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98 Commits

Author SHA1 Message Date
Gael Guennebaud
b223918ea9 Doc: warn about constness in LLT::solveInPlace 2017-08-22 14:12:47 +02:00
Jim Radford
0c226644d8 LLT: const the arg to solveInPlace() to allow passing .transpose(), .block(), etc. 2017-01-04 14:42:57 -08:00
Jim Radford
be281e5289 LLT: avoid making a copy when decomposing in place 2017-01-04 14:43:56 -08:00
Gael Guennebaud
e27f17bf5c Gub 1453: fix Map with non-default inner-stride but no outer-stride. 2017-08-22 13:27:37 +02:00
Gael Guennebaud
21d0a0bcf5 bug #1456: add perf recommendation for LLT and storage format 2017-08-22 12:46:35 +02:00
Gael Guennebaud
2c3d70d915 Re-enable hidden doc in LLT 2017-08-22 12:04:09 +02:00
Gael Guennebaud
e6021cc8cc bug #1458: fix documentation of LLT and LDLT info() method. 2017-08-22 11:32:55 +02:00
Benoit Steiner
765f4cc4b4 Deleted extra: EIGEN_DEVICE_FUNC: the QR and Cholesky code isn't ready to run on GPU yet. 2017-02-28 11:57:00 -08:00
Gael Guennebaud
a354c3ca59 Fix compilation of LLT with complex<mpreal>. 2016-11-05 11:28:29 +01:00
Gael Guennebaud
3cb914f332 bug #1266: remove CUDA guards on MatrixBase::<decomposition> definitions. (those used to break old nvcc versions that we propably don't care anymore) 2016-09-06 09:55:50 +02:00
Gael Guennebaud
7f7839c12f Add documentation and exemples for inplace decomposition. 2016-07-04 17:18:26 +02:00
Gael Guennebaud
32a41ee659 bug #707: add inplace decomposition through Ref<> for Cholesky, LU and QR decompositions. 2016-07-04 15:13:35 +02:00
Gael Guennebaud
3551dea887 Cleaning pass on rcond estimator. 2016-04-14 16:45:41 +02:00
Rasmus Munk Larsen
fd872aefb3 Remove transpose() method from LLT and LDLT classes as it would imply conjugation. 
Explicitly cast constants to RealScalar in ConditionEstimator.h.
 2016-04-07 16:28:44 -07:00
Rasmus Munk Larsen
0b5546d182 Use lpNorm<1>() to compute l1 norms in LLT and LDLT. 2016-04-07 15:49:30 -07:00
Rasmus Munk Larsen
86e0ed81f8 Addresses comments on Eigen pull request PR-174. 
* Get rid of code-duplication for real vs. complex matrices.
* Fix flipped arguments to select.
* Make the condition estimation functions free functions.
* Use Vector::Unit() to generate canonical unit vectors.
* Misc. cleanup.
 2016-04-04 14:20:01 -07:00
Rasmus Munk Larsen
f54137606e Add condition estimation to Cholesky (LLT) factorization. 2016-04-01 16:19:45 -07:00
Gael Guennebaud
8b0d1eb0f7 Fix numerous doxygen shortcomings, and workaround some clang -Wdocumentation warnings 2016-01-01 21:45:06 +01:00
Gael Guennebaud
fe630c9873 Improve numerical accuracy in LLT and triangular solve by using true scalar divisions (instead of x * (1/y)) 2015-10-18 22:15:01 +02:00
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
8580eb6808 bug #949: add static assertion for incompatible scalar types in dense end-user decompositions. 2015-03-13 21:06:20 +01:00
Gael Guennebaud
cc641aabb7 Remove deprecated usage of expr::Index. 2015-02-16 14:46:51 +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
61b88d2feb merge with default branch 2014-07-02 09:35:37 +02:00
Christoph Hertzberg
324e7e8fc9 Removed the deprecated EIGEN2_SUPPORT, as previously announced. A compilation error is raised, if this compile-switch is defined. The documentation references to the corresponding pages from Eigen3.2 now. Also, the Eigen2 testsuite has been removed. 2014-07-01 16:58:11 +02:00
Gael Guennebaud
b29b81a1f4 merge with default branch 2014-06-20 15:55:44 +02:00
Jitse Niesen
a91a7a1964 doc: Add references to Cholesky methods in SelfAdjointView. 2014-04-07 14:14:48 +01:00
Gael Guennebaud
082f7ddc37 Port Cholesky module to evaluators 2014-03-11 13:33:44 +01:00
Gael Guennebaud
55b57fcba6 Disable some shortcuts with nvcc 2013-07-31 16:56:31 +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
d8f1035355 Fix a couple of int versus Index issues. 2013-04-09 09:43:00 +02:00
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
69124cfca2 Automatic relicensing to MPL2 using Keirs script. Manual fixup follows. 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
b0cf95619e fix compilation of "somedensematrix.llt().matrixL().transpose()" (missing constness on the return types) 2012-04-10 15:40:36 +02:00
Gael Guennebaud
63ea667ed7 fix compilation with ICC 2012-03-30 11:22:23 +02:00
Gael Guennebaud
fc85f91df0 fix MKL interface with LLT::rankUpdate 2012-02-28 16:19:40 +01:00
Gael Guennebaud
fe85b7ebc6 fix several const qualifier issues: double ones, meaningless ones, some missing ones, etc. 
(note that const qualifiers are set by internall::nested)
 2012-02-03 23:18:26 +01:00
Gael Guennebaud
9c86ee2695 fix static inline versus inline static issues (the former is the correct order) 2012-01-31 12:58:52 +01:00
Gael Guennebaud
ee9f3e34b0 LLT: improve rankUpdate to support downdates, 
LDLT: add the missing info() function,
improve unit testing of rankUpdate()
 2012-01-23 17:28:23 +01:00
Gael Guennebaud
d738bedc5b remove redundant declaration (fix compilation with clang 3.0) 2011-12-11 11:45:03 +01:00
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
Jitse Niesen
45a6bb34c3 Add simple example on how to compute Cholesky decomposition. 2011-11-07 17:14:06 +00:00
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
38a4e3053d fix LLT rank one update for "upper" hermitian matrices 2011-07-19 10:09:43 +02:00
Jitse Niesen
16db255333 Fix compilation of cholesky rank update test. 2011-06-24 13:41:23 +01:00
Gael Guennebaud
2f32e48517 New feature: add rank one update in Cholesky decomposition 2011-06-20 15:05:50 +02:00
Benoit Jacob
a1f5ea8954 make eigen2 cholesky test pass 2011-01-28 13:04:23 -05:00