Commit Graph

19 Commits

Author SHA1 Message Date
Hauke Heibel
316dadc8e4 Fixed some SVD issues.
Make the SVD's output unitary.
Improved unit tests.
Added an assert to the SVD ctor to check whether rows>=cols.
2010-09-24 17:32:44 +02:00
Hauke Heibel
053261de88 Make the SVD's output unitary and improved unit tests. 2010-09-24 16:28:20 +02:00
Benoit Jacob
c253cc3d53 SVD:
* fix unit test for rectangular matrices.
 * enforce that rows >= cols since various places in the code assume that.
2010-09-23 09:51:08 -04:00
Hauke Heibel
62bf04b339 Fixed bad memory access in the SVD. 2010-09-23 11:15:36 +02:00
Gael Guennebaud
28e64b0da3 email change 2010-06-24 23:21:58 +02:00
Hauke Heibel
e402d34407 More Index realted warnings. 2010-06-20 15:52:34 +02:00
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
f975b9bd3e SVD::solve() : port to new API and improvements 2009-10-30 08:51:33 -04:00
Benoit Jacob
2840ac7e94 big huge changes, so i dont remember everything.
* renaming, e.g. LU ---> FullPivLU
* split tests framework: more robust, e.g. dont generate empty tests if a number is skipped
* make all remaining tests use that splitting, as needed.
* Fix 4x4 inversion (see stable branch)
* Transform::inverse() and geo_transform test : adapt to new inverse() API, it was also trying to instantiate inverse() for 3x4 matrices.
* CMakeLists: more robust regexp to parse the version number
* misc fixes in unit tests
2009-10-28 18:19:29 -04:00
Benoit Jacob
29c6b2452d simplifications 2009-08-31 22:09:44 -04:00
Benoit Jacob
03c1e79f35 svd: sort in decreasing order, remove unused code 2009-08-15 19:20:48 -04:00
Gael Guennebaud
0c2232e5d9 quick reimplementation of SVD from the numeral recipes book:
this is still not Eigen style code but at least it works for
n>m and it is more accurate than the JAMA based version. (I needed
it now, this is why I did that)
2009-07-06 13:47:41 +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
5c5789cf0f QR and SVD 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
876b1fb842 add polar decomposition on both sides, in SVD, with test 2009-01-22 15:00:47 +00:00
Benoit Jacob
46fe7a3d9e if EIGEN_NICE_RANDOM is defined, the random functions will return numbers with
few bits left of the comma and for floating-point types will never return zero.
This replaces the custom functions in test/main.h, so one does not anymore need
to think about that when writing tests.
2008-09-01 17:31:21 +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
104f8fd36e Added a SVD module:
- the decompostion code has been adfapted from JAMA
 - handles non square matrices of size MxN with M>=N
 - does not work for complex matrices
 - includes a solver where the parts corresponding to zero singular values are set to zero
2008-08-19 17:52:04 +00:00