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29 Commits
3.2.5 ... 3.2.6

Author SHA1 Message Date
Gael Guennebaud
7abf6d02db bump to 3.2.6 2015-10-01 09:06:10 +02:00
Gael Guennebaud
73cb54835c bug #1075: fix AlignedBox::sample for runtime dimension
(grafted from 75a60d3ac0
)
2015-09-30 11:44:02 +02:00
Gael Guennebaud
cfe315476f Add PlainObjectBase copy ctor from PlainObjectBase and DenseBase objects. (manual backport from default branch, fix segfault when creating PlainObjectBase object, though such an usage is not recommended at all) 2015-09-28 15:51:00 +02:00
Gael Guennebaud
f1583e86f6 bug #1073: backport common pitfalls page 2015-09-28 14:59:54 +02:00
Gael Guennebaud
4bd69750ed Add missing unit tests for vector-wise all/any 2015-09-19 21:45:48 +02:00
Gael Guennebaud
d40e32c94e Fix bug #1067: naming conflict 2015-09-19 21:45:11 +02:00
Christoph Hertzberg
a0bf1b4242 Removed documentation of removed method (as in fab96f2ff3
)
2015-09-13 16:39:48 +02:00
Gael Guennebaud
cf645db95b MKL is now free of charge for opensource
(grafted from 5bf971e5b8
)
2015-09-07 11:23:55 +02:00
Gael Guennebaud
13135a82bd bug #1062: backport fix of SelfAdjointEigenSolver for RowMajor matrices from default branch 2015-09-04 18:26:26 +02:00
Gael Guennebaud
769cb99845 Fix sparselu unit test. 2015-09-03 13:56:02 +02:00
Thomas Capricelli
ba9add3c59 fix a conflict commited by error 2015-09-03 13:51:17 +02:00
Gael Guennebaud
ddfb72a92f bug #1053: fix SuplerLU::solve with EIGEN_DEFAULT_TO_ROW_MAJOR
(grafted from 5a1cc5d24c
)
2015-09-03 11:25:36 +02:00
Gael Guennebaud
8c7e281c9e Fix AMD ordering when a column has only one off-diagonal non-zero (also fix bug #1045) 2015-09-03 11:04:06 +02:00
Gael Guennebaud
66c092e44e bug #1057: fix a declaration missmatch with MSVC
(grafted from a75616887e
)
2015-09-02 09:31:32 +02:00
Gael Guennebaud
3ec6d38f35 bug #1059: fix predux_max<Packet4i> for NEON (this was already fixed in the default branch) 2015-09-01 16:30:18 +02:00
Gael Guennebaud
96f64441f7 bug #1055: Fix incomplete backport in changeset 0ebce69424 2015-09-01 16:11:43 +02:00
Sergiu Dotenco
5af4d77511 fixed Quaternion identity initialization for non-implicitly convertible types 2015-08-20 20:55:37 +02:00
Christoph Hertzberg
88ac8ffad5 bug #1054: Use set(EIGEN_CXX_FLAG_VERSION "/version") only for Intel compilers on Windows.
Also removed code calling `head -n1` and always use integrated REGEX functionality.
2015-08-14 15:32:15 +02:00
Christoph Hertzberg
edb0183e0c bug #1053: SparseLU failed with EIGEN_DEFAULT_TO_ROW_MAJOR 2015-08-07 23:07:29 +02:00
Gael Guennebaud
befa141699 Fix Jacobi preconditioner with zero diagonal entries
(grafted from c06ec0f464
)
2014-06-17 23:47:30 +02:00
Gael Guennebaud
5c70b43abd bug #1048: fix unused variable warning
(grafted from 41e1f3498c
)
2015-07-28 22:59:50 +02:00
Christoph Hertzberg
6a3797f46f bug #792: SparseLU::factorize failed for structurally rank deficient matrices 2015-07-26 20:39:32 +02:00
Christoph Hertzberg
c4432aad15 bug #1033: Add explicit type conversion from 0 to RealScalar 2015-07-17 13:19:55 +02:00
Christoph Hertzberg
ea0168c5a5 fix for MKL_BLAS not defined in MKL 11.2
(grafted from 4b678b96eb
)
2014-09-08 17:37:58 +08:00
Christoph Hertzberg
05fad4959a bug #1039: Redefining EIGEN_DEFAULT_DENSE_INDEX_TYPE may lead to errors 2015-07-13 16:08:02 +02:00
Gael Guennebaud
98eedb0c9a bug #1000: MSVC 2013 does need the operator= workaround 2015-06-26 14:04:24 +02:00
Gael Guennebaud
71424c4bf8 bug #1026: fix infinite loop for an empty input
(grafted from e102ddbf1f
)
2015-06-26 14:02:52 +02:00
Gael Guennebaud
e59b246b08 Backport changes in Ref/MapBase to fix MSVC 2013 confusion. 2015-06-23 16:22:46 +02:00
Gael Guennebaud
4aa7038074 Added tag 3.2.5 for changeset d9c80169e0 2015-06-16 11:53:12 +02:00
34 changed files with 193 additions and 72 deletions

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@@ -464,7 +464,7 @@ LDLT<MatrixType,_UpLo>& LDLT<MatrixType,_UpLo>::compute(const MatrixType& a)
*/
template<typename MatrixType, int _UpLo>
template<typename Derived>
LDLT<MatrixType,_UpLo>& LDLT<MatrixType,_UpLo>::rankUpdate(const MatrixBase<Derived>& w, const typename NumTraits<typename MatrixType::Scalar>::Real& sigma)
LDLT<MatrixType,_UpLo>& LDLT<MatrixType,_UpLo>::rankUpdate(const MatrixBase<Derived>& w, const typename LDLT<MatrixType,_UpLo>::RealScalar& sigma)
{
const Index size = w.rows();
if (m_isInitialized)

