Commit Graph

41 Commits

Author SHA1 Message Date
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
c7303a876f Oops, here the actual LLT and LDLT patch. 2009-05-22 15:58:20 +02:00
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
2f45eeb0c6 More Cholesky fixes.
* Cholesky decs are NOT rank revealing so remove all the rank/isPositiveDefinite etc stuff.
* fix bug in LLT: s/return/continue/
* introduce machine_epsilon constants, they are actually needed for Higman's formula determining
  the cutoff in Cholesky. Btw fix the page reference to his book (chat with Keir).
* solve methods always return true, since this isn't a rank revealing dec. Actually... they already did always return true!! Now it's explicit.
* updated dox and unit-test
2009-04-01 00:21:16 +00:00
Benoit Jacob
bf596d0b3a add adjointInPlace() and add documentation warnings on adjoint() and transpose() about aliasing effects. 2009-03-31 13:55:40 +00:00
Benoit Jacob
a1ba995f05 Many improvements in LLT and LDLT:
* in LDLT, support the negative semidefinite case
* fix bad floating-point comparisons, improves greatly the accuracy of methods like
  isPositiveDefinite() and rank()
* simplifications
* identify (but not resolve) bug: claim that only triangular part is used, is inaccurate
* expanded unit-tests
2009-03-30 21:45:45 +00:00
Gael Guennebaud
70c0174bf9 * allows fixed size matrix with size==0 (via a specialization of
MatrixStorage returning a null pointer). For instance this is very
  useful to make Tridiagonalization compile for 1x1 matrices
* fix LLT and eigensolver for 1x1 matrix
2009-03-23 14:44:44 +00:00
Laurent Montel
2d6d14a3d3 Add COMPONENT Devel 2009-02-23 07:50:56 +00:00
Gael Guennebaud
19b035ee11 s/cholesky/llt in precompiled lib and BTL 2009-02-06 14:01:01 +00:00
Gael Guennebaud
41f80b26cb bugfix in LDLt for size==1 2009-02-04 20:20:34 +00:00
Keir Mierle
b9a82be727 Add full pivoting to LDLT decomposition. 2009-02-03 17:50:35 +00:00
Gael Guennebaud
cf89d9371a LLT: makes the non positive definite test less strict, but we still need
something better.
2009-01-27 23:01:53 +00:00
Benoit Jacob
385fd3d918 * clarify the situation with experimental parts
* remove all what was marked deprecated
2009-01-19 15:02:24 +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
84bb868f07 * more MSVC warning fixes from Kenneth Riddile
* actually GCC 4.3.0 has a bug, "deprecated" placed at the end
  of a function prototype doesn't have any effect, moving them to
  the start of the function prototype makes it actually work!
* finish porting the cholesky unit-test to the new LLT/LDLT,
  after the above fix revealed a deprecated warning
2008-12-19 02:59:04 +00:00
Benoit Jacob
fabaa6915b * fix in IO.h, a useless copy was made because of assignment from
Derived to MatrixBase.
* the optimization of eval() for Matrix now consists in a partial
  specialization of ei_eval, which returns a reference type for Matrix.
  No overriding of eval() in Matrix anymore. Consequence: careful,
  ei_eval is no longer guaranteed to give a plain matrix type!
  For that, use ei_plain_matrix_type, or the PlainMatrixType typedef.
* so lots of changes to adapt to that everywhere. Hope this doesn't
  break (too much) MSVC compilation.
* add code examples for the new image() stuff.
* lower a bit the precision for floats in the unit tests as
  we were already doing some workarounds in inverse.cpp and we got some
  failed tests.
2008-12-18 20:36:25 +00:00
Benoit Jacob
3d90c13970 norm2() renamed to squaredNorm(), kept as deprecated for now. 2008-11-03 19:14:17 +00:00
Gael Guennebaud
727dfa1c43 fix some documentation issues 2008-10-17 11:20:46 +00:00
Gael Guennebaud
765219aa51 Big API change in Cholesky module:
* rename Cholesky to LLT
 * rename CholeskyWithoutSquareRoot to LDLT
 * rename MatrixBase::cholesky() to llt()
 * rename MatrixBase::choleskyNoSqrt() to ldlt()
 * make {LLT,LDLT}::solve() API consistent with other modules

Note that we are going to keep a source compatibility untill the next beta release.
E.g., the "old" Cholesky* classes, etc are still available for some time.
To be clear, Eigen beta2 should be (hopefully) source compatible with beta1,
and so beta2 will contain all the deprecated API of beta1. Those features marked
as deprecated will be removed in beta3 (or in the final 2.0 if there is no beta 3 !).

