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145 Commits

Author SHA1 Message Date
Jitse Niesen
9452eb38f8 Make UpperBidiagonalization accept row-major matrices (bug #769) 
* Give temporary workspace the same storage order as original matrix
* Take storage order into account when determining inner stride
  of rows and columns
* Change one test to use a row-major matrix.
 2014-09-12 14:52:35 +01:00
Gael Guennebaud
5e890d3ad7 Improve further the accuracy of JacobiSVD wrt under/overflow while improving speed for small matrices (hypot is very slow). 2014-09-10 23:11:58 +02:00
Gael Guennebaud
d6236d3b26 Fix bug #791: infinite loop in JacobiSVD in the presence of NaN. 2014-09-10 11:54:20 +02:00
Gael Guennebaud
eb39296028 Reafctoring in D&C SVD unsupported module: clean and merge the SVDBase class to Eigen/SVD, rm copy/pasted JacobiSVD.h file 2014-09-01 18:16:20 +02:00
Gael Guennebaud
da62eb22e4 bug #843: fix jacobisvd for complexes and extend respective unit test to chack with random tricky matrices 2014-07-17 17:09:15 +02:00
Gael Guennebaud
148acf8e4f bug #790: fix overflow in real_2x2_jacobi_svd 2014-04-14 13:52:16 +02:00
Gael Guennebaud
654eab3bd6 Add scaling in JacobiSVD to avoid overflows 2013-11-19 11:53:48 +01:00
Gael Guennebaud
1bb1a57ef7 merge with default branch 2013-11-05 10:31:59 +01:00
Gael Guennebaud
a236e15048 JacobiSVD: fix a 0/0 issue for complexes 2013-11-04 23:58:18 +01:00
Gael Guennebaud
019dcfc21d JacobiSVD: move from Lapack to Matlab strategy for the default threshold 2013-11-03 13:18:56 +01:00
Gael Guennebaud
bbd49d194a Add a rank method with threshold control to JacobiSVD, and make solve uses it to return the minimal norm solution for rank-deficient problems 2013-11-01 18:21:46 +01:00
Gael Guennebaud
58c0a6f0fd Fix unused variable warnings 2013-10-29 17:51:19 +01:00
Gael Guennebaud
94a7a1ec00 Use unblocked version if the matrix is too small, plus some cleaning. 2013-08-27 13:47:15 +02:00
Gael Guennebaud
5864e3fbd5 Implement a blocked upper-bidiagonalization algorithm. The computeUnblocked function is currently for benchmarking purpose. 2013-08-27 07:23:31 +02:00
Gael Guennebaud
55b57fcba6 Disable some shortcuts with nvcc 2013-07-31 16:56:31 +02:00
Gael Guennebaud
2f593ee67c merge with main branch 2013-07-17 13:21:35 +02:00
Gael Guennebaud
95f8a738ea Introduce a TEST_SET_BUT_UNUSED_VARIABLE macro for initialized but unused variables in the unit tests and also fix a few other warnings. 2013-06-25 11:42:04 +02:00
Gael Guennebaud
8bbde351e7 bug #620: fix robustness issue in JacobiSVD::solve (also fix a perf. issue) 2013-06-24 13:08:09 +02:00
Gael Guennebaud
55365566b2 Fix HouseholderSequence::conjugate() and ::adjoint() and add respective unit tests. 2013-06-17 00:14:42 +02:00
Gael Guennebaud
62670c83a0 Fix bug #314: move remaining math functions from internal to numext namespace 2013-06-10 23:40:56 +02:00
Gael Guennebaud
9cd2d14005 merge with default branch 2013-04-19 11:21:39 +02:00
Gael Guennebaud
12439e1249 Port SelfCwiseBinaryOp and Dot.h to nvcc, fix portability issue with std::min/max 2013-04-05 16:35:49 +02:00
Gael Guennebaud
a143c5b78c Fix bug #544: assertion in JacobiSVD when compiling with EIGEN_NO_AUTOMATIC_RESIZING 2013-02-12 19:56:48 +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
Gael Guennebaud
8ab0e16e27 fix various regressions with MKL support 2012-07-28 16:32:43 +02:00
Benoit Jacob
69124cfca2 Automatic relicensing to MPL2 using Keirs script. Manual fixup follows. 2012-07-13 14:42:47 -04:00
Gael Guennebaud
0a7ce6ad69 fix bug #486: template speacialization of member functions must be declared inline to avoid duplicate references 2012-07-05 13:32:23 +02:00
Gael Guennebaud
cc964b6caf fix performance regression due to check_rows_cols_for_overflow and add appropriate assertions in the PlainObjectBase::resize() functions. 
