Georg Drenkhahn
3bd31e21b5
Fixed compiler warning on implicit integer conversion by separating index type for matrix and permutation matrix which may not be equal.
2014-09-20 15:00:36 +02:00
Gael Guennebaud
abba11bdcf
Many improvements in Divide&Conquer SVD:
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- Fix many numerical issues, in particular regarding deflation.
- Add heavy debugging output to help track numerical issues (there are still fews)
- Make use of Eiegn's apply-inplane-rotation feature.
2014-09-22 15:22:52 +02:00
Gael Guennebaud
2ae20d558b
Update KroneckerProduct wrt evaluator changes
2014-09-18 22:08:49 +02:00
Gael Guennebaud
62bce6e5e6
Make MatrixFunction use nested_eval instead of nested
2014-09-18 17:31:17 +02:00
Gael Guennebaud
0ca43f7e9a
Remove deprecated code not used by evaluators
2014-09-18 15:15:27 +02:00
Gael Guennebaud
749b56f6af
merge with default branch
2014-09-14 17:34:54 +02:00
Gael Guennebaud
dacd39ea76
Exploit sparse structure in naiveU and naiveV when updating them.
2014-09-05 17:51:46 +02:00
Gael Guennebaud
15bad3670b
Apply Householder U and V in-place.
2014-09-04 09:17:01 +02:00
Gael Guennebaud
c82dc227f1
Cleaning in BDCSVD (formating, handling of transpose case, remove some for loops)
2014-09-03 10:15:24 +02:00
Gael Guennebaud
a96f3d629c
Clean bdcsvd
2014-09-02 22:30:23 +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
daad9585a3
Fix Kronecker product in legacy mode.
2014-09-01 17:24:07 +02:00
Gael Guennebaud
b051bbd64f
Make unsupport sparse solvers use SparseSolverBase
2014-09-01 17:21:47 +02:00
Gael Guennebaud
b3d63b4db2
Add evaluator for DynamicSparseMatrix
2014-09-01 17:21:05 +02:00
Freddie Witherden
c3e4080474
Allow LevenbergMarquardt to work with non-standard types.
2014-08-27 15:24:51 +01:00
Gael Guennebaud
280661e67d
Remove LM::sqrt_() member function in favor of a shortcut for sqrt(epsilon())
2014-09-02 17:29:06 +02:00
Kolja Brix
953ec08089
Correct GMRES:
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* Fix error in calculation of residual at restart.
* Use relative residual as stopping criterion.
* Improve documentation.
2014-08-02 18:39:15 +02:00
Gael Guennebaud
d79516660c
Make loadMarket use the sparse-matrix index type, thus enabling loading huge matrices.
2014-07-31 16:43:19 +02:00
Jitse Niesen
5f3d542b8a
Fix typo in MatrixExponential noticed by Markos.
2014-07-25 13:34:03 +01:00
Hauke Heibel
5f1eedd655
Merged in complexzeros/eigen (pull request PR-69)
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Added Spline interpolation with derivatives.
2014-07-11 12:03:10 +02:00
Jeff
b1169ce40c
Fixed index that would cause crash with two point, two derivative interpolation. Added static_cast.
2014-07-10 12:03:42 -06:00
Kolja Brix
e955725ff1
Fix GMRES: Initialize essential Householder vector with correct dimension. Add check if initial guess is already a sufficient approximation.
2014-07-10 08:20:55 +02:00
Gael Guennebaud
904509fbb6
Move using std::abs from Eigen's namespace to function scope.
2014-07-08 10:28:09 +02:00
Chen-Pang He
8ee38d2db6
Fix dox for namespaces
2014-07-05 21:48:48 +08:00
Jeff
08c615f1e4
IndexArray is now a typename.
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Changed interpolate with derivatives test to use VERIFY_IS_APPROX.
2014-06-25 19:02:57 -06:00
Jeff
f9496d341f
Merged.
2014-06-23 20:24:31 -06:00
Jeff
e745a450de
Removed tabs and fixed indentation.
2014-06-23 20:18:16 -06:00
Jeff
e86adc87e9
Fixed type mixing issues.
2014-06-23 19:52:42 -06:00
Jeff
b59f045c07
Using LU decomposition with complete pivoting for better accuracy.
2014-06-23 19:04:52 -06:00
Jeff
957c2c291b
Changed uint to unsigned int.
2014-06-23 08:34:11 -06:00
Jeff
5dbbe6b400
Added Spline interpolation with derivatives.
2014-06-20 22:12:45 -06:00
Benjamin Chrétien
c55c5763fe
PolynomialSolver: fix typo.
2014-05-19 19:24:02 +02:00
Benjamin Chrétien
eda79321be
PolynomialSolver: fix bugs related to linear polynomials.
2014-05-19 19:08:51 +02:00
Benjamin Chrétien
df92649379
PolynomialSolver: add missing constructors.
2014-05-19 18:40:29 +02:00
Freddie Witherden
91288e9bf9
Add include LevenbergMarquardt in CMakeLists.txt.
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This fixes bug #768 .
2014-04-12 12:53:09 +01:00
Gael Guennebaud
1221dd90aa
Fix no newline at end of file warning
2014-04-01 11:21:14 +02:00
giacomo po
3e42b775ea
MINRES, bug #715 : add support for zero rhs, and remove square test.
2014-03-17 16:33:52 -07:00
Bo Li
4fe56a0e02
fix Spline constructor
2014-03-15 08:42:20 +08:00
Gael Guennebaud
bd6eca059d
Fix compilation of SPlines module
2014-02-17 10:00:38 +01:00
Gael Guennebaud
3283d98d13
optimize sparse-sparse Kronecker product
2014-02-14 14:46:01 +01:00
Hauke Heibel
e722f36ffa
Fixed issue #734 (thanks to Philipp Büttgenbach for reporting the issue and proposing a fix).
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Kept ColMajor layout if possible in order to keep derivatives of the same order adjacent in memory.
2014-02-01 20:49:48 +01:00
Anton Gladky
4cd4be97a7
Port unsupported constrained CG to Eigen3
2014-01-15 17:49:52 +01:00
Christoph Hertzberg
ae83f5ede9
Fixed bug #702 and added unit test.
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Thanks to Alexander Werner for the report.
2013-11-07 18:32:24 +01:00
Desire NUENTSA
4bb1c48f25
Add a block sparse matrix class. tests to be added
2013-09-20 18:54:17 +02:00
Jitse Niesen
16cbd3d72d
BDCSVD: Use rational interpolation to solve secular equation.
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Algorithm is rather ad-hoc and falls back on bisection if required.
2013-08-27 15:30:11 +01:00
Hauke Heibel
86daf2f75c
Added missing inline statements in order to prevent linker errors.
2013-08-27 15:41:18 +02:00
Jitse Niesen
d1c48f1606
BDCSVD: Use HouseholderSeq directly.
2013-08-21 14:34:48 +01:00
Jitse Niesen
403be74861
BDCSVD: Compute SVD of combined problem directly.
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First step at implementing final stage in BDCSVD algorithm.
Uses bisection method to solve nonlinear equation.
Still lots of room for optimization.
2013-08-20 14:10:55 +01:00
Gael Guennebaud
916d29e58f
Backout parts of changeset 6719e56b5b
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(these changes were not intended to be commited)
2013-08-11 19:26:41 +02:00
