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273 Commits

Author SHA1 Message Date
Charles Schlosser
7bf2968fed Specify Permutation Index for PartialPivLU and FullPivLU 2023-03-07 20:28:05 +00:00
Charles Schlosser
049a144798 Add typed logicals 2023-02-18 01:23:47 +00:00
Charles Schlosser
fd2fd48703 Update file ForwardDeclarations.h 2023-02-01 16:52:20 +00:00
Charles Schlosser
6d9f662a70 Tweak atan2 2023-01-26 17:38:21 +00:00
Charles Schlosser
68082b8226 Fix QR, again 2023-01-13 03:23:17 +00:00
Rasmus Munk Larsen
6156797016 Revert "Add template to specify QR permutation index type, Fix ColPivHouseholderQR Lapacke bindings" 
This reverts commit be7791e097
 2023-01-11 18:50:52 +00:00
Charles Schlosser
be7791e097 Add template to specify QR permutation index type, Fix ColPivHouseholderQR Lapacke bindings 2023-01-11 15:57:28 +00:00
Gabriele Buondonno
6431dfdb50 Cross product for vectors of size 2. Fixes #1037 2022-11-15 22:39:42 +00:00
Thomas Gloor
ec9c7163a3 Feature/skew symmetric matrix3 2022-09-08 20:44:40 +00:00
chuckyschluz
8acbf5c11c re-enable pow for complex types 2022-08-26 17:29:02 -04:00
Charles Schlosser
76a669fb45 add fixed power unary operation 2022-08-16 21:32:36 +00:00
Rasmus Munk Larsen
97e0784dc6 Vectorize the sign operator in Eigen. 2022-08-09 19:54:57 +00:00
Erik Schultheis
421cbf0866 Replace Eigen type metaprogramming with corresponding std types and make use of alias templates 2022-03-16 16:43:40 +00:00
Antonio Sánchez
9441d94dcc Revert "Make fixed-size Matrix and Array trivially copyable after C++20" 
This reverts commit 47eac21072
 2022-02-05 04:40:29 +00:00
Arthur
18b50458b6 Update SVD Module with Options template parameter 2022-02-02 00:15:44 +00:00
Kolja Brix
8d81a2339c Reduce usage of reserved names 2022-01-10 20:53:29 +00:00
Lingzhu Xiang
47eac21072 Make fixed-size Matrix and Array trivially copyable after C++20 
Making them trivially copyable allows using std::memcpy() without undefined
behaviors.

Only Matrix and Array with trivially copyable DenseStorage are marked as
trivially copyable with an additional type trait.

As described in http://www.open-std.org/jtc1/sc22/wg21/docs/papers/2019/p0848r3.html
it requires extremely verbose SFINAE to make the special member functions of
fixed-size Matrix and Array trivial, unless C++20 concepts are available to
simplify the selection of trivial special member functions given template
parameters. Therefore only make this feature available to compilers that support
C++20 P0848R3.

Fix #1855.
 2022-01-07 19:04:35 +00:00
Andrew Johnson
a491c7f898 Allow specifying inner & outer stride for CWiseUnaryView - fixes #2398 2022-01-05 19:24:46 +00:00
Erik Schultheis
cc11e240ac Some further cleanup 2021-12-06 18:01:15 +00:00
Rasmus Munk Larsen
085c2fc5d5 Revert "Update SVD Module to allow specifying computation options with a... 2021-11-30 18:45:54 +00:00
Arthur
eef33946b7 Update SVD Module to allow specifying computation options with a template parameter. Resolves #2051 2021-11-29 20:50:46 +00:00
Rasmus Munk Larsen
d7d0bf832d Issue an error in case of direct inclusion of internal headers. 2021-09-10 19:12:26 +00:00
Alexander Karatarakis
4ba872bd75 Avoid leading underscore followed by cap in template identifiers 2021-08-04 22:41:52 +00:00
Rasmus Munk Larsen
b431024404 Don't make assumptions about NaN-propagation for pmin/pmax - it various across platforms. 
Change test to only test for NaN-propagation for pfmin/pfmax.
 2020-10-07 19:05:18 +00:00
Rasmus Munk Larsen
6964ae8d52 Change the sign operator in Eigen to return NaN for NaN arguments, not zero. 2020-07-07 01:54:04 +00:00
Felipe Attanasio
d640276d31 Added support for reverse iterators for Vectorwise operations. 2020-05-14 22:38:20 +00:00
Xiaoxiang Cao
a74a278abd Fix confusing template param name for Stride fwd decl. 2020-04-30 01:43:05 +00:00
Joel Holdsworth
d5c665742b Add absolute_difference coefficient-wise binary Array function 2020-03-19 17:45:20 +00:00
Srinivas Vasudevan
6e215cf109 Add Bessel functions to SpecialFunctions. 
- Split SpecialFunctions files in to a separate BesselFunctions file.