The fix consists in disabling this useless test for statically allocated objects.
 2012-06-26 22:16:07 +02:00
Gael Guennebaud
3c9289129b prevent the allocation of the two preconditioner, only one is needed 2012-06-15 23:22:34 +02:00
Gael Guennebaud
5cab18976b cleaning pass: rm unused variables in MKL stuff, fix a few namespace issues, MarketIO needs iostream 2012-04-18 10:09:46 +02:00
Jitse Niesen
3c412183b2 Get rid of include directives inside namespace blocks (bug #339). 2012-04-15 11:06:28 +01:00
Gael Guennebaud
f6a5508392 remove an extra ';' and suppress a 'variable used before its value is set' warning 2012-04-11 09:49:52 +02:00
Jitse Niesen
ed244e9c1a Document that JacobiSVD also handles complex matrices. 
Thanks to 'Jazzdude' for noting this on IRC.
 2012-01-26 13:16:50 +00:00
karturov
015c331252 Intel(R) MKL support added. 
* * *
License disclaimer changed to BSD license for MKL_support.h
* * *
Pardiso support fixed, test added.
blas/lapack tests fixed: Scalar parameter was added in Cholesky, product_matrix_vector_triangular remaned to triangular_matrix_vector_product.
* * *
PARDISO test was added physically.
 2011-12-05 14:52:21 +07:00
Adolfo Rodriguez Tsourouksdissian
4477843bdd bug #206 - part 4: Removes heap allocations from JacobiSVD and its preconditioners 2011-10-30 23:55:20 -04:00
Jitse Niesen
ac3ad9c1e7 Convert tabs to spaces. 2011-09-27 15:47:04 +01:00
Jitse Niesen
17c321617d Fix bug #286: Infinite loop in JacobiSVD with denormals 2011-09-27 14:25:02 +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
87ac09daa8 Simplify the use of custom scalar types, the rule is to never directly call a standard math function using std:: but rather put a using std::foo before and simply call foo: 
using std::max;
max(a,b);
 2011-05-25 08:41:45 +02:00
Gael Guennebaud
117d17ee58 bug #271: fix copy/paste mistakes in doc 
(transplanted from 145b9cad63101ee46924d446fa8b08ffb48c7f3a)
 2011-05-23 13:39:26 +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
Jitse Niesen
a96c849c20 Document enums in Constants.h (bug #248). 
To get the links to work, I also had to document the Eigen namespace.
Unfortunately, this means that the word Eigen is linked whenever it appears
in the docs.
 2011-05-03 17:08:14 +01:00
Benoit Jacob
bfcad536e8 * bug #206: correctly forward computationOptions and work towards avoiding mallocs after preallocation, with unit test. 
* added EIGEN_RUNTIME_NO_MALLOC and new set_is_malloc_allowed() function to implement that test
 2011-03-06 20:59:25 -05:00
Jitse Niesen
a8f5ef9388 Document (non)sorting of eigenvalues. 
Also, update docs for (Generalized)SelfAdjointEigenSolver to reflect that these
two classes were split apart.
 2011-02-27 14:06:55 +00:00
Gael Guennebaud
6896cab5b9 one more const missing 2011-01-25 16:52:40 +01:00
Benoit Jacob
dbd9c5fd50 fix HouseholderSequence API, bug #50: 
* remove ctors taking more than 2 ints
 * rename actualVectors to length
 * add length/shift/trans accessors/mutators
 2010-12-30 04:18:40 -05:00
Benoit Jacob
75b7d98665 bug #54 - really fix const correctness except in Sparse 2010-12-22 17:45:37 -05:00
Benoit Jacob
0ab9a0a2f7 make UpperBidiagonalization internal: don't want to support it, it's not used. 
Keeping it because it tests BandMatrix.
 2010-11-23 11:12:42 -05:00
Gael Guennebaud
05ed9be639 prevent warning 2010-11-10 18:59:16 +01:00