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Previously, when computing the derivative, it used a relative error threshold. Now it uses an absolute error threshold. The behavior for computing the value is unchanged. This makes more sense since we do not expect the derivative to often be close to zero. This change makes the derivatives about 30% faster across the board. The error for the igamma_der_a is almost unchanged, while for gamma_sample_der_alpha it is a bit worse for float32 and unchanged for float64.
This directory contains contributions from various users. They are provided "as is", without any support. Nevertheless, most of them are subject to be included in Eigen in the future. In order to use an unsupported module you have to do either: - add the path_to_eigen/unsupported directory to your include path and do: #include <Eigen/ModuleHeader> - or directly do: #include <unsupported/Eigen/ModuleHeader> If you are interested in contributing to one of them, or have other stuff you would like to share, feel free to contact us: http://eigen.tuxfamily.org/index.php?title=Main_Page#Mailing_list Any kind of contributions are much appreciated, even very preliminary ones. However, it: - must rely on Eigen, - must be highly related to math, - should have some general purpose in the sense that it could potentially become an offical Eigen module (or be merged into another one). In doubt feel free to contact us. For instance, if your addons is very too specific but it shows an interesting way of using Eigen, then it could be a nice demo. This directory is organized as follow: unsupported/Eigen/ModuleHeader1 unsupported/Eigen/ModuleHeader2 unsupported/Eigen/... unsupported/Eigen/src/Module1/SourceFile1.h unsupported/Eigen/src/Module1/SourceFile2.h unsupported/Eigen/src/Module1/... unsupported/Eigen/src/Module2/SourceFile1.h unsupported/Eigen/src/Module2/SourceFile2.h unsupported/Eigen/src/Module2/... unsupported/Eigen/src/... unsupported/doc/snippets/.cpp <- code snippets for the doc unsupported/doc/examples/.cpp <- examples for the doc unsupported/doc/TutorialModule1.dox unsupported/doc/TutorialModule2.dox unsupported/doc/... unsupported/test/.cpp <- unit test files The documentation is generated at the same time than the main Eigen documentation. The .html files are generated in: build_dir/doc/html/unsupported/