Commit Graph

59 Commits

Author SHA1 Message Date
Benoit Jacob
13f31b8daf * make PartialLU avoid to generate inf/nan when given a singular matrix
(result undefined, but at least it won't take forever on intel 387)
* add lots of comments, especially to LU.h
* fix stuff I had broken in Inverse.h
* split inverse test
2009-10-20 00:36:07 -04:00
Benoit Jacob
9a700c2974 * LU unit test: finally test fixed sizes
* ReturnByValue: after all don't eval to temporary for generic MatrixBase impl
2009-10-19 10:56:37 -04:00
Benoit Jacob
47eeb40380 remove the m_originalMatrix member. Instead, image() now takes the original matrix as parameter. It was the only method to use it anyway. Introduce m_isInitialized. 2009-10-18 15:21:19 -04:00
Benoit Jacob
d71c7f42d3 * useThreshold -> setThreshold
* remove defaultThreshold()
2009-10-18 14:20:14 -04:00
Benoit Jacob
8332c232db big huge changes in LU!
* continue the decomposition until a pivot is exactly zero;
  don't try to compute the rank in the decomposition itself.
* Instead, methods such as rank() use a new internal parameter
  called 'threshold' to determine which pivots are to be
  considered nonzero.
* The threshold is by default determined by defaultThreshold()
  but the user can override that by calling useThreshold(value).
* In solve/kernel/image, don't assume that the diagonal of U
  is sorted in decreasing order, because that's only approximately
  true. Additional work was needed to extract the right pivots.
2009-10-18 00:47:40 -04:00
Benoit Jacob
41e942d3fb don't try to finish early 2009-10-15 16:09:17 -04:00
Benoit Jacob
e82ab8a5dd move also inverse() to ReturnByValue, by doing a solve on NestByValue<Identity>.
also: adding resize() to MatrixBase was really needed ;)
2009-09-26 11:40:29 -04:00
Benoit Jacob
4f9e270343 * make LU::kernel() and LU::image() also use ReturnByValue
* make them return zero vector in the degenerate case, instead of asserting
  (let's stick to the principle that we only assert on memory errors)
2009-09-22 00:16:51 -04:00
Benoit Jacob
0ad3494bd3 fix docs 2009-09-22 21:51:23 -04:00
Benoit Jacob
ab5cc8284a convert LU::solve() to the new API 2009-09-22 20:58:29 -04:00
Benoit Jacob
3288e5157a finally, the correct way of dealing with zero matrices in solve() 2009-08-24 10:51:07 -04:00
Benoit Jacob
b37ab9b324 clarifications in LU::solve() and in LU documentation 2009-08-24 00:02:49 -04:00
Gael Guennebaud
fc9480cbb3 bugfix in compute_matrix_flags, optimization in LU,
improve doc, and workaround aliasing detection in MatrixBase_eval snippet
(not very nice but I don't know how to do it in a better way)
2009-08-16 10:55:10 +02:00
Benoit Jacob
ee982709d3 in all decs, make the compute() methods return *this
(implements feature request #18)
2009-08-15 23:12:39 -04:00
Benoit Jacob
22ae236d4e machine_epsilon -> epsilon as wrapper around numeric_traits 2009-08-14 15:12:32 -04:00
Gael Guennebaud
fe813911f2 make LU::solve() not to crash when rank=0 2009-08-09 00:06:53 +02:00
Gael Guennebaud
f5e1c896c7 replace custom rank one update in LU by an expression 2009-08-08 00:01:43 +02:00
Benoit Jacob
014c581a5b fix assertions, improve docs.
we never assert on conditions that depend on the result of a computation!!
also the assertion that rank>0 amounts to matrix!=0 which we have to leave under the responsibility of the user.
2009-08-05 10:15:28 +02:00
Gael Guennebaud
94cc30180e compilation fixes 2009-07-27 13:50:23 +02:00
Benoit Jacob
7667a93cbe merge 2009-05-22 20:31:26 +02:00
Benoit Jacob
6347b1db5b remove sentence "Eigen itself is part of the KDE project."
it never made very precise sense. but now does it still make any?
2009-05-22 20:25:33 +02:00
Hauke Heibel
2c247fc8a8 LU and PartialLU decomposition interface unification.
Added default ctor and public compute method as well
as safe-guards against uninitialized usage.
Added unit tests for the safe-guards.
2009-05-22 14:27:58 +02:00
Benoit Jacob
c7baddb132 add internal comment (mostly a pretext to test the eigen-commits list) 2009-05-20 16:54:40 +02:00
Benoit Jacob
9afd1324fd constant Diagonal ---> DiagonalBits
introduce ei_is_diagonal to check for it
DiagonalCoeffs ---> Diagonal and allow Index to by Dynamic
-> add MatrixBase::diagonal(int) with unittest and doc
2009-05-10 16:24:39 +00:00
Benoit Jacob
c500415e18 result of our experiments with LU tuning: implement very simple formula, that
turns out to be similar to Higham's formula already in use in LDLt
2009-05-07 20:35:26 +00:00
Benoit Jacob
47fc3858b9 oops, didn't want to commit that 2009-05-07 18:40:06 +00:00
Benoit Jacob
c8a22dbc08 CREDIT Hauke Heibel, more std::vector::insert fixes 2009-05-07 18:38:07 +00:00
Benoit Jacob
062d6bd47a documentation update/improvement 2009-01-26 16:22:40 +00:00
Benoit Jacob
b05c5dd1be compute the rank on the fly rather than at the end, and stop early
in the case of non-full rank (so big optimization in case the rank is low)
2009-01-26 16:14:20 +00:00
Benoit Jacob
a79deafc6d * mark Geometry as experimental
* install QtAlignedMalloc
* finish the renaming Regression->LeastSquares
* install LeastSquares directory (!!!)