Also includes various updated in sparse Cholesky.
2008-10-13 15:53:27 +00:00
Gael Guennebaud
e2bd8623f8 Solve the issue found by Timothy in solveTriangular:
=> row-major rhs are now evaluated to a column-major
     temporary before the computations.
Add solveInPlace in Cholesky*
2008-10-13 13:14:43 +00:00
Gael Guennebaud
068ff3370d Sparse module:
* several fixes (transpose, matrix product, etc...)
 * Added a basic cholesky factorization
 * Added a low level hybrid dense/sparse vector class
   to help writing code involving intensive read/write
   in a fixed vector. It is currently used to implement
   the matrix product itself as well as in the Cholesky
   factorization.
2008-10-04 14:23:00 +00:00
Gael Guennebaud
c29c7b0ea9 Fix bugs reported by Timothy Hunter:
* CholeskyWithoutSqrt with 1x1 matrices
 * .part<Diagonal>()
Updated unit tests to handle these cases
2008-09-03 20:52:26 +00:00
Gael Guennebaud
2120fed849 * bug fixes in: Dot, generalized eigen problem, singular matrix detetection in Cholesky
* fix all numerical instabilies in the unit tests, now all tests can be run 2000 times
  with almost zero failures.
2008-08-23 15:14:20 +00:00
Gael Guennebaud
95dd09bea6 * revert the previous interface change in solveTriangular (pointer vs reference)
* remove the cast operators in the Geometry module: they are replaced by constructors
  and new operator= in Matrix
* extended the operations supported by Rotation2D
* rewrite in solveTriangular:
  - merge the Upper and Lower specializations
  - big optimization of the path for row-major triangular matrices
2008-08-18 22:17:42 +00:00
Gael Guennebaud
5546e963c9 bugfix in CholeskyWithoutSquareRoot::solve found by Timothy Hunter 2008-08-16 07:09:39 +00:00
Gael Guennebaud
b13148c358 renamed inverseProduct => solveTriangular 2008-08-09 20:06:25 +00:00
Gael Guennebaud
f81dfcf00b fix two perf issues in product.
fix positive definite test in Cholesky.
remove #include <cstring> in CoreDeclaration.
2008-08-03 20:23:06 +00:00
Gael Guennebaud
842c4f8bfa Several compilation fixes for MSVC and NVCC, basically:
- added explicit enum to int conversion where needed
- if a function is not defined as declared and the return type is "tricky"
  then the type must be typedefined somewhere. A "tricky return type" can be:
  * a template class with a default parameter which depends on another template parameter
  * a nested template class, or type of a nested template class
2008-07-29 16:33:07 +00:00
Gael Guennebaud
b466c266a0 * Fix some complex alignment issues in the cache friendly matrix-vector products.
* Minor update of the cores of the Cholesky algorithms to make them more friendly
  wrt to matrix-vector products => speedup x5 !
2008-07-23 17:30:00 +00:00
Gael Guennebaud
172000aaeb Add .perpendicular() function in Geometry module (adapted from Eigen1)
Documentation:
 * add an overview for each module.
 * add an example for .all() and Cwise::operator<
2008-07-22 10:54:42 +00:00
Gael Guennebaud
c10f069b6b * Merge Extract and Part to the Part expression.
Renamed "MatrixBase::extract() const" to "MatrixBase::part() const"
* Renamed static functions identity, zero, ones, random with an upper case
  first letter: Identity, Zero, Ones and Random.
2008-07-21 00:34:46 +00:00
Gael Guennebaud
ce425d92f1 Various documentation improvements, in particualr in Cholesky and Geometry module.
Added doxygen groups for Matrix typedefs and the Geometry module
2008-07-20 15:18:54 +00:00
Gael Guennebaud
269f683902 Add cholesky's members to MatrixBase
Various documentation improvements including new snippets (AngleAxis and Cholesky)
2008-07-19 22:59:05 +00:00
Benoit Jacob
f5791eeb70 the big Array/Cwise rework as discussed on the mailing list. The new API
can be seen in Eigen/src/Core/Cwise.h.
2008-07-08 00:49:10 +00:00
Gael Guennebaud
f07f907810 Add QR and Cholesky module instantiations in the lib.
To try it with the unit tests set the cmake variable TEST_LIB to ON.
2008-06-14 13:02:41 +00:00
Benoit Jacob
953efdbfe7 - introduce Part and Extract classes, splitting and extending the former
Triangular class
- full meta-unrolling in Part
- move inverseProduct() to MatrixBase
- compilation fix in ProductWIP: introduce a meta-selector to only do
  direct access on types that support it.
- phase out the old Product, remove the WIP_DIRTY stuff.
- misc renaming and fixes
2008-05-27 05:47:30 +00:00
Gael Guennebaud
8f1fc80a77 some documentation fixes (Cwise* and Cholesky) 2008-05-22 16:31:00 +00:00
Gael Guennebaud
6486991ac3 some cleaning in Cholesky and removed evil ei_sqrt of complex 2008-04-27 18:57:28 +00:00
Gael Guennebaud
64bacf1c3f * added ei_sqrt for complex
* updated Cholesky to support complex
* correct result_type for abs and abs2 functors
2008-04-27 14:05:40 +00:00
Gael Guennebaud
4ffffa670e added Cholesky module 2008-04-27 10:57:32 +00:00