducer, typename Op, typename A, typename B, std::size_t N> constexpr inline auto array_zip_and_reduce(array<A, N> a, array<B, N> b) -> decltype(h_array_zip_and_reduce<Reducer, Op, A, B, N>(a, b, typename gen_numeric_list<int, N>::type())) { return h_array_zip_and_reduce<Reducer, Op, A, B, N>(a, b, typename gen_numeric_list<int, N>::type()); } /* apply stuff to an array */ template<typename Op, typename A, std::size_t N, int... n> constexpr inline array<decltype(Op::run(A())),N> h_array_apply(array<A, N> a, numeric_list<int, n...>) { return array<decltype(Op::run(A())),N>{{ Op::run(array_get<n>(a))... }}; } template<typename Op, typename A, std::size_t N> constexpr inline array<decltype(Op::run(A())),N> array_apply(array<A, N> a) { return h_array_apply<Op>(a, typename gen_numeric_list<int, N>::type()); } /* apply stuff to an array and reduce */ template<typename Reducer, typename Op, typename A, std::size_t N, int... n> constexpr inline auto h_array_apply_and_reduce(array<A, N> arr, numeric_list<int, n...>) -> decltype(reduce<Reducer, typename id_numeric<int,n,decltype(Op::run(A()))>::type...>::run(Op::run(array_get<n>(arr))...)) { return reduce<Reducer, typename id_numeric<int,n,decltype(Op::run(A()))>::type...>::run(Op::run(array_get<n>(arr))...); } template<typename Reducer, typename Op, typename A, std::size_t N> constexpr inline auto array_apply_and_reduce(array<A, N> a) -> decltype(h_array_apply_and_reduce<Reducer, Op, A, N>(a, typename gen_numeric_list<int, N>::type())) { return h_array_apply_and_reduce<Reducer, Op, A, N>(a, typename gen_numeric_list<int, N>::type()); } /* repeat a value n times (and make an array out of it * usage: * array<int, 16> = repeat<16>(42); */ template<int n> struct h_repeat { template<typename t, int... ii> constexpr static inline array<t, n> run(t v, numeric_list<int, ii...>) { return {{ typename id_numeric<int, ii, t>::type(v)... }}; } }; template<int n, typename t> constexpr array<t, n> repeat(t v) { return h_repeat<n>::run(v, typename gen_numeric_list<int, n>::type()); } /* instantiate a class by a C-style array */ template<class InstType, typename ArrType, std::size_t N, bool Reverse, typename... Ps> struct h_instantiate_by_c_array; template<class InstType, typename ArrType, std::size_t N, typename... Ps> struct h_instantiate_by_c_array<InstType, ArrType, N, false, Ps...> { static InstType run(ArrType* arr, Ps... args) { return h_instantiate_by_c_array<InstType, ArrType, N - 1, false, Ps..., ArrType>::run(arr + 1, args..., arr[0]); } }; template<class InstType, typename ArrType, std::size_t N, typename... Ps> struct h_instantiate_by_c_array<InstType, ArrType, N, true, Ps...> { static InstType run(ArrType* arr, Ps... args) { return h_instantiate_by_c_array<InstType, ArrType, N - 1, false, ArrType, Ps...>::run(arr + 1, arr[0], args...); } }; template<class InstType, typename ArrType, typename... Ps> struct h_instantiate_by_c_array<InstType, ArrType, 0, false, Ps...> { static InstType run(ArrType* arr, Ps... args) { (void)arr; return InstType(args...); } }; template<class InstType, typename ArrType, typename... Ps> struct h_instantiate_by_c_array<InstType, ArrType, 0, true, Ps...> { static InstType run(ArrType* arr, Ps... args) { (void)arr; return InstType(args...); } }; template<class InstType, typename ArrType, std::size_t N, bool Reverse = false> InstType instantiate_by_c_array(ArrType* arr) { return h_instantiate_by_c_array<InstType, ArrType, N, Reverse>::run(arr); } } // end namespace internal } // end namespace Eigen #else // Non C++11, fallback to emulation mode #include "EmulateCXX11Meta.h" #endif #endif // EIGEN_CXX11META_H
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abess-master/python/include/unsupported/Eigen/CXX11/src/util/CXX11Workarounds.h
// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2013 Christian Seiler <[email protected]> // // 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_CXX11WORKAROUNDS_H #define EIGEN_CXX11WORKAROUNDS_H /* COMPATIBILITY CHECKS * (so users of compilers that are too old get some realistic error messages) */ #if defined(__INTEL_COMPILER) && (__INTEL_COMPILER < 1310) #error Intel Compiler only supports required C++ features since version 13.1. // note that most stuff in principle works with 13.0 but when combining // some features, at some point 13.0 will just fail with an internal assertion #elif defined(__GNUC__) && !defined(__clang__) && !defined(__INTEL_COMPILER) && (__GNUC__ < 4 || (__GNUC__ == 4 && __GNUC_MINOR__ < 6)) // G++ < 4.6 by default will continue processing the source files - even if we use #error to make // it error out. For this reason, we use the pragma to make sure G++ aborts at the first error // it sees. Unfortunately, that is still not our #error directive, but at least the output is // short enough the user has a chance to see that the compiler version is not sufficient for // the funky template mojo we use. #pragma GCC diagnostic error "-Wfatal-errors" #error GNU C++ Compiler (g++) only supports required C++ features since version 4.6. #endif /* Check that the compiler at least claims to support C++11. It might not be sufficient * because the compiler may not implement it correctly, but at least we'll know. * On the other hand, visual studio still doesn't claim to support C++11 although it's * compliant enugh for our purpose. */ #if (__cplusplus <= 199711L) && (EIGEN_COMP_MSVC < 1900) #if defined(__GNUC__) && !defined(__clang__) && !defined(__INTEL_COMPILER) #pragma GCC diagnostic error "-Wfatal-errors" #endif #error This library needs at least a C++11 compliant compiler. If you use g++/clang, please enable the -std=c++11 compiler flag. (-std=c++0x on older versions.) #endif namespace Eigen { namespace internal { /* std::get is only constexpr in C++14, not yet in C++11 */ template<std::size_t I, class T> constexpr inline T& array_get(std::vector<T>& a) { return a[I]; } template<std::size_t I, class T> constexpr inline T&& array_get(std::vector<T>&& a) { return a[I]; } template<std::size_t I, class T> constexpr inline T const& array_get(std::vector<T> const& a) { return a[I]; } /* Suppose you have a template of the form * template<typename T> struct X; * And you want to specialize it in such a way: * template<typename S1, typename... SN> struct X<Foo<S1, SN...>> { ::: }; * template<> struct X<Foo<>> { ::: }; * This will work in Intel's compiler 13.0, but only to some extent in g++ 4.6, since * g++ can only match templates called with parameter packs if the number of template * arguments is not a fixed size (so inside the first specialization, referencing * X<Foo<Sn...>> will fail in g++). On the other hand, g++ will accept the following: * template<typename S...> struct X<Foo<S...>> { ::: }: * as an additional (!) specialization, which will then only match the empty case. * But Intel's compiler 13.0 won't accept that, it will only accept the empty syntax, * so we have to create a workaround for this. */ #if defined(__GNUC__) && !defined(__INTEL_COMPILER) #define EIGEN_TPL_PP_SPEC_HACK_DEF(mt, n) mt... n #define EIGEN_TPL_PP_SPEC_HACK_DEFC(mt, n) , EIGEN_TPL_PP_SPEC_HACK_DEF(mt, n) #define EIGEN_TPL_PP_SPEC_HACK_USE(n) n... #define EIGEN_TPL_PP_SPEC_HACK_USEC(n) , n... #else #define EIGEN_TPL_PP_SPEC_HACK_DEF(mt, n) #define EIGEN_TPL_PP_SPEC_HACK_DEFC(mt, n) #define EIGEN_TPL_PP_SPEC_HACK_USE(n) #define EIGEN_TPL_PP_SPEC_HACK_USEC(n) #endif } // end namespace internal } // end namespace Eigen #endif // EIGEN_CXX11WORKAROUNDS_H /* * kate: space-indent on; indent-width 2; mixedindent off; indent-mode cstyle; */
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abess-master/python/include/unsupported/Eigen/CXX11/src/util/EmulateArray.h
// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2014 Benoit Steiner <[email protected]> // // 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_EMULATE_ARRAY_H #define EIGEN_EMULATE_ARRAY_H // The array class is only available starting with cxx11. Emulate our own here // if needed. Beware, msvc still doesn't advertise itself as a c++11 compiler! // Moreover, CUDA doesn't support the STL containers, so we use our own instead. #if (__cplusplus <= 199711L && EIGEN_COMP_MSVC < 1900) || defined(__CUDACC__) || defined(EIGEN_AVOID_STL_ARRAY) namespace Eigen { template <typename T, size_t n> class array { public: EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE T& operator[] (size_t index) { return values[index]; } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const T& operator[] (size_t index) const { return values[index]; } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE T& front() { return values[0]; } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const T& front() const { return values[0]; } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE T& back() { return values[n-1]; } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const T& back() const { return values[n-1]; } EIGEN_DEVICE_FUNC EIGEN_ALWAYS_INLINE static std::size_t size() { return n; } T values[n]; EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE array() { } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE array(const T& v) { EIGEN_STATIC_ASSERT(n==1, YOU_MADE_A_PROGRAMMING_MISTAKE) values[0] = v; } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE array(const T& v1, const T& v2) { EIGEN_STATIC_ASSERT(n==2, YOU_MADE_A_PROGRAMMING_MISTAKE) values[0] = v1; values[1] = v2; } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE array(const T& v1, const T& v2, const T& v3) { EIGEN_STATIC_ASSERT(n==3, YOU_MADE_A_PROGRAMMING_MISTAKE) values[0] = v1; values[1] = v2; values[2] = v3; } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE array(const T& v1, const T& v2, const T& v3, const T& v4) { EIGEN_STATIC_ASSERT(n==4, YOU_MADE_A_PROGRAMMING_MISTAKE) values[0] = v1; values[1] = v2; values[2] = v3; values[3] = v4; } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE array(const T& v1, const T& v2, const T& v3, const T& v4, const T& v5) { EIGEN_STATIC_ASSERT(n==5, YOU_MADE_A_PROGRAMMING_MISTAKE) values[0] = v1; values[1] = v2; values[2] = v3; values[3] = v4; values[4] = v5; } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE array(const T& v1, const T& v2, const T& v3, const T& v4, const T& v5, const T& v6) { EIGEN_STATIC_ASSERT(n==6, YOU_MADE_A_PROGRAMMING_MISTAKE) values[0] = v1; values[1] = v2; values[2] = v3; values[3] = v4; values[4] = v5; values[5] = v6; } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE array(const T& v1, const T& v2, const T& v3, const T& v4, const T& v5, const T& v6, const T& v7) { EIGEN_STATIC_ASSERT(n==7, YOU_MADE_A_PROGRAMMING_MISTAKE) values[0] = v1; values[1] = v2; values[2] = v3; values[3] = v4; values[4] = v5; values[5] = v6; values[6] = v7; } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE array( const T& v1, const T& v2, const T& v3, const T& v4, const T& v5, const T& v6, const T& v7, const T& v8) { EIGEN_STATIC_ASSERT(n==8, YOU_MADE_A_PROGRAMMING_MISTAKE) values[0] = v1; values[1] = v2; values[2] = v3; values[3] = v4; values[4] = v5; values[5] = v6; values[6] = v7; values[7] = v8; } #if EIGEN_HAS_VARIADIC_TEMPLATES EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE array(std::initializer_list<T> l) { eigen_assert(l.size() == n); internal::smart_copy(l.begin(), l.end(), values); } #endif }; // Specialize array for zero size template <typename T> class array<T, 0> { public: EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE T& operator[] (size_t) { eigen_assert(false && "Can't index a zero size array"); return dummy; } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const T& operator[] (size_t) const { eigen_assert(false && "Can't index a zero size array"); return dummy; } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE T& front() { eigen_assert(false && "Can't index a zero size array"); return dummy; } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const T& front() const { eigen_assert(false && "Can't index a zero size array"); return dummy; } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE T& back() { eigen_assert(false && "Can't index a zero size array"); return dummy; } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const T& back() const { eigen_assert(false && "Can't index a zero size array"); return dummy; } static EIGEN_DEVICE_FUNC EIGEN_ALWAYS_INLINE std::size_t size() { return 0; } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE array() : dummy() { } #if EIGEN_HAS_VARIADIC_TEMPLATES EIGEN_DEVICE_FUNC array(std::initializer_list<T> l) : dummy() { eigen_assert(l.size() == 0); } #endif private: T dummy; }; // Comparison operator // Todo: implement !=, <, <=, >, and >= template<class T, std::size_t N> EIGEN_DEVICE_FUNC bool operator==(const array<T,N>& lhs, const array<T,N>& rhs) { for (std::size_t i = 0; i < N; ++i) { if (lhs[i] != rhs[i]) { return false; } } return true; } namespace internal { template<std::size_t I, class T, std::size_t N> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE T& array_get(array<T,N>& a) { return a[I]; } template<std::size_t I, class T, std::size_t N> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const T& array_get(const array<T,N>& a) { return a[I]; } template <typename T> struct array_size; template<class T, std::size_t N> struct array_size<array<T,N> > { static const size_t value = N; }; template <typename T> struct array_size; template<class T, std::size_t N> struct array_size<array<T,N>& > { static const size_t value = N; }; template <typename T> struct array_size; template<class T, std::size_t N> struct array_size<const array<T,N> > { static const size_t value = N; }; template <typename T> struct array_size; template<class T, std::size_t N> struct array_size<const array<T,N>& > { static const size_t value = N; }; } // end namespace internal } // end namespace Eigen #else // The compiler supports c++11, and we're not targetting cuda: use std::array as Eigen::array #include <array> namespace Eigen { template <typename T, std::size_t N> using array = std::array<T, N>; namespace internal { /* std::get is only constexpr in C++14, not yet in C++11 * - libstdc++ from version 4.7 onwards has it nevertheless, * so use that * - libstdc++ older versions: use _M_instance directly * - libc++ all versions so far: use __elems_ directly * - all other libs: use std::get to be portable, but * this may not be constexpr */ #if defined(__GLIBCXX__) && __GLIBCXX__ < 20120322 #define STD_GET_ARR_HACK a._M_instance[I] #elif defined(_LIBCPP_VERSION) #define STD_GET_ARR_HACK a.__elems_[I] #else #define STD_GET_ARR_HACK std::template get<I, T, N>(a) #endif template<std::size_t I, class T, std::size_t N> constexpr inline T& array_get(std::array<T,N>& a) { return (T&) STD_GET_ARR_HACK; } template<std::size_t I, class T, std::size_t N> constexpr inline T&& array_get(std::array<T,N>&& a) { return (T&&) STD_GET_ARR_HACK; } template<std::size_t I, class T, std::size_t N> constexpr inline T const& array_get(std::array<T,N> const& a) { return (T const&) STD_GET_ARR_HACK; } #undef STD_GET_ARR_HACK template <typename T> struct array_size; template<class T, std::size_t N> struct array_size<const std::array<T,N> > { static const size_t value = N; }; template <typename T> struct array_size; template<class T, std::size_t N> struct array_size<std::array<T,N> > { static const size_t value = N; }; } // end namespace internal } // end namespace Eigen #endif #endif // EIGEN_EMULATE_ARRAY_H
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abess-master/python/include/unsupported/Eigen/CXX11/src/util/EmulateCXX11Meta.h
// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2014 Benoit Steiner <[email protected]> // // 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_EMULATE_CXX11_META_H #define EIGEN_EMULATE_CXX11_META_H namespace Eigen { namespace internal { /** \internal * \file CXX11/util/EmulateCXX11Meta.h * This file emulates a subset of the functionality provided by CXXMeta.h for * compilers that don't yet support cxx11 such as nvcc. */ struct empty_list { static const std::size_t count = 0; }; template<typename T, typename Tail=empty_list> struct type_list { typedef T HeadType; typedef Tail TailType; static const T head; static const Tail tail; static const std::size_t count = 1 + Tail::count; }; struct null_type { }; template<typename T1 = null_type, typename T2 = null_type, typename T3 = null_type, typename T4 = null_type, typename T5 = null_type, typename T6 = null_type, typename T7 = null_type, typename T8 = null_type> struct make_type_list { typedef typename make_type_list<T2, T3, T4, T5, T6, T7, T8>::type tailresult; typedef type_list<T1, tailresult> type; }; template<> struct make_type_list<> { typedef empty_list type; }; template <std::size_t index, class TList> struct get_type; template <class Head, class Tail> struct get_type<0, type_list<Head, Tail> > { typedef Head type; }; template <std::size_t i, class Head, class Tail> struct get_type<i, type_list<Head, Tail> > { typedef typename get_type<i-1, Tail>::type type; }; /* numeric list */ template <typename T, T n> struct type2val { typedef T type; static const T value = n; }; template<typename T, size_t n, T V> struct gen_numeric_list_repeated; template<typename T, T V> struct gen_numeric_list_repeated<T, 1, V> { typedef typename make_type_list<type2val<T, V> >::type type; }; template<typename T, T V> struct gen_numeric_list_repeated<T, 2, V> { typedef typename make_type_list<type2val<T, V>, type2val<T, V> >::type type; }; template<typename T, T V> struct gen_numeric_list_repeated<T, 3, V> { typedef typename make_type_list<type2val<T, V>, type2val<T, V>, type2val<T, V> >::type type; }; template<typename T, T V> struct gen_numeric_list_repeated<T, 4, V> { typedef typename make_type_list<type2val<T, V>, type2val<T, V>, type2val<T, V>, type2val<T, V> >::type type; }; template<typename T, T V> struct gen_numeric_list_repeated<T, 5, V> { typedef typename make_type_list<type2val<T, V>, type2val<T, V>, type2val<T, V>, type2val<T, V>, type2val<T, V> >::type type; }; template<typename T, T V> struct gen_numeric_list_repeated<T, 6, V> { typedef typename make_type_list<type2val<T, V>, type2val<T, V>, type2val<T, V>, type2val<T, V>, type2val<T, V>, type2val<T, V> >::type type; }; template<typename T, T V> struct gen_numeric_list_repeated<T, 7, V> { typedef typename make_type_list<type2val<T, V>, type2val<T, V>, type2val<T, V>, type2val<T, V>, type2val<T, V>, type2val<T, V>, type2val<T, V> >::type type; }; template<typename T, T V> struct gen_numeric_list_repeated<T, 8, V> { typedef typename make_type_list<type2val<T, V>, type2val<T, V>, type2val<T, V>, type2val<T, V>, type2val<T, V>, type2val<T, V>, type2val<T, V>, type2val<T, V> >::type type; }; template <std::size_t index, class NList> struct get; template <std::size_t i> struct get<i, empty_list> { get() { eigen_assert(false && "index overflow"); } typedef void type; static const char value = '\0'; }; template <std::size_t i, class Head> struct get<i, type_list<Head, empty_list> > { get() { eigen_assert(false && "index overflow"); } typedef void type; static const char value = '\0'; }; template <class Head> struct get<0, type_list<Head, empty_list> > { typedef typename Head::type type; static const type value = Head::value; }; template <class Head, class Tail> struct get<0, type_list<Head, Tail> > { typedef typename Head::type type; static const type value = Head::value; }; template <std::size_t i, class Head, class Tail> struct get<i, type_list<Head, Tail> > { typedef typename Tail::HeadType::type type; static const type value = get<i-1, Tail>::value; }; template <class NList> struct arg_prod { static const typename NList::HeadType::type value = get<0, NList>::value * arg_prod<typename NList::TailType>::value; }; template <> struct arg_prod<empty_list> { static const int value = 1; }; template<int n, typename t> array<t, n> repeat(t v) { array<t, n> array; array.fill(v); return array; } template<std::size_t I, class Head, class Tail> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE typename Head::type array_get(type_list<Head, Tail>&) { return get<I, type_list<Head, Tail> >::value; } template<std::size_t I, class Head, class Tail> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE typename Head::type array_get(const type_list<Head, Tail>&) { return get<I, type_list<Head, Tail> >::value; } template <class NList> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE typename NList::HeadType::type array_prod(const NList&) { return arg_prod<NList>::value; } template<typename t, std::size_t n> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE t array_prod(const array<t, n>& a) { t prod = 1; for (size_t i = 0; i < n; ++i) { prod *= a[i]; } return prod; } template<typename t> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE t array_prod(const array<t, 0>& /*a*/) { return 0; } template<typename t> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE t array_prod(const std::vector<t>& a) { eigen_assert(a.size() > 0); t prod = 1; for (size_t i = 0; i < a.size(); ++i) { prod *= a[i]; } return prod; } template<std::size_t I, class T> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE T& array_get(std::vector<T>& a) { return a[I]; } template<std::size_t I, class T> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const T& array_get(const std::vector<T>& a) { return a[I]; } struct sum_op { template<typename A, typename B> static inline bool run(A a, B b) { return a + b; } }; struct product_op { template<typename A, typename B> static inline bool run(A a, B b) { return a * b; } }; struct logical_and_op { template<typename A, typename B> static inline bool run(A a, B b) { return a && b; } }; struct logical_or_op { template<typename A, typename B> static inline bool run(A a, B b) { return a || b; } }; struct equal_op { template<typename A, typename B> static inline bool run(A a, B b) { return a == b; } }; struct not_equal_op { template<typename A, typename B> static inline bool run(A a, B b) { return a != b; } }; struct lesser_op { template<typename A, typename B> static inline bool run(A a, B b) { return a < b; } }; struct lesser_equal_op { template<typename A, typename B> static inline bool run(A a, B b) { return a <= b; } }; struct greater_op { template<typename A, typename B> static inline bool run(A a, B b) { return a > b; } }; struct greater_equal_op { template<typename A, typename B> static inline bool run(A a, B b) { return a >= b; } }; struct not_op { template<typename A> static inline bool run(A a) { return !a; } }; struct negation_op { template<typename A> static inline bool run(A a) { return -a; } }; struct greater_equal_zero_op { template<typename A> static inline bool run(A a) { return a >= 0; } }; template<typename Reducer, typename Op, typename A, std::size_t N> struct ArrayApplyAndReduce { static inline bool run(const array<A, N>& a) { EIGEN_STATIC_ASSERT(N >= 2, YOU_MADE_A_PROGRAMMING_MISTAKE); bool result = Reducer::run(Op::run(a[0]), Op::run(a[1])); for (size_t i = 2; i < N; ++i) { result = Reducer::run(result, Op::run(a[i])); } return result; } }; template<typename Reducer, typename Op, typename A> struct ArrayApplyAndReduce<Reducer, Op, A, 1> { static inline bool run(const array<A, 1>& a) { return Op::run(a[0]); } }; template<typename Reducer, typename Op, typename A, std::size_t N> inline bool array_apply_and_reduce(const array<A, N>& a) { return ArrayApplyAndReduce<Reducer, Op, A, N>::run(a); } template<typename Reducer, typename Op, typename A, typename B, std::size_t N> struct ArrayZipAndReduce { static inline bool run(const array<A, N>& a, const array<B, N>& b) { EIGEN_STATIC_ASSERT(N >= 2, YOU_MADE_A_PROGRAMMING_MISTAKE); bool result = Reducer::run(Op::run(a[0], b[0]), Op::run(a[1], b[1])); for (size_t i = 2; i < N; ++i) { result = Reducer::run(result, Op::run(a[i], b[i])); } return result; } }; template<typename Reducer, typename Op, typename A, typename B> struct ArrayZipAndReduce<Reducer, Op, A, B, 1> { static inline bool run(const array<A, 1>& a, const array<B, 1>& b) { return Op::run(a[0], b[0]); } }; template<typename Reducer, typename Op, typename A, typename B, std::size_t N> inline bool array_zip_and_reduce(const array<A, N>& a, const array<B, N>& b) { return ArrayZipAndReduce<Reducer, Op, A, B, N>::run(a, b); } } // end namespace internal } // end namespace Eigen #endif // EIGEN_EMULATE_CXX11_META_H
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abess-master/python/include/unsupported/Eigen/CXX11/src/util/MaxSizeVector.h
// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2014 Benoit Steiner <[email protected]> // // 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_FIXEDSIZEVECTOR_H #define EIGEN_FIXEDSIZEVECTOR_H namespace Eigen { /** \class MaxSizeVector * \ingroup Core * * \brief The MaxSizeVector class. * * The %MaxSizeVector provides a subset of std::vector functionality. * * The goal is to provide basic std::vector operations when using * std::vector is not an option (e.g. on GPU or when compiling using * FMA/AVX, as this can cause either compilation failures or illegal * instruction failures). * * Beware: The constructors are not API compatible with these of * std::vector. */ template <typename T> class MaxSizeVector { public: // Construct a new MaxSizeVector, reserve n elements. EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE explicit MaxSizeVector(size_t n) : reserve_(n), size_(0), data_(static_cast<T*>(internal::aligned_malloc(n * sizeof(T)))) { for (size_t i = 0; i < n; ++i) { new (&data_[i]) T; } } // Construct a new MaxSizeVector, reserve and resize to n. // Copy the init value to all elements. EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE MaxSizeVector(size_t n, const T& init) : reserve_(n), size_(n), data_(static_cast<T*>(internal::aligned_malloc(n * sizeof(T)))) { for (size_t i = 0; i < n; ++i) { new (&data_[i]) T(init); } } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE ~MaxSizeVector() { for (size_t i = 0; i < size_; ++i) { data_[i].~T(); } internal::aligned_free(data_); } void resize(size_t n) { eigen_assert(n <= reserve_); for (size_t i = size_; i < n; ++i) { new (&data_[i]) T; } for (size_t i = n; i < size_; ++i) { data_[i].~T(); } size_ = n; } // Append new elements (up to reserved size). EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void push_back(const T& t) { eigen_assert(size_ < reserve_); data_[size_++] = t; } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const T& operator[] (size_t i) const { eigen_assert(i < size_); return data_[i]; } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE T& operator[] (size_t i) { eigen_assert(i < size_); return data_[i]; } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE T& back() { eigen_assert(size_ > 0); return data_[size_ - 1]; } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const T& back() const { eigen_assert(size_ > 0); return data_[size_ - 1]; } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void pop_back() { // NOTE: This does not destroy the value at the end the way // std::vector's version of pop_back() does. That happens when // the Vector is destroyed. eigen_assert(size_ > 0); size_--; } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE size_t size() const { return size_; } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE bool empty() const { return size_ == 0; } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE T* data() { return data_; } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const T* data() const { return data_; } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE T* begin() { return data_; } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE T* end() { return data_ + size_; } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const T* begin() const { return data_; } EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const T* end() const { return data_ + size_; } private: size_t reserve_; size_t size_; T* data_; }; } // namespace Eigen #endif // EIGEN_FIXEDSIZEVECTOR_H
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abess
abess-master/python/include/unsupported/Eigen/src/AutoDiff/AutoDiffJacobian.h
// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2009 Gael Guennebaud <[email protected]> // // 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_AUTODIFF_JACOBIAN_H #define EIGEN_AUTODIFF_JACOBIAN_H namespace Eigen { template<typename Functor> class AutoDiffJacobian : public Functor { public: AutoDiffJacobian() : Functor() {} AutoDiffJacobian(const Functor& f) : Functor(f) {} // forward constructors #if EIGEN_HAS_VARIADIC_TEMPLATES template<typename... T> AutoDiffJacobian(const T& ...Values) : Functor(Values...) {} #else template<typename T0> AutoDiffJacobian(const T0& a0) : Functor(a0) {} template<typename T0, typename T1> AutoDiffJacobian(const T0& a0, const T1& a1) : Functor(a0, a1) {} template<typename T0, typename T1, typename T2> AutoDiffJacobian(const T0& a0, const T1& a1, const T2& a2) : Functor(a0, a1, a2) {} #endif typedef typename Functor::InputType InputType; typedef typename Functor::ValueType ValueType; typedef typename ValueType::Scalar Scalar; enum { InputsAtCompileTime = InputType::RowsAtCompileTime, ValuesAtCompileTime = ValueType::RowsAtCompileTime }; typedef Matrix<Scalar, ValuesAtCompileTime, InputsAtCompileTime> JacobianType; typedef typename JacobianType::Index Index; typedef Matrix<Scalar, InputsAtCompileTime, 1> DerivativeType; typedef AutoDiffScalar<DerivativeType> ActiveScalar; typedef Matrix<ActiveScalar, InputsAtCompileTime, 1> ActiveInput; typedef Matrix<ActiveScalar, ValuesAtCompileTime, 1> ActiveValue; #if EIGEN_HAS_VARIADIC_TEMPLATES // Some compilers don't accept variadic parameters after a default parameter, // i.e., we can't just write _jac=0 but we need to overload operator(): EIGEN_STRONG_INLINE void operator() (const InputType& x, ValueType* v) const { this->operator()(x, v, 0); } template<typename... ParamsType> void operator() (const InputType& x, ValueType* v, JacobianType* _jac, const ParamsType&... Params) const #else void operator() (const InputType& x, ValueType* v, JacobianType* _jac=0) const #endif { eigen_assert(v!=0); if (!_jac) { #if EIGEN_HAS_VARIADIC_TEMPLATES Functor::operator()(x, v, Params...); #else Functor::operator()(x, v); #endif return; } JacobianType& jac = *_jac; ActiveInput ax = x.template cast<ActiveScalar>(); ActiveValue av(jac.rows()); if(InputsAtCompileTime==Dynamic) for (Index j=0; j<jac.rows(); j++) av[j].derivatives().resize(x.rows()); for (Index i=0; i<jac.cols(); i++) ax[i].derivatives() = DerivativeType::Unit(x.rows(),i); #if EIGEN_HAS_VARIADIC_TEMPLATES Functor::operator()(ax, &av, Params...); #else Functor::operator()(ax, &av); #endif for (Index i=0; i<jac.rows(); i++) { (*v)[i] = av[i].value(); jac.row(i) = av[i].derivatives(); } } }; } #endif // EIGEN_AUTODIFF_JACOBIAN_H
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abess
abess-master/python/include/unsupported/Eigen/src/AutoDiff/AutoDiffScalar.h
// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2009 Gael Guennebaud <[email protected]> // // 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_AUTODIFF_SCALAR_H #define EIGEN_AUTODIFF_SCALAR_H namespace Eigen { namespace internal { template<typename A, typename B> struct make_coherent_impl { static void run(A&, B&) {} }; // resize a to match b is a.size()==0, and conversely. template<typename A, typename B> void make_coherent(const A& a, const B&b) { make_coherent_impl<A,B>::run(a.const_cast_derived(), b.const_cast_derived()); } template<typename _DerType, bool Enable> struct auto_diff_special_op; } // end namespace internal template<typename _DerType> class AutoDiffScalar; template<typename NewDerType> inline AutoDiffScalar<NewDerType> MakeAutoDiffScalar(const typename NewDerType::Scalar& value, const NewDerType &der) { return AutoDiffScalar<NewDerType>(value,der); } /** \class AutoDiffScalar * \brief A scalar type replacement with automatic differentation capability * * \param _DerType the vector type used to store/represent the derivatives. The base scalar type * as well as the number of derivatives to compute are determined from this type. * Typical choices include, e.g., \c Vector4f for 4 derivatives, or \c VectorXf * if the number of derivatives is not known at compile time, and/or, the number * of derivatives is large. * Note that _DerType can also be a reference (e.g., \c VectorXf&) to wrap a * existing vector into an AutoDiffScalar. * Finally, _DerType can also be any Eigen compatible expression. * * This class represents a scalar value while tracking its respective derivatives using Eigen's expression * template mechanism. * * It supports the following list of global math function: * - std::abs, std::sqrt, std::pow, std::exp, std::log, std::sin, std::cos, * - internal::abs, internal::sqrt, numext::pow, internal::exp, internal::log, internal::sin, internal::cos, * - internal::conj, internal::real, internal::imag, numext::abs2. * * AutoDiffScalar can be used as the scalar type of an Eigen::Matrix object. However, * in that case, the expression template mechanism only occurs at the top Matrix level, * while derivatives are computed right away. * */ template<typename _DerType> class AutoDiffScalar : public internal::auto_diff_special_op <_DerType, !internal::is_same<typename internal::traits<typename internal::remove_all<_DerType>::type>::Scalar, typename NumTraits<typename internal::traits<typename internal::remove_all<_DerType>::type>::Scalar>::Real>::value> { public: typedef internal::auto_diff_special_op <_DerType, !internal::is_same<typename internal::traits<typename internal::remove_all<_DerType>::type>::Scalar, typename NumTraits<typename internal::traits<typename internal::remove_all<_DerType>::type>::Scalar>::Real>::value> Base; typedef typename internal::remove_all<_DerType>::type DerType; typedef typename internal::traits<DerType>::Scalar Scalar; typedef typename NumTraits<Scalar>::Real Real; using Base::operator+; using Base::operator*; /** Default constructor without any initialization. */ AutoDiffScalar() {} /** Constructs an active scalar from its \a value, and initializes the \a nbDer derivatives such that it corresponds to the \a derNumber -th variable */ AutoDiffScalar(const Scalar& value, int nbDer, int derNumber) : m_value(value), m_derivatives(DerType::Zero(nbDer)) { m_derivatives.coeffRef(derNumber) = Scalar(1); } /** Conversion from a scalar constant to an active scalar. * The derivatives are set to zero. */ /*explicit*/ AutoDiffScalar(const Real& value) : m_value(value) { if(m_derivatives.size()>0) m_derivatives.setZero(); } /** Constructs an active scalar from its \a value and derivatives \a der */ AutoDiffScalar(const Scalar& value, const DerType& der) : m_value(value), m_derivatives(der) {} template<typename OtherDerType> AutoDiffScalar(const AutoDiffScalar<OtherDerType>& other #ifndef EIGEN_PARSED_BY_DOXYGEN , typename internal::enable_if< internal::is_same<Scalar, typename internal::traits<typename internal::remove_all<OtherDerType>::type>::Scalar>::value && internal::is_convertible<OtherDerType,DerType>::value , void*>::type = 0 #endif ) : m_value(other.value()), m_derivatives(other.derivatives()) {} friend std::ostream & operator << (std::ostream & s, const AutoDiffScalar& a) { return s << a.value(); } AutoDiffScalar(const AutoDiffScalar& other) : m_value(other.value()), m_derivatives(other.derivatives()) {} template<typename OtherDerType> inline AutoDiffScalar& operator=(const AutoDiffScalar<OtherDerType>& other) { m_value = other.value(); m_derivatives = other.derivatives(); return *this; } inline AutoDiffScalar& operator=(const AutoDiffScalar& other) { m_value = other.value(); m_derivatives = other.derivatives(); return *this; } inline AutoDiffScalar& operator=(const Scalar& other) { m_value = other; if(m_derivatives.size()>0) m_derivatives.setZero(); return *this; } // inline operator const Scalar& () const { return m_value; } // inline operator Scalar& () { return m_value; } inline const Scalar& value() const { return m_value; } inline Scalar& value() { return m_value; } inline const DerType& derivatives() const { return m_derivatives; } inline DerType& derivatives() { return m_derivatives; } inline bool operator< (const Scalar& other) const { return m_value < other; } inline bool operator<=(const Scalar& other) const { return m_value <= other; } inline bool operator> (const Scalar& other) const { return m_value > other; } inline bool operator>=(const Scalar& other) const { return m_value >= other; } inline bool operator==(const Scalar& other) const { return m_value == other; } inline bool operator!=(const Scalar& other) const { return m_value != other; } friend inline bool operator< (const Scalar& a, const AutoDiffScalar& b) { return a < b.value(); } friend inline bool operator<=(const Scalar& a, const AutoDiffScalar& b) { return a <= b.value(); } friend inline bool operator> (const Scalar& a, const AutoDiffScalar& b) { return a > b.value(); } friend inline bool operator>=(const Scalar& a, const AutoDiffScalar& b) { return a >= b.value(); } friend inline bool operator==(const Scalar& a, const AutoDiffScalar& b) { return a == b.value(); } friend inline bool operator!=(const Scalar& a, const AutoDiffScalar& b) { return a != b.value(); } template<typename OtherDerType> inline bool operator< (const AutoDiffScalar<OtherDerType>& b) const { return m_value < b.value(); } template<typename OtherDerType> inline bool operator<=(const AutoDiffScalar<OtherDerType>& b) const { return m_value <= b.value(); } template<typename OtherDerType> inline bool operator> (const AutoDiffScalar<OtherDerType>& b) const { return m_value > b.value(); } template<typename OtherDerType> inline bool operator>=(const AutoDiffScalar<OtherDerType>& b) const { return m_value >= b.value(); } template<typename OtherDerType> inline bool operator==(const AutoDiffScalar<OtherDerType>& b) const { return m_value == b.value(); } template<typename OtherDerType> inline bool operator!=(const AutoDiffScalar<OtherDerType>& b) const { return m_value != b.value(); } inline const AutoDiffScalar<DerType&> operator+(const Scalar& other) const { return AutoDiffScalar<DerType&>(m_value + other, m_derivatives); } friend inline const AutoDiffScalar<DerType&> operator+(const Scalar& a, const AutoDiffScalar& b) { return AutoDiffScalar<DerType&>(a + b.value(), b.derivatives()); } // inline const AutoDiffScalar<DerType&> operator+(const Real& other) const // { // return AutoDiffScalar<DerType&>(m_value + other, m_derivatives); // } // friend inline const AutoDiffScalar<DerType&> operator+(const Real& a, const AutoDiffScalar& b) // { // return AutoDiffScalar<DerType&>(a + b.value(), b.derivatives()); // } inline AutoDiffScalar& operator+=(const Scalar& other) { value() += other; return *this; } template<typename OtherDerType> inline const AutoDiffScalar<CwiseBinaryOp<internal::scalar_sum_op<Scalar>,const DerType,const typename internal::remove_all<OtherDerType>::type> > operator+(const AutoDiffScalar<OtherDerType>& other) const { internal::make_coherent(m_derivatives, other.derivatives()); return AutoDiffScalar<CwiseBinaryOp<internal::scalar_sum_op<Scalar>,const DerType,const typename internal::remove_all<OtherDerType>::type> >( m_value + other.value(), m_derivatives + other.derivatives()); } template<typename OtherDerType> inline AutoDiffScalar& operator+=(const AutoDiffScalar<OtherDerType>& other) { (*this) = (*this) + other; return *this; } inline const AutoDiffScalar<DerType&> operator-(const Scalar& b) const { return AutoDiffScalar<DerType&>(m_value - b, m_derivatives); } friend inline const AutoDiffScalar<CwiseUnaryOp<internal::scalar_opposite_op<Scalar>, const DerType> > operator-(const Scalar& a, const AutoDiffScalar& b) { return AutoDiffScalar<CwiseUnaryOp<internal::scalar_opposite_op<Scalar>, const DerType> > (a - b.value(), -b.derivatives()); } inline AutoDiffScalar& operator-=(const Scalar& other) { value() -= other; return *this; } template<typename OtherDerType> inline const AutoDiffScalar<CwiseBinaryOp<internal::scalar_difference_op<Scalar>, const DerType,const typename internal::remove_all<OtherDerType>::type> > operator-(const AutoDiffScalar<OtherDerType>& other) const { internal::make_coherent(m_derivatives, other.derivatives()); return AutoDiffScalar<CwiseBinaryOp<internal::scalar_difference_op<Scalar>, const DerType,const typename internal::remove_all<OtherDerType>::type> >( m_value - other.value(), m_derivatives - other.derivatives()); } template<typename OtherDerType> inline AutoDiffScalar& operator-=(const AutoDiffScalar<OtherDerType>& other) { *this = *this - other; return *this; } inline const AutoDiffScalar<CwiseUnaryOp<internal::scalar_opposite_op<Scalar>, const DerType> > operator-() const { return AutoDiffScalar<CwiseUnaryOp<internal::scalar_opposite_op<Scalar>, const DerType> >( -m_value, -m_derivatives); } inline const AutoDiffScalar<EIGEN_EXPR_BINARYOP_SCALAR_RETURN_TYPE(DerType,Scalar,product) > operator*(const Scalar& other) const { return MakeAutoDiffScalar(m_value * other, m_derivatives * other); } friend inline const AutoDiffScalar<EIGEN_EXPR_BINARYOP_SCALAR_RETURN_TYPE(DerType,Scalar,product) > operator*(const Scalar& other, const AutoDiffScalar& a) { return MakeAutoDiffScalar(a.value() * other, a.derivatives() * other); } // inline const AutoDiffScalar<typename CwiseUnaryOp<internal::scalar_multiple_op<Real>, DerType>::Type > // operator*(const Real& other) const // { // return AutoDiffScalar<typename CwiseUnaryOp<internal::scalar_multiple_op<Real>, DerType>::Type >( // m_value * other, // (m_derivatives * other)); // } // // friend inline const AutoDiffScalar<typename CwiseUnaryOp<internal::scalar_multiple_op<Real>, DerType>::Type > // operator*(const Real& other, const AutoDiffScalar& a) // { // return AutoDiffScalar<typename CwiseUnaryOp<internal::scalar_multiple_op<Real>, DerType>::Type >( // a.value() * other, // a.derivatives() * other); // } inline const AutoDiffScalar<EIGEN_EXPR_BINARYOP_SCALAR_RETURN_TYPE(DerType,Scalar,product) > operator/(const Scalar& other) const { return MakeAutoDiffScalar(m_value / other, (m_derivatives * (Scalar(1)/other))); } friend inline const AutoDiffScalar<EIGEN_EXPR_BINARYOP_SCALAR_RETURN_TYPE(DerType,Scalar,product) > operator/(const Scalar& other, const AutoDiffScalar& a) { return MakeAutoDiffScalar(other / a.value(), a.derivatives() * (Scalar(-other) / (a.value()*a.value()))); } // inline const AutoDiffScalar<typename CwiseUnaryOp<internal::scalar_multiple_op<Real>, DerType>::Type > // operator/(const Real& other) const // { // return AutoDiffScalar<typename CwiseUnaryOp<internal::scalar_multiple_op<Real>, DerType>::Type >( // m_value / other, // (m_derivatives * (Real(1)/other))); // } // // friend inline const AutoDiffScalar<typename CwiseUnaryOp<internal::scalar_multiple_op<Real>, DerType>::Type > // operator/(const Real& other, const AutoDiffScalar& a) // { // return AutoDiffScalar<typename CwiseUnaryOp<internal::scalar_multiple_op<Real>, DerType>::Type >( // other / a.value(), // a.derivatives() * (-Real(1)/other)); // } template<typename OtherDerType> inline const AutoDiffScalar<EIGEN_EXPR_BINARYOP_SCALAR_RETURN_TYPE( CwiseBinaryOp<internal::scalar_difference_op<Scalar> EIGEN_COMMA const EIGEN_EXPR_BINARYOP_SCALAR_RETURN_TYPE(DerType,Scalar,product) EIGEN_COMMA const EIGEN_EXPR_BINARYOP_SCALAR_RETURN_TYPE(typename internal::remove_all<OtherDerType>::type,Scalar,product) >,Scalar,product) > operator/(const AutoDiffScalar<OtherDerType>& other) const { internal::make_coherent(m_derivatives, other.derivatives()); return MakeAutoDiffScalar( m_value / other.value(), ((m_derivatives * other.value()) - (other.derivatives() * m_value)) * (Scalar(1)/(other.value()*other.value()))); } template<typename OtherDerType> inline const AutoDiffScalar<CwiseBinaryOp<internal::scalar_sum_op<Scalar>, const EIGEN_EXPR_BINARYOP_SCALAR_RETURN_TYPE(DerType,Scalar,product), const EIGEN_EXPR_BINARYOP_SCALAR_RETURN_TYPE(typename internal::remove_all<OtherDerType>::type,Scalar,product) > > operator*(const AutoDiffScalar<OtherDerType>& other) const { internal::make_coherent(m_derivatives, other.derivatives()); return MakeAutoDiffScalar( m_value * other.value(), (m_derivatives * other.value()) + (other.derivatives() * m_value)); } inline AutoDiffScalar& operator*=(const Scalar& other) { *this = *this * other; return *this; } template<typename OtherDerType> inline AutoDiffScalar& operator*=(const AutoDiffScalar<OtherDerType>& other) { *this = *this * other; return *this; } inline AutoDiffScalar& operator/=(const Scalar& other) { *this = *this / other; return *this; } template<typename OtherDerType> inline AutoDiffScalar& operator/=(const AutoDiffScalar<OtherDerType>& other) { *this = *this / other; return *this; } protected: Scalar m_value; DerType m_derivatives; }; namespace internal { template<typename _DerType> struct auto_diff_special_op<_DerType, true> // : auto_diff_scalar_op<_DerType, typename NumTraits<Scalar>::Real, // is_same<Scalar,typename NumTraits<Scalar>::Real>::value> { typedef typename remove_all<_DerType>::type DerType; typedef typename traits<DerType>::Scalar Scalar; typedef typename NumTraits<Scalar>::Real Real; // typedef auto_diff_scalar_op<_DerType, typename NumTraits<Scalar>::Real, // is_same<Scalar,typename NumTraits<Scalar>::Real>::value> Base; // using Base::operator+; // using Base::operator+=; // using Base::operator-; // using Base::operator-=; // using Base::operator*; // using Base::operator*=; const AutoDiffScalar<_DerType>& derived() const { return *static_cast<const AutoDiffScalar<_DerType>*>(this); } AutoDiffScalar<_DerType>& derived() { return *static_cast<AutoDiffScalar<_DerType>*>(this); } inline const AutoDiffScalar<DerType&> operator+(const Real& other) const { return AutoDiffScalar<DerType&>(derived().value() + other, derived().derivatives()); } friend inline const AutoDiffScalar<DerType&> operator+(const Real& a, const AutoDiffScalar<_DerType>& b) { return AutoDiffScalar<DerType&>(a + b.value(), b.derivatives()); } inline AutoDiffScalar<_DerType>& operator+=(const Real& other) { derived().value() += other; return derived(); } inline const AutoDiffScalar<typename CwiseUnaryOp<bind2nd_op<scalar_product_op<Scalar,Real> >, DerType>::Type > operator*(const Real& other) const { return AutoDiffScalar<typename CwiseUnaryOp<bind2nd_op<scalar_product_op<Scalar,Real> >, DerType>::Type >( derived().value() * other, derived().derivatives() * other); } friend inline const AutoDiffScalar<typename CwiseUnaryOp<bind1st_op<scalar_product_op<Real,Scalar> >, DerType>::Type > operator*(const Real& other, const AutoDiffScalar<_DerType>& a) { return AutoDiffScalar<typename CwiseUnaryOp<bind1st_op<scalar_product_op<Real,Scalar> >, DerType>::Type >( a.value() * other, a.derivatives() * other); } inline AutoDiffScalar<_DerType>& operator*=(const Scalar& other) { *this = *this * other; return derived(); } }; template<typename _DerType> struct auto_diff_special_op<_DerType, false> { void operator*() const; void operator-() const; void operator+() const; }; template<typename A_Scalar, int A_Rows, int A_Cols, int A_Options, int A_MaxRows, int A_MaxCols, typename B> struct make_coherent_impl<Matrix<A_Scalar, A_Rows, A_Cols, A_Options, A_MaxRows, A_MaxCols>, B> { typedef Matrix<A_Scalar, A_Rows, A_Cols, A_Options, A_MaxRows, A_MaxCols> A; static void run(A& a, B& b) { if((A_Rows==Dynamic || A_Cols==Dynamic) && (a.size()==0)) { a.resize(b.size()); a.setZero(); } } }; template<typename A, typename B_Scalar, int B_Rows, int B_Cols, int B_Options, int B_MaxRows, int B_MaxCols> struct make_coherent_impl<A, Matrix<B_Scalar, B_Rows, B_Cols, B_Options, B_MaxRows, B_MaxCols> > { typedef Matrix<B_Scalar, B_Rows, B_Cols, B_Options, B_MaxRows, B_MaxCols> B; static void run(A& a, B& b) { if((B_Rows==Dynamic || B_Cols==Dynamic) && (b.size()==0)) { b.resize(a.size()); b.setZero(); } } }; template<typename A_Scalar, int A_Rows, int A_Cols, int A_Options, int A_MaxRows, int A_MaxCols, typename B_Scalar, int B_Rows, int B_Cols, int B_Options, int B_MaxRows, int B_MaxCols> struct make_coherent_impl<Matrix<A_Scalar, A_Rows, A_Cols, A_Options, A_MaxRows, A_MaxCols>, Matrix<B_Scalar, B_Rows, B_Cols, B_Options, B_MaxRows, B_MaxCols> > { typedef Matrix<A_Scalar, A_Rows, A_Cols, A_Options, A_MaxRows, A_MaxCols> A; typedef Matrix<B_Scalar, B_Rows, B_Cols, B_Options, B_MaxRows, B_MaxCols> B; static void run(A& a, B& b) { if((A_Rows==Dynamic || A_Cols==Dynamic) && (a.size()==0)) { a.resize(b.size()); a.setZero(); } else if((B_Rows==Dynamic || B_Cols==Dynamic) && (b.size()==0)) { b.resize(a.size()); b.setZero(); } } }; } // end namespace internal template<typename DerType, typename BinOp> struct ScalarBinaryOpTraits<AutoDiffScalar<DerType>,typename DerType::Scalar,BinOp> { typedef AutoDiffScalar<DerType> ReturnType; }; template<typename DerType, typename BinOp> struct ScalarBinaryOpTraits<typename DerType::Scalar,AutoDiffScalar<DerType>, BinOp> { typedef AutoDiffScalar<DerType> ReturnType; }; // The following is an attempt to let Eigen's known about expression template, but that's more tricky! // template<typename DerType, typename BinOp> // struct ScalarBinaryOpTraits<AutoDiffScalar<DerType>,AutoDiffScalar<DerType>, BinOp> // { // enum { Defined = 1 }; // typedef AutoDiffScalar<typename DerType::PlainObject> ReturnType; // }; // // template<typename DerType1,typename DerType2, typename BinOp> // struct ScalarBinaryOpTraits<AutoDiffScalar<DerType1>,AutoDiffScalar<DerType2>, BinOp> // { // enum { Defined = 1 };//internal::is_same<typename DerType1::Scalar,typename DerType2::Scalar>::value }; // typedef AutoDiffScalar<typename DerType1::PlainObject> ReturnType; // }; #define EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(FUNC,CODE) \ template<typename DerType> \ inline const Eigen::AutoDiffScalar< \ EIGEN_EXPR_BINARYOP_SCALAR_RETURN_TYPE(typename Eigen::internal::remove_all<DerType>::type, typename Eigen::internal::traits<typename Eigen::internal::remove_all<DerType>::type>::Scalar, product) > \ FUNC(const Eigen::AutoDiffScalar<DerType>& x) { \ using namespace Eigen; \ EIGEN_UNUSED typedef typename Eigen::internal::traits<typename Eigen::internal::remove_all<DerType>::type>::Scalar Scalar; \ CODE; \ } template<typename DerType> inline const AutoDiffScalar<DerType>& conj(const AutoDiffScalar<DerType>& x) { return x; } template<typename DerType> inline const AutoDiffScalar<DerType>& real(const AutoDiffScalar<DerType>& x) { return x; } template<typename DerType> inline typename DerType::Scalar imag(const AutoDiffScalar<DerType>&) { return 0.; } template<typename DerType, typename T> inline AutoDiffScalar<typename Eigen::internal::remove_all<DerType>::type::PlainObject> (min)(const AutoDiffScalar<DerType>& x, const T& y) { typedef AutoDiffScalar<typename Eigen::internal::remove_all<DerType>::type::PlainObject> ADS; return (x <= y ? ADS(x) : ADS(y)); } template<typename DerType, typename T> inline AutoDiffScalar<typename Eigen::internal::remove_all<DerType>::type::PlainObject> (max)(const AutoDiffScalar<DerType>& x, const T& y) { typedef AutoDiffScalar<typename Eigen::internal::remove_all<DerType>::type::PlainObject> ADS; return (x >= y ? ADS(x) : ADS(y)); } template<typename DerType, typename T> inline AutoDiffScalar<typename Eigen::internal::remove_all<DerType>::type::PlainObject> (min)(const T& x, const AutoDiffScalar<DerType>& y) { typedef AutoDiffScalar<typename Eigen::internal::remove_all<DerType>::type::PlainObject> ADS; return (x < y ? ADS(x) : ADS(y)); } template<typename DerType, typename T> inline AutoDiffScalar<typename Eigen::internal::remove_all<DerType>::type::PlainObject> (max)(const T& x, const AutoDiffScalar<DerType>& y) { typedef AutoDiffScalar<typename Eigen::internal::remove_all<DerType>::type::PlainObject> ADS; return (x > y ? ADS(x) : ADS(y)); } template<typename DerType> inline AutoDiffScalar<typename Eigen::internal::remove_all<DerType>::type::PlainObject> (min)(const AutoDiffScalar<DerType>& x, const AutoDiffScalar<DerType>& y) { return (x.value() < y.value() ? x : y); } template<typename DerType> inline AutoDiffScalar<typename Eigen::internal::remove_all<DerType>::type::PlainObject> (max)(const AutoDiffScalar<DerType>& x, const AutoDiffScalar<DerType>& y) { return (x.value() >= y.value() ? x : y); } EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(abs, using std::abs; return Eigen::MakeAutoDiffScalar(abs(x.value()), x.derivatives() * (x.value()<0 ? -1 : 1) );) EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(abs2, using numext::abs2; return Eigen::MakeAutoDiffScalar(abs2(x.value()), x.derivatives() * (Scalar(2)*x.value()));) EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(sqrt, using std::sqrt; Scalar sqrtx = sqrt(x.value()); return Eigen::MakeAutoDiffScalar(sqrtx,x.derivatives() * (Scalar(0.5) / sqrtx));) EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(cos, using std::cos; using std::sin; return Eigen::MakeAutoDiffScalar(cos(x.value()), x.derivatives() * (-sin(x.value())));) EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(sin, using std::sin; using std::cos; return Eigen::MakeAutoDiffScalar(sin(x.value()),x.derivatives() * cos(x.value()));) EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(exp, using std::exp; Scalar expx = exp(x.value()); return Eigen::MakeAutoDiffScalar(expx,x.derivatives() * expx);) EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(log, using std::log; return Eigen::MakeAutoDiffScalar(log(x.value()),x.derivatives() * (Scalar(1)/x.value()));) template<typename DerType> inline const Eigen::AutoDiffScalar< EIGEN_EXPR_BINARYOP_SCALAR_RETURN_TYPE(typename internal::remove_all<DerType>::type,typename internal::traits<typename internal::remove_all<DerType>::type>::Scalar,product) > pow(const Eigen::AutoDiffScalar<DerType> &x, const typename internal::traits<typename internal::remove_all<DerType>::type>::Scalar &y) { using namespace Eigen; using std::pow; return Eigen::MakeAutoDiffScalar(pow(x.value(),y), x.derivatives() * (y * pow(x.value(),y-1))); } template<typename DerTypeA,typename DerTypeB> inline const AutoDiffScalar<Matrix<typename internal::traits<typename internal::remove_all<DerTypeA>::type>::Scalar,Dynamic,1> > atan2(const AutoDiffScalar<DerTypeA>& a, const AutoDiffScalar<DerTypeB>& b) { using std::atan2; typedef typename internal::traits<typename internal::remove_all<DerTypeA>::type>::Scalar Scalar; typedef AutoDiffScalar<Matrix<Scalar,Dynamic,1> > PlainADS; PlainADS ret; ret.value() = atan2(a.value(), b.value()); Scalar squared_hypot = a.value() * a.value() + b.value() * b.value(); // if (squared_hypot==0) the derivation is undefined and the following results in a NaN: ret.derivatives() = (a.derivatives() * b.value() - a.value() * b.derivatives()) / squared_hypot; return ret; } EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(tan, using std::tan; using std::cos; return Eigen::MakeAutoDiffScalar(tan(x.value()),x.derivatives() * (Scalar(1)/numext::abs2(cos(x.value()))));) EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(asin, using std::sqrt; using std::asin; return Eigen::MakeAutoDiffScalar(asin(x.value()),x.derivatives() * (Scalar(1)/sqrt(1-numext::abs2(x.value()))));) EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(acos, using std::sqrt; using std::acos; return Eigen::MakeAutoDiffScalar(acos(x.value()),x.derivatives() * (Scalar(-1)/sqrt(1-numext::abs2(x.value()))));) EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(tanh, using std::cosh; using std::tanh; return Eigen::MakeAutoDiffScalar(tanh(x.value()),x.derivatives() * (Scalar(1)/numext::abs2(cosh(x.value()))));) EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(sinh, using std::sinh; using std::cosh; return Eigen::MakeAutoDiffScalar(sinh(x.value()),x.derivatives() * cosh(x.value()));) EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(cosh, using std::sinh; using std::cosh; return Eigen::MakeAutoDiffScalar(cosh(x.value()),x.derivatives() * sinh(x.value()));) #undef EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY template<typename DerType> struct NumTraits<AutoDiffScalar<DerType> > : NumTraits< typename NumTraits<typename internal::remove_all<DerType>::type::Scalar>::Real > { typedef typename internal::remove_all<DerType>::type DerTypeCleaned; typedef AutoDiffScalar<Matrix<typename NumTraits<typename DerTypeCleaned::Scalar>::Real,DerTypeCleaned::RowsAtCompileTime,DerTypeCleaned::ColsAtCompileTime, 0, DerTypeCleaned::MaxRowsAtCompileTime, DerTypeCleaned::MaxColsAtCompileTime> > Real; typedef AutoDiffScalar<DerType> NonInteger; typedef AutoDiffScalar<DerType> Nested; typedef typename NumTraits<typename DerTypeCleaned::Scalar>::Literal Literal; enum{ RequireInitialization = 1 }; }; } namespace std { template <typename T> class numeric_limits<Eigen::AutoDiffScalar<T> > : public numeric_limits<typename T::Scalar> {}; } // namespace std #endif // EIGEN_AUTODIFF_SCALAR_H
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abess-master/python/include/unsupported/Eigen/src/AutoDiff/AutoDiffVector.h
// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2009 Gael Guennebaud <[email protected]> // // 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_AUTODIFF_VECTOR_H #define EIGEN_AUTODIFF_VECTOR_H namespace Eigen { /* \class AutoDiffScalar * \brief A scalar type replacement with automatic differentation capability * * \param DerType the vector type used to store/represent the derivatives (e.g. Vector3f) * * This class represents a scalar value while tracking its respective derivatives. * * It supports the following list of global math function: * - std::abs, std::sqrt, std::pow, std::exp, std::log, std::sin, std::cos, * - internal::abs, internal::sqrt, numext::pow, internal::exp, internal::log, internal::sin, internal::cos, * - internal::conj, internal::real, internal::imag, numext::abs2. * * AutoDiffScalar can be used as the scalar type of an Eigen::Matrix object. However, * in that case, the expression template mechanism only occurs at the top Matrix level, * while derivatives are computed right away. * */ template<typename ValueType, typename JacobianType> class AutoDiffVector { public: //typedef typename internal::traits<ValueType>::Scalar Scalar; typedef typename internal::traits<ValueType>::Scalar BaseScalar; typedef AutoDiffScalar<Matrix<BaseScalar,JacobianType::RowsAtCompileTime,1> > ActiveScalar; typedef ActiveScalar Scalar; typedef AutoDiffScalar<typename JacobianType::ColXpr> CoeffType; typedef typename JacobianType::Index Index; inline AutoDiffVector() {} inline AutoDiffVector(const ValueType& values) : m_values(values) { m_jacobian.setZero(); } CoeffType operator[] (Index i) { return CoeffType(m_values[i], m_jacobian.col(i)); } const CoeffType operator[] (Index i) const { return CoeffType(m_values[i], m_jacobian.col(i)); } CoeffType operator() (Index i) { return CoeffType(m_values[i], m_jacobian.col(i)); } const CoeffType operator() (Index i) const { return CoeffType(m_values[i], m_jacobian.col(i)); } CoeffType coeffRef(Index i) { return CoeffType(m_values[i], m_jacobian.col(i)); } const CoeffType coeffRef(Index i) const { return CoeffType(m_values[i], m_jacobian.col(i)); } Index size() const { return m_values.size(); } // FIXME here we could return an expression of the sum Scalar sum() const { /*std::cerr << "sum \n\n";*/ /*std::cerr << m_jacobian.rowwise().sum() << "\n\n";*/ return Scalar(m_values.sum(), m_jacobian.rowwise().sum()); } inline AutoDiffVector(const ValueType& values, const JacobianType& jac) : m_values(values), m_jacobian(jac) {} template<typename OtherValueType, typename OtherJacobianType> inline AutoDiffVector(const AutoDiffVector<OtherValueType, OtherJacobianType>& other) : m_values(other.values()), m_jacobian(other.jacobian()) {} inline AutoDiffVector(const AutoDiffVector& other) : m_values(other.values()), m_jacobian(other.jacobian()) {} template<typename OtherValueType, typename OtherJacobianType> inline AutoDiffVector& operator=(const AutoDiffVector<OtherValueType, OtherJacobianType>& other) { m_values = other.values(); m_jacobian = other.jacobian(); return *this; } inline AutoDiffVector& operator=(const AutoDiffVector& other) { m_values = other.values(); m_jacobian = other.jacobian(); return *this; } inline const ValueType& values() const { return m_values; } inline ValueType& values() { return m_values; } inline const JacobianType& jacobian() const { return m_jacobian; } inline JacobianType& jacobian() { return m_jacobian; } template<typename OtherValueType,typename OtherJacobianType> inline const AutoDiffVector< typename MakeCwiseBinaryOp<internal::scalar_sum_op<BaseScalar>,ValueType,OtherValueType>::Type, typename MakeCwiseBinaryOp<internal::scalar_sum_op<BaseScalar>,JacobianType,OtherJacobianType>::Type > operator+(const AutoDiffVector<OtherValueType,OtherJacobianType>& other) const { return AutoDiffVector< typename MakeCwiseBinaryOp<internal::scalar_sum_op<BaseScalar>,ValueType,OtherValueType>::Type, typename MakeCwiseBinaryOp<internal::scalar_sum_op<BaseScalar>,JacobianType,OtherJacobianType>::Type >( m_values + other.values(), m_jacobian + other.jacobian()); } template<typename OtherValueType, typename OtherJacobianType> inline AutoDiffVector& operator+=(const AutoDiffVector<OtherValueType,OtherJacobianType>& other) { m_values += other.values(); m_jacobian += other.jacobian(); return *this; } template<typename OtherValueType,typename OtherJacobianType> inline const AutoDiffVector< typename MakeCwiseBinaryOp<internal::scalar_difference_op<Scalar>,ValueType,OtherValueType>::Type, typename MakeCwiseBinaryOp<internal::scalar_difference_op<Scalar>,JacobianType,OtherJacobianType>::Type > operator-(const AutoDiffVector<OtherValueType,OtherJacobianType>& other) const { return AutoDiffVector< typename MakeCwiseBinaryOp<internal::scalar_difference_op<Scalar>,ValueType,OtherValueType>::Type, typename MakeCwiseBinaryOp<internal::scalar_difference_op<Scalar>,JacobianType,OtherJacobianType>::Type >( m_values - other.values(), m_jacobian - other.jacobian()); } template<typename OtherValueType, typename OtherJacobianType> inline AutoDiffVector& operator-=(const AutoDiffVector<OtherValueType,OtherJacobianType>& other) { m_values -= other.values(); m_jacobian -= other.jacobian(); return *this; } inline const AutoDiffVector< typename MakeCwiseUnaryOp<internal::scalar_opposite_op<Scalar>, ValueType>::Type, typename MakeCwiseUnaryOp<internal::scalar_opposite_op<Scalar>, JacobianType>::Type > operator-() const { return AutoDiffVector< typename MakeCwiseUnaryOp<internal::scalar_opposite_op<Scalar>, ValueType>::Type, typename MakeCwiseUnaryOp<internal::scalar_opposite_op<Scalar>, JacobianType>::Type >( -m_values, -m_jacobian); } inline const AutoDiffVector< typename MakeCwiseUnaryOp<internal::scalar_multiple_op<Scalar>, ValueType>::Type, typename MakeCwiseUnaryOp<internal::scalar_multiple_op<Scalar>, JacobianType>::Type> operator*(const BaseScalar& other) const { return AutoDiffVector< typename MakeCwiseUnaryOp<internal::scalar_multiple_op<Scalar>, ValueType>::Type, typename MakeCwiseUnaryOp<internal::scalar_multiple_op<Scalar>, JacobianType>::Type >( m_values * other, m_jacobian * other); } friend inline const AutoDiffVector< typename MakeCwiseUnaryOp<internal::scalar_multiple_op<Scalar>, ValueType>::Type, typename MakeCwiseUnaryOp<internal::scalar_multiple_op<Scalar>, JacobianType>::Type > operator*(const Scalar& other, const AutoDiffVector& v) { return AutoDiffVector< typename MakeCwiseUnaryOp<internal::scalar_multiple_op<Scalar>, ValueType>::Type, typename MakeCwiseUnaryOp<internal::scalar_multiple_op<Scalar>, JacobianType>::Type >( v.values() * other, v.jacobian() * other); } // template<typename OtherValueType,typename OtherJacobianType> // inline const AutoDiffVector< // CwiseBinaryOp<internal::scalar_multiple_op<Scalar>, ValueType, OtherValueType> // CwiseBinaryOp<internal::scalar_sum_op<Scalar>, // CwiseUnaryOp<internal::scalar_multiple_op<Scalar>, JacobianType>, // CwiseUnaryOp<internal::scalar_multiple_op<Scalar>, OtherJacobianType> > > // operator*(const AutoDiffVector<OtherValueType,OtherJacobianType>& other) const // { // return AutoDiffVector< // CwiseBinaryOp<internal::scalar_multiple_op<Scalar>, ValueType, OtherValueType> // CwiseBinaryOp<internal::scalar_sum_op<Scalar>, // CwiseUnaryOp<internal::scalar_multiple_op<Scalar>, JacobianType>, // CwiseUnaryOp<internal::scalar_multiple_op<Scalar>, OtherJacobianType> > >( // m_values.cwise() * other.values(), // (m_jacobian * other.values()) + (m_values * other.jacobian())); // } inline AutoDiffVector& operator*=(const Scalar& other) { m_values *= other; m_jacobian *= other; return *this; } template<typename OtherValueType,typename OtherJacobianType> inline AutoDiffVector& operator*=(const AutoDiffVector<OtherValueType,OtherJacobianType>& other) { *this = *this * other; return *this; } protected: ValueType m_values; JacobianType m_jacobian; }; } #endif // EIGEN_AUTODIFF_VECTOR_H
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abess-master/python/include/unsupported/Eigen/src/BVH/BVAlgorithms.h
// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2009 Ilya Baran <[email protected]> // // 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_BVALGORITHMS_H #define EIGEN_BVALGORITHMS_H namespace Eigen { namespace internal { #ifndef EIGEN_PARSED_BY_DOXYGEN template<typename BVH, typename Intersector> bool intersect_helper(const BVH &tree, Intersector &intersector, typename BVH::Index root) { typedef typename BVH::Index Index; typedef typename BVH::VolumeIterator VolIter; typedef typename BVH::ObjectIterator ObjIter; VolIter vBegin = VolIter(), vEnd = VolIter(); ObjIter oBegin = ObjIter(), oEnd = ObjIter(); std::vector<Index> todo(1, root); while(!todo.empty()) { tree.getChildren(todo.back(), vBegin, vEnd, oBegin, oEnd); todo.pop_back(); for(; vBegin != vEnd; ++vBegin) //go through child volumes if(intersector.intersectVolume(tree.getVolume(*vBegin))) todo.push_back(*vBegin); for(; oBegin != oEnd; ++oBegin) //go through child objects if(intersector.intersectObject(*oBegin)) return true; //intersector said to stop query } return false; } #endif //not EIGEN_PARSED_BY_DOXYGEN template<typename Volume1, typename Object1, typename Object2, typename Intersector> struct intersector_helper1 { intersector_helper1(const Object2 &inStored, Intersector &in) : stored(inStored), intersector(in) {} bool intersectVolume(const Volume1 &vol) { return intersector.intersectVolumeObject(vol, stored); } bool intersectObject(const Object1 &obj) { return intersector.intersectObjectObject(obj, stored); } Object2 stored; Intersector &intersector; private: intersector_helper1& operator=(const intersector_helper1&); }; template<typename Volume2, typename Object2, typename Object1, typename Intersector> struct intersector_helper2 { intersector_helper2(const Object1 &inStored, Intersector &in) : stored(inStored), intersector(in) {} bool intersectVolume(const Volume2 &vol) { return intersector.intersectObjectVolume(stored, vol); } bool intersectObject(const Object2 &obj) { return intersector.intersectObjectObject(stored, obj); } Object1 stored; Intersector &intersector; private: intersector_helper2& operator=(const intersector_helper2&); }; } // end namespace internal /** Given a BVH, runs the query encapsulated by \a intersector. * The Intersector type must provide the following members: \code bool intersectVolume(const BVH::Volume &volume) //returns true if volume intersects the query bool intersectObject(const BVH::Object &object) //returns true if the search should terminate immediately \endcode */ template<typename BVH, typename Intersector> void BVIntersect(const BVH &tree, Intersector &intersector) { internal::intersect_helper(tree, intersector, tree.getRootIndex()); } /** Given two BVH's, runs the query on their Cartesian product encapsulated by \a intersector. * The Intersector type must provide the following members: \code bool intersectVolumeVolume(const BVH1::Volume &v1, const BVH2::Volume &v2) //returns true if product of volumes intersects the query bool intersectVolumeObject(const BVH1::Volume &v1, const BVH2::Object &o2) //returns true if the volume-object product intersects the query bool intersectObjectVolume(const BVH1::Object &o1, const BVH2::Volume &v2) //returns true if the volume-object product intersects the query bool intersectObjectObject(const BVH1::Object &o1, const BVH2::Object &o2) //returns true if the search should terminate immediately \endcode */ template<typename BVH1, typename BVH2, typename Intersector> void BVIntersect(const BVH1 &tree1, const BVH2 &tree2, Intersector &intersector) //TODO: tandem descent when it makes sense { typedef typename BVH1::Index Index1; typedef typename BVH2::Index Index2; typedef internal::intersector_helper1<typename BVH1::Volume, typename BVH1::Object, typename BVH2::Object, Intersector> Helper1; typedef internal::intersector_helper2<typename BVH2::Volume, typename BVH2::Object, typename BVH1::Object, Intersector> Helper2; typedef typename BVH1::VolumeIterator VolIter1; typedef typename BVH1::ObjectIterator ObjIter1; typedef typename BVH2::VolumeIterator VolIter2; typedef typename BVH2::ObjectIterator ObjIter2; VolIter1 vBegin1 = VolIter1(), vEnd1 = VolIter1(); ObjIter1 oBegin1 = ObjIter1(), oEnd1 = ObjIter1(); VolIter2 vBegin2 = VolIter2(), vEnd2 = VolIter2(), vCur2 = VolIter2(); ObjIter2 oBegin2 = ObjIter2(), oEnd2 = ObjIter2(), oCur2 = ObjIter2(); std::vector<std::pair<Index1, Index2> > todo(1, std::make_pair(tree1.getRootIndex(), tree2.getRootIndex())); while(!todo.empty()) { tree1.getChildren(todo.back().first, vBegin1, vEnd1, oBegin1, oEnd1); tree2.getChildren(todo.back().second, vBegin2, vEnd2, oBegin2, oEnd2); todo.pop_back(); for(; vBegin1 != vEnd1; ++vBegin1) { //go through child volumes of first tree const typename BVH1::Volume &vol1 = tree1.getVolume(*vBegin1); for(vCur2 = vBegin2; vCur2 != vEnd2; ++vCur2) { //go through child volumes of second tree if(intersector.intersectVolumeVolume(vol1, tree2.getVolume(*vCur2))) todo.push_back(std::make_pair(*vBegin1, *vCur2)); } for(oCur2 = oBegin2; oCur2 != oEnd2; ++oCur2) {//go through child objects of second tree Helper1 helper(*oCur2, intersector); if(internal::intersect_helper(tree1, helper, *vBegin1)) return; //intersector said to stop query } } for(; oBegin1 != oEnd1; ++oBegin1) { //go through child objects of first tree for(vCur2 = vBegin2; vCur2 != vEnd2; ++vCur2) { //go through child volumes of second tree Helper2 helper(*oBegin1, intersector); if(internal::intersect_helper(tree2, helper, *vCur2)) return; //intersector said to stop query } for(oCur2 = oBegin2; oCur2 != oEnd2; ++oCur2) {//go through child objects of second tree if(intersector.intersectObjectObject(*oBegin1, *oCur2)) return; //intersector said to stop query } } } } namespace internal { #ifndef EIGEN_PARSED_BY_DOXYGEN template<typename BVH, typename Minimizer> typename Minimizer::Scalar minimize_helper(const BVH &tree, Minimizer &minimizer, typename BVH::Index root, typename Minimizer::Scalar minimum) { typedef typename Minimizer::Scalar Scalar; typedef typename BVH::Index Index; typedef std::pair<Scalar, Index> QueueElement; //first element is priority typedef typename BVH::VolumeIterator VolIter; typedef typename BVH::ObjectIterator ObjIter; VolIter vBegin = VolIter(), vEnd = VolIter(); ObjIter oBegin = ObjIter(), oEnd = ObjIter(); std::priority_queue<QueueElement, std::vector<QueueElement>, std::greater<QueueElement> > todo; //smallest is at the top todo.push(std::make_pair(Scalar(), root)); while(!todo.empty()) { tree.getChildren(todo.top().second, vBegin, vEnd, oBegin, oEnd); todo.pop(); for(; oBegin != oEnd; ++oBegin) //go through child objects minimum = (std::min)(minimum, minimizer.minimumOnObject(*oBegin)); for(; vBegin != vEnd; ++vBegin) { //go through child volumes Scalar val = minimizer.minimumOnVolume(tree.getVolume(*vBegin)); if(val < minimum) todo.push(std::make_pair(val, *vBegin)); } } return minimum; } #endif //not EIGEN_PARSED_BY_DOXYGEN template<typename Volume1, typename Object1, typename Object2, typename Minimizer> struct minimizer_helper1 { typedef typename Minimizer::Scalar Scalar; minimizer_helper1(const Object2 &inStored, Minimizer &m) : stored(inStored), minimizer(m) {} Scalar minimumOnVolume(const Volume1 &vol) { return minimizer.minimumOnVolumeObject(vol, stored); } Scalar minimumOnObject(const Object1 &obj) { return minimizer.minimumOnObjectObject(obj, stored); } Object2 stored; Minimizer &minimizer; private: minimizer_helper1& operator=(const minimizer_helper1&); }; template<typename Volume2, typename Object2, typename Object1, typename Minimizer> struct minimizer_helper2 { typedef typename Minimizer::Scalar Scalar; minimizer_helper2(const Object1 &inStored, Minimizer &m) : stored(inStored), minimizer(m) {} Scalar minimumOnVolume(const Volume2 &vol) { return minimizer.minimumOnObjectVolume(stored, vol); } Scalar minimumOnObject(const Object2 &obj) { return minimizer.minimumOnObjectObject(stored, obj); } Object1 stored; Minimizer &minimizer; private: minimizer_helper2& operator=(const minimizer_helper2&); }; } // end namespace internal /** Given a BVH, runs the query encapsulated by \a minimizer. * \returns the minimum value. * The Minimizer type must provide the following members: \code typedef Scalar //the numeric type of what is being minimized--not necessarily the Scalar type of the BVH (if it has one) Scalar minimumOnVolume(const BVH::Volume &volume) Scalar minimumOnObject(const BVH::Object &object) \endcode */ template<typename BVH, typename Minimizer> typename Minimizer::Scalar BVMinimize(const BVH &tree, Minimizer &minimizer) { return internal::minimize_helper(tree, minimizer, tree.getRootIndex(), (std::numeric_limits<typename Minimizer::Scalar>::max)()); } /** Given two BVH's, runs the query on their cartesian product encapsulated by \a minimizer. * \returns the minimum value. * The Minimizer type must provide the following members: \code typedef Scalar //the numeric type of what is being minimized--not necessarily the Scalar type of the BVH (if it has one) Scalar minimumOnVolumeVolume(const BVH1::Volume &v1, const BVH2::Volume &v2) Scalar minimumOnVolumeObject(const BVH1::Volume &v1, const BVH2::Object &o2) Scalar minimumOnObjectVolume(const BVH1::Object &o1, const BVH2::Volume &v2) Scalar minimumOnObjectObject(const BVH1::Object &o1, const BVH2::Object &o2) \endcode */ template<typename BVH1, typename BVH2, typename Minimizer> typename Minimizer::Scalar BVMinimize(const BVH1 &tree1, const BVH2 &tree2, Minimizer &minimizer) { typedef typename Minimizer::Scalar Scalar; typedef typename BVH1::Index Index1; typedef typename BVH2::Index Index2; typedef internal::minimizer_helper1<typename BVH1::Volume, typename BVH1::Object, typename BVH2::Object, Minimizer> Helper1; typedef internal::minimizer_helper2<typename BVH2::Volume, typename BVH2::Object, typename BVH1::Object, Minimizer> Helper2; typedef std::pair<Scalar, std::pair<Index1, Index2> > QueueElement; //first element is priority typedef typename BVH1::VolumeIterator VolIter1; typedef typename BVH1::ObjectIterator ObjIter1; typedef typename BVH2::VolumeIterator VolIter2; typedef typename BVH2::ObjectIterator ObjIter2; VolIter1 vBegin1 = VolIter1(), vEnd1 = VolIter1(); ObjIter1 oBegin1 = ObjIter1(), oEnd1 = ObjIter1(); VolIter2 vBegin2 = VolIter2(), vEnd2 = VolIter2(), vCur2 = VolIter2(); ObjIter2 oBegin2 = ObjIter2(), oEnd2 = ObjIter2(), oCur2 = ObjIter2(); std::priority_queue<QueueElement, std::vector<QueueElement>, std::greater<QueueElement> > todo; //smallest is at the top Scalar minimum = (std::numeric_limits<Scalar>::max)(); todo.push(std::make_pair(Scalar(), std::make_pair(tree1.getRootIndex(), tree2.getRootIndex()))); while(!todo.empty()) { tree1.getChildren(todo.top().second.first, vBegin1, vEnd1, oBegin1, oEnd1); tree2.getChildren(todo.top().second.second, vBegin2, vEnd2, oBegin2, oEnd2); todo.pop(); for(; oBegin1 != oEnd1; ++oBegin1) { //go through child objects of first tree for(oCur2 = oBegin2; oCur2 != oEnd2; ++oCur2) {//go through child objects of second tree minimum = (std::min)(minimum, minimizer.minimumOnObjectObject(*oBegin1, *oCur2)); } for(vCur2 = vBegin2; vCur2 != vEnd2; ++vCur2) { //go through child volumes of second tree Helper2 helper(*oBegin1, minimizer); minimum = (std::min)(minimum, internal::minimize_helper(tree2, helper, *vCur2, minimum)); } } for(; vBegin1 != vEnd1; ++vBegin1) { //go through child volumes of first tree const typename BVH1::Volume &vol1 = tree1.getVolume(*vBegin1); for(oCur2 = oBegin2; oCur2 != oEnd2; ++oCur2) {//go through child objects of second tree Helper1 helper(*oCur2, minimizer); minimum = (std::min)(minimum, internal::minimize_helper(tree1, helper, *vBegin1, minimum)); } for(vCur2 = vBegin2; vCur2 != vEnd2; ++vCur2) { //go through child volumes of second tree Scalar val = minimizer.minimumOnVolumeVolume(vol1, tree2.getVolume(*vCur2)); if(val < minimum) todo.push(std::make_pair(val, std::make_pair(*vBegin1, *vCur2))); } } } return minimum; } } // end namespace Eigen #endif // EIGEN_BVALGORITHMS_H
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abess-master/python/include/unsupported/Eigen/src/BVH/KdBVH.h
// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2009 Ilya Baran <[email protected]> // // 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 KDBVH_H_INCLUDED #define KDBVH_H_INCLUDED namespace Eigen { namespace internal { //internal pair class for the BVH--used instead of std::pair because of alignment template<typename Scalar, int Dim> struct vector_int_pair { EIGEN_MAKE_ALIGNED_OPERATOR_NEW_IF_VECTORIZABLE_FIXED_SIZE(Scalar, Dim) typedef Matrix<Scalar, Dim, 1> VectorType; vector_int_pair(const VectorType &v, int i) : first(v), second(i) {} VectorType first; int second; }; //these templates help the tree initializer get the bounding boxes either from a provided //iterator range or using bounding_box in a unified way template<typename ObjectList, typename VolumeList, typename BoxIter> struct get_boxes_helper { void operator()(const ObjectList &objects, BoxIter boxBegin, BoxIter boxEnd, VolumeList &outBoxes) { outBoxes.insert(outBoxes.end(), boxBegin, boxEnd); eigen_assert(outBoxes.size() == objects.size()); } }; template<typename ObjectList, typename VolumeList> struct get_boxes_helper<ObjectList, VolumeList, int> { void operator()(const ObjectList &objects, int, int, VolumeList &outBoxes) { outBoxes.reserve(objects.size()); for(int i = 0; i < (int)objects.size(); ++i) outBoxes.push_back(bounding_box(objects[i])); } }; } // end namespace internal /** \class KdBVH * \brief A simple bounding volume hierarchy based on AlignedBox * * \param _Scalar The underlying scalar type of the bounding boxes * \param _Dim The dimension of the space in which the hierarchy lives * \param _Object The object type that lives in the hierarchy. It must have value semantics. Either bounding_box(_Object) must * be defined and return an AlignedBox<_Scalar, _Dim> or bounding boxes must be provided to the tree initializer. * * This class provides a simple (as opposed to optimized) implementation of a bounding volume hierarchy analogous to a Kd-tree. * Given a sequence of objects, it computes their bounding boxes, constructs a Kd-tree of their centers * and builds a BVH with the structure of that Kd-tree. When the elements of the tree are too expensive to be copied around, * it is useful for _Object to be a pointer. */ template<typename _Scalar, int _Dim, typename _Object> class KdBVH { public: enum { Dim = _Dim }; typedef _Object Object; typedef std::vector<Object, aligned_allocator<Object> > ObjectList; typedef _Scalar Scalar; typedef AlignedBox<Scalar, Dim> Volume; typedef std::vector<Volume, aligned_allocator<Volume> > VolumeList; typedef int Index; typedef const int *VolumeIterator; //the iterators are just pointers into the tree's vectors typedef const Object *ObjectIterator; KdBVH() {} /** Given an iterator range over \a Object references, constructs the BVH. Requires that bounding_box(Object) return a Volume. */ template<typename Iter> KdBVH(Iter begin, Iter end) { init(begin, end, 0, 0); } //int is recognized by init as not being an iterator type /** Given an iterator range over \a Object references and an iterator range over their bounding boxes, constructs the BVH */ template<typename OIter, typename BIter> KdBVH(OIter begin, OIter end, BIter boxBegin, BIter boxEnd) { init(begin, end, boxBegin, boxEnd); } /** Given an iterator range over \a Object references, constructs the BVH, overwriting whatever is in there currently. * Requires that bounding_box(Object) return a Volume. */ template<typename Iter> void init(Iter begin, Iter end) { init(begin, end, 0, 0); } /** Given an iterator range over \a Object references and an iterator range over their bounding boxes, * constructs the BVH, overwriting whatever is in there currently. */ template<typename OIter, typename BIter> void init(OIter begin, OIter end, BIter boxBegin, BIter boxEnd) { objects.clear(); boxes.clear(); children.clear(); objects.insert(objects.end(), begin, end); int n = static_cast<int>(objects.size()); if(n < 2) return; //if we have at most one object, we don't need any internal nodes VolumeList objBoxes; VIPairList objCenters; //compute the bounding boxes depending on BIter type internal::get_boxes_helper<ObjectList, VolumeList, BIter>()(objects, boxBegin, boxEnd, objBoxes); objCenters.reserve(n); boxes.reserve(n - 1); children.reserve(2 * n - 2); for(int i = 0; i < n; ++i) objCenters.push_back(VIPair(objBoxes[i].center(), i)); build(objCenters, 0, n, objBoxes, 0); //the recursive part of the algorithm ObjectList tmp(n); tmp.swap(objects); for(int i = 0; i < n; ++i) objects[i] = tmp[objCenters[i].second]; } /** \returns the index of the root of the hierarchy */ inline Index getRootIndex() const { return (int)boxes.size() - 1; } /** Given an \a index of a node, on exit, \a outVBegin and \a outVEnd range over the indices of the volume children of the node * and \a outOBegin and \a outOEnd range over the object children of the node */ EIGEN_STRONG_INLINE void getChildren(Index index, VolumeIterator &outVBegin, VolumeIterator &outVEnd, ObjectIterator &outOBegin, ObjectIterator &outOEnd) const { //inlining this function should open lots of optimization opportunities to the compiler if(index < 0) { outVBegin = outVEnd; if(!objects.empty()) outOBegin = &(objects[0]); outOEnd = outOBegin + objects.size(); //output all objects--necessary when the tree has only one object return; } int numBoxes = static_cast<int>(boxes.size()); int idx = index * 2; if(children[idx + 1] < numBoxes) { //second index is always bigger outVBegin = &(children[idx]); outVEnd = outVBegin + 2; outOBegin = outOEnd; } else if(children[idx] >= numBoxes) { //if both children are objects outVBegin = outVEnd; outOBegin = &(objects[children[idx] - numBoxes]); outOEnd = outOBegin + 2; } else { //if the first child is a volume and the second is an object outVBegin = &(children[idx]); outVEnd = outVBegin + 1; outOBegin = &(objects[children[idx + 1] - numBoxes]); outOEnd = outOBegin + 1; } } /** \returns the bounding box of the node at \a index */ inline const Volume &getVolume(Index index) const { return boxes[index]; } private: typedef internal::vector_int_pair<Scalar, Dim> VIPair; typedef std::vector<VIPair, aligned_allocator<VIPair> > VIPairList; typedef Matrix<Scalar, Dim, 1> VectorType; struct VectorComparator //compares vectors, or, more specificall, VIPairs along a particular dimension { VectorComparator(int inDim) : dim(inDim) {} inline bool operator()(const VIPair &v1, const VIPair &v2) const { return v1.first[dim] < v2.first[dim]; } int dim; }; //Build the part of the tree between objects[from] and objects[to] (not including objects[to]). //This routine partitions the objCenters in [from, to) along the dimension dim, recursively constructs //the two halves, and adds their parent node. TODO: a cache-friendlier layout void build(VIPairList &objCenters, int from, int to, const VolumeList &objBoxes, int dim) { eigen_assert(to - from > 1); if(to - from == 2) { boxes.push_back(objBoxes[objCenters[from].second].merged(objBoxes[objCenters[from + 1].second])); children.push_back(from + (int)objects.size() - 1); //there are objects.size() - 1 tree nodes children.push_back(from + (int)objects.size()); } else if(to - from == 3) { int mid = from + 2; std::nth_element(objCenters.begin() + from, objCenters.begin() + mid, objCenters.begin() + to, VectorComparator(dim)); //partition build(objCenters, from, mid, objBoxes, (dim + 1) % Dim); int idx1 = (int)boxes.size() - 1; boxes.push_back(boxes[idx1].merged(objBoxes[objCenters[mid].second])); children.push_back(idx1); children.push_back(mid + (int)objects.size() - 1); } else { int mid = from + (to - from) / 2; nth_element(objCenters.begin() + from, objCenters.begin() + mid, objCenters.begin() + to, VectorComparator(dim)); //partition build(objCenters, from, mid, objBoxes, (dim + 1) % Dim); int idx1 = (int)boxes.size() - 1; build(objCenters, mid, to, objBoxes, (dim + 1) % Dim); int idx2 = (int)boxes.size() - 1; boxes.push_back(boxes[idx1].merged(boxes[idx2])); children.push_back(idx1); children.push_back(idx2); } } std::vector<int> children; //children of x are children[2x] and children[2x+1], indices bigger than boxes.size() index into objects. VolumeList boxes; ObjectList objects; }; } // end namespace Eigen #endif //KDBVH_H_INCLUDED
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abess-master/python/include/unsupported/Eigen/src/Eigenvalues/ArpackSelfAdjointEigenSolver.h
// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2012 David Harmon <[email protected]> // // Eigen is free software; you can redistribute it and/or // modify it under the terms of the GNU Lesser General Public // License as published by the Free Software Foundation; either // version 3 of the License, or (at your option) any later version. // // Alternatively, you can redistribute it and/or // modify it under the terms of the GNU General Public License as // published by the Free Software Foundation; either version 2 of // the License, or (at your option) any later version. // // Eigen is distributed in the hope that it will be useful, but WITHOUT ANY // WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS // FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the // GNU General Public License for more details. // // You should have received a copy of the GNU Lesser General Public // License and a copy of the GNU General Public License along with // Eigen. If not, see <http://www.gnu.org/licenses/>. #ifndef EIGEN_ARPACKGENERALIZEDSELFADJOINTEIGENSOLVER_H #define EIGEN_ARPACKGENERALIZEDSELFADJOINTEIGENSOLVER_H #include <Eigen/Dense> namespace Eigen { namespace internal { template<typename Scalar, typename RealScalar> struct arpack_wrapper; template<typename MatrixSolver, typename MatrixType, typename Scalar, bool BisSPD> struct OP; } template<typename MatrixType, typename MatrixSolver=SimplicialLLT<MatrixType>, bool BisSPD=false> class ArpackGeneralizedSelfAdjointEigenSolver { public: //typedef typename MatrixSolver::MatrixType MatrixType; /** \brief Scalar type for matrices of type \p MatrixType. */ typedef typename MatrixType::Scalar Scalar; typedef typename MatrixType::Index Index; /** \brief Real scalar type for \p MatrixType. * * This is just \c Scalar if #Scalar is real (e.g., \c float or * \c Scalar), and the type of the real part of \c Scalar if #Scalar is * complex. */ typedef typename NumTraits<Scalar>::Real RealScalar; /** \brief Type for vector of eigenvalues as returned by eigenvalues(). * * This is a column vector with entries of type #RealScalar. * The length of the vector is the size of \p nbrEigenvalues. */ typedef typename internal::plain_col_type<MatrixType, RealScalar>::type RealVectorType; /** \brief Default constructor. * * The default constructor is for cases in which the user intends to * perform decompositions via compute(). * */ ArpackGeneralizedSelfAdjointEigenSolver() : m_eivec(), m_eivalues(), m_isInitialized(false), m_eigenvectorsOk(false), m_nbrConverged(0), m_nbrIterations(0) { } /** \brief Constructor; computes generalized eigenvalues of given matrix with respect to another matrix. * * \param[in] A Self-adjoint matrix whose eigenvalues / eigenvectors will * computed. By default, the upper triangular part is used, but can be changed * through the template parameter. * \param[in] B Self-adjoint matrix for the generalized eigenvalue problem. * \param[in] nbrEigenvalues The number of eigenvalues / eigenvectors to compute. * Must be less than the size of the input matrix, or an error is returned. * \param[in] eigs_sigma String containing either "LM", "SM", "LA", or "SA", with * respective meanings to find the largest magnitude , smallest magnitude, * largest algebraic, or smallest algebraic eigenvalues. Alternatively, this * value can contain floating point value in string form, in which case the * eigenvalues closest to this value will be found. * \param[in] options Can be #ComputeEigenvectors (default) or #EigenvaluesOnly. * \param[in] tol What tolerance to find the eigenvalues to. Default is 0, which * means machine precision. * * This constructor calls compute(const MatrixType&, const MatrixType&, Index, string, int, RealScalar) * to compute the eigenvalues of the matrix \p A with respect to \p B. The eigenvectors are computed if * \p options equals #ComputeEigenvectors. * */ ArpackGeneralizedSelfAdjointEigenSolver(const MatrixType& A, const MatrixType& B, Index nbrEigenvalues, std::string eigs_sigma="LM", int options=ComputeEigenvectors, RealScalar tol=0.0) : m_eivec(), m_eivalues(), m_isInitialized(false), m_eigenvectorsOk(false), m_nbrConverged(0), m_nbrIterations(0) { compute(A, B, nbrEigenvalues, eigs_sigma, options, tol); } /** \brief Constructor; computes eigenvalues of given matrix. * * \param[in] A Self-adjoint matrix whose eigenvalues / eigenvectors will * computed. By default, the upper triangular part is used, but can be changed * through the template parameter. * \param[in] nbrEigenvalues The number of eigenvalues / eigenvectors to compute. * Must be less than the size of the input matrix, or an error is returned. * \param[in] eigs_sigma String containing either "LM", "SM", "LA", or "SA", with * respective meanings to find the largest magnitude , smallest magnitude, * largest algebraic, or smallest algebraic eigenvalues. Alternatively, this * value can contain floating point value in string form, in which case the * eigenvalues closest to this value will be found. * \param[in] options Can be #ComputeEigenvectors (default) or #EigenvaluesOnly. * \param[in] tol What tolerance to find the eigenvalues to. Default is 0, which * means machine precision. * * This constructor calls compute(const MatrixType&, Index, string, int, RealScalar) * to compute the eigenvalues of the matrix \p A. The eigenvectors are computed if * \p options equals #ComputeEigenvectors. * */ ArpackGeneralizedSelfAdjointEigenSolver(const MatrixType& A, Index nbrEigenvalues, std::string eigs_sigma="LM", int options=ComputeEigenvectors, RealScalar tol=0.0) : m_eivec(), m_eivalues(), m_isInitialized(false), m_eigenvectorsOk(false), m_nbrConverged(0), m_nbrIterations(0) { compute(A, nbrEigenvalues, eigs_sigma, options, tol); } /** \brief Computes generalized eigenvalues / eigenvectors of given matrix using the external ARPACK library. * * \param[in] A Selfadjoint matrix whose eigendecomposition is to be computed. * \param[in] B Selfadjoint matrix for generalized eigenvalues. * \param[in] nbrEigenvalues The number of eigenvalues / eigenvectors to compute. * Must be less than the size of the input matrix, or an error is returned. * \param[in] eigs_sigma String containing either "LM", "SM", "LA", or "SA", with * respective meanings to find the largest magnitude , smallest magnitude, * largest algebraic, or smallest algebraic eigenvalues. Alternatively, this * value can contain floating point value in string form, in which case the * eigenvalues closest to this value will be found. * \param[in] options Can be #ComputeEigenvectors (default) or #EigenvaluesOnly. * \param[in] tol What tolerance to find the eigenvalues to. Default is 0, which * means machine precision. * * \returns Reference to \c *this * * This function computes the generalized eigenvalues of \p A with respect to \p B using ARPACK. The eigenvalues() * function can be used to retrieve them. If \p options equals #ComputeEigenvectors, * then the eigenvectors are also computed and can be retrieved by * calling eigenvectors(). * */ ArpackGeneralizedSelfAdjointEigenSolver& compute(const MatrixType& A, const MatrixType& B, Index nbrEigenvalues, std::string eigs_sigma="LM", int options=ComputeEigenvectors, RealScalar tol=0.0); /** \brief Computes eigenvalues / eigenvectors of given matrix using the external ARPACK library. * * \param[in] A Selfadjoint matrix whose eigendecomposition is to be computed. * \param[in] nbrEigenvalues The number of eigenvalues / eigenvectors to compute. * Must be less than the size of the input matrix, or an error is returned. * \param[in] eigs_sigma String containing either "LM", "SM", "LA", or "SA", with * respective meanings to find the largest magnitude , smallest magnitude, * largest algebraic, or smallest algebraic eigenvalues. Alternatively, this * value can contain floating point value in string form, in which case the * eigenvalues closest to this value will be found. * \param[in] options Can be #ComputeEigenvectors (default) or #EigenvaluesOnly. * \param[in] tol What tolerance to find the eigenvalues to. Default is 0, which * means machine precision. * * \returns Reference to \c *this * * This function computes the eigenvalues of \p A using ARPACK. The eigenvalues() * function can be used to retrieve them. If \p options equals #ComputeEigenvectors, * then the eigenvectors are also computed and can be retrieved by * calling eigenvectors(). * */ ArpackGeneralizedSelfAdjointEigenSolver& compute(const MatrixType& A, Index nbrEigenvalues, std::string eigs_sigma="LM", int options=ComputeEigenvectors, RealScalar tol=0.0); /** \brief Returns the eigenvectors of given matrix. * * \returns A const reference to the matrix whose columns are the eigenvectors. * * \pre The eigenvectors have been computed before. * * Column \f$ k \f$ of the returned matrix is an eigenvector corresponding * to eigenvalue number \f$ k \f$ as returned by eigenvalues(). The * eigenvectors are normalized to have (Euclidean) norm equal to one. If * this object was used to solve the eigenproblem for the selfadjoint * matrix \f$ A \f$, then the matrix returned by this function is the * matrix \f$ V \f$ in the eigendecomposition \f$ A V = D V \f$. * For the generalized eigenproblem, the matrix returned is the solution \f$ A V = D B V \f$ * * Example: \include SelfAdjointEigenSolver_eigenvectors.cpp * Output: \verbinclude SelfAdjointEigenSolver_eigenvectors.out * * \sa eigenvalues() */ const Matrix<Scalar, Dynamic, Dynamic>& eigenvectors() const { eigen_assert(m_isInitialized && "ArpackGeneralizedSelfAdjointEigenSolver is not initialized."); eigen_assert(m_eigenvectorsOk && "The eigenvectors have not been computed together with the eigenvalues."); return m_eivec; } /** \brief Returns the eigenvalues of given matrix. * * \returns A const reference to the column vector containing the eigenvalues. * * \pre The eigenvalues have been computed before. * * The eigenvalues are repeated according to their algebraic multiplicity, * so there are as many eigenvalues as rows in the matrix. The eigenvalues * are sorted in increasing order. * * Example: \include SelfAdjointEigenSolver_eigenvalues.cpp * Output: \verbinclude SelfAdjointEigenSolver_eigenvalues.out * * \sa eigenvectors(), MatrixBase::eigenvalues() */ const Matrix<Scalar, Dynamic, 1>& eigenvalues() const { eigen_assert(m_isInitialized && "ArpackGeneralizedSelfAdjointEigenSolver is not initialized."); return m_eivalues; } /** \brief Computes the positive-definite square root of the matrix. * * \returns the positive-definite square root of the matrix * * \pre The eigenvalues and eigenvectors of a positive-definite matrix * have been computed before. * * The square root of a positive-definite matrix \f$ A \f$ is the * positive-definite matrix whose square equals \f$ A \f$. This function * uses the eigendecomposition \f$ A = V D V^{-1} \f$ to compute the * square root as \f$ A^{1/2} = V D^{1/2} V^{-1} \f$. * * Example: \include SelfAdjointEigenSolver_operatorSqrt.cpp * Output: \verbinclude SelfAdjointEigenSolver_operatorSqrt.out * * \sa operatorInverseSqrt(), * \ref MatrixFunctions_Module "MatrixFunctions Module" */ Matrix<Scalar, Dynamic, Dynamic> operatorSqrt() const { eigen_assert(m_isInitialized && "SelfAdjointEigenSolver is not initialized."); eigen_assert(m_eigenvectorsOk && "The eigenvectors have not been computed together with the eigenvalues."); return m_eivec * m_eivalues.cwiseSqrt().asDiagonal() * m_eivec.adjoint(); } /** \brief Computes the inverse square root of the matrix. * * \returns the inverse positive-definite square root of the matrix * * \pre The eigenvalues and eigenvectors of a positive-definite matrix * have been computed before. * * This function uses the eigendecomposition \f$ A = V D V^{-1} \f$ to * compute the inverse square root as \f$ V D^{-1/2} V^{-1} \f$. This is * cheaper than first computing the square root with operatorSqrt() and * then its inverse with MatrixBase::inverse(). * * Example: \include SelfAdjointEigenSolver_operatorInverseSqrt.cpp * Output: \verbinclude SelfAdjointEigenSolver_operatorInverseSqrt.out * * \sa operatorSqrt(), MatrixBase::inverse(), * \ref MatrixFunctions_Module "MatrixFunctions Module" */ Matrix<Scalar, Dynamic, Dynamic> operatorInverseSqrt() const { eigen_assert(m_isInitialized && "SelfAdjointEigenSolver is not initialized."); eigen_assert(m_eigenvectorsOk && "The eigenvectors have not been computed together with the eigenvalues."); return m_eivec * m_eivalues.cwiseInverse().cwiseSqrt().asDiagonal() * m_eivec.adjoint(); } /** \brief Reports whether previous computation was successful. * * \returns \c Success if computation was succesful, \c NoConvergence otherwise. */ ComputationInfo info() const { eigen_assert(m_isInitialized && "ArpackGeneralizedSelfAdjointEigenSolver is not initialized."); return m_info; } size_t getNbrConvergedEigenValues() const { return m_nbrConverged; } size_t getNbrIterations() const { return m_nbrIterations; } protected: Matrix<Scalar, Dynamic, Dynamic> m_eivec; Matrix<Scalar, Dynamic, 1> m_eivalues; ComputationInfo m_info; bool m_isInitialized; bool m_eigenvectorsOk; size_t m_nbrConverged; size_t m_nbrIterations; }; template<typename MatrixType, typename MatrixSolver, bool BisSPD> ArpackGeneralizedSelfAdjointEigenSolver<MatrixType, MatrixSolver, BisSPD>& ArpackGeneralizedSelfAdjointEigenSolver<MatrixType, MatrixSolver, BisSPD> ::compute(const MatrixType& A, Index nbrEigenvalues, std::string eigs_sigma, int options, RealScalar tol) { MatrixType B(0,0); compute(A, B, nbrEigenvalues, eigs_sigma, options, tol); return *this; } template<typename MatrixType, typename MatrixSolver, bool BisSPD> ArpackGeneralizedSelfAdjointEigenSolver<MatrixType, MatrixSolver, BisSPD>& ArpackGeneralizedSelfAdjointEigenSolver<MatrixType, MatrixSolver, BisSPD> ::compute(const MatrixType& A, const MatrixType& B, Index nbrEigenvalues, std::string eigs_sigma, int options, RealScalar tol) { eigen_assert(A.cols() == A.rows()); eigen_assert(B.cols() == B.rows()); eigen_assert(B.rows() == 0 || A.cols() == B.rows()); eigen_assert((options &~ (EigVecMask | GenEigMask)) == 0 && (options & EigVecMask) != EigVecMask && "invalid option parameter"); bool isBempty = (B.rows() == 0) || (B.cols() == 0); // For clarity, all parameters match their ARPACK name // // Always 0 on the first call // int ido = 0; int n = (int)A.cols(); // User options: "LA", "SA", "SM", "LM", "BE" // char whch[3] = "LM"; // Specifies the shift if iparam[6] = { 3, 4, 5 }, not used if iparam[6] = { 1, 2 } // RealScalar sigma = 0.0; if (eigs_sigma.length() >= 2 && isalpha(eigs_sigma[0]) && isalpha(eigs_sigma[1])) { eigs_sigma[0] = toupper(eigs_sigma[0]); eigs_sigma[1] = toupper(eigs_sigma[1]); // In the following special case we're going to invert the problem, since solving // for larger magnitude is much much faster // i.e., if 'SM' is specified, we're going to really use 'LM', the default // if (eigs_sigma.substr(0,2) != "SM") { whch[0] = eigs_sigma[0]; whch[1] = eigs_sigma[1]; } } else { eigen_assert(false && "Specifying clustered eigenvalues is not yet supported!"); // If it's not scalar values, then the user may be explicitly // specifying the sigma value to cluster the evs around // sigma = atof(eigs_sigma.c_str()); // If atof fails, it returns 0.0, which is a fine default // } // "I" means normal eigenvalue problem, "G" means generalized // char bmat[2] = "I"; if (eigs_sigma.substr(0,2) == "SM" || !(isalpha(eigs_sigma[0]) && isalpha(eigs_sigma[1])) || (!isBempty && !BisSPD)) bmat[0] = 'G'; // Now we determine the mode to use // int mode = (bmat[0] == 'G') + 1; if (eigs_sigma.substr(0,2) == "SM" || !(isalpha(eigs_sigma[0]) && isalpha(eigs_sigma[1]))) { // We're going to use shift-and-invert mode, and basically find // the largest eigenvalues of the inverse operator // mode = 3; } // The user-specified number of eigenvalues/vectors to compute // int nev = (int)nbrEigenvalues; // Allocate space for ARPACK to store the residual // Scalar *resid = new Scalar[n]; // Number of Lanczos vectors, must satisfy nev < ncv <= n // Note that this indicates that nev != n, and we cannot compute // all eigenvalues of a mtrix // int ncv = std::min(std::max(2*nev, 20), n); // The working n x ncv matrix, also store the final eigenvectors (if computed) // Scalar *v = new Scalar[n*ncv]; int ldv = n; // Working space // Scalar *workd = new Scalar[3*n]; int lworkl = ncv*ncv+8*ncv; // Must be at least this length Scalar *workl = new Scalar[lworkl]; int *iparam= new int[11]; iparam[0] = 1; // 1 means we let ARPACK perform the shifts, 0 means we'd have to do it iparam[2] = std::max(300, (int)std::ceil(2*n/std::max(ncv,1))); iparam[6] = mode; // The mode, 1 is standard ev problem, 2 for generalized ev, 3 for shift-and-invert // Used during reverse communicate to notify where arrays start // int *ipntr = new int[11]; // Error codes are returned in here, initial value of 0 indicates a random initial // residual vector is used, any other values means resid contains the initial residual // vector, possibly from a previous run // int info = 0; Scalar scale = 1.0; //if (!isBempty) //{ //Scalar scale = B.norm() / std::sqrt(n); //scale = std::pow(2, std::floor(std::log(scale+1))); ////M /= scale; //for (size_t i=0; i<(size_t)B.outerSize(); i++) // for (typename MatrixType::InnerIterator it(B, i); it; ++it) // it.valueRef() /= scale; //} MatrixSolver OP; if (mode == 1 || mode == 2) { if (!isBempty) OP.compute(B); } else if (mode == 3) { if (sigma == 0.0) { OP.compute(A); } else { // Note: We will never enter here because sigma must be 0.0 // if (isBempty) { MatrixType AminusSigmaB(A); for (Index i=0; i<A.rows(); ++i) AminusSigmaB.coeffRef(i,i) -= sigma; OP.compute(AminusSigmaB); } else { MatrixType AminusSigmaB = A - sigma * B; OP.compute(AminusSigmaB); } } } if (!(mode == 1 && isBempty) && !(mode == 2 && isBempty) && OP.info() != Success) std::cout << "Error factoring matrix" << std::endl; do { internal::arpack_wrapper<Scalar, RealScalar>::saupd(&ido, bmat, &n, whch, &nev, &tol, resid, &ncv, v, &ldv, iparam, ipntr, workd, workl, &lworkl, &info); if (ido == -1 || ido == 1) { Scalar *in = workd + ipntr[0] - 1; Scalar *out = workd + ipntr[1] - 1; if (ido == 1 && mode != 2) { Scalar *out2 = workd + ipntr[2] - 1; if (isBempty || mode == 1) Matrix<Scalar, Dynamic, 1>::Map(out2, n) = Matrix<Scalar, Dynamic, 1>::Map(in, n); else Matrix<Scalar, Dynamic, 1>::Map(out2, n) = B * Matrix<Scalar, Dynamic, 1>::Map(in, n); in = workd + ipntr[2] - 1; } if (mode == 1) { if (isBempty) { // OP = A // Matrix<Scalar, Dynamic, 1>::Map(out, n) = A * Matrix<Scalar, Dynamic, 1>::Map(in, n); } else { // OP = L^{-1}AL^{-T} // internal::OP<MatrixSolver, MatrixType, Scalar, BisSPD>::applyOP(OP, A, n, in, out); } } else if (mode == 2) { if (ido == 1) Matrix<Scalar, Dynamic, 1>::Map(in, n) = A * Matrix<Scalar, Dynamic, 1>::Map(in, n); // OP = B^{-1} A // Matrix<Scalar, Dynamic, 1>::Map(out, n) = OP.solve(Matrix<Scalar, Dynamic, 1>::Map(in, n)); } else if (mode == 3) { // OP = (A-\sigmaB)B (\sigma could be 0, and B could be I) // The B * in is already computed and stored at in if ido == 1 // if (ido == 1 || isBempty) Matrix<Scalar, Dynamic, 1>::Map(out, n) = OP.solve(Matrix<Scalar, Dynamic, 1>::Map(in, n)); else Matrix<Scalar, Dynamic, 1>::Map(out, n) = OP.solve(B * Matrix<Scalar, Dynamic, 1>::Map(in, n)); } } else if (ido == 2) { Scalar *in = workd + ipntr[0] - 1; Scalar *out = workd + ipntr[1] - 1; if (isBempty || mode == 1) Matrix<Scalar, Dynamic, 1>::Map(out, n) = Matrix<Scalar, Dynamic, 1>::Map(in, n); else Matrix<Scalar, Dynamic, 1>::Map(out, n) = B * Matrix<Scalar, Dynamic, 1>::Map(in, n); } } while (ido != 99); if (info == 1) m_info = NoConvergence; else if (info == 3) m_info = NumericalIssue; else if (info < 0) m_info = InvalidInput; else if (info != 0) eigen_assert(false && "Unknown ARPACK return value!"); else { // Do we compute eigenvectors or not? // int rvec = (options & ComputeEigenvectors) == ComputeEigenvectors; // "A" means "All", use "S" to choose specific eigenvalues (not yet supported in ARPACK)) // char howmny[2] = "A"; // if howmny == "S", specifies the eigenvalues to compute (not implemented in ARPACK) // int *select = new int[ncv]; // Final eigenvalues // m_eivalues.resize(nev, 1); internal::arpack_wrapper<Scalar, RealScalar>::seupd(&rvec, howmny, select, m_eivalues.data(), v, &ldv, &sigma, bmat, &n, whch, &nev, &tol, resid, &ncv, v, &ldv, iparam, ipntr, workd, workl, &lworkl, &info); if (info == -14) m_info = NoConvergence; else if (info != 0) m_info = InvalidInput; else { if (rvec) { m_eivec.resize(A.rows(), nev); for (int i=0; i<nev; i++) for (int j=0; j<n; j++) m_eivec(j,i) = v[i*n+j] / scale; if (mode == 1 && !isBempty && BisSPD) internal::OP<MatrixSolver, MatrixType, Scalar, BisSPD>::project(OP, n, nev, m_eivec.data()); m_eigenvectorsOk = true; } m_nbrIterations = iparam[2]; m_nbrConverged = iparam[4]; m_info = Success; } delete[] select; } delete[] v; delete[] iparam; delete[] ipntr; delete[] workd; delete[] workl; delete[] resid; m_isInitialized = true; return *this; } // Single precision // extern "C" void ssaupd_(int *ido, char *bmat, int *n, char *which, int *nev, float *tol, float *resid, int *ncv, float *v, int *ldv, int *iparam, int *ipntr, float *workd, float *workl, int *lworkl, int *info); extern "C" void sseupd_(int *rvec, char *All, int *select, float *d, float *z, int *ldz, float *sigma, char *bmat, int *n, char *which, int *nev, float *tol, float *resid, int *ncv, float *v, int *ldv, int *iparam, int *ipntr, float *workd, float *workl, int *lworkl, int *ierr); // Double precision // extern "C" void dsaupd_(int *ido, char *bmat, int *n, char *which, int *nev, double *tol, double *resid, int *ncv, double *v, int *ldv, int *iparam, int *ipntr, double *workd, double *workl, int *lworkl, int *info); extern "C" void dseupd_(int *rvec, char *All, int *select, double *d, double *z, int *ldz, double *sigma, char *bmat, int *n, char *which, int *nev, double *tol, double *resid, int *ncv, double *v, int *ldv, int *iparam, int *ipntr, double *workd, double *workl, int *lworkl, int *ierr); namespace internal { template<typename Scalar, typename RealScalar> struct arpack_wrapper { static inline void saupd(int *ido, char *bmat, int *n, char *which, int *nev, RealScalar *tol, Scalar *resid, int *ncv, Scalar *v, int *ldv, int *iparam, int *ipntr, Scalar *workd, Scalar *workl, int *lworkl, int *info) { EIGEN_STATIC_ASSERT(!NumTraits<Scalar>::IsComplex, NUMERIC_TYPE_MUST_BE_REAL) } static inline void seupd(int *rvec, char *All, int *select, Scalar *d, Scalar *z, int *ldz, RealScalar *sigma, char *bmat, int *n, char *which, int *nev, RealScalar *tol, Scalar *resid, int *ncv, Scalar *v, int *ldv, int *iparam, int *ipntr, Scalar *workd, Scalar *workl, int *lworkl, int *ierr) { EIGEN_STATIC_ASSERT(!NumTraits<Scalar>::IsComplex, NUMERIC_TYPE_MUST_BE_REAL) } }; template <> struct arpack_wrapper<float, float> { static inline void saupd(int *ido, char *bmat, int *n, char *which, int *nev, float *tol, float *resid, int *ncv, float *v, int *ldv, int *iparam, int *ipntr, float *workd, float *workl, int *lworkl, int *info) { ssaupd_(ido, bmat, n, which, nev, tol, resid, ncv, v, ldv, iparam, ipntr, workd, workl, lworkl, info); } static inline void seupd(int *rvec, char *All, int *select, float *d, float *z, int *ldz, float *sigma, char *bmat, int *n, char *which, int *nev, float *tol, float *resid, int *ncv, float *v, int *ldv, int *iparam, int *ipntr, float *workd, float *workl, int *lworkl, int *ierr) { sseupd_(rvec, All, select, d, z, ldz, sigma, bmat, n, which, nev, tol, resid, ncv, v, ldv, iparam, ipntr, workd, workl, lworkl, ierr); } }; template <> struct arpack_wrapper<double, double> { static inline void saupd(int *ido, char *bmat, int *n, char *which, int *nev, double *tol, double *resid, int *ncv, double *v, int *ldv, int *iparam, int *ipntr, double *workd, double *workl, int *lworkl, int *info) { dsaupd_(ido, bmat, n, which, nev, tol, resid, ncv, v, ldv, iparam, ipntr, workd, workl, lworkl, info); } static inline void seupd(int *rvec, char *All, int *select, double *d, double *z, int *ldz, double *sigma, char *bmat, int *n, char *which, int *nev, double *tol, double *resid, int *ncv, double *v, int *ldv, int *iparam, int *ipntr, double *workd, double *workl, int *lworkl, int *ierr) { dseupd_(rvec, All, select, d, v, ldv, sigma, bmat, n, which, nev, tol, resid, ncv, v, ldv, iparam, ipntr, workd, workl, lworkl, ierr); } }; template<typename MatrixSolver, typename MatrixType, typename Scalar, bool BisSPD> struct OP { static inline void applyOP(MatrixSolver &OP, const MatrixType &A, int n, Scalar *in, Scalar *out); static inline void project(MatrixSolver &OP, int n, int k, Scalar *vecs); }; template<typename MatrixSolver, typename MatrixType, typename Scalar> struct OP<MatrixSolver, MatrixType, Scalar, true> { static inline void applyOP(MatrixSolver &OP, const MatrixType &A, int n, Scalar *in, Scalar *out) { // OP = L^{-1} A L^{-T} (B = LL^T) // // First solve L^T out = in // Matrix<Scalar, Dynamic, 1>::Map(out, n) = OP.matrixU().solve(Matrix<Scalar, Dynamic, 1>::Map(in, n)); Matrix<Scalar, Dynamic, 1>::Map(out, n) = OP.permutationPinv() * Matrix<Scalar, Dynamic, 1>::Map(out, n); // Then compute out = A out // Matrix<Scalar, Dynamic, 1>::Map(out, n) = A * Matrix<Scalar, Dynamic, 1>::Map(out, n); // Then solve L out = out // Matrix<Scalar, Dynamic, 1>::Map(out, n) = OP.permutationP() * Matrix<Scalar, Dynamic, 1>::Map(out, n); Matrix<Scalar, Dynamic, 1>::Map(out, n) = OP.matrixL().solve(Matrix<Scalar, Dynamic, 1>::Map(out, n)); } static inline void project(MatrixSolver &OP, int n, int k, Scalar *vecs) { // Solve L^T out = in // Matrix<Scalar, Dynamic, Dynamic>::Map(vecs, n, k) = OP.matrixU().solve(Matrix<Scalar, Dynamic, Dynamic>::Map(vecs, n, k)); Matrix<Scalar, Dynamic, Dynamic>::Map(vecs, n, k) = OP.permutationPinv() * Matrix<Scalar, Dynamic, Dynamic>::Map(vecs, n, k); } }; template<typename MatrixSolver, typename MatrixType, typename Scalar> struct OP<MatrixSolver, MatrixType, Scalar, false> { static inline void applyOP(MatrixSolver &OP, const MatrixType &A, int n, Scalar *in, Scalar *out) { eigen_assert(false && "Should never be in here..."); } static inline void project(MatrixSolver &OP, int n, int k, Scalar *vecs) { eigen_assert(false && "Should never be in here..."); } }; } // end namespace internal } // end namespace Eigen #endif // EIGEN_ARPACKSELFADJOINTEIGENSOLVER_H
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abess-master/python/include/unsupported/Eigen/src/EulerAngles/EulerAngles.h
// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2015 Tal Hadad <[email protected]> // // 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_EULERANGLESCLASS_H// TODO: Fix previous "EIGEN_EULERANGLES_H" definition? #define EIGEN_EULERANGLESCLASS_H namespace Eigen { /*template<typename Other, int OtherRows=Other::RowsAtCompileTime, int OtherCols=Other::ColsAtCompileTime> struct ei_eulerangles_assign_impl;*/ /** \class EulerAngles * * \ingroup EulerAngles_Module * * \brief Represents a rotation in a 3 dimensional space as three Euler angles. * * Euler rotation is a set of three rotation of three angles over three fixed axes, defined by the EulerSystem given as a template parameter. * * Here is how intrinsic Euler angles works: * - first, rotate the axes system over the alpha axis in angle alpha * - then, rotate the axes system over the beta axis(which was rotated in the first stage) in angle beta * - then, rotate the axes system over the gamma axis(which was rotated in the two stages above) in angle gamma * * \note This class support only intrinsic Euler angles for simplicity, * see EulerSystem how to easily overcome this for extrinsic systems. * * ### Rotation representation and conversions ### * * It has been proved(see Wikipedia link below) that every rotation can be represented * by Euler angles, but there is no singular representation (e.g. unlike rotation matrices). * Therefore, you can convert from Eigen rotation and to them * (including rotation matrices, which is not called "rotations" by Eigen design). * * Euler angles usually used for: * - convenient human representation of rotation, especially in interactive GUI. * - gimbal systems and robotics * - efficient encoding(i.e. 3 floats only) of rotation for network protocols. * * However, Euler angles are slow comparing to quaternion or matrices, * because their unnatural math definition, although it's simple for human. * To overcome this, this class provide easy movement from the math friendly representation * to the human friendly representation, and vise-versa. * * All the user need to do is a safe simple C++ type conversion, * and this class take care for the math. * Additionally, some axes related computation is done in compile time. * * #### Euler angles ranges in conversions #### * * When converting some rotation to Euler angles, there are some ways you can guarantee * the Euler angles ranges. * * #### implicit ranges #### * When using implicit ranges, all angles are guarantee to be in the range [-PI, +PI], * unless you convert from some other Euler angles. * In this case, the range is __undefined__ (might be even less than -PI or greater than +2*PI). * \sa EulerAngles(const MatrixBase<Derived>&) * \sa EulerAngles(const RotationBase<Derived, 3>&) * * #### explicit ranges #### * When using explicit ranges, all angles are guarantee to be in the range you choose. * In the range Boolean parameter, you're been ask whether you prefer the positive range or not: * - _true_ - force the range between [0, +2*PI] * - _false_ - force the range between [-PI, +PI] * * ##### compile time ranges ##### * This is when you have compile time ranges and you prefer to * use template parameter. (e.g. for performance) * \sa FromRotation() * * ##### run-time time ranges ##### * Run-time ranges are also supported. * \sa EulerAngles(const MatrixBase<Derived>&, bool, bool, bool) * \sa EulerAngles(const RotationBase<Derived, 3>&, bool, bool, bool) * * ### Convenient user typedefs ### * * Convenient typedefs for EulerAngles exist for float and double scalar, * in a form of EulerAngles{A}{B}{C}{scalar}, * e.g. \ref EulerAnglesXYZd, \ref EulerAnglesZYZf. * * Only for positive axes{+x,+y,+z} Euler systems are have convenient typedef. * If you need negative axes{-x,-y,-z}, it is recommended to create you own typedef with * a word that represent what you need. * * ### Example ### * * \include EulerAngles.cpp * Output: \verbinclude EulerAngles.out * * ### Additional reading ### * * If you're want to get more idea about how Euler system work in Eigen see EulerSystem. * * More information about Euler angles: https://en.wikipedia.org/wiki/Euler_angles * * \tparam _Scalar the scalar type, i.e., the type of the angles. * * \tparam _System the EulerSystem to use, which represents the axes of rotation. */ template <typename _Scalar, class _System> class EulerAngles : public RotationBase<EulerAngles<_Scalar, _System>, 3> { public: /** the scalar type of the angles */ typedef _Scalar Scalar; /** the EulerSystem to use, which represents the axes of rotation. */ typedef _System System; typedef Matrix<Scalar,3,3> Matrix3; /*!< the equivalent rotation matrix type */ typedef Matrix<Scalar,3,1> Vector3; /*!< the equivalent 3 dimension vector type */ typedef Quaternion<Scalar> QuaternionType; /*!< the equivalent quaternion type */ typedef AngleAxis<Scalar> AngleAxisType; /*!< the equivalent angle-axis type */ /** \returns the axis vector of the first (alpha) rotation */ static Vector3 AlphaAxisVector() { const Vector3& u = Vector3::Unit(System::AlphaAxisAbs - 1); return System::IsAlphaOpposite ? -u : u; } /** \returns the axis vector of the second (beta) rotation */ static Vector3 BetaAxisVector() { const Vector3& u = Vector3::Unit(System::BetaAxisAbs - 1); return System::IsBetaOpposite ? -u : u; } /** \returns the axis vector of the third (gamma) rotation */ static Vector3 GammaAxisVector() { const Vector3& u = Vector3::Unit(System::GammaAxisAbs - 1); return System::IsGammaOpposite ? -u : u; } private: Vector3 m_angles; public: /** Default constructor without initialization. */ EulerAngles() {} /** Constructs and initialize Euler angles(\p alpha, \p beta, \p gamma). */ EulerAngles(const Scalar& alpha, const Scalar& beta, const Scalar& gamma) : m_angles(alpha, beta, gamma) {} /** Constructs and initialize Euler angles from a 3x3 rotation matrix \p m. * * \note All angles will be in the range [-PI, PI]. */ template<typename Derived> EulerAngles(const MatrixBase<Derived>& m) { *this = m; } /** Constructs and initialize Euler angles from a 3x3 rotation matrix \p m, * with options to choose for each angle the requested range. * * If positive range is true, then the specified angle will be in the range [0, +2*PI]. * Otherwise, the specified angle will be in the range [-PI, +PI]. * * \param m The 3x3 rotation matrix to convert * \param positiveRangeAlpha If true, alpha will be in [0, 2*PI]. Otherwise, in [-PI, +PI]. * \param positiveRangeBeta If true, beta will be in [0, 2*PI]. Otherwise, in [-PI, +PI]. * \param positiveRangeGamma If true, gamma will be in [0, 2*PI]. Otherwise, in [-PI, +PI]. */ template<typename Derived> EulerAngles( const MatrixBase<Derived>& m, bool positiveRangeAlpha, bool positiveRangeBeta, bool positiveRangeGamma) { System::CalcEulerAngles(*this, m, positiveRangeAlpha, positiveRangeBeta, positiveRangeGamma); } /** Constructs and initialize Euler angles from a rotation \p rot. * * \note All angles will be in the range [-PI, PI], unless \p rot is an EulerAngles. * If rot is an EulerAngles, expected EulerAngles range is __undefined__. * (Use other functions here for enforcing range if this effect is desired) */ template<typename Derived> EulerAngles(const RotationBase<Derived, 3>& rot) { *this = rot; } /** Constructs and initialize Euler angles from a rotation \p rot, * with options to choose for each angle the requested range. * * If positive range is true, then the specified angle will be in the range [0, +2*PI]. * Otherwise, the specified angle will be in the range [-PI, +PI]. * * \param rot The 3x3 rotation matrix to convert * \param positiveRangeAlpha If true, alpha will be in [0, 2*PI]. Otherwise, in [-PI, +PI]. * \param positiveRangeBeta If true, beta will be in [0, 2*PI]. Otherwise, in [-PI, +PI]. * \param positiveRangeGamma If true, gamma will be in [0, 2*PI]. Otherwise, in [-PI, +PI]. */ template<typename Derived> EulerAngles( const RotationBase<Derived, 3>& rot, bool positiveRangeAlpha, bool positiveRangeBeta, bool positiveRangeGamma) { System::CalcEulerAngles(*this, rot.toRotationMatrix(), positiveRangeAlpha, positiveRangeBeta, positiveRangeGamma); } /** \returns The angle values stored in a vector (alpha, beta, gamma). */ const Vector3& angles() const { return m_angles; } /** \returns A read-write reference to the angle values stored in a vector (alpha, beta, gamma). */ Vector3& angles() { return m_angles; } /** \returns The value of the first angle. */ Scalar alpha() const { return m_angles[0]; } /** \returns A read-write reference to the angle of the first angle. */ Scalar& alpha() { return m_angles[0]; } /** \returns The value of the second angle. */ Scalar beta() const { return m_angles[1]; } /** \returns A read-write reference to the angle of the second angle. */ Scalar& beta() { return m_angles[1]; } /** \returns The value of the third angle. */ Scalar gamma() const { return m_angles[2]; } /** \returns A read-write reference to the angle of the third angle. */ Scalar& gamma() { return m_angles[2]; } /** \returns The Euler angles rotation inverse (which is as same as the negative), * (-alpha, -beta, -gamma). */ EulerAngles inverse() const { EulerAngles res; res.m_angles = -m_angles; return res; } /** \returns The Euler angles rotation negative (which is as same as the inverse), * (-alpha, -beta, -gamma). */ EulerAngles operator -() const { return inverse(); } /** Constructs and initialize Euler angles from a 3x3 rotation matrix \p m, * with options to choose for each angle the requested range (__only in compile time__). * * If positive range is true, then the specified angle will be in the range [0, +2*PI]. * Otherwise, the specified angle will be in the range [-PI, +PI]. * * \param m The 3x3 rotation matrix to convert * \tparam positiveRangeAlpha If true, alpha will be in [0, 2*PI]. Otherwise, in [-PI, +PI]. * \tparam positiveRangeBeta If true, beta will be in [0, 2*PI]. Otherwise, in [-PI, +PI]. * \tparam positiveRangeGamma If true, gamma will be in [0, 2*PI]. Otherwise, in [-PI, +PI]. */ template< bool PositiveRangeAlpha, bool PositiveRangeBeta, bool PositiveRangeGamma, typename Derived> static EulerAngles FromRotation(const MatrixBase<Derived>& m) { EIGEN_STATIC_ASSERT_MATRIX_SPECIFIC_SIZE(Derived, 3, 3) EulerAngles e; System::template CalcEulerAngles< PositiveRangeAlpha, PositiveRangeBeta, PositiveRangeGamma, _Scalar>(e, m); return e; } /** Constructs and initialize Euler angles from a rotation \p rot, * with options to choose for each angle the requested range (__only in compile time__). * * If positive range is true, then the specified angle will be in the range [0, +2*PI]. * Otherwise, the specified angle will be in the range [-PI, +PI]. * * \param rot The 3x3 rotation matrix to convert * \tparam positiveRangeAlpha If true, alpha will be in [0, 2*PI]. Otherwise, in [-PI, +PI]. * \tparam positiveRangeBeta If true, beta will be in [0, 2*PI]. Otherwise, in [-PI, +PI]. * \tparam positiveRangeGamma If true, gamma will be in [0, 2*PI]. Otherwise, in [-PI, +PI]. */ template< bool PositiveRangeAlpha, bool PositiveRangeBeta, bool PositiveRangeGamma, typename Derived> static EulerAngles FromRotation(const RotationBase<Derived, 3>& rot) { return FromRotation<PositiveRangeAlpha, PositiveRangeBeta, PositiveRangeGamma>(rot.toRotationMatrix()); } /*EulerAngles& fromQuaternion(const QuaternionType& q) { // TODO: Implement it in a faster way for quaternions // According to http://www.euclideanspace.com/maths/geometry/rotations/conversions/quaternionToEuler/ // we can compute only the needed matrix cells and then convert to euler angles. (see ZYX example below) // Currently we compute all matrix cells from quaternion. // Special case only for ZYX //Scalar y2 = q.y() * q.y(); //m_angles[0] = std::atan2(2*(q.w()*q.z() + q.x()*q.y()), (1 - 2*(y2 + q.z()*q.z()))); //m_angles[1] = std::asin( 2*(q.w()*q.y() - q.z()*q.x())); //m_angles[2] = std::atan2(2*(q.w()*q.x() + q.y()*q.z()), (1 - 2*(q.x()*q.x() + y2))); }*/ /** Set \c *this from a rotation matrix(i.e. pure orthogonal matrix with determinant of +1). */ template<typename Derived> EulerAngles& operator=(const MatrixBase<Derived>& m) { EIGEN_STATIC_ASSERT_MATRIX_SPECIFIC_SIZE(Derived, 3, 3) System::CalcEulerAngles(*this, m); return *this; } // TODO: Assign and construct from another EulerAngles (with different system) /** Set \c *this from a rotation. */ template<typename Derived> EulerAngles& operator=(const RotationBase<Derived, 3>& rot) { System::CalcEulerAngles(*this, rot.toRotationMatrix()); return *this; } // TODO: Support isApprox function /** \returns an equivalent 3x3 rotation matrix. */ Matrix3 toRotationMatrix() const { return static_cast<QuaternionType>(*this).toRotationMatrix(); } /** Convert the Euler angles to quaternion. */ operator QuaternionType() const { return AngleAxisType(alpha(), AlphaAxisVector()) * AngleAxisType(beta(), BetaAxisVector()) * AngleAxisType(gamma(), GammaAxisVector()); } friend std::ostream& operator<<(std::ostream& s, const EulerAngles<Scalar, System>& eulerAngles) { s << eulerAngles.angles().transpose(); return s; } }; #define EIGEN_EULER_ANGLES_SINGLE_TYPEDEF(AXES, SCALAR_TYPE, SCALAR_POSTFIX) \ /** \ingroup EulerAngles_Module */ \ typedef EulerAngles<SCALAR_TYPE, EulerSystem##AXES> EulerAngles##AXES##SCALAR_POSTFIX; #define EIGEN_EULER_ANGLES_TYPEDEFS(SCALAR_TYPE, SCALAR_POSTFIX) \ EIGEN_EULER_ANGLES_SINGLE_TYPEDEF(XYZ, SCALAR_TYPE, SCALAR_POSTFIX) \ EIGEN_EULER_ANGLES_SINGLE_TYPEDEF(XYX, SCALAR_TYPE, SCALAR_POSTFIX) \ EIGEN_EULER_ANGLES_SINGLE_TYPEDEF(XZY, SCALAR_TYPE, SCALAR_POSTFIX) \ EIGEN_EULER_ANGLES_SINGLE_TYPEDEF(XZX, SCALAR_TYPE, SCALAR_POSTFIX) \ \ EIGEN_EULER_ANGLES_SINGLE_TYPEDEF(YZX, SCALAR_TYPE, SCALAR_POSTFIX) \ EIGEN_EULER_ANGLES_SINGLE_TYPEDEF(YZY, SCALAR_TYPE, SCALAR_POSTFIX) \ EIGEN_EULER_ANGLES_SINGLE_TYPEDEF(YXZ, SCALAR_TYPE, SCALAR_POSTFIX) \ EIGEN_EULER_ANGLES_SINGLE_TYPEDEF(YXY, SCALAR_TYPE, SCALAR_POSTFIX) \ \ EIGEN_EULER_ANGLES_SINGLE_TYPEDEF(ZXY, SCALAR_TYPE, SCALAR_POSTFIX) \ EIGEN_EULER_ANGLES_SINGLE_TYPEDEF(ZXZ, SCALAR_TYPE, SCALAR_POSTFIX) \ EIGEN_EULER_ANGLES_SINGLE_TYPEDEF(ZYX, SCALAR_TYPE, SCALAR_POSTFIX) \ EIGEN_EULER_ANGLES_SINGLE_TYPEDEF(ZYZ, SCALAR_TYPE, SCALAR_POSTFIX) EIGEN_EULER_ANGLES_TYPEDEFS(float, f) EIGEN_EULER_ANGLES_TYPEDEFS(double, d) namespace internal { template<typename _Scalar, class _System> struct traits<EulerAngles<_Scalar, _System> > { typedef _Scalar Scalar; }; } } #endif // EIGEN_EULERANGLESCLASS_H
