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1663d15da7daf6cea77b6d0072849e77428db7a4
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64 Commits

Author SHA1 Message Date
Rasmus Munk Larsen
1663d15da7 Add internal method _solve_impl_transposed() to LU decomposition classes that solves A^T x = b or A^* x = b. 2015-11-30 13:39:24 -08:00
Gael Guennebaud
b265979a70 Make FullPivLU::solve use rank() instead of nonzeroPivots(). 2015-11-21 15:03:04 +01:00
Gael Guennebaud
7031a851d4 Generalize matrix ctor and compute() method of dense decomposition to 1) limit temporaries, 2) forward expressions to nested decompositions, 3) fix ambiguous ctor instanciation for square decomposition 2015-09-07 10:42:04 +02:00
Gael Guennebaud
280f93ff65 Fix FullPivLU::image documentation 2015-09-02 09:19:27 +02:00
Gael Guennebaud
8580eb6808 bug #949: add static assertion for incompatible scalar types in dense end-user decompositions. 2015-03-13 21:06:20 +01:00
Marc Glisse
37a93c4263 New scoring functor to select the pivot. 
This is can be useful for non-floating point scalars, where choosing the biggest element is generally not the best choice.
 2015-03-03 17:08:28 +01:00
Gael Guennebaud
fc202bab39 Index refactoring: StorageIndex must be used for storage only (and locally when it make sense). In all other cases use the global Index type. 2015-02-13 18:57:41 +01:00
Christoph Hertzberg
e8cdbedefb bug #877, bug #572: Introduce a global Index typedef. Rename Sparse*::Index to StorageIndex, make Dense*::StorageIndex an alias to DenseIndex. Overall this commit gets rid of all Index conversion warnings. 2014-12-04 22:48:53 +01:00
Christoph Hertzberg
36448c9e28 Make constructors explicit if they could lead to unintended implicit conversion 2014-09-23 14:28:23 +02:00
Gael Guennebaud
0ca43f7e9a Remove deprecated code not used by evaluators 2014-09-18 15:15:27 +02:00
Gael Guennebaud
b29b81a1f4 merge with default branch 2014-06-20 15:55:44 +02:00
Jitse Niesen
eb56461ac2 Fix doc'n of FullPivLU re permutation matrices (bug #815). 2014-05-31 23:05:18 +01:00
Gael Guennebaud
7eefdb948c Migrate JacobiSVD to Solver 2014-03-11 13:43:46 +01:00
Gael Guennebaud
ae40583965 Fix CoeffReadCost issues 2014-03-11 11:47:14 +01:00
Gael Guennebaud
1e0c2f6ddb Hide some deprecated classes. 2014-02-24 11:41:19 +01:00
Gael Guennebaud
93125e372d Port LU module to evaluators (except image() and kernel()) 2014-02-20 15:26:15 +01:00
Gael Guennebaud
9cd2d14005 merge with default branch 2013-04-19 11:21:39 +02:00
Gael Guennebaud
5dda7842ca Add assertion on the input matrix size in factorizations relying on permutations of 32bits int 2013-02-26 11:42:32 +01:00
Gael Guennebaud
5adcc6c7b4 Add support for NVCC5: most of the Core and part of LU are callable from CUDA code. 
Still a lot to do.
 2013-02-07 19:06:14 +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
Benoit Jacob
0733e622a3 Manual MPL2 relicensing fixes 2012-07-13 14:42:47 -04:00
Jitse Niesen
3c412183b2 Get rid of include directives inside namespace blocks (bug #339). 2012-04-15 11:06:28 +01:00
Gael Guennebaud
13e46ad847 add missing return *this 2012-01-31 23:11:13 +01:00
Gael Guennebaud
f278a3eaba stop fill pivoting LU only if the pivot is exactly 0 2011-11-22 09:18:54 +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
Benoit Jacob
4716040703 bug #86 : use internal:: namespace instead of ei_ prefix 2010-10-25 10:15:22 -04:00
Benoit Jacob
d788627b54 rename: 
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.
