EIGEN_SIZE_MIN ---> EIGEN_SIZE_MIN_PREFER_DYNAMIC
EIGEN_MAXSIZE_MIN ---> EIGEN_SIZE_MIN_PREFER_FIXED
and make sure to use the latter in products xprs to determine the inner size.
- Updated unit tests to check above constructor.
- In the compute() method of decompositions: Made temporary matrices/vectors class members to avoid heap allocations during compute() (when dynamic matrices are used, of course).
These changes can speed up decomposition computation time when a solver instance is used to solve multiple same-sized problems. An added benefit is that the compute() method can now be invoked in contexts were heap allocations are forbidden, such as in real-time control loops.
CAVEAT: Not all of the decompositions in the Eigenvalues module have a heap-allocation-free compute() method. A future patch may address this issue, but some required API changes need to be incorporated first.
NOTE: The ComplexEigenSolver class currently _does_ allocate (line 135 of Eigenvalues/ComplexEigenSolver.h), but the reason appears to be in the implementation of matrix-matrix products, and not in the decomposition itself.
The nomalloc unit test has been extended to verify that decompositions do not allocate when max sizes are specified. There are currently two workarounds to prevent the test from failing (see comments in test/nomalloc.cpp), both of which are related to matrix products that allocate on the stack.
this is still not Eigen style code but at least it works for
n>m and it is more accurate than the JAMA based version. (I needed
it now, this is why I did that)
Derived to MatrixBase.
* the optimization of eval() for Matrix now consists in a partial
specialization of ei_eval, which returns a reference type for Matrix.
No overriding of eval() in Matrix anymore. Consequence: careful,
ei_eval is no longer guaranteed to give a plain matrix type!
For that, use ei_plain_matrix_type, or the PlainMatrixType typedef.
* so lots of changes to adapt to that everywhere. Hope this doesn't
break (too much) MSVC compilation.
* add code examples for the new image() stuff.
* lower a bit the precision for floats in the unit tests as
we were already doing some workarounds in inverse.cpp and we got some
failed tests.
* rename Cholesky to LLT
* rename CholeskyWithoutSquareRoot to LDLT
* rename MatrixBase::cholesky() to llt()
* rename MatrixBase::choleskyNoSqrt() to ldlt()
* make {LLT,LDLT}::solve() API consistent with other modules
Note that we are going to keep a source compatibility untill the next beta release.
E.g., the "old" Cholesky* classes, etc are still available for some time.
To be clear, Eigen beta2 should be (hopefully) source compatible with beta1,
and so beta2 will contain all the deprecated API of beta1. Those features marked
as deprecated will be removed in beta3 (or in the final 2.0 if there is no beta 3 !).
Also includes various updated in sparse Cholesky.
- the decompostion code has been adfapted from JAMA
- handles non square matrices of size MxN with M>=N
- does not work for complex matrices
- includes a solver where the parts corresponding to zero singular values are set to zero