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abess-master/python/include/unsupported/Eigen/src/EulerAngles/EulerSystem.h
// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2015 Tal Hadad <[email protected]> // // 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_EULERSYSTEM_H #define EIGEN_EULERSYSTEM_H namespace Eigen { // Forward declerations template <typename _Scalar, class _System> class EulerAngles; namespace internal { // TODO: Check if already exists on the rest API template <int Num, bool IsPositive = (Num > 0)> struct Abs { enum { value = Num }; }; template <int Num> struct Abs<Num, false> { enum { value = -Num }; }; template <int Axis> struct IsValidAxis { enum { value = Axis != 0 && Abs<Axis>::value <= 3 }; }; } #define EIGEN_EULER_ANGLES_CLASS_STATIC_ASSERT(COND,MSG) typedef char static_assertion_##MSG[(COND)?1:-1] /** \brief Representation of a fixed signed rotation axis for EulerSystem. * * \ingroup EulerAngles_Module * * Values here represent: * - The axis of the rotation: X, Y or Z. * - The sign (i.e. direction of the rotation along the axis): positive(+) or negative(-) * * Therefore, this could express all the axes {+X,+Y,+Z,-X,-Y,-Z} * * For positive axis, use +EULER_{axis}, and for negative axis use -EULER_{axis}. */ enum EulerAxis { EULER_X = 1, /*!< the X axis */ EULER_Y = 2, /*!< the Y axis */ EULER_Z = 3 /*!< the Z axis */ }; /** \class EulerSystem * * \ingroup EulerAngles_Module * * \brief Represents a fixed Euler rotation system. * * This meta-class goal is to represent the Euler system in compilation time, for EulerAngles. * * You can use this class to get two things: * - Build an Euler system, and then pass it as a template parameter to EulerAngles. * - Query some compile time data about an Euler system. (e.g. Whether it's tait bryan) * * Euler rotation is a set of three rotation on fixed axes. (see \ref EulerAngles) * This meta-class store constantly those signed axes. (see \ref EulerAxis) * * ### Types of Euler systems ### * * All and only valid 3 dimension Euler rotation over standard * signed axes{+X,+Y,+Z,-X,-Y,-Z} are supported: * - all axes X, Y, Z in each valid order (see below what order is valid) * - rotation over the axis is supported both over the positive and negative directions. * - both tait bryan and proper/classic Euler angles (i.e. the opposite). * * Since EulerSystem support both positive and negative directions, * you may call this rotation distinction in other names: * - _right handed_ or _left handed_ * - _counterclockwise_ or _clockwise_ * * Notice all axed combination are valid, and would trigger a static assertion. * Same unsigned axes can't be neighbors, e.g. {X,X,Y} is invalid. * This yield two and only two classes: * - _tait bryan_ - all unsigned axes are distinct, e.g. {X,Y,Z} * - _proper/classic Euler angles_ - The first and the third unsigned axes is equal, * and the second is different, e.g. {X,Y,X} * * ### Intrinsic vs extrinsic Euler systems ### * * Only intrinsic Euler systems are supported for simplicity. * If you want to use extrinsic Euler systems, * just use the equal intrinsic opposite order for axes and angles. * I.e axes (A,B,C) becomes (C,B,A), and angles (a,b,c) becomes (c,b,a). * * ### Convenient user typedefs ### * * Convenient typedefs for EulerSystem exist (only for positive axes Euler systems), * in a form of EulerSystem{A}{B}{C}, e.g. \ref EulerSystemXYZ. * * ### Additional reading ### * * More information about Euler angles: https://en.wikipedia.org/wiki/Euler_angles * * \tparam _AlphaAxis the first fixed EulerAxis * * \tparam _AlphaAxis the second fixed EulerAxis * * \tparam _AlphaAxis the third fixed EulerAxis */ template <int _AlphaAxis, int _BetaAxis, int _GammaAxis> class EulerSystem { public: // It's defined this way and not as enum, because I think // that enum is not guerantee to support negative numbers /** The first rotation axis */ static const int AlphaAxis = _AlphaAxis; /** The second rotation axis */ static const int BetaAxis = _BetaAxis; /** The third rotation axis */ static const int GammaAxis = _GammaAxis; enum { AlphaAxisAbs = internal::Abs<AlphaAxis>::value, /*!< the first rotation axis unsigned */ BetaAxisAbs = internal::Abs<BetaAxis>::value, /*!< the second rotation axis unsigned */ GammaAxisAbs = internal::Abs<GammaAxis>::value, /*!< the third rotation axis unsigned */ IsAlphaOpposite = (AlphaAxis < 0) ? 1 : 0, /*!< weather alpha axis is negative */ IsBetaOpposite = (BetaAxis < 0) ? 1 : 0, /*!< weather beta axis is negative */ IsGammaOpposite = (GammaAxis < 0) ? 1 : 0, /*!< weather gamma axis is negative */ IsOdd = ((AlphaAxisAbs)%3 == (BetaAxisAbs - 1)%3) ? 0 : 1, /*!< weather the Euler system is odd */ IsEven = IsOdd ? 0 : 1, /*!< weather the Euler system is even */ IsTaitBryan = ((unsigned)AlphaAxisAbs != (unsigned)GammaAxisAbs) ? 1 : 0 /*!< weather the Euler system is tait bryan */ }; private: EIGEN_EULER_ANGLES_CLASS_STATIC_ASSERT(internal::IsValidAxis<AlphaAxis>::value, ALPHA_AXIS_IS_INVALID); EIGEN_EULER_ANGLES_CLASS_STATIC_ASSERT(internal::IsValidAxis<BetaAxis>::value, BETA_AXIS_IS_INVALID); EIGEN_EULER_ANGLES_CLASS_STATIC_ASSERT(internal::IsValidAxis<GammaAxis>::value, GAMMA_AXIS_IS_INVALID); EIGEN_EULER_ANGLES_CLASS_STATIC_ASSERT((unsigned)AlphaAxisAbs != (unsigned)BetaAxisAbs, ALPHA_AXIS_CANT_BE_EQUAL_TO_BETA_AXIS); EIGEN_EULER_ANGLES_CLASS_STATIC_ASSERT((unsigned)BetaAxisAbs != (unsigned)GammaAxisAbs, BETA_AXIS_CANT_BE_EQUAL_TO_GAMMA_AXIS); enum { // I, J, K are the pivot indexes permutation for the rotation matrix, that match this Euler system. // They are used in this class converters. // They are always different from each other, and their possible values are: 0, 1, or 2. I = AlphaAxisAbs - 1, J = (AlphaAxisAbs - 1 + 1 + IsOdd)%3, K = (AlphaAxisAbs - 1 + 2 - IsOdd)%3 }; // TODO: Get @mat parameter in form that avoids double evaluation. template <typename Derived> static void CalcEulerAngles_imp(Matrix<typename MatrixBase<Derived>::Scalar, 3, 1>& res, const MatrixBase<Derived>& mat, internal::true_type /*isTaitBryan*/) { using std::atan2; using std::sin; using std::cos; typedef typename Derived::Scalar Scalar; typedef Matrix<Scalar,2,1> Vector2; res[0] = atan2(mat(J,K), mat(K,K)); Scalar c2 = Vector2(mat(I,I), mat(I,J)).norm(); if((IsOdd && res[0]<Scalar(0)) || ((!IsOdd) && res[0]>Scalar(0))) { if(res[0] > Scalar(0)) { res[0] -= Scalar(EIGEN_PI); } else { res[0] += Scalar(EIGEN_PI); } res[1] = atan2(-mat(I,K), -c2); } else res[1] = atan2(-mat(I,K), c2); Scalar s1 = sin(res[0]); Scalar c1 = cos(res[0]); res[2] = atan2(s1*mat(K,I)-c1*mat(J,I), c1*mat(J,J) - s1 * mat(K,J)); } template <typename Derived> static void CalcEulerAngles_imp(Matrix<typename MatrixBase<Derived>::Scalar,3,1>& res, const MatrixBase<Derived>& mat, internal::false_type /*isTaitBryan*/) { using std::atan2; using std::sin; using std::cos; typedef typename Derived::Scalar Scalar; typedef Matrix<Scalar,2,1> Vector2; res[0] = atan2(mat(J,I), mat(K,I)); if((IsOdd && res[0]<Scalar(0)) || ((!IsOdd) && res[0]>Scalar(0))) { if(res[0] > Scalar(0)) { res[0] -= Scalar(EIGEN_PI); } else { res[0] += Scalar(EIGEN_PI); } Scalar s2 = Vector2(mat(J,I), mat(K,I)).norm(); res[1] = -atan2(s2, mat(I,I)); } else { Scalar s2 = Vector2(mat(J,I), mat(K,I)).norm(); res[1] = atan2(s2, mat(I,I)); } // With a=(0,1,0), we have i=0; j=1; k=2, and after computing the first two angles, // we can compute their respective rotation, and apply its inverse to M. Since the result must // be a rotation around x, we have: // // c2 s1.s2 c1.s2 1 0 0 // 0 c1 -s1 * M = 0 c3 s3 // -s2 s1.c2 c1.c2 0 -s3 c3 // // Thus: m11.c1 - m21.s1 = c3 & m12.c1 - m22.s1 = s3 Scalar s1 = sin(res[0]); Scalar c1 = cos(res[0]); res[2] = atan2(c1*mat(J,K)-s1*mat(K,K), c1*mat(J,J) - s1 * mat(K,J)); } template<typename Scalar> static void CalcEulerAngles( EulerAngles<Scalar, EulerSystem>& res, const typename EulerAngles<Scalar, EulerSystem>::Matrix3& mat) { CalcEulerAngles(res, mat, false, false, false); } template< bool PositiveRangeAlpha, bool PositiveRangeBeta, bool PositiveRangeGamma, typename Scalar> static void CalcEulerAngles( EulerAngles<Scalar, EulerSystem>& res, const typename EulerAngles<Scalar, EulerSystem>::Matrix3& mat) { CalcEulerAngles(res, mat, PositiveRangeAlpha, PositiveRangeBeta, PositiveRangeGamma); } template<typename Scalar> static void CalcEulerAngles( EulerAngles<Scalar, EulerSystem>& res, const typename EulerAngles<Scalar, EulerSystem>::Matrix3& mat, bool PositiveRangeAlpha, bool PositiveRangeBeta, bool PositiveRangeGamma) { CalcEulerAngles_imp( res.angles(), mat, typename internal::conditional<IsTaitBryan, internal::true_type, internal::false_type>::type()); if (IsAlphaOpposite == IsOdd) res.alpha() = -res.alpha(); if (IsBetaOpposite == IsOdd) res.beta() = -res.beta(); if (IsGammaOpposite == IsOdd) res.gamma() = -res.gamma(); // Saturate results to the requested range if (PositiveRangeAlpha && (res.alpha() < 0)) res.alpha() += Scalar(2 * EIGEN_PI); if (PositiveRangeBeta && (res.beta() < 0)) res.beta() += Scalar(2 * EIGEN_PI); if (PositiveRangeGamma && (res.gamma() < 0)) res.gamma() += Scalar(2 * EIGEN_PI); } template <typename _Scalar, class _System> friend class Eigen::EulerAngles; }; #define EIGEN_EULER_SYSTEM_TYPEDEF(A, B, C) \ /** \ingroup EulerAngles_Module */ \ typedef EulerSystem<EULER_##A, EULER_##B, EULER_##C> EulerSystem##A##B##C; EIGEN_EULER_SYSTEM_TYPEDEF(X,Y,Z) EIGEN_EULER_SYSTEM_TYPEDEF(X,Y,X) EIGEN_EULER_SYSTEM_TYPEDEF(X,Z,Y) EIGEN_EULER_SYSTEM_TYPEDEF(X,Z,X) EIGEN_EULER_SYSTEM_TYPEDEF(Y,Z,X) EIGEN_EULER_SYSTEM_TYPEDEF(Y,Z,Y) EIGEN_EULER_SYSTEM_TYPEDEF(Y,X,Z) EIGEN_EULER_SYSTEM_TYPEDEF(Y,X,Y) EIGEN_EULER_SYSTEM_TYPEDEF(Z,X,Y) EIGEN_EULER_SYSTEM_TYPEDEF(Z,X,Z) EIGEN_EULER_SYSTEM_TYPEDEF(Z,Y,X) EIGEN_EULER_SYSTEM_TYPEDEF(Z,Y,Z) } #endif // EIGEN_EULERSYSTEM_H
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abess-master/python/include/unsupported/Eigen/src/FFT/ei_fftw_impl.h
// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2009 Mark Borgerding mark a borgerding net // // 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/. namespace Eigen { namespace internal { // FFTW uses non-const arguments // so we must use ugly const_cast calls for all the args it uses // // This should be safe as long as // 1. we use FFTW_ESTIMATE for all our planning // see the FFTW docs section 4.3.2 "Planner Flags" // 2. fftw_complex is compatible with std::complex // This assumes std::complex<T> layout is array of size 2 with real,imag template <typename T> inline T * fftw_cast(const T* p) { return const_cast<T*>( p); } inline fftw_complex * fftw_cast( const std::complex<double> * p) { return const_cast<fftw_complex*>( reinterpret_cast<const fftw_complex*>(p) ); } inline fftwf_complex * fftw_cast( const std::complex<float> * p) { return const_cast<fftwf_complex*>( reinterpret_cast<const fftwf_complex*>(p) ); } inline fftwl_complex * fftw_cast( const std::complex<long double> * p) { return const_cast<fftwl_complex*>( reinterpret_cast<const fftwl_complex*>(p) ); } template <typename T> struct fftw_plan {}; template <> struct fftw_plan<float> { typedef float scalar_type; typedef fftwf_complex complex_type; fftwf_plan m_plan; fftw_plan() :m_plan(NULL) {} ~fftw_plan() {if (m_plan) fftwf_destroy_plan(m_plan);} inline void fwd(complex_type * dst,complex_type * src,int nfft) { if (m_plan==NULL) m_plan = fftwf_plan_dft_1d(nfft,src,dst, FFTW_FORWARD, FFTW_ESTIMATE|FFTW_PRESERVE_INPUT); fftwf_execute_dft( m_plan, src,dst); } inline void inv(complex_type * dst,complex_type * src,int nfft) { if (m_plan==NULL) m_plan = fftwf_plan_dft_1d(nfft,src,dst, FFTW_BACKWARD , FFTW_ESTIMATE|FFTW_PRESERVE_INPUT); fftwf_execute_dft( m_plan, src,dst); } inline void fwd(complex_type * dst,scalar_type * src,int nfft) { if (m_plan==NULL) m_plan = fftwf_plan_dft_r2c_1d(nfft,src,dst,FFTW_ESTIMATE|FFTW_PRESERVE_INPUT); fftwf_execute_dft_r2c( m_plan,src,dst); } inline void inv(scalar_type * dst,complex_type * src,int nfft) { if (m_plan==NULL) m_plan = fftwf_plan_dft_c2r_1d(nfft,src,dst,FFTW_ESTIMATE|FFTW_PRESERVE_INPUT); fftwf_execute_dft_c2r( m_plan, src,dst); } inline void fwd2( complex_type * dst,complex_type * src,int n0,int n1) { if (m_plan==NULL) m_plan = fftwf_plan_dft_2d(n0,n1,src,dst,FFTW_FORWARD,FFTW_ESTIMATE|FFTW_PRESERVE_INPUT); fftwf_execute_dft( m_plan, src,dst); } inline void inv2( complex_type * dst,complex_type * src,int n0,int n1) { if (m_plan==NULL) m_plan = fftwf_plan_dft_2d(n0,n1,src,dst,FFTW_BACKWARD,FFTW_ESTIMATE|FFTW_PRESERVE_INPUT); fftwf_execute_dft( m_plan, src,dst); } }; template <> struct fftw_plan<double> { typedef double scalar_type; typedef fftw_complex complex_type; ::fftw_plan m_plan; fftw_plan() :m_plan(NULL) {} ~fftw_plan() {if (m_plan) fftw_destroy_plan(m_plan);} inline void fwd(complex_type * dst,complex_type * src,int nfft) { if (m_plan==NULL) m_plan = fftw_plan_dft_1d(nfft,src,dst, FFTW_FORWARD, FFTW_ESTIMATE|FFTW_PRESERVE_INPUT); fftw_execute_dft( m_plan, src,dst); } inline void inv(complex_type * dst,complex_type * src,int nfft) { if (m_plan==NULL) m_plan = fftw_plan_dft_1d(nfft,src,dst, FFTW_BACKWARD , FFTW_ESTIMATE|FFTW_PRESERVE_INPUT); fftw_execute_dft( m_plan, src,dst); } inline void fwd(complex_type * dst,scalar_type * src,int nfft) { if (m_plan==NULL) m_plan = fftw_plan_dft_r2c_1d(nfft,src,dst,FFTW_ESTIMATE|FFTW_PRESERVE_INPUT); fftw_execute_dft_r2c( m_plan,src,dst); } inline void inv(scalar_type * dst,complex_type * src,int nfft) { if (m_plan==NULL) m_plan = fftw_plan_dft_c2r_1d(nfft,src,dst,FFTW_ESTIMATE|FFTW_PRESERVE_INPUT); fftw_execute_dft_c2r( m_plan, src,dst); } inline void fwd2( complex_type * dst,complex_type * src,int n0,int n1) { if (m_plan==NULL) m_plan = fftw_plan_dft_2d(n0,n1,src,dst,FFTW_FORWARD,FFTW_ESTIMATE|FFTW_PRESERVE_INPUT); fftw_execute_dft( m_plan, src,dst); } inline void inv2( complex_type * dst,complex_type * src,int n0,int n1) { if (m_plan==NULL) m_plan = fftw_plan_dft_2d(n0,n1,src,dst,FFTW_BACKWARD,FFTW_ESTIMATE|FFTW_PRESERVE_INPUT); fftw_execute_dft( m_plan, src,dst); } }; template <> struct fftw_plan<long double> { typedef long double scalar_type; typedef fftwl_complex complex_type; fftwl_plan m_plan; fftw_plan() :m_plan(NULL) {} ~fftw_plan() {if (m_plan) fftwl_destroy_plan(m_plan);} inline void fwd(complex_type * dst,complex_type * src,int nfft) { if (m_plan==NULL) m_plan = fftwl_plan_dft_1d(nfft,src,dst, FFTW_FORWARD, FFTW_ESTIMATE|FFTW_PRESERVE_INPUT); fftwl_execute_dft( m_plan, src,dst); } inline void inv(complex_type * dst,complex_type * src,int nfft) { if (m_plan==NULL) m_plan = fftwl_plan_dft_1d(nfft,src,dst, FFTW_BACKWARD , FFTW_ESTIMATE|FFTW_PRESERVE_INPUT); fftwl_execute_dft( m_plan, src,dst); } inline void fwd(complex_type * dst,scalar_type * src,int nfft) { if (m_plan==NULL) m_plan = fftwl_plan_dft_r2c_1d(nfft,src,dst,FFTW_ESTIMATE|FFTW_PRESERVE_INPUT); fftwl_execute_dft_r2c( m_plan,src,dst); } inline void inv(scalar_type * dst,complex_type * src,int nfft) { if (m_plan==NULL) m_plan = fftwl_plan_dft_c2r_1d(nfft,src,dst,FFTW_ESTIMATE|FFTW_PRESERVE_INPUT); fftwl_execute_dft_c2r( m_plan, src,dst); } inline void fwd2( complex_type * dst,complex_type * src,int n0,int n1) { if (m_plan==NULL) m_plan = fftwl_plan_dft_2d(n0,n1,src,dst,FFTW_FORWARD,FFTW_ESTIMATE|FFTW_PRESERVE_INPUT); fftwl_execute_dft( m_plan, src,dst); } inline void inv2( complex_type * dst,complex_type * src,int n0,int n1) { if (m_plan==NULL) m_plan = fftwl_plan_dft_2d(n0,n1,src,dst,FFTW_BACKWARD,FFTW_ESTIMATE|FFTW_PRESERVE_INPUT); fftwl_execute_dft( m_plan, src,dst); } }; template <typename _Scalar> struct fftw_impl { typedef _Scalar Scalar; typedef std::complex<Scalar> Complex; inline void clear() { m_plans.clear(); } // complex-to-complex forward FFT inline void fwd( Complex * dst,const Complex *src,int nfft) { get_plan(nfft,false,dst,src).fwd(fftw_cast(dst), fftw_cast(src),nfft ); } // real-to-complex forward FFT inline void fwd( Complex * dst,const Scalar * src,int nfft) { get_plan(nfft,false,dst,src).fwd(fftw_cast(dst), fftw_cast(src) ,nfft); } // 2-d complex-to-complex inline void fwd2(Complex * dst, const Complex * src, int n0,int n1) { get_plan(n0,n1,false,dst,src).fwd2(fftw_cast(dst), fftw_cast(src) ,n0,n1); } // inverse complex-to-complex inline void inv(Complex * dst,const Complex *src,int nfft) { get_plan(nfft,true,dst,src).inv(fftw_cast(dst), fftw_cast(src),nfft ); } // half-complex to scalar inline void inv( Scalar * dst,const Complex * src,int nfft) { get_plan(nfft,true,dst,src).inv(fftw_cast(dst), fftw_cast(src),nfft ); } // 2-d complex-to-complex inline void inv2(Complex * dst, const Complex * src, int n0,int n1) { get_plan(n0,n1,true,dst,src).inv2(fftw_cast(dst), fftw_cast(src) ,n0,n1); } protected: typedef fftw_plan<Scalar> PlanData; typedef std::map<int64_t,PlanData> PlanMap; PlanMap m_plans; inline PlanData & get_plan(int nfft,bool inverse,void * dst,const void * src) { bool inplace = (dst==src); bool aligned = ( (reinterpret_cast<size_t>(src)&15) | (reinterpret_cast<size_t>(dst)&15) ) == 0; int64_t key = ( (nfft<<3 ) | (inverse<<2) | (inplace<<1) | aligned ) << 1; return m_plans[key]; } inline PlanData & get_plan(int n0,int n1,bool inverse,void * dst,const void * src) { bool inplace = (dst==src); bool aligned = ( (reinterpret_cast<size_t>(src)&15) | (reinterpret_cast<size_t>(dst)&15) ) == 0; int64_t key = ( ( (((int64_t)n0) << 30)|(n1<<3 ) | (inverse<<2) | (inplace<<1) | aligned ) << 1 ) + 1; return m_plans[key]; } }; } // end namespace internal } // end namespace Eigen /* vim: set filetype=cpp et sw=2 ts=2 ai: */
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abess-master/python/include/unsupported/Eigen/src/FFT/ei_kissfft_impl.h
// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2009 Mark Borgerding mark a borgerding net // // 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/. namespace Eigen { namespace internal { // This FFT implementation was derived from kissfft http:sourceforge.net/projects/kissfft // Copyright 2003-2009 Mark Borgerding template <typename _Scalar> struct kiss_cpx_fft { typedef _Scalar Scalar; typedef std::complex<Scalar> Complex; std::vector<Complex> m_twiddles; std::vector<int> m_stageRadix; std::vector<int> m_stageRemainder; std::vector<Complex> m_scratchBuf; bool m_inverse; inline void make_twiddles(int nfft,bool inverse) { using std::acos; m_inverse = inverse; m_twiddles.resize(nfft); Scalar phinc = (inverse?2:-2)* acos( (Scalar) -1) / nfft; for (int i=0;i<nfft;++i) m_twiddles[i] = exp( Complex(0,i*phinc) ); } void factorize(int nfft) { //start factoring out 4's, then 2's, then 3,5,7,9,... int n= nfft; int p=4; do { while (n % p) { switch (p) { case 4: p = 2; break; case 2: p = 3; break; default: p += 2; break; } if (p*p>n) p=n;// impossible to have a factor > sqrt(n) } n /= p; m_stageRadix.push_back(p); m_stageRemainder.push_back(n); if ( p > 5 ) m_scratchBuf.resize(p); // scratchbuf will be needed in bfly_generic }while(n>1); } template <typename _Src> inline void work( int stage,Complex * xout, const _Src * xin, size_t fstride,size_t in_stride) { int p = m_stageRadix[stage]; int m = m_stageRemainder[stage]; Complex * Fout_beg = xout; Complex * Fout_end = xout + p*m; if (m>1) { do{ // recursive call: // DFT of size m*p performed by doing // p instances of smaller DFTs of size m, // each one takes a decimated version of the input work(stage+1, xout , xin, fstride*p,in_stride); xin += fstride*in_stride; }while( (xout += m) != Fout_end ); }else{ do{ *xout = *xin; xin += fstride*in_stride; }while(++xout != Fout_end ); } xout=Fout_beg; // recombine the p smaller DFTs switch (p) { case 2: bfly2(xout,fstride,m); break; case 3: bfly3(xout,fstride,m); break; case 4: bfly4(xout,fstride,m); break; case 5: bfly5(xout,fstride,m); break; default: bfly_generic(xout,fstride,m,p); break; } } inline void bfly2( Complex * Fout, const size_t fstride, int m) { for (int k=0;k<m;++k) { Complex t = Fout[m+k] * m_twiddles[k*fstride]; Fout[m+k] = Fout[k] - t; Fout[k] += t; } } inline void bfly4( Complex * Fout, const size_t fstride, const size_t m) { Complex scratch[6]; int negative_if_inverse = m_inverse * -2 +1; for (size_t k=0;k<m;++k) { scratch[0] = Fout[k+m] * m_twiddles[k*fstride]; scratch[1] = Fout[k+2*m] * m_twiddles[k*fstride*2]; scratch[2] = Fout[k+3*m] * m_twiddles[k*fstride*3]; scratch[5] = Fout[k] - scratch[1]; Fout[k] += scratch[1]; scratch[3] = scratch[0] + scratch[2]; scratch[4] = scratch[0] - scratch[2]; scratch[4] = Complex( scratch[4].imag()*negative_if_inverse , -scratch[4].real()* negative_if_inverse ); Fout[k+2*m] = Fout[k] - scratch[3]; Fout[k] += scratch[3]; Fout[k+m] = scratch[5] + scratch[4]; Fout[k+3*m] = scratch[5] - scratch[4]; } } inline void bfly3( Complex * Fout, const size_t fstride, const size_t m) { size_t k=m; const size_t m2 = 2*m; Complex *tw1,*tw2; Complex scratch[5]; Complex epi3; epi3 = m_twiddles[fstride*m]; tw1=tw2=&m_twiddles[0]; do{ scratch[1]=Fout[m] * *tw1; scratch[2]=Fout[m2] * *tw2; scratch[3]=scratch[1]+scratch[2]; scratch[0]=scratch[1]-scratch[2]; tw1 += fstride; tw2 += fstride*2; Fout[m] = Complex( Fout->real() - Scalar(.5)*scratch[3].real() , Fout->imag() - Scalar(.5)*scratch[3].imag() ); scratch[0] *= epi3.imag(); *Fout += scratch[3]; Fout[m2] = Complex( Fout[m].real() + scratch[0].imag() , Fout[m].imag() - scratch[0].real() ); Fout[m] += Complex( -scratch[0].imag(),scratch[0].real() ); ++Fout; }while(--k); } inline void bfly5( Complex * Fout, const size_t fstride, const size_t m) { Complex *Fout0,*Fout1,*Fout2,*Fout3,*Fout4; size_t u; Complex scratch[13]; Complex * twiddles = &m_twiddles[0]; Complex *tw; Complex ya,yb; ya = twiddles[fstride*m]; yb = twiddles[fstride*2*m]; Fout0=Fout; Fout1=Fout0+m; Fout2=Fout0+2*m; Fout3=Fout0+3*m; Fout4=Fout0+4*m; tw=twiddles; for ( u=0; u<m; ++u ) { scratch[0] = *Fout0; scratch[1] = *Fout1 * tw[u*fstride]; scratch[2] = *Fout2 * tw[2*u*fstride]; scratch[3] = *Fout3 * tw[3*u*fstride]; scratch[4] = *Fout4 * tw[4*u*fstride]; scratch[7] = scratch[1] + scratch[4]; scratch[10] = scratch[1] - scratch[4]; scratch[8] = scratch[2] + scratch[3]; scratch[9] = scratch[2] - scratch[3]; *Fout0 += scratch[7]; *Fout0 += scratch[8]; scratch[5] = scratch[0] + Complex( (scratch[7].real()*ya.real() ) + (scratch[8].real() *yb.real() ), (scratch[7].imag()*ya.real()) + (scratch[8].imag()*yb.real()) ); scratch[6] = Complex( (scratch[10].imag()*ya.imag()) + (scratch[9].imag()*yb.imag()), -(scratch[10].real()*ya.imag()) - (scratch[9].real()*yb.imag()) ); *Fout1 = scratch[5] - scratch[6]; *Fout4 = scratch[5] + scratch[6]; scratch[11] = scratch[0] + Complex( (scratch[7].real()*yb.real()) + (scratch[8].real()*ya.real()), (scratch[7].imag()*yb.real()) + (scratch[8].imag()*ya.real()) ); scratch[12] = Complex( -(scratch[10].imag()*yb.imag()) + (scratch[9].imag()*ya.imag()), (scratch[10].real()*yb.imag()) - (scratch[9].real()*ya.imag()) ); *Fout2=scratch[11]+scratch[12]; *Fout3=scratch[11]-scratch[12]; ++Fout0;++Fout1;++Fout2;++Fout3;++Fout4; } } /* perform the butterfly for one stage of a mixed radix FFT */ inline void bfly_generic( Complex * Fout, const size_t fstride, int m, int p ) { int u,k,q1,q; Complex * twiddles = &m_twiddles[0]; Complex t; int Norig = static_cast<int>(m_twiddles.size()); Complex * scratchbuf = &m_scratchBuf[0]; for ( u=0; u<m; ++u ) { k=u; for ( q1=0 ; q1<p ; ++q1 ) { scratchbuf[q1] = Fout[ k ]; k += m; } k=u; for ( q1=0 ; q1<p ; ++q1 ) { int twidx=0; Fout[ k ] = scratchbuf[0]; for (q=1;q<p;++q ) { twidx += static_cast<int>(fstride) * k; if (twidx>=Norig) twidx-=Norig; t=scratchbuf[q] * twiddles[twidx]; Fout[ k ] += t; } k += m; } } } }; template <typename _Scalar> struct kissfft_impl { typedef _Scalar Scalar; typedef std::complex<Scalar> Complex; void clear() { m_plans.clear(); m_realTwiddles.clear(); } inline void fwd( Complex * dst,const Complex *src,int nfft) { get_plan(nfft,false).work(0, dst, src, 1,1); } inline void fwd2( Complex * dst,const Complex *src,int n0,int n1) { EIGEN_UNUSED_VARIABLE(dst); EIGEN_UNUSED_VARIABLE(src); EIGEN_UNUSED_VARIABLE(n0); EIGEN_UNUSED_VARIABLE(n1); } inline void inv2( Complex * dst,const Complex *src,int n0,int n1) { EIGEN_UNUSED_VARIABLE(dst); EIGEN_UNUSED_VARIABLE(src); EIGEN_UNUSED_VARIABLE(n0); EIGEN_UNUSED_VARIABLE(n1); } // real-to-complex forward FFT // perform two FFTs of src even and src odd // then twiddle to recombine them into the half-spectrum format // then fill in the conjugate symmetric half inline void fwd( Complex * dst,const Scalar * src,int nfft) { if ( nfft&3 ) { // use generic mode for odd m_tmpBuf1.resize(nfft); get_plan(nfft,false).work(0, &m_tmpBuf1[0], src, 1,1); std::copy(m_tmpBuf1.begin(),m_tmpBuf1.begin()+(nfft>>1)+1,dst ); }else{ int ncfft = nfft>>1; int ncfft2 = nfft>>2; Complex * rtw = real_twiddles(ncfft2); // use optimized mode for even real fwd( dst, reinterpret_cast<const Complex*> (src), ncfft); Complex dc = dst[0].real() + dst[0].imag(); Complex nyquist = dst[0].real() - dst[0].imag(); int k; for ( k=1;k <= ncfft2 ; ++k ) { Complex fpk = dst[k]; Complex fpnk = conj(dst[ncfft-k]); Complex f1k = fpk + fpnk; Complex f2k = fpk - fpnk; Complex tw= f2k * rtw[k-1]; dst[k] = (f1k + tw) * Scalar(.5); dst[ncfft-k] = conj(f1k -tw)*Scalar(.5); } dst[0] = dc; dst[ncfft] = nyquist; } } // inverse complex-to-complex inline void inv(Complex * dst,const Complex *src,int nfft) { get_plan(nfft,true).work(0, dst, src, 1,1); } // half-complex to scalar inline void inv( Scalar * dst,const Complex * src,int nfft) { if (nfft&3) { m_tmpBuf1.resize(nfft); m_tmpBuf2.resize(nfft); std::copy(src,src+(nfft>>1)+1,m_tmpBuf1.begin() ); for (int k=1;k<(nfft>>1)+1;++k) m_tmpBuf1[nfft-k] = conj(m_tmpBuf1[k]); inv(&m_tmpBuf2[0],&m_tmpBuf1[0],nfft); for (int k=0;k<nfft;++k) dst[k] = m_tmpBuf2[k].real(); }else{ // optimized version for multiple of 4 int ncfft = nfft>>1; int ncfft2 = nfft>>2; Complex * rtw = real_twiddles(ncfft2); m_tmpBuf1.resize(ncfft); m_tmpBuf1[0] = Complex( src[0].real() + src[ncfft].real(), src[0].real() - src[ncfft].real() ); for (int k = 1; k <= ncfft / 2; ++k) { Complex fk = src[k]; Complex fnkc = conj(src[ncfft-k]); Complex fek = fk + fnkc; Complex tmp = fk - fnkc; Complex fok = tmp * conj(rtw[k-1]); m_tmpBuf1[k] = fek + fok; m_tmpBuf1[ncfft-k] = conj(fek - fok); } get_plan(ncfft,true).work(0, reinterpret_cast<Complex*>(dst), &m_tmpBuf1[0], 1,1); } } protected: typedef kiss_cpx_fft<Scalar> PlanData; typedef std::map<int,PlanData> PlanMap; PlanMap m_plans; std::map<int, std::vector<Complex> > m_realTwiddles; std::vector<Complex> m_tmpBuf1; std::vector<Complex> m_tmpBuf2; inline int PlanKey(int nfft, bool isinverse) const { return (nfft<<1) | int(isinverse); } inline PlanData & get_plan(int nfft, bool inverse) { // TODO look for PlanKey(nfft, ! inverse) and conjugate the twiddles PlanData & pd = m_plans[ PlanKey(nfft,inverse) ]; if ( pd.m_twiddles.size() == 0 ) { pd.make_twiddles(nfft,inverse); pd.factorize(nfft); } return pd; } inline Complex * real_twiddles(int ncfft2) { using std::acos; std::vector<Complex> & twidref = m_realTwiddles[ncfft2];// creates new if not there if ( (int)twidref.size() != ncfft2 ) { twidref.resize(ncfft2); int ncfft= ncfft2<<1; Scalar pi = acos( Scalar(-1) ); for (int k=1;k<=ncfft2;++k) twidref[k-1] = exp( Complex(0,-pi * (Scalar(k) / ncfft + Scalar(.5)) ) ); } return &twidref[0]; } }; } // end namespace internal } // end namespace Eigen /* vim: set filetype=cpp et sw=2 ts=2 ai: */
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abess-master/python/include/unsupported/Eigen/src/IterativeSolvers/ConstrainedConjGrad.h
// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2008 Gael Guennebaud <[email protected]> /* NOTE The functions of this file have been adapted from the GMM++ library */ //======================================================================== // // Copyright (C) 2002-2007 Yves Renard // // This file is a part of GETFEM++ // // Getfem++ is free software; you can redistribute it and/or modify // it under the terms of the GNU Lesser General Public License as // published by the Free Software Foundation; version 2.1 of the License. // // This program is distributed in the hope that it will be useful, // but WITHOUT ANY WARRANTY; without even the implied warranty of // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the // GNU Lesser General Public License for more details. // You should have received a copy of the GNU Lesser General Public // License along with this program; if not, write to the Free Software // Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301, // USA. // //======================================================================== #include "../../../../Eigen/src/Core/util/NonMPL2.h" #ifndef EIGEN_CONSTRAINEDCG_H #define EIGEN_CONSTRAINEDCG_H #include <Eigen/Core> namespace Eigen { namespace internal { /** \ingroup IterativeSolvers_Module * Compute the pseudo inverse of the non-square matrix C such that * \f$ CINV = (C * C^T)^{-1} * C \f$ based on a conjugate gradient method. * * This function is internally used by constrained_cg. */ template <typename CMatrix, typename CINVMatrix> void pseudo_inverse(const CMatrix &C, CINVMatrix &CINV) { // optimisable : copie de la ligne, precalcul de C * trans(C). typedef typename CMatrix::Scalar Scalar; typedef typename CMatrix::Index Index; // FIXME use sparse vectors ? typedef Matrix<Scalar,Dynamic,1> TmpVec; Index rows = C.rows(), cols = C.cols(); TmpVec d(rows), e(rows), l(cols), p(rows), q(rows), r(rows); Scalar rho, rho_1, alpha; d.setZero(); typedef Triplet<double> T; std::vector<T> tripletList; for (Index i = 0; i < rows; ++i) { d[i] = 1.0; rho = 1.0; e.setZero(); r = d; p = d; while (rho >= 1e-38) { /* conjugate gradient to compute e */ /* which is the i-th row of inv(C * trans(C)) */ l = C.transpose() * p; q = C * l; alpha = rho / p.dot(q); e += alpha * p; r += -alpha * q; rho_1 = rho; rho = r.dot(r); p = (rho/rho_1) * p + r; } l = C.transpose() * e; // l is the i-th row of CINV // FIXME add a generic "prune/filter" expression for both dense and sparse object to sparse for (Index j=0; j<l.size(); ++j) if (l[j]<1e-15) tripletList.push_back(T(i,j,l(j))); d[i] = 0.0; } CINV.setFromTriplets(tripletList.begin(), tripletList.end()); } /** \ingroup IterativeSolvers_Module * Constrained conjugate gradient * * Computes the minimum of \f$ 1/2((Ax).x) - bx \f$ under the contraint \f$ Cx \le f \f$ */ template<typename TMatrix, typename CMatrix, typename VectorX, typename VectorB, typename VectorF> void constrained_cg(const TMatrix& A, const CMatrix& C, VectorX& x, const VectorB& b, const VectorF& f, IterationController &iter) { using std::sqrt; typedef typename TMatrix::Scalar Scalar; typedef typename TMatrix::Index Index; typedef Matrix<Scalar,Dynamic,1> TmpVec; Scalar rho = 1.0, rho_1, lambda, gamma; Index xSize = x.size(); TmpVec p(xSize), q(xSize), q2(xSize), r(xSize), old_z(xSize), z(xSize), memox(xSize); std::vector<bool> satured(C.rows()); p.setZero(); iter.setRhsNorm(sqrt(b.dot(b))); // gael vect_sp(PS, b, b) if (iter.rhsNorm() == 0.0) iter.setRhsNorm(1.0); SparseMatrix<Scalar,RowMajor> CINV(C.rows(), C.cols()); pseudo_inverse(C, CINV); while(true) { // computation of residual old_z = z; memox = x; r = b; r += A * -x; z = r; bool transition = false; for (Index i = 0; i < C.rows(); ++i) { Scalar al = C.row(i).dot(x) - f.coeff(i); if (al >= -1.0E-15) { if (!satured[i]) { satured[i] = true; transition = true; } Scalar bb = CINV.row(i).dot(z); if (bb > 0.0) // FIXME: we should allow that: z += -bb * C.row(i); for (typename CMatrix::InnerIterator it(C,i); it; ++it) z.coeffRef(it.index()) -= bb*it.value(); } else satured[i] = false; } // descent direction rho_1 = rho; rho = r.dot(z); if (iter.finished(rho)) break; if (iter.noiseLevel() > 0 && transition) std::cerr << "CCG: transition\n"; if (transition || iter.first()) gamma = 0.0; else gamma = (std::max)(0.0, (rho - old_z.dot(z)) / rho_1); p = z + gamma*p; ++iter; // one dimensionnal optimization q = A * p; lambda = rho / q.dot(p); for (Index i = 0; i < C.rows(); ++i) { if (!satured[i]) { Scalar bb = C.row(i).dot(p) - f[i]; if (bb > 0.0) lambda = (std::min)(lambda, (f.coeff(i)-C.row(i).dot(x)) / bb); } } x += lambda * p; memox -= x; } } } // end namespace internal } // end namespace Eigen #endif // EIGEN_CONSTRAINEDCG_H
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abess-master/python/include/unsupported/Eigen/src/IterativeSolvers/DGMRES.h
// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2012 Désiré Nuentsa-Wakam <[email protected]> // // 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_DGMRES_H #define EIGEN_DGMRES_H #include <Eigen/Eigenvalues> namespace Eigen { template< typename _MatrixType, typename _Preconditioner = DiagonalPreconditioner<typename _MatrixType::Scalar> > class DGMRES; namespace internal { template< typename _MatrixType, typename _Preconditioner> struct traits<DGMRES<_MatrixType,_Preconditioner> > { typedef _MatrixType MatrixType; typedef _Preconditioner Preconditioner; }; /** \brief Computes a permutation vector to have a sorted sequence * \param vec The vector to reorder. * \param perm gives the sorted sequence on output. Must be initialized with 0..n-1 * \param ncut Put the ncut smallest elements at the end of the vector * WARNING This is an expensive sort, so should be used only * for small size vectors * TODO Use modified QuickSplit or std::nth_element to get the smallest values */ template <typename VectorType, typename IndexType> void sortWithPermutation (VectorType& vec, IndexType& perm, typename IndexType::Scalar& ncut) { eigen_assert(vec.size() == perm.size()); typedef typename IndexType::Scalar Index; bool flag; for (Index k = 0; k < ncut; k++) { flag = false; for (Index j = 0; j < vec.size()-1; j++) { if ( vec(perm(j)) < vec(perm(j+1)) ) { std::swap(perm(j),perm(j+1)); flag = true; } if (!flag) break; // The vector is in sorted order } } } } /** * \ingroup IterativeLInearSolvers_Module * \brief A Restarted GMRES with deflation. * This class implements a modification of the GMRES solver for * sparse linear systems. The basis is built with modified * Gram-Schmidt. At each restart, a few approximated eigenvectors * corresponding to the smallest eigenvalues are used to build a * preconditioner for the next cycle. This preconditioner * for deflation can be combined with any other preconditioner, * the IncompleteLUT for instance. The preconditioner is applied * at right of the matrix and the combination is multiplicative. * * \tparam _MatrixType the type of the sparse matrix A, can be a dense or a sparse matrix. * \tparam _Preconditioner the type of the preconditioner. Default is DiagonalPreconditioner * Typical usage : * \code * SparseMatrix<double> A; * VectorXd x, b; * //Fill A and b ... * DGMRES<SparseMatrix<double> > solver; * solver.set_restart(30); // Set restarting value * solver.setEigenv(1); // Set the number of eigenvalues to deflate * solver.compute(A); * x = solver.solve(b); * \endcode * * DGMRES can also be used in a matrix-free context, see the following \link MatrixfreeSolverExample example \endlink. * * References : * [1] D. NUENTSA WAKAM and F. PACULL, Memory Efficient Hybrid * Algebraic Solvers for Linear Systems Arising from Compressible * Flows, Computers and Fluids, In Press, * http://dx.doi.org/10.1016/j.compfluid.2012.03.023 * [2] K. Burrage and J. Erhel, On the performance of various * adaptive preconditioned GMRES strategies, 5(1998), 101-121. * [3] J. Erhel, K. Burrage and B. Pohl, Restarted GMRES * preconditioned by deflation,J. Computational and Applied * Mathematics, 69(1996), 303-318. * */ template< typename _MatrixType, typename _Preconditioner> class DGMRES : public IterativeSolverBase<DGMRES<_MatrixType,_Preconditioner> > { typedef IterativeSolverBase<DGMRES> Base; using Base::matrix; using Base::m_error; using Base::m_iterations; using Base::m_info; using Base::m_isInitialized; using Base::m_tolerance; public: using Base::_solve_impl; typedef _MatrixType MatrixType; typedef typename MatrixType::Scalar Scalar; typedef typename MatrixType::Index Index; typedef typename MatrixType::StorageIndex StorageIndex; typedef typename MatrixType::RealScalar RealScalar; typedef _Preconditioner Preconditioner; typedef Matrix<Scalar,Dynamic,Dynamic> DenseMatrix; typedef Matrix<RealScalar,Dynamic,Dynamic> DenseRealMatrix; typedef Matrix<Scalar,Dynamic,1> DenseVector; typedef Matrix<RealScalar,Dynamic,1> DenseRealVector; typedef Matrix<std::complex<RealScalar>, Dynamic, 1> ComplexVector; /** Default constructor. */ DGMRES() : Base(),m_restart(30),m_neig(0),m_r(0),m_maxNeig(5),m_isDeflAllocated(false),m_isDeflInitialized(false) {} /** Initialize the solver with matrix \a A for further \c Ax=b solving. * * This constructor is a shortcut for the default constructor followed * by a call to compute(). * * \warning this class stores a reference to the matrix A as well as some * precomputed values that depend on it. Therefore, if \a A is changed * this class becomes invalid. Call compute() to update it with the new * matrix A, or modify a copy of A. */ template<typename MatrixDerived> explicit DGMRES(const EigenBase<MatrixDerived>& A) : Base(A.derived()), m_restart(30),m_neig(0),m_r(0),m_maxNeig(5),m_isDeflAllocated(false),m_isDeflInitialized(false) {} ~DGMRES() {} /** \internal */ template<typename Rhs,typename Dest> void _solve_with_guess_impl(const Rhs& b, Dest& x) const { bool failed = false; for(int j=0; j<b.cols(); ++j) { m_iterations = Base::maxIterations(); m_error = Base::m_tolerance; typename Dest::ColXpr xj(x,j); dgmres(matrix(), b.col(j), xj, Base::m_preconditioner); } m_info = failed ? NumericalIssue : m_error <= Base::m_tolerance ? Success : NoConvergence; m_isInitialized = true; } /** \internal */ template<typename Rhs,typename Dest> void _solve_impl(const Rhs& b, MatrixBase<Dest>& x) const { x = b; _solve_with_guess_impl(b,x.derived()); } /** * Get the restart value */ int restart() { return m_restart; } /** * Set the restart value (default is 30) */ void set_restart(const int restart) { m_restart=restart; } /** * Set the number of eigenvalues to deflate at each restart */ void setEigenv(const int neig) { m_neig = neig; if (neig+1 > m_maxNeig) m_maxNeig = neig+1; // To allow for complex conjugates } /** * Get the size of the deflation subspace size */ int deflSize() {return m_r; } /** * Set the maximum size of the deflation subspace */ void setMaxEigenv(const int maxNeig) { m_maxNeig = maxNeig; } protected: // DGMRES algorithm template<typename Rhs, typename Dest> void dgmres(const MatrixType& mat,const Rhs& rhs, Dest& x, const Preconditioner& precond) const; // Perform one cycle of GMRES template<typename Dest> int dgmresCycle(const MatrixType& mat, const Preconditioner& precond, Dest& x, DenseVector& r0, RealScalar& beta, const RealScalar& normRhs, int& nbIts) const; // Compute data to use for deflation int dgmresComputeDeflationData(const MatrixType& mat, const Preconditioner& precond, const Index& it, StorageIndex& neig) const; // Apply deflation to a vector template<typename RhsType, typename DestType> int dgmresApplyDeflation(const RhsType& In, DestType& Out) const; ComplexVector schurValues(const ComplexSchur<DenseMatrix>& schurofH) const; ComplexVector schurValues(const RealSchur<DenseMatrix>& schurofH) const; // Init data for deflation void dgmresInitDeflation(Index& rows) const; mutable DenseMatrix m_V; // Krylov basis vectors mutable DenseMatrix m_H; // Hessenberg matrix mutable DenseMatrix m_Hes; // Initial hessenberg matrix wihout Givens rotations applied mutable Index m_restart; // Maximum size of the Krylov subspace mutable DenseMatrix m_U; // Vectors that form the basis of the invariant subspace mutable DenseMatrix m_MU; // matrix operator applied to m_U (for next cycles) mutable DenseMatrix m_T; /* T=U^T*M^{-1}*A*U */ mutable PartialPivLU<DenseMatrix> m_luT; // LU factorization of m_T mutable StorageIndex m_neig; //Number of eigenvalues to extract at each restart mutable int m_r; // Current number of deflated eigenvalues, size of m_U mutable int m_maxNeig; // Maximum number of eigenvalues to deflate mutable RealScalar m_lambdaN; //Modulus of the largest eigenvalue of A mutable bool m_isDeflAllocated; mutable bool m_isDeflInitialized; //Adaptive strategy mutable RealScalar m_smv; // Smaller multiple of the remaining number of steps allowed mutable bool m_force; // Force the use of deflation at each restart }; /** * \brief Perform several cycles of restarted GMRES with modified Gram Schmidt, * * A right preconditioner is used combined with deflation. * */ template< typename _MatrixType, typename _Preconditioner> template<typename Rhs, typename Dest> void DGMRES<_MatrixType, _Preconditioner>::dgmres(const MatrixType& mat,const Rhs& rhs, Dest& x, const Preconditioner& precond) const { //Initialization int n = mat.rows(); DenseVector r0(n); int nbIts = 0; m_H.resize(m_restart+1, m_restart); m_Hes.resize(m_restart, m_restart); m_V.resize(n,m_restart+1); //Initial residual vector and intial norm x = precond.solve(x); r0 = rhs - mat * x; RealScalar beta = r0.norm(); RealScalar normRhs = rhs.norm(); m_error = beta/normRhs; if(m_error < m_tolerance) m_info = Success; else m_info = NoConvergence; // Iterative process while (nbIts < m_iterations && m_info == NoConvergence) { dgmresCycle(mat, precond, x, r0, beta, normRhs, nbIts); // Compute the new residual vector for the restart if (nbIts < m_iterations && m_info == NoConvergence) r0 = rhs - mat * x; } } /** * \brief Perform one restart cycle of DGMRES * \param mat The coefficient matrix * \param precond The preconditioner * \param x the new approximated solution * \param r0 The initial residual vector * \param beta The norm of the residual computed so far * \param normRhs The norm of the right hand side vector * \param nbIts The number of iterations */ template< typename _MatrixType, typename _Preconditioner> template<typename Dest> int DGMRES<_MatrixType, _Preconditioner>::dgmresCycle(const MatrixType& mat, const Preconditioner& precond, Dest& x, DenseVector& r0, RealScalar& beta, const RealScalar& normRhs, int& nbIts) const { //Initialization DenseVector g(m_restart+1); // Right hand side of the least square problem g.setZero(); g(0) = Scalar(beta); m_V.col(0) = r0/beta; m_info = NoConvergence; std::vector<JacobiRotation<Scalar> >gr(m_restart); // Givens rotations int it = 0; // Number of inner iterations int n = mat.rows(); DenseVector tv1(n), tv2(n); //Temporary vectors while (m_info == NoConvergence && it < m_restart && nbIts < m_iterations) { // Apply preconditioner(s) at right if (m_isDeflInitialized ) { dgmresApplyDeflation(m_V.col(it), tv1); // Deflation tv2 = precond.solve(tv1); } else { tv2 = precond.solve(m_V.col(it)); // User's selected preconditioner } tv1 = mat * tv2; // Orthogonalize it with the previous basis in the basis using modified Gram-Schmidt Scalar coef; for (int i = 0; i <= it; ++i) { coef = tv1.dot(m_V.col(i)); tv1 = tv1 - coef * m_V.col(i); m_H(i,it) = coef; m_Hes(i,it) = coef; } // Normalize the vector coef = tv1.norm(); m_V.col(it+1) = tv1/coef; m_H(it+1, it) = coef; // m_Hes(it+1,it) = coef; // FIXME Check for happy breakdown // Update Hessenberg matrix with Givens rotations for (int i = 1; i <= it; ++i) { m_H.col(it).applyOnTheLeft(i-1,i,gr[i-1].adjoint()); } // Compute the new plane rotation gr[it].makeGivens(m_H(it, it), m_H(it+1,it)); // Apply the new rotation m_H.col(it).applyOnTheLeft(it,it+1,gr[it].adjoint()); g.applyOnTheLeft(it,it+1, gr[it].adjoint()); beta = std::abs(g(it+1)); m_error = beta/normRhs; // std::cerr << nbIts << " Relative Residual Norm " << m_error << std::endl; it++; nbIts++; if (m_error < m_tolerance) { // The method has converged m_info = Success; break; } } // Compute the new coefficients by solving the least square problem // it++; //FIXME Check first if the matrix is singular ... zero diagonal DenseVector nrs(m_restart); nrs = m_H.topLeftCorner(it,it).template triangularView<Upper>().solve(g.head(it)); // Form the new solution if (m_isDeflInitialized) { tv1 = m_V.leftCols(it) * nrs; dgmresApplyDeflation(tv1, tv2); x = x + precond.solve(tv2); } else x = x + precond.solve(m_V.leftCols(it) * nrs); // Go for a new cycle and compute data for deflation if(nbIts < m_iterations && m_info == NoConvergence && m_neig > 0 && (m_r+m_neig) < m_maxNeig) dgmresComputeDeflationData(mat, precond, it, m_neig); return 0; } template< typename _MatrixType, typename _Preconditioner> void DGMRES<_MatrixType, _Preconditioner>::dgmresInitDeflation(Index& rows) const { m_U.resize(rows, m_maxNeig); m_MU.resize(rows, m_maxNeig); m_T.resize(m_maxNeig, m_maxNeig); m_lambdaN = 0.0; m_isDeflAllocated = true; } template< typename _MatrixType, typename _Preconditioner> inline typename DGMRES<_MatrixType, _Preconditioner>::ComplexVector DGMRES<_MatrixType, _Preconditioner>::schurValues(const ComplexSchur<DenseMatrix>& schurofH) const { return schurofH.matrixT().diagonal(); } template< typename _MatrixType, typename _Preconditioner> inline typename DGMRES<_MatrixType, _Preconditioner>::ComplexVector DGMRES<_MatrixType, _Preconditioner>::schurValues(const RealSchur<DenseMatrix>& schurofH) const { typedef typename MatrixType::Index Index; const DenseMatrix& T = schurofH.matrixT(); Index it = T.rows(); ComplexVector eig(it); Index j = 0; while (j < it-1) { if (T(j+1,j) ==Scalar(0)) { eig(j) = std::complex<RealScalar>(T(j,j),RealScalar(0)); j++; } else { eig(j) = std::complex<RealScalar>(T(j,j),T(j+1,j)); eig(j+1) = std::complex<RealScalar>(T(j,j+1),T(j+1,j+1)); j++; } } if (j < it-1) eig(j) = std::complex<RealScalar>(T(j,j),RealScalar(0)); return eig; } template< typename _MatrixType, typename _Preconditioner> int DGMRES<_MatrixType, _Preconditioner>::dgmresComputeDeflationData(const MatrixType& mat, const Preconditioner& precond, const Index& it, StorageIndex& neig) const { // First, find the Schur form of the Hessenberg matrix H typename internal::conditional<NumTraits<Scalar>::IsComplex, ComplexSchur<DenseMatrix>, RealSchur<DenseMatrix> >::type schurofH; bool computeU = true; DenseMatrix matrixQ(it,it); matrixQ.setIdentity(); schurofH.computeFromHessenberg(m_Hes.topLeftCorner(it,it), matrixQ, computeU); ComplexVector eig(it); Matrix<StorageIndex,Dynamic,1>perm(it); eig = this->schurValues(schurofH); // Reorder the absolute values of Schur values DenseRealVector modulEig(it); for (int j=0; j<it; ++j) modulEig(j) = std::abs(eig(j)); perm.setLinSpaced(it,0,it-1); internal::sortWithPermutation(modulEig, perm, neig); if (!m_lambdaN) { m_lambdaN = (std::max)(modulEig.maxCoeff(), m_lambdaN); } //Count the real number of extracted eigenvalues (with complex conjugates) int nbrEig = 0; while (nbrEig < neig) { if(eig(perm(it-nbrEig-1)).imag() == RealScalar(0)) nbrEig++; else nbrEig += 2; } // Extract the Schur vectors corresponding to the smallest Ritz values DenseMatrix Sr(it, nbrEig); Sr.setZero(); for (int j = 0; j < nbrEig; j++) { Sr.col(j) = schurofH.matrixU().col(perm(it-j-1)); } // Form the Schur vectors of the initial matrix using the Krylov basis DenseMatrix X; X = m_V.leftCols(it) * Sr; if (m_r) { // Orthogonalize X against m_U using modified Gram-Schmidt for (int j = 0; j < nbrEig; j++) for (int k =0; k < m_r; k++) X.col(j) = X.col(j) - (m_U.col(k).dot(X.col(j)))*m_U.col(k); } // Compute m_MX = A * M^-1 * X Index m = m_V.rows(); if (!m_isDeflAllocated) dgmresInitDeflation(m); DenseMatrix MX(m, nbrEig); DenseVector tv1(m); for (int j = 0; j < nbrEig; j++) { tv1 = mat * X.col(j); MX.col(j) = precond.solve(tv1); } //Update m_T = [U'MU U'MX; X'MU X'MX] m_T.block(m_r, m_r, nbrEig, nbrEig) = X.transpose() * MX; if(m_r) { m_T.block(0, m_r, m_r, nbrEig) = m_U.leftCols(m_r).transpose() * MX; m_T.block(m_r, 0, nbrEig, m_r) = X.transpose() * m_MU.leftCols(m_r); } // Save X into m_U and m_MX in m_MU for (int j = 0; j < nbrEig; j++) m_U.col(m_r+j) = X.col(j); for (int j = 0; j < nbrEig; j++) m_MU.col(m_r+j) = MX.col(j); // Increase the size of the invariant subspace m_r += nbrEig; // Factorize m_T into m_luT m_luT.compute(m_T.topLeftCorner(m_r, m_r)); //FIXME CHeck if the factorization was correctly done (nonsingular matrix) m_isDeflInitialized = true; return 0; } template<typename _MatrixType, typename _Preconditioner> template<typename RhsType, typename DestType> int DGMRES<_MatrixType, _Preconditioner>::dgmresApplyDeflation(const RhsType &x, DestType &y) const { DenseVector x1 = m_U.leftCols(m_r).transpose() * x; y = x + m_U.leftCols(m_r) * ( m_lambdaN * m_luT.solve(x1) - x1); return 0; } } // end namespace Eigen #endif
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abess-master/python/include/unsupported/Eigen/src/IterativeSolvers/GMRES.h
// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2011 Gael Guennebaud <[email protected]> // Copyright (C) 2012, 2014 Kolja Brix <[email protected]> // // 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_GMRES_H #define EIGEN_GMRES_H namespace Eigen { namespace internal { /** * Generalized Minimal Residual Algorithm based on the * Arnoldi algorithm implemented with Householder reflections. * * Parameters: * \param mat matrix of linear system of equations * \param Rhs right hand side vector of linear system of equations * \param x on input: initial guess, on output: solution * \param precond preconditioner used * \param iters on input: maximum number of iterations to perform * on output: number of iterations performed * \param restart number of iterations for a restart * \param tol_error on input: relative residual tolerance * on output: residuum achieved * * \sa IterativeMethods::bicgstab() * * * For references, please see: * * Saad, Y. and Schultz, M. H. * GMRES: A Generalized Minimal Residual Algorithm for Solving Nonsymmetric Linear Systems. * SIAM J.Sci.Stat.Comp. 7, 1986, pp. 856 - 869. * * Saad, Y. * Iterative Methods for Sparse Linear Systems. * Society for Industrial and Applied Mathematics, Philadelphia, 2003. * * Walker, H. F. * Implementations of the GMRES method. * Comput.Phys.Comm. 53, 1989, pp. 311 - 320. * * Walker, H. F. * Implementation of the GMRES Method using Householder Transformations. * SIAM J.Sci.Stat.Comp. 9, 1988, pp. 152 - 163. * */ template<typename MatrixType, typename Rhs, typename Dest, typename Preconditioner> bool gmres(const MatrixType & mat, const Rhs & rhs, Dest & x, const Preconditioner & precond, Index &iters, const Index &restart, typename Dest::RealScalar & tol_error) { using std::sqrt; using std::abs; typedef typename Dest::RealScalar RealScalar; typedef typename Dest::Scalar Scalar; typedef Matrix < Scalar, Dynamic, 1 > VectorType; typedef Matrix < Scalar, Dynamic, Dynamic, ColMajor> FMatrixType; RealScalar tol = tol_error; const Index maxIters = iters; iters = 0; const Index m = mat.rows(); // residual and preconditioned residual VectorType p0 = rhs - mat*x; VectorType r0 = precond.solve(p0); const RealScalar r0Norm = r0.norm(); // is initial guess already good enough? if(r0Norm == 0) { tol_error = 0; return true; } // storage for Hessenberg matrix and Householder data FMatrixType H = FMatrixType::Zero(m, restart + 1); VectorType w = VectorType::Zero(restart + 1); VectorType tau = VectorType::Zero(restart + 1); // storage for Jacobi rotations std::vector < JacobiRotation < Scalar > > G(restart); // storage for temporaries VectorType t(m), v(m), workspace(m), x_new(m); // generate first Householder vector Ref<VectorType> H0_tail = H.col(0).tail(m - 1); RealScalar beta; r0.makeHouseholder(H0_tail, tau.coeffRef(0), beta); w(0) = Scalar(beta); for (Index k = 1; k <= restart; ++k) { ++iters; v = VectorType::Unit(m, k - 1); // apply Householder reflections H_{1} ... H_{k-1} to v // TODO: use a HouseholderSequence for (Index i = k - 1; i >= 0; --i) { v.tail(m - i).applyHouseholderOnTheLeft(H.col(i).tail(m - i - 1), tau.coeffRef(i), workspace.data()); } // apply matrix M to v: v = mat * v; t.noalias() = mat * v; v = precond.solve(t); // apply Householder reflections H_{k-1} ... H_{1} to v // TODO: use a HouseholderSequence for (Index i = 0; i < k; ++i) { v.tail(m - i).applyHouseholderOnTheLeft(H.col(i).tail(m - i - 1), tau.coeffRef(i), workspace.data()); } if (v.tail(m - k).norm() != 0.0) { if (k <= restart) { // generate new Householder vector Ref<VectorType> Hk_tail = H.col(k).tail(m - k - 1); v.tail(m - k).makeHouseholder(Hk_tail, tau.coeffRef(k), beta); // apply Householder reflection H_{k} to v v.tail(m - k).applyHouseholderOnTheLeft(Hk_tail, tau.coeffRef(k), workspace.data()); } } if (k > 1) { for (Index i = 0; i < k - 1; ++i) { // apply old Givens rotations to v v.applyOnTheLeft(i, i + 1, G[i].adjoint()); } } if (k<m && v(k) != (Scalar) 0) { // determine next Givens rotation G[k - 1].makeGivens(v(k - 1), v(k)); // apply Givens rotation to v and w v.applyOnTheLeft(k - 1, k, G[k - 1].adjoint()); w.applyOnTheLeft(k - 1, k, G[k - 1].adjoint()); } // insert coefficients into upper matrix triangle H.col(k-1).head(k) = v.head(k); tol_error = abs(w(k)) / r0Norm; bool stop = (k==m || tol_error < tol || iters == maxIters); if (stop || k == restart) { // solve upper triangular system Ref<VectorType> y = w.head(k); H.topLeftCorner(k, k).template triangularView <Upper>().solveInPlace(y); // use Horner-like scheme to calculate solution vector x_new.setZero(); for (Index i = k - 1; i >= 0; --i) { x_new(i) += y(i); // apply Householder reflection H_{i} to x_new x_new.tail(m - i).applyHouseholderOnTheLeft(H.col(i).tail(m - i - 1), tau.coeffRef(i), workspace.data()); } x += x_new; if(stop) { return true; } else { k=0; // reset data for restart p0.noalias() = rhs - mat*x; r0 = precond.solve(p0); // clear Hessenberg matrix and Householder data H.setZero(); w.setZero(); tau.setZero(); // generate first Householder vector r0.makeHouseholder(H0_tail, tau.coeffRef(0), beta); w(0) = Scalar(beta); } } } return false; } } template< typename _MatrixType, typename _Preconditioner = DiagonalPreconditioner<typename _MatrixType::Scalar> > class GMRES; namespace internal { template< typename _MatrixType, typename _Preconditioner> struct traits<GMRES<_MatrixType,_Preconditioner> > { typedef _MatrixType MatrixType; typedef _Preconditioner Preconditioner; }; } /** \ingroup IterativeLinearSolvers_Module * \brief A GMRES solver for sparse square problems * * This class allows to solve for A.x = b sparse linear problems using a generalized minimal * residual method. The vectors x and b can be either dense or sparse. * * \tparam _MatrixType the type of the sparse matrix A, can be a dense or a sparse matrix. * \tparam _Preconditioner the type of the preconditioner. Default is DiagonalPreconditioner * * The maximal number of iterations and tolerance value can be controlled via the setMaxIterations() * and setTolerance() methods. The defaults are the size of the problem for the maximal number of iterations * and NumTraits<Scalar>::epsilon() for the tolerance. * * This class can be used as the direct solver classes. Here is a typical usage example: * \code * int n = 10000; * VectorXd x(n), b(n); * SparseMatrix<double> A(n,n); * // fill A and b * GMRES<SparseMatrix<double> > solver(A); * x = solver.solve(b); * std::cout << "#iterations: " << solver.iterations() << std::endl; * std::cout << "estimated error: " << solver.error() << std::endl; * // update b, and solve again * x = solver.solve(b); * \endcode * * By default the iterations start with x=0 as an initial guess of the solution. * One can control the start using the solveWithGuess() method. * * GMRES can also be used in a matrix-free context, see the following \link MatrixfreeSolverExample example \endlink. * * \sa class SimplicialCholesky, DiagonalPreconditioner, IdentityPreconditioner */ template< typename _MatrixType, typename _Preconditioner> class GMRES : public IterativeSolverBase<GMRES<_MatrixType,_Preconditioner> > { typedef IterativeSolverBase<GMRES> Base; using Base::matrix; using Base::m_error; using Base::m_iterations; using Base::m_info; using Base::m_isInitialized; private: Index m_restart; public: using Base::_solve_impl; typedef _MatrixType MatrixType; typedef typename MatrixType::Scalar Scalar; typedef typename MatrixType::RealScalar RealScalar; typedef _Preconditioner Preconditioner; public: /** Default constructor. */ GMRES() : Base(), m_restart(30) {} /** Initialize the solver with matrix \a A for further \c Ax=b solving. * * This constructor is a shortcut for the default constructor followed * by a call to compute(). * * \warning this class stores a reference to the matrix A as well as some * precomputed values that depend on it. Therefore, if \a A is changed * this class becomes invalid. Call compute() to update it with the new * matrix A, or modify a copy of A. */ template<typename MatrixDerived> explicit GMRES(const EigenBase<MatrixDerived>& A) : Base(A.derived()), m_restart(30) {} ~GMRES() {} /** Get the number of iterations after that a restart is performed. */ Index get_restart() { return m_restart; } /** Set the number of iterations after that a restart is performed. * \param restart number of iterations for a restarti, default is 30. */ void set_restart(const Index restart) { m_restart=restart; } /** \internal */ template<typename Rhs,typename Dest> void _solve_with_guess_impl(const Rhs& b, Dest& x) const { bool failed = false; for(Index j=0; j<b.cols(); ++j) { m_iterations = Base::maxIterations(); m_error = Base::m_tolerance; typename Dest::ColXpr xj(x,j); if(!internal::gmres(matrix(), b.col(j), xj, Base::m_preconditioner, m_iterations, m_restart, m_error)) failed = true; } m_info = failed ? NumericalIssue : m_error <= Base::m_tolerance ? Success : NoConvergence; m_isInitialized = true; } /** \internal */ template<typename Rhs,typename Dest> void _solve_impl(const Rhs& b, MatrixBase<Dest> &x) const { x = b; if(x.squaredNorm() == 0) return; // Check Zero right hand side _solve_with_guess_impl(b,x.derived()); } protected: }; } // end namespace Eigen #endif // EIGEN_GMRES_H