 2010-06-14 09:05:08 -04:00
Benoit Jacob
d72d538747 merge my Dynamic -> -1 change 2010-06-11 08:04:06 -04:00
Benoit Jacob
bdd7c6c88a change the value of Dynamic to -1, since the index type is now configurable. 
remove EIGEN_ENUM_MIN/MAX, implement new macros instead
 2010-06-11 07:56:50 -04:00
Gael Guennebaud
8350ab9fb8 * remove ei_index, and let ei_traits propagate the index types 
* add an Index type template parapeter to sparse objects
 2010-06-03 08:41:11 +02:00
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
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
547269da35 fix the flags and matrix options, to always have the right RowMajor bit in the vector case 2010-03-19 02:12:23 -04:00
Adolfo Rodriguez Tsouroukdissian
5a36f4a8d1 Propagate all five matrix template parameters to members and temporaries of decomposition classes. One particular advantage of this is that decomposing matrices with max sizes known at compile time will not allocate. 
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.
 2010-03-08 19:31:27 +01:00
Gael Guennebaud
959a1b5d63 detect and implement inplace permutations 2010-02-25 16:30:58 +01:00
Gael Guennebaud
7c98c04412 add reconstructedMatrix() to LLT, and LUs 
=> they show that some improvements have still to be done
   for permutations, tr*tr, trapezoidal matrices
 2010-02-24 19:16:10 +01:00
Benoit Jacob
d92df336ad Further LU test improvements. I'm not aware of any test failures anymore, not even with huge numbers of repetitions. 
Finally the createRandomMatrixOfRank() function is renamed to createRandomPIMatrixOfRank, where PI stands for 'partial isometry', that is, a matrix whose singular values are 0 or 1.
 2010-02-23 15:40:24 -05:00
Benoit Jacob
7dc75380c1 * FullPivLU: replace "remaining==0" termination condition (from Golub) by a fuzzy compare 
(fixes lu test failures when testing solve())
* LU test: set appropriate threshold and limit the number of times that a specially tricky test
  is run. (fixes lu test failures when testing rank()).
* Tests: rename createRandomMatrixOfRank to createRandomProjectionOfRank
 2010-02-23 09:04:59 -05:00
Gael Guennebaud
71fecd2371 add missing return value 2010-02-20 18:19:34 +01:00
Hauke Heibel
abc8c01080 Renamed PlainMatrixType to PlainObject (Array != Matrix). 
Renamed ReturnByValue::ReturnMatrixType ReturnByValue::ReturnType (again, Array != Matrix).
 2010-02-20 15:53:57 +01:00
Gael Guennebaud
fe0827495a * move dummy_precision and epsilon to NumTraits 
* make NumTraits inherits std::numeric_limits
 2010-02-10 10:52:28 +01:00
Hauke Heibel
871698d3aa Introduced NestParentByRefBit and NestByRefBit - this should fix temporaries related to nested products. 
Fixed a few typos and a few warnings.
 2010-02-06 17:43:32 +01:00
Benoit Jacob
828d058b4b EIGEN_ENUM_MIN ---> EIGEN_SIZE_MIN 2010-01-27 11:42:04 -05:00
Gael Guennebaud
c5d7c9f0de remove the Triangular suffix to Upper, Lower, UnitLower, etc, 
and remove the respective bit flags
 2010-01-07 21:15:32 +01:00
Gael Guennebaud
9d9e00b608 merge and add start/end to Eigen2Support 2010-01-05 13:07:32 +01:00
Benoit Jacob
39ac57fa6d Big renaming: 
start ---> head
  end   ---> tail
Much frustration with sed syntax. Need to learn perl some day.
 2010-01-04 21:24:43 -05:00
Gael Guennebaud
eaaba30cac merge with default branch 2009-12-22 22:51:08 +01:00
Hauke Heibel
832045d363 Warning 4512 (assignment operators could not be generated) is now simply disabled. 
All unimplemented assignment operators have been removed.
 2009-12-14 10:32:43 +01:00
Hauke Heibel
d088ee35f6 Added to possibility to compile unit tests at maximum warning level. 
Silenced (amongst others) many conversion related warnings.
 2009-12-12 11:39:07 +01:00