Commit Graph

215 Commits

Author SHA1 Message Date
Christoph Hertzberg
42715533f1 bug #1493: Make representation of HouseholderSequence consistent and working for complex numbers. Made corresponding unit test actually test that. Also simplify implementation of QR decompositions 2018-04-15 10:15:28 +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
09a16ba42f bug #1412: fix compilation with nvcc+MSVC 2018-01-17 23:13:16 +01:00
Eugene Chereshnev
f558ad2955 Fix incorrect ldvt in LAPACKE call from JacobiSVD 2018-01-03 12:55:52 -08:00
Gael Guennebaud
4c03b3511e Fix issue with boost::multiprec in previous commit 2017-11-08 23:28:01 +01:00
Gael Guennebaud
e9d2888e74 Improve debugging tests and output in BDCSVD 2017-11-08 10:26:03 +01:00
Gael Guennebaud
e8468ea91b Fix overflow issues in BDCSVD 2017-11-08 10:24:28 +01:00
Gael Guennebaud
bbd97b4095 Add a EIGEN_NO_CUDA option, and introduce EIGEN_CUDACC and EIGEN_CUDA_ARCH aliases 2017-07-17 01:02:51 +02:00
Gael Guennebaud
731c8c704d bug #1403: more scalar conversions fixes in BDCSVD 2017-06-09 15:45:49 +02:00
Benoit Steiner
09ae0e6586 Adjusted the EIGEN_DEVICE_FUNC qualifiers to make sure that:
* they're used consistently between the declaration and the definition of a function
  * we avoid calling host only methods from host device methods.
2017-03-01 11:47:47 -08:00
Gael Guennebaud
6572825703 bug #1395: fix the use of compile-time vectors as inputs of JacobiSVD. 2017-02-20 13:44:37 +01:00
Gael Guennebaud
645a8e32a5 Fix compilation of JacobiSVD for vectors type 2017-01-31 16:22:54 +01:00
Niels Ole Salscheider
51fef87408 Make sure not to call numext::maxi on expression templates 2016-11-12 12:20:57 +01:00
Gael Guennebaud
fa9049a544 Let be consistent and consider any denormal number as zero. 2016-09-15 11:24:03 +02:00
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
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
1b2049fbda Enforce scalar types in calls to max/min (helps with expression template scalar types) 2016-07-25 12:35:10 +02:00
Gael Guennebaud
5ea0864c81 Fix regression in a previous commit: some diagonal entry might not be treated by the 2x2 real preconditioner. 2016-07-13 18:37:54 +02:00
Gael Guennebaud
b4343aa67e Avoid division by very small entries when extracting singularvalues, and explicitly handle the 1x1 complex case. 2016-07-12 17:22:03 +02:00
Gael Guennebaud
c1f9ca9254 Update RealQZ to reduce 2x2 diagonal block of T corresponding to non reduced diagonal block of S to positive diagonal form.
This step involve a real 2x2 SVD problem. The respective routine is thus in src/misc/ to be shared by both EVD and AVD modules.
2016-06-09 17:11:03 +02:00
Christoph Hertzberg
dacb469bc9 Enable and fix -Wdouble-conversion warnings 2016-05-05 13:35:45 +02:00
Gael Guennebaud
75a94b9662 Improve documentation of BDCSVD 2016-05-04 12:53:14 +02:00
Gael Guennebaud
e2ca478485 bug #1214: consider denormals as zero in D&C SVD. This also workaround infinite binary search when compiling with ICC's unsafe optimizations. 2016-05-03 23:15:29 +02:00
Gael Guennebaud
20f387fafa Improve numerical robustness of JacoviSVD:
- avoid noise amplification in complex to real conversion
 - compare off-diagonal entries to the current biggest diagonal entry: no need to bother about a 2x2 block containing ridiculously small entries compared to the rest of the matrix.
2016-04-14 22:46:55 +02:00
Gael Guennebaud
39211ba46b Fix JacobiSVD for complex when the complex-to-real update already gives a diagonal 2x2 block. 2016-04-13 23:43:26 +02:00
Gael Guennebaud
feef39e2d1 Fix underflow in JacoviSVD's complex to real preconditioner 2016-04-13 22:49:51 +02:00
Benoit Steiner
81d340984a Removed executable bit from header files 2016-03-23 16:15:02 -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
29bb599e03 Fix numerous doxygen issues in auto-link generation 2015-12-30 16:04:24 +01:00
Gael Guennebaud
774dba87c8 merge 2015-12-11 23:28:44 +01:00
Gael Guennebaud
b60a8967f5 bug #1134: fix JacobiSVD pre-allocation
(grafted from f22036f5f8
)
2015-12-11 11:59:11 +01:00
Gael Guennebaud
30b5c4cd14 Remove useless "explicit", and fix inline/static order. 2015-12-11 10:59:39 +01:00
Benoit Steiner
06a22ca5bd Added support for sigmoid function to the tensor module 2015-07-17 09:29:00 -07:00
Gael Guennebaud
06036d8bb1 Fix compilation of BDCSVD with DEFAULT_TO_ROWMAJOR 2015-06-19 10:37:25 +02:00
Gael Guennebaud
4aba24a1b2 Clean argument names of some functions 2015-06-09 13:32:12 +02:00
Gael Guennebaud
9a2447b0c9 Fix shadow warnings triggered by clang 2015-06-09 09:11:12 +02:00
Gael Guennebaud
3c38589984 Remove most of the dynamic memory allocations that occured in D&C SVD. Still remains the calls to JacobiSVD and UpperBidiagonalization. 2015-03-31 22:54:47 +02:00
Gael Guennebaud
35d3053d55 Fix regression introduced in 3b169d792d 2015-03-31 09:23:53 +02:00
Christoph Hertzberg
3b169d792d Suppress unused variable warning 2015-03-31 00:49:08 +02:00
Christoph Hertzberg
58af8bf90c bug #982: Make sure numext::maxi and numext::mini are called correctly, in case Scalar expressions return expression templates. 2015-03-30 16:47:22 +02:00
Gael Guennebaud
1b8cc9af43 Slight numerical stability improvement in 2x2 svd 2015-03-27 10:55:00 +01:00
Gael Guennebaud
d27968eb7e D&C SVD: directly falls back to JacobiSVD for very small problems (by-pass upper-bidiagonalization) 2015-03-24 13:38:07 +01:00
Gael Guennebaud
4472f3e578 Avoid SVD: consider denormalized small numbers as zero when computing the rank of the matrix 2015-03-23 09:40:21 +01:00
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
1c0e8bcf09 Fix unused variable warning. 2015-02-16 17:21:30 +01:00
Gael Guennebaud
45cbb0bbb1 The usage of DenseIndex is deprecated, so let's replace DenseIndex by Index 2015-02-16 15:05:41 +01:00
Gael Guennebaud
cc641aabb7 Remove deprecated usage of expr::Index. 2015-02-16 14:46:51 +01:00