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eigen/Eigen/Cholesky

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Add missing licence header to some top header files
2015-10-26 18:46:05 +08:00
// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// This Source Code Form is subject to the terms of the Mozilla
// Public License v. 2.0. If a copy of the MPL was not distributed
// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
Enable vectorization of product with dynamic matrices, extended cache optimal product to work in any row/column major situations, and a few bugfixes (forgot to add the Cholesky header, vectorization of CwiseBinary)
2008-05-01 21:53:05 +08:00
#ifndef EIGEN_CHOLESKY_MODULE_H
#define EIGEN_CHOLESKY_MODULE_H
#include "Core"
bug #1455: Cholesky module depends on Jacobi for rank-updates.
2017-08-22 17:37:32 +08:00
#include "Jacobi"
Enable vectorization of product with dynamic matrices, extended cache optimal product to work in any row/column major situations, and a few bugfixes (forgot to add the Cholesky header, vectorization of CwiseBinary)
2008-05-01 21:53:05 +08:00
shut up stupid ICC warnings
2011-02-22 22:31:22 +08:00
#include "src/Core/util/DisableStupidWarnings.h"
Patch by Kenneth Riddile: disable MSVC warnings, reenable them outside of Eigen, and add a MSVC-friendly path in StaticAssert.
2008-12-19 04:48:02 +08:00
Add .perpendicular() function in Geometry module (adapted from Eigen1) Documentation: * add an overview for each module. * add an example for .all() and Cwise::operator<
2008-07-22 18:54:42 +08:00
/** \defgroup Cholesky_Module Cholesky module
* label Cholesky and solveTriangular.* as experimental * improve Experimental.dox * update urls from /api/ to /dox/
2009-02-02 22:21:35 +08:00
*
Remove \nonstable yet. The stability rules for Eigen3 are much simpler: - all what's not in unsupported/ is considered stable API (except internal stuff e.g. expression templates).
2010-06-29 22:10:47 +08:00
*
* label Cholesky and solveTriangular.* as experimental * improve Experimental.dox * update urls from /api/ to /dox/
2009-02-02 22:21:35 +08:00
*
Add .perpendicular() function in Geometry module (adapted from Eigen1) Documentation: * add an overview for each module. * add an example for .all() and Cwise::operator<
2008-07-22 18:54:42 +08:00
* This module provides two variants of the Cholesky decomposition for selfadjoint (hermitian) matrices.
doc: Add references to Cholesky methods in SelfAdjointView.
2014-04-07 21:14:48 +08:00
* Those decompositions are also accessible via the following methods:
* - MatrixBase::llt()
Big API change in Cholesky module: * rename Cholesky to LLT * rename CholeskyWithoutSquareRoot to LDLT * rename MatrixBase::cholesky() to llt() * rename MatrixBase::choleskyNoSqrt() to ldlt() * make {LLT,LDLT}::solve() API consistent with other modules Note that we are going to keep a source compatibility untill the next beta release. E.g., the "old" Cholesky* classes, etc are still available for some time. To be clear, Eigen beta2 should be (hopefully) source compatible with beta1, and so beta2 will contain all the deprecated API of beta1. Those features marked as deprecated will be removed in beta3 (or in the final 2.0 if there is no beta 3 !). Also includes various updated in sparse Cholesky.
2008-10-13 23:53:27 +08:00
* - MatrixBase::ldlt()
doc: Add references to Cholesky methods in SelfAdjointView.
2014-04-07 21:14:48 +08:00
* - SelfAdjointView::llt()
* - SelfAdjointView::ldlt()
Add .perpendicular() function in Geometry module (adapted from Eigen1) Documentation: * add an overview for each module. * add an example for .all() and Cwise::operator<
2008-07-22 18:54:42 +08:00
*
* \code
* #include <Eigen/Cholesky>
* \endcode
*/
Big API change in Cholesky module: * rename Cholesky to LLT * rename CholeskyWithoutSquareRoot to LDLT * rename MatrixBase::cholesky() to llt() * rename MatrixBase::choleskyNoSqrt() to ldlt() * make {LLT,LDLT}::solve() API consistent with other modules Note that we are going to keep a source compatibility untill the next beta release. E.g., the "old" Cholesky* classes, etc are still available for some time. To be clear, Eigen beta2 should be (hopefully) source compatible with beta1, and so beta2 will contain all the deprecated API of beta1. Those features marked as deprecated will be removed in beta3 (or in the final 2.0 if there is no beta 3 !). Also includes various updated in sparse Cholesky.
2008-10-13 23:53:27 +08:00
#include "src/Cholesky/LLT.h"
#include "src/Cholesky/LDLT.h"
add a "using MKL" documentation page, add a minimal documentation of PARDISO wrapper classes, refine a bit the EIGEN_USE_* logic
2011-12-09 23:52:37 +08:00
#ifdef EIGEN_USE_LAPACKE
use MKL's lapacke.h header when using MKL
2017-08-18 03:58:39 +08:00
#ifdef EIGEN_USE_MKL
#include "mkl_lapacke.h"
#else
Clean references to MKL in LAPACKe support.
2016-07-26 00:20:08 +08:00
#include "src/misc/lapacke.h"
use MKL's lapacke.h header when using MKL
2017-08-18 03:58:39 +08:00
#endif
Rename MKL files
2016-07-26 00:00:47 +08:00
#include "src/Cholesky/LLT_LAPACKE.h"
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 15:52:21 +08:00
#endif
Enable vectorization of product with dynamic matrices, extended cache optimal product to work in any row/column major situations, and a few bugfixes (forgot to add the Cholesky header, vectorization of CwiseBinary)
2008-05-01 21:53:05 +08:00
shut up stupid ICC warnings
2011-02-22 22:31:22 +08:00
#include "src/Core/util/ReenableStupidWarnings.h"
Patch by Kenneth Riddile: disable MSVC warnings, reenable them outside of Eigen, and add a MSVC-friendly path in StaticAssert.
2008-12-19 04:48:02 +08:00
Enable vectorization of product with dynamic matrices, extended cache optimal product to work in any row/column major situations, and a few bugfixes (forgot to add the Cholesky header, vectorization of CwiseBinary)
2008-05-01 21:53:05 +08:00
#endif // EIGEN_CHOLESKY_MODULE_H
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