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abess-master/python/include/unsupported/Eigen/src/IterativeSolvers/IncompleteLU.h
// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2011 Gael Guennebaud <[email protected]> // // This Source Code Form is subject to the terms of the Mozilla // Public License v. 2.0. If a copy of the MPL was not distributed // with this file, You can obtain one at http://mozilla.org/MPL/2.0/. #ifndef EIGEN_INCOMPLETE_LU_H #define EIGEN_INCOMPLETE_LU_H namespace Eigen { template <typename _Scalar> class IncompleteLU : public SparseSolverBase<IncompleteLU<_Scalar> > { protected: typedef SparseSolverBase<IncompleteLU<_Scalar> > Base; using Base::m_isInitialized; typedef _Scalar Scalar; typedef Matrix<Scalar,Dynamic,1> Vector; typedef typename Vector::Index Index; typedef SparseMatrix<Scalar,RowMajor> FactorType; public: typedef Matrix<Scalar,Dynamic,Dynamic> MatrixType; IncompleteLU() {} template<typename MatrixType> IncompleteLU(const MatrixType& mat) { compute(mat); } Index rows() const { return m_lu.rows(); } Index cols() const { return m_lu.cols(); } template<typename MatrixType> IncompleteLU& compute(const MatrixType& mat) { m_lu = mat; int size = mat.cols(); Vector diag(size); for(int i=0; i<size; ++i) { typename FactorType::InnerIterator k_it(m_lu,i); for(; k_it && k_it.index()<i; ++k_it) { int k = k_it.index(); k_it.valueRef() /= diag(k); typename FactorType::InnerIterator j_it(k_it); typename FactorType::InnerIterator kj_it(m_lu, k); while(kj_it && kj_it.index()<=k) ++kj_it; for(++j_it; j_it; ) { if(kj_it.index()==j_it.index()) { j_it.valueRef() -= k_it.value() * kj_it.value(); ++j_it; ++kj_it; } else if(kj_it.index()<j_it.index()) ++kj_it; else ++j_it; } } if(k_it && k_it.index()==i) diag(i) = k_it.value(); else diag(i) = 1; } m_isInitialized = true; return *this; } template<typename Rhs, typename Dest> void _solve_impl(const Rhs& b, Dest& x) const { x = m_lu.template triangularView<UnitLower>().solve(b); x = m_lu.template triangularView<Upper>().solve(x); } protected: FactorType m_lu; }; } // end namespace Eigen #endif // EIGEN_INCOMPLETE_LU_H
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abess-master/python/include/unsupported/Eigen/src/IterativeSolvers/IterationController.h
// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2008-2009 Gael Guennebaud <[email protected]> /* NOTE The class IterationController has been adapted from the iteration * class of the GMM++ and ITL libraries. */ //======================================================================= // Copyright (C) 1997-2001 // Authors: Andrew Lumsdaine <[email protected]> // Lie-Quan Lee <[email protected]> // // This file is part of the Iterative Template Library // // You should have received a copy of the License Agreement for the // Iterative Template Library along with the software; see the // file LICENSE. // // Permission to modify the code and to distribute modified code is // granted, provided the text of this NOTICE is retained, a notice that // the code was modified is included with the above COPYRIGHT NOTICE and // with the COPYRIGHT NOTICE in the LICENSE file, and that the LICENSE // file is distributed with the modified code. // // LICENSOR MAKES NO REPRESENTATIONS OR WARRANTIES, EXPRESS OR IMPLIED. // By way of example, but not limitation, Licensor MAKES NO // REPRESENTATIONS OR WARRANTIES OF MERCHANTABILITY OR FITNESS FOR ANY // PARTICULAR PURPOSE OR THAT THE USE OF THE LICENSED SOFTWARE COMPONENTS // OR DOCUMENTATION WILL NOT INFRINGE ANY PATENTS, COPYRIGHTS, TRADEMARKS // OR OTHER RIGHTS. //======================================================================= //======================================================================== // // Copyright (C) 2002-2007 Yves Renard // // This file is a part of GETFEM++ // // Getfem++ is free software; you can redistribute it and/or modify // it under the terms of the GNU Lesser General Public License as // published by the Free Software Foundation; version 2.1 of the License. // // This program is distributed in the hope that it will be useful, // but WITHOUT ANY WARRANTY; without even the implied warranty of // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the // GNU Lesser General Public License for more details. // You should have received a copy of the GNU Lesser General Public // License along with this program; if not, write to the Free Software // Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301, // USA. // //======================================================================== #include "../../../../Eigen/src/Core/util/NonMPL2.h" #ifndef EIGEN_ITERATION_CONTROLLER_H #define EIGEN_ITERATION_CONTROLLER_H namespace Eigen { /** \ingroup IterativeSolvers_Module * \class IterationController * * \brief Controls the iterations of the iterative solvers * * This class has been adapted from the iteration class of GMM++ and ITL libraries. * */ class IterationController { protected : double m_rhsn; ///< Right hand side norm size_t m_maxiter; ///< Max. number of iterations int m_noise; ///< if noise > 0 iterations are printed double m_resmax; ///< maximum residual double m_resminreach, m_resadd; size_t m_nit; ///< iteration number double m_res; ///< last computed residual bool m_written; void (*m_callback)(const IterationController&); public : void init() { m_nit = 0; m_res = 0.0; m_written = false; m_resminreach = 1E50; m_resadd = 0.0; m_callback = 0; } IterationController(double r = 1.0E-8, int noi = 0, size_t mit = size_t(-1)) : m_rhsn(1.0), m_maxiter(mit), m_noise(noi), m_resmax(r) { init(); } void operator ++(int) { m_nit++; m_written = false; m_resadd += m_res; } void operator ++() { (*this)++; } bool first() { return m_nit == 0; } /* get/set the "noisyness" (verbosity) of the solvers */ int noiseLevel() const { return m_noise; } void setNoiseLevel(int n) { m_noise = n; } void reduceNoiseLevel() { if (m_noise > 0) m_noise--; } double maxResidual() const { return m_resmax; } void setMaxResidual(double r) { m_resmax = r; } double residual() const { return m_res; } /* change the user-definable callback, called after each iteration */ void setCallback(void (*t)(const IterationController&)) { m_callback = t; } size_t iteration() const { return m_nit; } void setIteration(size_t i) { m_nit = i; } size_t maxIterarions() const { return m_maxiter; } void setMaxIterations(size_t i) { m_maxiter = i; } double rhsNorm() const { return m_rhsn; } void setRhsNorm(double r) { m_rhsn = r; } bool converged() const { return m_res <= m_rhsn * m_resmax; } bool converged(double nr) { using std::abs; m_res = abs(nr); m_resminreach = (std::min)(m_resminreach, m_res); return converged(); } template<typename VectorType> bool converged(const VectorType &v) { return converged(v.squaredNorm()); } bool finished(double nr) { if (m_callback) m_callback(*this); if (m_noise > 0 && !m_written) { converged(nr); m_written = true; } return (m_nit >= m_maxiter || converged(nr)); } template <typename VectorType> bool finished(const MatrixBase<VectorType> &v) { return finished(double(v.squaredNorm())); } }; } // end namespace Eigen #endif // EIGEN_ITERATION_CONTROLLER_H
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abess-master/python/include/unsupported/Eigen/src/IterativeSolvers/MINRES.h
// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2012 Giacomo Po <[email protected]> // Copyright (C) 2011-2014 Gael Guennebaud <[email protected]> // // This Source Code Form is subject to the terms of the Mozilla // Public License v. 2.0. If a copy of the MPL was not distributed // with this file, You can obtain one at http://mozilla.org/MPL/2.0/. #ifndef EIGEN_MINRES_H_ #define EIGEN_MINRES_H_ namespace Eigen { namespace internal { /** \internal Low-level MINRES algorithm * \param mat The matrix A * \param rhs The right hand side vector b * \param x On input and initial solution, on output the computed solution. * \param precond A right preconditioner being able to efficiently solve for an * approximation of Ax=b (regardless of b) * \param iters On input the max number of iteration, on output the number of performed iterations. * \param tol_error On input the tolerance error, on output an estimation of the relative error. */ template<typename MatrixType, typename Rhs, typename Dest, typename Preconditioner> EIGEN_DONT_INLINE void minres(const MatrixType& mat, const Rhs& rhs, Dest& x, const Preconditioner& precond, Index& iters, typename Dest::RealScalar& tol_error) { using std::sqrt; typedef typename Dest::RealScalar RealScalar; typedef typename Dest::Scalar Scalar; typedef Matrix<Scalar,Dynamic,1> VectorType; // Check for zero rhs const RealScalar rhsNorm2(rhs.squaredNorm()); if(rhsNorm2 == 0) { x.setZero(); iters = 0; tol_error = 0; return; } // initialize const Index maxIters(iters); // initialize maxIters to iters const Index N(mat.cols()); // the size of the matrix const RealScalar threshold2(tol_error*tol_error*rhsNorm2); // convergence threshold (compared to residualNorm2) // Initialize preconditioned Lanczos VectorType v_old(N); // will be initialized inside loop VectorType v( VectorType::Zero(N) ); //initialize v VectorType v_new(rhs-mat*x); //initialize v_new RealScalar residualNorm2(v_new.squaredNorm()); VectorType w(N); // will be initialized inside loop VectorType w_new(precond.solve(v_new)); // initialize w_new // RealScalar beta; // will be initialized inside loop RealScalar beta_new2(v_new.dot(w_new)); eigen_assert(beta_new2 >= 0.0 && "PRECONDITIONER IS NOT POSITIVE DEFINITE"); RealScalar beta_new(sqrt(beta_new2)); const RealScalar beta_one(beta_new); v_new /= beta_new; w_new /= beta_new; // Initialize other variables RealScalar c(1.0); // the cosine of the Givens rotation RealScalar c_old(1.0); RealScalar s(0.0); // the sine of the Givens rotation RealScalar s_old(0.0); // the sine of the Givens rotation VectorType p_oold(N); // will be initialized in loop VectorType p_old(VectorType::Zero(N)); // initialize p_old=0 VectorType p(p_old); // initialize p=0 RealScalar eta(1.0); iters = 0; // reset iters while ( iters < maxIters ) { // Preconditioned Lanczos /* Note that there are 4 variants on the Lanczos algorithm. These are * described in Paige, C. C. (1972). Computational variants of * the Lanczos method for the eigenproblem. IMA Journal of Applied * Mathematics, 10(3), 373–381. The current implementation corresponds * to the case A(2,7) in the paper. It also corresponds to * algorithm 6.14 in Y. Saad, Iterative Methods for Sparse Linear * Systems, 2003 p.173. For the preconditioned version see * A. Greenbaum, Iterative Methods for Solving Linear Systems, SIAM (1987). */ const RealScalar beta(beta_new); v_old = v; // update: at first time step, this makes v_old = 0 so value of beta doesn't matter // 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 v_new.noalias() = mat*w - beta*v_old; // compute v_new const RealScalar alpha = v_new.dot(w); v_new -= alpha*v; // overwrite v_new w_new = precond.solve(v_new); // overwrite w_new beta_new2 = v_new.dot(w_new); // compute beta_new eigen_assert(beta_new2 >= 0.0 && "PRECONDITIONER IS NOT POSITIVE DEFINITE"); beta_new = sqrt(beta_new2); // compute beta_new v_new /= beta_new; // overwrite v_new for next iteration w_new /= beta_new; // overwrite w_new for next iteration // Givens rotation const RealScalar r2 =s*alpha+c*c_old*beta; // s, s_old, c and c_old are still from previous iteration const RealScalar r3 =s_old*beta; // s, s_old, c and c_old are still from previous iteration const RealScalar r1_hat=c*alpha-c_old*s*beta; const RealScalar r1 =sqrt( std::pow(r1_hat,2) + std::pow(beta_new,2) ); c_old = c; // store for next iteration s_old = s; // store for next iteration c=r1_hat/r1; // new cosine s=beta_new/r1; // new sine // Update solution p_oold = p_old; // 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) { break; } eta=-s*eta; // update eta iters++; // increment iteration number (for output purposes) } /* Compute error. Note that this is the estimated error. The real error |Ax-b|/|b| may be slightly larger */ tol_error = std::sqrt(residualNorm2 / rhsNorm2); } } template< typename _MatrixType, int _UpLo=Lower, typename _Preconditioner = IdentityPreconditioner> class MINRES; namespace internal { template< typename _MatrixType, int _UpLo, typename _Preconditioner> struct traits<MINRES<_MatrixType,_UpLo,_Preconditioner> > { typedef _MatrixType MatrixType; typedef _Preconditioner Preconditioner; }; } /** \ingroup IterativeLinearSolvers_Module * \brief A minimal residual solver for sparse symmetric problems * * This class allows to solve for A.x = b sparse linear problems using the MINRES algorithm * of Paige and Saunders (1975). The sparse matrix A must be symmetric (possibly indefinite). * The vectors x and b can be either dense or sparse. * * \tparam _MatrixType the type of the sparse matrix A, can be a dense or a sparse matrix. * \tparam _UpLo the triangular part that will be used for the computations. It can be Lower, * Upper, or Lower|Upper in which the full matrix entries will be considered. Default is Lower. * \tparam _Preconditioner the type of the preconditioner. Default is DiagonalPreconditioner * * The maximal number of iterations and tolerance value can be controlled via the setMaxIterations() * and setTolerance() methods. The defaults are the size of the problem for the maximal number of iterations * and NumTraits<Scalar>::epsilon() for the tolerance. * * This class can be used as the direct solver classes. Here is a typical usage example: * \code * int n = 10000; * VectorXd x(n), b(n); * SparseMatrix<double> A(n,n); * // fill A and b * MINRES<SparseMatrix<double> > mr; * mr.compute(A); * x = mr.solve(b); * std::cout << "#iterations: " << mr.iterations() << std::endl; * std::cout << "estimated error: " << mr.error() << std::endl; * // update b, and solve again * x = mr.solve(b); * \endcode * * By default the iterations start with x=0 as an initial guess of the solution. * One can control the start using the solveWithGuess() method. * * MINRES can also be used in a matrix-free context, see the following \link MatrixfreeSolverExample example \endlink. * * \sa class ConjugateGradient, BiCGSTAB, SimplicialCholesky, DiagonalPreconditioner, IdentityPreconditioner */ template< typename _MatrixType, int _UpLo, typename _Preconditioner> class MINRES : public IterativeSolverBase<MINRES<_MatrixType,_UpLo,_Preconditioner> > { typedef IterativeSolverBase<MINRES> Base; using Base::matrix; using Base::m_error; using Base::m_iterations; using Base::m_info; using Base::m_isInitialized; public: using Base::_solve_impl; typedef _MatrixType MatrixType; typedef typename MatrixType::Scalar Scalar; typedef typename MatrixType::RealScalar RealScalar; typedef _Preconditioner Preconditioner; enum {UpLo = _UpLo}; public: /** Default constructor. */ MINRES() : Base() {} /** Initialize the solver with matrix \a A for further \c Ax=b solving. * * This constructor is a shortcut for the default constructor followed * by a call to compute(). * * \warning this class stores a reference to the matrix A as well as some * precomputed values that depend on it. Therefore, if \a A is changed * this class becomes invalid. Call compute() to update it with the new * matrix A, or modify a copy of A. */ template<typename MatrixDerived> explicit MINRES(const EigenBase<MatrixDerived>& A) : Base(A.derived()) {} /** Destructor. */ ~MINRES(){} /** \internal */ template<typename Rhs,typename Dest> void _solve_with_guess_impl(const Rhs& b, Dest& x) const { typedef typename Base::MatrixWrapper MatrixWrapper; typedef typename Base::ActualMatrixType ActualMatrixType; enum { TransposeInput = (!MatrixWrapper::MatrixFree) && (UpLo==(Lower|Upper)) && (!MatrixType::IsRowMajor) && (!NumTraits<Scalar>::IsComplex) }; typedef typename internal::conditional<TransposeInput,Transpose<const ActualMatrixType>, ActualMatrixType const&>::type RowMajorWrapper; EIGEN_STATIC_ASSERT(EIGEN_IMPLIES(MatrixWrapper::MatrixFree,UpLo==(Lower|Upper)),MATRIX_FREE_CONJUGATE_GRADIENT_IS_COMPATIBLE_WITH_UPPER_UNION_LOWER_MODE_ONLY); typedef typename internal::conditional<UpLo==(Lower|Upper), RowMajorWrapper, typename MatrixWrapper::template ConstSelfAdjointViewReturnType<UpLo>::Type >::type SelfAdjointWrapper; m_iterations = Base::maxIterations(); m_error = Base::m_tolerance; RowMajorWrapper row_mat(matrix()); for(int j=0; j<b.cols(); ++j) { m_iterations = Base::maxIterations(); m_error = Base::m_tolerance; typename Dest::ColXpr xj(x,j); internal::minres(SelfAdjointWrapper(row_mat), b.col(j), xj, Base::m_preconditioner, m_iterations, m_error); } m_isInitialized = true; m_info = m_error <= Base::m_tolerance ? Success : NoConvergence; } /** \internal */ template<typename Rhs,typename Dest> void _solve_impl(const Rhs& b, MatrixBase<Dest> &x) const { x.setZero(); _solve_with_guess_impl(b,x.derived()); } protected: }; } // end namespace Eigen #endif // EIGEN_MINRES_H
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abess-master/python/include/unsupported/Eigen/src/IterativeSolvers/Scaling.h
// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2012 Desire NUENTSA WAKAM <[email protected] // // This Source Code Form is subject to the terms of the Mozilla // Public License v. 2.0. If a copy of the MPL was not distributed // with this file, You can obtain one at http://mozilla.org/MPL/2.0/. #ifndef EIGEN_ITERSCALING_H #define EIGEN_ITERSCALING_H namespace Eigen { /** * \ingroup IterativeSolvers_Module * \brief iterative scaling algorithm to equilibrate rows and column norms in matrices * * This class can be used as a preprocessing tool to accelerate the convergence of iterative methods * * This feature is useful to limit the pivoting amount during LU/ILU factorization * The scaling strategy as presented here preserves the symmetry of the problem * NOTE It is assumed that the matrix does not have empty row or column, * * Example with key steps * \code * VectorXd x(n), b(n); * SparseMatrix<double> A; * // fill A and b; * IterScaling<SparseMatrix<double> > scal; * // Compute the left and right scaling vectors. The matrix is equilibrated at output * scal.computeRef(A); * // Scale the right hand side * b = scal.LeftScaling().cwiseProduct(b); * // Now, solve the equilibrated linear system with any available solver * * // Scale back the computed solution * x = scal.RightScaling().cwiseProduct(x); * \endcode * * \tparam _MatrixType the type of the matrix. It should be a real square sparsematrix * * References : D. Ruiz and B. Ucar, A Symmetry Preserving Algorithm for Matrix Scaling, INRIA Research report RR-7552 * * \sa \ref IncompleteLUT */ template<typename _MatrixType> class IterScaling { public: typedef _MatrixType MatrixType; typedef typename MatrixType::Scalar Scalar; typedef typename MatrixType::Index Index; public: IterScaling() { init(); } IterScaling(const MatrixType& matrix) { init(); compute(matrix); } ~IterScaling() { } /** * Compute the left and right diagonal matrices to scale the input matrix @p mat * * FIXME This algorithm will be modified such that the diagonal elements are permuted on the diagonal. * * \sa LeftScaling() RightScaling() */ void compute (const MatrixType& mat) { using std::abs; int m = mat.rows(); int n = mat.cols(); eigen_assert((m>0 && m == n) && "Please give a non - empty matrix"); m_left.resize(m); m_right.resize(n); m_left.setOnes(); m_right.setOnes(); m_matrix = mat; VectorXd Dr, Dc, DrRes, DcRes; // Temporary Left and right scaling vectors Dr.resize(m); Dc.resize(n); DrRes.resize(m); DcRes.resize(n); double EpsRow = 1.0, EpsCol = 1.0; int its = 0; do { // Iterate until the infinite norm of each row and column is approximately 1 // Get the maximum value in each row and column Dr.setZero(); Dc.setZero(); for (int k=0; k<m_matrix.outerSize(); ++k) { for (typename MatrixType::InnerIterator it(m_matrix, k); it; ++it) { if ( Dr(it.row()) < abs(it.value()) ) Dr(it.row()) = abs(it.value()); if ( Dc(it.col()) < abs(it.value()) ) Dc(it.col()) = abs(it.value()); } } for (int i = 0; i < m; ++i) { Dr(i) = std::sqrt(Dr(i)); Dc(i) = std::sqrt(Dc(i)); } // Save the scaling factors for (int i = 0; i < m; ++i) { m_left(i) /= Dr(i); m_right(i) /= Dc(i); } // Scale the rows and the columns of the matrix DrRes.setZero(); DcRes.setZero(); for (int k=0; k<m_matrix.outerSize(); ++k) { for (typename MatrixType::InnerIterator it(m_matrix, k); it; ++it) { it.valueRef() = it.value()/( Dr(it.row()) * Dc(it.col()) ); // Accumulate the norms of the row and column vectors if ( DrRes(it.row()) < abs(it.value()) ) DrRes(it.row()) = abs(it.value()); if ( DcRes(it.col()) < abs(it.value()) ) DcRes(it.col()) = abs(it.value()); } } DrRes.array() = (1-DrRes.array()).abs(); EpsRow = DrRes.maxCoeff(); DcRes.array() = (1-DcRes.array()).abs(); EpsCol = DcRes.maxCoeff(); its++; }while ( (EpsRow >m_tol || EpsCol > m_tol) && (its < m_maxits) ); m_isInitialized = true; } /** Compute the left and right vectors to scale the vectors * the input matrix is scaled with the computed vectors at output * * \sa compute() */ void computeRef (MatrixType& mat) { compute (mat); mat = m_matrix; } /** Get the vector to scale the rows of the matrix */ VectorXd& LeftScaling() { return m_left; } /** Get the vector to scale the columns of the matrix */ VectorXd& RightScaling() { return m_right; } /** Set the tolerance for the convergence of the iterative scaling algorithm */ void setTolerance(double tol) { m_tol = tol; } protected: void init() { m_tol = 1e-10; m_maxits = 5; m_isInitialized = false; } MatrixType m_matrix; mutable ComputationInfo m_info; bool m_isInitialized; VectorXd m_left; // Left scaling vector VectorXd m_right; // m_right scaling vector double m_tol; int m_maxits; // Maximum number of iterations allowed }; } #endif
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abess-master/python/include/unsupported/Eigen/src/KroneckerProduct/KroneckerTensorProduct.h
// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2011 Kolja Brix <[email protected]> // Copyright (C) 2011 Andreas Platen <[email protected]> // Copyright (C) 2012 Chen-Pang He <[email protected]> // // 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 KRONECKER_TENSOR_PRODUCT_H #define KRONECKER_TENSOR_PRODUCT_H namespace Eigen { /*! * \ingroup KroneckerProduct_Module * * \brief The base class of dense and sparse Kronecker product. * * \tparam Derived is the derived type. */ template<typename Derived> class KroneckerProductBase : public ReturnByValue<Derived> { private: typedef typename internal::traits<Derived> Traits; typedef typename Traits::Scalar Scalar; protected: typedef typename Traits::Lhs Lhs; typedef typename Traits::Rhs Rhs; public: /*! \brief Constructor. */ KroneckerProductBase(const Lhs& A, const Rhs& B) : m_A(A), m_B(B) {} inline Index rows() const { return m_A.rows() * m_B.rows(); } inline Index cols() const { return m_A.cols() * m_B.cols(); } /*! * This overrides ReturnByValue::coeff because this function is * efficient enough. */ Scalar coeff(Index row, Index col) const { return m_A.coeff(row / m_B.rows(), col / m_B.cols()) * m_B.coeff(row % m_B.rows(), col % m_B.cols()); } /*! * This overrides ReturnByValue::coeff because this function is * efficient enough. */ Scalar coeff(Index i) const { EIGEN_STATIC_ASSERT_VECTOR_ONLY(Derived); return m_A.coeff(i / m_A.size()) * m_B.coeff(i % m_A.size()); } protected: typename Lhs::Nested m_A; typename Rhs::Nested m_B; }; /*! * \ingroup KroneckerProduct_Module * * \brief Kronecker tensor product helper class for dense matrices * * This class is the return value of kroneckerProduct(MatrixBase, * MatrixBase). Use the function rather than construct this class * directly to avoid specifying template prarameters. * * \tparam Lhs Type of the left-hand side, a matrix expression. * \tparam Rhs Type of the rignt-hand side, a matrix expression. */ template<typename Lhs, typename Rhs> class KroneckerProduct : public KroneckerProductBase<KroneckerProduct<Lhs,Rhs> > { private: typedef KroneckerProductBase<KroneckerProduct> Base; using Base::m_A; using Base::m_B; public: /*! \brief Constructor. */ KroneckerProduct(const Lhs& A, const Rhs& B) : Base(A, B) {} /*! \brief Evaluate the Kronecker tensor product. */ template<typename Dest> void evalTo(Dest& dst) const; }; /*! * \ingroup KroneckerProduct_Module * * \brief Kronecker tensor product helper class for sparse matrices * * If at least one of the operands is a sparse matrix expression, * then this class is returned and evaluates into a sparse matrix. * * This class is the return value of kroneckerProduct(EigenBase, * EigenBase). Use the function rather than construct this class * directly to avoid specifying template prarameters. * * \tparam Lhs Type of the left-hand side, a matrix expression. * \tparam Rhs Type of the rignt-hand side, a matrix expression. */ template<typename Lhs, typename Rhs> class KroneckerProductSparse : public KroneckerProductBase<KroneckerProductSparse<Lhs,Rhs> > { private: typedef KroneckerProductBase<KroneckerProductSparse> Base; using Base::m_A; using Base::m_B; public: /*! \brief Constructor. */ KroneckerProductSparse(const Lhs& A, const Rhs& B) : Base(A, B) {} /*! \brief Evaluate the Kronecker tensor product. */ template<typename Dest> void evalTo(Dest& dst) const; }; template<typename Lhs, typename Rhs> template<typename Dest> void KroneckerProduct<Lhs,Rhs>::evalTo(Dest& dst) const { const int BlockRows = Rhs::RowsAtCompileTime, BlockCols = Rhs::ColsAtCompileTime; const Index Br = m_B.rows(), Bc = m_B.cols(); for (Index i=0; i < m_A.rows(); ++i) for (Index j=0; j < m_A.cols(); ++j) Block<Dest,BlockRows,BlockCols>(dst,i*Br,j*Bc,Br,Bc) = m_A.coeff(i,j) * m_B; } template<typename Lhs, typename Rhs> template<typename Dest> void KroneckerProductSparse<Lhs,Rhs>::evalTo(Dest& dst) const { Index Br = m_B.rows(), Bc = m_B.cols(); dst.resize(this->rows(), this->cols()); dst.resizeNonZeros(0); // 1 - evaluate the operands if needed: typedef typename internal::nested_eval<Lhs,Dynamic>::type Lhs1; typedef typename internal::remove_all<Lhs1>::type Lhs1Cleaned; const Lhs1 lhs1(m_A); typedef typename internal::nested_eval<Rhs,Dynamic>::type Rhs1; typedef typename internal::remove_all<Rhs1>::type Rhs1Cleaned; const Rhs1 rhs1(m_B); // 2 - construct respective iterators typedef Eigen::InnerIterator<Lhs1Cleaned> LhsInnerIterator; typedef Eigen::InnerIterator<Rhs1Cleaned> RhsInnerIterator; // compute number of non-zeros per innervectors of dst { // TODO VectorXi is not necessarily big enough! VectorXi nnzA = VectorXi::Zero(Dest::IsRowMajor ? m_A.rows() : m_A.cols()); for (Index kA=0; kA < m_A.outerSize(); ++kA) for (LhsInnerIterator itA(lhs1,kA); itA; ++itA) nnzA(Dest::IsRowMajor ? itA.row() : itA.col())++; VectorXi nnzB = VectorXi::Zero(Dest::IsRowMajor ? m_B.rows() : m_B.cols()); for (Index kB=0; kB < m_B.outerSize(); ++kB) for (RhsInnerIterator itB(rhs1,kB); itB; ++itB) nnzB(Dest::IsRowMajor ? itB.row() : itB.col())++; Matrix<int,Dynamic,Dynamic,ColMajor> nnzAB = nnzB * nnzA.transpose(); dst.reserve(VectorXi::Map(nnzAB.data(), nnzAB.size())); } for (Index kA=0; kA < m_A.outerSize(); ++kA) { for (Index kB=0; kB < m_B.outerSize(); ++kB) { for (LhsInnerIterator itA(lhs1,kA); itA; ++itA) { for (RhsInnerIterator itB(rhs1,kB); itB; ++itB) { Index i = itA.row() * Br + itB.row(), j = itA.col() * Bc + itB.col(); dst.insert(i,j) = itA.value() * itB.value(); } } } } } namespace internal { template<typename _Lhs, typename _Rhs> struct traits<KroneckerProduct<_Lhs,_Rhs> > { typedef typename remove_all<_Lhs>::type Lhs; typedef typename remove_all<_Rhs>::type Rhs; typedef typename ScalarBinaryOpTraits<typename Lhs::Scalar, typename Rhs::Scalar>::ReturnType Scalar; typedef typename promote_index_type<typename Lhs::StorageIndex, typename Rhs::StorageIndex>::type StorageIndex; enum { Rows = size_at_compile_time<traits<Lhs>::RowsAtCompileTime, traits<Rhs>::RowsAtCompileTime>::ret, Cols = size_at_compile_time<traits<Lhs>::ColsAtCompileTime, traits<Rhs>::ColsAtCompileTime>::ret, MaxRows = size_at_compile_time<traits<Lhs>::MaxRowsAtCompileTime, traits<Rhs>::MaxRowsAtCompileTime>::ret, MaxCols = size_at_compile_time<traits<Lhs>::MaxColsAtCompileTime, traits<Rhs>::MaxColsAtCompileTime>::ret }; typedef Matrix<Scalar,Rows,Cols> ReturnType; }; template<typename _Lhs, typename _Rhs> struct traits<KroneckerProductSparse<_Lhs,_Rhs> > { typedef MatrixXpr XprKind; typedef typename remove_all<_Lhs>::type Lhs; typedef typename remove_all<_Rhs>::type Rhs; typedef typename ScalarBinaryOpTraits<typename Lhs::Scalar, typename Rhs::Scalar>::ReturnType Scalar; typedef typename cwise_promote_storage_type<typename traits<Lhs>::StorageKind, typename traits<Rhs>::StorageKind, scalar_product_op<typename Lhs::Scalar, typename Rhs::Scalar> >::ret StorageKind; typedef typename promote_index_type<typename Lhs::StorageIndex, typename Rhs::StorageIndex>::type StorageIndex; enum { LhsFlags = Lhs::Flags, RhsFlags = Rhs::Flags, RowsAtCompileTime = size_at_compile_time<traits<Lhs>::RowsAtCompileTime, traits<Rhs>::RowsAtCompileTime>::ret, ColsAtCompileTime = size_at_compile_time<traits<Lhs>::ColsAtCompileTime, traits<Rhs>::ColsAtCompileTime>::ret, MaxRowsAtCompileTime = size_at_compile_time<traits<Lhs>::MaxRowsAtCompileTime, traits<Rhs>::MaxRowsAtCompileTime>::ret, MaxColsAtCompileTime = size_at_compile_time<traits<Lhs>::MaxColsAtCompileTime, traits<Rhs>::MaxColsAtCompileTime>::ret, EvalToRowMajor = (LhsFlags & RhsFlags & RowMajorBit), RemovedBits = ~(EvalToRowMajor ? 0 : RowMajorBit), Flags = ((LhsFlags | RhsFlags) & HereditaryBits & RemovedBits) | EvalBeforeNestingBit, CoeffReadCost = HugeCost }; typedef SparseMatrix<Scalar, 0, StorageIndex> ReturnType; }; } // end namespace internal /*! * \ingroup KroneckerProduct_Module * * Computes Kronecker tensor product of two dense matrices * * \warning If you want to replace a matrix by its Kronecker product * with some matrix, do \b NOT do this: * \code * A = kroneckerProduct(A,B); // bug!!! caused by aliasing effect * \endcode * instead, use eval() to work around this: * \code * A = kroneckerProduct(A,B).eval(); * \endcode * * \param a Dense matrix a * \param b Dense matrix b * \return Kronecker tensor product of a and b */ template<typename A, typename B> KroneckerProduct<A,B> kroneckerProduct(const MatrixBase<A>& a, const MatrixBase<B>& b) { return KroneckerProduct<A, B>(a.derived(), b.derived()); } /*! * \ingroup KroneckerProduct_Module * * Computes Kronecker tensor product of two matrices, at least one of * which is sparse * * \warning If you want to replace a matrix by its Kronecker product * with some matrix, do \b NOT do this: * \code * A = kroneckerProduct(A,B); // bug!!! caused by aliasing effect * \endcode * instead, use eval() to work around this: * \code * A = kroneckerProduct(A,B).eval(); * \endcode * * \param a Dense/sparse matrix a * \param b Dense/sparse matrix b * \return Kronecker tensor product of a and b, stored in a sparse * matrix */ template<typename A, typename B> KroneckerProductSparse<A,B> kroneckerProduct(const EigenBase<A>& a, const EigenBase<B>& b) { return KroneckerProductSparse<A,B>(a.derived(), b.derived()); } } // end namespace Eigen #endif // KRONECKER_TENSOR_PRODUCT_H
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abess-master/python/include/unsupported/Eigen/src/LevenbergMarquardt/LMcovar.h
// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // This code initially comes from MINPACK whose original authors are: // Copyright Jorge More - Argonne National Laboratory // Copyright Burt Garbow - Argonne National Laboratory // Copyright Ken Hillstrom - Argonne National Laboratory // // This Source Code Form is subject to the terms of the Minpack license // (a BSD-like license) described in the campaigned CopyrightMINPACK.txt file. #ifndef EIGEN_LMCOVAR_H #define EIGEN_LMCOVAR_H namespace Eigen { namespace internal { template <typename Scalar> void covar( Matrix< Scalar, Dynamic, Dynamic > &r, const VectorXi& ipvt, Scalar tol = std::sqrt(NumTraits<Scalar>::epsilon()) ) { using std::abs; /* Local variables */ Index i, j, k, l, ii, jj; bool sing; Scalar temp; /* Function Body */ const Index n = r.cols(); const Scalar tolr = tol * abs(r(0,0)); Matrix< Scalar, Dynamic, 1 > wa(n); eigen_assert(ipvt.size()==n); /* form the inverse of r in the full upper triangle of r. */ l = -1; for (k = 0; k < n; ++k) if (abs(r(k,k)) > tolr) { r(k,k) = 1. / r(k,k); for (j = 0; j <= k-1; ++j) { temp = r(k,k) * r(j,k); r(j,k) = 0.; r.col(k).head(j+1) -= r.col(j).head(j+1) * temp; } l = k; } /* form the full upper triangle of the inverse of (r transpose)*r */ /* in the full upper triangle of r. */ for (k = 0; k <= l; ++k) { for (j = 0; j <= k-1; ++j) r.col(j).head(j+1) += r.col(k).head(j+1) * r(j,k); r.col(k).head(k+1) *= r(k,k); } /* form the full lower triangle of the covariance matrix */ /* in the strict lower triangle of r and in wa. */ for (j = 0; j < n; ++j) { jj = ipvt[j]; sing = j > l; for (i = 0; i <= j; ++i) { if (sing) r(i,j) = 0.; ii = ipvt[i]; if (ii > jj) r(ii,jj) = r(i,j); if (ii < jj) r(jj,ii) = r(i,j); } wa[jj] = r(j,j); } /* symmetrize the covariance matrix in r. */ r.topLeftCorner(n,n).template triangularView<StrictlyUpper>() = r.topLeftCorner(n,n).transpose(); r.diagonal() = wa; } } // end namespace internal } // end namespace Eigen #endif // EIGEN_LMCOVAR_H
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abess-master/python/include/unsupported/Eigen/src/LevenbergMarquardt/LMonestep.h
// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2009 Thomas Capricelli <[email protected]> // // This code initially comes from MINPACK whose original authors are: // Copyright Jorge More - Argonne National Laboratory // Copyright Burt Garbow - Argonne National Laboratory // Copyright Ken Hillstrom - Argonne National Laboratory // // This Source Code Form is subject to the terms of the Minpack license // (a BSD-like license) described in the campaigned CopyrightMINPACK.txt file. #ifndef EIGEN_LMONESTEP_H #define EIGEN_LMONESTEP_H namespace Eigen { template<typename FunctorType> LevenbergMarquardtSpace::Status LevenbergMarquardt<FunctorType>::minimizeOneStep(FVectorType &x) { using std::abs; using std::sqrt; RealScalar temp, temp1,temp2; RealScalar ratio; RealScalar pnorm, xnorm, fnorm1, actred, dirder, prered; eigen_assert(x.size()==n); // check the caller is not cheating us temp = 0.0; xnorm = 0.0; /* calculate the jacobian matrix. */ Index df_ret = m_functor.df(x, m_fjac); if (df_ret<0) return LevenbergMarquardtSpace::UserAsked; if (df_ret>0) // numerical diff, we evaluated the function df_ret times m_nfev += df_ret; else m_njev++; /* compute the qr factorization of the jacobian. */ for (int j = 0; j < x.size(); ++j) m_wa2(j) = m_fjac.col(j).blueNorm(); QRSolver qrfac(m_fjac); if(qrfac.info() != Success) { m_info = NumericalIssue; return LevenbergMarquardtSpace::ImproperInputParameters; } // Make a copy of the first factor with the associated permutation m_rfactor = qrfac.matrixR(); m_permutation = (qrfac.colsPermutation()); /* on the first iteration and if external scaling is not used, scale according */ /* to the norms of the columns of the initial jacobian. */ if (m_iter == 1) { if (!m_useExternalScaling) for (Index j = 0; j < n; ++j) m_diag[j] = (m_wa2[j]==0.)? 1. : m_wa2[j]; /* on the first iteration, calculate the norm of the scaled x */ /* and initialize the step bound m_delta. */ xnorm = m_diag.cwiseProduct(x).stableNorm(); m_delta = m_factor * xnorm; if (m_delta == 0.) m_delta = m_factor; } /* form (q transpose)*m_fvec and store the first n components in */ /* m_qtf. */ m_wa4 = m_fvec; m_wa4 = qrfac.matrixQ().adjoint() * m_fvec; m_qtf = m_wa4.head(n); /* compute the norm of the scaled gradient. */ m_gnorm = 0.; if (m_fnorm != 0.) for (Index j = 0; j < n; ++j) if (m_wa2[m_permutation.indices()[j]] != 0.) m_gnorm = (std::max)(m_gnorm, abs( m_rfactor.col(j).head(j+1).dot(m_qtf.head(j+1)/m_fnorm) / m_wa2[m_permutation.indices()[j]])); /* test for convergence of the gradient norm. */ if (m_gnorm <= m_gtol) { m_info = Success; return LevenbergMarquardtSpace::CosinusTooSmall; } /* rescale if necessary. */ if (!m_useExternalScaling) m_diag = m_diag.cwiseMax(m_wa2); do { /* determine the levenberg-marquardt parameter. */ internal::lmpar2(qrfac, m_diag, m_qtf, m_delta, m_par, m_wa1); /* store the direction p and x + p. calculate the norm of p. */ m_wa1 = -m_wa1; m_wa2 = x + m_wa1; pnorm = m_diag.cwiseProduct(m_wa1).stableNorm(); /* on the first iteration, adjust the initial step bound. */ if (m_iter == 1) m_delta = (std::min)(m_delta,pnorm); /* evaluate the function at x + p and calculate its norm. */ if ( m_functor(m_wa2, m_wa4) < 0) return LevenbergMarquardtSpace::UserAsked; ++m_nfev; fnorm1 = m_wa4.stableNorm(); /* compute the scaled actual reduction. */ actred = -1.; if (Scalar(.1) * fnorm1 < m_fnorm) actred = 1. - numext::abs2(fnorm1 / m_fnorm); /* compute the scaled predicted reduction and */ /* the scaled directional derivative. */ m_wa3 = m_rfactor.template triangularView<Upper>() * (m_permutation.inverse() *m_wa1); temp1 = numext::abs2(m_wa3.stableNorm() / m_fnorm); temp2 = numext::abs2(sqrt(m_par) * pnorm / m_fnorm); prered = temp1 + temp2 / Scalar(.5); dirder = -(temp1 + temp2); /* compute the ratio of the actual to the predicted */ /* reduction. */ ratio = 0.; if (prered != 0.) ratio = actred / prered; /* update the step bound. */ if (ratio <= Scalar(.25)) { if (actred >= 0.) temp = RealScalar(.5); if (actred < 0.) temp = RealScalar(.5) * dirder / (dirder + RealScalar(.5) * actred); if (RealScalar(.1) * fnorm1 >= m_fnorm || temp < RealScalar(.1)) temp = Scalar(.1); /* Computing MIN */ m_delta = temp * (std::min)(m_delta, pnorm / RealScalar(.1)); m_par /= temp; } else if (!(m_par != 0. && ratio < RealScalar(.75))) { m_delta = pnorm / RealScalar(.5); m_par = RealScalar(.5) * m_par; } /* test for successful iteration. */ if (ratio >= RealScalar(1e-4)) { /* successful iteration. update x, m_fvec, and their norms. */ x = m_wa2; m_wa2 = m_diag.cwiseProduct(x); m_fvec = m_wa4; xnorm = m_wa2.stableNorm(); m_fnorm = fnorm1; ++m_iter; } /* tests for convergence. */ if (abs(actred) <= m_ftol && prered <= m_ftol && Scalar(.5) * ratio <= 1. && m_delta <= m_xtol * xnorm) { m_info = Success; return LevenbergMarquardtSpace::RelativeErrorAndReductionTooSmall; } if (abs(actred) <= m_ftol && prered <= m_ftol && Scalar(.5) * ratio <= 1.) { m_info = Success; return LevenbergMarquardtSpace::RelativeReductionTooSmall; } if (m_delta <= m_xtol * xnorm) { m_info = Success; return LevenbergMarquardtSpace::RelativeErrorTooSmall; } /* tests for termination and stringent tolerances. */ if (m_nfev >= m_maxfev) { m_info = NoConvergence; return LevenbergMarquardtSpace::TooManyFunctionEvaluation; } if (abs(actred) <= NumTraits<Scalar>::epsilon() && prered <= NumTraits<Scalar>::epsilon() && Scalar(.5) * ratio <= 1.) { m_info = Success; return LevenbergMarquardtSpace::FtolTooSmall; } if (m_delta <= NumTraits<Scalar>::epsilon() * xnorm) { m_info = Success; return LevenbergMarquardtSpace::XtolTooSmall; } if (m_gnorm <= NumTraits<Scalar>::epsilon()) { m_info = Success; return LevenbergMarquardtSpace::GtolTooSmall; } } while (ratio < Scalar(1e-4)); return LevenbergMarquardtSpace::Running; } } // end namespace Eigen #endif // EIGEN_LMONESTEP_H
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abess-master/python/include/unsupported/Eigen/src/LevenbergMarquardt/LMpar.h
// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // This code initially comes from MINPACK whose original authors are: // Copyright Jorge More - Argonne National Laboratory // Copyright Burt Garbow - Argonne National Laboratory // Copyright Ken Hillstrom - Argonne National Laboratory // // This Source Code Form is subject to the terms of the Minpack license // (a BSD-like license) described in the campaigned CopyrightMINPACK.txt file. #ifndef EIGEN_LMPAR_H #define EIGEN_LMPAR_H namespace Eigen { namespace internal { template <typename QRSolver, typename VectorType> void lmpar2( const QRSolver &qr, const VectorType &diag, const VectorType &qtb, typename VectorType::Scalar m_delta, typename VectorType::Scalar &par, VectorType &x) { using std::sqrt; using std::abs; typedef typename QRSolver::MatrixType MatrixType; typedef typename QRSolver::Scalar Scalar; // typedef typename QRSolver::StorageIndex StorageIndex; /* Local variables */ Index j; Scalar fp; Scalar parc, parl; Index iter; Scalar temp, paru; Scalar gnorm; Scalar dxnorm; // Make a copy of the triangular factor. // This copy is modified during call the qrsolv MatrixType s; s = qr.matrixR(); /* Function Body */ const Scalar dwarf = (std::numeric_limits<Scalar>::min)(); const Index n = qr.matrixR().cols(); eigen_assert(n==diag.size()); eigen_assert(n==qtb.size()); VectorType wa1, wa2; /* compute and store in x the gauss-newton direction. if the */ /* jacobian is rank-deficient, obtain a least squares solution. */ // const Index rank = qr.nonzeroPivots(); // exactly double(0.) const Index rank = qr.rank(); // use a threshold wa1 = qtb; wa1.tail(n-rank).setZero(); //FIXME There is no solve in place for sparse triangularView wa1.head(rank) = s.topLeftCorner(rank,rank).template triangularView<Upper>().solve(qtb.head(rank)); x = qr.colsPermutation()*wa1; /* initialize the iteration counter. */ /* evaluate the function at the origin, and test */ /* for acceptance of the gauss-newton direction. */ iter = 0; wa2 = diag.cwiseProduct(x); dxnorm = wa2.blueNorm(); fp = dxnorm - m_delta; if (fp <= Scalar(0.1) * m_delta) { par = 0; return; } /* if the jacobian is not rank deficient, the newton */ /* step provides a lower bound, parl, for the zero of */ /* the function. otherwise set this bound to zero. */ parl = 0.; if (rank==n) { wa1 = qr.colsPermutation().inverse() * diag.cwiseProduct(wa2)/dxnorm; s.topLeftCorner(n,n).transpose().template triangularView<Lower>().solveInPlace(wa1); temp = wa1.blueNorm(); parl = fp / m_delta / temp / temp; } /* calculate an upper bound, paru, for the zero of the function. */ for (j = 0; j < n; ++j) wa1[j] = s.col(j).head(j+1).dot(qtb.head(j+1)) / diag[qr.colsPermutation().indices()(j)]; gnorm = wa1.stableNorm(); paru = gnorm / m_delta; if (paru == 0.) paru = dwarf / (std::min)(m_delta,Scalar(0.1)); /* if the input par lies outside of the interval (parl,paru), */ /* set par to the closer endpoint. */ par = (std::max)(par,parl); par = (std::min)(par,paru); if (par == 0.) par = gnorm / dxnorm; /* beginning of an iteration. */ while (true) { ++iter; /* evaluate the function at the current value of par. */ if (par == 0.) par = (std::max)(dwarf,Scalar(.001) * paru); /* Computing MAX */ wa1 = sqrt(par)* diag; VectorType sdiag(n); lmqrsolv(s, qr.colsPermutation(), wa1, qtb, x, sdiag); wa2 = diag.cwiseProduct(x); dxnorm = wa2.blueNorm(); temp = fp; fp = dxnorm - m_delta; /* if the function is small enough, accept the current value */ /* of par. also test for the exceptional cases where parl */ /* is zero or the number of iterations has reached 10. */ if (abs(fp) <= Scalar(0.1) * m_delta || (parl == 0. && fp <= temp && temp < 0.) || iter == 10) break; /* compute the newton correction. */ wa1 = qr.colsPermutation().inverse() * diag.cwiseProduct(wa2/dxnorm); // we could almost use this here, but the diagonal is outside qr, in sdiag[] for (j = 0; j < n; ++j) { wa1[j] /= sdiag[j]; temp = wa1[j]; for (Index i = j+1; i < n; ++i) wa1[i] -= s.coeff(i,j) * temp; } temp = wa1.blueNorm(); parc = fp / m_delta / temp / temp; /* depending on the sign of the function, update parl or paru. */ if (fp > 0.) parl = (std::max)(parl,par); if (fp < 0.) paru = (std::min)(paru,par); /* compute an improved estimate for par. */ par = (std::max)(parl,par+parc); } if (iter == 0) par = 0.; return; } } // end namespace internal } // end namespace Eigen #endif // EIGEN_LMPAR_H
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abess-master/python/include/unsupported/Eigen/src/LevenbergMarquardt/LMqrsolv.h
// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2009 Thomas Capricelli <[email protected]> // Copyright (C) 2012 Desire Nuentsa <[email protected]> // // This code initially comes from MINPACK whose original authors are: // Copyright Jorge More - Argonne National Laboratory // Copyright Burt Garbow - Argonne National Laboratory // Copyright Ken Hillstrom - Argonne National Laboratory // // This Source Code Form is subject to the terms of the Minpack license // (a BSD-like license) described in the campaigned CopyrightMINPACK.txt file. #ifndef EIGEN_LMQRSOLV_H #define EIGEN_LMQRSOLV_H namespace Eigen { namespace internal { template <typename Scalar,int Rows, int Cols, typename PermIndex> void lmqrsolv( Matrix<Scalar,Rows,Cols> &s, const PermutationMatrix<Dynamic,Dynamic,PermIndex> &iPerm, const Matrix<Scalar,Dynamic,1> &diag, const Matrix<Scalar,Dynamic,1> &qtb, Matrix<Scalar,Dynamic,1> &x, Matrix<Scalar,Dynamic,1> &sdiag) { /* Local variables */ Index i, j, k; Scalar temp; Index n = s.cols(); Matrix<Scalar,Dynamic,1> wa(n); JacobiRotation<Scalar> givens; /* Function Body */ // the following will only change the lower triangular part of s, including // the diagonal, though the diagonal is restored afterward /* copy r and (q transpose)*b to preserve input and initialize s. */ /* in particular, save the diagonal elements of r in x. */ x = s.diagonal(); wa = qtb; s.topLeftCorner(n,n).template triangularView<StrictlyLower>() = s.topLeftCorner(n,n).transpose(); /* eliminate the diagonal matrix d using a givens rotation. */ for (j = 0; j < n; ++j) { /* prepare the row of d to be eliminated, locating the */ /* diagonal element using p from the qr factorization. */ const PermIndex l = iPerm.indices()(j); if (diag[l] == 0.) break; sdiag.tail(n-j).setZero(); sdiag[j] = diag[l]; /* the transformations to eliminate the row of d */ /* modify only a single element of (q transpose)*b */ /* beyond the first n, which is initially zero. */ Scalar qtbpj = 0.; for (k = j; k < n; ++k) { /* determine a givens rotation which eliminates the */ /* appropriate element in the current row of d. */ givens.makeGivens(-s(k,k), sdiag[k]); /* compute the modified diagonal element of r and */ /* the modified element of ((q transpose)*b,0). */ s(k,k) = givens.c() * s(k,k) + givens.s() * sdiag[k]; temp = givens.c() * wa[k] + givens.s() * qtbpj; qtbpj = -givens.s() * wa[k] + givens.c() * qtbpj; wa[k] = temp; /* accumulate the tranformation in the row of s. */ for (i = k+1; i<n; ++i) { temp = givens.c() * s(i,k) + givens.s() * sdiag[i]; sdiag[i] = -givens.s() * s(i,k) + givens.c() * sdiag[i]; s(i,k) = temp; } } } /* solve the triangular system for z. if the system is */ /* singular, then obtain a least squares solution. */ Index nsing; for(nsing=0; nsing<n && sdiag[nsing]!=0; nsing++) {} wa.tail(n-nsing).setZero(); s.topLeftCorner(nsing, nsing).transpose().template triangularView<Upper>().solveInPlace(wa.head(nsing)); // restore sdiag = s.diagonal(); s.diagonal() = x; /* permute the components of z back to components of x. */ x = iPerm * wa; } template <typename Scalar, int _Options, typename Index> void lmqrsolv( SparseMatrix<Scalar,_Options,Index> &s, const PermutationMatrix<Dynamic,Dynamic> &iPerm, const Matrix<Scalar,Dynamic,1> &diag, const Matrix<Scalar,Dynamic,1> &qtb, Matrix<Scalar,Dynamic,1> &x, Matrix<Scalar,Dynamic,1> &sdiag) { /* Local variables */ typedef SparseMatrix<Scalar,RowMajor,Index> FactorType; Index i, j, k, l; Scalar temp; Index n = s.cols(); Matrix<Scalar,Dynamic,1> wa(n); JacobiRotation<Scalar> givens; /* Function Body */ // the following will only change the lower triangular part of s, including // the diagonal, though the diagonal is restored afterward /* copy r and (q transpose)*b to preserve input and initialize R. */ wa = qtb; FactorType R(s); // Eliminate the diagonal matrix d using a givens rotation for (j = 0; j < n; ++j) { // Prepare the row of d to be eliminated, locating the // diagonal element using p from the qr factorization l = iPerm.indices()(j); if (diag(l) == Scalar(0)) break; sdiag.tail(n-j).setZero(); sdiag[j] = diag[l]; // the transformations to eliminate the row of d // modify only a single element of (q transpose)*b // beyond the first n, which is initially zero. Scalar qtbpj = 0; // Browse the nonzero elements of row j of the upper triangular s for (k = j; k < n; ++k) { typename FactorType::InnerIterator itk(R,k); for (; itk; ++itk){ if (itk.index() < k) continue; else break; } //At this point, we have the diagonal element R(k,k) // Determine a givens rotation which eliminates // the appropriate element in the current row of d givens.makeGivens(-itk.value(), sdiag(k)); // Compute the modified diagonal element of r and // the modified element of ((q transpose)*b,0). itk.valueRef() = givens.c() * itk.value() + givens.s() * sdiag(k); temp = givens.c() * wa(k) + givens.s() * qtbpj; qtbpj = -givens.s() * wa(k) + givens.c() * qtbpj; wa(k) = temp; // Accumulate the transformation in the remaining k row/column of R for (++itk; itk; ++itk) { i = itk.index(); temp = givens.c() * itk.value() + givens.s() * sdiag(i); sdiag(i) = -givens.s() * itk.value() + givens.c() * sdiag(i); itk.valueRef() = temp; } } } // Solve the triangular system for z. If the system is // singular, then obtain a least squares solution Index nsing; for(nsing = 0; nsing<n && sdiag(nsing) !=0; nsing++) {} wa.tail(n-nsing).setZero(); // x = wa; wa.head(nsing) = R.topLeftCorner(nsing,nsing).template triangularView<Upper>().solve/*InPlace*/(wa.head(nsing)); sdiag = R.diagonal(); // Permute the components of z back to components of x x = iPerm * wa; } } // end namespace internal } // end namespace Eigen #endif // EIGEN_LMQRSOLV_H
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abess-master/python/include/unsupported/Eigen/src/LevenbergMarquardt/LevenbergMarquardt.h
// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2009 Thomas Capricelli <[email protected]> // Copyright (C) 2012 Desire Nuentsa <[email protected]> // // The algorithm of this class initially comes from MINPACK whose original authors are: // Copyright Jorge More - Argonne National Laboratory // Copyright Burt Garbow - Argonne National Laboratory // Copyright Ken Hillstrom - Argonne National Laboratory // // This Source Code Form is subject to the terms of the Minpack license // (a BSD-like license) described in the campaigned CopyrightMINPACK.txt file. // // 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_LEVENBERGMARQUARDT_H #define EIGEN_LEVENBERGMARQUARDT_H namespace Eigen { namespace LevenbergMarquardtSpace { enum Status { NotStarted = -2, Running = -1, ImproperInputParameters = 0, RelativeReductionTooSmall = 1, RelativeErrorTooSmall = 2, RelativeErrorAndReductionTooSmall = 3, CosinusTooSmall = 4, TooManyFunctionEvaluation = 5, FtolTooSmall = 6, XtolTooSmall = 7, GtolTooSmall = 8, UserAsked = 9 }; } template <typename _Scalar, int NX=Dynamic, int NY=Dynamic> struct DenseFunctor { typedef _Scalar Scalar; enum { InputsAtCompileTime = NX, ValuesAtCompileTime = NY }; typedef Matrix<Scalar,InputsAtCompileTime,1> InputType; typedef Matrix<Scalar,ValuesAtCompileTime,1> ValueType; typedef Matrix<Scalar,ValuesAtCompileTime,InputsAtCompileTime> JacobianType; typedef ColPivHouseholderQR<JacobianType> QRSolver; const int m_inputs, m_values; DenseFunctor() : m_inputs(InputsAtCompileTime), m_values(ValuesAtCompileTime) {} DenseFunctor(int inputs, int values) : m_inputs(inputs), m_values(values) {} int inputs() const { return m_inputs; } int values() const { return m_values; } //int operator()(const InputType &x, ValueType& fvec) { } // should be defined in derived classes //int df(const InputType &x, JacobianType& fjac) { } // should be defined in derived classes }; template <typename _Scalar, typename _Index> struct SparseFunctor { typedef _Scalar Scalar; typedef _Index Index; typedef Matrix<Scalar,Dynamic,1> InputType; typedef Matrix<Scalar,Dynamic,1> ValueType; typedef SparseMatrix<Scalar, ColMajor, Index> JacobianType; typedef SparseQR<JacobianType, COLAMDOrdering<int> > QRSolver; enum { InputsAtCompileTime = Dynamic, ValuesAtCompileTime = Dynamic }; SparseFunctor(int inputs, int values) : m_inputs(inputs), m_values(values) {} int inputs() const { return m_inputs; } int values() const { return m_values; } const int m_inputs, m_values; //int operator()(const InputType &x, ValueType& fvec) { } // to be defined in the functor //int df(const InputType &x, JacobianType& fjac) { } // to be defined in the functor if no automatic differentiation }; namespace internal { template <typename QRSolver, typename VectorType> void lmpar2(const QRSolver &qr, const VectorType &diag, const VectorType &qtb, typename VectorType::Scalar m_delta, typename VectorType::Scalar &par, VectorType &x); } /** * \ingroup NonLinearOptimization_Module * \brief Performs non linear optimization over a non-linear function, * using a variant of the Levenberg Marquardt algorithm. * * Check wikipedia for more information. * http://en.wikipedia.org/wiki/Levenberg%E2%80%93Marquardt_algorithm */ template<typename _FunctorType> class LevenbergMarquardt : internal::no_assignment_operator { public: typedef _FunctorType FunctorType; typedef typename FunctorType::QRSolver QRSolver; typedef typename FunctorType::JacobianType JacobianType; typedef typename JacobianType::Scalar Scalar; typedef typename JacobianType::RealScalar RealScalar; typedef typename QRSolver::StorageIndex PermIndex; typedef Matrix<Scalar,Dynamic,1> FVectorType; typedef PermutationMatrix<Dynamic,Dynamic> PermutationType; public: LevenbergMarquardt(FunctorType& functor) : m_functor(functor),m_nfev(0),m_njev(0),m_fnorm(0.0),m_gnorm(0), m_isInitialized(false),m_info(InvalidInput) { resetParameters(); m_useExternalScaling=false; } LevenbergMarquardtSpace::Status minimize(FVectorType &x); LevenbergMarquardtSpace::Status minimizeInit(FVectorType &x); LevenbergMarquardtSpace::Status minimizeOneStep(FVectorType &x); LevenbergMarquardtSpace::Status lmder1( FVectorType &x, const Scalar tol = std::sqrt(NumTraits<Scalar>::epsilon()) ); static LevenbergMarquardtSpace::Status lmdif1( FunctorType &functor, FVectorType &x, Index *nfev, const Scalar tol = std::sqrt(NumTraits<Scalar>::epsilon()) ); /** Sets the default parameters */ void resetParameters() { using std::sqrt; m_factor = 100.; m_maxfev = 400; m_ftol = sqrt(NumTraits<RealScalar>::epsilon()); m_xtol = sqrt(NumTraits<RealScalar>::epsilon()); m_gtol = 0. ; m_epsfcn = 0. ; } /** Sets the tolerance for the norm of the solution vector*/ void setXtol(RealScalar xtol) { m_xtol = xtol; } /** Sets the tolerance for the norm of the vector function*/ void setFtol(RealScalar ftol) { m_ftol = ftol; } /** Sets the tolerance for the norm of the gradient of the error vector*/ void setGtol(RealScalar gtol) { m_gtol = gtol; } /** Sets the step bound for the diagonal shift */ void setFactor(RealScalar factor) { m_factor = factor; } /** Sets the error precision */ void setEpsilon (RealScalar epsfcn) { m_epsfcn = epsfcn; } /** Sets the maximum number of function evaluation */ void setMaxfev(Index maxfev) {m_maxfev = maxfev; } /** Use an external Scaling. If set to true, pass a nonzero diagonal to diag() */ void setExternalScaling(bool value) {m_useExternalScaling = value; } /** \returns the tolerance for the norm of the solution vector */ RealScalar xtol() const {return m_xtol; } /** \returns the tolerance for the norm of the vector function */ RealScalar ftol() const {return m_ftol; } /** \returns the tolerance for the norm of the gradient of the error vector */ RealScalar gtol() const {return m_gtol; } /** \returns the step bound for the diagonal shift */ RealScalar factor() const {return m_factor; } /** \returns the error precision */ RealScalar epsilon() const {return m_epsfcn; } /** \returns the maximum number of function evaluation */ Index maxfev() const {return m_maxfev; } /** \returns a reference to the diagonal of the jacobian */ FVectorType& diag() {return m_diag; } /** \returns the number of iterations performed */ Index iterations() { return m_iter; } /** \returns the number of functions evaluation */ Index nfev() { return m_nfev; } /** \returns the number of jacobian evaluation */ Index njev() { return m_njev; } /** \returns the norm of current vector function */ RealScalar fnorm() {return m_fnorm; } /** \returns the norm of the gradient of the error */ RealScalar gnorm() {return m_gnorm; } /** \returns the LevenbergMarquardt parameter */ RealScalar lm_param(void) { return m_par; } /** \returns a reference to the current vector function */ FVectorType& fvec() {return m_fvec; } /** \returns a reference to the matrix where the current Jacobian matrix is stored */ JacobianType& jacobian() {return m_fjac; } /** \returns a reference to the triangular matrix R from the QR of the jacobian matrix. * \sa jacobian() */ JacobianType& matrixR() {return m_rfactor; } /** the permutation used in the QR factorization */ PermutationType permutation() {return m_permutation; } /** * \brief Reports whether the minimization was successful * \returns \c Success if the minimization was succesful, * \c NumericalIssue if a numerical problem arises during the * minimization process, for exemple during the QR factorization * \c NoConvergence if the minimization did not converge after * the maximum number of function evaluation allowed * \c InvalidInput if the input matrix is invalid */ ComputationInfo info() const { return m_info; } private: JacobianType m_fjac; JacobianType m_rfactor; // The triangular matrix R from the QR of the jacobian matrix m_fjac FunctorType &m_functor; FVectorType m_fvec, m_qtf, m_diag; Index n; Index m; Index m_nfev; Index m_njev; RealScalar m_fnorm; // Norm of the current vector function RealScalar m_gnorm; //Norm of the gradient of the error RealScalar m_factor; // Index m_maxfev; // Maximum number of function evaluation RealScalar m_ftol; //Tolerance in the norm of the vector function RealScalar m_xtol; // RealScalar m_gtol; //tolerance of the norm of the error gradient RealScalar m_epsfcn; // Index m_iter; // Number of iterations performed RealScalar m_delta; bool m_useExternalScaling; PermutationType m_permutation; FVectorType m_wa1, m_wa2, m_wa3, m_wa4; //Temporary vectors RealScalar m_par; bool m_isInitialized; // Check whether the minimization step has been called ComputationInfo m_info; }; template<typename FunctorType> LevenbergMarquardtSpace::Status LevenbergMarquardt<FunctorType>::minimize(FVectorType &x) { LevenbergMarquardtSpace::Status status = minimizeInit(x); if (status==LevenbergMarquardtSpace::ImproperInputParameters) { m_isInitialized = true; return status; } do { // std::cout << " uv " << x.transpose() << "\n"; status = minimizeOneStep(x); } while (status==LevenbergMarquardtSpace::Running); m_isInitialized = true; return status; } template<typename FunctorType> LevenbergMarquardtSpace::Status LevenbergMarquardt<FunctorType>::minimizeInit(FVectorType &x) { n = x.size(); m = m_functor.values(); m_wa1.resize(n); m_wa2.resize(n); m_wa3.resize(n); m_wa4.resize(m); m_fvec.resize(m); //FIXME Sparse Case : Allocate space for the jacobian m_fjac.resize(m, n); // m_fjac.reserve(VectorXi::Constant(n,5)); // FIXME Find a better alternative if (!m_useExternalScaling) m_diag.resize(n); eigen_assert( (!m_useExternalScaling || m_diag.size()==n) && "When m_useExternalScaling is set, the caller must provide a valid 'm_diag'"); m_qtf.resize(n); /* Function Body */ m_nfev = 0; m_njev = 0; /* check the input parameters for errors. */ if (n <= 0 || m < n || m_ftol < 0. || m_xtol < 0. || m_gtol < 0. || m_maxfev <= 0 || m_factor <= 0.){ m_info = InvalidInput; return LevenbergMarquardtSpace::ImproperInputParameters; } if (m_useExternalScaling) for (Index j = 0; j < n; ++j) if (m_diag[j] <= 0.) { m_info = InvalidInput; return LevenbergMarquardtSpace::ImproperInputParameters; } /* evaluate the function at the starting point */ /* and calculate its norm. */ m_nfev = 1; if ( m_functor(x, m_fvec) < 0) return LevenbergMarquardtSpace::UserAsked; m_fnorm = m_fvec.stableNorm(); /* initialize levenberg-marquardt parameter and iteration counter. */ m_par = 0.; m_iter = 1; return LevenbergMarquardtSpace::NotStarted; } template<typename FunctorType> LevenbergMarquardtSpace::Status LevenbergMarquardt<FunctorType>::lmder1( FVectorType &x, const Scalar tol ) { n = x.size(); m = m_functor.values(); /* check the input parameters for errors. */ if (n <= 0 || m < n || tol < 0.) return LevenbergMarquardtSpace::ImproperInputParameters; resetParameters(); m_ftol = tol; m_xtol = tol; m_maxfev = 100*(n+1); return minimize(x); } template<typename FunctorType> LevenbergMarquardtSpace::Status LevenbergMarquardt<FunctorType>::lmdif1( FunctorType &functor, FVectorType &x, Index *nfev, const Scalar tol ) { Index n = x.size(); Index m = functor.values(); /* check the input parameters for errors. */ if (n <= 0 || m < n || tol < 0.) return LevenbergMarquardtSpace::ImproperInputParameters; NumericalDiff<FunctorType> numDiff(functor); // embedded LevenbergMarquardt LevenbergMarquardt<NumericalDiff<FunctorType> > lm(numDiff); lm.setFtol(tol); lm.setXtol(tol); lm.setMaxfev(200*(n+1)); LevenbergMarquardtSpace::Status info = LevenbergMarquardtSpace::Status(lm.minimize(x)); if (nfev) * nfev = lm.nfev(); return info; } } // end namespace Eigen #endif // EIGEN_LEVENBERGMARQUARDT_H