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@@ -449,7 +449,7 @@ struct assign_impl<Derived1, Derived2, SliceVectorizedTraversal, NoUnrolling, Ve
srcAlignment = assign_traits<Derived1,Derived2>::JointAlignment
};
const Scalar *dst_ptr = &dst.coeffRef(0,0);
if((!bool(dstIsAligned)) && (Index(dst_ptr) % sizeof(Scalar))>0)
if((!bool(dstIsAligned)) && (size_t(dst_ptr) % sizeof(Scalar))>0)
{
// the pointer is not aligend-on scalar, so alignment is not possible
return assign_impl<Derived1,Derived2,DefaultTraversal,NoUnrolling>::run(dst, src);

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@@ -183,10 +183,6 @@ template<typename Derived> class DenseBase
/** \returns the number of nonzero coefficients which is in practice the number
* of stored coefficients. */
inline Index nonZeros() const { return size(); }
/** \returns true if either the number of rows or the number of columns is equal to 1.
* In other words, this function returns
* \code rows()==1 || cols()==1 \endcode
* \sa rows(), cols(), IsVectorAtCompileTime. */
/** \returns the outer size.
*

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@@ -257,7 +257,7 @@ template<typename Lhs, typename Rhs>
class GeneralProduct<Lhs, Rhs, OuterProduct>
: public ProductBase<GeneralProduct<Lhs,Rhs,OuterProduct>, Lhs, Rhs>
{
template<typename T> struct IsRowMajor : internal::conditional<(int(T::Flags)&RowMajorBit), internal::true_type, internal::false_type>::type {};
template<typename T> struct is_row_major : internal::conditional<(int(T::Flags)&RowMajorBit), internal::true_type, internal::false_type>::type {};
public:
EIGEN_PRODUCT_PUBLIC_INTERFACE(GeneralProduct)
@@ -281,22 +281,22 @@ class GeneralProduct<Lhs, Rhs, OuterProduct>
template<typename Dest>
inline void evalTo(Dest& dest) const {
internal::outer_product_selector_run(*this, dest, set(), IsRowMajor<Dest>());
internal::outer_product_selector_run(*this, dest, set(), is_row_major<Dest>());
}
template<typename Dest>
inline void addTo(Dest& dest) const {
internal::outer_product_selector_run(*this, dest, add(), IsRowMajor<Dest>());
internal::outer_product_selector_run(*this, dest, add(), is_row_major<Dest>());
}
template<typename Dest>
inline void subTo(Dest& dest) const {
internal::outer_product_selector_run(*this, dest, sub(), IsRowMajor<Dest>());
internal::outer_product_selector_run(*this, dest, sub(), is_row_major<Dest>());
}
template<typename Dest> void scaleAndAddTo(Dest& dest, const Scalar& alpha) const
{
internal::outer_product_selector_run(*this, dest, adds(alpha), IsRowMajor<Dest>());
internal::outer_product_selector_run(*this, dest, adds(alpha), is_row_major<Dest>());
}
};

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@@ -123,7 +123,7 @@ template<typename Derived> class MapBase<Derived, ReadOnlyAccessors>
return internal::ploadt<PacketScalar, LoadMode>(m_data + index * innerStride());
}
inline MapBase(PointerType dataPtr) : m_data(dataPtr), m_rows(RowsAtCompileTime), m_cols(ColsAtCompileTime)
explicit inline MapBase(PointerType dataPtr) : m_data(dataPtr), m_rows(RowsAtCompileTime), m_cols(ColsAtCompileTime)
{
EIGEN_STATIC_ASSERT_FIXED_SIZE(Derived)
checkSanity();

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@@ -294,7 +294,7 @@ struct hypot_impl
RealScalar _x = abs(x);
RealScalar _y = abs(y);
RealScalar p = (max)(_x, _y);
if(p==RealScalar(0)) return 0;
if(p==RealScalar(0)) return RealScalar(0);
RealScalar q = (min)(_x, _y);
RealScalar qp = q/p;
return p * sqrt(RealScalar(1) + qp*qp);

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@@ -437,6 +437,22 @@ class PlainObjectBase : public internal::dense_xpr_base<Derived>::type
}
#endif
/** Copy constructor */
EIGEN_STRONG_INLINE PlainObjectBase(const PlainObjectBase& other)
: m_storage()
{
_check_template_params();
lazyAssign(other);
}
template<typename OtherDerived>
EIGEN_STRONG_INLINE PlainObjectBase(const DenseBase<OtherDerived> &other)
: m_storage()
{
_check_template_params();
lazyAssign(other);
}
EIGEN_STRONG_INLINE PlainObjectBase(Index a_size, Index nbRows, Index nbCols)
: m_storage(a_size, nbRows, nbCols)
{

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@@ -244,6 +244,15 @@ template<typename TPlainObjectType, int Options, typename StrideType> class Ref<
// std::cout << int(StrideType::InnerStrideAtCompileTime) << " - " << int(Derived::InnerStrideAtCompileTime) << "\n";
construct(expr.derived(), typename Traits::template match<Derived>::type());
}
inline Ref(const Ref& other) : Base(other) {
// copy constructor shall not copy the m_object, to avoid unnecessary malloc and copy
}
template<typename OtherRef>
inline Ref(const RefBase<OtherRef>& other) {
construct(other.derived(), typename Traits::template match<OtherRef>::type());
}
protected:

