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132 Commits

Author SHA1 Message Date
Gael Guennebaud
ac69d8769f Remove early termination in LDLT: the zero on the diagonal of the input matrix does not mean the matrix is not full rank. Typical examples are matrices coming from LS with linear equality constraints. 2014-02-26 10:12:27 +01:00
Jitse Niesen
ff8d81762d Fix bug #736: LDLT isPositive returns false for a positive semidefinite matrix 
Add unit test covering this case.
 2014-02-06 11:06:06 +00:00
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
62670c83a0 Fix bug #314: move remaining math functions from internal to numext namespace 2013-06-10 23:40:56 +02:00
Gael Guennebaud
a69b4b092b Fix bug #608: the sign computation in LDLT was broken 2013-06-09 23:19:32 +02:00
Gael Guennebaud
9cd2d14005 merge with default branch 2013-04-19 11:21:39 +02:00
Gael Guennebaud
d8f1035355 Fix a couple of int versus Index issues. 2013-04-09 09:43:00 +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
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
Gael Guennebaud
925a5b7d07 Fix bug #535: unused variable warnings 2012-12-16 20:21:28 +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
Jitse Niesen
fd5749f51c LDLT: Report sign consistent with D for indefinite matrices. 
See http://forum.kde.org/viewtopic.php?f=74&t=106942
 2012-07-22 21:39:38 +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
5dbdde0420 Fix bug #480: workaround the Android NDK defining isfinite as a macro 2012-07-05 17:22:25 +02:00
Gael Guennebaud
aa3daad883 fix a warning and formatting 2012-06-15 09:16:10 +02:00
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. 
(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
0d03492e1e std::isfinite is non standard 2012-01-23 21:49:00 +01:00
Gael Guennebaud
ee9f3e34b0 LLT: improve rankUpdate to support downdates, 
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
Igor Krivenko
36457178f9 bug #352:properly cast constants 2011-12-09 23:38:41 +01:00
Gael Guennebaud
d400a6245e fix compilation with EIGEN_NO_DEBUG 2011-12-09 23:42:39 +01:00
Gael Guennebaud
38277e8a9b feature 319: fix LDLT::rankUpdate for complex/upper, simply the algortihm, update copyrights 2011-12-09 23:08:38 +01:00
Tim Holy
2d7c3eea53 feature 319: Add update and downdate functionality to LDLT 2011-12-09 21:04:44 +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
Jitse Niesen
45a6bb34c3 Add simple example on how to compute Cholesky decomposition. 2011-11-07 17:14:06 +00:00
Jitse Niesen
6b006772f1 Fix LDLT::solve() if matrix singular but solution exists (bug #241). 
Clarify this in docs and add regression test.
 2011-09-11 06:30:53 +01:00
Gael Guennebaud
22bff949c8 protect calls to min and max with parentheses to make Eigen compatible with default windows.h 
(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
Benoit Jacob
75b7d98665 bug #54 - really fix const correctness except in Sparse 2010-12-22 17:45:37 -05:00
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
Hauke Heibel
d132b5b061 Correct the options computation for RowMajor matrices. 2010-06-22 09:30:08 +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
bfeba41174 Add a Transpositions class to ease the representation and 
manipulation of permutations as a sequence of transpositions.
Make LDLT use it.
 2010-06-04 23:17:57 +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
Gael Guennebaud
4159db979d make LDLT uses only the lower triangular part 2010-06-03 21:33:47 +02:00
Benoit Jacob
aaaade4b3d the Index types change. 
As discussed on the list (too long to explain here).
 2010-05-30 16:00:58 -04:00