5 Commits

Author	SHA1	Message	Date
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	f54137606e	Add condition estimation to Cholesky (LLT) factorization.	2016-04-01 16:19:45 -07:00
Rasmus Munk Larsen	fb8dccc23e	Replace "inline static" with "static inline" for consistency.	2016-04-01 12:48:18 -07:00
Rasmus Munk Larsen	91414e0042	Fix comments in ConditionEstimator and minor cleanup.	2016-04-01 11:58:17 -07:00
Rasmus Munk Larsen	1aa89fb855	Add matrix condition estimator module that implements the Higham/Hager algorithm from http://www.maths.manchester.ac.uk/~higham/narep/narep135.pdf used in LPACK. Add rcond() methods to FullPivLU and PartialPivLU.	2016-04-01 10:27:59 -07:00