* misc dox fixes
2009-01-26 13:53:43 +00:00
Benoit Jacob
00d7f8e567 * solveTriangularInPlace(): take a const ref and const_cast it, to allow passing temporary xprs.
* improvements, simplifications in LU::solve()
* remove remnant of old norm2()
2009-01-25 23:46:51 +00:00
Benoit Jacob
414ee1db4b Optimization in LU::solve: when rows<=cols, no need to compute the L matrix
Remove matrixL() and matrixU() methods: they were tricky, returning a Part,
and matrixL() was useless for non-square LU. Also they were untested. This is
the occasion to simplify the docs (class_LU.cpp) removing the most confusing part.
I think that it's better to let the user do his own cooking with Part's.
2009-01-25 16:33:06 +00:00
Benoit Jacob
81cb887baf fix bug in the computation of rank
very difficult to catch in unit-tests because this is very noisy
2009-01-20 16:21:56 +00:00
Benoit Jacob
15ca6659ac * the 4th template param of Matrix is now Options. One bit for storage
order, one bit for enabling/disabling auto-alignment. If you want to
disable, do:
Matrix<float,4,1,Matrix_DontAlign>
The Matrix_ prefix is the only way I can see to avoid
ambiguity/pollution. The old RowMajor, ColMajor constants are
deprecated, remain for now.
* this prompted several improvements in matrix_storage. ei_aligned_array
renamed to ei_matrix_array and moved there. The %16==0 tests are now
much more centralized in 1 place there.
* unalignedassert test: updated
* update FindEigen2.cmake from KDElibs
* determinant test: use VERIFY_IS_APPROX to fix false positives; add
testing of 1 big matrix
2009-01-04 15:26:32 +00:00
Benoit Jacob
d9e5fd393a * In LU solvers: no need anymore to use row-major matrices
* Matrix: always inherit WithAlignedOperatorNew, regardless of
vectorization or not
* rename ei_alloc_stack to ei_aligned_stack_alloc
* mixingtypes test: disable vectorization as SSE intrinsics don't allow
mixing types and we just get compile errors there.
2009-01-03 22:33:08 +00:00
Benoit Jacob
9e00d94543 * the Upper->UpperTriangular change
* finally get ei_add_test right
2008-12-20 13:36:12 +00:00
Benoit Jacob
fabaa6915b * fix in IO.h, a useless copy was made because of assignment from
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.
2008-12-18 20:36:25 +00:00
Benoit Jacob
c22d10f94c LU class:
* add image() and computeImage() methods, with unit test
* fix a mistake in the definition of KernelResultType
* fix and improve comments
2008-12-17 16:47:55 +00:00
Benoit Jacob
89f468671d * replace postfix ++ by prefix ++ wherever that makes sense in Eigen/
* fix some "unused variable" warnings in the tests; there remains a libstdc++ "deprecated"
warning which I haven't looked much into
2008-12-17 14:30:01 +00:00
Benoit Jacob
00f89a8f37 Update e-mail address 2008-11-24 13:40:43 +00:00
Gael Guennebaud
5066fe8bbe * sparse LU: add extraction of L,U,P, and Q, as well as determinant
for both backends.
* extended a bit the sparse unit tests
2008-10-20 17:03:09 +00:00
Gael Guennebaud
765219aa51 Big API change in Cholesky module:
* 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.
2008-10-13 15:53:27 +00:00
Gael Guennebaud
75649551c2 compilation fixes with MSVC 2008-09-03 11:26:19 +00:00
Gael Guennebaud
f2f48b6560 * remove LargeBit and related stuff
* replaced the Flags template parameter of Matrix by StorageOrder
  and move it back to the 4th position such that we don't have to
  worry about the two Max* template parameters
* extended EIGEN_USING_MATRIX_TYPEDEFS with the ei_* math functions
2008-08-23 17:11:44 +00:00
Gael Guennebaud
a6d387a359 Various compilation fixes for MSVC 9. All tests compile but some
still fail at runtime in ei_aligned_free() (even without vectorization).
2008-08-19 11:06:40 +00:00
Gael Guennebaud
95dd09bea6 * revert the previous interface change in solveTriangular (pointer vs reference)
* remove the cast operators in the Geometry module: they are replaced by constructors
  and new operator= in Matrix
* extended the operations supported by Rotation2D
* rewrite in solveTriangular:
  - merge the Upper and Lower specializations
  - big optimization of the path for row-major triangular matrices
2008-08-18 22:17:42 +00:00
Gael Guennebaud
8a3e6b1ee2 change solveTriangularInPlace() to take a pointer as input (as discussed on IRC).
extended the documentation of the triangular solver.
2008-08-12 07:49:59 +00:00
Benoit Jacob
f04c1cb774 Complete LU documentation 2008-08-11 21:26:37 +00:00
Benoit Jacob
17ec407ccd * add Regression module, from eigen1, improved, with doc and unit-test.
* fix .normalized() so that Random().normalized() works; since the return
type became complicated to write down i just let it return an actual
vector, perhaps not optimal.
* add Sparse/CMakeLists.txt. I suppose that it was intentional that it
didn't have CMakeLists, but in <=2.0 releases I'll just manually remove
Sparse.
2008-08-11 02:25:40 +00:00
Gael Guennebaud
b13148c358 renamed inverseProduct => solveTriangular 2008-08-09 20:06:25 +00:00