In particular add:
    - Modified bessel functions of the second kind k0, k1, k0e, k1e
    - Bessel functions of the first kind j0, j1
    - Bessel functions of the second kind y0, y1
 2019-09-14 12:16:47 -04:00
Srinivas Vasudevan
facdec5aa7 Add packetized versions of i0e and i1e special functions. 
- In particular refactor the i0e and i1e code so scalar and vectorized path share code.
  - Move chebevl to GenericPacketMathFunctions.


A brief benchmark with building Eigen with FMA, AVX and AVX2 flags

Before:

CPU: Intel Haswell with HyperThreading (6 cores)
Benchmark                  Time(ns)        CPU(ns)     Iterations
-----------------------------------------------------------------
BM_eigen_i0e_double/1            57.3           57.3     10000000
BM_eigen_i0e_double/8           398            398        1748554
BM_eigen_i0e_double/64         3184           3184         218961
BM_eigen_i0e_double/512       25579          25579          27330
BM_eigen_i0e_double/4k       205043         205042           3418
BM_eigen_i0e_double/32k     1646038        1646176            422
BM_eigen_i0e_double/256k   13180959       13182613             53
BM_eigen_i0e_double/1M     52684617       52706132             10
BM_eigen_i0e_float/1             28.4           28.4     24636711
BM_eigen_i0e_float/8             75.7           75.7      9207634
BM_eigen_i0e_float/64           512            512        1000000
BM_eigen_i0e_float/512         4194           4194         166359
BM_eigen_i0e_float/4k         32756          32761          21373
BM_eigen_i0e_float/32k       261133         261153           2678
BM_eigen_i0e_float/256k     2087938        2088231            333
BM_eigen_i0e_float/1M       8380409        8381234             84
BM_eigen_i1e_double/1            56.3           56.3     10000000
BM_eigen_i1e_double/8           397            397        1772376
BM_eigen_i1e_double/64         3114           3115         223881
BM_eigen_i1e_double/512       25358          25361          27761
BM_eigen_i1e_double/4k       203543         203593           3462
BM_eigen_i1e_double/32k     1613649        1613803            428
BM_eigen_i1e_double/256k   12910625       12910374             54
BM_eigen_i1e_double/1M     51723824       51723991             10
BM_eigen_i1e_float/1             28.3           28.3     24683049
BM_eigen_i1e_float/8             74.8           74.9      9366216
BM_eigen_i1e_float/64           505            505        1000000
BM_eigen_i1e_float/512         4068           4068         171690
BM_eigen_i1e_float/4k         31803          31806          21948
BM_eigen_i1e_float/32k       253637         253692           2763
BM_eigen_i1e_float/256k     2019711        2019918            346
BM_eigen_i1e_float/1M       8238681        8238713             86


After:

CPU: Intel Haswell with HyperThreading (6 cores)
Benchmark                  Time(ns)        CPU(ns)     Iterations
-----------------------------------------------------------------
BM_eigen_i0e_double/1            15.8           15.8     44097476
BM_eigen_i0e_double/8            99.3           99.3      7014884
BM_eigen_i0e_double/64          777            777         886612
BM_eigen_i0e_double/512        6180           6181         100000
BM_eigen_i0e_double/4k        48136          48140          14678
BM_eigen_i0e_double/32k      385936         385943           1801
BM_eigen_i0e_double/256k    3293324        3293551            228
BM_eigen_i0e_double/1M     12423600       12424458             57
BM_eigen_i0e_float/1             16.3           16.3     43038042
BM_eigen_i0e_float/8             30.1           30.1     23456931
BM_eigen_i0e_float/64           169            169        4132875
BM_eigen_i0e_float/512         1338           1339         516860
BM_eigen_i0e_float/4k         10191          10191          68513
BM_eigen_i0e_float/32k        81338          81337           8531
BM_eigen_i0e_float/256k      651807         651984           1000
BM_eigen_i0e_float/1M       2633821        2634187            268
BM_eigen_i1e_double/1            16.2           16.2     42352499
BM_eigen_i1e_double/8           110            110        6316524
BM_eigen_i1e_double/64          822            822         851065
BM_eigen_i1e_double/512        6480           6481         100000
BM_eigen_i1e_double/4k        51843          51843          10000
BM_eigen_i1e_double/32k      414854         414852           1680
BM_eigen_i1e_double/256k    3320001        3320568            212
BM_eigen_i1e_double/1M     13442795       13442391             53
BM_eigen_i1e_float/1             17.6           17.6     41025735
BM_eigen_i1e_float/8             35.5           35.5     19597891
BM_eigen_i1e_float/64           240            240        2924237
BM_eigen_i1e_float/512         1424           1424         485953
BM_eigen_i1e_float/4k         10722          10723          65162
BM_eigen_i1e_float/32k        86286          86297           8048
BM_eigen_i1e_float/256k      691821         691868           1000
BM_eigen_i1e_float/1M       2777336        2777747            256


This shows anywhere from a 50% to 75% improvement on these operations.

I've also benchmarked without any of these flags turned on, and got similar
performance to before (if not better).

