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636 Commits

Author SHA1 Message Date
Gael Guennebaud
2ae20d558b Update KroneckerProduct wrt evaluator changes 2014-09-18 22:08:49 +02:00
Gael Guennebaud
62bce6e5e6 Make MatrixFunction use nested_eval instead of nested 2014-09-18 17:31:17 +02:00
Gael Guennebaud
0ca43f7e9a Remove deprecated code not used by evaluators 2014-09-18 15:15:27 +02:00
Gael Guennebaud
749b56f6af merge with default branch 2014-09-14 17:34:54 +02:00
Gael Guennebaud
dacd39ea76 Exploit sparse structure in naiveU and naiveV when updating them. 2014-09-05 17:51:46 +02:00
Gael Guennebaud
15bad3670b Apply Householder U and V in-place. 2014-09-04 09:17:01 +02:00
Gael Guennebaud
c82dc227f1 Cleaning in BDCSVD (formating, handling of transpose case, remove some for loops) 2014-09-03 10:15:24 +02:00
Gael Guennebaud
a96f3d629c Clean bdcsvd 2014-09-02 22:30:23 +02:00
Gael Guennebaud
b3a0365429 merge with default branch 2014-09-01 18:21:01 +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
daad9585a3 Fix Kronecker product in legacy mode. 2014-09-01 17:24:07 +02:00
Gael Guennebaud
b051bbd64f Make unsupport sparse solvers use SparseSolverBase 2014-09-01 17:21:47 +02:00
Gael Guennebaud
b3d63b4db2 Add evaluator for DynamicSparseMatrix 2014-09-01 17:21:05 +02:00
Freddie Witherden
c3e4080474 Allow LevenbergMarquardt to work with non-standard types. 2014-08-27 15:24:51 +01:00
Gael Guennebaud
280661e67d Remove LM::sqrt_() member function in favor of a shortcut for sqrt(epsilon()) 2014-09-02 17:29:06 +02:00
Kolja Brix
953ec08089 Correct GMRES: 
* Fix error in calculation of residual at restart.
* Use relative residual as stopping criterion.
* Improve documentation.
 2014-08-02 18:39:15 +02:00
Gael Guennebaud
d79516660c Make loadMarket use the sparse-matrix index type, thus enabling loading huge matrices. 2014-07-31 16:43:19 +02:00
Jitse Niesen
5f3d542b8a Fix typo in MatrixExponential noticed by Markos. 2014-07-25 13:34:03 +01:00
Hauke Heibel
5f1eedd655 Merged in complexzeros/eigen (pull request PR-69) 
Added Spline interpolation with derivatives.
 2014-07-11 12:03:10 +02:00
Jeff
b1169ce40c Fixed index that would cause crash with two point, two derivative interpolation. Added static_cast. 2014-07-10 12:03:42 -06:00
Kolja Brix
e955725ff1 Fix GMRES: Initialize essential Householder vector with correct dimension. Add check if initial guess is already a sufficient approximation. 2014-07-10 08:20:55 +02:00
Gael Guennebaud
904509fbb6 Move using std::abs from Eigen's namespace to function scope. 2014-07-08 10:28:09 +02:00
Chen-Pang He
8ee38d2db6 Fix dox for namespaces 2014-07-05 21:48:48 +08:00
Jeff
08c615f1e4 IndexArray is now a typename. 
Changed interpolate with derivatives test to use VERIFY_IS_APPROX.
 2014-06-25 19:02:57 -06:00
Jeff
f9496d341f Merged. 2014-06-23 20:24:31 -06:00
Jeff
e745a450de Removed tabs and fixed indentation. 2014-06-23 20:18:16 -06:00
Jeff
e86adc87e9 Fixed type mixing issues. 2014-06-23 19:52:42 -06:00
Jeff
b59f045c07 Using LU decomposition with complete pivoting for better accuracy. 2014-06-23 19:04:52 -06:00
Jeff
957c2c291b Changed uint to unsigned int. 2014-06-23 08:34:11 -06:00
Jeff
5dbbe6b400 Added Spline interpolation with derivatives. 2014-06-20 22:12:45 -06:00
Benjamin Chrétien
c55c5763fe PolynomialSolver: fix typo. 2014-05-19 19:24:02 +02:00
Benjamin Chrétien
eda79321be PolynomialSolver: fix bugs related to linear polynomials. 2014-05-19 19:08:51 +02:00
Benjamin Chrétien
df92649379 PolynomialSolver: add missing constructors. 2014-05-19 18:40:29 +02:00
Freddie Witherden
91288e9bf9 Add include LevenbergMarquardt in CMakeLists.txt. 
This fixes bug #768.
 2014-04-12 12:53:09 +01:00
Gael Guennebaud
1221dd90aa Fix no newline at end of file warning 2014-04-01 11:21:14 +02:00
giacomo po
3e42b775ea MINRES, bug #715: add support for zero rhs, and remove square test. 2014-03-17 16:33:52 -07:00
Bo Li
4fe56a0e02 fix Spline constructor 2014-03-15 08:42:20 +08:00
Gael Guennebaud
bd6eca059d Fix compilation of SPlines module 2014-02-17 10:00:38 +01:00
Gael Guennebaud
3283d98d13 optimize sparse-sparse Kronecker product 2014-02-14 14:46:01 +01:00
Hauke Heibel
e722f36ffa Fixed issue #734 (thanks to Philipp Büttgenbach for reporting the issue and proposing a fix). 
Kept ColMajor layout if possible in order to keep derivatives of the same order adjacent in memory.
 2014-02-01 20:49:48 +01:00
Anton Gladky
4cd4be97a7 Port unsupported constrained CG to Eigen3 2014-01-15 17:49:52 +01:00
Christoph Hertzberg
ae83f5ede9 Fixed bug #702 and added unit test. 
Thanks to Alexander Werner for the report.
 2013-11-07 18:32:24 +01:00
Desire NUENTSA
4bb1c48f25 Add a block sparse matrix class. tests to be added 2013-09-20 18:54:17 +02:00
Jitse Niesen
16cbd3d72d BDCSVD: Use rational interpolation to solve secular equation. 
Algorithm is rather ad-hoc and falls back on bisection if required.
 2013-08-27 15:30:11 +01:00
Hauke Heibel
86daf2f75c Added missing inline statements in order to prevent linker errors. 2013-08-27 15:41:18 +02:00
Jitse Niesen
d1c48f1606 BDCSVD: Use HouseholderSeq directly. 2013-08-21 14:34:48 +01:00
Jitse Niesen
403be74861 BDCSVD: Compute SVD of combined problem directly. 
First step at implementing final stage in BDCSVD algorithm.
Uses bisection method to solve nonlinear equation.
Still lots of room for optimization.
 2013-08-20 14:10:55 +01:00
Gael Guennebaud
916d29e58f Backout parts of changeset 6719e56b5b 
(these changes were not intended to be commited)
 2013-08-11 19:26:41 +02:00
Gael Guennebaud
6719e56b5b Ref<> objects must be nested by reference because they potentially store a temporary object 2013-08-11 17:52:43 +02:00
Jitse Niesen
306ce33e1c BDCSVD: Streamline compute() and copyUV() 2013-08-07 16:34:34 +01:00