Christoph Hertzberg
b9a2a8d2aa
bug #785 : Make Cholesky decomposition work for empty matrices
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(grafted from 919414b9fe
2018-12-03 16:18:15 +01:00
Gael Guennebaud
9ff3150243
bug #1528 : better use numeric_limits::min() instead of 1/highest() that with underflow.
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(grafted from c5b56f1fb2
2018-04-03 16:49:35 +02:00
Gael Guennebaud
c20043c8fd
bug #1479 : fix failure detection in LDLT
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(grafted from 672bdc126b
2017-11-16 17:55:24 +01:00
Gael Guennebaud
51e1aa1539
Doc: warn about constness in LLT::solveInPlace
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(grafted from b223918ea9
2017-08-22 14:12:47 +02:00
Jim Radford
0137ed4f19
LLT: const the arg to solveInPlace() to allow passing .transpose(), .block(), etc.
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(grafted from 0c226644d8
2017-01-04 14:42:57 -08:00
Jim Radford
9d03711df8
LLT: avoid making a copy when decomposing in place
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(grafted from be281e5289
2017-01-04 14:43:56 -08:00
Gael Guennebaud
1ca9072b51
Gub 1453: fix Map with non-default inner-stride but no outer-stride.
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(grafted from e27f17bf5c
2017-08-22 13:27:37 +02:00
Gael Guennebaud
9fd138e2b3
Re-enable hidden doc in LLT
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(grafted from 2c3d70d915
2017-08-22 12:04:09 +02:00
Gael Guennebaud
55fbf4fedd
bug #1456 : add perf recommendation for LLT and storage format
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(grafted from 21d0a0bcf5
2017-08-22 12:46:35 +02:00
Gael Guennebaud
ac2c97edff
bug #1458 : fix documentation of LLT and LDLT info() method.
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(grafted from e6021cc8cc
2017-08-22 11:32:55 +02:00
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.
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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.
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* 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
Gael Guennebaud
a75616887e
bug #1057 : fix a declaration missmatch with MSVC
2015-09-02 09:31:32 +02:00
Gael Guennebaud
a546be56e0
typo
2015-06-15 15:08:51 +02:00
Gael Guennebaud
0a9b5d1396
bug #705 : fix handling of Lapack potrf return code
2015-06-05 15:59:13 +02:00
Gael Guennebaud
d0b7b5cb55
minor documentation fixes
2015-06-05 14:40:07 +02:00
Gael Guennebaud
8580eb6808
bug #949 : add static assertion for incompatible scalar types in dense end-user decompositions.
2015-03-13 21:06:20 +01:00
Gael Guennebaud
cc641aabb7
Remove deprecated usage of expr::Index.
2015-02-16 14:46:51 +01:00
Christoph Hertzberg
e8cdbedefb
bug #877 , bug #572 : Introduce a global Index typedef. Rename Sparse*::Index to StorageIndex, make Dense*::StorageIndex an alias to DenseIndex. Overall this commit gets rid of all Index conversion warnings.
2014-12-04 22:48:53 +01:00
Gael Guennebaud
fe57b2f963
bug #701 : workaround (min) and (max) blocking ADL by introducing numext::mini and numext::maxi internal functions and a EIGEN_NOT_A_MACRO macro.
2014-10-20 15:55:32 +02:00
Gael Guennebaud
d04f23260d
Fix bug #894 : the sign of LDLT was not re-initialized at each call of compute()
2014-10-20 10:48:40 +02:00
Christoph Hertzberg
36448c9e28
Make constructors explicit if they could lead to unintended implicit conversion
2014-09-23 14:28:23 +02:00
Gael Guennebaud
0ca43f7e9a
Remove deprecated code not used by evaluators
2014-09-18 15:15:27 +02:00
Gael Guennebaud
a325d1cb1e
merge with default branch
2014-07-18 11:02:22 +02:00
Gael Guennebaud
77af4cc3c9
bug #397 : add a warning for 64 to 32 bit integer conversion and fix many of these warning by splitting the index type used for storage and as size/coefficient indexes in PermutationMatrix and Transpositions.
2014-07-17 13:34:26 +02:00
Gael Guennebaud
296cb40161
merge with default branch
2014-07-10 22:04:45 +02:00
Gael Guennebaud
0dfb73d46a
Fix LDLT with semi-definite complex matrices: owing to round-off errors, the diagonal was not real. Also exploit the fact that the diagonal is real in the rest of LDLT
2014-07-08 10:04:27 +02:00
Christoph Hertzberg
3a9f9faada
Fix unused typedef warning
2014-07-04 12:48:24 +02:00
Gael Guennebaud
998455a570
LDLT is not rank-revealing, so we should not attempt to use the biggest diagonal elements as thresholds.
2014-07-02 23:04:46 +02:00
Gael Guennebaud
61b88d2feb
merge with default branch
2014-07-02 09:35:37 +02:00
