Gael Guennebaud
9cd2d14005
merge with default branch
2013-04-19 11:21:39 +02:00
Gael Guennebaud
d8f1035355
Fix a couple of int versus Index issues.
2013-04-09 09:43:00 +02:00
Gael Guennebaud
12439e1249
Port SelfCwiseBinaryOp and Dot.h to nvcc, fix portability issue with std::min/max
2013-04-05 16:35:49 +02:00
Gael Guennebaud
12a1313b09
bug #482 : pass scalar arguments by const references. Still remains a few cases that might affect the ABI (see the bug entry)
2013-02-25 18:05:57 +01:00
Gael Guennebaud
925a5b7d07
Fix bug #535 : unused variable warnings
2012-12-16 20:21:28 +01:00
Gael Guennebaud
a76fbbf397
Fix bug #314 :
...
- 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
Jitse Niesen
fd5749f51c
LDLT: Report sign consistent with D for indefinite matrices.
...
See http://forum.kde.org/viewtopic.php?f=74&t=106942
2012-07-22 21:39:38 +01:00
Benoit Jacob
69124cfca2
Automatic relicensing to MPL2 using Keirs script. Manual fixup follows.
2012-07-13 14:42:47 -04:00
Gael Guennebaud
5dbdde0420
Fix bug #480 : workaround the Android NDK defining isfinite as a macro
2012-07-05 17:22:25 +02:00
Gael Guennebaud
aa3daad883
fix a warning and formatting
2012-06-15 09:16:10 +02:00
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.
...
(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
0d03492e1e
std::isfinite is non standard
2012-01-23 21:49:00 +01:00
Gael Guennebaud
ee9f3e34b0
LLT: improve rankUpdate to support downdates,
...
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
Igor Krivenko
36457178f9
bug #352:properly cast constants
2011-12-09 23:38:41 +01:00
Gael Guennebaud
d400a6245e
fix compilation with EIGEN_NO_DEBUG
2011-12-09 23:42:39 +01:00
Gael Guennebaud
38277e8a9b
feature 319: fix LDLT::rankUpdate for complex/upper, simply the algortihm, update copyrights
2011-12-09 23:08:38 +01:00
Tim Holy
2d7c3eea53
feature 319: Add update and downdate functionality to LDLT
2011-12-09 21:04:44 +01:00
karturov
015c331252
Intel(R) MKL support added.
...
* * *
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
Jitse Niesen
6b006772f1
Fix LDLT::solve() if matrix singular but solution exists (bug #241 ).
...
Clarify this in docs and add regression test.
2011-09-11 06:30:53 +01:00
Gael Guennebaud
22bff949c8
protect calls to min and max with parentheses to make Eigen compatible with default windows.h
...
(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
Benoit Jacob
75b7d98665
bug #54 - really fix const correctness except in Sparse
2010-12-22 17:45:37 -05:00
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
Hauke Heibel
d132b5b061
Correct the options computation for RowMajor matrices.
2010-06-22 09:30:08 +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
bfeba41174
Add a Transpositions class to ease the representation and
...
manipulation of permutations as a sequence of transpositions.
Make LDLT use it.
2010-06-04 23:17:57 +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
Gael Guennebaud
4159db979d
make LDLT uses only the lower triangular part
2010-06-03 21:33:47 +02:00
Benoit Jacob
aaaade4b3d
the Index types change.
...
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.
...
- 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
...
* 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
...
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.
...
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
...
=> they show that some improvements have still to be done
for permutations, tr*tr, trapezoidal matrices
2010-02-24 19:16:10 +01:00