Also tested packetmath.cpp + special_functions to ensure no regressions.
 2019-09-11 18:34:02 -07:00
Srinivas Vasudevan
18ceb3413d Add ndtri function, the inverse of the normal distribution function. 2019-08-12 19:26:29 -04:00
Gael Guennebaud
b3c4344a68 bug #1676: workaround GCC's bug in c++17 mode. 2019-02-07 15:21:35 +01:00
Patrick Peltzer
15e53d5d93 PR 567: makes all dense solvers inherit SoverBase (LU,Cholesky,QR,SVD). 
This changeset also includes:
 * add HouseholderSequence::conjugateIf
 * define int as the StorageIndex type for all dense solvers
 * dedicated unit tests, including assertion checking
 * _check_solve_assertion(): this method can be implemented in derived solver classes to implement custom checks
 * CompleteOrthogonalDecompositions: add applyZOnTheLeftInPlace, fix scalar type in applyZAdjointOnTheLeftInPlace(), add missing assertions
 * Cholesky: add missing assertions
 * FullPivHouseholderQR: Corrected Scalar type in _solve_impl()
 * BDCSVD: Unambiguous return type for ternary operator
 * SVDBase: Corrected Scalar type in _solve_impl()
 2019-01-17 01:17:39 +01:00
Eugene Zhulenev
2bf1a31d81 Use void type if stl-style iterators are not supported 2018-10-10 10:31:40 -07:00
Eugene Zhulenev
c0ca8a9fa3 Compile time detection for unimplemented stl-style iterators 2018-10-09 15:28:23 -07:00
Gael Guennebaud
d92f004ab7 Simplify API by removing allCols/allRows and reusing rowwise/colwise to define iterators over rows/columns 2018-10-05 23:11:21 +02:00
Gael Guennebaud
3e64b1fc86 Move iterators to internal, improve doc, make unit test c++03 friendly 2018-10-03 15:13:15 +02:00
Gael Guennebaud
0481900e25 Add pointer-based iterator for direct-access expressions 2018-10-02 23:44:36 +02:00
Gael Guennebaud
8c38528168 Factorize RowsProxy/ColsProxy and related iterators using subVector<>(Index) 2018-10-02 14:03:26 +02:00
Gael Guennebaud
b0c66adfb1 bug #231: initial implementation of STL iterators for dense expressions 2018-10-01 23:21:37 +02:00
Gael Guennebaud
9036cda364 Cleanup intitial reshape implementation: 
- reshape -> reshaped
 - make it compatible with evaluators.
 2017-01-29 14:57:45 +01:00
Gael Guennebaud
0e89baa5d8 import yoco xiao's work on reshape 2017-01-29 14:29:31 +01:00
Gael Guennebaud
ac7e4ac9c0 Initial commit to add a generic indexed-based view of matrices. 
This version already works as a read-only expression.
Numerous refactoring, renaming, extension, tuning passes are expected...
 2017-01-06 00:01:44 +01:00
Gael Guennebaud
2f7e2614e7 bug #1232: refactor special functions as a new SpecialFunctions module, currently in unsupported/. 2016-07-08 11:13:55 +02:00
Gael Guennebaud
deb45ad4bc bug #1245: fix compilation with msvc 2016-06-24 09:52:25 +02:00
Gael Guennebaud
396d9cfb6e Generalize expr.pow(scalar), pow(expr,scalar) and pow(scalar,expr). 
Internal: scalar_pow_op (unary) is removed, and scalar_binary_pow_op is renamed scalar_pow_op.
 2016-06-14 14:10:07 +02:00
Gael Guennebaud
a8c08e8b8e Implement expr+scalar, scalar+expr, expr-scalar, and scalar-expr as binary expressions, and generalize supported scalar types. 
The following functors are now deprecated: scalar_add_op, scalar_sub_op, and scalar_rsub_op.
 2016-06-14 12:06:10 +02:00
Gael Guennebaud
64fcfd314f Implement scalar multiples and division by a scalar as a binary-expression with a constant expression. 
This slightly complexifies the type of the expressions and implies that we now have to distinguish between scalar*expr and expr*scalar to catch scalar-multiple expression (e.g., see BlasUtil.h), but this brings several advantages:
- it makes it clear on each side the scalar is applied,
- it clearly reflects that we are dealing with a binary-expression,
- the complexity of the type is hidden through macros defined at the end of Macros.h,
- distinguishing between "scalar op expr" and "expr op scalar" is important to support non commutative fields (like quaternions)
- "scalar op expr" is now fully equivalent to "ConstantExpr(scalar) op expr"
- scalar_multiple_op, scalar_quotient1_op and scalar_quotient2_op are not used anymore in officially supported modules (still used in Tensor)
 2016-06-14 11:26:57 +02:00
Gael Guennebaud
3c12e24164 Add bind1st_op and bind2nd_op helpers to turn binary functors into unary ones, and implement scalar_multiple2 and scalar_quotient2 on top of them. 2016-06-13 16:18:59 +02:00
Gael Guennebaud
7a9ef7bbb4 Add default template parameters for the second scalar type of binary functors. 
This enhences backward compatibility.
 2016-06-13 16:17:23 +02:00