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@@ -384,6 +384,7 @@ template<> EIGEN_STRONG_INLINE int predux_max<Packet4i>(const Packet4i& a)
a_lo = vget_low_s32(a);
a_hi = vget_high_s32(a);
max = vpmax_s32(a_lo, a_hi);
max = vpmax_s32(max, max);
return vget_lane_s32(max, 0);
}

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@@ -109,7 +109,7 @@ struct product_triangular_matrix_matrix_trmm<EIGTYPE,Index,Mode,true, \
/* Non-square case - doesn't fit to MKL ?TRMM. Fall to default triangular product or call MKL ?GEMM*/ \
if (rows != depth) { \
\
int nthr = mkl_domain_get_max_threads(MKL_BLAS); \
int nthr = mkl_domain_get_max_threads(EIGEN_MKL_DOMAIN_BLAS); \
\
if (((nthr==1) && (((std::max)(rows,depth)-diagSize)/(double)diagSize < 0.5))) { \
/* Most likely no benefit to call TRMM or GEMM from MKL*/ \
@@ -223,7 +223,7 @@ struct product_triangular_matrix_matrix_trmm<EIGTYPE,Index,Mode,false, \
/* Non-square case - doesn't fit to MKL ?TRMM. Fall to default triangular product or call MKL ?GEMM*/ \
if (cols != depth) { \
\
int nthr = mkl_domain_get_max_threads(MKL_BLAS); \
int nthr = mkl_domain_get_max_threads(EIGEN_MKL_DOMAIN_BLAS); \
\
if ((nthr==1) && (((std::max)(cols,depth)-diagSize)/(double)diagSize < 0.5)) { \
/* Most likely no benefit to call TRMM or GEMM from MKL*/ \

View File

@@ -76,6 +76,38 @@
#include <mkl_lapacke.h>
#define EIGEN_MKL_VML_THRESHOLD 128
/* MKL_DOMAIN_BLAS, etc are defined only in 10.3 update 7 */
/* MKL_BLAS, etc are not defined in 11.2 */
#ifdef MKL_DOMAIN_ALL
#define EIGEN_MKL_DOMAIN_ALL MKL_DOMAIN_ALL
#else
#define EIGEN_MKL_DOMAIN_ALL MKL_ALL
#endif
#ifdef MKL_DOMAIN_BLAS
#define EIGEN_MKL_DOMAIN_BLAS MKL_DOMAIN_BLAS
#else
#define EIGEN_MKL_DOMAIN_BLAS MKL_BLAS
#endif
#ifdef MKL_DOMAIN_FFT
#define EIGEN_MKL_DOMAIN_FFT MKL_DOMAIN_FFT
#else
#define EIGEN_MKL_DOMAIN_FFT MKL_FFT
#endif
#ifdef MKL_DOMAIN_VML
#define EIGEN_MKL_DOMAIN_VML MKL_DOMAIN_VML
#else
#define EIGEN_MKL_DOMAIN_VML MKL_VML
#endif
#ifdef MKL_DOMAIN_PARDISO
#define EIGEN_MKL_DOMAIN_PARDISO MKL_DOMAIN_PARDISO
#else
#define EIGEN_MKL_DOMAIN_PARDISO MKL_PARDISO
#endif
namespace Eigen {
typedef std::complex<double> dcomplex;

View File

@@ -13,7 +13,7 @@
#define EIGEN_WORLD_VERSION 3
#define EIGEN_MAJOR_VERSION 2
#define EIGEN_MINOR_VERSION 5
#define EIGEN_MINOR_VERSION 6
#define EIGEN_VERSION_AT_LEAST(x,y,z) (EIGEN_WORLD_VERSION>x || (EIGEN_WORLD_VERSION>=x && \
(EIGEN_MAJOR_VERSION>y || (EIGEN_MAJOR_VERSION>=y && \
@@ -314,7 +314,7 @@ namespace Eigen {
// just an empty macro !
#define EIGEN_EMPTY
#if defined(_MSC_VER) && (_MSC_VER < 1800) && (!defined(__INTEL_COMPILER))
#if defined(_MSC_VER) && (_MSC_VER < 1900) && (!defined(__INTEL_COMPILER))
#define EIGEN_INHERIT_ASSIGNMENT_EQUAL_OPERATOR(Derived) \
using Base::operator =;
#elif defined(__clang__) // workaround clang bug (see http://forum.kde.org/viewtopic.php?f=74&t=102653)

