Gael Guennebaud
3551dea887
Cleaning pass on rcond estimator.
2016-04-14 16:45:41 +02:00
Rasmus Munk Larsen
fd872aefb3
Remove transpose() method from LLT and LDLT classes as it would imply conjugation.
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Explicitly cast constants to RealScalar in ConditionEstimator.h.
2016-04-07 16:28:44 -07:00
Rasmus Munk Larsen
0b5546d182
Use lpNorm<1>() to compute l1 norms in LLT and LDLT.
2016-04-07 15:49:30 -07:00
Rasmus Munk Larsen
86e0ed81f8
Addresses comments on Eigen pull request PR-174.
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* Get rid of code-duplication for real vs. complex matrices.
* Fix flipped arguments to select.
* Make the condition estimation functions free functions.
* Use Vector::Unit() to generate canonical unit vectors.
* Misc. cleanup.
2016-04-04 14:20:01 -07:00
Rasmus Munk Larsen
f54137606e
Add condition estimation to Cholesky (LLT) factorization.
2016-04-01 16:19:45 -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
fe630c9873
Improve numerical accuracy in LLT and triangular solve by using true scalar divisions (instead of x * (1/y))
2015-10-18 22:15:01 +02:00
Gael Guennebaud
7031a851d4
Generalize matrix ctor and compute() method of dense decomposition to 1) limit temporaries, 2) forward expressions to nested decompositions, 3) fix ambiguous ctor instanciation for square decomposition
2015-09-07 10:42:04 +02:00
Gael Guennebaud
8580eb6808
bug #949 : add static assertion for incompatible scalar types in dense end-user decompositions.
2015-03-13 21:06:20 +01:00
Gael Guennebaud
cc641aabb7
Remove deprecated usage of expr::Index.
2015-02-16 14:46:51 +01:00
Christoph Hertzberg
e8cdbedefb
bug #877 , bug #572 : Introduce a global Index typedef. Rename Sparse*::Index to StorageIndex, make Dense*::StorageIndex an alias to DenseIndex. Overall this commit gets rid of all Index conversion warnings.
2014-12-04 22:48:53 +01:00
Christoph Hertzberg
36448c9e28
Make constructors explicit if they could lead to unintended implicit conversion
2014-09-23 14:28:23 +02:00
Gael Guennebaud
0ca43f7e9a
Remove deprecated code not used by evaluators
2014-09-18 15:15:27 +02:00
Gael Guennebaud
61b88d2feb
merge with default branch
2014-07-02 09:35:37 +02:00
Christoph Hertzberg
324e7e8fc9
Removed the deprecated EIGEN2_SUPPORT, as previously announced. A compilation error is raised, if this compile-switch is defined. The documentation references to the corresponding pages from Eigen3.2 now. Also, the Eigen2 testsuite has been removed.
2014-07-01 16:58:11 +02:00
Gael Guennebaud
b29b81a1f4
merge with default branch
2014-06-20 15:55:44 +02:00
Jitse Niesen
a91a7a1964
doc: Add references to Cholesky methods in SelfAdjointView.
2014-04-07 14:14:48 +01:00
Gael Guennebaud
082f7ddc37
Port Cholesky module to evaluators
2014-03-11 13:33:44 +01:00
Gael Guennebaud
55b57fcba6
Disable some shortcuts with nvcc
2013-07-31 16:56:31 +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
d8f1035355
Fix a couple of int versus Index issues.
2013-04-09 09:43:00 +02:00
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
Jitse Niesen
3c412183b2
Get rid of include directives inside namespace blocks (bug #339 ).
2012-04-15 11:06:28 +01:00
Gael Guennebaud
b0cf95619e
fix compilation of "somedensematrix.llt().matrixL().transpose()" (missing constness on the return types)
2012-04-10 15:40:36 +02:00
Gael Guennebaud
63ea667ed7
fix compilation with ICC
2012-03-30 11:22:23 +02:00
Gael Guennebaud
fc85f91df0
fix MKL interface with LLT::rankUpdate
2012-02-28 16:19:40 +01:00
Gael Guennebaud
fe85b7ebc6
fix several const qualifier issues: double ones, meaningless ones, some missing ones, etc.
