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
082f7ddc37
Port Cholesky module to evaluators
2014-03-11 13:33:44 +01:00
Gael Guennebaud
55b57fcba6
Disable some shortcuts with nvcc
2013-07-31 16:56:31 +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
Gael Guennebaud
d8f1035355
Fix a couple of int versus Index issues.
2013-04-09 09:43:00 +02:00
Gael Guennebaud
a76fbbf397
Fix bug #314 :
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- remove most of the metaprogramming kung fu in MathFunctions.h (only keep functions that differs from the std)
- remove the overloads for array expression that were in the std namespace
2012-11-06 15:25:50 +01:00
Benoit Jacob
69124cfca2
Automatic relicensing to MPL2 using Keirs script. Manual fixup follows.
2012-07-13 14:42:47 -04:00
Jitse Niesen
3c412183b2
Get rid of include directives inside namespace blocks (bug #339 ).
2012-04-15 11:06:28 +01:00
Gael Guennebaud
b0cf95619e
fix compilation of "somedensematrix.llt().matrixL().transpose()" (missing constness on the return types)
2012-04-10 15:40:36 +02:00
Gael Guennebaud
63ea667ed7
fix compilation with ICC
2012-03-30 11:22:23 +02:00
Gael Guennebaud
fc85f91df0
fix MKL interface with LLT::rankUpdate
2012-02-28 16:19:40 +01:00
Gael Guennebaud
fe85b7ebc6
fix several const qualifier issues: double ones, meaningless ones, some missing ones, etc.
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(note that const qualifiers are set by internall::nested)
2012-02-03 23:18:26 +01:00
Gael Guennebaud
9c86ee2695
fix static inline versus inline static issues (the former is the correct order)
2012-01-31 12:58:52 +01:00
Gael Guennebaud
ee9f3e34b0
LLT: improve rankUpdate to support downdates,
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LDLT: add the missing info() function,
improve unit testing of rankUpdate()
2012-01-23 17:28:23 +01:00
Gael Guennebaud
d738bedc5b
remove redundant declaration (fix compilation with clang 3.0)
2011-12-11 11:45:03 +01:00
karturov
015c331252
Intel(R) MKL support added.
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* * *
License disclaimer changed to BSD license for MKL_support.h
* * *
Pardiso support fixed, test added.
blas/lapack tests fixed: Scalar parameter was added in Cholesky, product_matrix_vector_triangular remaned to triangular_matrix_vector_product.
* * *
PARDISO test was added physically.
2011-12-05 14:52:21 +07:00
Jitse Niesen
45a6bb34c3
Add simple example on how to compute Cholesky decomposition.
2011-11-07 17:14:06 +00:00
Gael Guennebaud
22bff949c8
protect calls to min and max with parentheses to make Eigen compatible with default windows.h
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(transplanted from 49b6e9143e
2011-07-21 11:19:36 +02:00
Gael Guennebaud
38a4e3053d
fix LLT rank one update for "upper" hermitian matrices
2011-07-19 10:09:43 +02:00
Jitse Niesen
16db255333
Fix compilation of cholesky rank update test.
2011-06-24 13:41:23 +01:00
Gael Guennebaud
2f32e48517
New feature: add rank one update in Cholesky decomposition
2011-06-20 15:05:50 +02:00
Benoit Jacob
a1f5ea8954
make eigen2 cholesky test pass
2011-01-28 13:04:23 -05:00
Gael Guennebaud
ef3e690a0c
return the index of the first non positive diagonal entry (more useful than simply true or false)
2011-01-17 11:09:03 +01:00
Gael Guennebaud
17de59278b
simplification
2010-12-09 19:47:02 +01:00
Benoit Jacob
4716040703
bug #86 : use internal:: namespace instead of ei_ prefix
2010-10-25 10:15:22 -04:00
Gael Guennebaud
01fad14d78
mark LLT/LDLT solveInPlace func internal and rm their boolean returned value
2010-10-05 15:56:50 +02:00
Gael Guennebaud
28e64b0da3
email change
2010-06-24 23:21:58 +02:00
Gael Guennebaud
03331552a9
add a info() function in LLT to report on succes/faillure
2010-06-12 10:12:22 +02:00
Gael Guennebaud
e242ac9345
fix LDLT, now it really only uses a given triangular part!
