Commit Graph

44 Commits

Author SHA1 Message Date
Gael Guennebaud
12a1313b09 bug #482: pass scalar arguments by const references. Still remains a few cases that might affect the ABI (see the bug entry) 2013-02-25 18:05:57 +01:00
Jitse Niesen
14e2ab02b5 Replace assert() by eigen_assert() (fixes bug #548). 2013-02-02 22:04:42 +00:00
Desire NUENTSA
33febdb48b Add support for Schur decomposition of matrices in Hessenberg form 2013-01-11 17:36:45 +01:00
Gael Guennebaud
a76fbbf397 Fix bug #314:
- remove most of the metaprogramming kung fu in MathFunctions.h (only keep functions that differs from the std)
- remove the overloads for array expression that were in the std namespace
2012-11-06 15:25:50 +01:00
Desire NUENTSA
23e2de3cb6 RealShur for a already Hessenberg matrix 2012-10-09 12:16:54 +02:00
Jitse Niesen
696b2f999f Eigenvalues module: Implement setMaxIterations() methods. 2012-07-28 21:30:09 +01:00
Gael Guennebaud
cfb76b242f RealSchur: improve speed of computeNormOfT 2012-07-26 18:04:58 +02:00
Jitse Niesen
ba5eecae53 Allow user to specify max number of iterations (bug #479). 2012-07-24 15:17:59 +01:00
Jitse Niesen
b7ac053b9c Use EISPACK's strategy re max number of iters in Schur decomposition (bug #479). 2012-07-22 22:02:50 +01:00
Benoit Jacob
69124cfca2 Automatic relicensing to MPL2 using Keirs script. Manual fixup follows. 2012-07-13 14:42:47 -04:00
Gael Guennebaud
b96b429aa2 fix bug #478: RealSchur failed on a zero matrix. 2012-06-20 10:08:32 +02:00
Jitse Niesen
5d56f9f763 Remove unused file EigenvaluesCommon.h 2012-04-16 13:47:48 +01:00
Jitse Niesen
3c412183b2 Get rid of include directives inside namespace blocks (bug #339). 2012-04-15 11:06:28 +01:00
Igor Krivenko
36457178f9 bug #352:properly cast constants 2011-12-09 23:38:41 +01:00
Gael Guennebaud
22bff949c8 protect calls to min and max with parentheses to make Eigen compatible with default windows.h
(transplanted from 49b6e9143e
)
2011-07-21 11:19:36 +02:00
Gael Guennebaud
46bee5682f clean a bit previous patch (ctor vs static_cast and a few bits) 2011-05-23 13:34:04 +02:00
David H. Bailey
074b067624 fix implicit scalar conversions (needed to support fancy scalar types, see bug #276) 2011-05-23 11:20:13 +02:00
Gael Guennebaud
e736df3edd suppress stupid warning 2010-12-10 15:53:13 +01:00
Benoit Jacob
4716040703 bug #86 : use internal:: namespace instead of ei_ prefix 2010-10-25 10:15:22 -04:00
Benoit Jacob
e259f71477 rename PlanarRotation -> JacobiRotation 2010-10-19 21:56:26 -04:00
Benoit Jacob
e5de9e5226 Remove \nonstable yet. The stability rules for Eigen3 are much simpler:
- all what's not in unsupported/ is considered stable API
    (except internal stuff e.g. expression templates).
2010-06-29 10:10:47 -04:00
Gael Guennebaud
28e64b0da3 email change 2010-06-24 23:21:58 +02:00
Jitse Niesen
9178e2bd54 Add info() method which can be queried to check whether iteration converged. 2010-06-03 22:59:57 +01:00
Jitse Niesen
38d8352b7b Add field m_maxIterations; break loop when this limit is exceeded. 2010-06-02 17:31:02 +01:00
Jitse Niesen
e3e2380548 Make all compute() methods return a reference to *this. 2010-06-01 17:40:51 +01:00
Jitse Niesen
8dc947821b Allow user to compute only the eigenvalues and not the eigenvectors. 2010-05-31 18:17:47 +01:00
Benoit Jacob
aaaade4b3d the Index types change.
As discussed on the list (too long to explain here).
2010-05-30 16:00:58 -04:00
Jitse Niesen
024995dbca Use topRows() and rightCols() in ComplexSchur and RealSchur. 2010-04-26 16:59:18 +01:00
Benoit Jacob
9962c59b56 * implement the corner() API change: new methods topLeftCorner() etc
* get rid of BlockReturnType: it was not needed, and code was not always using it consistently anyway
* add topRows(), leftCols(), bottomRows(), rightCols()
* add corners unit-test covering all of that
* adapt docs, expand "porting from eigen 2 to 3"
* adapt Eigen2Support
2010-04-22 14:11:18 -04:00
Adolfo Rodriguez Tsouroukdissian
28dde19e40 - Added problem size constructor to decompositions that did not have one. It preallocates member data structures.
- 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.
2010-04-21 17:15:57 +02:00
Benoit Jacob
0ab431d7b8 * merge with mainline
* adapt Eigenvalues module to the new rule that the RowMajorBit must have the proper value for vectors
* Fix RowMajorBit in ei_traits<ProductBase>
* Fix vectorizability logic in CoeffBasedProduct
2010-04-16 11:25:50 -04:00
Jitse Niesen
574ad9efbd Move computation of eigenvalues from RealSchur to EigenSolver. 2010-04-12 18:54:15 +01:00
Jitse Niesen
73d3a27667 RealSchur: Make sure zeros are really zero (cont'd); add default ctor, docs. 2010-04-12 18:14:32 +01:00
Jitse Niesen
872df22ca4 RealSchur: Make sure zeros are really zero; simplify initFrancisQRStep(). 2010-04-09 11:23:17 +01:00
Jitse Niesen
7dea3a33a5 RealSchur: change parameter lists; minor rewrite of computeShift(). 2010-04-07 17:29:12 +01:00
Jitse Niesen
b6829e1d5b RealSchur: use makeHouseholder() to construct the transformation. 2010-04-07 10:27:27 +01:00
Jitse Niesen
cc57df9bea RealSchur: Rename l and n to il and iu. 2010-04-06 18:26:30 +01:00
Jitse Niesen
9fad1e392b RealSchur: split computation in smaller functions. 2010-04-06 17:45:46 +01:00
Jitse Niesen
7dc56b3dfb RealSchur: Use Householder module in Francis QR step. 2010-04-06 16:43:07 +01:00
Jitse Niesen
86df74c765 RealSchur: reduce scope of temporary variables in hqr2(). 2010-04-06 15:26:09 +01:00
Jitse Niesen
dad50338b8 RealSchur: Use PlanarRotation in "found two real eigenvalues" branch. 2010-04-06 15:12:21 +01:00
Jitse Niesen
d88d1cfa62 Merge. 2010-04-02 21:33:34 +01:00
Jitse Niesen
79e1ce6093 RealSchur and EigenSolver: some straightforward renames. 2010-04-02 21:05:32 +01:00
Jitse Niesen
3a14a13533 Split computation of real Schur form in EigenSolver to its own class.
This is done with the minimal amount of work, so the result is very rough.
2010-04-01 12:32:56 +01:00