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abess-master/python/include/unsupported/Eigen/src/MatrixFunctions/MatrixExponential.h
// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2009, 2010, 2013 Jitse Niesen <[email protected]> // Copyright (C) 2011, 2013 Chen-Pang He <[email protected]> // // This Source Code Form is subject to the terms of the Mozilla // Public License v. 2.0. If a copy of the MPL was not distributed // with this file, You can obtain one at http://mozilla.org/MPL/2.0/. #ifndef EIGEN_MATRIX_EXPONENTIAL #define EIGEN_MATRIX_EXPONENTIAL #include "StemFunction.h" namespace Eigen { namespace internal { /** \brief Scaling operator. * * This struct is used by CwiseUnaryOp to scale a matrix by \f$ 2^{-s} \f$. */ template <typename RealScalar> struct MatrixExponentialScalingOp { /** \brief Constructor. * * \param[in] squarings The integer \f$ s \f$ in this document. */ MatrixExponentialScalingOp(int squarings) : m_squarings(squarings) { } /** \brief Scale a matrix coefficient. * * \param[in,out] x The scalar to be scaled, becoming \f$ 2^{-s} x \f$. */ inline const RealScalar operator() (const RealScalar& x) const { using std::ldexp; return ldexp(x, -m_squarings); } typedef std::complex<RealScalar> ComplexScalar; /** \brief Scale a matrix coefficient. * * \param[in,out] x The scalar to be scaled, becoming \f$ 2^{-s} x \f$. */ inline const ComplexScalar operator() (const ComplexScalar& x) const { using std::ldexp; return ComplexScalar(ldexp(x.real(), -m_squarings), ldexp(x.imag(), -m_squarings)); } private: int m_squarings; }; /** \brief Compute the (3,3)-Pad&eacute; approximant to the exponential. * * After exit, \f$ (V+U)(V-U)^{-1} \f$ is the Pad&eacute; * approximant of \f$ \exp(A) \f$ around \f$ A = 0 \f$. */ template <typename MatA, typename MatU, typename MatV> void matrix_exp_pade3(const MatA& A, MatU& U, MatV& V) { typedef typename MatA::PlainObject MatrixType; typedef typename NumTraits<typename traits<MatA>::Scalar>::Real RealScalar; const RealScalar b[] = {120.L, 60.L, 12.L, 1.L}; const MatrixType A2 = A * A; const MatrixType tmp = b[3] * A2 + b[1] * MatrixType::Identity(A.rows(), A.cols()); U.noalias() = A * tmp; V = b[2] * A2 + b[0] * MatrixType::Identity(A.rows(), A.cols()); } /** \brief Compute the (5,5)-Pad&eacute; approximant to the exponential. * * After exit, \f$ (V+U)(V-U)^{-1} \f$ is the Pad&eacute; * approximant of \f$ \exp(A) \f$ around \f$ A = 0 \f$. */ template <typename MatA, typename MatU, typename MatV> void matrix_exp_pade5(const MatA& A, MatU& U, MatV& V) { typedef typename MatA::PlainObject MatrixType; typedef typename NumTraits<typename traits<MatrixType>::Scalar>::Real RealScalar; const RealScalar b[] = {30240.L, 15120.L, 3360.L, 420.L, 30.L, 1.L}; const MatrixType A2 = A * A; const MatrixType A4 = A2 * A2; const MatrixType tmp = b[5] * A4 + b[3] * A2 + b[1] * MatrixType::Identity(A.rows(), A.cols()); U.noalias() = A * tmp; V = b[4] * A4 + b[2] * A2 + b[0] * MatrixType::Identity(A.rows(), A.cols()); } /** \brief Compute the (7,7)-Pad&eacute; approximant to the exponential. * * After exit, \f$ (V+U)(V-U)^{-1} \f$ is the Pad&eacute; * approximant of \f$ \exp(A) \f$ around \f$ A = 0 \f$. */ template <typename MatA, typename MatU, typename MatV> void matrix_exp_pade7(const MatA& A, MatU& U, MatV& V) { typedef typename MatA::PlainObject MatrixType; typedef typename NumTraits<typename traits<MatrixType>::Scalar>::Real RealScalar; const RealScalar b[] = {17297280.L, 8648640.L, 1995840.L, 277200.L, 25200.L, 1512.L, 56.L, 1.L}; const MatrixType A2 = A * A; const MatrixType A4 = A2 * A2; const MatrixType A6 = A4 * A2; const MatrixType tmp = b[7] * A6 + b[5] * A4 + b[3] * A2 + b[1] * MatrixType::Identity(A.rows(), A.cols()); U.noalias() = A * tmp; V = b[6] * A6 + b[4] * A4 + b[2] * A2 + b[0] * MatrixType::Identity(A.rows(), A.cols()); } /** \brief Compute the (9,9)-Pad&eacute; approximant to the exponential. * * After exit, \f$ (V+U)(V-U)^{-1} \f$ is the Pad&eacute; * approximant of \f$ \exp(A) \f$ around \f$ A = 0 \f$. */ template <typename MatA, typename MatU, typename MatV> void matrix_exp_pade9(const MatA& A, MatU& U, MatV& V) { typedef typename MatA::PlainObject MatrixType; typedef typename NumTraits<typename traits<MatrixType>::Scalar>::Real RealScalar; const RealScalar b[] = {17643225600.L, 8821612800.L, 2075673600.L, 302702400.L, 30270240.L, 2162160.L, 110880.L, 3960.L, 90.L, 1.L}; const MatrixType A2 = A * A; const MatrixType A4 = A2 * A2; const MatrixType A6 = A4 * A2; const MatrixType A8 = A6 * A2; const MatrixType tmp = b[9] * A8 + b[7] * A6 + b[5] * A4 + b[3] * A2 + b[1] * MatrixType::Identity(A.rows(), A.cols()); U.noalias() = A * tmp; V = b[8] * A8 + b[6] * A6 + b[4] * A4 + b[2] * A2 + b[0] * MatrixType::Identity(A.rows(), A.cols()); } /** \brief Compute the (13,13)-Pad&eacute; approximant to the exponential. * * After exit, \f$ (V+U)(V-U)^{-1} \f$ is the Pad&eacute; * approximant of \f$ \exp(A) \f$ around \f$ A = 0 \f$. */ template <typename MatA, typename MatU, typename MatV> void matrix_exp_pade13(const MatA& A, MatU& U, MatV& V) { typedef typename MatA::PlainObject MatrixType; typedef typename NumTraits<typename traits<MatrixType>::Scalar>::Real RealScalar; const RealScalar b[] = {64764752532480000.L, 32382376266240000.L, 7771770303897600.L, 1187353796428800.L, 129060195264000.L, 10559470521600.L, 670442572800.L, 33522128640.L, 1323241920.L, 40840800.L, 960960.L, 16380.L, 182.L, 1.L}; const MatrixType A2 = A * A; const MatrixType A4 = A2 * A2; const MatrixType A6 = A4 * A2; V = b[13] * A6 + b[11] * A4 + b[9] * A2; // used for temporary storage MatrixType tmp = A6 * V; tmp += b[7] * A6 + b[5] * A4 + b[3] * A2 + b[1] * MatrixType::Identity(A.rows(), A.cols()); U.noalias() = A * tmp; tmp = b[12] * A6 + b[10] * A4 + b[8] * A2; V.noalias() = A6 * tmp; V += b[6] * A6 + b[4] * A4 + b[2] * A2 + b[0] * MatrixType::Identity(A.rows(), A.cols()); } /** \brief Compute the (17,17)-Pad&eacute; approximant to the exponential. * * After exit, \f$ (V+U)(V-U)^{-1} \f$ is the Pad&eacute; * approximant of \f$ \exp(A) \f$ around \f$ A = 0 \f$. * * This function activates only if your long double is double-double or quadruple. */ #if LDBL_MANT_DIG > 64 template <typename MatA, typename MatU, typename MatV> void matrix_exp_pade17(const MatA& A, MatU& U, MatV& V) { typedef typename MatA::PlainObject MatrixType; typedef typename NumTraits<typename traits<MatrixType>::Scalar>::Real RealScalar; const RealScalar b[] = {830034394580628357120000.L, 415017197290314178560000.L, 100610229646136770560000.L, 15720348382208870400000.L, 1774878043152614400000.L, 153822763739893248000.L, 10608466464820224000.L, 595373117923584000.L, 27563570274240000.L, 1060137318240000.L, 33924394183680.L, 899510451840.L, 19554575040.L, 341863200.L, 4651200.L, 46512.L, 306.L, 1.L}; const MatrixType A2 = A * A; const MatrixType A4 = A2 * A2; const MatrixType A6 = A4 * A2; const MatrixType A8 = A4 * A4; V = b[17] * A8 + b[15] * A6 + b[13] * A4 + b[11] * A2; // used for temporary storage MatrixType tmp = A8 * V; tmp += b[9] * A8 + b[7] * A6 + b[5] * A4 + b[3] * A2 + b[1] * MatrixType::Identity(A.rows(), A.cols()); U.noalias() = A * tmp; tmp = b[16] * A8 + b[14] * A6 + b[12] * A4 + b[10] * A2; V.noalias() = tmp * A8; V += b[8] * A8 + b[6] * A6 + b[4] * A4 + b[2] * A2 + b[0] * MatrixType::Identity(A.rows(), A.cols()); } #endif template <typename MatrixType, typename RealScalar = typename NumTraits<typename traits<MatrixType>::Scalar>::Real> struct matrix_exp_computeUV { /** \brief Compute Pad&eacute; approximant to the exponential. * * Computes \c U, \c V and \c squarings such that \f$ (V+U)(V-U)^{-1} \f$ is a Pad&eacute; * approximant of \f$ \exp(2^{-\mbox{squarings}}M) \f$ around \f$ M = 0 \f$, where \f$ M \f$ * denotes the matrix \c arg. The degree of the Pad&eacute; approximant and the value of squarings * are chosen such that the approximation error is no more than the round-off error. */ static void run(const MatrixType& arg, MatrixType& U, MatrixType& V, int& squarings); }; template <typename MatrixType> struct matrix_exp_computeUV<MatrixType, float> { template <typename ArgType> static void run(const ArgType& arg, MatrixType& U, MatrixType& V, int& squarings) { using std::frexp; using std::pow; const float l1norm = arg.cwiseAbs().colwise().sum().maxCoeff(); squarings = 0; if (l1norm < 4.258730016922831e-001f) { matrix_exp_pade3(arg, U, V); } else if (l1norm < 1.880152677804762e+000f) { matrix_exp_pade5(arg, U, V); } else { const float maxnorm = 3.925724783138660f; frexp(l1norm / maxnorm, &squarings); if (squarings < 0) squarings = 0; MatrixType A = arg.unaryExpr(MatrixExponentialScalingOp<float>(squarings)); matrix_exp_pade7(A, U, V); } } }; template <typename MatrixType> struct matrix_exp_computeUV<MatrixType, double> { template <typename ArgType> static void run(const ArgType& arg, MatrixType& U, MatrixType& V, int& squarings) { using std::frexp; using std::pow; const double l1norm = arg.cwiseAbs().colwise().sum().maxCoeff(); squarings = 0; if (l1norm < 1.495585217958292e-002) { matrix_exp_pade3(arg, U, V); } else if (l1norm < 2.539398330063230e-001) { matrix_exp_pade5(arg, U, V); } else if (l1norm < 9.504178996162932e-001) { matrix_exp_pade7(arg, U, V); } else if (l1norm < 2.097847961257068e+000) { matrix_exp_pade9(arg, U, V); } else { const double maxnorm = 5.371920351148152; frexp(l1norm / maxnorm, &squarings); if (squarings < 0) squarings = 0; MatrixType A = arg.unaryExpr(MatrixExponentialScalingOp<double>(squarings)); matrix_exp_pade13(A, U, V); } } }; template <typename MatrixType> struct matrix_exp_computeUV<MatrixType, long double> { template <typename ArgType> static void run(const ArgType& arg, MatrixType& U, MatrixType& V, int& squarings) { #if LDBL_MANT_DIG == 53 // double precision matrix_exp_computeUV<MatrixType, double>::run(arg, U, V, squarings); #else using std::frexp; using std::pow; const long double l1norm = arg.cwiseAbs().colwise().sum().maxCoeff(); squarings = 0; #if LDBL_MANT_DIG <= 64 // extended precision if (l1norm < 4.1968497232266989671e-003L) { matrix_exp_pade3(arg, U, V); } else if (l1norm < 1.1848116734693823091e-001L) { matrix_exp_pade5(arg, U, V); } else if (l1norm < 5.5170388480686700274e-001L) { matrix_exp_pade7(arg, U, V); } else if (l1norm < 1.3759868875587845383e+000L) { matrix_exp_pade9(arg, U, V); } else { const long double maxnorm = 4.0246098906697353063L; frexp(l1norm / maxnorm, &squarings); if (squarings < 0) squarings = 0; MatrixType A = arg.unaryExpr(MatrixExponentialScalingOp<long double>(squarings)); matrix_exp_pade13(A, U, V); } #elif LDBL_MANT_DIG <= 106 // double-double if (l1norm < 3.2787892205607026992947488108213e-005L) { matrix_exp_pade3(arg, U, V); } else if (l1norm < 6.4467025060072760084130906076332e-003L) { matrix_exp_pade5(arg, U, V); } else if (l1norm < 6.8988028496595374751374122881143e-002L) { matrix_exp_pade7(arg, U, V); } else if (l1norm < 2.7339737518502231741495857201670e-001L) { matrix_exp_pade9(arg, U, V); } else if (l1norm < 1.3203382096514474905666448850278e+000L) { matrix_exp_pade13(arg, U, V); } else { const long double maxnorm = 3.2579440895405400856599663723517L; frexp(l1norm / maxnorm, &squarings); if (squarings < 0) squarings = 0; MatrixType A = arg.unaryExpr(MatrixExponentialScalingOp<long double>(squarings)); matrix_exp_pade17(A, U, V); } #elif LDBL_MANT_DIG <= 112 // quadruple precison if (l1norm < 1.639394610288918690547467954466970e-005L) { matrix_exp_pade3(arg, U, V); } else if (l1norm < 4.253237712165275566025884344433009e-003L) { matrix_exp_pade5(arg, U, V); } else if (l1norm < 5.125804063165764409885122032933142e-002L) { matrix_exp_pade7(arg, U, V); } else if (l1norm < 2.170000765161155195453205651889853e-001L) { matrix_exp_pade9(arg, U, V); } else if (l1norm < 1.125358383453143065081397882891878e+000L) { matrix_exp_pade13(arg, U, V); } else { frexp(l1norm / maxnorm, &squarings); if (squarings < 0) squarings = 0; MatrixType A = arg.unaryExpr(MatrixExponentialScalingOp<long double>(squarings)); matrix_exp_pade17(A, U, V); } #else // this case should be handled in compute() eigen_assert(false && "Bug in MatrixExponential"); #endif #endif // LDBL_MANT_DIG } }; /* Computes the matrix exponential * * \param arg argument of matrix exponential (should be plain object) * \param result variable in which result will be stored */ template <typename ArgType, typename ResultType> void matrix_exp_compute(const ArgType& arg, ResultType &result) { typedef typename ArgType::PlainObject MatrixType; #if LDBL_MANT_DIG > 112 // rarely happens typedef typename traits<MatrixType>::Scalar Scalar; typedef typename NumTraits<Scalar>::Real RealScalar; typedef typename std::complex<RealScalar> ComplexScalar; if (sizeof(RealScalar) > 14) { result = arg.matrixFunction(internal::stem_function_exp<ComplexScalar>); return; } #endif MatrixType U, V; int squarings; matrix_exp_computeUV<MatrixType>::run(arg, U, V, squarings); // Pade approximant is (U+V) / (-U+V) MatrixType numer = U + V; MatrixType denom = -U + V; result = denom.partialPivLu().solve(numer); for (int i=0; i<squarings; i++) result *= result; // undo scaling by repeated squaring } } // end namespace Eigen::internal /** \ingroup MatrixFunctions_Module * * \brief Proxy for the matrix exponential of some matrix (expression). * * \tparam Derived Type of the argument to the matrix exponential. * * This class holds the argument to the matrix exponential until it is assigned or evaluated for * some other reason (so the argument should not be changed in the meantime). It is the return type * of MatrixBase::exp() and most of the time this is the only way it is used. */ template<typename Derived> struct MatrixExponentialReturnValue : public ReturnByValue<MatrixExponentialReturnValue<Derived> > { typedef typename Derived::Index Index; public: /** \brief Constructor. * * \param src %Matrix (expression) forming the argument of the matrix exponential. */ MatrixExponentialReturnValue(const Derived& src) : m_src(src) { } /** \brief Compute the matrix exponential. * * \param result the matrix exponential of \p src in the constructor. */ template <typename ResultType> inline void evalTo(ResultType& result) const { const typename internal::nested_eval<Derived, 10>::type tmp(m_src); internal::matrix_exp_compute(tmp, result); } Index rows() const { return m_src.rows(); } Index cols() const { return m_src.cols(); } protected: const typename internal::ref_selector<Derived>::type m_src; }; namespace internal { template<typename Derived> struct traits<MatrixExponentialReturnValue<Derived> > { typedef typename Derived::PlainObject ReturnType; }; } template <typename Derived> const MatrixExponentialReturnValue<Derived> MatrixBase<Derived>::exp() const { eigen_assert(rows() == cols()); return MatrixExponentialReturnValue<Derived>(derived()); } } // end namespace Eigen #endif // EIGEN_MATRIX_EXPONENTIAL
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abess-master/python/include/unsupported/Eigen/src/MatrixFunctions/MatrixFunction.h
// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2009-2011, 2013 Jitse Niesen <[email protected]> // // This Source Code Form is subject to the terms of the Mozilla // Public License v. 2.0. If a copy of the MPL was not distributed // with this file, You can obtain one at http://mozilla.org/MPL/2.0/. #ifndef EIGEN_MATRIX_FUNCTION #define EIGEN_MATRIX_FUNCTION #include "StemFunction.h" namespace Eigen { namespace internal { /** \brief Maximum distance allowed between eigenvalues to be considered "close". */ static const float matrix_function_separation = 0.1f; /** \ingroup MatrixFunctions_Module * \class MatrixFunctionAtomic * \brief Helper class for computing matrix functions of atomic matrices. * * Here, an atomic matrix is a triangular matrix whose diagonal entries are close to each other. */ template <typename MatrixType> class MatrixFunctionAtomic { public: typedef typename MatrixType::Scalar Scalar; typedef typename stem_function<Scalar>::type StemFunction; /** \brief Constructor * \param[in] f matrix function to compute. */ MatrixFunctionAtomic(StemFunction f) : m_f(f) { } /** \brief Compute matrix function of atomic matrix * \param[in] A argument of matrix function, should be upper triangular and atomic * \returns f(A), the matrix function evaluated at the given matrix */ MatrixType compute(const MatrixType& A); private: StemFunction* m_f; }; template <typename MatrixType> typename NumTraits<typename MatrixType::Scalar>::Real matrix_function_compute_mu(const MatrixType& A) { typedef typename plain_col_type<MatrixType>::type VectorType; typename MatrixType::Index rows = A.rows(); const MatrixType N = MatrixType::Identity(rows, rows) - A; VectorType e = VectorType::Ones(rows); N.template triangularView<Upper>().solveInPlace(e); return e.cwiseAbs().maxCoeff(); } template <typename MatrixType> MatrixType MatrixFunctionAtomic<MatrixType>::compute(const MatrixType& A) { // TODO: Use that A is upper triangular typedef typename NumTraits<Scalar>::Real RealScalar; typedef typename MatrixType::Index Index; Index rows = A.rows(); Scalar avgEival = A.trace() / Scalar(RealScalar(rows)); MatrixType Ashifted = A - avgEival * MatrixType::Identity(rows, rows); RealScalar mu = matrix_function_compute_mu(Ashifted); MatrixType F = m_f(avgEival, 0) * MatrixType::Identity(rows, rows); MatrixType P = Ashifted; MatrixType Fincr; for (Index s = 1; s < 1.1 * rows + 10; s++) { // upper limit is fairly arbitrary Fincr = m_f(avgEival, static_cast<int>(s)) * P; F += Fincr; P = Scalar(RealScalar(1.0/(s + 1))) * P * Ashifted; // test whether Taylor series converged const RealScalar F_norm = F.cwiseAbs().rowwise().sum().maxCoeff(); const RealScalar Fincr_norm = Fincr.cwiseAbs().rowwise().sum().maxCoeff(); if (Fincr_norm < NumTraits<Scalar>::epsilon() * F_norm) { RealScalar delta = 0; RealScalar rfactorial = 1; for (Index r = 0; r < rows; r++) { RealScalar mx = 0; for (Index i = 0; i < rows; i++) mx = (std::max)(mx, std::abs(m_f(Ashifted(i, i) + avgEival, static_cast<int>(s+r)))); if (r != 0) rfactorial *= RealScalar(r); delta = (std::max)(delta, mx / rfactorial); } const RealScalar P_norm = P.cwiseAbs().rowwise().sum().maxCoeff(); if (mu * delta * P_norm < NumTraits<Scalar>::epsilon() * F_norm) // series converged break; } } return F; } /** \brief Find cluster in \p clusters containing some value * \param[in] key Value to find * \returns Iterator to cluster containing \p key, or \c clusters.end() if no cluster in \p m_clusters * contains \p key. */ template <typename Index, typename ListOfClusters> typename ListOfClusters::iterator matrix_function_find_cluster(Index key, ListOfClusters& clusters) { typename std::list<Index>::iterator j; for (typename ListOfClusters::iterator i = clusters.begin(); i != clusters.end(); ++i) { j = std::find(i->begin(), i->end(), key); if (j != i->end()) return i; } return clusters.end(); } /** \brief Partition eigenvalues in clusters of ei'vals close to each other * * \param[in] eivals Eigenvalues * \param[out] clusters Resulting partition of eigenvalues * * The partition satisfies the following two properties: * # Any eigenvalue in a certain cluster is at most matrix_function_separation() away from another eigenvalue * in the same cluster. * # The distance between two eigenvalues in different clusters is more than matrix_function_separation(). * The implementation follows Algorithm 4.1 in the paper of Davies and Higham. */ template <typename EivalsType, typename Cluster> void matrix_function_partition_eigenvalues(const EivalsType& eivals, std::list<Cluster>& clusters) { typedef typename EivalsType::Index Index; typedef typename EivalsType::RealScalar RealScalar; for (Index i=0; i<eivals.rows(); ++i) { // Find cluster containing i-th ei'val, adding a new cluster if necessary typename std::list<Cluster>::iterator qi = matrix_function_find_cluster(i, clusters); if (qi == clusters.end()) { Cluster l; l.push_back(i); clusters.push_back(l); qi = clusters.end(); --qi; } // Look for other element to add to the set for (Index j=i+1; j<eivals.rows(); ++j) { if (abs(eivals(j) - eivals(i)) <= RealScalar(matrix_function_separation) && std::find(qi->begin(), qi->end(), j) == qi->end()) { typename std::list<Cluster>::iterator qj = matrix_function_find_cluster(j, clusters); if (qj == clusters.end()) { qi->push_back(j); } else { qi->insert(qi->end(), qj->begin(), qj->end()); clusters.erase(qj); } } } } } /** \brief Compute size of each cluster given a partitioning */ template <typename ListOfClusters, typename Index> void matrix_function_compute_cluster_size(const ListOfClusters& clusters, Matrix<Index, Dynamic, 1>& clusterSize) { const Index numClusters = static_cast<Index>(clusters.size()); clusterSize.setZero(numClusters); Index clusterIndex = 0; for (typename ListOfClusters::const_iterator cluster = clusters.begin(); cluster != clusters.end(); ++cluster) { clusterSize[clusterIndex] = cluster->size(); ++clusterIndex; } } /** \brief Compute start of each block using clusterSize */ template <typename VectorType> void matrix_function_compute_block_start(const VectorType& clusterSize, VectorType& blockStart) { blockStart.resize(clusterSize.rows()); blockStart(0) = 0; for (typename VectorType::Index i = 1; i < clusterSize.rows(); i++) { blockStart(i) = blockStart(i-1) + clusterSize(i-1); } } /** \brief Compute mapping of eigenvalue indices to cluster indices */ template <typename EivalsType, typename ListOfClusters, typename VectorType> void matrix_function_compute_map(const EivalsType& eivals, const ListOfClusters& clusters, VectorType& eivalToCluster) { typedef typename EivalsType::Index Index; eivalToCluster.resize(eivals.rows()); Index clusterIndex = 0; for (typename ListOfClusters::const_iterator cluster = clusters.begin(); cluster != clusters.end(); ++cluster) { for (Index i = 0; i < eivals.rows(); ++i) { if (std::find(cluster->begin(), cluster->end(), i) != cluster->end()) { eivalToCluster[i] = clusterIndex; } } ++clusterIndex; } } /** \brief Compute permutation which groups ei'vals in same cluster together */ template <typename DynVectorType, typename VectorType> void matrix_function_compute_permutation(const DynVectorType& blockStart, const DynVectorType& eivalToCluster, VectorType& permutation) { typedef typename VectorType::Index Index; DynVectorType indexNextEntry = blockStart; permutation.resize(eivalToCluster.rows()); for (Index i = 0; i < eivalToCluster.rows(); i++) { Index cluster = eivalToCluster[i]; permutation[i] = indexNextEntry[cluster]; ++indexNextEntry[cluster]; } } /** \brief Permute Schur decomposition in U and T according to permutation */ template <typename VectorType, typename MatrixType> void matrix_function_permute_schur(VectorType& permutation, MatrixType& U, MatrixType& T) { typedef typename VectorType::Index Index; for (Index i = 0; i < permutation.rows() - 1; i++) { Index j; for (j = i; j < permutation.rows(); j++) { if (permutation(j) == i) break; } eigen_assert(permutation(j) == i); for (Index k = j-1; k >= i; k--) { JacobiRotation<typename MatrixType::Scalar> rotation; rotation.makeGivens(T(k, k+1), T(k+1, k+1) - T(k, k)); T.applyOnTheLeft(k, k+1, rotation.adjoint()); T.applyOnTheRight(k, k+1, rotation); U.applyOnTheRight(k, k+1, rotation); std::swap(permutation.coeffRef(k), permutation.coeffRef(k+1)); } } } /** \brief Compute block diagonal part of matrix function. * * This routine computes the matrix function applied to the block diagonal part of \p T (which should be * upper triangular), with the blocking given by \p blockStart and \p clusterSize. The matrix function of * each diagonal block is computed by \p atomic. The off-diagonal parts of \p fT are set to zero. */ template <typename MatrixType, typename AtomicType, typename VectorType> void matrix_function_compute_block_atomic(const MatrixType& T, AtomicType& atomic, const VectorType& blockStart, const VectorType& clusterSize, MatrixType& fT) { fT.setZero(T.rows(), T.cols()); for (typename VectorType::Index i = 0; i < clusterSize.rows(); ++i) { fT.block(blockStart(i), blockStart(i), clusterSize(i), clusterSize(i)) = atomic.compute(T.block(blockStart(i), blockStart(i), clusterSize(i), clusterSize(i))); } } /** \brief Solve a triangular Sylvester equation AX + XB = C * * \param[in] A the matrix A; should be square and upper triangular * \param[in] B the matrix B; should be square and upper triangular * \param[in] C the matrix C; should have correct size. * * \returns the solution X. * * If A is m-by-m and B is n-by-n, then both C and X are m-by-n. The (i,j)-th component of the Sylvester * equation is * \f[ * \sum_{k=i}^m A_{ik} X_{kj} + \sum_{k=1}^j X_{ik} B_{kj} = C_{ij}. * \f] * This can be re-arranged to yield: * \f[ * X_{ij} = \frac{1}{A_{ii} + B_{jj}} \Bigl( C_{ij} * - \sum_{k=i+1}^m A_{ik} X_{kj} - \sum_{k=1}^{j-1} X_{ik} B_{kj} \Bigr). * \f] * It is assumed that A and B are such that the numerator is never zero (otherwise the Sylvester equation * does not have a unique solution). In that case, these equations can be evaluated in the order * \f$ i=m,\ldots,1 \f$ and \f$ j=1,\ldots,n \f$. */ template <typename MatrixType> MatrixType matrix_function_solve_triangular_sylvester(const MatrixType& A, const MatrixType& B, const MatrixType& C) { eigen_assert(A.rows() == A.cols()); eigen_assert(A.isUpperTriangular()); eigen_assert(B.rows() == B.cols()); eigen_assert(B.isUpperTriangular()); eigen_assert(C.rows() == A.rows()); eigen_assert(C.cols() == B.rows()); typedef typename MatrixType::Index Index; typedef typename MatrixType::Scalar Scalar; Index m = A.rows(); Index n = B.rows(); MatrixType X(m, n); for (Index i = m - 1; i >= 0; --i) { for (Index j = 0; j < n; ++j) { // Compute AX = \sum_{k=i+1}^m A_{ik} X_{kj} Scalar AX; if (i == m - 1) { AX = 0; } else { Matrix<Scalar,1,1> AXmatrix = A.row(i).tail(m-1-i) * X.col(j).tail(m-1-i); AX = AXmatrix(0,0); } // Compute XB = \sum_{k=1}^{j-1} X_{ik} B_{kj} Scalar XB; if (j == 0) { XB = 0; } else { Matrix<Scalar,1,1> XBmatrix = X.row(i).head(j) * B.col(j).head(j); XB = XBmatrix(0,0); } X(i,j) = (C(i,j) - AX - XB) / (A(i,i) + B(j,j)); } } return X; } /** \brief Compute part of matrix function above block diagonal. * * This routine completes the computation of \p fT, denoting a matrix function applied to the triangular * matrix \p T. It assumes that the block diagonal part of \p fT has already been computed. The part below * the diagonal is zero, because \p T is upper triangular. */ template <typename MatrixType, typename VectorType> void matrix_function_compute_above_diagonal(const MatrixType& T, const VectorType& blockStart, const VectorType& clusterSize, MatrixType& fT) { typedef internal::traits<MatrixType> Traits; typedef typename MatrixType::Scalar Scalar; typedef typename MatrixType::Index Index; static const int RowsAtCompileTime = Traits::RowsAtCompileTime; static const int ColsAtCompileTime = Traits::ColsAtCompileTime; static const int Options = MatrixType::Options; typedef Matrix<Scalar, Dynamic, Dynamic, Options, RowsAtCompileTime, ColsAtCompileTime> DynMatrixType; for (Index k = 1; k < clusterSize.rows(); k++) { for (Index i = 0; i < clusterSize.rows() - k; i++) { // compute (i, i+k) block DynMatrixType A = T.block(blockStart(i), blockStart(i), clusterSize(i), clusterSize(i)); DynMatrixType B = -T.block(blockStart(i+k), blockStart(i+k), clusterSize(i+k), clusterSize(i+k)); DynMatrixType C = fT.block(blockStart(i), blockStart(i), clusterSize(i), clusterSize(i)) * T.block(blockStart(i), blockStart(i+k), clusterSize(i), clusterSize(i+k)); C -= T.block(blockStart(i), blockStart(i+k), clusterSize(i), clusterSize(i+k)) * fT.block(blockStart(i+k), blockStart(i+k), clusterSize(i+k), clusterSize(i+k)); for (Index m = i + 1; m < i + k; m++) { C += fT.block(blockStart(i), blockStart(m), clusterSize(i), clusterSize(m)) * T.block(blockStart(m), blockStart(i+k), clusterSize(m), clusterSize(i+k)); C -= T.block(blockStart(i), blockStart(m), clusterSize(i), clusterSize(m)) * fT.block(blockStart(m), blockStart(i+k), clusterSize(m), clusterSize(i+k)); } fT.block(blockStart(i), blockStart(i+k), clusterSize(i), clusterSize(i+k)) = matrix_function_solve_triangular_sylvester(A, B, C); } } } /** \ingroup MatrixFunctions_Module * \brief Class for computing matrix functions. * \tparam MatrixType type of the argument of the matrix function, * expected to be an instantiation of the Matrix class template. * \tparam AtomicType type for computing matrix function of atomic blocks. * \tparam IsComplex used internally to select correct specialization. * * This class implements the Schur-Parlett algorithm for computing matrix functions. The spectrum of the * matrix is divided in clustered of eigenvalues that lies close together. This class delegates the * computation of the matrix function on every block corresponding to these clusters to an object of type * \p AtomicType and uses these results to compute the matrix function of the whole matrix. The class * \p AtomicType should have a \p compute() member function for computing the matrix function of a block. * * \sa class MatrixFunctionAtomic, class MatrixLogarithmAtomic */ template <typename MatrixType, int IsComplex = NumTraits<typename internal::traits<MatrixType>::Scalar>::IsComplex> struct matrix_function_compute { /** \brief Compute the matrix function. * * \param[in] A argument of matrix function, should be a square matrix. * \param[in] atomic class for computing matrix function of atomic blocks. * \param[out] result the function \p f applied to \p A, as * specified in the constructor. * * See MatrixBase::matrixFunction() for details on how this computation * is implemented. */ template <typename AtomicType, typename ResultType> static void run(const MatrixType& A, AtomicType& atomic, ResultType &result); }; /** \internal \ingroup MatrixFunctions_Module * \brief Partial specialization of MatrixFunction for real matrices * * This converts the real matrix to a complex matrix, compute the matrix function of that matrix, and then * converts the result back to a real matrix. */ template <typename MatrixType> struct matrix_function_compute<MatrixType, 0> { template <typename MatA, typename AtomicType, typename ResultType> static void run(const MatA& A, AtomicType& atomic, ResultType &result) { typedef internal::traits<MatrixType> Traits; typedef typename Traits::Scalar Scalar; static const int Rows = Traits::RowsAtCompileTime, Cols = Traits::ColsAtCompileTime; static const int MaxRows = Traits::MaxRowsAtCompileTime, MaxCols = Traits::MaxColsAtCompileTime; typedef std::complex<Scalar> ComplexScalar; typedef Matrix<ComplexScalar, Rows, Cols, 0, MaxRows, MaxCols> ComplexMatrix; ComplexMatrix CA = A.template cast<ComplexScalar>(); ComplexMatrix Cresult; matrix_function_compute<ComplexMatrix>::run(CA, atomic, Cresult); result = Cresult.real(); } }; /** \internal \ingroup MatrixFunctions_Module * \brief Partial specialization of MatrixFunction for complex matrices */ template <typename MatrixType> struct matrix_function_compute<MatrixType, 1> { template <typename MatA, typename AtomicType, typename ResultType> static void run(const MatA& A, AtomicType& atomic, ResultType &result) { typedef internal::traits<MatrixType> Traits; // compute Schur decomposition of A const ComplexSchur<MatrixType> schurOfA(A); MatrixType T = schurOfA.matrixT(); MatrixType U = schurOfA.matrixU(); // partition eigenvalues into clusters of ei'vals "close" to each other std::list<std::list<Index> > clusters; matrix_function_partition_eigenvalues(T.diagonal(), clusters); // compute size of each cluster Matrix<Index, Dynamic, 1> clusterSize; matrix_function_compute_cluster_size(clusters, clusterSize); // blockStart[i] is row index at which block corresponding to i-th cluster starts Matrix<Index, Dynamic, 1> blockStart; matrix_function_compute_block_start(clusterSize, blockStart); // compute map so that eivalToCluster[i] = j means that i-th ei'val is in j-th cluster Matrix<Index, Dynamic, 1> eivalToCluster; matrix_function_compute_map(T.diagonal(), clusters, eivalToCluster); // compute permutation which groups ei'vals in same cluster together Matrix<Index, Traits::RowsAtCompileTime, 1> permutation; matrix_function_compute_permutation(blockStart, eivalToCluster, permutation); // permute Schur decomposition matrix_function_permute_schur(permutation, U, T); // compute result MatrixType fT; // matrix function applied to T matrix_function_compute_block_atomic(T, atomic, blockStart, clusterSize, fT); matrix_function_compute_above_diagonal(T, blockStart, clusterSize, fT); result = U * (fT.template triangularView<Upper>() * U.adjoint()); } }; } // end of namespace internal /** \ingroup MatrixFunctions_Module * * \brief Proxy for the matrix function of some matrix (expression). * * \tparam Derived Type of the argument to the matrix function. * * This class holds the argument to the matrix function until it is assigned or evaluated for some other * reason (so the argument should not be changed in the meantime). It is the return type of * matrixBase::matrixFunction() and related functions and most of the time this is the only way it is used. */ template<typename Derived> class MatrixFunctionReturnValue : public ReturnByValue<MatrixFunctionReturnValue<Derived> > { public: typedef typename Derived::Scalar Scalar; typedef typename Derived::Index Index; typedef typename internal::stem_function<Scalar>::type StemFunction; protected: typedef typename internal::ref_selector<Derived>::type DerivedNested; public: /** \brief Constructor. * * \param[in] A %Matrix (expression) forming the argument of the matrix function. * \param[in] f Stem function for matrix function under consideration. */ MatrixFunctionReturnValue(const Derived& A, StemFunction f) : m_A(A), m_f(f) { } /** \brief Compute the matrix function. * * \param[out] result \p f applied to \p A, where \p f and \p A are as in the constructor. */ template <typename ResultType> inline void evalTo(ResultType& result) const { typedef typename internal::nested_eval<Derived, 10>::type NestedEvalType; typedef typename internal::remove_all<NestedEvalType>::type NestedEvalTypeClean; typedef internal::traits<NestedEvalTypeClean> Traits; static const int RowsAtCompileTime = Traits::RowsAtCompileTime; static const int ColsAtCompileTime = Traits::ColsAtCompileTime; typedef std::complex<typename NumTraits<Scalar>::Real> ComplexScalar; typedef Matrix<ComplexScalar, Dynamic, Dynamic, 0, RowsAtCompileTime, ColsAtCompileTime> DynMatrixType; typedef internal::MatrixFunctionAtomic<DynMatrixType> AtomicType; AtomicType atomic(m_f); internal::matrix_function_compute<typename NestedEvalTypeClean::PlainObject>::run(m_A, atomic, result); } Index rows() const { return m_A.rows(); } Index cols() const { return m_A.cols(); } private: const DerivedNested m_A; StemFunction *m_f; }; namespace internal { template<typename Derived> struct traits<MatrixFunctionReturnValue<Derived> > { typedef typename Derived::PlainObject ReturnType; }; } /********** MatrixBase methods **********/ template <typename Derived> const MatrixFunctionReturnValue<Derived> MatrixBase<Derived>::matrixFunction(typename internal::stem_function<typename internal::traits<Derived>::Scalar>::type f) const { eigen_assert(rows() == cols()); return MatrixFunctionReturnValue<Derived>(derived(), f); } template <typename Derived> const MatrixFunctionReturnValue<Derived> MatrixBase<Derived>::sin() const { eigen_assert(rows() == cols()); typedef typename internal::stem_function<Scalar>::ComplexScalar ComplexScalar; return MatrixFunctionReturnValue<Derived>(derived(), internal::stem_function_sin<ComplexScalar>); } template <typename Derived> const MatrixFunctionReturnValue<Derived> MatrixBase<Derived>::cos() const { eigen_assert(rows() == cols()); typedef typename internal::stem_function<Scalar>::ComplexScalar ComplexScalar; return MatrixFunctionReturnValue<Derived>(derived(), internal::stem_function_cos<ComplexScalar>); } template <typename Derived> const MatrixFunctionReturnValue<Derived> MatrixBase<Derived>::sinh() const { eigen_assert(rows() == cols()); typedef typename internal::stem_function<Scalar>::ComplexScalar ComplexScalar; return MatrixFunctionReturnValue<Derived>(derived(), internal::stem_function_sinh<ComplexScalar>); } template <typename Derived> const MatrixFunctionReturnValue<Derived> MatrixBase<Derived>::cosh() const { eigen_assert(rows() == cols()); typedef typename internal::stem_function<Scalar>::ComplexScalar ComplexScalar; return MatrixFunctionReturnValue<Derived>(derived(), internal::stem_function_cosh<ComplexScalar>); } } // end namespace Eigen #endif // EIGEN_MATRIX_FUNCTION
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abess-master/python/include/unsupported/Eigen/src/MatrixFunctions/MatrixLogarithm.h
// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2011, 2013 Jitse Niesen <[email protected]> // Copyright (C) 2011 Chen-Pang He <[email protected]> // // This Source Code Form is subject to the terms of the Mozilla // Public License v. 2.0. If a copy of the MPL was not distributed // with this file, You can obtain one at http://mozilla.org/MPL/2.0/. #ifndef EIGEN_MATRIX_LOGARITHM #define EIGEN_MATRIX_LOGARITHM namespace Eigen { namespace internal { template <typename Scalar> struct matrix_log_min_pade_degree { static const int value = 3; }; template <typename Scalar> struct matrix_log_max_pade_degree { typedef typename NumTraits<Scalar>::Real RealScalar; static const int value = std::numeric_limits<RealScalar>::digits<= 24? 5: // single precision std::numeric_limits<RealScalar>::digits<= 53? 7: // double precision std::numeric_limits<RealScalar>::digits<= 64? 8: // extended precision std::numeric_limits<RealScalar>::digits<=106? 10: // double-double 11; // quadruple precision }; /** \brief Compute logarithm of 2x2 triangular matrix. */ template <typename MatrixType> void matrix_log_compute_2x2(const MatrixType& A, MatrixType& result) { typedef typename MatrixType::Scalar Scalar; typedef typename MatrixType::RealScalar RealScalar; using std::abs; using std::ceil; using std::imag; using std::log; Scalar logA00 = log(A(0,0)); Scalar logA11 = log(A(1,1)); result(0,0) = logA00; result(1,0) = Scalar(0); result(1,1) = logA11; Scalar y = A(1,1) - A(0,0); if (y==Scalar(0)) { result(0,1) = A(0,1) / A(0,0); } else if ((abs(A(0,0)) < RealScalar(0.5)*abs(A(1,1))) || (abs(A(0,0)) > 2*abs(A(1,1)))) { result(0,1) = A(0,1) * (logA11 - logA00) / y; } else { // computation in previous branch is inaccurate if A(1,1) \approx A(0,0) int unwindingNumber = static_cast<int>(ceil((imag(logA11 - logA00) - RealScalar(EIGEN_PI)) / RealScalar(2*EIGEN_PI))); result(0,1) = A(0,1) * (numext::log1p(y/A(0,0)) + Scalar(0,2*EIGEN_PI*unwindingNumber)) / y; } } /* \brief Get suitable degree for Pade approximation. (specialized for RealScalar = float) */ inline int matrix_log_get_pade_degree(float normTminusI) { const float maxNormForPade[] = { 2.5111573934555054e-1 /* degree = 3 */ , 4.0535837411880493e-1, 5.3149729967117310e-1 }; const int minPadeDegree = matrix_log_min_pade_degree<float>::value; const int maxPadeDegree = matrix_log_max_pade_degree<float>::value; int degree = minPadeDegree; for (; degree <= maxPadeDegree; ++degree) if (normTminusI <= maxNormForPade[degree - minPadeDegree]) break; return degree; } /* \brief Get suitable degree for Pade approximation. (specialized for RealScalar = double) */ inline int matrix_log_get_pade_degree(double normTminusI) { const double maxNormForPade[] = { 1.6206284795015624e-2 /* degree = 3 */ , 5.3873532631381171e-2, 1.1352802267628681e-1, 1.8662860613541288e-1, 2.642960831111435e-1 }; const int minPadeDegree = matrix_log_min_pade_degree<double>::value; const int maxPadeDegree = matrix_log_max_pade_degree<double>::value; int degree = minPadeDegree; for (; degree <= maxPadeDegree; ++degree) if (normTminusI <= maxNormForPade[degree - minPadeDegree]) break; return degree; } /* \brief Get suitable degree for Pade approximation. (specialized for RealScalar = long double) */ inline int matrix_log_get_pade_degree(long double normTminusI) { #if LDBL_MANT_DIG == 53 // double precision const long double maxNormForPade[] = { 1.6206284795015624e-2L /* degree = 3 */ , 5.3873532631381171e-2L, 1.1352802267628681e-1L, 1.8662860613541288e-1L, 2.642960831111435e-1L }; #elif LDBL_MANT_DIG <= 64 // extended precision const long double maxNormForPade[] = { 5.48256690357782863103e-3L /* degree = 3 */, 2.34559162387971167321e-2L, 5.84603923897347449857e-2L, 1.08486423756725170223e-1L, 1.68385767881294446649e-1L, 2.32777776523703892094e-1L }; #elif LDBL_MANT_DIG <= 106 // double-double const long double maxNormForPade[] = { 8.58970550342939562202529664318890e-5L /* degree = 3 */, 9.34074328446359654039446552677759e-4L, 4.26117194647672175773064114582860e-3L, 1.21546224740281848743149666560464e-2L, 2.61100544998339436713088248557444e-2L, 4.66170074627052749243018566390567e-2L, 7.32585144444135027565872014932387e-2L, 1.05026503471351080481093652651105e-1L }; #else // quadruple precision const long double maxNormForPade[] = { 4.7419931187193005048501568167858103e-5L /* degree = 3 */, 5.8853168473544560470387769480192666e-4L, 2.9216120366601315391789493628113520e-3L, 8.8415758124319434347116734705174308e-3L, 1.9850836029449446668518049562565291e-2L, 3.6688019729653446926585242192447447e-2L, 5.9290962294020186998954055264528393e-2L, 8.6998436081634343903250580992127677e-2L, 1.1880960220216759245467951592883642e-1L }; #endif const int minPadeDegree = matrix_log_min_pade_degree<long double>::value; const int maxPadeDegree = matrix_log_max_pade_degree<long double>::value; int degree = minPadeDegree; for (; degree <= maxPadeDegree; ++degree) if (normTminusI <= maxNormForPade[degree - minPadeDegree]) break; return degree; } /* \brief Compute Pade approximation to matrix logarithm */ template <typename MatrixType> void matrix_log_compute_pade(MatrixType& result, const MatrixType& T, int degree) { typedef typename NumTraits<typename MatrixType::Scalar>::Real RealScalar; const int minPadeDegree = 3; const int maxPadeDegree = 11; assert(degree >= minPadeDegree && degree <= maxPadeDegree); const RealScalar nodes[][maxPadeDegree] = { { 0.1127016653792583114820734600217600L, 0.5000000000000000000000000000000000L, // degree 3 0.8872983346207416885179265399782400L }, { 0.0694318442029737123880267555535953L, 0.3300094782075718675986671204483777L, // degree 4 0.6699905217924281324013328795516223L, 0.9305681557970262876119732444464048L }, { 0.0469100770306680036011865608503035L, 0.2307653449471584544818427896498956L, // degree 5 0.5000000000000000000000000000000000L, 0.7692346550528415455181572103501044L, 0.9530899229693319963988134391496965L }, { 0.0337652428984239860938492227530027L, 0.1693953067668677431693002024900473L, // degree 6 0.3806904069584015456847491391596440L, 0.6193095930415984543152508608403560L, 0.8306046932331322568306997975099527L, 0.9662347571015760139061507772469973L }, { 0.0254460438286207377369051579760744L, 0.1292344072003027800680676133596058L, // degree 7 0.2970774243113014165466967939615193L, 0.5000000000000000000000000000000000L, 0.7029225756886985834533032060384807L, 0.8707655927996972199319323866403942L, 0.9745539561713792622630948420239256L }, { 0.0198550717512318841582195657152635L, 0.1016667612931866302042230317620848L, // degree 8 0.2372337950418355070911304754053768L, 0.4082826787521750975302619288199080L, 0.5917173212478249024697380711800920L, 0.7627662049581644929088695245946232L, 0.8983332387068133697957769682379152L, 0.9801449282487681158417804342847365L }, { 0.0159198802461869550822118985481636L, 0.0819844463366821028502851059651326L, // degree 9 0.1933142836497048013456489803292629L, 0.3378732882980955354807309926783317L, 0.5000000000000000000000000000000000L, 0.6621267117019044645192690073216683L, 0.8066857163502951986543510196707371L, 0.9180155536633178971497148940348674L, 0.9840801197538130449177881014518364L }, { 0.0130467357414141399610179939577740L, 0.0674683166555077446339516557882535L, // degree 10 0.1602952158504877968828363174425632L, 0.2833023029353764046003670284171079L, 0.4255628305091843945575869994351400L, 0.5744371694908156054424130005648600L, 0.7166976970646235953996329715828921L, 0.8397047841495122031171636825574368L, 0.9325316833444922553660483442117465L, 0.9869532642585858600389820060422260L }, { 0.0108856709269715035980309994385713L, 0.0564687001159523504624211153480364L, // degree 11 0.1349239972129753379532918739844233L, 0.2404519353965940920371371652706952L, 0.3652284220238275138342340072995692L, 0.5000000000000000000000000000000000L, 0.6347715779761724861657659927004308L, 0.7595480646034059079628628347293048L, 0.8650760027870246620467081260155767L, 0.9435312998840476495375788846519636L, 0.9891143290730284964019690005614287L } }; const RealScalar weights[][maxPadeDegree] = { { 0.2777777777777777777777777777777778L, 0.4444444444444444444444444444444444L, // degree 3 0.2777777777777777777777777777777778L }, { 0.1739274225687269286865319746109997L, 0.3260725774312730713134680253890003L, // degree 4 0.3260725774312730713134680253890003L, 0.1739274225687269286865319746109997L }, { 0.1184634425280945437571320203599587L, 0.2393143352496832340206457574178191L, // degree 5 0.2844444444444444444444444444444444L, 0.2393143352496832340206457574178191L, 0.1184634425280945437571320203599587L }, { 0.0856622461895851725201480710863665L, 0.1803807865240693037849167569188581L, // degree 6 0.2339569672863455236949351719947755L, 0.2339569672863455236949351719947755L, 0.1803807865240693037849167569188581L, 0.0856622461895851725201480710863665L }, { 0.0647424830844348466353057163395410L, 0.1398526957446383339507338857118898L, // degree 7 0.1909150252525594724751848877444876L, 0.2089795918367346938775510204081633L, 0.1909150252525594724751848877444876L, 0.1398526957446383339507338857118898L, 0.0647424830844348466353057163395410L }, { 0.0506142681451881295762656771549811L, 0.1111905172266872352721779972131204L, // degree 8 0.1568533229389436436689811009933007L, 0.1813418916891809914825752246385978L, 0.1813418916891809914825752246385978L, 0.1568533229389436436689811009933007L, 0.1111905172266872352721779972131204L, 0.0506142681451881295762656771549811L }, { 0.0406371941807872059859460790552618L, 0.0903240803474287020292360156214564L, // degree 9 0.1303053482014677311593714347093164L, 0.1561735385200014200343152032922218L, 0.1651196775006298815822625346434870L, 0.1561735385200014200343152032922218L, 0.1303053482014677311593714347093164L, 0.0903240803474287020292360156214564L, 0.0406371941807872059859460790552618L }, { 0.0333356721543440687967844049466659L, 0.0747256745752902965728881698288487L, // degree 10 0.1095431812579910219977674671140816L, 0.1346333596549981775456134607847347L, 0.1477621123573764350869464973256692L, 0.1477621123573764350869464973256692L, 0.1346333596549981775456134607847347L, 0.1095431812579910219977674671140816L, 0.0747256745752902965728881698288487L, 0.0333356721543440687967844049466659L }, { 0.0278342835580868332413768602212743L, 0.0627901847324523123173471496119701L, // degree 11 0.0931451054638671257130488207158280L, 0.1165968822959952399592618524215876L, 0.1314022722551233310903444349452546L, 0.1364625433889503153572417641681711L, 0.1314022722551233310903444349452546L, 0.1165968822959952399592618524215876L, 0.0931451054638671257130488207158280L, 0.0627901847324523123173471496119701L, 0.0278342835580868332413768602212743L } }; MatrixType TminusI = T - MatrixType::Identity(T.rows(), T.rows()); result.setZero(T.rows(), T.rows()); for (int k = 0; k < degree; ++k) { RealScalar weight = weights[degree-minPadeDegree][k]; RealScalar node = nodes[degree-minPadeDegree][k]; result += weight * (MatrixType::Identity(T.rows(), T.rows()) + node * TminusI) .template triangularView<Upper>().solve(TminusI); } } /** \brief Compute logarithm of triangular matrices with size > 2. * \details This uses a inverse scale-and-square algorithm. */ template <typename MatrixType> void matrix_log_compute_big(const MatrixType& A, MatrixType& result) { typedef typename MatrixType::Scalar Scalar; typedef typename NumTraits<Scalar>::Real RealScalar; using std::pow; int numberOfSquareRoots = 0; int numberOfExtraSquareRoots = 0; int degree; MatrixType T = A, sqrtT; int maxPadeDegree = matrix_log_max_pade_degree<Scalar>::value; const RealScalar maxNormForPade = maxPadeDegree<= 5? 5.3149729967117310e-1L: // single precision maxPadeDegree<= 7? 2.6429608311114350e-1L: // double precision maxPadeDegree<= 8? 2.32777776523703892094e-1L: // extended precision maxPadeDegree<=10? 1.05026503471351080481093652651105e-1L: // double-double 1.1880960220216759245467951592883642e-1L; // quadruple precision while (true) { RealScalar normTminusI = (T - MatrixType::Identity(T.rows(), T.rows())).cwiseAbs().colwise().sum().maxCoeff(); if (normTminusI < maxNormForPade) { degree = matrix_log_get_pade_degree(normTminusI); int degree2 = matrix_log_get_pade_degree(normTminusI / RealScalar(2)); if ((degree - degree2 <= 1) || (numberOfExtraSquareRoots == 1)) break; ++numberOfExtraSquareRoots; } matrix_sqrt_triangular(T, sqrtT); T = sqrtT.template triangularView<Upper>(); ++numberOfSquareRoots; } matrix_log_compute_pade(result, T, degree); result *= pow(RealScalar(2), numberOfSquareRoots); } /** \ingroup MatrixFunctions_Module * \class MatrixLogarithmAtomic * \brief Helper class for computing matrix logarithm of atomic matrices. * * Here, an atomic matrix is a triangular matrix whose diagonal entries are close to each other. * * \sa class MatrixFunctionAtomic, MatrixBase::log() */ template <typename MatrixType> class MatrixLogarithmAtomic { public: /** \brief Compute matrix logarithm of atomic matrix * \param[in] A argument of matrix logarithm, should be upper triangular and atomic * \returns The logarithm of \p A. */ MatrixType compute(const MatrixType& A); }; template <typename MatrixType> MatrixType MatrixLogarithmAtomic<MatrixType>::compute(const MatrixType& A) { using std::log; MatrixType result(A.rows(), A.rows()); if (A.rows() == 1) result(0,0) = log(A(0,0)); else if (A.rows() == 2) matrix_log_compute_2x2(A, result); else matrix_log_compute_big(A, result); return result; } } // end of namespace internal /** \ingroup MatrixFunctions_Module * * \brief Proxy for the matrix logarithm of some matrix (expression). * * \tparam Derived Type of the argument to the matrix function. * * This class holds the argument to the matrix function until it is * assigned or evaluated for some other reason (so the argument * should not be changed in the meantime). It is the return type of * MatrixBase::log() and most of the time this is the only way it * is used. */ template<typename Derived> class MatrixLogarithmReturnValue : public ReturnByValue<MatrixLogarithmReturnValue<Derived> > { public: typedef typename Derived::Scalar Scalar; typedef typename Derived::Index Index; protected: typedef typename internal::ref_selector<Derived>::type DerivedNested; public: /** \brief Constructor. * * \param[in] A %Matrix (expression) forming the argument of the matrix logarithm. */ explicit MatrixLogarithmReturnValue(const Derived& A) : m_A(A) { } /** \brief Compute the matrix logarithm. * * \param[out] result Logarithm of \p A, where \A is as specified in the constructor. */ template <typename ResultType> inline void evalTo(ResultType& result) const { typedef typename internal::nested_eval<Derived, 10>::type DerivedEvalType; typedef typename internal::remove_all<DerivedEvalType>::type DerivedEvalTypeClean; typedef internal::traits<DerivedEvalTypeClean> Traits; static const int RowsAtCompileTime = Traits::RowsAtCompileTime; static const int ColsAtCompileTime = Traits::ColsAtCompileTime; typedef std::complex<typename NumTraits<Scalar>::Real> ComplexScalar; typedef Matrix<ComplexScalar, Dynamic, Dynamic, 0, RowsAtCompileTime, ColsAtCompileTime> DynMatrixType; typedef internal::MatrixLogarithmAtomic<DynMatrixType> AtomicType; AtomicType atomic; internal::matrix_function_compute<typename DerivedEvalTypeClean::PlainObject>::run(m_A, atomic, result); } Index rows() const { return m_A.rows(); } Index cols() const { return m_A.cols(); } private: const DerivedNested m_A; }; namespace internal { template<typename Derived> struct traits<MatrixLogarithmReturnValue<Derived> > { typedef typename Derived::PlainObject ReturnType; }; } /********** MatrixBase method **********/ template <typename Derived> const MatrixLogarithmReturnValue<Derived> MatrixBase<Derived>::log() const { eigen_assert(rows() == cols()); return MatrixLogarithmReturnValue<Derived>(derived()); } } // end namespace Eigen #endif // EIGEN_MATRIX_LOGARITHM
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abess-master/python/include/unsupported/Eigen/src/MatrixFunctions/MatrixPower.h
// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2012, 2013 Chen-Pang He <[email protected]> // // This Source Code Form is subject to the terms of the Mozilla // Public License v. 2.0. If a copy of the MPL was not distributed // with this file, You can obtain one at http://mozilla.org/MPL/2.0/. #ifndef EIGEN_MATRIX_POWER #define EIGEN_MATRIX_POWER namespace Eigen { template<typename MatrixType> class MatrixPower; /** * \ingroup MatrixFunctions_Module * * \brief Proxy for the matrix power of some matrix. * * \tparam MatrixType type of the base, a matrix. * * This class holds the arguments to the matrix power until it is * assigned or evaluated for some other reason (so the argument * should not be changed in the meantime). It is the return type of * MatrixPower::operator() and related functions and most of the * time this is the only way it is used. */ /* TODO This class is only used by MatrixPower, so it should be nested * into MatrixPower, like MatrixPower::ReturnValue. However, my * compiler complained about unused template parameter in the * following declaration in namespace internal. * * template<typename MatrixType> * struct traits<MatrixPower<MatrixType>::ReturnValue>; */ template<typename MatrixType> class MatrixPowerParenthesesReturnValue : public ReturnByValue< MatrixPowerParenthesesReturnValue<MatrixType> > { public: typedef typename MatrixType::RealScalar RealScalar; typedef typename MatrixType::Index Index; /** * \brief Constructor. * * \param[in] pow %MatrixPower storing the base. * \param[in] p scalar, the exponent of the matrix power. */ MatrixPowerParenthesesReturnValue(MatrixPower<MatrixType>& pow, RealScalar p) : m_pow(pow), m_p(p) { } /** * \brief Compute the matrix power. * * \param[out] result */ template<typename ResultType> inline void evalTo(ResultType& res) const { m_pow.compute(res, m_p); } Index rows() const { return m_pow.rows(); } Index cols() const { return m_pow.cols(); } private: MatrixPower<MatrixType>& m_pow; const RealScalar m_p; }; /** * \ingroup MatrixFunctions_Module * * \brief Class for computing matrix powers. * * \tparam MatrixType type of the base, expected to be an instantiation * of the Matrix class template. * * This class is capable of computing triangular real/complex matrices * raised to a power in the interval \f$ (-1, 1) \f$. * * \note Currently this class is only used by MatrixPower. One may * insist that this be nested into MatrixPower. This class is here to * faciliate future development of triangular matrix functions. */ template<typename MatrixType> class MatrixPowerAtomic : internal::noncopyable { private: enum { RowsAtCompileTime = MatrixType::RowsAtCompileTime, MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime }; typedef typename MatrixType::Scalar Scalar; typedef typename MatrixType::RealScalar RealScalar; typedef std::complex<RealScalar> ComplexScalar; typedef typename MatrixType::Index Index; typedef Block<MatrixType,Dynamic,Dynamic> ResultType; const MatrixType& m_A; RealScalar m_p; void computePade(int degree, const MatrixType& IminusT, ResultType& res) const; void compute2x2(ResultType& res, RealScalar p) const; void computeBig(ResultType& res) const; static int getPadeDegree(float normIminusT); static int getPadeDegree(double normIminusT); static int getPadeDegree(long double normIminusT); static ComplexScalar computeSuperDiag(const ComplexScalar&, const ComplexScalar&, RealScalar p); static RealScalar computeSuperDiag(RealScalar, RealScalar, RealScalar p); public: /** * \brief Constructor. * * \param[in] T the base of the matrix power. * \param[in] p the exponent of the matrix power, should be in * \f$ (-1, 1) \f$. * * The class stores a reference to T, so it should not be changed * (or destroyed) before evaluation. Only the upper triangular * part of T is read. */ MatrixPowerAtomic(const MatrixType& T, RealScalar p); /** * \brief Compute the matrix power. * * \param[out] res \f$ A^p \f$ where A and p are specified in the * constructor. */ void compute(ResultType& res) const; }; template<typename MatrixType> MatrixPowerAtomic<MatrixType>::MatrixPowerAtomic(const MatrixType& T, RealScalar p) : m_A(T), m_p(p) { eigen_assert(T.rows() == T.cols()); eigen_assert(p > -1 && p < 1); } template<typename MatrixType> void MatrixPowerAtomic<MatrixType>::compute(ResultType& res) const { using std::pow; switch (m_A.rows()) { case 0: break; case 1: res(0,0) = pow(m_A(0,0), m_p); break; case 2: compute2x2(res, m_p); break; default: computeBig(res); } } template<typename MatrixType> void MatrixPowerAtomic<MatrixType>::computePade(int degree, const MatrixType& IminusT, ResultType& res) const { int i = 2*degree; res = (m_p-degree) / (2*i-2) * IminusT; for (--i; i; --i) { res = (MatrixType::Identity(IminusT.rows(), IminusT.cols()) + res).template triangularView<Upper>() .solve((i==1 ? -m_p : i&1 ? (-m_p-i/2)/(2*i) : (m_p-i/2)/(2*i-2)) * IminusT).eval(); } res += MatrixType::Identity(IminusT.rows(), IminusT.cols()); } // This function assumes that res has the correct size (see bug 614) template<typename MatrixType> void MatrixPowerAtomic<MatrixType>::compute2x2(ResultType& res, RealScalar p) const { using std::abs; using std::pow; res.coeffRef(0,0) = pow(m_A.coeff(0,0), p); for (Index i=1; i < m_A.cols(); ++i) { res.coeffRef(i,i) = pow(m_A.coeff(i,i), p); if (m_A.coeff(i-1,i-1) == m_A.coeff(i,i)) res.coeffRef(i-1,i) = p * pow(m_A.coeff(i,i), p-1); else if (2*abs(m_A.coeff(i-1,i-1)) < abs(m_A.coeff(i,i)) || 2*abs(m_A.coeff(i,i)) < abs(m_A.coeff(i-1,i-1))) res.coeffRef(i-1,i) = (res.coeff(i,i)-res.coeff(i-1,i-1)) / (m_A.coeff(i,i)-m_A.coeff(i-1,i-1)); else res.coeffRef(i-1,i) = computeSuperDiag(m_A.coeff(i,i), m_A.coeff(i-1,i-1), p); res.coeffRef(i-1,i) *= m_A.coeff(i-1,i); } } template<typename MatrixType> void MatrixPowerAtomic<MatrixType>::computeBig(ResultType& res) const { using std::ldexp; const int digits = std::numeric_limits<RealScalar>::digits; const RealScalar maxNormForPade = digits <= 24? 4.3386528e-1L // single precision : digits <= 53? 2.789358995219730e-1L // double precision : digits <= 64? 2.4471944416607995472e-1L // extended precision : digits <= 106? 1.1016843812851143391275867258512e-1L // double-double : 9.134603732914548552537150753385375e-2L; // quadruple precision MatrixType IminusT, sqrtT, T = m_A.template triangularView<Upper>(); RealScalar normIminusT; int degree, degree2, numberOfSquareRoots = 0; bool hasExtraSquareRoot = false; for (Index i=0; i < m_A.cols(); ++i) eigen_assert(m_A(i,i) != RealScalar(0)); while (true) { IminusT = MatrixType::Identity(m_A.rows(), m_A.cols()) - T; normIminusT = IminusT.cwiseAbs().colwise().sum().maxCoeff(); if (normIminusT < maxNormForPade) { degree = getPadeDegree(normIminusT); degree2 = getPadeDegree(normIminusT/2); if (degree - degree2 <= 1 || hasExtraSquareRoot) break; hasExtraSquareRoot = true; } matrix_sqrt_triangular(T, sqrtT); T = sqrtT.template triangularView<Upper>(); ++numberOfSquareRoots; } computePade(degree, IminusT, res); for (; numberOfSquareRoots; --numberOfSquareRoots) { compute2x2(res, ldexp(m_p, -numberOfSquareRoots)); res = res.template triangularView<Upper>() * res; } compute2x2(res, m_p); } template<typename MatrixType> inline int MatrixPowerAtomic<MatrixType>::getPadeDegree(float normIminusT) { const float maxNormForPade[] = { 2.8064004e-1f /* degree = 3 */ , 4.3386528e-1f }; int degree = 3; for (; degree <= 4; ++degree) if (normIminusT <= maxNormForPade[degree - 3]) break; return degree; } template<typename MatrixType> inline int MatrixPowerAtomic<MatrixType>::getPadeDegree(double normIminusT) { const double maxNormForPade[] = { 1.884160592658218e-2 /* degree = 3 */ , 6.038881904059573e-2, 1.239917516308172e-1, 1.999045567181744e-1, 2.789358995219730e-1 }; int degree = 3; for (; degree <= 7; ++degree) if (normIminusT <= maxNormForPade[degree - 3]) break; return degree; } template<typename MatrixType> inline int MatrixPowerAtomic<MatrixType>::getPadeDegree(long double normIminusT) { #if LDBL_MANT_DIG == 53 const int maxPadeDegree = 7; const double maxNormForPade[] = { 1.884160592658218e-2L /* degree = 3 */ , 6.038881904059573e-2L, 1.239917516308172e-1L, 1.999045567181744e-1L, 2.789358995219730e-1L }; #elif LDBL_MANT_DIG <= 64 const int maxPadeDegree = 8; const long double maxNormForPade[] = { 6.3854693117491799460e-3L /* degree = 3 */ , 2.6394893435456973676e-2L, 6.4216043030404063729e-2L, 1.1701165502926694307e-1L, 1.7904284231268670284e-1L, 2.4471944416607995472e-1L }; #elif LDBL_MANT_DIG <= 106 const int maxPadeDegree = 10; const double maxNormForPade[] = { 1.0007161601787493236741409687186e-4L /* degree = 3 */ , 1.0007161601787493236741409687186e-3L, 4.7069769360887572939882574746264e-3L, 1.3220386624169159689406653101695e-2L, 2.8063482381631737920612944054906e-2L, 4.9625993951953473052385361085058e-2L, 7.7367040706027886224557538328171e-2L, 1.1016843812851143391275867258512e-1L }; #else const int maxPadeDegree = 10; const double maxNormForPade[] = { 5.524506147036624377378713555116378e-5L /* degree = 3 */ , 6.640600568157479679823602193345995e-4L, 3.227716520106894279249709728084626e-3L, 9.619593944683432960546978734646284e-3L, 2.134595382433742403911124458161147e-2L, 3.908166513900489428442993794761185e-2L, 6.266780814639442865832535460550138e-2L, 9.134603732914548552537150753385375e-2L }; #endif int degree = 3; for (; degree <= maxPadeDegree; ++degree) if (normIminusT <= maxNormForPade[degree - 3]) break; return degree; } template<typename MatrixType> inline typename MatrixPowerAtomic<MatrixType>::ComplexScalar MatrixPowerAtomic<MatrixType>::computeSuperDiag(const ComplexScalar& curr, const ComplexScalar& prev, RealScalar p) { using std::ceil; using std::exp; using std::log; using std::sinh; ComplexScalar logCurr = log(curr); ComplexScalar logPrev = log(prev); int unwindingNumber = ceil((numext::imag(logCurr - logPrev) - RealScalar(EIGEN_PI)) / RealScalar(2*EIGEN_PI)); ComplexScalar w = numext::log1p((curr-prev)/prev)/RealScalar(2) + ComplexScalar(0, EIGEN_PI*unwindingNumber); return RealScalar(2) * exp(RealScalar(0.5) * p * (logCurr + logPrev)) * sinh(p * w) / (curr - prev); } template<typename MatrixType> inline typename MatrixPowerAtomic<MatrixType>::RealScalar MatrixPowerAtomic<MatrixType>::computeSuperDiag(RealScalar curr, RealScalar prev, RealScalar p) { using std::exp; using std::log; using std::sinh; RealScalar w = numext::log1p((curr-prev)/prev)/RealScalar(2); return 2 * exp(p * (log(curr) + log(prev)) / 2) * sinh(p * w) / (curr - prev); } /** * \ingroup MatrixFunctions_Module * * \brief Class for computing matrix powers. * * \tparam MatrixType type of the base, expected to be an instantiation * of the Matrix class template. * * This class is capable of computing real/complex matrices raised to * an arbitrary real power. Meanwhile, it saves the result of Schur * decomposition if an non-integral power has even been calculated. * Therefore, if you want to compute multiple (>= 2) matrix powers * for the same matrix, using the class directly is more efficient than * calling MatrixBase::pow(). * * Example: * \include MatrixPower_optimal.cpp * Output: \verbinclude MatrixPower_optimal.out */ template<typename MatrixType> class MatrixPower : internal::noncopyable { private: typedef typename MatrixType::Scalar Scalar; typedef typename MatrixType::RealScalar RealScalar; typedef typename MatrixType::Index Index; public: /** * \brief Constructor. * * \param[in] A the base of the matrix power. * * The class stores a reference to A, so it should not be changed * (or destroyed) before evaluation. */ explicit MatrixPower(const MatrixType& A) : m_A(A), m_conditionNumber(0), m_rank(A.cols()), m_nulls(0) { eigen_assert(A.rows() == A.cols()); } /** * \brief Returns the matrix power. * * \param[in] p exponent, a real scalar. * \return The expression \f$ A^p \f$, where A is specified in the * constructor. */ const MatrixPowerParenthesesReturnValue<MatrixType> operator()(RealScalar p) { return MatrixPowerParenthesesReturnValue<MatrixType>(*this, p); } /** * \brief Compute the matrix power. * * \param[in] p exponent, a real scalar. * \param[out] res \f$ A^p \f$ where A is specified in the * constructor. */ template<typename ResultType> void compute(ResultType& res, RealScalar p); Index rows() const { return m_A.rows(); } Index cols() const { return m_A.cols(); } private: typedef std::complex<RealScalar> ComplexScalar; typedef Matrix<ComplexScalar, Dynamic, Dynamic, 0, MatrixType::RowsAtCompileTime, MatrixType::ColsAtCompileTime> ComplexMatrix; /** \brief Reference to the base of matrix power. */ typename MatrixType::Nested m_A; /** \brief Temporary storage. */ MatrixType m_tmp; /** \brief Store the result of Schur decomposition. */ ComplexMatrix m_T, m_U; /** \brief Store fractional power of m_T. */ ComplexMatrix m_fT; /** * \brief Condition number of m_A. * * It is initialized as 0 to avoid performing unnecessary Schur * decomposition, which is the bottleneck. */ RealScalar m_conditionNumber; /** \brief Rank of m_A. */ Index m_rank; /** \brief Rank deficiency of m_A. */ Index m_nulls; /** * \brief Split p into integral part and fractional part. * * \param[in] p The exponent. * \param[out] p The fractional part ranging in \f$ (-1, 1) \f$. * \param[out] intpart The integral part. * * Only if the fractional part is nonzero, it calls initialize(). */ void split(RealScalar& p, RealScalar& intpart); /** \brief Perform Schur decomposition for fractional power. */ void initialize(); template<typename ResultType> void computeIntPower(ResultType& res, RealScalar p); template<typename ResultType> void computeFracPower(ResultType& res, RealScalar p); template<int Rows, int Cols, int Options, int MaxRows, int MaxCols> static void revertSchur( Matrix<ComplexScalar, Rows, Cols, Options, MaxRows, MaxCols>& res, const ComplexMatrix& T, const ComplexMatrix& U); template<int Rows, int Cols, int Options, int MaxRows, int MaxCols> static void revertSchur( Matrix<RealScalar, Rows, Cols, Options, MaxRows, MaxCols>& res, const ComplexMatrix& T, const ComplexMatrix& U); }; template<typename MatrixType> template<typename ResultType> void MatrixPower<MatrixType>::compute(ResultType& res, RealScalar p) { using std::pow; switch (cols()) { case 0: break; case 1: res(0,0) = pow(m_A.coeff(0,0), p); break; default: RealScalar intpart; split(p, intpart); res = MatrixType::Identity(rows(), cols()); computeIntPower(res, intpart); if (p) computeFracPower(res, p); } } template<typename MatrixType> void MatrixPower<MatrixType>::split(RealScalar& p, RealScalar& intpart) { using std::floor; using std::pow; intpart = floor(p); p -= intpart; // Perform Schur decomposition if it is not yet performed and the power is // not an integer. if (!m_conditionNumber && p) initialize(); // Choose the more stable of intpart = floor(p) and intpart = ceil(p). if (p > RealScalar(0.5) && p > (1-p) * pow(m_conditionNumber, p)) { --p; ++intpart; } } template<typename MatrixType> void MatrixPower<MatrixType>::initialize() { const ComplexSchur<MatrixType> schurOfA(m_A); JacobiRotation<ComplexScalar> rot; ComplexScalar eigenvalue; m_fT.resizeLike(m_A); m_T = schurOfA.matrixT(); m_U = schurOfA.matrixU(); m_conditionNumber = m_T.diagonal().array().abs().maxCoeff() / m_T.diagonal().array().abs().minCoeff(); // Move zero eigenvalues to the bottom right corner. for (Index i = cols()-1; i>=0; --i) { if (m_rank <= 2) return; if (m_T.coeff(i,i) == RealScalar(0)) { for (Index j=i+1; j < m_rank; ++j) { eigenvalue = m_T.coeff(j,j); rot.makeGivens(m_T.coeff(j-1,j), eigenvalue); m_T.applyOnTheRight(j-1, j, rot); m_T.applyOnTheLeft(j-1, j, rot.adjoint()); m_T.coeffRef(j-1,j-1) = eigenvalue; m_T.coeffRef(j,j) = RealScalar(0); m_U.applyOnTheRight(j-1, j, rot); } --m_rank; } } m_nulls = rows() - m_rank; if (m_nulls) { eigen_assert(m_T.bottomRightCorner(m_nulls, m_nulls).isZero() && "Base of matrix power should be invertible or with a semisimple zero eigenvalue."); m_fT.bottomRows(m_nulls).fill(RealScalar(0)); } } template<typename MatrixType> template<typename ResultType> void MatrixPower<MatrixType>::computeIntPower(ResultType& res, RealScalar p) { using std::abs; using std::fmod; RealScalar pp = abs(p); if (p<0) m_tmp = m_A.inverse(); else m_tmp = m_A; while (true) { if (fmod(pp, 2) >= 1) res = m_tmp * res; pp /= 2; if (pp < 1) break; m_tmp *= m_tmp; } } template<typename MatrixType> template<typename ResultType> void MatrixPower<MatrixType>::computeFracPower(ResultType& res, RealScalar p) { Block<ComplexMatrix,Dynamic,Dynamic> blockTp(m_fT, 0, 0, m_rank, m_rank); eigen_assert(m_conditionNumber); eigen_assert(m_rank + m_nulls == rows()); MatrixPowerAtomic<ComplexMatrix>(m_T.topLeftCorner(m_rank, m_rank), p).compute(blockTp); if (m_nulls) { m_fT.topRightCorner(m_rank, m_nulls) = m_T.topLeftCorner(m_rank, m_rank).template triangularView<Upper>() .solve(blockTp * m_T.topRightCorner(m_rank, m_nulls)); } revertSchur(m_tmp, m_fT, m_U); res = m_tmp * res; } template<typename MatrixType> template<int Rows, int Cols, int Options, int MaxRows, int MaxCols> inline void MatrixPower<MatrixType>::revertSchur( Matrix<ComplexScalar, Rows, Cols, Options, MaxRows, MaxCols>& res, const ComplexMatrix& T, const ComplexMatrix& U) { res.noalias() = U * (T.template triangularView<Upper>() * U.adjoint()); } template<typename MatrixType> template<int Rows, int Cols, int Options, int MaxRows, int MaxCols> inline void MatrixPower<MatrixType>::revertSchur( Matrix<RealScalar, Rows, Cols, Options, MaxRows, MaxCols>& res, const ComplexMatrix& T, const ComplexMatrix& U) { res.noalias() = (U * (T.template triangularView<Upper>() * U.adjoint())).real(); } /** * \ingroup MatrixFunctions_Module * * \brief Proxy for the matrix power of some matrix (expression). * * \tparam Derived type of the base, a matrix (expression). * * This class holds the arguments to the matrix power until it is * assigned or evaluated for some other reason (so the argument * should not be changed in the meantime). It is the return type of * MatrixBase::pow() and related functions and most of the * time this is the only way it is used. */ template<typename Derived> class MatrixPowerReturnValue : public ReturnByValue< MatrixPowerReturnValue<Derived> > { public: typedef typename Derived::PlainObject PlainObject; typedef typename Derived::RealScalar RealScalar; typedef typename Derived::Index Index; /** * \brief Constructor. * * \param[in] A %Matrix (expression), the base of the matrix power. * \param[in] p real scalar, the exponent of the matrix power. */ MatrixPowerReturnValue(const Derived& A, RealScalar p) : m_A(A), m_p(p) { } /** * \brief Compute the matrix power. * * \param[out] result \f$ A^p \f$ where \p A and \p p are as in the * constructor. */ template<typename ResultType> inline void evalTo(ResultType& res) const { MatrixPower<PlainObject>(m_A.eval()).compute(res, m_p); } Index rows() const { return m_A.rows(); } Index cols() const { return m_A.cols(); } private: const Derived& m_A; const RealScalar m_p; }; /** * \ingroup MatrixFunctions_Module * * \brief Proxy for the matrix power of some matrix (expression). * * \tparam Derived type of the base, a matrix (expression). * * This class holds the arguments to the matrix power until it is * assigned or evaluated for some other reason (so the argument * should not be changed in the meantime). It is the return type of * MatrixBase::pow() and related functions and most of the * time this is the only way it is used. */ template<typename Derived> class MatrixComplexPowerReturnValue : public ReturnByValue< MatrixComplexPowerReturnValue<Derived> > { public: typedef typename Derived::PlainObject PlainObject; typedef typename std::complex<typename Derived::RealScalar> ComplexScalar; typedef typename Derived::Index Index; /** * \brief Constructor. * * \param[in] A %Matrix (expression), the base of the matrix power. * \param[in] p complex scalar, the exponent of the matrix power. */ MatrixComplexPowerReturnValue(const Derived& A, const ComplexScalar& p) : m_A(A), m_p(p) { } /** * \brief Compute the matrix power. * * Because \p p is complex, \f$ A^p \f$ is simply evaluated as \f$ * \exp(p \log(A)) \f$. * * \param[out] result \f$ A^p \f$ where \p A and \p p are as in the * constructor. */ template<typename ResultType> inline void evalTo(ResultType& res) const { res = (m_p * m_A.log()).exp(); } Index rows() const { return m_A.rows(); } Index cols() const { return m_A.cols(); } private: const Derived& m_A; const ComplexScalar m_p; }; namespace internal { template<typename MatrixPowerType> struct traits< MatrixPowerParenthesesReturnValue<MatrixPowerType> > { typedef typename MatrixPowerType::PlainObject ReturnType; }; template<typename Derived> struct traits< MatrixPowerReturnValue<Derived> > { typedef typename Derived::PlainObject ReturnType; }; template<typename Derived> struct traits< MatrixComplexPowerReturnValue<Derived> > { typedef typename Derived::PlainObject ReturnType; }; } template<typename Derived> const MatrixPowerReturnValue<Derived> MatrixBase<Derived>::pow(const RealScalar& p) const { return MatrixPowerReturnValue<Derived>(derived(), p); } template<typename Derived> const MatrixComplexPowerReturnValue<Derived> MatrixBase<Derived>::pow(const std::complex<RealScalar>& p) const { return MatrixComplexPowerReturnValue<Derived>(derived(), p); } } // namespace Eigen #endif // EIGEN_MATRIX_POWER
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abess
abess-master/python/include/unsupported/Eigen/src/MatrixFunctions/MatrixSquareRoot.h
// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2011, 2013 Jitse Niesen <[email protected]> // // This Source Code Form is subject to the terms of the Mozilla // Public License v. 2.0. If a copy of the MPL was not distributed // with this file, You can obtain one at http://mozilla.org/MPL/2.0/. #ifndef EIGEN_MATRIX_SQUARE_ROOT #define EIGEN_MATRIX_SQUARE_ROOT namespace Eigen { namespace internal { // pre: T.block(i,i,2,2) has complex conjugate eigenvalues // post: sqrtT.block(i,i,2,2) is square root of T.block(i,i,2,2) template <typename MatrixType, typename ResultType> void matrix_sqrt_quasi_triangular_2x2_diagonal_block(const MatrixType& T, typename MatrixType::Index i, ResultType& sqrtT) { // TODO: This case (2-by-2 blocks with complex conjugate eigenvalues) is probably hidden somewhere // in EigenSolver. If we expose it, we could call it directly from here. typedef typename traits<MatrixType>::Scalar Scalar; Matrix<Scalar,2,2> block = T.template block<2,2>(i,i); EigenSolver<Matrix<Scalar,2,2> > es(block); sqrtT.template block<2,2>(i,i) = (es.eigenvectors() * es.eigenvalues().cwiseSqrt().asDiagonal() * es.eigenvectors().inverse()).real(); } // pre: block structure of T is such that (i,j) is a 1x1 block, // all blocks of sqrtT to left of and below (i,j) are correct // post: sqrtT(i,j) has the correct value template <typename MatrixType, typename ResultType> void matrix_sqrt_quasi_triangular_1x1_off_diagonal_block(const MatrixType& T, typename MatrixType::Index i, typename MatrixType::Index j, ResultType& sqrtT) { typedef typename traits<MatrixType>::Scalar Scalar; Scalar tmp = (sqrtT.row(i).segment(i+1,j-i-1) * sqrtT.col(j).segment(i+1,j-i-1)).value(); sqrtT.coeffRef(i,j) = (T.coeff(i,j) - tmp) / (sqrtT.coeff(i,i) + sqrtT.coeff(j,j)); } // similar to compute1x1offDiagonalBlock() template <typename MatrixType, typename ResultType> void matrix_sqrt_quasi_triangular_1x2_off_diagonal_block(const MatrixType& T, typename MatrixType::Index i, typename MatrixType::Index j, ResultType& sqrtT) { typedef typename traits<MatrixType>::Scalar Scalar; Matrix<Scalar,1,2> rhs = T.template block<1,2>(i,j); if (j-i > 1) rhs -= sqrtT.block(i, i+1, 1, j-i-1) * sqrtT.block(i+1, j, j-i-1, 2); Matrix<Scalar,2,2> A = sqrtT.coeff(i,i) * Matrix<Scalar,2,2>::Identity(); A += sqrtT.template block<2,2>(j,j).transpose(); sqrtT.template block<1,2>(i,j).transpose() = A.fullPivLu().solve(rhs.transpose()); } // similar to compute1x1offDiagonalBlock() template <typename MatrixType, typename ResultType> void matrix_sqrt_quasi_triangular_2x1_off_diagonal_block(const MatrixType& T, typename MatrixType::Index i, typename MatrixType::Index j, ResultType& sqrtT) { typedef typename traits<MatrixType>::Scalar Scalar; Matrix<Scalar,2,1> rhs = T.template block<2,1>(i,j); if (j-i > 2) rhs -= sqrtT.block(i, i+2, 2, j-i-2) * sqrtT.block(i+2, j, j-i-2, 1); Matrix<Scalar,2,2> A = sqrtT.coeff(j,j) * Matrix<Scalar,2,2>::Identity(); A += sqrtT.template block<2,2>(i,i); sqrtT.template block<2,1>(i,j) = A.fullPivLu().solve(rhs); } // solves the equation A X + X B = C where all matrices are 2-by-2 template <typename MatrixType> void matrix_sqrt_quasi_triangular_solve_auxiliary_equation(MatrixType& X, const MatrixType& A, const MatrixType& B, const MatrixType& C) { typedef typename traits<MatrixType>::Scalar Scalar; Matrix<Scalar,4,4> coeffMatrix = Matrix<Scalar,4,4>::Zero(); coeffMatrix.coeffRef(0,0) = A.coeff(0,0) + B.coeff(0,0); coeffMatrix.coeffRef(1,1) = A.coeff(0,0) + B.coeff(1,1); coeffMatrix.coeffRef(2,2) = A.coeff(1,1) + B.coeff(0,0); coeffMatrix.coeffRef(3,3) = A.coeff(1,1) + B.coeff(1,1); coeffMatrix.coeffRef(0,1) = B.coeff(1,0); coeffMatrix.coeffRef(0,2) = A.coeff(0,1); coeffMatrix.coeffRef(1,0) = B.coeff(0,1); coeffMatrix.coeffRef(1,3) = A.coeff(0,1); coeffMatrix.coeffRef(2,0) = A.coeff(1,0); coeffMatrix.coeffRef(2,3) = B.coeff(1,0); coeffMatrix.coeffRef(3,1) = A.coeff(1,0); coeffMatrix.coeffRef(3,2) = B.coeff(0,1); Matrix<Scalar,4,1> rhs; rhs.coeffRef(0) = C.coeff(0,0); rhs.coeffRef(1) = C.coeff(0,1); rhs.coeffRef(2) = C.coeff(1,0); rhs.coeffRef(3) = C.coeff(1,1); Matrix<Scalar,4,1> result; result = coeffMatrix.fullPivLu().solve(rhs); X.coeffRef(0,0) = result.coeff(0); X.coeffRef(0,1) = result.coeff(1); X.coeffRef(1,0) = result.coeff(2); X.coeffRef(1,1) = result.coeff(3); } // similar to compute1x1offDiagonalBlock() template <typename MatrixType, typename ResultType> void matrix_sqrt_quasi_triangular_2x2_off_diagonal_block(const MatrixType& T, typename MatrixType::Index i, typename MatrixType::Index j, ResultType& sqrtT) { typedef typename traits<MatrixType>::Scalar Scalar; Matrix<Scalar,2,2> A = sqrtT.template block<2,2>(i,i); Matrix<Scalar,2,2> B = sqrtT.template block<2,2>(j,j); Matrix<Scalar,2,2> C = T.template block<2,2>(i,j); if (j-i > 2) C -= sqrtT.block(i, i+2, 2, j-i-2) * sqrtT.block(i+2, j, j-i-2, 2); Matrix<Scalar,2,2> X; matrix_sqrt_quasi_triangular_solve_auxiliary_equation(X, A, B, C); sqrtT.template block<2,2>(i,j) = X; } // pre: T is quasi-upper-triangular and sqrtT is a zero matrix of the same size // post: the diagonal blocks of sqrtT are the square roots of the diagonal blocks of T template <typename MatrixType, typename ResultType> void matrix_sqrt_quasi_triangular_diagonal(const MatrixType& T, ResultType& sqrtT) { using std::sqrt; typedef typename MatrixType::Index Index; const Index size = T.rows(); for (Index i = 0; i < size; i++) { if (i == size - 1 || T.coeff(i+1, i) == 0) { eigen_assert(T(i,i) >= 0); sqrtT.coeffRef(i,i) = sqrt(T.coeff(i,i)); } else { matrix_sqrt_quasi_triangular_2x2_diagonal_block(T, i, sqrtT); ++i; } } } // pre: T is quasi-upper-triangular and diagonal blocks of sqrtT are square root of diagonal blocks of T. // post: sqrtT is the square root of T. template <typename MatrixType, typename ResultType> void matrix_sqrt_quasi_triangular_off_diagonal(const MatrixType& T, ResultType& sqrtT) { typedef typename MatrixType::Index Index; const Index size = T.rows(); for (Index j = 1; j < size; j++) { if (T.coeff(j, j-1) != 0) // if T(j-1:j, j-1:j) is a 2-by-2 block continue; for (Index i = j-1; i >= 0; i--) { if (i > 0 && T.coeff(i, i-1) != 0) // if T(i-1:i, i-1:i) is a 2-by-2 block continue; bool iBlockIs2x2 = (i < size - 1) && (T.coeff(i+1, i) != 0); bool jBlockIs2x2 = (j < size - 1) && (T.coeff(j+1, j) != 0); if (iBlockIs2x2 && jBlockIs2x2) matrix_sqrt_quasi_triangular_2x2_off_diagonal_block(T, i, j, sqrtT); else if (iBlockIs2x2 && !jBlockIs2x2) matrix_sqrt_quasi_triangular_2x1_off_diagonal_block(T, i, j, sqrtT); else if (!iBlockIs2x2 && jBlockIs2x2) matrix_sqrt_quasi_triangular_1x2_off_diagonal_block(T, i, j, sqrtT); else if (!iBlockIs2x2 && !jBlockIs2x2) matrix_sqrt_quasi_triangular_1x1_off_diagonal_block(T, i, j, sqrtT); } } } } // end of namespace internal /** \ingroup MatrixFunctions_Module * \brief Compute matrix square root of quasi-triangular matrix. * * \tparam MatrixType type of \p arg, the argument of matrix square root, * expected to be an instantiation of the Matrix class template. * \tparam ResultType type of \p result, where result is to be stored. * \param[in] arg argument of matrix square root. * \param[out] result matrix square root of upper Hessenberg part of \p arg. * * This function computes the square root of the upper quasi-triangular matrix stored in the upper * Hessenberg part of \p arg. Only the upper Hessenberg part of \p result is updated, the rest is * not touched. See MatrixBase::sqrt() for details on how this computation is implemented. * * \sa MatrixSquareRoot, MatrixSquareRootQuasiTriangular */ template <typename MatrixType, typename ResultType> void matrix_sqrt_quasi_triangular(const MatrixType &arg, ResultType &result) { eigen_assert(arg.rows() == arg.cols()); result.resize(arg.rows(), arg.cols()); internal::matrix_sqrt_quasi_triangular_diagonal(arg, result); internal::matrix_sqrt_quasi_triangular_off_diagonal(arg, result); } /** \ingroup MatrixFunctions_Module * \brief Compute matrix square root of triangular matrix. * * \tparam MatrixType type of \p arg, the argument of matrix square root, * expected to be an instantiation of the Matrix class template. * \tparam ResultType type of \p result, where result is to be stored. * \param[in] arg argument of matrix square root. * \param[out] result matrix square root of upper triangular part of \p arg. * * Only the upper triangular part (including the diagonal) of \p result is updated, the rest is not * touched. See MatrixBase::sqrt() for details on how this computation is implemented. * * \sa MatrixSquareRoot, MatrixSquareRootQuasiTriangular */ template <typename MatrixType, typename ResultType> void matrix_sqrt_triangular(const MatrixType &arg, ResultType &result) { using std::sqrt; typedef typename MatrixType::Index Index; typedef typename MatrixType::Scalar Scalar; eigen_assert(arg.rows() == arg.cols()); // Compute square root of arg and store it in upper triangular part of result // This uses that the square root of triangular matrices can be computed directly. result.resize(arg.rows(), arg.cols()); for (Index i = 0; i < arg.rows(); i++) { result.coeffRef(i,i) = sqrt(arg.coeff(i,i)); } for (Index j = 1; j < arg.cols(); j++) { for (Index i = j-1; i >= 0; i--) { // if i = j-1, then segment has length 0 so tmp = 0 Scalar tmp = (result.row(i).segment(i+1,j-i-1) * result.col(j).segment(i+1,j-i-1)).value(); // denominator may be zero if original matrix is singular result.coeffRef(i,j) = (arg.coeff(i,j) - tmp) / (result.coeff(i,i) + result.coeff(j,j)); } } } namespace internal { /** \ingroup MatrixFunctions_Module * \brief Helper struct for computing matrix square roots of general matrices. * \tparam MatrixType type of the argument of the matrix square root, * expected to be an instantiation of the Matrix class template. * * \sa MatrixSquareRootTriangular, MatrixSquareRootQuasiTriangular, MatrixBase::sqrt() */ template <typename MatrixType, int IsComplex = NumTraits<typename internal::traits<MatrixType>::Scalar>::IsComplex> struct matrix_sqrt_compute { /** \brief Compute the matrix square root * * \param[in] arg matrix whose square root is to be computed. * \param[out] result square root of \p arg. * * See MatrixBase::sqrt() for details on how this computation is implemented. */ template <typename ResultType> static void run(const MatrixType &arg, ResultType &result); }; // ********** Partial specialization for real matrices ********** template <typename MatrixType> struct matrix_sqrt_compute<MatrixType, 0> { template <typename ResultType> static void run(const MatrixType &arg, ResultType &result) { eigen_assert(arg.rows() == arg.cols()); // Compute Schur decomposition of arg const RealSchur<MatrixType> schurOfA(arg); const MatrixType& T = schurOfA.matrixT(); const MatrixType& U = schurOfA.matrixU(); // Compute square root of T MatrixType sqrtT = MatrixType::Zero(arg.rows(), arg.cols()); matrix_sqrt_quasi_triangular(T, sqrtT); // Compute square root of arg result = U * sqrtT * U.adjoint(); } }; // ********** Partial specialization for complex matrices ********** template <typename MatrixType> struct matrix_sqrt_compute<MatrixType, 1> { template <typename ResultType> static void run(const MatrixType &arg, ResultType &result) { eigen_assert(arg.rows() == arg.cols()); // Compute Schur decomposition of arg const ComplexSchur<MatrixType> schurOfA(arg); const MatrixType& T = schurOfA.matrixT(); const MatrixType& U = schurOfA.matrixU(); // Compute square root of T MatrixType sqrtT; matrix_sqrt_triangular(T, sqrtT); // Compute square root of arg result = U * (sqrtT.template triangularView<Upper>() * U.adjoint()); } }; } // end namespace internal /** \ingroup MatrixFunctions_Module * * \brief Proxy for the matrix square root of some matrix (expression). * * \tparam Derived Type of the argument to the matrix square root. * * This class holds the argument to the matrix square root until it * is assigned or evaluated for some other reason (so the argument * should not be changed in the meantime). It is the return type of * MatrixBase::sqrt() and most of the time this is the only way it is * used. */ template<typename Derived> class MatrixSquareRootReturnValue : public ReturnByValue<MatrixSquareRootReturnValue<Derived> > { protected: typedef typename Derived::Index Index; typedef typename internal::ref_selector<Derived>::type DerivedNested; public: /** \brief Constructor. * * \param[in] src %Matrix (expression) forming the argument of the * matrix square root. */ explicit MatrixSquareRootReturnValue(const Derived& src) : m_src(src) { } /** \brief Compute the matrix square root. * * \param[out] result the matrix square root of \p src in the * constructor. */ template <typename ResultType> inline void evalTo(ResultType& result) const { typedef typename internal::nested_eval<Derived, 10>::type DerivedEvalType; typedef typename internal::remove_all<DerivedEvalType>::type DerivedEvalTypeClean; DerivedEvalType tmp(m_src); internal::matrix_sqrt_compute<DerivedEvalTypeClean>::run(tmp, result); } Index rows() const { return m_src.rows(); } Index cols() const { return m_src.cols(); } protected: const DerivedNested m_src; }; namespace internal { template<typename Derived> struct traits<MatrixSquareRootReturnValue<Derived> > { typedef typename Derived::PlainObject ReturnType; }; } template <typename Derived> const MatrixSquareRootReturnValue<Derived> MatrixBase<Derived>::sqrt() const { eigen_assert(rows() == cols()); return MatrixSquareRootReturnValue<Derived>(derived()); } } // end namespace Eigen #endif // EIGEN_MATRIX_FUNCTION
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h
abess
abess-master/python/include/unsupported/Eigen/src/MatrixFunctions/StemFunction.h
// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2010, 2013 Jitse Niesen <[email protected]> // // 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_STEM_FUNCTION #define EIGEN_STEM_FUNCTION namespace Eigen { namespace internal { /** \brief The exponential function (and its derivatives). */ template <typename Scalar> Scalar stem_function_exp(Scalar x, int) { using std::exp; return exp(x); } /** \brief Cosine (and its derivatives). */ template <typename Scalar> Scalar stem_function_cos(Scalar x, int n) { using std::cos; using std::sin; Scalar res; switch (n % 4) { case 0: res = std::cos(x); break; case 1: res = -std::sin(x); break; case 2: res = -std::cos(x); break; case 3: res = std::sin(x); break; } return res; } /** \brief Sine (and its derivatives). */ template <typename Scalar> Scalar stem_function_sin(Scalar x, int n) { using std::cos; using std::sin; Scalar res; switch (n % 4) { case 0: res = std::sin(x); break; case 1: res = std::cos(x); break; case 2: res = -std::sin(x); break; case 3: res = -std::cos(x); break; } return res; } /** \brief Hyperbolic cosine (and its derivatives). */ template <typename Scalar> Scalar stem_function_cosh(Scalar x, int n) { using std::cosh; using std::sinh; Scalar res; switch (n % 2) { case 0: res = std::cosh(x); break; case 1: res = std::sinh(x); break; } return res; } /** \brief Hyperbolic sine (and its derivatives). */ template <typename Scalar> Scalar stem_function_sinh(Scalar x, int n) { using std::cosh; using std::sinh; Scalar res; switch (n % 2) { case 0: res = std::sinh(x); break; case 1: res = std::cosh(x); break; } return res; } } // end namespace internal } // end namespace Eigen #endif // EIGEN_STEM_FUNCTION
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16.864407
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abess
abess-master/python/include/unsupported/Eigen/src/MoreVectorization/MathFunctions.h
// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2009 Rohit Garg <[email protected]> // Copyright (C) 2009 Benoit Jacob <[email protected]> // // 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_MOREVECTORIZATION_MATHFUNCTIONS_H #define EIGEN_MOREVECTORIZATION_MATHFUNCTIONS_H namespace Eigen { namespace internal { /** \internal \returns the arcsin of \a a (coeff-wise) */ template<typename Packet> inline static Packet pasin(Packet a) { return std::asin(a); } #ifdef EIGEN_VECTORIZE_SSE template<> EIGEN_DONT_INLINE Packet4f pasin(Packet4f x) { _EIGEN_DECLARE_CONST_Packet4f(half, 0.5); _EIGEN_DECLARE_CONST_Packet4f(minus_half, -0.5); _EIGEN_DECLARE_CONST_Packet4f(3half, 1.5); _EIGEN_DECLARE_CONST_Packet4f_FROM_INT(sign_mask, 0x80000000); _EIGEN_DECLARE_CONST_Packet4f(pi, 3.141592654); _EIGEN_DECLARE_CONST_Packet4f(pi_over_2, 3.141592654*0.5); _EIGEN_DECLARE_CONST_Packet4f(asin1, 4.2163199048E-2); _EIGEN_DECLARE_CONST_Packet4f(asin2, 2.4181311049E-2); _EIGEN_DECLARE_CONST_Packet4f(asin3, 4.5470025998E-2); _EIGEN_DECLARE_CONST_Packet4f(asin4, 7.4953002686E-2); _EIGEN_DECLARE_CONST_Packet4f(asin5, 1.6666752422E-1); Packet4f a = pabs(x);//got the absolute value Packet4f sign_bit= _mm_and_ps(x, p4f_sign_mask);//extracted the sign bit Packet4f z1,z2;//will need them during computation //will compute the two branches for asin //so first compare with half Packet4f branch_mask= _mm_cmpgt_ps(a, p4f_half);//this is to select which branch to take //both will be taken, and finally results will be merged //the branch for values >0.5 { //the core series expansion z1=pmadd(p4f_minus_half,a,p4f_half); Packet4f x1=psqrt(z1); Packet4f s1=pmadd(p4f_asin1, z1, p4f_asin2); Packet4f s2=pmadd(s1, z1, p4f_asin3); Packet4f s3=pmadd(s2,z1, p4f_asin4); Packet4f s4=pmadd(s3,z1, p4f_asin5); Packet4f temp=pmul(s4,z1);//not really a madd but a mul by z so that the next term can be a madd z1=pmadd(temp,x1,x1); z1=padd(z1,z1); z1=psub(p4f_pi_over_2,z1); } { //the core series expansion Packet4f x2=a; z2=pmul(x2,x2); Packet4f s1=pmadd(p4f_asin1, z2, p4f_asin2); Packet4f s2=pmadd(s1, z2, p4f_asin3); Packet4f s3=pmadd(s2,z2, p4f_asin4); Packet4f s4=pmadd(s3,z2, p4f_asin5); Packet4f temp=pmul(s4,z2);//not really a madd but a mul by z so that the next term can be a madd z2=pmadd(temp,x2,x2); } /* select the correct result from the two branch evaluations */ z1 = _mm_and_ps(branch_mask, z1); z2 = _mm_andnot_ps(branch_mask, z2); Packet4f z = _mm_or_ps(z1,z2); /* update the sign */ return _mm_xor_ps(z, sign_bit); } #endif // EIGEN_VECTORIZE_SSE } // end namespace internal } // end namespace Eigen #endif // EIGEN_MOREVECTORIZATION_MATHFUNCTIONS_H
3,035
30.625
100
h
abess
abess-master/python/include/unsupported/Eigen/src/NonLinearOptimization/HybridNonLinearSolver.h
// -*- coding: utf-8 // vim: set fileencoding=utf-8 // This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2009 Thomas Capricelli <[email protected]> // // 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_HYBRIDNONLINEARSOLVER_H #define EIGEN_HYBRIDNONLINEARSOLVER_H namespace Eigen { namespace HybridNonLinearSolverSpace { enum Status { Running = -1, ImproperInputParameters = 0, RelativeErrorTooSmall = 1, TooManyFunctionEvaluation = 2, TolTooSmall = 3, NotMakingProgressJacobian = 4, NotMakingProgressIterations = 5, UserAsked = 6 }; } /** * \ingroup NonLinearOptimization_Module * \brief Finds a zero of a system of n * nonlinear functions in n variables by a modification of the Powell * hybrid method ("dogleg"). * * The user must provide a subroutine which calculates the * functions. The Jacobian is either provided by the user, or approximated * using a forward-difference method. * */ template<typename FunctorType, typename Scalar=double> class HybridNonLinearSolver { public: typedef DenseIndex Index; HybridNonLinearSolver(FunctorType &_functor) : functor(_functor) { nfev=njev=iter = 0; fnorm= 0.; useExternalScaling=false;} struct Parameters { Parameters() : factor(Scalar(100.)) , maxfev(1000) , xtol(std::sqrt(NumTraits<Scalar>::epsilon())) , nb_of_subdiagonals(-1) , nb_of_superdiagonals(-1) , epsfcn(Scalar(0.)) {} Scalar factor; Index maxfev; // maximum number of function evaluation Scalar xtol; Index nb_of_subdiagonals; Index nb_of_superdiagonals; Scalar epsfcn; }; typedef Matrix< Scalar, Dynamic, 1 > FVectorType; typedef Matrix< Scalar, Dynamic, Dynamic > JacobianType; /* TODO: if eigen provides a triangular storage, use it here */ typedef Matrix< Scalar, Dynamic, Dynamic > UpperTriangularType; HybridNonLinearSolverSpace::Status hybrj1( FVectorType &x, const Scalar tol = std::sqrt(NumTraits<Scalar>::epsilon()) ); HybridNonLinearSolverSpace::Status solveInit(FVectorType &x); HybridNonLinearSolverSpace::Status solveOneStep(FVectorType &x); HybridNonLinearSolverSpace::Status solve(FVectorType &x); HybridNonLinearSolverSpace::Status hybrd1( FVectorType &x, const Scalar tol = std::sqrt(NumTraits<Scalar>::epsilon()) ); HybridNonLinearSolverSpace::Status solveNumericalDiffInit(FVectorType &x); HybridNonLinearSolverSpace::Status solveNumericalDiffOneStep(FVectorType &x); HybridNonLinearSolverSpace::Status solveNumericalDiff(FVectorType &x); void resetParameters(void) { parameters = Parameters(); } Parameters parameters; FVectorType fvec, qtf, diag; JacobianType fjac; UpperTriangularType R; Index nfev; Index njev; Index iter; Scalar fnorm; bool useExternalScaling; private: FunctorType &functor; Index n; Scalar sum; bool sing; Scalar temp; Scalar delta; bool jeval; Index ncsuc; Scalar ratio; Scalar pnorm, xnorm, fnorm1; Index nslow1, nslow2; Index ncfail; Scalar actred, prered; FVectorType wa1, wa2, wa3, wa4; HybridNonLinearSolver& operator=(const HybridNonLinearSolver&); }; template<typename FunctorType, typename Scalar> HybridNonLinearSolverSpace::Status HybridNonLinearSolver<FunctorType,Scalar>::hybrj1( FVectorType &x, const Scalar tol ) { n = x.size(); /* check the input parameters for errors. */ if (n <= 0 || tol < 0.) return HybridNonLinearSolverSpace::ImproperInputParameters; resetParameters(); parameters.maxfev = 100*(n+1); parameters.xtol = tol; diag.setConstant(n, 1.); useExternalScaling = true; return solve(x); } template<typename FunctorType, typename Scalar> HybridNonLinearSolverSpace::Status HybridNonLinearSolver<FunctorType,Scalar>::solveInit(FVectorType &x) { n = x.size(); wa1.resize(n); wa2.resize(n); wa3.resize(n); wa4.resize(n); fvec.resize(n); qtf.resize(n); fjac.resize(n, n); if (!useExternalScaling) diag.resize(n); eigen_assert( (!useExternalScaling || diag.size()==n) && "When useExternalScaling is set, the caller must provide a valid 'diag'"); /* Function Body */ nfev = 0; njev = 0; /* check the input parameters for errors. */ if (n <= 0 || parameters.xtol < 0. || parameters.maxfev <= 0 || parameters.factor <= 0. ) return HybridNonLinearSolverSpace::ImproperInputParameters; if (useExternalScaling) for (Index j = 0; j < n; ++j) if (diag[j] <= 0.) return HybridNonLinearSolverSpace::ImproperInputParameters; /* evaluate the function at the starting point */ /* and calculate its norm. */ nfev = 1; if ( functor(x, fvec) < 0) return HybridNonLinearSolverSpace::UserAsked; fnorm = fvec.stableNorm(); /* initialize iteration counter and monitors. */ iter = 1; ncsuc = 0; ncfail = 0; nslow1 = 0; nslow2 = 0; return HybridNonLinearSolverSpace::Running; } template<typename FunctorType, typename Scalar> HybridNonLinearSolverSpace::Status HybridNonLinearSolver<FunctorType,Scalar>::solveOneStep(FVectorType &x) { using std::abs; eigen_assert(x.size()==n); // check the caller is not cheating us Index j; std::vector<JacobiRotation<Scalar> > v_givens(n), w_givens(n); jeval = true; /* calculate the jacobian matrix. */ if ( functor.df(x, fjac) < 0) return HybridNonLinearSolverSpace::UserAsked; ++njev; wa2 = fjac.colwise().blueNorm(); /* on the first iteration and if external scaling is not used, scale according */ /* to the norms of the columns of the initial jacobian. */ if (iter == 1) { if (!useExternalScaling) for (j = 0; j < n; ++j) diag[j] = (wa2[j]==0.) ? 1. : wa2[j]; /* on the first iteration, calculate the norm of the scaled x */ /* and initialize the step bound delta. */ xnorm = diag.cwiseProduct(x).stableNorm(); delta = parameters.factor * xnorm; if (delta == 0.) delta = parameters.factor; } /* compute the qr factorization of the jacobian. */ HouseholderQR<JacobianType> qrfac(fjac); // no pivoting: /* copy the triangular factor of the qr factorization into r. */ R = qrfac.matrixQR(); /* accumulate the orthogonal factor in fjac. */ fjac = qrfac.householderQ(); /* form (q transpose)*fvec and store in qtf. */ qtf = fjac.transpose() * fvec; /* rescale if necessary. */ if (!useExternalScaling) diag = diag.cwiseMax(wa2); while (true) { /* determine the direction p. */ internal::dogleg<Scalar>(R, diag, qtf, delta, wa1); /* store the direction p and x + p. calculate the norm of p. */ wa1 = -wa1; wa2 = x + wa1; pnorm = diag.cwiseProduct(wa1).stableNorm(); /* on the first iteration, adjust the initial step bound. */ if (iter == 1) delta = (std::min)(delta,pnorm); /* evaluate the function at x + p and calculate its norm. */ if ( functor(wa2, wa4) < 0) return HybridNonLinearSolverSpace::UserAsked; ++nfev; fnorm1 = wa4.stableNorm(); /* compute the scaled actual reduction. */ actred = -1.; if (fnorm1 < fnorm) /* Computing 2nd power */ actred = 1. - numext::abs2(fnorm1 / fnorm); /* compute the scaled predicted reduction. */ wa3 = R.template triangularView<Upper>()*wa1 + qtf; temp = wa3.stableNorm(); prered = 0.; if (temp < fnorm) /* Computing 2nd power */ prered = 1. - numext::abs2(temp / fnorm); /* compute the ratio of the actual to the predicted reduction. */ ratio = 0.; if (prered > 0.) ratio = actred / prered; /* update the step bound. */ if (ratio < Scalar(.1)) { ncsuc = 0; ++ncfail; delta = Scalar(.5) * delta; } else { ncfail = 0; ++ncsuc; if (ratio >= Scalar(.5) || ncsuc > 1) delta = (std::max)(delta, pnorm / Scalar(.5)); if (abs(ratio - 1.) <= Scalar(.1)) { delta = pnorm / Scalar(.5); } } /* test for successful iteration. */ if (ratio >= Scalar(1e-4)) { /* successful iteration. update x, fvec, and their norms. */ x = wa2; wa2 = diag.cwiseProduct(x); fvec = wa4; xnorm = wa2.stableNorm(); fnorm = fnorm1; ++iter; } /* determine the progress of the iteration. */ ++nslow1; if (actred >= Scalar(.001)) nslow1 = 0; if (jeval) ++nslow2; if (actred >= Scalar(.1)) nslow2 = 0; /* test for convergence. */ if (delta <= parameters.xtol * xnorm || fnorm == 0.) return HybridNonLinearSolverSpace::RelativeErrorTooSmall; /* tests for termination and stringent tolerances. */ if (nfev >= parameters.maxfev) return HybridNonLinearSolverSpace::TooManyFunctionEvaluation; if (Scalar(.1) * (std::max)(Scalar(.1) * delta, pnorm) <= NumTraits<Scalar>::epsilon() * xnorm) return HybridNonLinearSolverSpace::TolTooSmall; if (nslow2 == 5) return HybridNonLinearSolverSpace::NotMakingProgressJacobian; if (nslow1 == 10) return HybridNonLinearSolverSpace::NotMakingProgressIterations; /* criterion for recalculating jacobian. */ if (ncfail == 2) break; // leave inner loop and go for the next outer loop iteration /* calculate the rank one modification to the jacobian */ /* and update qtf if necessary. */ wa1 = diag.cwiseProduct( diag.cwiseProduct(wa1)/pnorm ); wa2 = fjac.transpose() * wa4; if (ratio >= Scalar(1e-4)) qtf = wa2; wa2 = (wa2-wa3)/pnorm; /* compute the qr factorization of the updated jacobian. */ internal::r1updt<Scalar>(R, wa1, v_givens, w_givens, wa2, wa3, &sing); internal::r1mpyq<Scalar>(n, n, fjac.data(), v_givens, w_givens); internal::r1mpyq<Scalar>(1, n, qtf.data(), v_givens, w_givens); jeval = false; } return HybridNonLinearSolverSpace::Running; } template<typename FunctorType, typename Scalar> HybridNonLinearSolverSpace::Status HybridNonLinearSolver<FunctorType,Scalar>::solve(FVectorType &x) { HybridNonLinearSolverSpace::Status status = solveInit(x); if (status==HybridNonLinearSolverSpace::ImproperInputParameters) return status; while (status==HybridNonLinearSolverSpace::Running) status = solveOneStep(x); return status; } template<typename FunctorType, typename Scalar> HybridNonLinearSolverSpace::Status HybridNonLinearSolver<FunctorType,Scalar>::hybrd1( FVectorType &x, const Scalar tol ) { n = x.size(); /* check the input parameters for errors. */ if (n <= 0 || tol < 0.) return HybridNonLinearSolverSpace::ImproperInputParameters; resetParameters(); parameters.maxfev = 200*(n+1); parameters.xtol = tol; diag.setConstant(n, 1.); useExternalScaling = true; return solveNumericalDiff(x); } template<typename FunctorType, typename Scalar> HybridNonLinearSolverSpace::Status HybridNonLinearSolver<FunctorType,Scalar>::solveNumericalDiffInit(FVectorType &x) { n = x.size(); if (parameters.nb_of_subdiagonals<0) parameters.nb_of_subdiagonals= n-1; if (parameters.nb_of_superdiagonals<0) parameters.nb_of_superdiagonals= n-1; wa1.resize(n); wa2.resize(n); wa3.resize(n); wa4.resize(n); qtf.resize(n); fjac.resize(n, n); fvec.resize(n); if (!useExternalScaling) diag.resize(n); eigen_assert( (!useExternalScaling || diag.size()==n) && "When useExternalScaling is set, the caller must provide a valid 'diag'"); /* Function Body */ nfev = 0; njev = 0; /* check the input parameters for errors. */ if (n <= 0 || parameters.xtol < 0. || parameters.maxfev <= 0 || parameters.nb_of_subdiagonals< 0 || parameters.nb_of_superdiagonals< 0 || parameters.factor <= 0. ) return HybridNonLinearSolverSpace::ImproperInputParameters; if (useExternalScaling) for (Index j = 0; j < n; ++j) if (diag[j] <= 0.) return HybridNonLinearSolverSpace::ImproperInputParameters; /* evaluate the function at the starting point */ /* and calculate its norm. */ nfev = 1; if ( functor(x, fvec) < 0) return HybridNonLinearSolverSpace::UserAsked; fnorm = fvec.stableNorm(); /* initialize iteration counter and monitors. */ iter = 1; ncsuc = 0; ncfail = 0; nslow1 = 0; nslow2 = 0; return HybridNonLinearSolverSpace::Running; } template<typename FunctorType, typename Scalar> HybridNonLinearSolverSpace::Status HybridNonLinearSolver<FunctorType,Scalar>::solveNumericalDiffOneStep(FVectorType &x) { using std::sqrt; using std::abs; assert(x.size()==n); // check the caller is not cheating us Index j; std::vector<JacobiRotation<Scalar> > v_givens(n), w_givens(n); jeval = true; if (parameters.nb_of_subdiagonals<0) parameters.nb_of_subdiagonals= n-1; if (parameters.nb_of_superdiagonals<0) parameters.nb_of_superdiagonals= n-1; /* calculate the jacobian matrix. */ if (internal::fdjac1(functor, x, fvec, fjac, parameters.nb_of_subdiagonals, parameters.nb_of_superdiagonals, parameters.epsfcn) <0) return HybridNonLinearSolverSpace::UserAsked; nfev += (std::min)(parameters.nb_of_subdiagonals+parameters.nb_of_superdiagonals+ 1, n); wa2 = fjac.colwise().blueNorm(); /* on the first iteration and if external scaling is not used, scale according */ /* to the norms of the columns of the initial jacobian. */ if (iter == 1) { if (!useExternalScaling) for (j = 0; j < n; ++j) diag[j] = (wa2[j]==0.) ? 1. : wa2[j]; /* on the first iteration, calculate the norm of the scaled x */ /* and initialize the step bound delta. */ xnorm = diag.cwiseProduct(x).stableNorm(); delta = parameters.factor * xnorm; if (delta == 0.) delta = parameters.factor; } /* compute the qr factorization of the jacobian. */ HouseholderQR<JacobianType> qrfac(fjac); // no pivoting: /* copy the triangular factor of the qr factorization into r. */ R = qrfac.matrixQR(); /* accumulate the orthogonal factor in fjac. */ fjac = qrfac.householderQ(); /* form (q transpose)*fvec and store in qtf. */ qtf = fjac.transpose() * fvec; /* rescale if necessary. */ if (!useExternalScaling) diag = diag.cwiseMax(wa2); while (true) { /* determine the direction p. */ internal::dogleg<Scalar>(R, diag, qtf, delta, wa1); /* store the direction p and x + p. calculate the norm of p. */ wa1 = -wa1; wa2 = x + wa1; pnorm = diag.cwiseProduct(wa1).stableNorm(); /* on the first iteration, adjust the initial step bound. */ if (iter == 1) delta = (std::min)(delta,pnorm); /* evaluate the function at x + p and calculate its norm. */ if ( functor(wa2, wa4) < 0) return HybridNonLinearSolverSpace::UserAsked; ++nfev; fnorm1 = wa4.stableNorm(); /* compute the scaled actual reduction. */ actred = -1.; if (fnorm1 < fnorm) /* Computing 2nd power */ actred = 1. - numext::abs2(fnorm1 / fnorm); /* compute the scaled predicted reduction. */ wa3 = R.template triangularView<Upper>()*wa1 + qtf; temp = wa3.stableNorm(); prered = 0.; if (temp < fnorm) /* Computing 2nd power */ prered = 1. - numext::abs2(temp / fnorm); /* compute the ratio of the actual to the predicted reduction. */ ratio = 0.; if (prered > 0.) ratio = actred / prered; /* update the step bound. */ if (ratio < Scalar(.1)) { ncsuc = 0; ++ncfail; delta = Scalar(.5) * delta; } else { ncfail = 0; ++ncsuc; if (ratio >= Scalar(.5) || ncsuc > 1) delta = (std::max)(delta, pnorm / Scalar(.5)); if (abs(ratio - 1.) <= Scalar(.1)) { delta = pnorm / Scalar(.5); } } /* test for successful iteration. */ if (ratio >= Scalar(1e-4)) { /* successful iteration. update x, fvec, and their norms. */ x = wa2; wa2 = diag.cwiseProduct(x); fvec = wa4; xnorm = wa2.stableNorm(); fnorm = fnorm1; ++iter; } /* determine the progress of the iteration. */ ++nslow1; if (actred >= Scalar(.001)) nslow1 = 0; if (jeval) ++nslow2; if (actred >= Scalar(.1)) nslow2 = 0; /* test for convergence. */ if (delta <= parameters.xtol * xnorm || fnorm == 0.) return HybridNonLinearSolverSpace::RelativeErrorTooSmall; /* tests for termination and stringent tolerances. */ if (nfev >= parameters.maxfev) return HybridNonLinearSolverSpace::TooManyFunctionEvaluation; if (Scalar(.1) * (std::max)(Scalar(.1) * delta, pnorm) <= NumTraits<Scalar>::epsilon() * xnorm) return HybridNonLinearSolverSpace::TolTooSmall; if (nslow2 == 5) return HybridNonLinearSolverSpace::NotMakingProgressJacobian; if (nslow1 == 10) return HybridNonLinearSolverSpace::NotMakingProgressIterations; /* criterion for recalculating jacobian. */ if (ncfail == 2) break; // leave inner loop and go for the next outer loop iteration /* calculate the rank one modification to the jacobian */ /* and update qtf if necessary. */ wa1 = diag.cwiseProduct( diag.cwiseProduct(wa1)/pnorm ); wa2 = fjac.transpose() * wa4; if (ratio >= Scalar(1e-4)) qtf = wa2; wa2 = (wa2-wa3)/pnorm; /* compute the qr factorization of the updated jacobian. */ internal::r1updt<Scalar>(R, wa1, v_givens, w_givens, wa2, wa3, &sing); internal::r1mpyq<Scalar>(n, n, fjac.data(), v_givens, w_givens); internal::r1mpyq<Scalar>(1, n, qtf.data(), v_givens, w_givens); jeval = false; } return HybridNonLinearSolverSpace::Running; } template<typename FunctorType, typename Scalar> HybridNonLinearSolverSpace::Status HybridNonLinearSolver<FunctorType,Scalar>::solveNumericalDiff(FVectorType &x) { HybridNonLinearSolverSpace::Status status = solveNumericalDiffInit(x); if (status==HybridNonLinearSolverSpace::ImproperInputParameters) return status; while (status==HybridNonLinearSolverSpace::Running) status = solveNumericalDiffOneStep(x); return status; } } // end namespace Eigen #endif // EIGEN_HYBRIDNONLINEARSOLVER_H //vim: ai ts=4 sts=4 et sw=4
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abess-master/python/include/unsupported/Eigen/src/NonLinearOptimization/LevenbergMarquardt.h