View File

@@ -80,6 +80,8 @@ template<typename _MatrixType> class SelfAdjointEigenSolver
/** \brief Scalar type for matrices of type \p _MatrixType. */
typedef typename MatrixType::Scalar Scalar;
typedef typename MatrixType::Index Index;
typedef Matrix<Scalar,Size,Size,ColMajor,MaxColsAtCompileTime,MaxColsAtCompileTime> EigenvectorsType;
/** \brief Real scalar type for \p _MatrixType.
*
@@ -225,7 +227,7 @@ template<typename _MatrixType> class SelfAdjointEigenSolver
*
* \sa eigenvalues()
*/
const MatrixType& eigenvectors() const
const EigenvectorsType& eigenvectors() const
{
eigen_assert(m_isInitialized && "SelfAdjointEigenSolver is not initialized.");
eigen_assert(m_eigenvectorsOk && "The eigenvectors have not been computed together with the eigenvalues.");
@@ -356,7 +358,7 @@ template<typename _MatrixType> class SelfAdjointEigenSolver
EIGEN_STATIC_ASSERT_NON_INTEGER(Scalar);
}
MatrixType m_eivec;
EigenvectorsType m_eivec;
RealVectorType m_eivalues;
typename TridiagonalizationType::SubDiagonalType m_subdiag;
ComputationInfo m_info;
@@ -381,7 +383,7 @@ template<typename _MatrixType> class SelfAdjointEigenSolver
* "implicit symmetric QR step with Wilkinson shift"
*/
namespace internal {
template<int StorageOrder,typename RealScalar, typename Scalar, typename Index>
template<typename RealScalar, typename Scalar, typename Index>
static void tridiagonal_qr_step(RealScalar* diag, RealScalar* subdiag, Index start, Index end, Scalar* matrixQ, Index n);
}
@@ -413,7 +415,7 @@ SelfAdjointEigenSolver<MatrixType>& SelfAdjointEigenSolver<MatrixType>
// declare some aliases
RealVectorType& diag = m_eivalues;
MatrixType& mat = m_eivec;
EigenvectorsType& mat = m_eivec;
// map the matrix coefficients to [-1:1] to avoid over- and underflow.
mat = matrix.template triangularView<Lower>();
@@ -449,7 +451,7 @@ SelfAdjointEigenSolver<MatrixType>& SelfAdjointEigenSolver<MatrixType>
while (start>0 && m_subdiag[start-1]!=0)
start--;
internal::tridiagonal_qr_step<MatrixType::Flags&RowMajorBit ? RowMajor : ColMajor>(diag.data(), m_subdiag.data(), start, end, computeEigenvectors ? m_eivec.data() : (Scalar*)0, n);
internal::tridiagonal_qr_step(diag.data(), m_subdiag.data(), start, end, computeEigenvectors ? m_eivec.data() : (Scalar*)0, n);
}
if (iter <= m_maxIterations * n)
@@ -498,6 +500,7 @@ template<typename SolverType> struct direct_selfadjoint_eigenvalues<SolverType,3
typedef typename SolverType::RealVectorType VectorType;
typedef typename SolverType::Scalar Scalar;
typedef typename MatrixType::Index Index;
typedef typename SolverType::EigenvectorsType EigenvectorsType;
/** \internal
* Computes the roots of the characteristic polynomial of \a m.
@@ -570,7 +573,7 @@ template<typename SolverType> struct direct_selfadjoint_eigenvalues<SolverType,3
&& "invalid option parameter");
bool computeEigenvectors = (options&ComputeEigenvectors)==ComputeEigenvectors;
MatrixType& eivecs = solver.m_eivec;
EigenvectorsType& eivecs = solver.m_eivec;
VectorType& eivals = solver.m_eivalues;
// Shift the matrix to the mean eigenvalue and map the matrix coefficients to [-1:1] to avoid over- and underflow.
@@ -652,6 +655,7 @@ template<typename SolverType> struct direct_selfadjoint_eigenvalues<SolverType,2
typedef typename SolverType::MatrixType MatrixType;
typedef typename SolverType::RealVectorType VectorType;
typedef typename SolverType::Scalar Scalar;
typedef typename SolverType::EigenvectorsType EigenvectorsType;
static inline void computeRoots(const MatrixType& m, VectorType& roots)
{
@@ -673,7 +677,7 @@ template<typename SolverType> struct direct_selfadjoint_eigenvalues<SolverType,2
&& "invalid option parameter");
bool computeEigenvectors = (options&ComputeEigenvectors)==ComputeEigenvectors;
MatrixType& eivecs = solver.m_eivec;
EigenvectorsType& eivecs = solver.m_eivec;
VectorType& eivals = solver.m_eivalues;
// map the matrix coefficients to [-1:1] to avoid over- and underflow.
@@ -732,7 +736,7 @@ SelfAdjointEigenSolver<MatrixType>& SelfAdjointEigenSolver<MatrixType>
}
namespace internal {
template<int StorageOrder,typename RealScalar, typename Scalar, typename Index>
template<typename RealScalar, typename Scalar, typename Index>
static void tridiagonal_qr_step(RealScalar* diag, RealScalar* subdiag, Index start, Index end, Scalar* matrixQ, Index n)
{
using std::abs;
@@ -784,8 +788,7 @@ static void tridiagonal_qr_step(RealScalar* diag, RealScalar* subdiag, Index sta
// apply the givens rotation to the unit matrix Q = Q * G
if (matrixQ)
{
// FIXME if StorageOrder == RowMajor this operation is not very efficient
Map<Matrix<Scalar,Dynamic,Dynamic,StorageOrder> > q(matrixQ,n,n);
Map<Matrix<Scalar,Dynamic,Dynamic,ColMajor> > q(matrixQ,n,n);
q.applyOnTheRight(k,k+1,rot);
}
}

View File

@@ -163,7 +163,7 @@ EIGEN_MAKE_ALIGNED_OPERATOR_NEW_IF_VECTORIZABLE_FIXED_SIZE(_Scalar,_AmbientDim)
* a uniform distribution */
inline VectorType sample() const
{
VectorType r;
VectorType r(dim());
for(Index d=0; d<dim(); ++d)
{
if(!ScalarTraits::IsInteger)

