Gael Guennebaud
fa9f5d7170
Fix compilation of JacobiSVD for vectors type
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(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
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(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
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.
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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
Gael Guennebaud
20f387fafa
Improve numerical robustness of JacoviSVD:
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- 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
774dba87c8
merge
2015-12-11 23:28:44 +01:00
Gael Guennebaud
b60a8967f5
bug #1134 : fix JacobiSVD pre-allocation
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(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
Gael Guennebaud
9a2447b0c9
Fix shadow warnings triggered by clang
2015-06-09 09:11:12 +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
cc641aabb7
Remove deprecated usage of expr::Index.
2015-02-16 14:46:51 +01:00
Gael Guennebaud
30c849669d
Fix dynamic allocation in JacobiSVD (regression)
2014-12-08 14:45:04 +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
feacfa5f83
Fix JacobiSVD wrt undeR/overflow by doing scaling prior to QR preconditioning
2014-10-17 15:32:06 +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
749b56f6af
merge with default branch
2014-09-14 17:34:54 +02:00
Gael Guennebaud
1f398dfc82
Factorize *SVD::solve to SVDBase
2014-09-01 18:31:54 +02:00
Gael Guennebaud
b3a0365429
merge with default branch
2014-09-01 18:21:01 +02:00
Gael Guennebaud
eb39296028
Reafctoring in D&C SVD unsupported module: clean and merge the SVDBase class to Eigen/SVD, rm copy/pasted JacobiSVD.h file
2014-09-01 18:16:20 +02:00
Gael Guennebaud
5e890d3ad7
Improve further the accuracy of JacobiSVD wrt under/overflow while improving speed for small matrices (hypot is very slow).
2014-09-10 23:11:58 +02:00
Gael Guennebaud
d6236d3b26
Fix bug #791 : infinite loop in JacobiSVD in the presence of NaN.
2014-09-10 11:54:20 +02:00
Gael Guennebaud
a325d1cb1e
merge with default branch
2014-07-18 11:02:22 +02:00
Gael Guennebaud
da62eb22e4
bug #843 : fix jacobisvd for complexes and extend respective unit test to chack with random tricky matrices
2014-07-17 17:09:15 +02:00
Gael Guennebaud
b29b81a1f4
merge with default branch
2014-06-20 15:55:44 +02:00
Gael Guennebaud
148acf8e4f
bug #790 : fix overflow in real_2x2_jacobi_svd
2014-04-14 13:52:16 +02:00
Gael Guennebaud
7eefdb948c
Migrate JacobiSVD to Solver
2014-03-11 13:43:46 +01:00
Gael Guennebaud
654eab3bd6
Add scaling in JacobiSVD to avoid overflows
2013-11-19 11:53:48 +01:00
Gael Guennebaud
1bb1a57ef7
merge with default branch
2013-11-05 10:31:59 +01:00
Gael Guennebaud
a236e15048
JacobiSVD: fix a 0/0 issue for complexes
2013-11-04 23:58:18 +01:00
Gael Guennebaud
019dcfc21d
JacobiSVD: move from Lapack to Matlab strategy for the default threshold
2013-11-03 13:18:56 +01:00
Gael Guennebaud
bbd49d194a
Add a rank method with threshold control to JacobiSVD, and make solve uses it to return the minimal norm solution for rank-deficient problems
2013-11-01 18:21:46 +01:00
Gael Guennebaud
55b57fcba6
Disable some shortcuts with nvcc
2013-07-31 16:56:31 +02:00
Gael Guennebaud
2f593ee67c
merge with main branch
2013-07-17 13:21:35 +02:00
Gael Guennebaud
95f8a738ea
Introduce a TEST_SET_BUT_UNUSED_VARIABLE macro for initialized but unused variables in the unit tests and also fix a few other warnings.
2013-06-25 11:42:04 +02:00
Gael Guennebaud
8bbde351e7
bug #620 : fix robustness issue in JacobiSVD::solve (also fix a perf. issue)
2013-06-24 13:08:09 +02:00
Gael Guennebaud
62670c83a0
Fix bug #314 : move remaining math functions from internal to numext namespace
2013-06-10 23:40:56 +02:00
Gael Guennebaud
9cd2d14005
merge with default branch
2013-04-19 11:21:39 +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
a143c5b78c
Fix bug #544 : assertion in JacobiSVD when compiling with EIGEN_NO_AUTOMATIC_RESIZING
2013-02-12 19:56:48 +01:00
Gael Guennebaud
a76fbbf397
Fix bug #314 :
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- 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
Benoit Jacob
69124cfca2
Automatic relicensing to MPL2 using Keirs script. Manual fixup follows.
2012-07-13 14:42:47 -04:00