// -*- coding: utf-8 // vim: set fileencoding=utf-8 // This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2009 Thomas Capricelli <[email protected]> // // 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_LEVENBERGMARQUARDT__H #define EIGEN_LEVENBERGMARQUARDT__H namespace Eigen { namespace LevenbergMarquardtSpace { enum Status { NotStarted = -2, Running = -1, ImproperInputParameters = 0, RelativeReductionTooSmall = 1, RelativeErrorTooSmall = 2, RelativeErrorAndReductionTooSmall = 3, CosinusTooSmall = 4, TooManyFunctionEvaluation = 5, FtolTooSmall = 6, XtolTooSmall = 7, GtolTooSmall = 8, UserAsked = 9 }; } /** * \ingroup NonLinearOptimization_Module * \brief Performs non linear optimization over a non-linear function, * using a variant of the Levenberg Marquardt algorithm. * * Check wikipedia for more information. * http://en.wikipedia.org/wiki/Levenberg%E2%80%93Marquardt_algorithm */ template<typename FunctorType, typename Scalar=double> class LevenbergMarquardt { static Scalar sqrt_epsilon() { using std::sqrt; return sqrt(NumTraits<Scalar>::epsilon()); } public: LevenbergMarquardt(FunctorType &_functor) : functor(_functor) { nfev = njev = iter = 0; fnorm = gnorm = 0.; useExternalScaling=false; } typedef DenseIndex Index; struct Parameters { Parameters() : factor(Scalar(100.)) , maxfev(400) , ftol(sqrt_epsilon()) , xtol(sqrt_epsilon()) , gtol(Scalar(0.)) , epsfcn(Scalar(0.)) {} Scalar factor; Index maxfev; // maximum number of function evaluation Scalar ftol; Scalar xtol; Scalar gtol; Scalar epsfcn; }; typedef Matrix< Scalar, Dynamic, 1 > FVectorType; typedef Matrix< Scalar, Dynamic, Dynamic > JacobianType; LevenbergMarquardtSpace::Status lmder1( FVectorType &x, const Scalar tol = sqrt_epsilon() ); LevenbergMarquardtSpace::Status minimize(FVectorType &x); LevenbergMarquardtSpace::Status minimizeInit(FVectorType &x); LevenbergMarquardtSpace::Status minimizeOneStep(FVectorType &x); static LevenbergMarquardtSpace::Status lmdif1( FunctorType &functor, FVectorType &x, Index *nfev, const Scalar tol = sqrt_epsilon() ); LevenbergMarquardtSpace::Status lmstr1( FVectorType &x, const Scalar tol = sqrt_epsilon() ); LevenbergMarquardtSpace::Status minimizeOptimumStorage(FVectorType &x); LevenbergMarquardtSpace::Status minimizeOptimumStorageInit(FVectorType &x); LevenbergMarquardtSpace::Status minimizeOptimumStorageOneStep(FVectorType &x); void resetParameters(void) { parameters = Parameters(); } Parameters parameters; FVectorType fvec, qtf, diag; JacobianType fjac; PermutationMatrix<Dynamic,Dynamic> permutation; Index nfev; Index njev; Index iter; Scalar fnorm, gnorm; bool useExternalScaling; Scalar lm_param(void) { return par; } private: FunctorType &functor; Index n; Index m; FVectorType wa1, wa2, wa3, wa4; Scalar par, sum; Scalar temp, temp1, temp2; Scalar delta; Scalar ratio; Scalar pnorm, xnorm, fnorm1, actred, dirder, prered; LevenbergMarquardt& operator=(const LevenbergMarquardt&); }; template<typename FunctorType, typename Scalar> LevenbergMarquardtSpace::Status LevenbergMarquardt<FunctorType,Scalar>::lmder1( FVectorType &x, const Scalar tol ) { n = x.size(); m = functor.values(); /* check the input parameters for errors. */ if (n <= 0 || m < n || tol < 0.) return LevenbergMarquardtSpace::ImproperInputParameters; resetParameters(); parameters.ftol = tol; parameters.xtol = tol; parameters.maxfev = 100*(n+1); return minimize(x); } template<typename FunctorType, typename Scalar> LevenbergMarquardtSpace::Status LevenbergMarquardt<FunctorType,Scalar>::minimize(FVectorType &x) { LevenbergMarquardtSpace::Status status = minimizeInit(x); if (status==LevenbergMarquardtSpace::ImproperInputParameters) return status; do { status = minimizeOneStep(x); } while (status==LevenbergMarquardtSpace::Running); return status; } template<typename FunctorType, typename Scalar> LevenbergMarquardtSpace::Status LevenbergMarquardt<FunctorType,Scalar>::minimizeInit(FVectorType &x) { n = x.size(); m = functor.values(); wa1.resize(n); wa2.resize(n); wa3.resize(n); wa4.resize(m); fvec.resize(m); fjac.resize(m, n); if (!useExternalScaling) diag.resize(n); eigen_assert( (!useExternalScaling || diag.size()==n) && "When useExternalScaling is set, the caller must provide a valid 'diag'"); qtf.resize(n); /* Function Body */ nfev = 0; njev = 0; /* check the input parameters for errors. */ if (n <= 0 || m < n || parameters.ftol < 0. || parameters.xtol < 0. || parameters.gtol < 0. || parameters.maxfev <= 0 || parameters.factor <= 0.) return LevenbergMarquardtSpace::ImproperInputParameters; if (useExternalScaling) for (Index j = 0; j < n; ++j) if (diag[j] <= 0.) return LevenbergMarquardtSpace::ImproperInputParameters; /* evaluate the function at the starting point */ /* and calculate its norm. */ nfev = 1; if ( functor(x, fvec) < 0) return LevenbergMarquardtSpace::UserAsked; fnorm = fvec.stableNorm(); /* initialize levenberg-marquardt parameter and iteration counter. */ par = 0.; iter = 1; return LevenbergMarquardtSpace::NotStarted; } template<typename FunctorType, typename Scalar> LevenbergMarquardtSpace::Status LevenbergMarquardt<FunctorType,Scalar>::minimizeOneStep(FVectorType &x) { using std::abs; using std::sqrt; eigen_assert(x.size()==n); // check the caller is not cheating us /* calculate the jacobian matrix. */ Index df_ret = functor.df(x, fjac); if (df_ret<0) return LevenbergMarquardtSpace::UserAsked; if (df_ret>0) // numerical diff, we evaluated the function df_ret times nfev += df_ret; else njev++; /* compute the qr factorization of the jacobian. */ wa2 = fjac.colwise().blueNorm(); ColPivHouseholderQR<JacobianType> qrfac(fjac); fjac = qrfac.matrixQR(); permutation = qrfac.colsPermutation(); /* on the first iteration and if external scaling is not used, scale according */ /* to the norms of the columns of the initial jacobian. */ if (iter == 1) { if (!useExternalScaling) for (Index j = 0; j < n; ++j) diag[j] = (wa2[j]==0.)? 1. : wa2[j]; /* on the first iteration, calculate the norm of the scaled x */ /* and initialize the step bound delta. */ xnorm = diag.cwiseProduct(x).stableNorm(); delta = parameters.factor * xnorm; if (delta == 0.) delta = parameters.factor; } /* form (q transpose)*fvec and store the first n components in */ /* qtf. */ wa4 = fvec; wa4.applyOnTheLeft(qrfac.householderQ().adjoint()); qtf = wa4.head(n); /* compute the norm of the scaled gradient. */ gnorm = 0.; if (fnorm != 0.) for (Index j = 0; j < n; ++j) if (wa2[permutation.indices()[j]] != 0.) gnorm = (std::max)(gnorm, abs( fjac.col(j).head(j+1).dot(qtf.head(j+1)/fnorm) / wa2[permutation.indices()[j]])); /* test for convergence of the gradient norm. */ if (gnorm <= parameters.gtol) return LevenbergMarquardtSpace::CosinusTooSmall; /* rescale if necessary. */ if (!useExternalScaling) diag = diag.cwiseMax(wa2); do { /* determine the levenberg-marquardt parameter. */ internal::lmpar2<Scalar>(qrfac, diag, qtf, delta, par, wa1); /* store the direction p and x + p. calculate the norm of p. */ wa1 = -wa1; wa2 = x + wa1; pnorm = diag.cwiseProduct(wa1).stableNorm(); /* on the first iteration, adjust the initial step bound. */ if (iter == 1) delta = (std::min)(delta,pnorm); /* evaluate the function at x + p and calculate its norm. */ if ( functor(wa2, wa4) < 0) return LevenbergMarquardtSpace::UserAsked; ++nfev; fnorm1 = wa4.stableNorm(); /* compute the scaled actual reduction. */ actred = -1.; if (Scalar(.1) * fnorm1 < fnorm) actred = 1. - numext::abs2(fnorm1 / fnorm); /* compute the scaled predicted reduction and */ /* the scaled directional derivative. */ wa3 = fjac.template triangularView<Upper>() * (qrfac.colsPermutation().inverse() *wa1); temp1 = numext::abs2(wa3.stableNorm() / fnorm); temp2 = numext::abs2(sqrt(par) * pnorm / fnorm); prered = temp1 + temp2 / Scalar(.5); dirder = -(temp1 + temp2); /* compute the ratio of the actual to the predicted */ /* reduction. */ ratio = 0.; if (prered != 0.) ratio = actred / prered; /* update the step bound. */ if (ratio <= Scalar(.25)) { if (actred >= 0.) temp = Scalar(.5); if (actred < 0.) temp = Scalar(.5) * dirder / (dirder + Scalar(.5) * actred); if (Scalar(.1) * fnorm1 >= fnorm || temp < Scalar(.1)) temp = Scalar(.1); /* Computing MIN */ delta = temp * (std::min)(delta, pnorm / Scalar(.1)); par /= temp; } else if (!(par != 0. && ratio < Scalar(.75))) { delta = pnorm / Scalar(.5); par = Scalar(.5) * par; } /* test for successful iteration. */ if (ratio >= Scalar(1e-4)) { /* successful iteration. update x, fvec, and their norms. */ x = wa2; wa2 = diag.cwiseProduct(x); fvec = wa4; xnorm = wa2.stableNorm(); fnorm = fnorm1; ++iter; } /* tests for convergence. */ if (abs(actred) <= parameters.ftol && prered <= parameters.ftol && Scalar(.5) * ratio <= 1. && delta <= parameters.xtol * xnorm) return LevenbergMarquardtSpace::RelativeErrorAndReductionTooSmall; if (abs(actred) <= parameters.ftol && prered <= parameters.ftol && Scalar(.5) * ratio <= 1.) return LevenbergMarquardtSpace::RelativeReductionTooSmall; if (delta <= parameters.xtol * xnorm) return LevenbergMarquardtSpace::RelativeErrorTooSmall; /* tests for termination and stringent tolerances. */ if (nfev >= parameters.maxfev) return LevenbergMarquardtSpace::TooManyFunctionEvaluation; if (abs(actred) <= NumTraits<Scalar>::epsilon() && prered <= NumTraits<Scalar>::epsilon() && Scalar(.5) * ratio <= 1.) return LevenbergMarquardtSpace::FtolTooSmall; if (delta <= NumTraits<Scalar>::epsilon() * xnorm) return LevenbergMarquardtSpace::XtolTooSmall; if (gnorm <= NumTraits<Scalar>::epsilon()) return LevenbergMarquardtSpace::GtolTooSmall; } while (ratio < Scalar(1e-4)); return LevenbergMarquardtSpace::Running; } template<typename FunctorType, typename Scalar> LevenbergMarquardtSpace::Status LevenbergMarquardt<FunctorType,Scalar>::lmstr1( FVectorType &x, const Scalar tol ) { n = x.size(); m = functor.values(); /* check the input parameters for errors. */ if (n <= 0 || m < n || tol < 0.) return LevenbergMarquardtSpace::ImproperInputParameters; resetParameters(); parameters.ftol = tol; parameters.xtol = tol; parameters.maxfev = 100*(n+1); return minimizeOptimumStorage(x); } template<typename FunctorType, typename Scalar> LevenbergMarquardtSpace::Status LevenbergMarquardt<FunctorType,Scalar>::minimizeOptimumStorageInit(FVectorType &x) { n = x.size(); m = functor.values(); wa1.resize(n); wa2.resize(n); wa3.resize(n); wa4.resize(m); fvec.resize(m); // Only R is stored in fjac. Q is only used to compute 'qtf', which is // Q.transpose()*rhs. qtf will be updated using givens rotation, // instead of storing them in Q. // The purpose it to only use a nxn matrix, instead of mxn here, so // that we can handle cases where m>>n : fjac.resize(n, n); if (!useExternalScaling) diag.resize(n); eigen_assert( (!useExternalScaling || diag.size()==n) && "When useExternalScaling is set, the caller must provide a valid 'diag'"); qtf.resize(n); /* Function Body */ nfev = 0; njev = 0; /* check the input parameters for errors. */ if (n <= 0 || m < n || parameters.ftol < 0. || parameters.xtol < 0. || parameters.gtol < 0. || parameters.maxfev <= 0 || parameters.factor <= 0.) return LevenbergMarquardtSpace::ImproperInputParameters; if (useExternalScaling) for (Index j = 0; j < n; ++j) if (diag[j] <= 0.) return LevenbergMarquardtSpace::ImproperInputParameters; /* evaluate the function at the starting point */ /* and calculate its norm. */ nfev = 1; if ( functor(x, fvec) < 0) return LevenbergMarquardtSpace::UserAsked; fnorm = fvec.stableNorm(); /* initialize levenberg-marquardt parameter and iteration counter. */ par = 0.; iter = 1; return LevenbergMarquardtSpace::NotStarted; } template<typename FunctorType, typename Scalar> LevenbergMarquardtSpace::Status LevenbergMarquardt<FunctorType,Scalar>::minimizeOptimumStorageOneStep(FVectorType &x) { using std::abs; using std::sqrt; eigen_assert(x.size()==n); // check the caller is not cheating us Index i, j; bool sing; /* compute the qr factorization of the jacobian matrix */ /* calculated one row at a time, while simultaneously */ /* forming (q transpose)*fvec and storing the first */ /* n components in qtf. */ qtf.fill(0.); fjac.fill(0.); Index rownb = 2; for (i = 0; i < m; ++i) { if (functor.df(x, wa3, rownb) < 0) return LevenbergMarquardtSpace::UserAsked; internal::rwupdt<Scalar>(fjac, wa3, qtf, fvec[i]); ++rownb; } ++njev; /* if the jacobian is rank deficient, call qrfac to */ /* reorder its columns and update the components of qtf. */ sing = false; for (j = 0; j < n; ++j) { if (fjac(j,j) == 0.) sing = true; wa2[j] = fjac.col(j).head(j).stableNorm(); } permutation.setIdentity(n); if (sing) { wa2 = fjac.colwise().blueNorm(); // TODO We have no unit test covering this code path, do not modify // until it is carefully tested ColPivHouseholderQR<JacobianType> qrfac(fjac); fjac = qrfac.matrixQR(); wa1 = fjac.diagonal(); fjac.diagonal() = qrfac.hCoeffs(); permutation = qrfac.colsPermutation(); // TODO : avoid this: for(Index ii=0; ii< fjac.cols(); ii++) fjac.col(ii).segment(ii+1, fjac.rows()-ii-1) *= fjac(ii,ii); // rescale vectors for (j = 0; j < n; ++j) { if (fjac(j,j) != 0.) { sum = 0.; for (i = j; i < n; ++i) sum += fjac(i,j) * qtf[i]; temp = -sum / fjac(j,j); for (i = j; i < n; ++i) qtf[i] += fjac(i,j) * temp; } fjac(j,j) = wa1[j]; } } /* on the first iteration and if external scaling is not used, scale according */ /* to the norms of the columns of the initial jacobian. */ if (iter == 1) { if (!useExternalScaling) for (j = 0; j < n; ++j) diag[j] = (wa2[j]==0.)? 1. : wa2[j]; /* on the first iteration, calculate the norm of the scaled x */ /* and initialize the step bound delta. */ xnorm = diag.cwiseProduct(x).stableNorm(); delta = parameters.factor * xnorm; if (delta == 0.) delta = parameters.factor; } /* compute the norm of the scaled gradient. */ gnorm = 0.; if (fnorm != 0.) for (j = 0; j < n; ++j) if (wa2[permutation.indices()[j]] != 0.) gnorm = (std::max)(gnorm, abs( fjac.col(j).head(j+1).dot(qtf.head(j+1)/fnorm) / wa2[permutation.indices()[j]])); /* test for convergence of the gradient norm. */ if (gnorm <= parameters.gtol) return LevenbergMarquardtSpace::CosinusTooSmall; /* rescale if necessary. */ if (!useExternalScaling) diag = diag.cwiseMax(wa2); do { /* determine the levenberg-marquardt parameter. */ internal::lmpar<Scalar>(fjac, permutation.indices(), diag, qtf, delta, par, wa1); /* store the direction p and x + p. calculate the norm of p. */ wa1 = -wa1; wa2 = x + wa1; pnorm = diag.cwiseProduct(wa1).stableNorm(); /* on the first iteration, adjust the initial step bound. */ if (iter == 1) delta = (std::min)(delta,pnorm); /* evaluate the function at x + p and calculate its norm. */ if ( functor(wa2, wa4) < 0) return LevenbergMarquardtSpace::UserAsked; ++nfev; fnorm1 = wa4.stableNorm(); /* compute the scaled actual reduction. */ actred = -1.; if (Scalar(.1) * fnorm1 < fnorm) actred = 1. - numext::abs2(fnorm1 / fnorm); /* compute the scaled predicted reduction and */ /* the scaled directional derivative. */ wa3 = fjac.topLeftCorner(n,n).template triangularView<Upper>() * (permutation.inverse() * wa1); temp1 = numext::abs2(wa3.stableNorm() / fnorm); temp2 = numext::abs2(sqrt(par) * pnorm / fnorm); prered = temp1 + temp2 / Scalar(.5); dirder = -(temp1 + temp2); /* compute the ratio of the actual to the predicted */ /* reduction. */ ratio = 0.; if (prered != 0.) ratio = actred / prered; /* update the step bound. */ if (ratio <= Scalar(.25)) { if (actred >= 0.) temp = Scalar(.5); if (actred < 0.) temp = Scalar(.5) * dirder / (dirder + Scalar(.5) * actred); if (Scalar(.1) * fnorm1 >= fnorm || temp < Scalar(.1)) temp = Scalar(.1); /* Computing MIN */ delta = temp * (std::min)(delta, pnorm / Scalar(.1)); par /= temp; } else if (!(par != 0. && ratio < Scalar(.75))) { delta = pnorm / Scalar(.5); par = Scalar(.5) * par; } /* test for successful iteration. */ if (ratio >= Scalar(1e-4)) { /* successful iteration. update x, fvec, and their norms. */ x = wa2; wa2 = diag.cwiseProduct(x); fvec = wa4; xnorm = wa2.stableNorm(); fnorm = fnorm1; ++iter; } /* tests for convergence. */ if (abs(actred) <= parameters.ftol && prered <= parameters.ftol && Scalar(.5) * ratio <= 1. && delta <= parameters.xtol * xnorm) return LevenbergMarquardtSpace::RelativeErrorAndReductionTooSmall; if (abs(actred) <= parameters.ftol && prered <= parameters.ftol && Scalar(.5) * ratio <= 1.) return LevenbergMarquardtSpace::RelativeReductionTooSmall; if (delta <= parameters.xtol * xnorm) return LevenbergMarquardtSpace::RelativeErrorTooSmall; /* tests for termination and stringent tolerances. */ if (nfev >= parameters.maxfev) return LevenbergMarquardtSpace::TooManyFunctionEvaluation; if (abs(actred) <= NumTraits<Scalar>::epsilon() && prered <= NumTraits<Scalar>::epsilon() && Scalar(.5) * ratio <= 1.) return LevenbergMarquardtSpace::FtolTooSmall; if (delta <= NumTraits<Scalar>::epsilon() * xnorm) return LevenbergMarquardtSpace::XtolTooSmall; if (gnorm <= NumTraits<Scalar>::epsilon()) return LevenbergMarquardtSpace::GtolTooSmall; } while (ratio < Scalar(1e-4)); return LevenbergMarquardtSpace::Running; } template<typename FunctorType, typename Scalar> LevenbergMarquardtSpace::Status LevenbergMarquardt<FunctorType,Scalar>::minimizeOptimumStorage(FVectorType &x) { LevenbergMarquardtSpace::Status status = minimizeOptimumStorageInit(x); if (status==LevenbergMarquardtSpace::ImproperInputParameters) return status; do { status = minimizeOptimumStorageOneStep(x); } while (status==LevenbergMarquardtSpace::Running); return status; } template<typename FunctorType, typename Scalar> LevenbergMarquardtSpace::Status LevenbergMarquardt<FunctorType,Scalar>::lmdif1( FunctorType &functor, FVectorType &x, Index *nfev, const Scalar tol ) { Index n = x.size(); Index m = functor.values(); /* check the input parameters for errors. */ if (n <= 0 || m < n || tol < 0.) return LevenbergMarquardtSpace::ImproperInputParameters; NumericalDiff<FunctorType> numDiff(functor); // embedded LevenbergMarquardt LevenbergMarquardt<NumericalDiff<FunctorType>, Scalar > lm(numDiff); lm.parameters.ftol = tol; lm.parameters.xtol = tol; lm.parameters.maxfev = 200*(n+1); LevenbergMarquardtSpace::Status info = LevenbergMarquardtSpace::Status(lm.minimize(x)); if (nfev) * nfev = lm.nfev; return info; } } // end namespace Eigen #endif // EIGEN_LEVENBERGMARQUARDT__H //vim: ai ts=4 sts=4 et sw=4
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32.641337
149
h
abess
abess-master/python/include/unsupported/Eigen/src/NonLinearOptimization/chkder.h
#define chkder_log10e 0.43429448190325182765 #define chkder_factor 100. namespace Eigen { namespace internal { template<typename Scalar> void chkder( const Matrix< Scalar, Dynamic, 1 > &x, const Matrix< Scalar, Dynamic, 1 > &fvec, const Matrix< Scalar, Dynamic, Dynamic > &fjac, Matrix< Scalar, Dynamic, 1 > &xp, const Matrix< Scalar, Dynamic, 1 > &fvecp, int mode, Matrix< Scalar, Dynamic, 1 > &err ) { using std::sqrt; using std::abs; using std::log; typedef DenseIndex Index; const Scalar eps = sqrt(NumTraits<Scalar>::epsilon()); const Scalar epsf = chkder_factor * NumTraits<Scalar>::epsilon(); const Scalar epslog = chkder_log10e * log(eps); Scalar temp; const Index m = fvec.size(), n = x.size(); if (mode != 2) { /* mode = 1. */ xp.resize(n); for (Index j = 0; j < n; ++j) { temp = eps * abs(x[j]); if (temp == 0.) temp = eps; xp[j] = x[j] + temp; } } else { /* mode = 2. */ err.setZero(m); for (Index j = 0; j < n; ++j) { temp = abs(x[j]); if (temp == 0.) temp = 1.; err += temp * fjac.col(j); } for (Index i = 0; i < m; ++i) { temp = 1.; if (fvec[i] != 0. && fvecp[i] != 0. && abs(fvecp[i] - fvec[i]) >= epsf * abs(fvec[i])) temp = eps * abs((fvecp[i] - fvec[i]) / eps - err[i]) / (abs(fvec[i]) + abs(fvecp[i])); err[i] = 1.; if (temp > NumTraits<Scalar>::epsilon() && temp < eps) err[i] = (chkder_log10e * log(temp) - epslog) / epslog; if (temp >= eps) err[i] = 0.; } } } } // end namespace internal } // end namespace Eigen
1,864
26.835821
103
h
abess
abess-master/python/include/unsupported/Eigen/src/NonLinearOptimization/covar.h
namespace Eigen { namespace internal { template <typename Scalar> void covar( Matrix< Scalar, Dynamic, Dynamic > &r, const VectorXi &ipvt, Scalar tol = std::sqrt(NumTraits<Scalar>::epsilon()) ) { using std::abs; typedef DenseIndex Index; /* Local variables */ Index i, j, k, l, ii, jj; bool sing; Scalar temp; /* Function Body */ const Index n = r.cols(); const Scalar tolr = tol * abs(r(0,0)); Matrix< Scalar, Dynamic, 1 > wa(n); eigen_assert(ipvt.size()==n); /* form the inverse of r in the full upper triangle of r. */ l = -1; for (k = 0; k < n; ++k) if (abs(r(k,k)) > tolr) { r(k,k) = 1. / r(k,k); for (j = 0; j <= k-1; ++j) { temp = r(k,k) * r(j,k); r(j,k) = 0.; r.col(k).head(j+1) -= r.col(j).head(j+1) * temp; } l = k; } /* form the full upper triangle of the inverse of (r transpose)*r */ /* in the full upper triangle of r. */ for (k = 0; k <= l; ++k) { for (j = 0; j <= k-1; ++j) r.col(j).head(j+1) += r.col(k).head(j+1) * r(j,k); r.col(k).head(k+1) *= r(k,k); } /* form the full lower triangle of the covariance matrix */ /* in the strict lower triangle of r and in wa. */ for (j = 0; j < n; ++j) { jj = ipvt[j]; sing = j > l; for (i = 0; i <= j; ++i) { if (sing) r(i,j) = 0.; ii = ipvt[i]; if (ii > jj) r(ii,jj) = r(i,j); if (ii < jj) r(jj,ii) = r(i,j); } wa[jj] = r(j,j); } /* symmetrize the covariance matrix in r. */ r.topLeftCorner(n,n).template triangularView<StrictlyUpper>() = r.topLeftCorner(n,n).transpose(); r.diagonal() = wa; } } // end namespace internal } // end namespace Eigen
1,915
25.985915
101
h
abess
abess-master/python/include/unsupported/Eigen/src/NonLinearOptimization/dogleg.h
namespace Eigen { namespace internal { template <typename Scalar> void dogleg( const Matrix< Scalar, Dynamic, Dynamic > &qrfac, const Matrix< Scalar, Dynamic, 1 > &diag, const Matrix< Scalar, Dynamic, 1 > &qtb, Scalar delta, Matrix< Scalar, Dynamic, 1 > &x) { using std::abs; using std::sqrt; typedef DenseIndex Index; /* Local variables */ Index i, j; Scalar sum, temp, alpha, bnorm; Scalar gnorm, qnorm; Scalar sgnorm; /* Function Body */ const Scalar epsmch = NumTraits<Scalar>::epsilon(); const Index n = qrfac.cols(); eigen_assert(n==qtb.size()); eigen_assert(n==x.size()); eigen_assert(n==diag.size()); Matrix< Scalar, Dynamic, 1 > wa1(n), wa2(n); /* first, calculate the gauss-newton direction. */ for (j = n-1; j >=0; --j) { temp = qrfac(j,j); if (temp == 0.) { temp = epsmch * qrfac.col(j).head(j+1).maxCoeff(); if (temp == 0.) temp = epsmch; } if (j==n-1) x[j] = qtb[j] / temp; else x[j] = (qtb[j] - qrfac.row(j).tail(n-j-1).dot(x.tail(n-j-1))) / temp; } /* test whether the gauss-newton direction is acceptable. */ qnorm = diag.cwiseProduct(x).stableNorm(); if (qnorm <= delta) return; // TODO : this path is not tested by Eigen unit tests /* the gauss-newton direction is not acceptable. */ /* next, calculate the scaled gradient direction. */ wa1.fill(0.); for (j = 0; j < n; ++j) { wa1.tail(n-j) += qrfac.row(j).tail(n-j) * qtb[j]; wa1[j] /= diag[j]; } /* calculate the norm of the scaled gradient and test for */ /* the special case in which the scaled gradient is zero. */ gnorm = wa1.stableNorm(); sgnorm = 0.; alpha = delta / qnorm; if (gnorm == 0.) goto algo_end; /* calculate the point along the scaled gradient */ /* at which the quadratic is minimized. */ wa1.array() /= (diag*gnorm).array(); // TODO : once unit tests cover this part,: // wa2 = qrfac.template triangularView<Upper>() * wa1; for (j = 0; j < n; ++j) { sum = 0.; for (i = j; i < n; ++i) { sum += qrfac(j,i) * wa1[i]; } wa2[j] = sum; } temp = wa2.stableNorm(); sgnorm = gnorm / temp / temp; /* test whether the scaled gradient direction is acceptable. */ alpha = 0.; if (sgnorm >= delta) goto algo_end; /* the scaled gradient direction is not acceptable. */ /* finally, calculate the point along the dogleg */ /* at which the quadratic is minimized. */ bnorm = qtb.stableNorm(); temp = bnorm / gnorm * (bnorm / qnorm) * (sgnorm / delta); temp = temp - delta / qnorm * numext::abs2(sgnorm / delta) + sqrt(numext::abs2(temp - delta / qnorm) + (1.-numext::abs2(delta / qnorm)) * (1.-numext::abs2(sgnorm / delta))); alpha = delta / qnorm * (1. - numext::abs2(sgnorm / delta)) / temp; algo_end: /* form appropriate convex combination of the gauss-newton */ /* direction and the scaled gradient direction. */ temp = (1.-alpha) * (std::min)(sgnorm,delta); x = temp * wa1 + alpha * x; } } // end namespace internal } // end namespace Eigen
3,297
29.537037
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h
abess
abess-master/python/include/unsupported/Eigen/src/NonLinearOptimization/fdjac1.h
namespace Eigen { namespace internal { template<typename FunctorType, typename Scalar> DenseIndex fdjac1( const FunctorType &Functor, Matrix< Scalar, Dynamic, 1 > &x, Matrix< Scalar, Dynamic, 1 > &fvec, Matrix< Scalar, Dynamic, Dynamic > &fjac, DenseIndex ml, DenseIndex mu, Scalar epsfcn) { using std::sqrt; using std::abs; typedef DenseIndex Index; /* Local variables */ Scalar h; Index j, k; Scalar eps, temp; Index msum; int iflag; Index start, length; /* Function Body */ const Scalar epsmch = NumTraits<Scalar>::epsilon(); const Index n = x.size(); eigen_assert(fvec.size()==n); Matrix< Scalar, Dynamic, 1 > wa1(n); Matrix< Scalar, Dynamic, 1 > wa2(n); eps = sqrt((std::max)(epsfcn,epsmch)); msum = ml + mu + 1; if (msum >= n) { /* computation of dense approximate jacobian. */ for (j = 0; j < n; ++j) { temp = x[j]; h = eps * abs(temp); if (h == 0.) h = eps; x[j] = temp + h; iflag = Functor(x, wa1); if (iflag < 0) return iflag; x[j] = temp; fjac.col(j) = (wa1-fvec)/h; } }else { /* computation of banded approximate jacobian. */ for (k = 0; k < msum; ++k) { for (j = k; (msum<0) ? (j>n): (j<n); j += msum) { wa2[j] = x[j]; h = eps * abs(wa2[j]); if (h == 0.) h = eps; x[j] = wa2[j] + h; } iflag = Functor(x, wa1); if (iflag < 0) return iflag; for (j = k; (msum<0) ? (j>n): (j<n); j += msum) { x[j] = wa2[j]; h = eps * abs(wa2[j]); if (h == 0.) h = eps; fjac.col(j).setZero(); start = std::max<Index>(0,j-mu); length = (std::min)(n-1, j+ml) - start + 1; fjac.col(j).segment(start, length) = ( wa1.segment(start, length)-fvec.segment(start, length))/h; } } } return 0; } } // end namespace internal } // end namespace Eigen
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26.825
113
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abess
abess-master/python/include/unsupported/Eigen/src/NonLinearOptimization/lmpar.h
namespace Eigen { namespace internal { template <typename Scalar> void lmpar( Matrix< Scalar, Dynamic, Dynamic > &r, const VectorXi &ipvt, const Matrix< Scalar, Dynamic, 1 > &diag, const Matrix< Scalar, Dynamic, 1 > &qtb, Scalar delta, Scalar &par, Matrix< Scalar, Dynamic, 1 > &x) { using std::abs; using std::sqrt; typedef DenseIndex Index; /* Local variables */ Index i, j, l; Scalar fp; Scalar parc, parl; Index iter; Scalar temp, paru; Scalar gnorm; Scalar dxnorm; /* Function Body */ const Scalar dwarf = (std::numeric_limits<Scalar>::min)(); const Index n = r.cols(); eigen_assert(n==diag.size()); eigen_assert(n==qtb.size()); eigen_assert(n==x.size()); Matrix< Scalar, Dynamic, 1 > wa1, wa2; /* compute and store in x the gauss-newton direction. if the */ /* jacobian is rank-deficient, obtain a least squares solution. */ Index nsing = n-1; wa1 = qtb; for (j = 0; j < n; ++j) { if (r(j,j) == 0. && nsing == n-1) nsing = j - 1; if (nsing < n-1) wa1[j] = 0.; } for (j = nsing; j>=0; --j) { wa1[j] /= r(j,j); temp = wa1[j]; for (i = 0; i < j ; ++i) wa1[i] -= r(i,j) * temp; } for (j = 0; j < n; ++j) x[ipvt[j]] = wa1[j]; /* initialize the iteration counter. */ /* evaluate the function at the origin, and test */ /* for acceptance of the gauss-newton direction. */ iter = 0; wa2 = diag.cwiseProduct(x); dxnorm = wa2.blueNorm(); fp = dxnorm - delta; if (fp <= Scalar(0.1) * delta) { par = 0; return; } /* if the jacobian is not rank deficient, the newton */ /* step provides a lower bound, parl, for the zero of */ /* the function. otherwise set this bound to zero. */ parl = 0.; if (nsing >= n-1) { for (j = 0; j < n; ++j) { l = ipvt[j]; wa1[j] = diag[l] * (wa2[l] / dxnorm); } // it's actually a triangularView.solveInplace(), though in a weird // way: for (j = 0; j < n; ++j) { Scalar sum = 0.; for (i = 0; i < j; ++i) sum += r(i,j) * wa1[i]; wa1[j] = (wa1[j] - sum) / r(j,j); } temp = wa1.blueNorm(); parl = fp / delta / temp / temp; } /* calculate an upper bound, paru, for the zero of the function. */ for (j = 0; j < n; ++j) wa1[j] = r.col(j).head(j+1).dot(qtb.head(j+1)) / diag[ipvt[j]]; gnorm = wa1.stableNorm(); paru = gnorm / delta; if (paru == 0.) paru = dwarf / (std::min)(delta,Scalar(0.1)); /* if the input par lies outside of the interval (parl,paru), */ /* set par to the closer endpoint. */ par = (std::max)(par,parl); par = (std::min)(par,paru); if (par == 0.) par = gnorm / dxnorm; /* beginning of an iteration. */ while (true) { ++iter; /* evaluate the function at the current value of par. */ if (par == 0.) par = (std::max)(dwarf,Scalar(.001) * paru); /* Computing MAX */ wa1 = sqrt(par)* diag; Matrix< Scalar, Dynamic, 1 > sdiag(n); qrsolv<Scalar>(r, ipvt, wa1, qtb, x, sdiag); wa2 = diag.cwiseProduct(x); dxnorm = wa2.blueNorm(); temp = fp; fp = dxnorm - delta; /* if the function is small enough, accept the current value */ /* of par. also test for the exceptional cases where parl */ /* is zero or the number of iterations has reached 10. */ if (abs(fp) <= Scalar(0.1) * delta || (parl == 0. && fp <= temp && temp < 0.) || iter == 10) break; /* compute the newton correction. */ for (j = 0; j < n; ++j) { l = ipvt[j]; wa1[j] = diag[l] * (wa2[l] / dxnorm); } for (j = 0; j < n; ++j) { wa1[j] /= sdiag[j]; temp = wa1[j]; for (i = j+1; i < n; ++i) wa1[i] -= r(i,j) * temp; } temp = wa1.blueNorm(); parc = fp / delta / temp / temp; /* depending on the sign of the function, update parl or paru. */ if (fp > 0.) parl = (std::max)(parl,par); if (fp < 0.) paru = (std::min)(paru,par); /* compute an improved estimate for par. */ /* Computing MAX */ par = (std::max)(parl,par+parc); /* end of an iteration. */ } /* termination. */ if (iter == 0) par = 0.; return; } template <typename Scalar> void lmpar2( const ColPivHouseholderQR<Matrix< Scalar, Dynamic, Dynamic> > &qr, const Matrix< Scalar, Dynamic, 1 > &diag, const Matrix< Scalar, Dynamic, 1 > &qtb, Scalar delta, Scalar &par, Matrix< Scalar, Dynamic, 1 > &x) { using std::sqrt; using std::abs; typedef DenseIndex Index; /* Local variables */ Index j; Scalar fp; Scalar parc, parl; Index iter; Scalar temp, paru; Scalar gnorm; Scalar dxnorm; /* Function Body */ const Scalar dwarf = (std::numeric_limits<Scalar>::min)(); const Index n = qr.matrixQR().cols(); eigen_assert(n==diag.size()); eigen_assert(n==qtb.size()); Matrix< Scalar, Dynamic, 1 > wa1, wa2; /* compute and store in x the gauss-newton direction. if the */ /* jacobian is rank-deficient, obtain a least squares solution. */ // const Index rank = qr.nonzeroPivots(); // exactly double(0.) const Index rank = qr.rank(); // use a threshold wa1 = qtb; wa1.tail(n-rank).setZero(); qr.matrixQR().topLeftCorner(rank, rank).template triangularView<Upper>().solveInPlace(wa1.head(rank)); x = qr.colsPermutation()*wa1; /* initialize the iteration counter. */ /* evaluate the function at the origin, and test */ /* for acceptance of the gauss-newton direction. */ iter = 0; wa2 = diag.cwiseProduct(x); dxnorm = wa2.blueNorm(); fp = dxnorm - delta; if (fp <= Scalar(0.1) * delta) { par = 0; return; } /* if the jacobian is not rank deficient, the newton */ /* step provides a lower bound, parl, for the zero of */ /* the function. otherwise set this bound to zero. */ parl = 0.; if (rank==n) { wa1 = qr.colsPermutation().inverse() * diag.cwiseProduct(wa2)/dxnorm; qr.matrixQR().topLeftCorner(n, n).transpose().template triangularView<Lower>().solveInPlace(wa1); temp = wa1.blueNorm(); parl = fp / delta / temp / temp; } /* calculate an upper bound, paru, for the zero of the function. */ for (j = 0; j < n; ++j) wa1[j] = qr.matrixQR().col(j).head(j+1).dot(qtb.head(j+1)) / diag[qr.colsPermutation().indices()(j)]; gnorm = wa1.stableNorm(); paru = gnorm / delta; if (paru == 0.) paru = dwarf / (std::min)(delta,Scalar(0.1)); /* if the input par lies outside of the interval (parl,paru), */ /* set par to the closer endpoint. */ par = (std::max)(par,parl); par = (std::min)(par,paru); if (par == 0.) par = gnorm / dxnorm; /* beginning of an iteration. */ Matrix< Scalar, Dynamic, Dynamic > s = qr.matrixQR(); while (true) { ++iter; /* evaluate the function at the current value of par. */ if (par == 0.) par = (std::max)(dwarf,Scalar(.001) * paru); /* Computing MAX */ wa1 = sqrt(par)* diag; Matrix< Scalar, Dynamic, 1 > sdiag(n); qrsolv<Scalar>(s, qr.colsPermutation().indices(), wa1, qtb, x, sdiag); wa2 = diag.cwiseProduct(x); dxnorm = wa2.blueNorm(); temp = fp; fp = dxnorm - delta; /* if the function is small enough, accept the current value */ /* of par. also test for the exceptional cases where parl */ /* is zero or the number of iterations has reached 10. */ if (abs(fp) <= Scalar(0.1) * delta || (parl == 0. && fp <= temp && temp < 0.) || iter == 10) break; /* compute the newton correction. */ wa1 = qr.colsPermutation().inverse() * diag.cwiseProduct(wa2/dxnorm); // we could almost use this here, but the diagonal is outside qr, in sdiag[] // qr.matrixQR().topLeftCorner(n, n).transpose().template triangularView<Lower>().solveInPlace(wa1); for (j = 0; j < n; ++j) { wa1[j] /= sdiag[j]; temp = wa1[j]; for (Index i = j+1; i < n; ++i) wa1[i] -= s(i,j) * temp; } temp = wa1.blueNorm(); parc = fp / delta / temp / temp; /* depending on the sign of the function, update parl or paru. */ if (fp > 0.) parl = (std::max)(parl,par); if (fp < 0.) paru = (std::min)(paru,par); /* compute an improved estimate for par. */ par = (std::max)(parl,par+parc); } if (iter == 0) par = 0.; return; } } // end namespace internal } // end namespace Eigen
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29.474916
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abess-master/python/include/unsupported/Eigen/src/NonLinearOptimization/qrsolv.h
namespace Eigen { namespace internal { // TODO : once qrsolv2 is removed, use ColPivHouseholderQR or PermutationMatrix instead of ipvt template <typename Scalar> void qrsolv( Matrix< Scalar, Dynamic, Dynamic > &s, // TODO : use a PermutationMatrix once lmpar is no more: const VectorXi &ipvt, const Matrix< Scalar, Dynamic, 1 > &diag, const Matrix< Scalar, Dynamic, 1 > &qtb, Matrix< Scalar, Dynamic, 1 > &x, Matrix< Scalar, Dynamic, 1 > &sdiag) { typedef DenseIndex Index; /* Local variables */ Index i, j, k, l; Scalar temp; Index n = s.cols(); Matrix< Scalar, Dynamic, 1 > wa(n); JacobiRotation<Scalar> givens; /* Function Body */ // the following will only change the lower triangular part of s, including // the diagonal, though the diagonal is restored afterward /* copy r and (q transpose)*b to preserve input and initialize s. */ /* in particular, save the diagonal elements of r in x. */ x = s.diagonal(); wa = qtb; s.topLeftCorner(n,n).template triangularView<StrictlyLower>() = s.topLeftCorner(n,n).transpose(); /* eliminate the diagonal matrix d using a givens rotation. */ for (j = 0; j < n; ++j) { /* prepare the row of d to be eliminated, locating the */ /* diagonal element using p from the qr factorization. */ l = ipvt[j]; if (diag[l] == 0.) break; sdiag.tail(n-j).setZero(); sdiag[j] = diag[l]; /* the transformations to eliminate the row of d */ /* modify only a single element of (q transpose)*b */ /* beyond the first n, which is initially zero. */ Scalar qtbpj = 0.; for (k = j; k < n; ++k) { /* determine a givens rotation which eliminates the */ /* appropriate element in the current row of d. */ givens.makeGivens(-s(k,k), sdiag[k]); /* compute the modified diagonal element of r and */ /* the modified element of ((q transpose)*b,0). */ s(k,k) = givens.c() * s(k,k) + givens.s() * sdiag[k]; temp = givens.c() * wa[k] + givens.s() * qtbpj; qtbpj = -givens.s() * wa[k] + givens.c() * qtbpj; wa[k] = temp; /* accumulate the tranformation in the row of s. */ for (i = k+1; i<n; ++i) { temp = givens.c() * s(i,k) + givens.s() * sdiag[i]; sdiag[i] = -givens.s() * s(i,k) + givens.c() * sdiag[i]; s(i,k) = temp; } } } /* solve the triangular system for z. if the system is */ /* singular, then obtain a least squares solution. */ Index nsing; for(nsing=0; nsing<n && sdiag[nsing]!=0; nsing++) {} wa.tail(n-nsing).setZero(); s.topLeftCorner(nsing, nsing).transpose().template triangularView<Upper>().solveInPlace(wa.head(nsing)); // restore sdiag = s.diagonal(); s.diagonal() = x; /* permute the components of z back to components of x. */ for (j = 0; j < n; ++j) x[ipvt[j]] = wa[j]; } } // end namespace internal } // end namespace Eigen
3,263
34.478261
108
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abess
abess-master/python/include/unsupported/Eigen/src/NonLinearOptimization/r1mpyq.h
namespace Eigen { namespace internal { // TODO : move this to GivensQR once there's such a thing in Eigen template <typename Scalar> void r1mpyq(DenseIndex m, DenseIndex n, Scalar *a, const std::vector<JacobiRotation<Scalar> > &v_givens, const std::vector<JacobiRotation<Scalar> > &w_givens) { typedef DenseIndex Index; /* apply the first set of givens rotations to a. */ for (Index j = n-2; j>=0; --j) for (Index i = 0; i<m; ++i) { Scalar temp = v_givens[j].c() * a[i+m*j] - v_givens[j].s() * a[i+m*(n-1)]; a[i+m*(n-1)] = v_givens[j].s() * a[i+m*j] + v_givens[j].c() * a[i+m*(n-1)]; a[i+m*j] = temp; } /* apply the second set of givens rotations to a. */ for (Index j = 0; j<n-1; ++j) for (Index i = 0; i<m; ++i) { Scalar temp = w_givens[j].c() * a[i+m*j] + w_givens[j].s() * a[i+m*(n-1)]; a[i+m*(n-1)] = -w_givens[j].s() * a[i+m*j] + w_givens[j].c() * a[i+m*(n-1)]; a[i+m*j] = temp; } } } // end namespace internal } // end namespace Eigen
1,081
33.903226
158
h
abess
abess-master/python/include/unsupported/Eigen/src/NonLinearOptimization/r1updt.h
namespace Eigen { namespace internal { template <typename Scalar> void r1updt( Matrix< Scalar, Dynamic, Dynamic > &s, const Matrix< Scalar, Dynamic, 1> &u, std::vector<JacobiRotation<Scalar> > &v_givens, std::vector<JacobiRotation<Scalar> > &w_givens, Matrix< Scalar, Dynamic, 1> &v, Matrix< Scalar, Dynamic, 1> &w, bool *sing) { typedef DenseIndex Index; const JacobiRotation<Scalar> IdentityRotation = JacobiRotation<Scalar>(1,0); /* Local variables */ const Index m = s.rows(); const Index n = s.cols(); Index i, j=1; Scalar temp; JacobiRotation<Scalar> givens; // r1updt had a broader usecase, but we dont use it here. And, more // importantly, we can not test it. eigen_assert(m==n); eigen_assert(u.size()==m); eigen_assert(v.size()==n); eigen_assert(w.size()==n); /* move the nontrivial part of the last column of s into w. */ w[n-1] = s(n-1,n-1); /* rotate the vector v into a multiple of the n-th unit vector */ /* in such a way that a spike is introduced into w. */ for (j=n-2; j>=0; --j) { w[j] = 0.; if (v[j] != 0.) { /* determine a givens rotation which eliminates the */ /* j-th element of v. */ givens.makeGivens(-v[n-1], v[j]); /* apply the transformation to v and store the information */ /* necessary to recover the givens rotation. */ v[n-1] = givens.s() * v[j] + givens.c() * v[n-1]; v_givens[j] = givens; /* apply the transformation to s and extend the spike in w. */ for (i = j; i < m; ++i) { temp = givens.c() * s(j,i) - givens.s() * w[i]; w[i] = givens.s() * s(j,i) + givens.c() * w[i]; s(j,i) = temp; } } else v_givens[j] = IdentityRotation; } /* add the spike from the rank 1 update to w. */ w += v[n-1] * u; /* eliminate the spike. */ *sing = false; for (j = 0; j < n-1; ++j) { if (w[j] != 0.) { /* determine a givens rotation which eliminates the */ /* j-th element of the spike. */ givens.makeGivens(-s(j,j), w[j]); /* apply the transformation to s and reduce the spike in w. */ for (i = j; i < m; ++i) { temp = givens.c() * s(j,i) + givens.s() * w[i]; w[i] = -givens.s() * s(j,i) + givens.c() * w[i]; s(j,i) = temp; } /* store the information necessary to recover the */ /* givens rotation. */ w_givens[j] = givens; } else v_givens[j] = IdentityRotation; /* test for zero diagonal elements in the output s. */ if (s(j,j) == 0.) { *sing = true; } } /* move w back into the last column of the output s. */ s(n-1,n-1) = w[n-1]; if (s(j,j) == 0.) { *sing = true; } return; } } // end namespace internal } // end namespace Eigen
3,082
29.83
80
h
abess
abess-master/python/include/unsupported/Eigen/src/NonLinearOptimization/rwupdt.h
namespace Eigen { namespace internal { template <typename Scalar> void rwupdt( Matrix< Scalar, Dynamic, Dynamic > &r, const Matrix< Scalar, Dynamic, 1> &w, Matrix< Scalar, Dynamic, 1> &b, Scalar alpha) { typedef DenseIndex Index; const Index n = r.cols(); eigen_assert(r.rows()>=n); std::vector<JacobiRotation<Scalar> > givens(n); /* Local variables */ Scalar temp, rowj; /* Function Body */ for (Index j = 0; j < n; ++j) { rowj = w[j]; /* apply the previous transformations to */ /* r(i,j), i=0,1,...,j-1, and to w(j). */ for (Index i = 0; i < j; ++i) { temp = givens[i].c() * r(i,j) + givens[i].s() * rowj; rowj = -givens[i].s() * r(i,j) + givens[i].c() * rowj; r(i,j) = temp; } /* determine a givens rotation which eliminates w(j). */ givens[j].makeGivens(-r(j,j), rowj); if (rowj == 0.) continue; // givens[j] is identity /* apply the current transformation to r(j,j), b(j), and alpha. */ r(j,j) = givens[j].c() * r(j,j) + givens[j].s() * rowj; temp = givens[j].c() * b[j] + givens[j].s() * alpha; alpha = -givens[j].s() * b[j] + givens[j].c() * alpha; b[j] = temp; } } } // end namespace internal } // end namespace Eigen
1,362
26.26
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abess
abess-master/python/include/unsupported/Eigen/src/NumericalDiff/NumericalDiff.h
// -*- coding: utf-8 // vim: set fileencoding=utf-8 // This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2009 Thomas Capricelli <[email protected]> // // 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_NUMERICAL_DIFF_H #define EIGEN_NUMERICAL_DIFF_H namespace Eigen { enum NumericalDiffMode { Forward, Central }; /** * This class allows you to add a method df() to your functor, which will * use numerical differentiation to compute an approximate of the * derivative for the functor. Of course, if you have an analytical form * for the derivative, you should rather implement df() by yourself. * * More information on * http://en.wikipedia.org/wiki/Numerical_differentiation * * Currently only "Forward" and "Central" scheme are implemented. */ template<typename _Functor, NumericalDiffMode mode=Forward> class NumericalDiff : public _Functor { public: typedef _Functor Functor; typedef typename Functor::Scalar Scalar; typedef typename Functor::InputType InputType; typedef typename Functor::ValueType ValueType; typedef typename Functor::JacobianType JacobianType; NumericalDiff(Scalar _epsfcn=0.) : Functor(), epsfcn(_epsfcn) {} NumericalDiff(const Functor& f, Scalar _epsfcn=0.) : Functor(f), epsfcn(_epsfcn) {} // forward constructors template<typename T0> NumericalDiff(const T0& a0) : Functor(a0), epsfcn(0) {} template<typename T0, typename T1> NumericalDiff(const T0& a0, const T1& a1) : Functor(a0, a1), epsfcn(0) {} template<typename T0, typename T1, typename T2> NumericalDiff(const T0& a0, const T1& a1, const T2& a2) : Functor(a0, a1, a2), epsfcn(0) {} enum { InputsAtCompileTime = Functor::InputsAtCompileTime, ValuesAtCompileTime = Functor::ValuesAtCompileTime }; /** * return the number of evaluation of functor */ int df(const InputType& _x, JacobianType &jac) const { using std::sqrt; using std::abs; /* Local variables */ Scalar h; int nfev=0; const typename InputType::Index n = _x.size(); const Scalar eps = sqrt(((std::max)(epsfcn,NumTraits<Scalar>::epsilon() ))); ValueType val1, val2; InputType x = _x; // TODO : we should do this only if the size is not already known val1.resize(Functor::values()); val2.resize(Functor::values()); // initialization switch(mode) { case Forward: // compute f(x) Functor::operator()(x, val1); nfev++; break; case Central: // do nothing break; default: eigen_assert(false); }; // Function Body for (int j = 0; j < n; ++j) { h = eps * abs(x[j]); if (h == 0.) { h = eps; } switch(mode) { case Forward: x[j] += h; Functor::operator()(x, val2); nfev++; x[j] = _x[j]; jac.col(j) = (val2-val1)/h; break; case Central: x[j] += h; Functor::operator()(x, val2); nfev++; x[j] -= 2*h; Functor::operator()(x, val1); nfev++; x[j] = _x[j]; jac.col(j) = (val2-val1)/(2*h); break; default: eigen_assert(false); }; } return nfev; } private: Scalar epsfcn; NumericalDiff& operator=(const NumericalDiff&); }; } // end namespace Eigen //vim: ai ts=4 sts=4 et sw=4 #endif // EIGEN_NUMERICAL_DIFF_H
4,020
29.694656
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abess-master/python/include/unsupported/Eigen/src/Polynomials/Companion.h
// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2010 Manuel Yguel <[email protected]> // // 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_COMPANION_H #define EIGEN_COMPANION_H // This file requires the user to include // * Eigen/Core // * Eigen/src/PolynomialSolver.h namespace Eigen { namespace internal { #ifndef EIGEN_PARSED_BY_DOXYGEN template <typename T> T radix(){ return 2; } template <typename T> T radix2(){ return radix<T>()*radix<T>(); } template<int Size> struct decrement_if_fixed_size { enum { ret = (Size == Dynamic) ? Dynamic : Size-1 }; }; #endif template< typename _Scalar, int _Deg > class companion { public: EIGEN_MAKE_ALIGNED_OPERATOR_NEW_IF_VECTORIZABLE_FIXED_SIZE(_Scalar,_Deg==Dynamic ? Dynamic : _Deg) enum { Deg = _Deg, Deg_1=decrement_if_fixed_size<Deg>::ret }; typedef _Scalar Scalar; typedef typename NumTraits<Scalar>::Real RealScalar; typedef Matrix<Scalar, Deg, 1> RightColumn; //typedef DiagonalMatrix< Scalar, Deg_1, Deg_1 > BottomLeftDiagonal; typedef Matrix<Scalar, Deg_1, 1> BottomLeftDiagonal; typedef Matrix<Scalar, Deg, Deg> DenseCompanionMatrixType; typedef Matrix< Scalar, _Deg, Deg_1 > LeftBlock; typedef Matrix< Scalar, Deg_1, Deg_1 > BottomLeftBlock; typedef Matrix< Scalar, 1, Deg_1 > LeftBlockFirstRow; typedef DenseIndex Index; public: EIGEN_STRONG_INLINE const _Scalar operator()(Index row, Index col ) const { if( m_bl_diag.rows() > col ) { if( 0 < row ){ return m_bl_diag[col]; } else{ return 0; } } else{ return m_monic[row]; } } public: template<typename VectorType> void setPolynomial( const VectorType& poly ) { const Index deg = poly.size()-1; m_monic = -1/poly[deg] * poly.head(deg); //m_bl_diag.setIdentity( deg-1 ); m_bl_diag.setOnes(deg-1); } template<typename VectorType> companion( const VectorType& poly ){ setPolynomial( poly ); } public: DenseCompanionMatrixType denseMatrix() const { const Index deg = m_monic.size(); const Index deg_1 = deg-1; DenseCompanionMatrixType companion(deg,deg); companion << ( LeftBlock(deg,deg_1) << LeftBlockFirstRow::Zero(1,deg_1), BottomLeftBlock::Identity(deg-1,deg-1)*m_bl_diag.asDiagonal() ).finished() , m_monic; return companion; } protected: /** Helper function for the balancing algorithm. * \returns true if the row and the column, having colNorm and rowNorm * as norms, are balanced, false otherwise. * colB and rowB are repectively the multipliers for * the column and the row in order to balance them. * */ bool balanced( Scalar colNorm, Scalar rowNorm, bool& isBalanced, Scalar& colB, Scalar& rowB ); /** Helper function for the balancing algorithm. * \returns true if the row and the column, having colNorm and rowNorm * as norms, are balanced, false otherwise. * colB and rowB are repectively the multipliers for * the column and the row in order to balance them. * */ bool balancedR( Scalar colNorm, Scalar rowNorm, bool& isBalanced, Scalar& colB, Scalar& rowB ); public: /** * Balancing algorithm from B. N. PARLETT and C. REINSCH (1969) * "Balancing a matrix for calculation of eigenvalues and eigenvectors" * adapted to the case of companion matrices. * A matrix with non zero row and non zero column is balanced * for a certain norm if the i-th row and the i-th column * have same norm for all i. */ void balance(); protected: RightColumn m_monic; BottomLeftDiagonal m_bl_diag; }; template< typename _Scalar, int _Deg > inline bool companion<_Scalar,_Deg>::balanced( Scalar colNorm, Scalar rowNorm, bool& isBalanced, Scalar& colB, Scalar& rowB ) { if( Scalar(0) == colNorm || Scalar(0) == rowNorm ){ return true; } else { //To find the balancing coefficients, if the radix is 2, //one finds \f$ \sigma \f$ such that // \f$ 2^{2\sigma-1} < rowNorm / colNorm \le 2^{2\sigma+1} \f$ // then the balancing coefficient for the row is \f$ 1/2^{\sigma} \f$ // and the balancing coefficient for the column is \f$ 2^{\sigma} \f$ rowB = rowNorm / radix<Scalar>(); colB = Scalar(1); const Scalar s = colNorm + rowNorm; while (colNorm < rowB) { colB *= radix<Scalar>(); colNorm *= radix2<Scalar>(); } rowB = rowNorm * radix<Scalar>(); while (colNorm >= rowB) { colB /= radix<Scalar>(); colNorm /= radix2<Scalar>(); } //This line is used to avoid insubstantial balancing if ((rowNorm + colNorm) < Scalar(0.95) * s * colB) { isBalanced = false; rowB = Scalar(1) / colB; return false; } else{ return true; } } } template< typename _Scalar, int _Deg > inline bool companion<_Scalar,_Deg>::balancedR( Scalar colNorm, Scalar rowNorm, bool& isBalanced, Scalar& colB, Scalar& rowB ) { if( Scalar(0) == colNorm || Scalar(0) == rowNorm ){ return true; } else { /** * Set the norm of the column and the row to the geometric mean * of the row and column norm */ const _Scalar q = colNorm/rowNorm; if( !isApprox( q, _Scalar(1) ) ) { rowB = sqrt( colNorm/rowNorm ); colB = Scalar(1)/rowB; isBalanced = false; return false; } else{ return true; } } } template< typename _Scalar, int _Deg > void companion<_Scalar,_Deg>::balance() { using std::abs; EIGEN_STATIC_ASSERT( Deg == Dynamic || 1 < Deg, YOU_MADE_A_PROGRAMMING_MISTAKE ); const Index deg = m_monic.size(); const Index deg_1 = deg-1; bool hasConverged=false; while( !hasConverged ) { hasConverged = true; Scalar colNorm,rowNorm; Scalar colB,rowB; //First row, first column excluding the diagonal //============================================== colNorm = abs(m_bl_diag[0]); rowNorm = abs(m_monic[0]); //Compute balancing of the row and the column if( !balanced( colNorm, rowNorm, hasConverged, colB, rowB ) ) { m_bl_diag[0] *= colB; m_monic[0] *= rowB; } //Middle rows and columns excluding the diagonal //============================================== for( Index i=1; i<deg_1; ++i ) { // column norm, excluding the diagonal colNorm = abs(m_bl_diag[i]); // row norm, excluding the diagonal rowNorm = abs(m_bl_diag[i-1]) + abs(m_monic[i]); //Compute balancing of the row and the column if( !balanced( colNorm, rowNorm, hasConverged, colB, rowB ) ) { m_bl_diag[i] *= colB; m_bl_diag[i-1] *= rowB; m_monic[i] *= rowB; } } //Last row, last column excluding the diagonal //============================================ const Index ebl = m_bl_diag.size()-1; VectorBlock<RightColumn,Deg_1> headMonic( m_monic, 0, deg_1 ); colNorm = headMonic.array().abs().sum(); rowNorm = abs( m_bl_diag[ebl] ); //Compute balancing of the row and the column if( !balanced( colNorm, rowNorm, hasConverged, colB, rowB ) ) { headMonic *= colB; m_bl_diag[ebl] *= rowB; } } } } // end namespace internal } // end namespace Eigen #endif // EIGEN_COMPANION_H
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26.963899
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abess
abess-master/python/include/unsupported/Eigen/src/Polynomials/PolynomialSolver.h
// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2010 Manuel Yguel <[email protected]> // // 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_POLYNOMIAL_SOLVER_H #define EIGEN_POLYNOMIAL_SOLVER_H namespace Eigen { /** \ingroup Polynomials_Module * \class PolynomialSolverBase. * * \brief Defined to be inherited by polynomial solvers: it provides * convenient methods such as * - real roots, * - greatest, smallest complex roots, * - real roots with greatest, smallest absolute real value, * - greatest, smallest real roots. * * It stores the set of roots as a vector of complexes. * */ template< typename _Scalar, int _Deg > class PolynomialSolverBase { public: EIGEN_MAKE_ALIGNED_OPERATOR_NEW_IF_VECTORIZABLE_FIXED_SIZE(_Scalar,_Deg==Dynamic ? Dynamic : _Deg) typedef _Scalar Scalar; typedef typename NumTraits<Scalar>::Real RealScalar; typedef std::complex<RealScalar> RootType; typedef Matrix<RootType,_Deg,1> RootsType; typedef DenseIndex Index; protected: template< typename OtherPolynomial > inline void setPolynomial( const OtherPolynomial& poly ){ m_roots.resize(poly.size()-1); } public: template< typename OtherPolynomial > inline PolynomialSolverBase( const OtherPolynomial& poly ){ setPolynomial( poly() ); } inline PolynomialSolverBase(){} public: /** \returns the complex roots of the polynomial */ inline const RootsType& roots() const { return m_roots; } public: /** Clear and fills the back insertion sequence with the real roots of the polynomial * i.e. the real part of the complex roots that have an imaginary part which * absolute value is smaller than absImaginaryThreshold. * absImaginaryThreshold takes the dummy_precision associated * with the _Scalar template parameter of the PolynomialSolver class as the default value. * * \param[out] bi_seq : the back insertion sequence (stl concept) * \param[in] absImaginaryThreshold : the maximum bound of the imaginary part of a complex * number that is considered as real. * */ template<typename Stl_back_insertion_sequence> inline void realRoots( Stl_back_insertion_sequence& bi_seq, const RealScalar& absImaginaryThreshold = NumTraits<Scalar>::dummy_precision() ) const { using std::abs; bi_seq.clear(); for(Index i=0; i<m_roots.size(); ++i ) { if( abs( m_roots[i].imag() ) < absImaginaryThreshold ){ bi_seq.push_back( m_roots[i].real() ); } } } protected: template<typename squaredNormBinaryPredicate> inline const RootType& selectComplexRoot_withRespectToNorm( squaredNormBinaryPredicate& pred ) const { Index res=0; RealScalar norm2 = numext::abs2( m_roots[0] ); for( Index i=1; i<m_roots.size(); ++i ) { const RealScalar currNorm2 = numext::abs2( m_roots[i] ); if( pred( currNorm2, norm2 ) ){ res=i; norm2=currNorm2; } } return m_roots[res]; } public: /** * \returns the complex root with greatest norm. */ inline const RootType& greatestRoot() const { std::greater<Scalar> greater; return selectComplexRoot_withRespectToNorm( greater ); } /** * \returns the complex root with smallest norm. */ inline const RootType& smallestRoot() const { std::less<Scalar> less; return selectComplexRoot_withRespectToNorm( less ); } protected: template<typename squaredRealPartBinaryPredicate> inline const RealScalar& selectRealRoot_withRespectToAbsRealPart( squaredRealPartBinaryPredicate& pred, bool& hasArealRoot, const RealScalar& absImaginaryThreshold = NumTraits<Scalar>::dummy_precision() ) const { using std::abs; hasArealRoot = false; Index res=0; RealScalar abs2(0); for( Index i=0; i<m_roots.size(); ++i ) { if( abs( m_roots[i].imag() ) < absImaginaryThreshold ) { if( !hasArealRoot ) { hasArealRoot = true; res = i; abs2 = m_roots[i].real() * m_roots[i].real(); } else { const RealScalar currAbs2 = m_roots[i].real() * m_roots[i].real(); if( pred( currAbs2, abs2 ) ) { abs2 = currAbs2; res = i; } } } else { if( abs( m_roots[i].imag() ) < abs( m_roots[res].imag() ) ){ res = i; } } } return numext::real_ref(m_roots[res]); } template<typename RealPartBinaryPredicate> inline const RealScalar& selectRealRoot_withRespectToRealPart( RealPartBinaryPredicate& pred, bool& hasArealRoot, const RealScalar& absImaginaryThreshold = NumTraits<Scalar>::dummy_precision() ) const { using std::abs; hasArealRoot = false; Index res=0; RealScalar val(0); for( Index i=0; i<m_roots.size(); ++i ) { if( abs( m_roots[i].imag() ) < absImaginaryThreshold ) { if( !hasArealRoot ) { hasArealRoot = true; res = i; val = m_roots[i].real(); } else { const RealScalar curr = m_roots[i].real(); if( pred( curr, val ) ) { val = curr; res = i; } } } else { if( abs( m_roots[i].imag() ) < abs( m_roots[res].imag() ) ){ res = i; } } } return numext::real_ref(m_roots[res]); } public: /** * \returns a real root with greatest absolute magnitude. * A real root is defined as the real part of a complex root with absolute imaginary * part smallest than absImaginaryThreshold. * absImaginaryThreshold takes the dummy_precision associated * with the _Scalar template parameter of the PolynomialSolver class as the default value. * If no real root is found the boolean hasArealRoot is set to false and the real part of * the root with smallest absolute imaginary part is returned instead. * * \param[out] hasArealRoot : boolean true if a real root is found according to the * absImaginaryThreshold criterion, false otherwise. * \param[in] absImaginaryThreshold : threshold on the absolute imaginary part to decide * whether or not a root is real. */ inline const RealScalar& absGreatestRealRoot( bool& hasArealRoot, const RealScalar& absImaginaryThreshold = NumTraits<Scalar>::dummy_precision() ) const { std::greater<Scalar> greater; return selectRealRoot_withRespectToAbsRealPart( greater, hasArealRoot, absImaginaryThreshold ); } /** * \returns a real root with smallest absolute magnitude. * A real root is defined as the real part of a complex root with absolute imaginary * part smallest than absImaginaryThreshold. * absImaginaryThreshold takes the dummy_precision associated * with the _Scalar template parameter of the PolynomialSolver class as the default value. * If no real root is found the boolean hasArealRoot is set to false and the real part of * the root with smallest absolute imaginary part is returned instead. * * \param[out] hasArealRoot : boolean true if a real root is found according to the * absImaginaryThreshold criterion, false otherwise. * \param[in] absImaginaryThreshold : threshold on the absolute imaginary part to decide * whether or not a root is real. */ inline const RealScalar& absSmallestRealRoot( bool& hasArealRoot, const RealScalar& absImaginaryThreshold = NumTraits<Scalar>::dummy_precision() ) const { std::less<Scalar> less; return selectRealRoot_withRespectToAbsRealPart( less, hasArealRoot, absImaginaryThreshold ); } /** * \returns the real root with greatest value. * A real root is defined as the real part of a complex root with absolute imaginary * part smallest than absImaginaryThreshold. * absImaginaryThreshold takes the dummy_precision associated * with the _Scalar template parameter of the PolynomialSolver class as the default value. * If no real root is found the boolean hasArealRoot is set to false and the real part of * the root with smallest absolute imaginary part is returned instead. * * \param[out] hasArealRoot : boolean true if a real root is found according to the * absImaginaryThreshold criterion, false otherwise. * \param[in] absImaginaryThreshold : threshold on the absolute imaginary part to decide * whether or not a root is real. */ inline const RealScalar& greatestRealRoot( bool& hasArealRoot, const RealScalar& absImaginaryThreshold = NumTraits<Scalar>::dummy_precision() ) const { std::greater<Scalar> greater; return selectRealRoot_withRespectToRealPart( greater, hasArealRoot, absImaginaryThreshold ); } /** * \returns the real root with smallest value. * A real root is defined as the real part of a complex root with absolute imaginary * part smallest than absImaginaryThreshold. * absImaginaryThreshold takes the dummy_precision associated * with the _Scalar template parameter of the PolynomialSolver class as the default value. * If no real root is found the boolean hasArealRoot is set to false and the real part of * the root with smallest absolute imaginary part is returned instead. * * \param[out] hasArealRoot : boolean true if a real root is found according to the * absImaginaryThreshold criterion, false otherwise. * \param[in] absImaginaryThreshold : threshold on the absolute imaginary part to decide * whether or not a root is real. */ inline const RealScalar& smallestRealRoot( bool& hasArealRoot, const RealScalar& absImaginaryThreshold = NumTraits<Scalar>::dummy_precision() ) const { std::less<Scalar> less; return selectRealRoot_withRespectToRealPart( less, hasArealRoot, absImaginaryThreshold ); } protected: RootsType m_roots; }; #define EIGEN_POLYNOMIAL_SOLVER_BASE_INHERITED_TYPES( BASE ) \ typedef typename BASE::Scalar Scalar; \ typedef typename BASE::RealScalar RealScalar; \ typedef typename BASE::RootType RootType; \ typedef typename BASE::RootsType RootsType; /** \ingroup Polynomials_Module * * \class PolynomialSolver * * \brief A polynomial solver * * Computes the complex roots of a real polynomial. * * \param _Scalar the scalar type, i.e., the type of the polynomial coefficients * \param _Deg the degree of the polynomial, can be a compile time value or Dynamic. * Notice that the number of polynomial coefficients is _Deg+1. * * This class implements a polynomial solver and provides convenient methods such as * - real roots, * - greatest, smallest complex roots, * - real roots with greatest, smallest absolute real value. * - greatest, smallest real roots. * * WARNING: this polynomial solver is experimental, part of the unsupported Eigen modules. * * * Currently a QR algorithm is used to compute the eigenvalues of the companion matrix of * the polynomial to compute its roots. * This supposes that the complex moduli of the roots are all distinct: e.g. there should * be no multiple roots or conjugate roots for instance. * With 32bit (float) floating types this problem shows up frequently. * However, almost always, correct accuracy is reached even in these cases for 64bit * (double) floating types and small polynomial degree (<20). */ template< typename _Scalar, int _Deg > class PolynomialSolver : public PolynomialSolverBase<_Scalar,_Deg> { public: EIGEN_MAKE_ALIGNED_OPERATOR_NEW_IF_VECTORIZABLE_FIXED_SIZE(_Scalar,_Deg==Dynamic ? Dynamic : _Deg) typedef PolynomialSolverBase<_Scalar,_Deg> PS_Base; EIGEN_POLYNOMIAL_SOLVER_BASE_INHERITED_TYPES( PS_Base ) typedef Matrix<Scalar,_Deg,_Deg> CompanionMatrixType; typedef EigenSolver<CompanionMatrixType> EigenSolverType; public: /** Computes the complex roots of a new polynomial. */ template< typename OtherPolynomial > void compute( const OtherPolynomial& poly ) { eigen_assert( Scalar(0) != poly[poly.size()-1] ); eigen_assert( poly.size() > 1 ); if(poly.size() > 2 ) { internal::companion<Scalar,_Deg> companion( poly ); companion.balance(); m_eigenSolver.compute( companion.denseMatrix() ); m_roots = m_eigenSolver.eigenvalues(); } else if(poly.size () == 2) { m_roots.resize(1); m_roots[0] = -poly[0]/poly[1]; } } public: template< typename OtherPolynomial > inline PolynomialSolver( const OtherPolynomial& poly ){ compute( poly ); } inline PolynomialSolver(){} protected: using PS_Base::m_roots; EigenSolverType m_eigenSolver; }; template< typename _Scalar > class PolynomialSolver<_Scalar,1> : public PolynomialSolverBase<_Scalar,1> { public: typedef PolynomialSolverBase<_Scalar,1> PS_Base; EIGEN_POLYNOMIAL_SOLVER_BASE_INHERITED_TYPES( PS_Base ) public: /** Computes the complex roots of a new polynomial. */ template< typename OtherPolynomial > void compute( const OtherPolynomial& poly ) { eigen_assert( poly.size() == 2 ); eigen_assert( Scalar(0) != poly[1] ); m_roots[0] = -poly[0]/poly[1]; } public: template< typename OtherPolynomial > inline PolynomialSolver( const OtherPolynomial& poly ){ compute( poly ); } inline PolynomialSolver(){} protected: using PS_Base::m_roots; }; } // end namespace Eigen #endif // EIGEN_POLYNOMIAL_SOLVER_H
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abess-master/python/include/unsupported/Eigen/src/Polynomials/PolynomialUtils.h
// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2010 Manuel Yguel <[email protected]> // // 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_POLYNOMIAL_UTILS_H #define EIGEN_POLYNOMIAL_UTILS_H namespace Eigen { /** \ingroup Polynomials_Module * \returns the evaluation of the polynomial at x using Horner algorithm. * * \param[in] poly : the vector of coefficients of the polynomial ordered * by degrees i.e. poly[i] is the coefficient of degree i of the polynomial * e.g. \f$ 1 + 3x^2 \f$ is stored as a vector \f$ [ 1, 0, 3 ] \f$. * \param[in] x : the value to evaluate the polynomial at. * * <i><b>Note for stability:</b></i> * <dd> \f$ |x| \le 1 \f$ </dd> */ template <typename Polynomials, typename T> inline T poly_eval_horner( const Polynomials& poly, const T& x ) { T val=poly[poly.size()-1]; for(DenseIndex i=poly.size()-2; i>=0; --i ){ val = val*x + poly[i]; } return val; } /** \ingroup Polynomials_Module * \returns the evaluation of the polynomial at x using stabilized Horner algorithm. * * \param[in] poly : the vector of coefficients of the polynomial ordered * by degrees i.e. poly[i] is the coefficient of degree i of the polynomial * e.g. \f$ 1 + 3x^2 \f$ is stored as a vector \f$ [ 1, 0, 3 ] \f$. * \param[in] x : the value to evaluate the polynomial at. */ template <typename Polynomials, typename T> inline T poly_eval( const Polynomials& poly, const T& x ) { typedef typename NumTraits<T>::Real Real; if( numext::abs2( x ) <= Real(1) ){ return poly_eval_horner( poly, x ); } else { T val=poly[0]; T inv_x = T(1)/x; for( DenseIndex i=1; i<poly.size(); ++i ){ val = val*inv_x + poly[i]; } return numext::pow(x,(T)(poly.size()-1)) * val; } } /** \ingroup Polynomials_Module * \returns a maximum bound for the absolute value of any root of the polynomial. * * \param[in] poly : the vector of coefficients of the polynomial ordered * by degrees i.e. poly[i] is the coefficient of degree i of the polynomial * e.g. \f$ 1 + 3x^2 \f$ is stored as a vector \f$ [ 1, 0, 3 ] \f$. * * <i><b>Precondition:</b></i> * <dd> the leading coefficient of the input polynomial poly must be non zero </dd> */ template <typename Polynomial> inline typename NumTraits<typename Polynomial::Scalar>::Real cauchy_max_bound( const Polynomial& poly ) { using std::abs; typedef typename Polynomial::Scalar Scalar; typedef typename NumTraits<Scalar>::Real Real; eigen_assert( Scalar(0) != poly[poly.size()-1] ); const Scalar inv_leading_coeff = Scalar(1)/poly[poly.size()-1]; Real cb(0); for( DenseIndex i=0; i<poly.size()-1; ++i ){ cb += abs(poly[i]*inv_leading_coeff); } return cb + Real(1); } /** \ingroup Polynomials_Module * \returns a minimum bound for the absolute value of any non zero root of the polynomial. * \param[in] poly : the vector of coefficients of the polynomial ordered * by degrees i.e. poly[i] is the coefficient of degree i of the polynomial * e.g. \f$ 1 + 3x^2 \f$ is stored as a vector \f$ [ 1, 0, 3 ] \f$. */ template <typename Polynomial> inline typename NumTraits<typename Polynomial::Scalar>::Real cauchy_min_bound( const Polynomial& poly ) { using std::abs; typedef typename Polynomial::Scalar Scalar; typedef typename NumTraits<Scalar>::Real Real; DenseIndex i=0; while( i<poly.size()-1 && Scalar(0) == poly(i) ){ ++i; } if( poly.size()-1 == i ){ return Real(1); } const Scalar inv_min_coeff = Scalar(1)/poly[i]; Real cb(1); for( DenseIndex j=i+1; j<poly.size(); ++j ){ cb += abs(poly[j]*inv_min_coeff); } return Real(1)/cb; } /** \ingroup Polynomials_Module * Given the roots of a polynomial compute the coefficients in the * monomial basis of the monic polynomial with same roots and minimal degree. * If RootVector is a vector of complexes, Polynomial should also be a vector * of complexes. * \param[in] rv : a vector containing the roots of a polynomial. * \param[out] poly : the vector of coefficients of the polynomial ordered * by degrees i.e. poly[i] is the coefficient of degree i of the polynomial * e.g. \f$ 3 + x^2 \f$ is stored as a vector \f$ [ 3, 0, 1 ] \f$. */ template <typename RootVector, typename Polynomial> void roots_to_monicPolynomial( const RootVector& rv, Polynomial& poly ) { typedef typename Polynomial::Scalar Scalar; poly.setZero( rv.size()+1 ); poly[0] = -rv[0]; poly[1] = Scalar(1); for( DenseIndex i=1; i< rv.size(); ++i ) { for( DenseIndex j=i+1; j>0; --j ){ poly[j] = poly[j-1] - rv[i]*poly[j]; } poly[0] = -rv[i]*poly[0]; } } } // end namespace Eigen #endif // EIGEN_POLYNOMIAL_UTILS_H
