Commit Graph

25 Commits

Author SHA1 Message Date
Jitse Niesen
c9b5531d6c Normalize eigenvectors returned by EigenSolver (fixes bug #249)
because the documentation says that we do this.
Also, add a unit test to cover this.
2011-04-15 17:39:59 +01:00
Jitse Niesen
a8f5ef9388 Document (non)sorting of eigenvalues.
Also, update docs for (Generalized)SelfAdjointEigenSolver to reflect that these
two classes were split apart.
2011-02-27 14:06:55 +00:00
Benoit Jacob
4716040703 bug #86 : use internal:: namespace instead of ei_ prefix 2010-10-25 10:15:22 -04:00
Benoit Jacob
e5de9e5226 Remove \nonstable yet. The stability rules for Eigen3 are much simpler:
- all what's not in unsupported/ is considered stable API
    (except internal stuff e.g. expression templates).
2010-06-29 10:10:47 -04:00
Gael Guennebaud
28e64b0da3 email change 2010-06-24 23:21:58 +02:00
Jitse Niesen
9178e2bd54 Add info() method which can be queried to check whether iteration converged. 2010-06-03 22:59:57 +01:00
Jitse Niesen
8dc947821b Allow user to compute only the eigenvalues and not the eigenvectors. 2010-05-31 18:17:47 +01:00
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
Jitse Niesen
8a3f552e39 Return matrices by constant reference where possible.
This changes the return type of:
* eigenvectors() and eigenvalues() in ComplexEigenSolver
* eigenvalues() in EigenSolver
* eigenvectors() and eigenvalues() in SelfAdjointEigenSolver
2010-05-24 17:43:27 +01:00
Jitse Niesen
7a43a4408b Replace local variables by member variables in compute() methods.
This is to avoid dynamic memory allocations in the compute() methods of
ComplexEigenSolver, EigenSolver, and SelfAdjointEigenSolver where possible.
As a result, Tridiagonalization::decomposeInPlace() is no longer used.
Biggest remaining issue is the allocation in HouseholderSequence::evalTo().
2010-05-24 17:43:06 +01:00
Jitse Niesen
d9c1224133 Simplify computation of eigenvectors in EigenSolver.
* reduce scope of declarations
* use that low = 0 and high = size-1
* rename some variables
* rename hqr2_step2() to computeEigenvectors()
* exploit that ei_isMuchSmallerThan takes absolute value of arguments
2010-04-26 17:43:16 +01:00
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
0ab431d7b8 * merge with mainline
* adapt Eigenvalues module to the new rule that the RowMajorBit must have the proper value for vectors
* Fix RowMajorBit in ei_traits<ProductBase>
* Fix vectorizability logic in CoeffBasedProduct
2010-04-16 11:25:50 -04:00
Jitse Niesen
574ad9efbd Move computation of eigenvalues from RealSchur to EigenSolver. 2010-04-12 18:54:15 +01:00
Jitse Niesen
79e1ce6093 RealSchur and EigenSolver: some straightforward renames. 2010-04-02 21:05:32 +01:00
Jitse Niesen
3a14a13533 Split computation of real Schur form in EigenSolver to its own class.
This is done with the minimal amount of work, so the result is very rough.
2010-04-01 12:32:56 +01:00
Jitse Niesen
8cfa672fe0 Use HessenbergDecomposition in EigenSolver. 2010-03-31 21:50:18 +01:00
Jitse Niesen
1b3f7f2fee Extend documentation and add examples for EigenSolver class. 2010-03-31 11:59:11 +01:00
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
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
e3d890bc5a Another big refactoring change:
* add a new Eigen2Support module including Cwise, Flagged, and some other deprecated stuff
* add a few cwiseXxx functions
* adapt a few modules to use cwiseXxx instead of the .cwise() prefix
2009-11-18 18:15:19 +01:00
Gael Guennebaud
d7a2a37a4c bugfix in the eigenvalue solvers (forgot to resize the eigen vectors) 2009-09-30 16:48:02 +02:00
Gael Guennebaud
68b28f7bfb rename the EigenSolver module to Eigenvalues 2009-09-04 09:23:38 +02:00