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147 Commits

Author SHA1 Message Date
Benoit Jacob
d71c7f42d3 * useThreshold -> setThreshold 
* remove defaultThreshold()
 2009-10-18 14:20:14 -04:00
Benoit Jacob
8332c232db big huge changes in LU! 
* continue the decomposition until a pivot is exactly zero;
  don't try to compute the rank in the decomposition itself.
* Instead, methods such as rank() use a new internal parameter
  called 'threshold' to determine which pivots are to be
  considered nonzero.
* The threshold is by default determined by defaultThreshold()
  but the user can override that by calling useThreshold(value).
* In solve/kernel/image, don't assume that the diagonal of U
  is sorted in decreasing order, because that's only approximately
  true. Additional work was needed to extract the right pivots.
 2009-10-18 00:47:40 -04:00
Benoit Jacob
3c4a025a54 merge 2009-10-15 16:09:43 -04:00
Benoit Jacob
41e942d3fb don't try to finish early 2009-10-15 16:09:17 -04:00
Benoit Jacob
80ede36b24 allow arbitrary resulttype, fixes Xuewen's issue, and this stuff is going to get deeply refactored soon anyway. 2009-10-06 09:26:28 -04:00
Benoit Jacob
e82ab8a5dd move also inverse() to ReturnByValue, by doing a solve on NestByValue<Identity>. 
also: adding resize() to MatrixBase was really needed ;)
 2009-09-26 11:40:29 -04:00
Benoit Jacob
4f9e270343 * make LU::kernel() and LU::image() also use ReturnByValue 
* make them return zero vector in the degenerate case, instead of asserting
  (let's stick to the principle that we only assert on memory errors)
 2009-09-22 00:16:51 -04:00
Benoit Jacob
0ad3494bd3 fix docs 2009-09-22 21:51:23 -04:00
Benoit Jacob
ab5cc8284a convert LU::solve() to the new API 2009-09-22 20:58:29 -04:00
Gael Guennebaud
fcae32cc3f compilation fixes 2009-09-17 15:11:13 +02:00
Benoit Jacob
a4fd0aa25b * fix bug in col-pivoting qr, forgot to swap the colNorms when swapping cols 
* add Gael a copyright line
 2009-09-16 14:19:59 -04:00
Benoit Jacob
3288e5157a finally, the correct way of dealing with zero matrices in solve() 2009-08-24 10:51:07 -04:00
Benoit Jacob
b37ab9b324 clarifications in LU::solve() and in LU documentation 2009-08-24 00:02:49 -04:00
Gael Guennebaud
fc9480cbb3 bugfix in compute_matrix_flags, optimization in LU, 
improve doc, and workaround aliasing detection in MatrixBase_eval snippet
(not very nice but I don't know how to do it in a better way)
 2009-08-16 10:55:10 +02:00
Benoit Jacob
ee982709d3 in all decs, make the compute() methods return *this 
(implements feature request #18)
 2009-08-15 23:12:39 -04:00
Benoit Jacob
22ae236d4e machine_epsilon -> epsilon as wrapper around numeric_traits 2009-08-14 15:12:32 -04:00
Gael Guennebaud
fe813911f2 make LU::solve() not to crash when rank=0 2009-08-09 00:06:53 +02:00
Gael Guennebaud
f5e1c896c7 replace custom rank one update in LU by an expression 2009-08-08 00:01:43 +02:00
Gael Guennebaud
2707a6b87c fix determinant in PartialLU 2009-08-06 17:28:31 +02:00
Gael Guennebaud
9822493aaf fixes in determinant and homogeneous 2009-08-06 16:54:55 +02:00
Gael Guennebaud
3ac01b1400 compilation fix in EigenSolver, 
bugfix in PartialLU
 2009-08-06 16:41:54 +02:00
Benoit Jacob
014c581a5b fix assertions, improve docs. 
we never assert on conditions that depend on the result of a computation!!
also the assertion that rank>0 amounts to matrix!=0 which we have to leave under the responsibility of the user.
 2009-08-05 10:15:28 +02:00
Gael Guennebaud
4bec101470 implement two levels of blocking in PartialLU => high speedup 2009-08-04 11:28:02 +02:00
Gael Guennebaud
ce1dc1ab16 implements a blocked version of PartialLU 2009-08-03 12:11:18 +02:00
Gael Guennebaud
5f3606bce9 bug fix in inverse for 1x1 matrix, 
some compilation fixes in sparse_solvers
 2009-07-27 18:09:56 +02:00
Gael Guennebaud
94cc30180e compilation fixes 2009-07-27 13:50:23 +02:00
Benoit Jacob
7b750182f2 * polish computeInverseWithCheck to share more code, fix documentation, fix coding style 
* add snippet for computeInverseWithCheck documentation
* expand unit-tests to cover computeInverseWithCheck
 2009-06-29 22:07:37 +02:00
Manuel Yguel
126a031a39 computeInverseWithCheck method added to matrix base (specialization for 1D to 4D) 2009-06-29 20:47:37 +02:00
Benoit Jacob
7667a93cbe merge 2009-05-22 20:31:26 +02:00
Benoit Jacob
6347b1db5b remove sentence "Eigen itself is part of the KDE project." 
it never made very precise sense. but now does it still make any?