View File

@@ -102,11 +102,11 @@ public:
/** \returns a quaternion representing an identity rotation
* \sa MatrixBase::Identity()
*/
static inline Quaternion<Scalar> Identity() { return Quaternion<Scalar>(1, 0, 0, 0); }
static inline Quaternion<Scalar> Identity() { return Quaternion<Scalar>(Scalar(1), Scalar(0), Scalar(0), Scalar(0)); }
/** \sa QuaternionBase::Identity(), MatrixBase::setIdentity()
*/
inline QuaternionBase& setIdentity() { coeffs() << 0, 0, 0, 1; return *this; }
inline QuaternionBase& setIdentity() { coeffs() << Scalar(0), Scalar(0), Scalar(0), Scalar(1); return *this; }
/** \returns the squared norm of the quaternion's coefficients
* \sa QuaternionBase::norm(), MatrixBase::squaredNorm()

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@@ -65,10 +65,10 @@ class DiagonalPreconditioner
{
typename MatType::InnerIterator it(mat,j);
while(it && it.index()!=j) ++it;
if(it && it.index()==j)
if(it && it.index()==j && it.value()!=Scalar(0))
m_invdiag(j) = Scalar(1)/it.value();
else
m_invdiag(j) = 0;
m_invdiag(j) = Scalar(1);
}
m_isInitialized = true;
return *this;

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@@ -137,9 +137,6 @@ void minimum_degree_ordering(SparseMatrix<Scalar,ColMajor,Index>& C, Permutation
degree[i] = len[i]; // degree of node i
}
mark = internal::cs_wclear<Index>(0, 0, w, n); /* clear w */
elen[n] = -2; /* n is a dead element */
Cp[n] = -1; /* n is a root of assembly tree */
w[n] = 0; /* n is a dead element */
/* --- Initialize degree lists ------------------------------------------ */
for(i = 0; i < n; i++)
@@ -153,7 +150,7 @@ void minimum_degree_ordering(SparseMatrix<Scalar,ColMajor,Index>& C, Permutation
}
d = degree[i];
if(d == 1) /* node i is empty */
if(d == 1 && has_diag) /* node i is empty */
{
elen[i] = -2; /* element i is dead */
nel++;

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@@ -158,6 +158,7 @@ class SparseVector
Index inner = IsColVector ? row : col;
Index outer = IsColVector ? col : row;
EIGEN_ONLY_USED_FOR_DEBUG(outer);
eigen_assert(outer==0);
return insert(inner);
}

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@@ -749,8 +749,8 @@ struct SparseLUMatrixUReturnType : internal::no_assignment_operator
}
else
{
Map<const Matrix<Scalar,Dynamic,Dynamic>, 0, OuterStride<> > A( &(m_mapL.valuePtr()[luptr]), nsupc, nsupc, OuterStride<>(lda) );
Map< Matrix<Scalar,Dynamic,Dynamic>, 0, OuterStride<> > U (&(X(fsupc,0)), nsupc, nrhs, OuterStride<>(n) );
Map<const Matrix<Scalar,Dynamic,Dynamic, ColMajor>, 0, OuterStride<> > A( &(m_mapL.valuePtr()[luptr]), nsupc, nsupc, OuterStride<>(lda) );
Map< Matrix<Scalar,Dynamic,Dynamic, ColMajor>, 0, OuterStride<> > U (&(X(fsupc,0)), nsupc, nrhs, OuterStride<>(n) );
U = A.template triangularView<Upper>().solve(U);
}

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@@ -21,6 +21,8 @@ class SparseLUImpl
{
public:
typedef Matrix<Scalar,Dynamic,1> ScalarVector;
typedef Matrix<Scalar,Dynamic,Dynamic,ColMajor> ScalarMatrix;
typedef Map<ScalarMatrix, 0, OuterStride<> > MappedMatrixBlock;
typedef Matrix<Index,Dynamic,1> IndexVector;
typedef typename ScalarVector::RealScalar RealScalar;
typedef Ref<Matrix<Scalar,Dynamic,1> > BlockScalarVector;

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@@ -153,8 +153,8 @@ Index SparseLUImpl<Scalar,Index>::memInit(Index m, Index n, Index annz, Index lw
{
Index& num_expansions = glu.num_expansions; //No memory expansions so far
num_expansions = 0;
glu.nzumax = glu.nzlumax = (std::min)(fillratio * annz / n, m) * n; // estimated number of nonzeros in U
glu.nzlmax = (std::max)(Index(4), fillratio) * annz / 4; // estimated nnz in L factor
glu.nzumax = glu.nzlumax = (std::min)(fillratio * (annz+1) / n, m) * n; // estimated number of nonzeros in U
glu.nzlmax = (std::max)(Index(4), fillratio) * (annz+1) / 4; // estimated nnz in L factor
// Return the estimated size to the user if necessary
Index tempSpace;
tempSpace = (2*panel_size + 4 + LUNoMarker) * m * sizeof(Index) + (panel_size + 1) * m * sizeof(Scalar);

