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170 Commits

Author SHA1 Message Date
Gael Guennebaud
13135a82bd bug #1062: backport fix of SelfAdjointEigenSolver for RowMajor matrices from default branch 2015-09-04 18:26:26 +02:00
Christoph Hertzberg
8ba643a903 bug #1014: More stable direct computation of eigenvalues and -vectors for 3x3 matrices 2015-05-17 21:54:32 +02:00
Gael Guennebaud
847bb317cd bug #1013: fix 2x2 direct eigensolver for identical eiegnvalues 2015-05-07 15:55:12 +02:00
Christoph Hertzberg
0fb74c1f8b bug #985: RealQZ failed when either matrix had zero rows or columns (report and patch by Ben Goodrich) 
Also added a regression test
(transplanted from 1efae98fee
)
 2015-03-30 23:56:20 +02:00
Gael Guennebaud
c74284ed81 bug #949: add static assertion for incompatible scalar types in dense end-user decompositions. 2015-03-13 21:06:20 +01:00
Gael Guennebaud
b613173350 bug #933: RealSchur, do not consider the input matrix norm to check negligible sub-diag entries. This also makes this test consistent with the complex and self-adjoint cases. 
(grafted from a727a2c4ed
)
 2015-01-28 16:07:51 +01:00
Gael Guennebaud
0039cd9cf9 bug #329: fix typo 
(grafted from b9d314ae19
)
 2015-01-17 21:55:33 +01:00
Gael Guennebaud
0321449944 bug #854: fix numerical issue in SelfAdjointEigenSolver::computeDirect for 3x3 matrices. The tolerance to detect stable cross products was too optimistic. 
Add respective unit tests.
(grafted from 9c0aa81fbf
)
 2014-08-21 10:49:09 +02:00
Gael Guennebaud
55365566b2 Fix HouseholderSequence::conjugate() and ::adjoint() and add respective unit tests. 2013-06-17 00:14:42 +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
899c0c2b6c Clean source code and unit tests with respect to -Wunused-local-typedefs 2013-04-10 22:27:35 +02:00
Gael Guennebaud
12a1313b09 bug #482: pass scalar arguments by const references. Still remains a few cases that might affect the ABI (see the bug entry) 2013-02-25 18:05:57 +01:00
Jitse Niesen
14e2ab02b5 Replace assert() by eigen_assert() (fixes bug #548). 2013-02-02 22:04:42 +00:00
Sergey Popov
761b3bbb69 Fix bug #540: SelfAdjointEigenSolver improperly used the upper triangular part to extract the scaling factor. 2013-01-12 12:07:49 +01:00
Desire NUENTSA
33febdb48b Add support for Schur decomposition of matrices in Hessenberg form 2013-01-11 17:36:45 +01:00
Gael Guennebaud
a76fbbf397 Fix bug #314: 
- 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
Desire NUENTSA
23e2de3cb6 RealShur for a already Hessenberg matrix 2012-10-09 12:16:54 +02:00
Gael Guennebaud
af824091be Fix precision regression when attempting to fix underflow issues. 2012-08-05 09:57:31 +02:00
Jitse Niesen
696b2f999f Eigenvalues module: Implement setMaxIterations() methods. 2012-07-28 21:30:09 +01:00
Gael Guennebaud
6f54269829 add an example for GeneralizedEigenSolver 2012-07-28 18:00:54 +02:00
Gael Guennebaud
8ab0e16e27 fix various regressions with MKL support 2012-07-28 16:32:43 +02:00
Alexey Korepanov
d937e67b48 RealQZ: added example and some code comments 2012-07-28 08:24:44 -05:00
Gael Guennebaud
9e8d2dea80 Add a preliminary GeneralizedEigenSolver computing the eigenvalues of Av=lBv with A and B general real matrices. 
Currently only the eigenvalues are reported.