 2009-05-22 20:25:33 +02:00
Hauke Heibel
2c247fc8a8 LU and PartialLU decomposition interface unification. 
Added default ctor and public compute method as well
as safe-guards against uninitialized usage.
Added unit tests for the safe-guards.
 2009-05-22 14:27:58 +02:00
Benoit Jacob
c7baddb132 add internal comment (mostly a pretext to test the eigen-commits list) 2009-05-20 16:54:40 +02:00
Benoit Jacob
a697cb4094 fix comments (old comments that were copied from LU) 2009-05-19 21:54:29 +02:00
Benoit Jacob
7c14e1eac4 add partial-pivoting LU decomposition 
the name 'PartialLU' is not meant to be definitive!
make inverse() and determinant() use it, so it's *almost* considered
well tested.
 2009-05-13 02:02:22 +00:00
Benoit Jacob
9afd1324fd constant Diagonal ---> DiagonalBits 
introduce ei_is_diagonal to check for it
DiagonalCoeffs ---> Diagonal and allow Index to by Dynamic
-> add MatrixBase::diagonal(int) with unittest and doc
 2009-05-10 16:24:39 +00:00
Benoit Jacob
c500415e18 result of our experiments with LU tuning: implement very simple formula, that 
turns out to be similar to Higham's formula already in use in LDLt
 2009-05-07 20:35:26 +00:00
Benoit Jacob
47fc3858b9 oops, didn't want to commit that 2009-05-07 18:40:06 +00:00
Benoit Jacob
c8a22dbc08 CREDIT Hauke Heibel, more std::vector::insert fixes 2009-05-07 18:38:07 +00:00
Benoit Jacob
6ee4eb94fb fix the 4x4 inverse -- unit test passes again 2009-04-14 13:42:23 +00:00
Laurent Montel
2d6d14a3d3 Add COMPONENT Devel 2009-02-23 07:50:56 +00:00
Benoit Jacob
062d6bd47a documentation update/improvement 2009-01-26 16:22:40 +00:00
Benoit Jacob
b05c5dd1be compute the rank on the fly rather than at the end, and stop early 
in the case of non-full rank (so big optimization in case the rank is low)
 2009-01-26 16:14:20 +00:00
Benoit Jacob
a79deafc6d * mark Geometry as experimental 
* install QtAlignedMalloc
* finish the renaming Regression->LeastSquares
* install LeastSquares directory (!!!)
* misc dox fixes
 2009-01-26 13:53:43 +00:00
Benoit Jacob
00d7f8e567 * solveTriangularInPlace(): take a const ref and const_cast it, to allow passing temporary xprs. 
* improvements, simplifications in LU::solve()
* remove remnant of old norm2()
 2009-01-25 23:46:51 +00:00
Benoit Jacob
414ee1db4b Optimization in LU::solve: when rows<=cols, no need to compute the L matrix 
Remove matrixL() and matrixU() methods: they were tricky, returning a Part,
and matrixL() was useless for non-square LU. Also they were untested. This is
the occasion to simplify the docs (class_LU.cpp) removing the most confusing part.
I think that it's better to let the user do his own cooking with Part's.
 2009-01-25 16:33:06 +00:00
Benoit Jacob
81cb887baf fix bug in the computation of rank 
very difficult to catch in unit-tests because this is very noisy
 2009-01-20 16:21:56 +00:00
Benoit Jacob
15ca6659ac * the 4th template param of Matrix is now Options. One bit for storage 
order, one bit for enabling/disabling auto-alignment. If you want to
disable, do:
Matrix<float,4,1,Matrix_DontAlign>
The Matrix_ prefix is the only way I can see to avoid
ambiguity/pollution. The old RowMajor, ColMajor constants are
deprecated, remain for now.
* this prompted several improvements in matrix_storage. ei_aligned_array
renamed to ei_matrix_array and moved there. The %16==0 tests are now
much more centralized in 1 place there.
* unalignedassert test: updated
* update FindEigen2.cmake from KDElibs
* determinant test: use VERIFY_IS_APPROX to fix false positives; add
testing of 1 big matrix
 2009-01-04 15:26:32 +00:00
Benoit Jacob
d9e5fd393a * In LU solvers: no need anymore to use row-major matrices 
* Matrix: always inherit WithAlignedOperatorNew, regardless of
vectorization or not
* rename ei_alloc_stack to ei_aligned_stack_alloc
* mixingtypes test: disable vectorization as SSE intrinsics don't allow
mixing types and we just get compile errors there.
 2009-01-03 22:33:08 +00:00
Benoit Jacob
9e00d94543 * the Upper->UpperTriangular change 
* finally get ei_add_test right
 2008-12-20 13:36:12 +00:00
Benoit Jacob
f34a4fa335 * forgot to svn add 2 files 
* idea of Keir Mierle: make the static assert error msgs UPPERCASE
 2008-12-18 21:04:06 +00:00