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@@ -236,7 +236,7 @@ void MappedSuperNodalMatrix<Scalar,Index>::solveInPlace( MatrixBase<Dest>&X) con
Index n = X.rows();
Index nrhs = X.cols();
const Scalar * Lval = valuePtr(); // Nonzero values
Matrix<Scalar,Dynamic,Dynamic> work(n, nrhs); // working vector
Matrix<Scalar,Dynamic,Dynamic, ColMajor> work(n, nrhs); // working vector
work.setZero();
for (Index k = 0; k <= nsuper(); k ++)
{
@@ -267,12 +267,12 @@ void MappedSuperNodalMatrix<Scalar,Index>::solveInPlace( MatrixBase<Dest>&X) con
Index lda = colIndexPtr()[fsupc+1] - luptr;
// Triangular solve
Map<const Matrix<Scalar,Dynamic,Dynamic>, 0, OuterStride<> > A( &(Lval[luptr]), nsupc, nsupc, OuterStride<>(lda) );
Map< Matrix<Scalar,Dynamic,Dynamic>, 0, OuterStride<> > U (&(X(fsupc,0)), nsupc, nrhs, OuterStride<>(n) );
Map<const Matrix<Scalar,Dynamic,Dynamic, ColMajor>, 0, OuterStride<> > A( &(Lval[luptr]), nsupc, nsupc, OuterStride<>(lda) );
Map< Matrix<Scalar,Dynamic,Dynamic, ColMajor>, 0, OuterStride<> > U (&(X(fsupc,0)), nsupc, nrhs, OuterStride<>(n) );
U = A.template triangularView<UnitLower>().solve(U);
// Matrix-vector product
new (&A) Map<const Matrix<Scalar,Dynamic,Dynamic>, 0, OuterStride<> > ( &(Lval[luptr+nsupc]), nrow, nsupc, OuterStride<>(lda) );
new (&A) Map<const Matrix<Scalar,Dynamic,Dynamic, ColMajor>, 0, OuterStride<> > ( &(Lval[luptr+nsupc]), nrow, nsupc, OuterStride<>(lda) );
work.block(0, 0, nrow, nrhs) = A * U;
//Begin Scatter

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@@ -162,11 +162,11 @@ Index SparseLUImpl<Scalar,Index>::column_bmod(const Index jcol, const Index nseg
// points to the beginning of jcol in snode L\U(jsupno)
ufirst = glu.xlusup(jcol) + d_fsupc;
Index lda = glu.xlusup(jcol+1) - glu.xlusup(jcol);
Map<Matrix<Scalar,Dynamic,Dynamic>, 0, OuterStride<> > A( &(glu.lusup.data()[luptr]), nsupc, nsupc, OuterStride<>(lda) );
MappedMatrixBlock A( &(glu.lusup.data()[luptr]), nsupc, nsupc, OuterStride<>(lda) );
VectorBlock<ScalarVector> u(glu.lusup, ufirst, nsupc);
u = A.template triangularView<UnitLower>().solve(u);
new (&A) Map<Matrix<Scalar,Dynamic,Dynamic>, 0, OuterStride<> > ( &(glu.lusup.data()[luptr+nsupc]), nrow, nsupc, OuterStride<>(lda) );
new (&A) MappedMatrixBlock ( &(glu.lusup.data()[luptr+nsupc]), nrow, nsupc, OuterStride<>(lda) );
VectorBlock<ScalarVector> l(glu.lusup, ufirst+nsupc, nrow);
l.noalias() -= A * u;

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@@ -56,7 +56,7 @@ EIGEN_DONT_INLINE void LU_kernel_bmod<SegSizeAtCompileTime>::run(const int segsi
// Dense triangular solve -- start effective triangle
luptr += lda * no_zeros + no_zeros;
// Form Eigen matrix and vector
Map<Matrix<Scalar,SegSizeAtCompileTime,SegSizeAtCompileTime>, 0, OuterStride<> > A( &(lusup.data()[luptr]), segsize, segsize, OuterStride<>(lda) );
Map<Matrix<Scalar,SegSizeAtCompileTime,SegSizeAtCompileTime, ColMajor>, 0, OuterStride<> > A( &(lusup.data()[luptr]), segsize, segsize, OuterStride<>(lda) );
Map<Matrix<Scalar,SegSizeAtCompileTime,1> > u(tempv.data(), segsize);
u = A.template triangularView<UnitLower>().solve(u);
@@ -65,7 +65,7 @@ EIGEN_DONT_INLINE void LU_kernel_bmod<SegSizeAtCompileTime>::run(const int segsi
luptr += segsize;
const Index PacketSize = internal::packet_traits<Scalar>::size;
Index ldl = internal::first_multiple(nrow, PacketSize);
Map<Matrix<Scalar,Dynamic,SegSizeAtCompileTime>, 0, OuterStride<> > B( &(lusup.data()[luptr]), nrow, segsize, OuterStride<>(lda) );
Map<Matrix<Scalar,Dynamic,SegSizeAtCompileTime, ColMajor>, 0, OuterStride<> > B( &(lusup.data()[luptr]), nrow, segsize, OuterStride<>(lda) );
Index aligned_offset = internal::first_aligned(tempv.data()+segsize, PacketSize);
Index aligned_with_B_offset = (PacketSize-internal::first_aligned(B.data(), PacketSize))%PacketSize;
Map<Matrix<Scalar,Dynamic,1>, 0, OuterStride<> > l(tempv.data()+segsize+aligned_offset+aligned_with_B_offset, nrow, OuterStride<>(ldl) );

