Commit Graph

238 Commits

Author SHA1 Message Date
Erik Schultheis
d271a7d545 reduce float warnings (comparisons and implicit conversions) 2022-01-26 18:16:19 +00:00
Erik Schultheis
c20e908ebc turn some macros intro constexpr functions 2021-12-10 19:27:01 +00:00
Rasmus Munk Larsen
085c2fc5d5 Revert "Update SVD Module to allow specifying computation options with a... 2021-11-30 18:45:54 +00:00
Arthur
eef33946b7 Update SVD Module to allow specifying computation options with a template parameter. Resolves #2051 2021-11-29 20:50:46 +00:00
Xinle Liu
478a1bdda6 Fix total deflation issue in BDCSVD, when & only when M is already diagonal. 2021-11-02 16:53:55 +00:00
sciencewhiz
4b6036e276 fix various typos 2021-09-22 16:15:06 +00:00
Rasmus Munk Larsen
6cadab6896 Clean up EIGEN_STATIC_ASSERT to only use standard c++11 static_assert. 2021-09-16 20:43:54 +00:00
Rasmus Munk Larsen
d7d0bf832d Issue an error in case of direct inclusion of internal headers. 2021-09-10 19:12:26 +00:00
Alexander Karatarakis
4ba872bd75 Avoid leading underscore followed by cap in template identifiers 2021-08-04 22:41:52 +00:00
arthurfeeney
a77638387d Fixes #1387 for compilation error in JacobiSVD with HouseholderQRPreconditioner that occurs when input is a compile-time row vector. 2021-07-20 20:11:22 +00:00
Rasmus Munk Larsen
13fb5ab92c Fix more enum arithmetic. 2021-06-15 09:09:31 -07:00
Rasmus Munk Larsen
3ddc0974ce Fix two bugs in commit 2021-04-02 22:06:27 +00:00
Rasmus Munk Larsen
5bbc9cea93 Add an info() method to the SVDBase class to make it possible to tell the user that the computation failed, possibly due to invalid input.
Make Jacobi and divide-and-conquer fail fast and return info() == InvalidInput if the matrix contains NaN or +/-Inf.
2021-03-31 21:09:19 +00:00
Antonio Sanchez
66841ea070 Enable bdcsvd on host.
Currently if compiled by NVCC, the `MatrixBase::bdcSvd()` implementation
is skipped, leading to a linker error.  This prevents it from running on
the host as well.

Seems it was disabled 6 years ago (5384e891) to match `jacobiSvd`, but
`jacobiSvd` is now enabled on host.  Tested and runs fine on host, but
will not compile/run for device (though it's not labelled as a device
function, so this should be fine).

Fixes #2139
2021-02-08 12:56:23 -08:00
Christoph Hertzberg
ac21a08c13 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
2019-05-23 15:31:12 +02:00
Gael Guennebaud
45e65fbb77 bug #1695: fix a numerical robustness issue. Computing the secular equation at the middle range without a shift might give a wrong sign. 2019-03-27 20:16:58 +01:00
Christoph Hertzberg
da0a41b9ce Mask unused-parameter warnings, when building with NDEBUG 2019-01-18 10:41:14 +01:00
Patrick Peltzer
15e53d5d93 PR 567: makes all dense solvers inherit SoverBase (LU,Cholesky,QR,SVD).
This changeset also includes:
 * add HouseholderSequence::conjugateIf
 * define int as the StorageIndex type for all dense solvers
 * dedicated unit tests, including assertion checking
 * _check_solve_assertion(): this method can be implemented in derived solver classes to implement custom checks
 * CompleteOrthogonalDecompositions: add applyZOnTheLeftInPlace, fix scalar type in applyZAdjointOnTheLeftInPlace(), add missing assertions
 * Cholesky: add missing assertions
 * FullPivHouseholderQR: Corrected Scalar type in _solve_impl()
 * BDCSVD: Unambiguous return type for ternary operator
 * SVDBase: Corrected Scalar type in _solve_impl()
2019-01-17 01:17:39 +01:00
Gael Guennebaud
a7842daef2 Fix several uninitialized member from ctor 2018-11-23 15:10:28 +01:00
Gael Guennebaud
4b2cebade8 Workaround weird MSVC bug 2018-11-21 15:53:37 +01:00
Gael Guennebaud
0c56d22e2e Fix shadowing 2018-09-20 22:56:21 +02:00
Deven Desai
b6cc0961b1 updates based on PR feedback
There are two major changes (and a few minor ones which are not listed here...see PR discussion for details)

1. Eigen::half implementations for HIP and CUDA have been merged.
This means that
- `CUDA/Half.h` and `HIP/hcc/Half.h` got merged to a new file `GPU/Half.h`
- `CUDA/PacketMathHalf.h` and `HIP/hcc/PacketMathHalf.h` got merged to a new file `GPU/PacketMathHalf.h`
- `CUDA/TypeCasting.h` and `HIP/hcc/TypeCasting.h` got merged to a new file `GPU/TypeCasting.h`

After this change the `HIP/hcc` directory only contains one file `math_constants.h`. That will go away too once that file becomes a part of the HIP install.

2. new macros EIGEN_GPUCC, EIGEN_GPU_COMPILE_PHASE and EIGEN_HAS_GPU_FP16 have been added and the code has been updated to use them where appropriate.
- `EIGEN_GPUCC` is the same as `(EIGEN_CUDACC || EIGEN_HIPCC)`
- `EIGEN_GPU_DEVICE_COMPILE` is the same as `(EIGEN_CUDA_ARCH || EIGEN_HIP_DEVICE_COMPILE)`
- `EIGEN_HAS_GPU_FP16` is the same as `(EIGEN_HAS_CUDA_FP16 or EIGEN_HAS_HIP_FP16)`
2018-06-14 10:21:54 -04:00
Deven Desai
8fbd47052b Adding support for using Eigen in HIP kernels.
This commit enables the use of Eigen on HIP kernels / AMD GPUs. Support has been added along the same lines as what already exists for using Eigen in CUDA kernels / NVidia GPUs.

Application code needs to explicitly define EIGEN_USE_HIP when using Eigen in HIP kernels. This is because some of the CUDA headers get picked up by default during Eigen compile (irrespective of whether or not the underlying compiler is CUDACC/NVCC, for e.g. Eigen/src/Core/arch/CUDA/Half.h). In order to maintain this behavior, the EIGEN_USE_HIP macro is used to switch to using the HIP version of those header files (see Eigen/Core and unsupported/Eigen/CXX11/Tensor)


Use the "-DEIGEN_TEST_HIP" cmake option to enable the HIP specific unit tests.
2018-06-06 10:12:58 -04:00
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