Commit Graph

36 Commits

Author SHA1 Message Date
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
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
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
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
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
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
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
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
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
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
8b0d1eb0f7 Fix numerous doxygen shortcomings, and workaround some clang -Wdocumentation warnings 2016-01-01 21:45:06 +01:00
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
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
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
5384e89147 Disable MatrixBase::bdcSvd with CUDA (just like MatrixBase::jacobiSvd 2014-11-26 22:29:29 +01:00
Gael Guennebaud
21c0a2ce0c Move D&C SVD to official SVD module. 2014-10-29 11:29:33 +01:00