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abess-master/python/include/unsupported/Eigen/src/Skyline/SkylineInplaceLU.h
// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2008 Guillaume Saupin <[email protected]> // // 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_SKYLINEINPLACELU_H #define EIGEN_SKYLINEINPLACELU_H namespace Eigen { /** \ingroup Skyline_Module * * \class SkylineInplaceLU * * \brief Inplace LU decomposition of a skyline matrix and associated features * * \param MatrixType the type of the matrix of which we are computing the LU factorization * */ template<typename MatrixType> class SkylineInplaceLU { protected: typedef typename MatrixType::Scalar Scalar; typedef typename MatrixType::Index Index; typedef typename NumTraits<typename MatrixType::Scalar>::Real RealScalar; public: /** Creates a LU object and compute the respective factorization of \a matrix using * flags \a flags. */ SkylineInplaceLU(MatrixType& matrix, int flags = 0) : /*m_matrix(matrix.rows(), matrix.cols()),*/ m_flags(flags), m_status(0), m_lu(matrix) { m_precision = RealScalar(0.1) * Eigen::dummy_precision<RealScalar > (); m_lu.IsRowMajor ? computeRowMajor() : compute(); } /** Sets the relative threshold value used to prune zero coefficients during the decomposition. * * Setting a value greater than zero speeds up computation, and yields to an imcomplete * factorization with fewer non zero coefficients. Such approximate factors are especially * useful to initialize an iterative solver. * * Note that the exact meaning of this parameter might depends on the actual * backend. Moreover, not all backends support this feature. * * \sa precision() */ void setPrecision(RealScalar v) { m_precision = v; } /** \returns the current precision. * * \sa setPrecision() */ RealScalar precision() const { return m_precision; } /** Sets the flags. Possible values are: * - CompleteFactorization * - IncompleteFactorization * - MemoryEfficient * - one of the ordering methods * - etc... * * \sa flags() */ void setFlags(int f) { m_flags = f; } /** \returns the current flags */ int flags() const { return m_flags; } void setOrderingMethod(int m) { m_flags = m; } int orderingMethod() const { return m_flags; } /** Computes/re-computes the LU factorization */ void compute(); void computeRowMajor(); /** \returns the lower triangular matrix L */ //inline const MatrixType& matrixL() const { return m_matrixL; } /** \returns the upper triangular matrix U */ //inline const MatrixType& matrixU() const { return m_matrixU; } template<typename BDerived, typename XDerived> bool solve(const MatrixBase<BDerived> &b, MatrixBase<XDerived>* x, const int transposed = 0) const; /** \returns true if the factorization succeeded */ inline bool succeeded(void) const { return m_succeeded; } protected: RealScalar m_precision; int m_flags; mutable int m_status; bool m_succeeded; MatrixType& m_lu; }; /** Computes / recomputes the in place LU decomposition of the SkylineInplaceLU. * using the default algorithm. */ template<typename MatrixType> //template<typename _Scalar> void SkylineInplaceLU<MatrixType>::compute() { const size_t rows = m_lu.rows(); const size_t cols = m_lu.cols(); eigen_assert(rows == cols && "We do not (yet) support rectangular LU."); eigen_assert(!m_lu.IsRowMajor && "LU decomposition does not work with rowMajor Storage"); for (Index row = 0; row < rows; row++) { const double pivot = m_lu.coeffDiag(row); //Lower matrix Columns update const Index& col = row; for (typename MatrixType::InnerLowerIterator lIt(m_lu, col); lIt; ++lIt) { lIt.valueRef() /= pivot; } //Upper matrix update -> contiguous memory access typename MatrixType::InnerLowerIterator lIt(m_lu, col); for (Index rrow = row + 1; rrow < m_lu.rows(); rrow++) { typename MatrixType::InnerUpperIterator uItPivot(m_lu, row); typename MatrixType::InnerUpperIterator uIt(m_lu, rrow); const double coef = lIt.value(); uItPivot += (rrow - row - 1); //update upper part -> contiguous memory access for (++uItPivot; uIt && uItPivot;) { uIt.valueRef() -= uItPivot.value() * coef; ++uIt; ++uItPivot; } ++lIt; } //Upper matrix update -> non contiguous memory access typename MatrixType::InnerLowerIterator lIt3(m_lu, col); for (Index rrow = row + 1; rrow < m_lu.rows(); rrow++) { typename MatrixType::InnerUpperIterator uItPivot(m_lu, row); const double coef = lIt3.value(); //update lower part -> non contiguous memory access for (Index i = 0; i < rrow - row - 1; i++) { m_lu.coeffRefLower(rrow, row + i + 1) -= uItPivot.value() * coef; ++uItPivot; } ++lIt3; } //update diag -> contiguous typename MatrixType::InnerLowerIterator lIt2(m_lu, col); for (Index rrow = row + 1; rrow < m_lu.rows(); rrow++) { typename MatrixType::InnerUpperIterator uItPivot(m_lu, row); typename MatrixType::InnerUpperIterator uIt(m_lu, rrow); const double coef = lIt2.value(); uItPivot += (rrow - row - 1); m_lu.coeffRefDiag(rrow) -= uItPivot.value() * coef; ++lIt2; } } } template<typename MatrixType> void SkylineInplaceLU<MatrixType>::computeRowMajor() { const size_t rows = m_lu.rows(); const size_t cols = m_lu.cols(); eigen_assert(rows == cols && "We do not (yet) support rectangular LU."); eigen_assert(m_lu.IsRowMajor && "You're trying to apply rowMajor decomposition on a ColMajor matrix !"); for (Index row = 0; row < rows; row++) { typename MatrixType::InnerLowerIterator llIt(m_lu, row); for (Index col = llIt.col(); col < row; col++) { if (m_lu.coeffExistLower(row, col)) { const double diag = m_lu.coeffDiag(col); typename MatrixType::InnerLowerIterator lIt(m_lu, row); typename MatrixType::InnerUpperIterator uIt(m_lu, col); const Index offset = lIt.col() - uIt.row(); Index stop = offset > 0 ? col - lIt.col() : col - uIt.row(); //#define VECTORIZE #ifdef VECTORIZE Map<VectorXd > rowVal(lIt.valuePtr() + (offset > 0 ? 0 : -offset), stop); Map<VectorXd > colVal(uIt.valuePtr() + (offset > 0 ? offset : 0), stop); Scalar newCoeff = m_lu.coeffLower(row, col) - rowVal.dot(colVal); #else if (offset > 0) //Skip zero value of lIt uIt += offset; else //Skip zero values of uIt lIt += -offset; Scalar newCoeff = m_lu.coeffLower(row, col); for (Index k = 0; k < stop; ++k) { const Scalar tmp = newCoeff; newCoeff = tmp - lIt.value() * uIt.value(); ++lIt; ++uIt; } #endif m_lu.coeffRefLower(row, col) = newCoeff / diag; } } //Upper matrix update const Index col = row; typename MatrixType::InnerUpperIterator uuIt(m_lu, col); for (Index rrow = uuIt.row(); rrow < col; rrow++) { typename MatrixType::InnerLowerIterator lIt(m_lu, rrow); typename MatrixType::InnerUpperIterator uIt(m_lu, col); const Index offset = lIt.col() - uIt.row(); Index stop = offset > 0 ? rrow - lIt.col() : rrow - uIt.row(); #ifdef VECTORIZE Map<VectorXd > rowVal(lIt.valuePtr() + (offset > 0 ? 0 : -offset), stop); Map<VectorXd > colVal(uIt.valuePtr() + (offset > 0 ? offset : 0), stop); Scalar newCoeff = m_lu.coeffUpper(rrow, col) - rowVal.dot(colVal); #else if (offset > 0) //Skip zero value of lIt uIt += offset; else //Skip zero values of uIt lIt += -offset; Scalar newCoeff = m_lu.coeffUpper(rrow, col); for (Index k = 0; k < stop; ++k) { const Scalar tmp = newCoeff; newCoeff = tmp - lIt.value() * uIt.value(); ++lIt; ++uIt; } #endif m_lu.coeffRefUpper(rrow, col) = newCoeff; } //Diag matrix update typename MatrixType::InnerLowerIterator lIt(m_lu, row); typename MatrixType::InnerUpperIterator uIt(m_lu, row); const Index offset = lIt.col() - uIt.row(); Index stop = offset > 0 ? lIt.size() : uIt.size(); #ifdef VECTORIZE Map<VectorXd > rowVal(lIt.valuePtr() + (offset > 0 ? 0 : -offset), stop); Map<VectorXd > colVal(uIt.valuePtr() + (offset > 0 ? offset : 0), stop); Scalar newCoeff = m_lu.coeffDiag(row) - rowVal.dot(colVal); #else if (offset > 0) //Skip zero value of lIt uIt += offset; else //Skip zero values of uIt lIt += -offset; Scalar newCoeff = m_lu.coeffDiag(row); for (Index k = 0; k < stop; ++k) { const Scalar tmp = newCoeff; newCoeff = tmp - lIt.value() * uIt.value(); ++lIt; ++uIt; } #endif m_lu.coeffRefDiag(row) = newCoeff; } } /** Computes *x = U^-1 L^-1 b * * If \a transpose is set to SvTranspose or SvAdjoint, the solution * of the transposed/adjoint system is computed instead. * * Not all backends implement the solution of the transposed or * adjoint system. */ template<typename MatrixType> template<typename BDerived, typename XDerived> bool SkylineInplaceLU<MatrixType>::solve(const MatrixBase<BDerived> &b, MatrixBase<XDerived>* x, const int transposed) const { const size_t rows = m_lu.rows(); const size_t cols = m_lu.cols(); for (Index row = 0; row < rows; row++) { x->coeffRef(row) = b.coeff(row); Scalar newVal = x->coeff(row); typename MatrixType::InnerLowerIterator lIt(m_lu, row); Index col = lIt.col(); while (lIt.col() < row) { newVal -= x->coeff(col++) * lIt.value(); ++lIt; } x->coeffRef(row) = newVal; } for (Index col = rows - 1; col > 0; col--) { x->coeffRef(col) = x->coeff(col) / m_lu.coeffDiag(col); const Scalar x_col = x->coeff(col); typename MatrixType::InnerUpperIterator uIt(m_lu, col); uIt += uIt.size()-1; while (uIt) { x->coeffRef(uIt.row()) -= x_col * uIt.value(); //TODO : introduce --operator uIt += -1; } } x->coeffRef(0) = x->coeff(0) / m_lu.coeffDiag(0); return true; } } // end namespace Eigen #endif // EIGEN_SKYLINELU_H
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abess-master/python/include/unsupported/Eigen/src/Skyline/SkylineMatrix.h
// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2008-2009 Guillaume Saupin <[email protected]> // // 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_SKYLINEMATRIX_H #define EIGEN_SKYLINEMATRIX_H #include "SkylineStorage.h" #include "SkylineMatrixBase.h" namespace Eigen { /** \ingroup Skyline_Module * * \class SkylineMatrix * * \brief The main skyline matrix class * * This class implements a skyline matrix using the very uncommon storage * scheme. * * \param _Scalar the scalar type, i.e. the type of the coefficients * \param _Options Union of bit flags controlling the storage scheme. Currently the only possibility * is RowMajor. The default is 0 which means column-major. * * */ namespace internal { template<typename _Scalar, int _Options> struct traits<SkylineMatrix<_Scalar, _Options> > { typedef _Scalar Scalar; typedef Sparse StorageKind; enum { RowsAtCompileTime = Dynamic, ColsAtCompileTime = Dynamic, MaxRowsAtCompileTime = Dynamic, MaxColsAtCompileTime = Dynamic, Flags = SkylineBit | _Options, CoeffReadCost = NumTraits<Scalar>::ReadCost, }; }; } template<typename _Scalar, int _Options> class SkylineMatrix : public SkylineMatrixBase<SkylineMatrix<_Scalar, _Options> > { public: EIGEN_SKYLINE_GENERIC_PUBLIC_INTERFACE(SkylineMatrix) EIGEN_SKYLINE_INHERIT_ASSIGNMENT_OPERATOR(SkylineMatrix, +=) EIGEN_SKYLINE_INHERIT_ASSIGNMENT_OPERATOR(SkylineMatrix, -=) using Base::IsRowMajor; protected: typedef SkylineMatrix<Scalar, (Flags&~RowMajorBit) | (IsRowMajor ? RowMajorBit : 0) > TransposedSkylineMatrix; Index m_outerSize; Index m_innerSize; public: Index* m_colStartIndex; Index* m_rowStartIndex; SkylineStorage<Scalar> m_data; public: inline Index rows() const { return IsRowMajor ? m_outerSize : m_innerSize; } inline Index cols() const { return IsRowMajor ? m_innerSize : m_outerSize; } inline Index innerSize() const { return m_innerSize; } inline Index outerSize() const { return m_outerSize; } inline Index upperNonZeros() const { return m_data.upperSize(); } inline Index lowerNonZeros() const { return m_data.lowerSize(); } inline Index upperNonZeros(Index j) const { return m_colStartIndex[j + 1] - m_colStartIndex[j]; } inline Index lowerNonZeros(Index j) const { return m_rowStartIndex[j + 1] - m_rowStartIndex[j]; } inline const Scalar* _diagPtr() const { return &m_data.diag(0); } inline Scalar* _diagPtr() { return &m_data.diag(0); } inline const Scalar* _upperPtr() const { return &m_data.upper(0); } inline Scalar* _upperPtr() { return &m_data.upper(0); } inline const Scalar* _lowerPtr() const { return &m_data.lower(0); } inline Scalar* _lowerPtr() { return &m_data.lower(0); } inline const Index* _upperProfilePtr() const { return &m_data.upperProfile(0); } inline Index* _upperProfilePtr() { return &m_data.upperProfile(0); } inline const Index* _lowerProfilePtr() const { return &m_data.lowerProfile(0); } inline Index* _lowerProfilePtr() { return &m_data.lowerProfile(0); } inline Scalar coeff(Index row, Index col) const { const Index outer = IsRowMajor ? row : col; const Index inner = IsRowMajor ? col : row; eigen_assert(outer < outerSize()); eigen_assert(inner < innerSize()); if (outer == inner) return this->m_data.diag(outer); if (IsRowMajor) { if (inner > outer) //upper matrix { const Index minOuterIndex = inner - m_data.upperProfile(inner); if (outer >= minOuterIndex) return this->m_data.upper(m_colStartIndex[inner] + outer - (inner - m_data.upperProfile(inner))); else return Scalar(0); } if (inner < outer) //lower matrix { const Index minInnerIndex = outer - m_data.lowerProfile(outer); if (inner >= minInnerIndex) return this->m_data.lower(m_rowStartIndex[outer] + inner - (outer - m_data.lowerProfile(outer))); else return Scalar(0); } return m_data.upper(m_colStartIndex[inner] + outer - inner); } else { if (outer > inner) //upper matrix { const Index maxOuterIndex = inner + m_data.upperProfile(inner); if (outer <= maxOuterIndex) return this->m_data.upper(m_colStartIndex[inner] + (outer - inner)); else return Scalar(0); } if (outer < inner) //lower matrix { const Index maxInnerIndex = outer + m_data.lowerProfile(outer); if (inner <= maxInnerIndex) return this->m_data.lower(m_rowStartIndex[outer] + (inner - outer)); else return Scalar(0); } } } inline Scalar& coeffRef(Index row, Index col) { const Index outer = IsRowMajor ? row : col; const Index inner = IsRowMajor ? col : row; eigen_assert(outer < outerSize()); eigen_assert(inner < innerSize()); if (outer == inner) return this->m_data.diag(outer); if (IsRowMajor) { if (col > row) //upper matrix { const Index minOuterIndex = inner - m_data.upperProfile(inner); eigen_assert(outer >= minOuterIndex && "you try to acces a coeff that do not exist in the storage"); return this->m_data.upper(m_colStartIndex[inner] + outer - (inner - m_data.upperProfile(inner))); } if (col < row) //lower matrix { const Index minInnerIndex = outer - m_data.lowerProfile(outer); eigen_assert(inner >= minInnerIndex && "you try to acces a coeff that do not exist in the storage"); return this->m_data.lower(m_rowStartIndex[outer] + inner - (outer - m_data.lowerProfile(outer))); } } else { if (outer > inner) //upper matrix { const Index maxOuterIndex = inner + m_data.upperProfile(inner); eigen_assert(outer <= maxOuterIndex && "you try to acces a coeff that do not exist in the storage"); return this->m_data.upper(m_colStartIndex[inner] + (outer - inner)); } if (outer < inner) //lower matrix { const Index maxInnerIndex = outer + m_data.lowerProfile(outer); eigen_assert(inner <= maxInnerIndex && "you try to acces a coeff that do not exist in the storage"); return this->m_data.lower(m_rowStartIndex[outer] + (inner - outer)); } } } inline Scalar coeffDiag(Index idx) const { eigen_assert(idx < outerSize()); eigen_assert(idx < innerSize()); return this->m_data.diag(idx); } inline Scalar coeffLower(Index row, Index col) const { const Index outer = IsRowMajor ? row : col; const Index inner = IsRowMajor ? col : row; eigen_assert(outer < outerSize()); eigen_assert(inner < innerSize()); eigen_assert(inner != outer); if (IsRowMajor) { const Index minInnerIndex = outer - m_data.lowerProfile(outer); if (inner >= minInnerIndex) return this->m_data.lower(m_rowStartIndex[outer] + inner - (outer - m_data.lowerProfile(outer))); else return Scalar(0); } else { const Index maxInnerIndex = outer + m_data.lowerProfile(outer); if (inner <= maxInnerIndex) return this->m_data.lower(m_rowStartIndex[outer] + (inner - outer)); else return Scalar(0); } } inline Scalar coeffUpper(Index row, Index col) const { const Index outer = IsRowMajor ? row : col; const Index inner = IsRowMajor ? col : row; eigen_assert(outer < outerSize()); eigen_assert(inner < innerSize()); eigen_assert(inner != outer); if (IsRowMajor) { const Index minOuterIndex = inner - m_data.upperProfile(inner); if (outer >= minOuterIndex) return this->m_data.upper(m_colStartIndex[inner] + outer - (inner - m_data.upperProfile(inner))); else return Scalar(0); } else { const Index maxOuterIndex = inner + m_data.upperProfile(inner); if (outer <= maxOuterIndex) return this->m_data.upper(m_colStartIndex[inner] + (outer - inner)); else return Scalar(0); } } inline Scalar& coeffRefDiag(Index idx) { eigen_assert(idx < outerSize()); eigen_assert(idx < innerSize()); return this->m_data.diag(idx); } inline Scalar& coeffRefLower(Index row, Index col) { const Index outer = IsRowMajor ? row : col; const Index inner = IsRowMajor ? col : row; eigen_assert(outer < outerSize()); eigen_assert(inner < innerSize()); eigen_assert(inner != outer); if (IsRowMajor) { const Index minInnerIndex = outer - m_data.lowerProfile(outer); eigen_assert(inner >= minInnerIndex && "you try to acces a coeff that do not exist in the storage"); return this->m_data.lower(m_rowStartIndex[outer] + inner - (outer - m_data.lowerProfile(outer))); } else { const Index maxInnerIndex = outer + m_data.lowerProfile(outer); eigen_assert(inner <= maxInnerIndex && "you try to acces a coeff that do not exist in the storage"); return this->m_data.lower(m_rowStartIndex[outer] + (inner - outer)); } } inline bool coeffExistLower(Index row, Index col) { const Index outer = IsRowMajor ? row : col; const Index inner = IsRowMajor ? col : row; eigen_assert(outer < outerSize()); eigen_assert(inner < innerSize()); eigen_assert(inner != outer); if (IsRowMajor) { const Index minInnerIndex = outer - m_data.lowerProfile(outer); return inner >= minInnerIndex; } else { const Index maxInnerIndex = outer + m_data.lowerProfile(outer); return inner <= maxInnerIndex; } } inline Scalar& coeffRefUpper(Index row, Index col) { const Index outer = IsRowMajor ? row : col; const Index inner = IsRowMajor ? col : row; eigen_assert(outer < outerSize()); eigen_assert(inner < innerSize()); eigen_assert(inner != outer); if (IsRowMajor) { const Index minOuterIndex = inner - m_data.upperProfile(inner); eigen_assert(outer >= minOuterIndex && "you try to acces a coeff that do not exist in the storage"); return this->m_data.upper(m_colStartIndex[inner] + outer - (inner - m_data.upperProfile(inner))); } else { const Index maxOuterIndex = inner + m_data.upperProfile(inner); eigen_assert(outer <= maxOuterIndex && "you try to acces a coeff that do not exist in the storage"); return this->m_data.upper(m_colStartIndex[inner] + (outer - inner)); } } inline bool coeffExistUpper(Index row, Index col) { const Index outer = IsRowMajor ? row : col; const Index inner = IsRowMajor ? col : row; eigen_assert(outer < outerSize()); eigen_assert(inner < innerSize()); eigen_assert(inner != outer); if (IsRowMajor) { const Index minOuterIndex = inner - m_data.upperProfile(inner); return outer >= minOuterIndex; } else { const Index maxOuterIndex = inner + m_data.upperProfile(inner); return outer <= maxOuterIndex; } } protected: public: class InnerUpperIterator; class InnerLowerIterator; class OuterUpperIterator; class OuterLowerIterator; /** Removes all non zeros */ inline void setZero() { m_data.clear(); memset(m_colStartIndex, 0, (m_outerSize + 1) * sizeof (Index)); memset(m_rowStartIndex, 0, (m_outerSize + 1) * sizeof (Index)); } /** \returns the number of non zero coefficients */ inline Index nonZeros() const { return m_data.diagSize() + m_data.upperSize() + m_data.lowerSize(); } /** Preallocates \a reserveSize non zeros */ inline void reserve(Index reserveSize, Index reserveUpperSize, Index reserveLowerSize) { m_data.reserve(reserveSize, reserveUpperSize, reserveLowerSize); } /** \returns a reference to a novel non zero coefficient with coordinates \a row x \a col. * * \warning This function can be extremely slow if the non zero coefficients * are not inserted in a coherent order. * * After an insertion session, you should call the finalize() function. */ EIGEN_DONT_INLINE Scalar & insert(Index row, Index col) { const Index outer = IsRowMajor ? row : col; const Index inner = IsRowMajor ? col : row; eigen_assert(outer < outerSize()); eigen_assert(inner < innerSize()); if (outer == inner) return m_data.diag(col); if (IsRowMajor) { if (outer < inner) //upper matrix { Index minOuterIndex = 0; minOuterIndex = inner - m_data.upperProfile(inner); if (outer < minOuterIndex) //The value does not yet exist { const Index previousProfile = m_data.upperProfile(inner); m_data.upperProfile(inner) = inner - outer; const Index bandIncrement = m_data.upperProfile(inner) - previousProfile; //shift data stored after this new one const Index stop = m_colStartIndex[cols()]; const Index start = m_colStartIndex[inner]; for (Index innerIdx = stop; innerIdx >= start; innerIdx--) { m_data.upper(innerIdx + bandIncrement) = m_data.upper(innerIdx); } for (Index innerIdx = cols(); innerIdx > inner; innerIdx--) { m_colStartIndex[innerIdx] += bandIncrement; } //zeros new data memset(this->_upperPtr() + start, 0, (bandIncrement - 1) * sizeof (Scalar)); return m_data.upper(m_colStartIndex[inner]); } else { return m_data.upper(m_colStartIndex[inner] + outer - (inner - m_data.upperProfile(inner))); } } if (outer > inner) //lower matrix { const Index minInnerIndex = outer - m_data.lowerProfile(outer); if (inner < minInnerIndex) //The value does not yet exist { const Index previousProfile = m_data.lowerProfile(outer); m_data.lowerProfile(outer) = outer - inner; const Index bandIncrement = m_data.lowerProfile(outer) - previousProfile; //shift data stored after this new one const Index stop = m_rowStartIndex[rows()]; const Index start = m_rowStartIndex[outer]; for (Index innerIdx = stop; innerIdx >= start; innerIdx--) { m_data.lower(innerIdx + bandIncrement) = m_data.lower(innerIdx); } for (Index innerIdx = rows(); innerIdx > outer; innerIdx--) { m_rowStartIndex[innerIdx] += bandIncrement; } //zeros new data memset(this->_lowerPtr() + start, 0, (bandIncrement - 1) * sizeof (Scalar)); return m_data.lower(m_rowStartIndex[outer]); } else { return m_data.lower(m_rowStartIndex[outer] + inner - (outer - m_data.lowerProfile(outer))); } } } else { if (outer > inner) //upper matrix { const Index maxOuterIndex = inner + m_data.upperProfile(inner); if (outer > maxOuterIndex) //The value does not yet exist { const Index previousProfile = m_data.upperProfile(inner); m_data.upperProfile(inner) = outer - inner; const Index bandIncrement = m_data.upperProfile(inner) - previousProfile; //shift data stored after this new one const Index stop = m_rowStartIndex[rows()]; const Index start = m_rowStartIndex[inner + 1]; for (Index innerIdx = stop; innerIdx >= start; innerIdx--) { m_data.upper(innerIdx + bandIncrement) = m_data.upper(innerIdx); } for (Index innerIdx = inner + 1; innerIdx < outerSize() + 1; innerIdx++) { m_rowStartIndex[innerIdx] += bandIncrement; } memset(this->_upperPtr() + m_rowStartIndex[inner] + previousProfile + 1, 0, (bandIncrement - 1) * sizeof (Scalar)); return m_data.upper(m_rowStartIndex[inner] + m_data.upperProfile(inner)); } else { return m_data.upper(m_rowStartIndex[inner] + (outer - inner)); } } if (outer < inner) //lower matrix { const Index maxInnerIndex = outer + m_data.lowerProfile(outer); if (inner > maxInnerIndex) //The value does not yet exist { const Index previousProfile = m_data.lowerProfile(outer); m_data.lowerProfile(outer) = inner - outer; const Index bandIncrement = m_data.lowerProfile(outer) - previousProfile; //shift data stored after this new one const Index stop = m_colStartIndex[cols()]; const Index start = m_colStartIndex[outer + 1]; for (Index innerIdx = stop; innerIdx >= start; innerIdx--) { m_data.lower(innerIdx + bandIncrement) = m_data.lower(innerIdx); } for (Index innerIdx = outer + 1; innerIdx < outerSize() + 1; innerIdx++) { m_colStartIndex[innerIdx] += bandIncrement; } memset(this->_lowerPtr() + m_colStartIndex[outer] + previousProfile + 1, 0, (bandIncrement - 1) * sizeof (Scalar)); return m_data.lower(m_colStartIndex[outer] + m_data.lowerProfile(outer)); } else { return m_data.lower(m_colStartIndex[outer] + (inner - outer)); } } } } /** Must be called after inserting a set of non zero entries. */ inline void finalize() { if (IsRowMajor) { if (rows() > cols()) m_data.resize(cols(), cols(), rows(), m_colStartIndex[cols()] + 1, m_rowStartIndex[rows()] + 1); else m_data.resize(rows(), cols(), rows(), m_colStartIndex[cols()] + 1, m_rowStartIndex[rows()] + 1); // eigen_assert(rows() == cols() && "memory reorganisatrion only works with suare matrix"); // // Scalar* newArray = new Scalar[m_colStartIndex[cols()] + 1 + m_rowStartIndex[rows()] + 1]; // Index dataIdx = 0; // for (Index row = 0; row < rows(); row++) { // // const Index nbLowerElts = m_rowStartIndex[row + 1] - m_rowStartIndex[row]; // // std::cout << "nbLowerElts" << nbLowerElts << std::endl; // memcpy(newArray + dataIdx, m_data.m_lower + m_rowStartIndex[row], nbLowerElts * sizeof (Scalar)); // m_rowStartIndex[row] = dataIdx; // dataIdx += nbLowerElts; // // const Index nbUpperElts = m_colStartIndex[row + 1] - m_colStartIndex[row]; // memcpy(newArray + dataIdx, m_data.m_upper + m_colStartIndex[row], nbUpperElts * sizeof (Scalar)); // m_colStartIndex[row] = dataIdx; // dataIdx += nbUpperElts; // // // } // //todo : don't access m_data profile directly : add an accessor from SkylineMatrix // m_rowStartIndex[rows()] = m_rowStartIndex[rows()-1] + m_data.lowerProfile(rows()-1); // m_colStartIndex[cols()] = m_colStartIndex[cols()-1] + m_data.upperProfile(cols()-1); // // delete[] m_data.m_lower; // delete[] m_data.m_upper; // // m_data.m_lower = newArray; // m_data.m_upper = newArray; } else { if (rows() > cols()) m_data.resize(cols(), rows(), cols(), m_rowStartIndex[cols()] + 1, m_colStartIndex[cols()] + 1); else m_data.resize(rows(), rows(), cols(), m_rowStartIndex[rows()] + 1, m_colStartIndex[rows()] + 1); } } inline void squeeze() { finalize(); m_data.squeeze(); } void prune(Scalar reference, RealScalar epsilon = dummy_precision<RealScalar > ()) { //TODO } /** Resizes the matrix to a \a rows x \a cols matrix and initializes it to zero * \sa resizeNonZeros(Index), reserve(), setZero() */ void resize(size_t rows, size_t cols) { const Index diagSize = rows > cols ? cols : rows; m_innerSize = IsRowMajor ? cols : rows; eigen_assert(rows == cols && "Skyline matrix must be square matrix"); if (diagSize % 2) { // diagSize is odd const Index k = (diagSize - 1) / 2; m_data.resize(diagSize, IsRowMajor ? cols : rows, IsRowMajor ? rows : cols, 2 * k * k + k + 1, 2 * k * k + k + 1); } else // diagSize is even { const Index k = diagSize / 2; m_data.resize(diagSize, IsRowMajor ? cols : rows, IsRowMajor ? rows : cols, 2 * k * k - k + 1, 2 * k * k - k + 1); } if (m_colStartIndex && m_rowStartIndex) { delete[] m_colStartIndex; delete[] m_rowStartIndex; } m_colStartIndex = new Index [cols + 1]; m_rowStartIndex = new Index [rows + 1]; m_outerSize = diagSize; m_data.reset(); m_data.clear(); m_outerSize = diagSize; memset(m_colStartIndex, 0, (cols + 1) * sizeof (Index)); memset(m_rowStartIndex, 0, (rows + 1) * sizeof (Index)); } void resizeNonZeros(Index size) { m_data.resize(size); } inline SkylineMatrix() : m_outerSize(-1), m_innerSize(0), m_colStartIndex(0), m_rowStartIndex(0) { resize(0, 0); } inline SkylineMatrix(size_t rows, size_t cols) : m_outerSize(0), m_innerSize(0), m_colStartIndex(0), m_rowStartIndex(0) { resize(rows, cols); } template<typename OtherDerived> inline SkylineMatrix(const SkylineMatrixBase<OtherDerived>& other) : m_outerSize(0), m_innerSize(0), m_colStartIndex(0), m_rowStartIndex(0) { *this = other.derived(); } inline SkylineMatrix(const SkylineMatrix & other) : Base(), m_outerSize(0), m_innerSize(0), m_colStartIndex(0), m_rowStartIndex(0) { *this = other.derived(); } inline void swap(SkylineMatrix & other) { //EIGEN_DBG_SKYLINE(std::cout << "SkylineMatrix:: swap\n"); std::swap(m_colStartIndex, other.m_colStartIndex); std::swap(m_rowStartIndex, other.m_rowStartIndex); std::swap(m_innerSize, other.m_innerSize); std::swap(m_outerSize, other.m_outerSize); m_data.swap(other.m_data); } inline SkylineMatrix & operator=(const SkylineMatrix & other) { std::cout << "SkylineMatrix& operator=(const SkylineMatrix& other)\n"; if (other.isRValue()) { swap(other.const_cast_derived()); } else { resize(other.rows(), other.cols()); memcpy(m_colStartIndex, other.m_colStartIndex, (m_outerSize + 1) * sizeof (Index)); memcpy(m_rowStartIndex, other.m_rowStartIndex, (m_outerSize + 1) * sizeof (Index)); m_data = other.m_data; } return *this; } template<typename OtherDerived> inline SkylineMatrix & operator=(const SkylineMatrixBase<OtherDerived>& other) { const bool needToTranspose = (Flags & RowMajorBit) != (OtherDerived::Flags & RowMajorBit); if (needToTranspose) { // TODO // return *this; } else { // there is no special optimization return SkylineMatrixBase<SkylineMatrix>::operator=(other.derived()); } } friend std::ostream & operator <<(std::ostream & s, const SkylineMatrix & m) { EIGEN_DBG_SKYLINE( std::cout << "upper elements : " << std::endl; for (Index i = 0; i < m.m_data.upperSize(); i++) std::cout << m.m_data.upper(i) << "\t"; std::cout << std::endl; std::cout << "upper profile : " << std::endl; for (Index i = 0; i < m.m_data.upperProfileSize(); i++) std::cout << m.m_data.upperProfile(i) << "\t"; std::cout << std::endl; std::cout << "lower startIdx : " << std::endl; for (Index i = 0; i < m.m_data.upperProfileSize(); i++) std::cout << (IsRowMajor ? m.m_colStartIndex[i] : m.m_rowStartIndex[i]) << "\t"; std::cout << std::endl; std::cout << "lower elements : " << std::endl; for (Index i = 0; i < m.m_data.lowerSize(); i++) std::cout << m.m_data.lower(i) << "\t"; std::cout << std::endl; std::cout << "lower profile : " << std::endl; for (Index i = 0; i < m.m_data.lowerProfileSize(); i++) std::cout << m.m_data.lowerProfile(i) << "\t"; std::cout << std::endl; std::cout << "lower startIdx : " << std::endl; for (Index i = 0; i < m.m_data.lowerProfileSize(); i++) std::cout << (IsRowMajor ? m.m_rowStartIndex[i] : m.m_colStartIndex[i]) << "\t"; std::cout << std::endl; ); for (Index rowIdx = 0; rowIdx < m.rows(); rowIdx++) { for (Index colIdx = 0; colIdx < m.cols(); colIdx++) { s << m.coeff(rowIdx, colIdx) << "\t"; } s << std::endl; } return s; } /** Destructor */ inline ~SkylineMatrix() { delete[] m_colStartIndex; delete[] m_rowStartIndex; } /** Overloaded for performance */ Scalar sum() const; }; template<typename Scalar, int _Options> class SkylineMatrix<Scalar, _Options>::InnerUpperIterator { public: InnerUpperIterator(const SkylineMatrix& mat, Index outer) : m_matrix(mat), m_outer(outer), m_id(_Options == RowMajor ? mat.m_colStartIndex[outer] : mat.m_rowStartIndex[outer] + 1), m_start(m_id), m_end(_Options == RowMajor ? mat.m_colStartIndex[outer + 1] : mat.m_rowStartIndex[outer + 1] + 1) { } inline InnerUpperIterator & operator++() { m_id++; return *this; } inline InnerUpperIterator & operator+=(Index shift) { m_id += shift; return *this; } inline Scalar value() const { return m_matrix.m_data.upper(m_id); } inline Scalar* valuePtr() { return const_cast<Scalar*> (&(m_matrix.m_data.upper(m_id))); } inline Scalar& valueRef() { return const_cast<Scalar&> (m_matrix.m_data.upper(m_id)); } inline Index index() const { return IsRowMajor ? m_outer - m_matrix.m_data.upperProfile(m_outer) + (m_id - m_start) : m_outer + (m_id - m_start) + 1; } inline Index row() const { return IsRowMajor ? index() : m_outer; } inline Index col() const { return IsRowMajor ? m_outer : index(); } inline size_t size() const { return m_matrix.m_data.upperProfile(m_outer); } inline operator bool() const { return (m_id < m_end) && (m_id >= m_start); } protected: const SkylineMatrix& m_matrix; const Index m_outer; Index m_id; const Index m_start; const Index m_end; }; template<typename Scalar, int _Options> class SkylineMatrix<Scalar, _Options>::InnerLowerIterator { public: InnerLowerIterator(const SkylineMatrix& mat, Index outer) : m_matrix(mat), m_outer(outer), m_id(_Options == RowMajor ? mat.m_rowStartIndex[outer] : mat.m_colStartIndex[outer] + 1), m_start(m_id), m_end(_Options == RowMajor ? mat.m_rowStartIndex[outer + 1] : mat.m_colStartIndex[outer + 1] + 1) { } inline InnerLowerIterator & operator++() { m_id++; return *this; } inline InnerLowerIterator & operator+=(Index shift) { m_id += shift; return *this; } inline Scalar value() const { return m_matrix.m_data.lower(m_id); } inline Scalar* valuePtr() { return const_cast<Scalar*> (&(m_matrix.m_data.lower(m_id))); } inline Scalar& valueRef() { return const_cast<Scalar&> (m_matrix.m_data.lower(m_id)); } inline Index index() const { return IsRowMajor ? m_outer - m_matrix.m_data.lowerProfile(m_outer) + (m_id - m_start) : m_outer + (m_id - m_start) + 1; ; } inline Index row() const { return IsRowMajor ? m_outer : index(); } inline Index col() const { return IsRowMajor ? index() : m_outer; } inline size_t size() const { return m_matrix.m_data.lowerProfile(m_outer); } inline operator bool() const { return (m_id < m_end) && (m_id >= m_start); } protected: const SkylineMatrix& m_matrix; const Index m_outer; Index m_id; const Index m_start; const Index m_end; }; } // end namespace Eigen #endif // EIGEN_SkylineMatrix_H
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abess
abess-master/python/include/unsupported/Eigen/src/Skyline/SkylineMatrixBase.h
// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2008-2009 Guillaume Saupin <[email protected]> // // 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_SKYLINEMATRIXBASE_H #define EIGEN_SKYLINEMATRIXBASE_H #include "SkylineUtil.h" namespace Eigen { /** \ingroup Skyline_Module * * \class SkylineMatrixBase * * \brief Base class of any skyline matrices or skyline expressions * * \param Derived * */ template<typename Derived> class SkylineMatrixBase : public EigenBase<Derived> { public: typedef typename internal::traits<Derived>::Scalar Scalar; typedef typename internal::traits<Derived>::StorageKind StorageKind; typedef typename internal::index<StorageKind>::type Index; enum { RowsAtCompileTime = internal::traits<Derived>::RowsAtCompileTime, /**< The number of rows at compile-time. This is just a copy of the value provided * by the \a Derived type. If a value is not known at compile-time, * it is set to the \a Dynamic constant. * \sa MatrixBase::rows(), MatrixBase::cols(), ColsAtCompileTime, SizeAtCompileTime */ ColsAtCompileTime = internal::traits<Derived>::ColsAtCompileTime, /**< The number of columns at compile-time. This is just a copy of the value provided * by the \a Derived type. If a value is not known at compile-time, * it is set to the \a Dynamic constant. * \sa MatrixBase::rows(), MatrixBase::cols(), RowsAtCompileTime, SizeAtCompileTime */ SizeAtCompileTime = (internal::size_at_compile_time<internal::traits<Derived>::RowsAtCompileTime, internal::traits<Derived>::ColsAtCompileTime>::ret), /**< This is equal to the number of coefficients, i.e. the number of * rows times the number of columns, or to \a Dynamic if this is not * known at compile-time. \sa RowsAtCompileTime, ColsAtCompileTime */ MaxRowsAtCompileTime = RowsAtCompileTime, MaxColsAtCompileTime = ColsAtCompileTime, MaxSizeAtCompileTime = (internal::size_at_compile_time<MaxRowsAtCompileTime, MaxColsAtCompileTime>::ret), IsVectorAtCompileTime = RowsAtCompileTime == 1 || ColsAtCompileTime == 1, /**< This is set to true if either the number of rows or the number of * columns is known at compile-time to be equal to 1. Indeed, in that case, * we are dealing with a column-vector (if there is only one column) or with * a row-vector (if there is only one row). */ Flags = internal::traits<Derived>::Flags, /**< This stores expression \ref flags flags which may or may not be inherited by new expressions * constructed from this one. See the \ref flags "list of flags". */ CoeffReadCost = internal::traits<Derived>::CoeffReadCost, /**< This is a rough measure of how expensive it is to read one coefficient from * this expression. */ IsRowMajor = Flags & RowMajorBit ? 1 : 0 }; #ifndef EIGEN_PARSED_BY_DOXYGEN /** This is the "real scalar" type; if the \a Scalar type is already real numbers * (e.g. int, float or double) then \a RealScalar is just the same as \a Scalar. If * \a Scalar is \a std::complex<T> then RealScalar is \a T. * * \sa class NumTraits */ typedef typename NumTraits<Scalar>::Real RealScalar; /** type of the equivalent square matrix */ typedef Matrix<Scalar, EIGEN_SIZE_MAX(RowsAtCompileTime, ColsAtCompileTime), EIGEN_SIZE_MAX(RowsAtCompileTime, ColsAtCompileTime) > SquareMatrixType; inline const Derived& derived() const { return *static_cast<const Derived*> (this); } inline Derived& derived() { return *static_cast<Derived*> (this); } inline Derived& const_cast_derived() const { return *static_cast<Derived*> (const_cast<SkylineMatrixBase*> (this)); } #endif // not EIGEN_PARSED_BY_DOXYGEN /** \returns the number of rows. \sa cols(), RowsAtCompileTime */ inline Index rows() const { return derived().rows(); } /** \returns the number of columns. \sa rows(), ColsAtCompileTime*/ inline Index cols() const { return derived().cols(); } /** \returns the number of coefficients, which is \a rows()*cols(). * \sa rows(), cols(), SizeAtCompileTime. */ inline Index size() const { return rows() * cols(); } /** \returns the number of nonzero coefficients which is in practice the number * of stored coefficients. */ inline Index nonZeros() const { return derived().nonZeros(); } /** \returns the size of the storage major dimension, * i.e., the number of columns for a columns major matrix, and the number of rows otherwise */ Index outerSize() const { return (int(Flags) & RowMajorBit) ? this->rows() : this->cols(); } /** \returns the size of the inner dimension according to the storage order, * i.e., the number of rows for a columns major matrix, and the number of cols otherwise */ Index innerSize() const { return (int(Flags) & RowMajorBit) ? this->cols() : this->rows(); } bool isRValue() const { return m_isRValue; } Derived& markAsRValue() { m_isRValue = true; return derived(); } SkylineMatrixBase() : m_isRValue(false) { /* TODO check flags */ } inline Derived & operator=(const Derived& other) { this->operator=<Derived > (other); return derived(); } template<typename OtherDerived> inline void assignGeneric(const OtherDerived& other) { derived().resize(other.rows(), other.cols()); for (Index row = 0; row < rows(); row++) for (Index col = 0; col < cols(); col++) { if (other.coeff(row, col) != Scalar(0)) derived().insert(row, col) = other.coeff(row, col); } derived().finalize(); } template<typename OtherDerived> inline Derived & operator=(const SkylineMatrixBase<OtherDerived>& other) { //TODO } template<typename Lhs, typename Rhs> inline Derived & operator=(const SkylineProduct<Lhs, Rhs, SkylineTimeSkylineProduct>& product); friend std::ostream & operator <<(std::ostream & s, const SkylineMatrixBase& m) { s << m.derived(); return s; } template<typename OtherDerived> const typename SkylineProductReturnType<Derived, OtherDerived>::Type operator*(const MatrixBase<OtherDerived> &other) const; /** \internal use operator= */ template<typename DenseDerived> void evalTo(MatrixBase<DenseDerived>& dst) const { dst.setZero(); for (Index i = 0; i < rows(); i++) for (Index j = 0; j < rows(); j++) dst(i, j) = derived().coeff(i, j); } Matrix<Scalar, RowsAtCompileTime, ColsAtCompileTime> toDense() const { return derived(); } /** \returns the matrix or vector obtained by evaluating this expression. * * Notice that in the case of a plain matrix or vector (not an expression) this function just returns * a const reference, in order to avoid a useless copy. */ EIGEN_STRONG_INLINE const typename internal::eval<Derived, IsSkyline>::type eval() const { return typename internal::eval<Derived>::type(derived()); } protected: bool m_isRValue; }; } // end namespace Eigen #endif // EIGEN_SkylineMatrixBase_H
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abess-master/python/include/unsupported/Eigen/src/Skyline/SkylineProduct.h
// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2008-2009 Guillaume Saupin <[email protected]> // // 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_SKYLINEPRODUCT_H #define EIGEN_SKYLINEPRODUCT_H namespace Eigen { template<typename Lhs, typename Rhs, int ProductMode> struct SkylineProductReturnType { typedef const typename internal::nested_eval<Lhs, Rhs::RowsAtCompileTime>::type LhsNested; typedef const typename internal::nested_eval<Rhs, Lhs::RowsAtCompileTime>::type RhsNested; typedef SkylineProduct<LhsNested, RhsNested, ProductMode> Type; }; template<typename LhsNested, typename RhsNested, int ProductMode> struct internal::traits<SkylineProduct<LhsNested, RhsNested, ProductMode> > { // clean the nested types: typedef typename internal::remove_all<LhsNested>::type _LhsNested; typedef typename internal::remove_all<RhsNested>::type _RhsNested; typedef typename _LhsNested::Scalar Scalar; enum { LhsCoeffReadCost = _LhsNested::CoeffReadCost, RhsCoeffReadCost = _RhsNested::CoeffReadCost, LhsFlags = _LhsNested::Flags, RhsFlags = _RhsNested::Flags, RowsAtCompileTime = _LhsNested::RowsAtCompileTime, ColsAtCompileTime = _RhsNested::ColsAtCompileTime, InnerSize = EIGEN_SIZE_MIN_PREFER_FIXED(_LhsNested::ColsAtCompileTime, _RhsNested::RowsAtCompileTime), MaxRowsAtCompileTime = _LhsNested::MaxRowsAtCompileTime, MaxColsAtCompileTime = _RhsNested::MaxColsAtCompileTime, EvalToRowMajor = (RhsFlags & LhsFlags & RowMajorBit), ResultIsSkyline = ProductMode == SkylineTimeSkylineProduct, RemovedBits = ~((EvalToRowMajor ? 0 : RowMajorBit) | (ResultIsSkyline ? 0 : SkylineBit)), Flags = (int(LhsFlags | RhsFlags) & HereditaryBits & RemovedBits) | EvalBeforeAssigningBit | EvalBeforeNestingBit, CoeffReadCost = HugeCost }; typedef typename internal::conditional<ResultIsSkyline, SkylineMatrixBase<SkylineProduct<LhsNested, RhsNested, ProductMode> >, MatrixBase<SkylineProduct<LhsNested, RhsNested, ProductMode> > >::type Base; }; namespace internal { template<typename LhsNested, typename RhsNested, int ProductMode> class SkylineProduct : no_assignment_operator, public traits<SkylineProduct<LhsNested, RhsNested, ProductMode> >::Base { public: EIGEN_GENERIC_PUBLIC_INTERFACE(SkylineProduct) private: typedef typename traits<SkylineProduct>::_LhsNested _LhsNested; typedef typename traits<SkylineProduct>::_RhsNested _RhsNested; public: template<typename Lhs, typename Rhs> EIGEN_STRONG_INLINE SkylineProduct(const Lhs& lhs, const Rhs& rhs) : m_lhs(lhs), m_rhs(rhs) { eigen_assert(lhs.cols() == rhs.rows()); enum { ProductIsValid = _LhsNested::ColsAtCompileTime == Dynamic || _RhsNested::RowsAtCompileTime == Dynamic || int(_LhsNested::ColsAtCompileTime) == int(_RhsNested::RowsAtCompileTime), AreVectors = _LhsNested::IsVectorAtCompileTime && _RhsNested::IsVectorAtCompileTime, SameSizes = EIGEN_PREDICATE_SAME_MATRIX_SIZE(_LhsNested, _RhsNested) }; // note to the lost user: // * for a dot product use: v1.dot(v2) // * for a coeff-wise product use: v1.cwise()*v2 EIGEN_STATIC_ASSERT(ProductIsValid || !(AreVectors && SameSizes), INVALID_VECTOR_VECTOR_PRODUCT__IF_YOU_WANTED_A_DOT_OR_COEFF_WISE_PRODUCT_YOU_MUST_USE_THE_EXPLICIT_FUNCTIONS) EIGEN_STATIC_ASSERT(ProductIsValid || !(SameSizes && !AreVectors), INVALID_MATRIX_PRODUCT__IF_YOU_WANTED_A_COEFF_WISE_PRODUCT_YOU_MUST_USE_THE_EXPLICIT_FUNCTION) EIGEN_STATIC_ASSERT(ProductIsValid || SameSizes, INVALID_MATRIX_PRODUCT) } EIGEN_STRONG_INLINE Index rows() const { return m_lhs.rows(); } EIGEN_STRONG_INLINE Index cols() const { return m_rhs.cols(); } EIGEN_STRONG_INLINE const _LhsNested& lhs() const { return m_lhs; } EIGEN_STRONG_INLINE const _RhsNested& rhs() const { return m_rhs; } protected: LhsNested m_lhs; RhsNested m_rhs; }; // dense = skyline * dense // Note that here we force no inlining and separate the setZero() because GCC messes up otherwise template<typename Lhs, typename Rhs, typename Dest> EIGEN_DONT_INLINE void skyline_row_major_time_dense_product(const Lhs& lhs, const Rhs& rhs, Dest& dst) { typedef typename remove_all<Lhs>::type _Lhs; typedef typename remove_all<Rhs>::type _Rhs; typedef typename traits<Lhs>::Scalar Scalar; enum { LhsIsRowMajor = (_Lhs::Flags & RowMajorBit) == RowMajorBit, LhsIsSelfAdjoint = (_Lhs::Flags & SelfAdjointBit) == SelfAdjointBit, ProcessFirstHalf = LhsIsSelfAdjoint && (((_Lhs::Flags & (UpperTriangularBit | LowerTriangularBit)) == 0) || ((_Lhs::Flags & UpperTriangularBit) && !LhsIsRowMajor) || ((_Lhs::Flags & LowerTriangularBit) && LhsIsRowMajor)), ProcessSecondHalf = LhsIsSelfAdjoint && (!ProcessFirstHalf) }; //Use matrix diagonal part <- Improvement : use inner iterator on dense matrix. for (Index col = 0; col < rhs.cols(); col++) { for (Index row = 0; row < lhs.rows(); row++) { dst(row, col) = lhs.coeffDiag(row) * rhs(row, col); } } //Use matrix lower triangular part for (Index row = 0; row < lhs.rows(); row++) { typename _Lhs::InnerLowerIterator lIt(lhs, row); const Index stop = lIt.col() + lIt.size(); for (Index col = 0; col < rhs.cols(); col++) { Index k = lIt.col(); Scalar tmp = 0; while (k < stop) { tmp += lIt.value() * rhs(k++, col); ++lIt; } dst(row, col) += tmp; lIt += -lIt.size(); } } //Use matrix upper triangular part for (Index lhscol = 0; lhscol < lhs.cols(); lhscol++) { typename _Lhs::InnerUpperIterator uIt(lhs, lhscol); const Index stop = uIt.size() + uIt.row(); for (Index rhscol = 0; rhscol < rhs.cols(); rhscol++) { const Scalar rhsCoeff = rhs.coeff(lhscol, rhscol); Index k = uIt.row(); while (k < stop) { dst(k++, rhscol) += uIt.value() * rhsCoeff; ++uIt; } uIt += -uIt.size(); } } } template<typename Lhs, typename Rhs, typename Dest> EIGEN_DONT_INLINE void skyline_col_major_time_dense_product(const Lhs& lhs, const Rhs& rhs, Dest& dst) { typedef typename remove_all<Lhs>::type _Lhs; typedef typename remove_all<Rhs>::type _Rhs; typedef typename traits<Lhs>::Scalar Scalar; enum { LhsIsRowMajor = (_Lhs::Flags & RowMajorBit) == RowMajorBit, LhsIsSelfAdjoint = (_Lhs::Flags & SelfAdjointBit) == SelfAdjointBit, ProcessFirstHalf = LhsIsSelfAdjoint && (((_Lhs::Flags & (UpperTriangularBit | LowerTriangularBit)) == 0) || ((_Lhs::Flags & UpperTriangularBit) && !LhsIsRowMajor) || ((_Lhs::Flags & LowerTriangularBit) && LhsIsRowMajor)), ProcessSecondHalf = LhsIsSelfAdjoint && (!ProcessFirstHalf) }; //Use matrix diagonal part <- Improvement : use inner iterator on dense matrix. for (Index col = 0; col < rhs.cols(); col++) { for (Index row = 0; row < lhs.rows(); row++) { dst(row, col) = lhs.coeffDiag(row) * rhs(row, col); } } //Use matrix upper triangular part for (Index row = 0; row < lhs.rows(); row++) { typename _Lhs::InnerUpperIterator uIt(lhs, row); const Index stop = uIt.col() + uIt.size(); for (Index col = 0; col < rhs.cols(); col++) { Index k = uIt.col(); Scalar tmp = 0; while (k < stop) { tmp += uIt.value() * rhs(k++, col); ++uIt; } dst(row, col) += tmp; uIt += -uIt.size(); } } //Use matrix lower triangular part for (Index lhscol = 0; lhscol < lhs.cols(); lhscol++) { typename _Lhs::InnerLowerIterator lIt(lhs, lhscol); const Index stop = lIt.size() + lIt.row(); for (Index rhscol = 0; rhscol < rhs.cols(); rhscol++) { const Scalar rhsCoeff = rhs.coeff(lhscol, rhscol); Index k = lIt.row(); while (k < stop) { dst(k++, rhscol) += lIt.value() * rhsCoeff; ++lIt; } lIt += -lIt.size(); } } } template<typename Lhs, typename Rhs, typename ResultType, int LhsStorageOrder = traits<Lhs>::Flags&RowMajorBit> struct skyline_product_selector; template<typename Lhs, typename Rhs, typename ResultType> struct skyline_product_selector<Lhs, Rhs, ResultType, RowMajor> { typedef typename traits<typename remove_all<Lhs>::type>::Scalar Scalar; static void run(const Lhs& lhs, const Rhs& rhs, ResultType & res) { skyline_row_major_time_dense_product<Lhs, Rhs, ResultType > (lhs, rhs, res); } }; template<typename Lhs, typename Rhs, typename ResultType> struct skyline_product_selector<Lhs, Rhs, ResultType, ColMajor> { typedef typename traits<typename remove_all<Lhs>::type>::Scalar Scalar; static void run(const Lhs& lhs, const Rhs& rhs, ResultType & res) { skyline_col_major_time_dense_product<Lhs, Rhs, ResultType > (lhs, rhs, res); } }; } // end namespace internal // template<typename Derived> // template<typename Lhs, typename Rhs > // Derived & MatrixBase<Derived>::lazyAssign(const SkylineProduct<Lhs, Rhs, SkylineTimeDenseProduct>& product) { // typedef typename internal::remove_all<Lhs>::type _Lhs; // internal::skyline_product_selector<typename internal::remove_all<Lhs>::type, // typename internal::remove_all<Rhs>::type, // Derived>::run(product.lhs(), product.rhs(), derived()); // // return derived(); // } // skyline * dense template<typename Derived> template<typename OtherDerived > EIGEN_STRONG_INLINE const typename SkylineProductReturnType<Derived, OtherDerived>::Type SkylineMatrixBase<Derived>::operator*(const MatrixBase<OtherDerived> &other) const { return typename SkylineProductReturnType<Derived, OtherDerived>::Type(derived(), other.derived()); } } // end namespace Eigen #endif // EIGEN_SKYLINEPRODUCT_H
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abess-master/python/include/unsupported/Eigen/src/Skyline/SkylineStorage.h
// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2008-2009 Guillaume Saupin <[email protected]> // // 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_SKYLINE_STORAGE_H #define EIGEN_SKYLINE_STORAGE_H namespace Eigen { /** Stores a skyline set of values in three structures : * The diagonal elements * The upper elements * The lower elements * */ template<typename Scalar> class SkylineStorage { typedef typename NumTraits<Scalar>::Real RealScalar; typedef SparseIndex Index; public: SkylineStorage() : m_diag(0), m_lower(0), m_upper(0), m_lowerProfile(0), m_upperProfile(0), m_diagSize(0), m_upperSize(0), m_lowerSize(0), m_upperProfileSize(0), m_lowerProfileSize(0), m_allocatedSize(0) { } SkylineStorage(const SkylineStorage& other) : m_diag(0), m_lower(0), m_upper(0), m_lowerProfile(0), m_upperProfile(0), m_diagSize(0), m_upperSize(0), m_lowerSize(0), m_upperProfileSize(0), m_lowerProfileSize(0), m_allocatedSize(0) { *this = other; } SkylineStorage & operator=(const SkylineStorage& other) { resize(other.diagSize(), other.m_upperProfileSize, other.m_lowerProfileSize, other.upperSize(), other.lowerSize()); memcpy(m_diag, other.m_diag, m_diagSize * sizeof (Scalar)); memcpy(m_upper, other.m_upper, other.upperSize() * sizeof (Scalar)); memcpy(m_lower, other.m_lower, other.lowerSize() * sizeof (Scalar)); memcpy(m_upperProfile, other.m_upperProfile, m_upperProfileSize * sizeof (Index)); memcpy(m_lowerProfile, other.m_lowerProfile, m_lowerProfileSize * sizeof (Index)); return *this; } void swap(SkylineStorage& other) { std::swap(m_diag, other.m_diag); std::swap(m_upper, other.m_upper); std::swap(m_lower, other.m_lower); std::swap(m_upperProfile, other.m_upperProfile); std::swap(m_lowerProfile, other.m_lowerProfile); std::swap(m_diagSize, other.m_diagSize); std::swap(m_upperSize, other.m_upperSize); std::swap(m_lowerSize, other.m_lowerSize); std::swap(m_allocatedSize, other.m_allocatedSize); } ~SkylineStorage() { delete[] m_diag; delete[] m_upper; if (m_upper != m_lower) delete[] m_lower; delete[] m_upperProfile; delete[] m_lowerProfile; } void reserve(Index size, Index upperProfileSize, Index lowerProfileSize, Index upperSize, Index lowerSize) { Index newAllocatedSize = size + upperSize + lowerSize; if (newAllocatedSize > m_allocatedSize) reallocate(size, upperProfileSize, lowerProfileSize, upperSize, lowerSize); } void squeeze() { if (m_allocatedSize > m_diagSize + m_upperSize + m_lowerSize) reallocate(m_diagSize, m_upperProfileSize, m_lowerProfileSize, m_upperSize, m_lowerSize); } void resize(Index diagSize, Index upperProfileSize, Index lowerProfileSize, Index upperSize, Index lowerSize, float reserveSizeFactor = 0) { if (m_allocatedSize < diagSize + upperSize + lowerSize) reallocate(diagSize, upperProfileSize, lowerProfileSize, upperSize + Index(reserveSizeFactor * upperSize), lowerSize + Index(reserveSizeFactor * lowerSize)); m_diagSize = diagSize; m_upperSize = upperSize; m_lowerSize = lowerSize; m_upperProfileSize = upperProfileSize; m_lowerProfileSize = lowerProfileSize; } inline Index diagSize() const { return m_diagSize; } inline Index upperSize() const { return m_upperSize; } inline Index lowerSize() const { return m_lowerSize; } inline Index upperProfileSize() const { return m_upperProfileSize; } inline Index lowerProfileSize() const { return m_lowerProfileSize; } inline Index allocatedSize() const { return m_allocatedSize; } inline void clear() { m_diagSize = 0; } inline Scalar& diag(Index i) { return m_diag[i]; } inline const Scalar& diag(Index i) const { return m_diag[i]; } inline Scalar& upper(Index i) { return m_upper[i]; } inline const Scalar& upper(Index i) const { return m_upper[i]; } inline Scalar& lower(Index i) { return m_lower[i]; } inline const Scalar& lower(Index i) const { return m_lower[i]; } inline Index& upperProfile(Index i) { return m_upperProfile[i]; } inline const Index& upperProfile(Index i) const { return m_upperProfile[i]; } inline Index& lowerProfile(Index i) { return m_lowerProfile[i]; } inline const Index& lowerProfile(Index i) const { return m_lowerProfile[i]; } static SkylineStorage Map(Index* upperProfile, Index* lowerProfile, Scalar* diag, Scalar* upper, Scalar* lower, Index size, Index upperSize, Index lowerSize) { SkylineStorage res; res.m_upperProfile = upperProfile; res.m_lowerProfile = lowerProfile; res.m_diag = diag; res.m_upper = upper; res.m_lower = lower; res.m_allocatedSize = res.m_diagSize = size; res.m_upperSize = upperSize; res.m_lowerSize = lowerSize; return res; } inline void reset() { memset(m_diag, 0, m_diagSize * sizeof (Scalar)); memset(m_upper, 0, m_upperSize * sizeof (Scalar)); memset(m_lower, 0, m_lowerSize * sizeof (Scalar)); memset(m_upperProfile, 0, m_diagSize * sizeof (Index)); memset(m_lowerProfile, 0, m_diagSize * sizeof (Index)); } void prune(Scalar reference, RealScalar epsilon = dummy_precision<RealScalar>()) { //TODO } protected: inline void reallocate(Index diagSize, Index upperProfileSize, Index lowerProfileSize, Index upperSize, Index lowerSize) { Scalar* diag = new Scalar[diagSize]; Scalar* upper = new Scalar[upperSize]; Scalar* lower = new Scalar[lowerSize]; Index* upperProfile = new Index[upperProfileSize]; Index* lowerProfile = new Index[lowerProfileSize]; Index copyDiagSize = (std::min)(diagSize, m_diagSize); Index copyUpperSize = (std::min)(upperSize, m_upperSize); Index copyLowerSize = (std::min)(lowerSize, m_lowerSize); Index copyUpperProfileSize = (std::min)(upperProfileSize, m_upperProfileSize); Index copyLowerProfileSize = (std::min)(lowerProfileSize, m_lowerProfileSize); // copy memcpy(diag, m_diag, copyDiagSize * sizeof (Scalar)); memcpy(upper, m_upper, copyUpperSize * sizeof (Scalar)); memcpy(lower, m_lower, copyLowerSize * sizeof (Scalar)); memcpy(upperProfile, m_upperProfile, copyUpperProfileSize * sizeof (Index)); memcpy(lowerProfile, m_lowerProfile, copyLowerProfileSize * sizeof (Index)); // delete old stuff delete[] m_diag; delete[] m_upper; delete[] m_lower; delete[] m_upperProfile; delete[] m_lowerProfile; m_diag = diag; m_upper = upper; m_lower = lower; m_upperProfile = upperProfile; m_lowerProfile = lowerProfile; m_allocatedSize = diagSize + upperSize + lowerSize; m_upperSize = upperSize; m_lowerSize = lowerSize; } public: Scalar* m_diag; Scalar* m_upper; Scalar* m_lower; Index* m_upperProfile; Index* m_lowerProfile; Index m_diagSize; Index m_upperSize; Index m_lowerSize; Index m_upperProfileSize; Index m_lowerProfileSize; Index m_allocatedSize; }; } // end namespace Eigen #endif // EIGEN_COMPRESSED_STORAGE_H
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abess
abess-master/python/include/unsupported/Eigen/src/Skyline/SkylineUtil.h
// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2009 Guillaume Saupin <[email protected]> // // 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_SKYLINEUTIL_H #define EIGEN_SKYLINEUTIL_H namespace Eigen { #ifdef NDEBUG #define EIGEN_DBG_SKYLINE(X) #else #define EIGEN_DBG_SKYLINE(X) X #endif const unsigned int SkylineBit = 0x1200; template<typename Lhs, typename Rhs, int ProductMode> class SkylineProduct; enum AdditionalProductEvaluationMode {SkylineTimeDenseProduct, SkylineTimeSkylineProduct, DenseTimeSkylineProduct}; enum {IsSkyline = SkylineBit}; #define EIGEN_SKYLINE_INHERIT_ASSIGNMENT_OPERATOR(Derived, Op) \ template<typename OtherDerived> \ EIGEN_STRONG_INLINE Derived& operator Op(const Eigen::SkylineMatrixBase<OtherDerived>& other) \ { \ return Base::operator Op(other.derived()); \ } \ EIGEN_STRONG_INLINE Derived& operator Op(const Derived& other) \ { \ return Base::operator Op(other); \ } #define EIGEN_SKYLINE_INHERIT_SCALAR_ASSIGNMENT_OPERATOR(Derived, Op) \ template<typename Other> \ EIGEN_STRONG_INLINE Derived& operator Op(const Other& scalar) \ { \ return Base::operator Op(scalar); \ } #define EIGEN_SKYLINE_INHERIT_ASSIGNMENT_OPERATORS(Derived) \ EIGEN_SKYLINE_INHERIT_ASSIGNMENT_OPERATOR(Derived, =) \ EIGEN_SKYLINE_INHERIT_ASSIGNMENT_OPERATOR(Derived, +=) \ EIGEN_SKYLINE_INHERIT_ASSIGNMENT_OPERATOR(Derived, -=) \ EIGEN_SKYLINE_INHERIT_SCALAR_ASSIGNMENT_OPERATOR(Derived, *=) \ EIGEN_SKYLINE_INHERIT_SCALAR_ASSIGNMENT_OPERATOR(Derived, /=) #define _EIGEN_SKYLINE_GENERIC_PUBLIC_INTERFACE(Derived, BaseClass) \ typedef BaseClass Base; \ typedef typename Eigen::internal::traits<Derived>::Scalar Scalar; \ typedef typename Eigen::NumTraits<Scalar>::Real RealScalar; \ typedef typename Eigen::internal::traits<Derived>::StorageKind StorageKind; \ typedef typename Eigen::internal::index<StorageKind>::type Index; \ enum { Flags = Eigen::internal::traits<Derived>::Flags, }; #define EIGEN_SKYLINE_GENERIC_PUBLIC_INTERFACE(Derived) \ _EIGEN_SKYLINE_GENERIC_PUBLIC_INTERFACE(Derived, Eigen::SkylineMatrixBase<Derived>) template<typename Derived> class SkylineMatrixBase; template<typename _Scalar, int _Flags = 0> class SkylineMatrix; template<typename _Scalar, int _Flags = 0> class DynamicSkylineMatrix; template<typename _Scalar, int _Flags = 0> class SkylineVector; template<typename _Scalar, int _Flags = 0> class MappedSkylineMatrix; namespace internal { template<typename Lhs, typename Rhs> struct skyline_product_mode; template<typename Lhs, typename Rhs, int ProductMode = skyline_product_mode<Lhs,Rhs>::value> struct SkylineProductReturnType; template<typename T> class eval<T,IsSkyline> { typedef typename traits<T>::Scalar _Scalar; enum { _Flags = traits<T>::Flags }; public: typedef SkylineMatrix<_Scalar, _Flags> type; }; } // end namespace internal } // end namespace Eigen #endif // EIGEN_SKYLINEUTIL_H
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