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Add matrix condition estimator module that implements the Higham/Hager algorithm from http://www.maths.manchester.ac.uk/~higham/narep/narep135.pdf used in LPACK. Add rcond() methods to FullPivLU and PartialPivLU.

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Rasmus Munk Larsen
2016-04-01 10:27:59 -07:00
parent 1b40abbf99
commit 1aa89fb855
5 changed files with 332 additions and 10 deletions
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9
Eigen/Core
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@@ -33,13 +33,13 @@
#ifdef EIGEN_EXCEPTIONS
#undef EIGEN_EXCEPTIONS
#endif
// All functions callable from CUDA code must be qualified with __device__
#define EIGEN_DEVICE_FUNC __host__ __device__
#else
#define EIGEN_DEVICE_FUNC
#endif
#if defined(__CUDA_ARCH__)
@@ -282,7 +282,7 @@ inline static const char *SimdInstructionSetsInUse(void) {
// we use size_t frequently and we'll never remember to prepend it with std:: everytime just to
// ensure QNX/QCC support
using std::size_t;
// gcc 4.6.0 wants std:: for ptrdiff_t
// gcc 4.6.0 wants std:: for ptrdiff_t
using std::ptrdiff_t;
/** \defgroup Core_Module Core module
@@ -422,6 +422,7 @@ using std::ptrdiff_t;
#include "src/Core/products/TriangularSolverVector.h"
#include "src/Core/BandMatrix.h"
#include "src/Core/CoreIterators.h"
#include "src/Core/ConditionEstimator.h"
#include "src/Core/BooleanRedux.h"
#include "src/Core/Select.h"