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(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
ee9f3e34b0
LLT: improve rankUpdate to support downdates,
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LDLT: add the missing info() function,
improve unit testing of rankUpdate()
2012-01-23 17:28:23 +01:00
Gael Guennebaud
d738bedc5b
remove redundant declaration (fix compilation with clang 3.0)
2011-12-11 11:45:03 +01:00
karturov
015c331252
Intel(R) MKL support added.
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* * *
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
Jitse Niesen
45a6bb34c3
Add simple example on how to compute Cholesky decomposition.
2011-11-07 17:14:06 +00:00
Gael Guennebaud
22bff949c8
protect calls to min and max with parentheses to make Eigen compatible with default windows.h
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(transplanted from 49b6e9143e
2011-07-21 11:19:36 +02:00
Gael Guennebaud
38a4e3053d
fix LLT rank one update for "upper" hermitian matrices
2011-07-19 10:09:43 +02:00
Jitse Niesen
16db255333
Fix compilation of cholesky rank update test.
2011-06-24 13:41:23 +01:00
Gael Guennebaud
2f32e48517
New feature: add rank one update in Cholesky decomposition
2011-06-20 15:05:50 +02:00
Benoit Jacob
a1f5ea8954
make eigen2 cholesky test pass
2011-01-28 13:04:23 -05:00
Gael Guennebaud
ef3e690a0c
return the index of the first non positive diagonal entry (more useful than simply true or false)
2011-01-17 11:09:03 +01:00
Gael Guennebaud
17de59278b
simplification
2010-12-09 19:47:02 +01:00
Benoit Jacob
4716040703
bug #86 : use internal:: namespace instead of ei_ prefix
2010-10-25 10:15:22 -04:00
Gael Guennebaud
01fad14d78
mark LLT/LDLT solveInPlace func internal and rm their boolean returned value
2010-10-05 15:56:50 +02:00
Gael Guennebaud
28e64b0da3
email change
2010-06-24 23:21:58 +02:00
Gael Guennebaud
03331552a9
add a info() function in LLT to report on succes/faillure
2010-06-12 10:12:22 +02:00
Gael Guennebaud
e242ac9345
fix LDLT, now it really only uses a given triangular part!
2010-06-09 14:01:06 +02:00
Gael Guennebaud
e64460d5d0
LDLT: make it honors the Lower/Upper directive and make it works inplace
2010-06-03 22:22:14 +02:00
Benoit Jacob
aaaade4b3d
the Index types change.
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As discussed on the list (too long to explain here).
2010-05-30 16:00:58 -04:00
Adolfo Rodriguez Tsouroukdissian
28dde19e40
- Added problem size constructor to decompositions that did not have one. It preallocates member data structures.
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- Updated unit tests to check above constructor.
- In the compute() method of decompositions: Made temporary matrices/vectors class members to avoid heap allocations during compute() (when dynamic matrices are used, of course).
These changes can speed up decomposition computation time when a solver instance is used to solve multiple same-sized problems. An added benefit is that the compute() method can now be invoked in contexts were heap allocations are forbidden, such as in real-time control loops.
CAVEAT: Not all of the decompositions in the Eigenvalues module have a heap-allocation-free compute() method. A future patch may address this issue, but some required API changes need to be incorporated first.
2010-04-21 17:15:57 +02:00
Benoit Jacob
0ab431d7b8
* merge with mainline
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* adapt Eigenvalues module to the new rule that the RowMajorBit must have the proper value for vectors
* Fix RowMajorBit in ei_traits<ProductBase>
* Fix vectorizability logic in CoeffBasedProduct
2010-04-16 11:25:50 -04:00
Thomas Capricelli
0a5c2d8a54
fix misc warnings, more importantly when NDEBUG is defined, assert() is a
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nop.
2010-03-27 18:58:29 +01:00