 2012-07-26 20:15:17 +02:00
Gael Guennebaud
cfb76b242f RealSchur: improve speed of computeNormOfT 2012-07-26 18:04:58 +02:00
Gael Guennebaud
4e60e2cdf6 RealQZ: improve computeNorms speed, improve shift accuracy (better to do a/b than a*(1/b)), 
update API to set the maximum number of iterations
 2012-07-26 18:03:10 +02:00
Alexey Korepanov
ea310249f3 RealQZ: bug in pushDownZero fixed too 2012-07-25 12:49:18 -05:00
Alexey Korepanov
a3a9773ab6 RealQZ: bug in splitOffTwoRows fixed 2012-07-25 12:17:00 -05:00
Gael Guennebaud
e7c07de549 RealQZ: optimize general hessenberg to not apply rotations to zero entries. 2012-07-24 18:16:22 +02:00
Gael Guennebaud
c1cab7b8ed real QZ: update license 2012-07-24 18:11:41 +02:00
Alexey Korepanov
65db91ac2b Add a RealQZ class: a generalized Schur decomposition for real matrices 2012-07-11 16:38:03 -05:00
Jitse Niesen
ba5eecae53 Allow user to specify max number of iterations (bug #479). 2012-07-24 15:17:59 +01:00
Jitse Niesen
b7ac053b9c Use EISPACK's strategy re max number of iters in Schur decomposition (bug #479). 2012-07-22 22:02:50 +01:00
Benoit Jacob
69124cfca2 Automatic relicensing to MPL2 using Keirs script. Manual fixup follows. 2012-07-13 14:42:47 -04:00
Gael Guennebaud
a2c3003be2 Fix possible underflow issues in SelfAdjointEigenSolver 2012-07-10 09:51:26 +02:00
Gael Guennebaud
0a7ce6ad69 fix bug #486: template speacialization of member functions must be declared inline to avoid duplicate references 2012-07-05 13:32:23 +02:00
Gael Guennebaud
b96b429aa2 fix bug #478: RealSchur failed on a zero matrix. 2012-06-20 10:08:32 +02:00
Gael Guennebaud
5cab18976b cleaning pass: rm unused variables in MKL stuff, fix a few namespace issues, MarketIO needs iostream 2012-04-18 10:09:46 +02:00
Jitse Niesen
5d56f9f763 Remove unused file EigenvaluesCommon.h 2012-04-16 13:47:48 +01:00
Jitse Niesen
3c412183b2 Get rid of include directives inside namespace blocks (bug #339). 2012-04-15 11:06:28 +01:00
Gael Guennebaud
f6a5508392 remove an extra ';' and suppress a 'variable used before its value is set' warning 2012-04-11 09:49:52 +02:00
Gael Guennebaud
fe85b7ebc6 fix several const qualifier issues: double ones, meaningless ones, some missing ones, etc. 
(note that const qualifiers are set by internall::nested)
 2012-02-03 23:18:26 +01:00
Gael Guennebaud
9c86ee2695 fix static inline versus inline static issues (the former is the correct order) 2012-01-31 12:58:52 +01:00
Gael Guennebaud
a108216af1 fix bug #410: fix a possible out of range access in EigenSolver 2012-01-25 19:02:31 +01:00
Jitse Niesen
0e1e0a2a58 Make sure that now-fixed assert is not triggered. 2012-01-19 14:30:44 +00:00
Keir Mierle
274f8a0947 Fix broken asserts releaved by Clang. 2012-01-18 15:03:27 -08:00
Jitse Niesen
1e7712771e Remove asserts that eigenvalue computation has converged (bug #354). 2011-12-12 17:17:38 +00:00
Gael Guennebaud
105e170d8b trivial compilation fix 2011-12-10 16:17:12 +01:00
Igor Krivenko
36457178f9 bug #352:properly cast constants 2011-12-09 23:38:41 +01:00
karturov
015c331252 Intel(R) MKL support added. 
* * *
License disclaimer changed to BSD license for MKL_support.h
* * *
Pardiso support fixed, test added.
blas/lapack tests fixed: Scalar parameter was added in Cholesky, product_matrix_vector_triangular remaned to triangular_matrix_vector_product.
* * *
PARDISO test was added physically.
 2011-12-05 14:52:21 +07:00
Gael Guennebaud
01b4b6e456 improve accuracy of 3x3 direct eigenvector extraction 2011-11-23 22:43:40 +01:00