Christoph Hertzberg
4387298e80
Cast Index to RealScalar
...
This fixes compilation issues with RealScalar types that are not implicitly castable from Index (e.g. ceres Jet types).
Reported by Peter Anderson-Sprecher via eMail
(grafted from ac21a08c13
2019-05-23 15:31:12 +02:00
Gael Guennebaud
4a242ac43d
bug #1695 : fix a numerical robustness issue. Computing the secular equation at the middle range without a shift might give a wrong sign.
...
(grafted from 45e65fbb77
2019-03-27 20:16:58 +01:00
Gael Guennebaud
a2d6c106a4
Workaround weird MSVC bug
...
(grafted from 4b2cebade8
2018-11-21 15:53:37 +01:00
Christoph Hertzberg
5f71579a2d
Another fix to make boost::multiprecision compile again
2018-04-13 20:22:57 +02:00
Eugene Chereshnev
bfc66e8b9a
Fix incorrect ldvt in LAPACKE call from JacobiSVD
...
(grafted from f558ad2955
2018-01-03 12:55:52 -08:00
Gael Guennebaud
b60cbbef37
fix compilation with old compiler
2017-12-15 17:53:48 +01:00
Gael Guennebaud
7a875acfb0
Fix overflow issues in BDCSVD
...
(grafted from e8468ea91b
2017-11-08 10:24:28 +01:00
Gael Guennebaud
ec067ac5e3
bug #1403 : more scalar conversions fixes in BDCSVD
...
(grafted from 731c8c704d
2017-06-09 15:45:49 +02:00
Gael Guennebaud
e1385337ff
bug #1395 : fix the use of compile-time vectors as inputs of JacobiSVD.
...
(grafted from 6572825703
2017-02-20 13:44:37 +01:00
Gael Guennebaud
fa9f5d7170
Fix compilation of JacobiSVD for vectors type
...
(grafted from 645a8e32a5
2017-01-31 16:22:54 +01:00
Niels Ole Salscheider
baf793ebaa
Make sure not to call numext::maxi on expression templates
...
(grafted from 51fef87408
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
Gael Guennebaud
fc202bab39
Index refactoring: StorageIndex must be used for storage only (and locally when it make sense). In all other cases use the global Index type.
2015-02-13 18:57:41 +01:00
Gael Guennebaud
fe51319980
Merge Index-refactoring branch with default, fix PastixSupport, remove some useless typedefs
2015-02-13 10:03:53 +01:00