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@@ -102,7 +102,7 @@ void SparseLUImpl<Scalar,Index>::panel_bmod(const Index m, const Index w, const
if(nsupc >= 2)
{
Index ldu = internal::first_multiple<Index>(u_rows, PacketSize);
Map<Matrix<Scalar,Dynamic,Dynamic>, Aligned, OuterStride<> > U(tempv.data(), u_rows, u_cols, OuterStride<>(ldu));
Map<ScalarMatrix, Aligned, OuterStride<> > U(tempv.data(), u_rows, u_cols, OuterStride<>(ldu));
// gather U
Index u_col = 0;
@@ -136,17 +136,17 @@ void SparseLUImpl<Scalar,Index>::panel_bmod(const Index m, const Index w, const
Index lda = glu.xlusup(fsupc+1) - glu.xlusup(fsupc);
no_zeros = (krep - u_rows + 1) - fsupc;
luptr += lda * no_zeros + no_zeros;
Map<Matrix<Scalar,Dynamic,Dynamic>, 0, OuterStride<> > A(glu.lusup.data()+luptr, u_rows, u_rows, OuterStride<>(lda) );
MappedMatrixBlock A(glu.lusup.data()+luptr, u_rows, u_rows, OuterStride<>(lda) );
U = A.template triangularView<UnitLower>().solve(U);
// update
luptr += u_rows;
Map<Matrix<Scalar,Dynamic,Dynamic>, 0, OuterStride<> > B(glu.lusup.data()+luptr, nrow, u_rows, OuterStride<>(lda) );
MappedMatrixBlock B(glu.lusup.data()+luptr, nrow, u_rows, OuterStride<>(lda) );
eigen_assert(tempv.size()>w*ldu + nrow*w + 1);
Index ldl = internal::first_multiple<Index>(nrow, PacketSize);
Index offset = (PacketSize-internal::first_aligned(B.data(), PacketSize)) % PacketSize;
Map<Matrix<Scalar,Dynamic,Dynamic>, 0, OuterStride<> > L(tempv.data()+w*ldu+offset, nrow, u_cols, OuterStride<>(ldl));
MappedMatrixBlock L(tempv.data()+w*ldu+offset, nrow, u_cols, OuterStride<>(ldl));
L.setZero();
internal::sparselu_gemm<Scalar>(L.rows(), L.cols(), B.cols(), B.data(), B.outerStride(), U.data(), U.outerStride(), L.data(), L.outerStride());

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@@ -71,7 +71,7 @@ Index SparseLUImpl<Scalar,Index>::pivotL(const Index jcol, const RealScalar& dia
// Determine the largest abs numerical value for partial pivoting
Index diagind = iperm_c(jcol); // diagonal index
RealScalar pivmax = 0.0;
RealScalar pivmax(-1.0);
Index pivptr = nsupc;
Index diag = emptyIdxLU;
RealScalar rtemp;
@@ -87,8 +87,9 @@ Index SparseLUImpl<Scalar,Index>::pivotL(const Index jcol, const RealScalar& dia
}
// Test for singularity
if ( pivmax == 0.0 ) {
pivrow = lsub_ptr[pivptr];
if ( pivmax <= RealScalar(0.0) ) {
// if pivmax == -1, the column is structurally empty, otherwise it is only numerically zero
pivrow = pivmax < RealScalar(0.0) ? diagind : lsub_ptr[pivptr];
perm_r(pivrow) = jcol;
return (jcol+1);
}

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@@ -324,23 +324,15 @@ macro(ei_get_compilerver VAR)
# on all other system we rely on ${CMAKE_CXX_COMPILER}
# supporting a "--version" or "/version" flag
if(WIN32 AND NOT CYGWIN)
if(WIN32 AND ${CMAKE_CXX_COMPILER_ID} EQUAL "Intel")
set(EIGEN_CXX_FLAG_VERSION "/version")
else()
set(EIGEN_CXX_FLAG_VERSION "--version")
endif()
# check whether the head command exists
find_program(HEAD_EXE head NO_CMAKE_ENVIRONMENT_PATH NO_CMAKE_PATH NO_CMAKE_SYSTEM_PATH)
if(HEAD_EXE)
execute_process(COMMAND ${CMAKE_CXX_COMPILER} ${EIGEN_CXX_FLAG_VERSION}
COMMAND head -n 1
OUTPUT_VARIABLE eigen_cxx_compiler_version_string OUTPUT_STRIP_TRAILING_WHITESPACE)
else()
execute_process(COMMAND ${CMAKE_CXX_COMPILER} ${EIGEN_CXX_FLAG_VERSION}
OUTPUT_VARIABLE eigen_cxx_compiler_version_string OUTPUT_STRIP_TRAILING_WHITESPACE)
string(REGEX REPLACE "[\n\r].*" "" eigen_cxx_compiler_version_string ${eigen_cxx_compiler_version_string})
endif()
execute_process(COMMAND ${CMAKE_CXX_COMPILER} ${EIGEN_CXX_FLAG_VERSION}
OUTPUT_VARIABLE eigen_cxx_compiler_version_string OUTPUT_STRIP_TRAILING_WHITESPACE)
string(REGEX REPLACE "[\n\r].*" "" eigen_cxx_compiler_version_string ${eigen_cxx_compiler_version_string})
ei_get_compilerver_from_cxx_version_string("${eigen_cxx_compiler_version_string}" CNAME CVER)
set(${VAR} "${CNAME}-${CVER}")

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@@ -11,6 +11,7 @@ namespace Eigen {
- \subpage TopicCustomizingEigen
- \subpage TopicMultiThreading
- \subpage TopicUsingIntelMKL
- \subpage TopicPitfalls
- \subpage TopicTemplateKeyword
- \subpage UserManual_UnderstandingEigen
*/

