Commit Graph

177 Commits

Author SHA1 Message Date
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
35a8e94577 bug #1167: simplify installation of header files using cmake's install(DIRECTORY ...) command. 2016-08-29 10:59:37 +02:00
Gael Guennebaud
8132a12625 bug #1268: detect faillure in LDLT and report them through info() 2016-08-23 23:15:55 +02:00
Gael Guennebaud
9c663e4ee8 Clean references to MKL in LAPACKe support. 2016-07-25 18:20:08 +02:00
Gael Guennebaud
0c06077efa Rename MKL files 2016-07-25 18:00:47 +02:00
Gael Guennebaud
4d54e3dd33 bug #173: remove dependency to MKL for LAPACKe backend. 2016-07-25 17:55:07 +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
2a44a70142 Handle some Index to int conversions in BLAS/LAPACK support. 2016-05-26 17:29:04 +02:00
Gael Guennebaud
3551dea887 Cleaning pass on rcond estimator. 2016-04-14 16:45:41 +02:00
Rasmus Larsen
0b81a18d12 Merged eigen/eigen into default 2016-04-08 12:58:57 -07:00
Benoit Steiner
3bd16457e1 Properly handle complex numbers. 2016-04-07 23:28:04 -07:00
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
parthaEth
2d5bb375b7 Static casting scalar types so as to let chlesky module of eigen work with ceres 2016-04-08 00:14:44 +02:00
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
9d51f7c457 Add rcond method to LDLT. 2016-04-01 16:48:38 -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
a75616887e bug #1057: fix a declaration missmatch with MSVC 2015-09-02 09:31:32 +02:00
Gael Guennebaud
a546be56e0 typo 2015-06-15 15:08:51 +02:00
Gael Guennebaud
0a9b5d1396 bug #705: fix handling of Lapack potrf return code 2015-06-05 15:59:13 +02:00
Gael Guennebaud
d0b7b5cb55 minor documentation fixes 2015-06-05 14:40:07 +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
Gael Guennebaud
fe57b2f963 bug #701: workaround (min) and (max) blocking ADL by introducing numext::mini and numext::maxi internal functions and a EIGEN_NOT_A_MACRO macro. 2014-10-20 15:55:32 +02:00
Gael Guennebaud
d04f23260d Fix bug #894: the sign of LDLT was not re-initialized at each call of compute() 2014-10-20 10:48:40 +02:00
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
a325d1cb1e merge with default branch 2014-07-18 11:02:22 +02:00
Gael Guennebaud
77af4cc3c9 bug #397: add a warning for 64 to 32 bit integer conversion and fix many of these warning by splitting the index type used for storage and as size/coefficient indexes in PermutationMatrix and Transpositions. 2014-07-17 13:34:26 +02:00
Gael Guennebaud
296cb40161 merge with default branch 2014-07-10 22:04:45 +02:00
Gael Guennebaud
0dfb73d46a Fix LDLT with semi-definite complex matrices: owing to round-off errors, the diagonal was not real. Also exploit the fact that the diagonal is real in the rest of LDLT 2014-07-08 10:04:27 +02:00
Christoph Hertzberg
3a9f9faada Fix unused typedef warning 2014-07-04 12:48:24 +02:00
Gael Guennebaud
998455a570 LDLT is not rank-revealing, so we should not attempt to use the biggest diagonal elements as thresholds. 2014-07-02 23:04:46 +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
74b1d79d77 merge default and evaluator branches 2014-03-12 16:24:25 +01:00
Gael Guennebaud
082f7ddc37 Port Cholesky module to evaluators 2014-03-11 13:33:44 +01:00
Jitse Niesen
ff8d81762d Fix bug #736: LDLT isPositive returns false for a positive semidefinite matrix
Add unit test covering this case.
2014-02-06 11:06:06 +00:00
Gael Guennebaud
ac69d8769f Remove early termination in LDLT: the zero on the diagonal of the input matrix does not mean the matrix is not full rank. Typical examples are matrices coming from LS with linear equality constraints. 2014-02-26 10:12:27 +01:00
Gael Guennebaud
55b57fcba6 Disable some shortcuts with nvcc 2013-07-31 16:56:31 +02:00
Gael Guennebaud
2f593ee67c merge with main branch 2013-07-17 13:21:35 +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