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eigen/Eigen/QR

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Added Triangular expression to extract upper or lower (strictly or not) part of a matrix. Triangular also provide an optimised method for forward and backward substitution. Further optimizations regarding assignments and products might come later. Updated determinant() to take into account triangular matrices. Started the QR module with a QR decompostion algorithm. Help needed to build a QR algorithm (eigen solver) based on it.
2008-04-27 02:26:05 +08:00
#ifndef EIGEN_QR_MODULE_H
#define EIGEN_QR_MODULE_H
#include "Core"
Add QR and Cholesky module instantiations in the lib. To try it with the unit tests set the cmake variable TEST_LIB to ON.
2008-06-14 21:02:41 +08:00
// Note that EIGEN_HIDE_HEAVY_CODE has to be defined per module
#if (defined EIGEN_EXTERN_INSTANTIATIONS) && (EIGEN_EXTERN_INSTANTIATIONS>=2)
#ifndef EIGEN_HIDE_HEAVY_CODE
#define EIGEN_HIDE_HEAVY_CODE
#endif
#elif defined EIGEN_HIDE_HEAVY_CODE
#undef EIGEN_HIDE_HEAVY_CODE
#endif
Added Triangular expression to extract upper or lower (strictly or not) part of a matrix. Triangular also provide an optimised method for forward and backward substitution. Further optimizations regarding assignments and products might come later. Updated determinant() to take into account triangular matrices. Started the QR module with a QR decompostion algorithm. Help needed to build a QR algorithm (eigen solver) based on it.
2008-04-27 02:26:05 +08:00
namespace Eigen {
-fix certain #includes -fix CMakeLists, public headers weren't getting installed
2008-05-13 05:15:17 +08:00
#include "src/QR/QR.h"
* added a Tridiagonalization class for selfadjoint matrices * added MatrixBase::real() * added the ability to extract a selfadjoint matrix from the lower or upper part of a matrix, e.g.: m.extract<Upper|SelfAdjoint>() will ignore the strict lower part and return a selfadjoint. This is compatible with ZeroDiag and UnitDiag.
2008-06-02 01:20:18 +08:00
#include "src/QR/Tridiagonalization.h"
-fix certain #includes -fix CMakeLists, public headers weren't getting installed
2008-05-13 05:15:17 +08:00
#include "src/QR/EigenSolver.h"
Rewrite from scratch of the eigen solver for symmetric matrices which now supports selfadjoint matrix. The implementation follows Golub's famous book.
2008-06-02 08:30:26 +08:00
#include "src/QR/SelfAdjointEigenSolver.h"
Added a Hessenberg decomposition class for both real and complex matrices. This is the first step towards a non-selfadjoint eigen solver. Notes: - We might consider merging Tridiagonalization and Hessenberg toghether ? - Or we could factorize some code into a Householder class (could also be shared with QR)
2008-06-08 23:03:23 +08:00
#include "src/QR/HessenbergDecomposition.h"
Added Triangular expression to extract upper or lower (strictly or not) part of a matrix. Triangular also provide an optimised method for forward and backward substitution. Further optimizations regarding assignments and products might come later. Updated determinant() to take into account triangular matrices. Started the QR module with a QR decompostion algorithm. Help needed to build a QR algorithm (eigen solver) based on it.
2008-04-27 02:26:05 +08:00
Add QR and Cholesky module instantiations in the lib. To try it with the unit tests set the cmake variable TEST_LIB to ON.
2008-06-14 21:02:41 +08:00
// declare all classes for a given matrix type
#define EIGEN_QR_MODULE_INSTANTIATE_TYPE(MATRIXTYPE,PREFIX) \
PREFIX template class QR<MATRIXTYPE>; \
PREFIX template class Tridiagonalization<MATRIXTYPE>; \
PREFIX template class HessenbergDecomposition<MATRIXTYPE>; \
PREFIX template class SelfAdjointEigenSolver<MATRIXTYPE>
// removed because it does not support complex yet
// PREFIX template class EigenSolver<MATRIXTYPE>
// declare all class for all types
#define EIGEN_QR_MODULE_INSTANTIATE(PREFIX) \
EIGEN_QR_MODULE_INSTANTIATE_TYPE(Matrix2f,PREFIX); \
EIGEN_QR_MODULE_INSTANTIATE_TYPE(Matrix2d,PREFIX); \
EIGEN_QR_MODULE_INSTANTIATE_TYPE(Matrix3f,PREFIX); \
EIGEN_QR_MODULE_INSTANTIATE_TYPE(Matrix3d,PREFIX); \
EIGEN_QR_MODULE_INSTANTIATE_TYPE(Matrix4f,PREFIX); \
EIGEN_QR_MODULE_INSTANTIATE_TYPE(Matrix4d,PREFIX); \
EIGEN_QR_MODULE_INSTANTIATE_TYPE(MatrixXf,PREFIX); \
EIGEN_QR_MODULE_INSTANTIATE_TYPE(MatrixXd,PREFIX); \
EIGEN_QR_MODULE_INSTANTIATE_TYPE(MatrixXcf,PREFIX); \
EIGEN_QR_MODULE_INSTANTIATE_TYPE(MatrixXcd,PREFIX)
#ifdef EIGEN_EXTERN_INSTANTIATIONS
EIGEN_QR_MODULE_INSTANTIATE(extern);
#endif // EIGEN_EXTERN_INSTANTIATIONS
Added Triangular expression to extract upper or lower (strictly or not) part of a matrix. Triangular also provide an optimised method for forward and backward substitution. Further optimizations regarding assignments and products might come later. Updated determinant() to take into account triangular matrices. Started the QR module with a QR decompostion algorithm. Help needed to build a QR algorithm (eigen solver) based on it.
2008-04-27 02:26:05 +08:00
} // namespace Eigen
#endif // EIGEN_QR_MODULE_H
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