38
doc/Pitfalls.dox Normal file
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@@ -0,0 +1,38 @@
namespace Eigen {
/** \page TopicPitfalls Common pitfalls
\section TopicPitfalls_template_keyword Compilation error with template methods
See this \link TopicTemplateKeyword page \endlink.
\section TopicPitfalls_auto_keyword C++11 and the auto keyword
In short: do not use the auto keywords with Eigen's expressions, unless you are 100% sure about what you are doing. In particular, do not use the auto keyword as a replacement for a Matrix<> type. Here is an example:
\code
MatrixXd A, B;
auto C = A*B;
for(...) { ... w = C * v; ...}
\endcode
In this example, the type of C is not a MatrixXd but an abstract expression representing a matrix product and storing references to A and B. Therefore, the product of A*B will be carried out multiple times, once per iteration of the for loop. Moreover, if the coefficients of A or B change during the iteration, then C will evaluate to different values.
Here is another example leading to a segfault:
\code
auto C = ((A+B).eval()).transpose();
// do something with C
\endcode
The problem is that eval() returns a temporary object (in this case a MatrixXd) which is then referenced by the Transpose<> expression. However, this temporary is deleted right after the first line, and there the C expression reference a dead object. The same issue might occur when sub expressions are automatically evaluated by Eigen as in the following example:
\code
VectorXd u, v;
auto C = u + (A*v).normalized();
// do something with C
\endcode
where the normalized() method has to evaluate the expensive product A*v to avoid evaluating it twice. On the other hand, the following example is perfectly fine:
\code
auto C = (u + (A*v).normalized()).eval();
\endcode
In this case, C will be a regular VectorXd object.
*/
}

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@@ -40,7 +40,8 @@ Since Eigen version 3.1 and later, users can benefit from built-in Intel MKL opt
<a href="http://eigen.tuxfamily.org/Counter/redirect_to_mkl.php"> Intel MKL </a> provides highly optimized multi-threaded mathematical routines for x86-compatible architectures.
Intel MKL is available on Linux, Mac and Windows for both Intel64 and IA32 architectures.
\warning Be aware that Intel® MKL is a proprietary software. It is the responsibility of the users to buy MKL licenses for their products. Moreover, the license of the user product has to allow linking to proprietary software that excludes any unmodified versions of the GPL.
\note
Intel® MKL is a proprietary software and it is the responsibility of users to buy or register for community (free) Intel MKL licenses for their products. Moreover, the license of the user product has to allow linking to proprietary software that excludes any unmodified versions of the GPL.
Using Intel MKL through Eigen is easy:
-# define the \c EIGEN_USE_MKL_ALL macro before including any Eigen's header

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@@ -172,6 +172,8 @@ void test_geo_alignedbox()
CALL_SUBTEST_9( alignedbox(AlignedBox1i()) );
CALL_SUBTEST_10( alignedbox(AlignedBox2i()) );
CALL_SUBTEST_11( alignedbox(AlignedBox3i()) );
CALL_SUBTEST_14( alignedbox(AlignedBox<double,Dynamic>(4)) );
}
CALL_SUBTEST_12( specificTest1() );
CALL_SUBTEST_13( specificTest2() );

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@@ -277,7 +277,17 @@ int generate_sparse_square_problem(Solver&, typename Solver::MatrixType& A, Dens
return size;
}
template<typename Solver> void check_sparse_square_solving(Solver& solver)
struct prune_column {
int m_col;
prune_column(int col) : m_col(col) {}
template<class Scalar>
bool operator()(int, int col, const Scalar&) const {
return col != m_col;
}
};
template<typename Solver> void check_sparse_square_solving(Solver& solver, bool checkDeficient = false)
{
typedef typename Solver::MatrixType Mat;
typedef typename Mat::Scalar Scalar;
@@ -309,6 +319,13 @@ template<typename Solver> void check_sparse_square_solving(Solver& solver)
b = DenseVector::Zero(size);
check_sparse_solving(solver, A, b, dA, b);
}
// regression test for Bug 792 (structurally rank deficient matrices):
if(checkDeficient && size>1) {
int col = internal::random<int>(0,size-1);
A.prune(prune_column(col));
solver.compute(A);
VERIFY_IS_EQUAL(solver.info(), NumericalIssue);
}
}
// First, get the folder

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@@ -41,9 +41,9 @@ template<typename T> void test_sparselu_T()
SparseLU<SparseMatrix<T, ColMajor>, AMDOrdering<int> > sparselu_amd;
SparseLU<SparseMatrix<T, ColMajor, long int>, NaturalOrdering<long int> > sparselu_natural;
check_sparse_square_solving(sparselu_colamd);
check_sparse_square_solving(sparselu_amd);
check_sparse_square_solving(sparselu_natural);
check_sparse_square_solving(sparselu_colamd, true);
check_sparse_square_solving(sparselu_amd, true);
check_sparse_square_solving(sparselu_natural,true);
check_sparse_square_abs_determinant(sparselu_colamd);
check_sparse_square_abs_determinant(sparselu_amd);

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@@ -111,6 +111,18 @@ template<typename ArrayType> void vectorwiseop_array(const ArrayType& m)
m2.rowwise() /= m2.colwise().sum();
VERIFY_IS_APPROX(m2, m1.rowwise() / m1.colwise().sum());
}
// all/any
Array<bool,Dynamic,Dynamic> mb(rows,cols);
mb = (m1.real()<=0.7).colwise().all();
VERIFY( (mb.col(c) == (m1.real().col(c)<=0.7).all()).all() );
mb = (m1.real()<=0.7).rowwise().all();
VERIFY( (mb.row(r) == (m1.real().row(r)<=0.7).all()).all() );
mb = (m1.real()>=0.7).colwise().any();
VERIFY( (mb.col(c) == (m1.real().col(c)>=0.7).any()).all() );
mb = (m1.real()>=0.7).rowwise().any();
VERIFY( (mb.row(r) == (m1.real().row(r)>=0.7).any()).all() );
}
template<typename MatrixType> void vectorwiseop_matrix(const MatrixType& m)