2010-06-09 14:01:06 +02:00
Gael Guennebaud
e64460d5d0
LDLT: make it honors the Lower/Upper directive and make it works inplace
2010-06-03 22:22:14 +02:00
Benoit Jacob
aaaade4b3d
the Index types change.
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As discussed on the list (too long to explain here).
2010-05-30 16:00:58 -04:00
Adolfo Rodriguez Tsouroukdissian
28dde19e40
- Added problem size constructor to decompositions that did not have one. It preallocates member data structures.
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- 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
0ab431d7b8
* merge with mainline
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* adapt Eigenvalues module to the new rule that the RowMajorBit must have the proper value for vectors
* Fix RowMajorBit in ei_traits<ProductBase>
* Fix vectorizability logic in CoeffBasedProduct
2010-04-16 11:25:50 -04:00
Thomas Capricelli
0a5c2d8a54
fix misc warnings, more importantly when NDEBUG is defined, assert() is a
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nop.
2010-03-27 18:58:29 +01:00
Benoit Jacob
547269da35
fix the flags and matrix options, to always have the right RowMajor bit in the vector case
2010-03-19 02:12:23 -04:00
Adolfo Rodriguez Tsouroukdissian
5a36f4a8d1
Propagate all five matrix template parameters to members and temporaries of decomposition classes. One particular advantage of this is that decomposing matrices with max sizes known at compile time will not allocate.
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NOTE: The ComplexEigenSolver class currently _does_ allocate (line 135 of Eigenvalues/ComplexEigenSolver.h), but the reason appears to be in the implementation of matrix-matrix products, and not in the decomposition itself.
The nomalloc unit test has been extended to verify that decompositions do not allocate when max sizes are specified. There are currently two workarounds to prevent the test from failing (see comments in test/nomalloc.cpp), both of which are related to matrix products that allocate on the stack.
2010-03-08 19:31:27 +01:00
Gael Guennebaud
7c98c04412
add reconstructedMatrix() to LLT, and LUs
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=> they show that some improvements have still to be done
for permutations, tr*tr, trapezoidal matrices
2010-02-24 19:16:10 +01:00
Gael Guennebaud
f7aa9873ca
* fix LDLT's default ctor use
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* add a reconstructedMatrix() function to LDLT for debug purpose
2010-02-24 10:40:16 +01:00
Hauke Heibel
abc8c01080
Renamed PlainMatrixType to PlainObject (Array != Matrix).
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Renamed ReturnByValue::ReturnMatrixType ReturnByValue::ReturnType (again, Array != Matrix).
2010-02-20 15:53:57 +01:00
Gael Guennebaud
c5d7c9f0de
remove the Triangular suffix to Upper, Lower, UnitLower, etc,
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and remove the respective bit flags
2010-01-07 21:15:32 +01:00
Benoit Jacob
39ac57fa6d
Big renaming:
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start ---> head
end ---> tail
Much frustration with sed syntax. Need to learn perl some day.
2010-01-04 21:24:43 -05:00
Hauke Heibel
832045d363
Warning 4512 (assignment operators could not be generated) is now simply disabled.
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All unimplemented assignment operators have been removed.
2009-12-14 10:32:43 +01:00
Jitse Niesen
929521678d
Correct type of ei_solve_retval<LLT,...>::operator=
2009-12-12 23:54:44 +00:00
Hauke Heibel
d088ee35f6
Added to possibility to compile unit tests at maximum warning level.
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Silenced (amongst others) many conversion related warnings.
2009-12-12 11:39:07 +01:00
Hauke Heibel
3091be5134
Removed NestByValue dependency from Cholesky, Eigenvalues, LU and QR.
2009-12-01 10:22:54 +01:00
Benoit Jacob
9a0900e33e
last round of changes, mainly to return derived types instead of base types, and fix various compilation issues
2009-11-09 07:51:31 -05:00
Benoit Jacob
e4e58e8337
simplifications in the ei_solve_impl system, factor out some boilerplate code
2009-11-08 16:51:41 -05:00
