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205 Commits

Author SHA1 Message Date
Erik Schultheis
421cbf0866 Replace Eigen type metaprogramming with corresponding std types and make use of alias templates 2022-03-16 16:43:40 +00:00
Erik Schultheis
d271a7d545 reduce float warnings (comparisons and implicit conversions) 2022-01-26 18:16:19 +00:00
Erik Schultheis
f7a056bf04 Small fixes 
This MR fixes a bunch of smaller issues, making the following changes:

* Template parameters in the documentation are documented with `\tparam` instead
  of `\param`
* Superfluous semicolon warnings fixed
* Fixed the type of literals used to initialize float variables
 2021-12-21 16:46:09 +00:00
Erik Schultheis
d60f7fa518 Improved lapacke binding code for HouseholderQR and PartialPivLU 2021-12-02 00:10:58 +00:00
Erik Schultheis
4dd126c630 fixed cholesky with 0 sized matrix (cf. #785) 2021-11-30 17:17:41 +00:00
Erik Schultheis
b8b6566f0f Currently, the binding of LLT to Lapacke is done using a large macro. This factors out a large part of the functionality of the macro and implement them explicitly. 2021-11-25 16:11:25 +00:00
Rasmus Munk Larsen
6cadab6896 Clean up EIGEN_STATIC_ASSERT to only use standard c++11 static_assert. 2021-09-16 20:43:54 +00:00
Rasmus Munk Larsen
d7d0bf832d Issue an error in case of direct inclusion of internal headers. 2021-09-10 19:12:26 +00:00
Alexander Karatarakis
4ba872bd75 Avoid leading underscore followed by cap in template identifiers 2021-08-04 22:41:52 +00:00
Steve Bronder
e7b8643d70 Revert "Revert "Adds EIGEN_CONSTEXPR and EIGEN_NOEXCEPT to rows(), cols(), innerStride(), outerStride(), and size()"" 
This reverts commit 5f0b4a4010.
 2021-03-24 18:14:56 +00:00
David Tellenbach
5f0b4a4010 Revert "Adds EIGEN_CONSTEXPR and EIGEN_NOEXCEPT to rows(), cols(), innerStride(), outerStride(), and size()" 
This reverts commit 6cbb3038ac because it
breaks clang-10 builds on x86 and aarch64 when C++11 is enabled.
 2021-03-05 13:16:43 +01:00
Steve Bronder
6cbb3038ac Adds EIGEN_CONSTEXPR and EIGEN_NOEXCEPT to rows(), cols(), innerStride(), outerStride(), and size() 2021-03-04 18:58:08 +00:00
Nikolaus Demmel
b578930657 Fix documentation typos in LDLT.h 2021-02-08 21:07:29 +00:00
acxz
7b80609d49 add EIGEN_DEVICE_FUNC to methods 2020-12-01 03:08:47 +00:00
Patrick Peltzer
15e53d5d93 PR 567: makes all dense solvers inherit SoverBase (LU,Cholesky,QR,SVD). 
This changeset also includes:
 * add HouseholderSequence::conjugateIf
 * define int as the StorageIndex type for all dense solvers
 * dedicated unit tests, including assertion checking
 * _check_solve_assertion(): this method can be implemented in derived solver classes to implement custom checks
 * CompleteOrthogonalDecompositions: add applyZOnTheLeftInPlace, fix scalar type in applyZAdjointOnTheLeftInPlace(), add missing assertions
 * Cholesky: add missing assertions
 * FullPivHouseholderQR: Corrected Scalar type in _solve_impl()
 * BDCSVD: Unambiguous return type for ternary operator
 * SVDBase: Corrected Scalar type in _solve_impl()
 2019-01-17 01:17:39 +01:00
Christoph Hertzberg
919414b9fe bug #785: Make Cholesky decomposition work for empty matrices 2018-12-03 16:18:15 +01:00
Justin Carpentier
4827bec776 LLT: correct doc and add missing reference for the return type of rankUpdate 
---
 Eigen/src/Cholesky/LLT.h | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)
 2018-09-11 09:33:21 +02:00
Gael Guennebaud
c5b56f1fb2 bug #1528: better use numeric_limits::min() instead of 1/highest() that with underflow. 2018-04-03 16:49:35 +02:00
luz.paz
e3912f5e63 MIsc. source and comment typos 
Found using `codespell` and `grep` from downstream FreeCAD
 2018-03-11 10:01:44 -04:00
Gael Guennebaud
672bdc126b bug #1479: fix failure detection in LDLT 2017-11-16 17:55:24 +01:00
Gael Guennebaud
b223918ea9 Doc: warn about constness in LLT::solveInPlace 2017-08-22 14:12:47 +02:00
Jim Radford
0c226644d8 LLT: const the arg to solveInPlace() to allow passing .transpose(), .block(), etc. 2017-01-04 14:42:57 -08:00
Jim Radford
be281e5289 LLT: avoid making a copy when decomposing in place 2017-01-04 14:43:56 -08:00
Gael Guennebaud
e27f17bf5c Gub 1453: fix Map with non-default inner-stride but no outer-stride. 2017-08-22 13:27:37 +02:00
Gael Guennebaud
21d0a0bcf5 bug #1456: add perf recommendation for LLT and storage format 2017-08-22 12:46:35 +02:00
Gael Guennebaud
2c3d70d915 Re-enable hidden doc in LLT 2017-08-22 12:04:09 +02:00
Gael Guennebaud
e6021cc8cc bug #1458: fix documentation of LLT and LDLT info() method. 2017-08-22 11:32:55 +02:00
Benoit Steiner
765f4cc4b4 Deleted extra: EIGEN_DEVICE_FUNC: the QR and Cholesky code isn't ready to run on GPU yet. 2017-02-28 11:57:00 -08:00
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