Commit Graph

40 Commits

Author SHA1 Message Date
Gael Guennebaud
5e890d3ad7 Improve further the accuracy of JacobiSVD wrt under/overflow while improving speed for small matrices (hypot is very slow). 2014-09-10 23:11:58 +02:00
Gael Guennebaud
84a7ead059 Add one more regression test for bug #791. 2014-09-10 11:59:45 +02:00
Gael Guennebaud
d6236d3b26 Fix bug #791: infinite loop in JacobiSVD in the presence of NaN. 2014-09-10 11:54:20 +02:00
Gael Guennebaud
da62eb22e4 bug #843: fix jacobisvd for complexes and extend respective unit test to chack with random tricky matrices 2014-07-17 17:09:15 +02:00
Gael Guennebaud
654eab3bd6 Add scaling in JacobiSVD to avoid overflows 2013-11-19 11:53:48 +01:00
Gael Guennebaud
ad1dc50b57 Check for minimal norm solutions 2013-11-03 13:19:55 +01:00
Gael Guennebaud
019dcfc21d JacobiSVD: move from Lapack to Matlab strategy for the default threshold 2013-11-03 13:18:56 +01:00
Gael Guennebaud
95f8a738ea Introduce a TEST_SET_BUT_UNUSED_VARIABLE macro for initialized but unused variables in the unit tests and also fix a few other warnings. 2013-06-25 11:42:04 +02:00
Gael Guennebaud
d1d7a1ade9 Workaround a bunch of stupid warnings in unit tests 2013-06-23 19:11:32 +02:00
Gael Guennebaud
899c0c2b6c Clean source code and unit tests with respect to -Wunused-local-typedefs 2013-04-10 22:27:35 +02:00
Benoit Jacob
69124cfca2 Automatic relicensing to MPL2 using Keirs script. Manual fixup follows. 2012-07-13 14:42:47 -04:00
Gael Guennebaud
13abb37721 shutup floating point underflow warning for this specific unit test 2012-01-31 23:18:17 +01:00
Gael Guennebaud
15ea999f84 pushed too fast the previous one 2011-12-23 23:22:31 +01:00
Gael Guennebaud
901bcdd2a8 the previous test works for Dynamic sizes only 2011-12-23 23:16:43 +01:00
Gael Guennebaud
96a18ef230 add a reconstruction test 2011-12-23 23:15:08 +01:00
Jitse Niesen
17c321617d Fix bug #286: Infinite loop in JacobiSVD with denormals 2011-09-27 14:25:02 +01:00
Gael Guennebaud
42e2578ef9 the min/max macros to detect unprotected min/max were undefined by some std header,
so let's declare them after and do the respective fixes ;)
2011-08-19 14:18:05 +02:00
Gael Guennebaud
a8f66fec65 add the possibility to configure the maximal matrix size in the unit tests 2011-07-12 14:41:00 +02:00
Benoit Jacob
bfcad536e8 * bug #206: correctly forward computationOptions and work towards avoiding mallocs after preallocation, with unit test.
* added EIGEN_RUNTIME_NO_MALLOC and new set_is_malloc_allowed() function to implement that test
2011-03-06 20:59:25 -05:00
Gael Guennebaud
2d5ea82807 fix bug #176 (workaround a too aggressive optimization made by ICC) 2011-02-21 11:00:07 +01:00
Benoit Jacob
4716040703 bug #86 : use internal:: namespace instead of ei_ prefix 2010-10-25 10:15:22 -04:00
Benoit Jacob
9044c98cff work around stupid msvc error when constructing at compile time an expression
that involves a division by zero, even if the numeric type has floating point
2010-10-19 21:56:11 -04:00
Benoit Jacob
8356bc8d06 add jacobiSvd() method, update test & docs 2010-10-17 09:40:52 -04:00
Benoit Jacob
8f0e80fe30 JacobiSVD:
* fix preallocating constructors, allocate U and V of the right size for computation options
  * complete documentation and internal comments
  * improve unit test, test inf/nan values
2010-10-14 10:14:43 -04:00
Benoit Jacob
bcb9068268 fix bug #44: use VERIFY_IS_APPROX instead of exact comparison to please x87 extended precision 2010-10-13 09:40:57 -04:00
Benoit Jacob
75e60121f4 add Jacobi unit test. jacobi_5 fails, exposing bug #39. 2010-10-12 09:12:36 -04:00
Benoit Jacob
b8bb804007 set ColPivHouseholderQR as default preconditioner for JacobiSVD 2010-10-11 21:00:42 -04:00
Benoit Jacob
5c3d21693b implement JacobiSVD::solve() and expand the unit test 2010-10-11 15:36:04 -04:00
Benoit Jacob
8ba8d90063 add option to compute thin U/V.
By default nothing is computed. You have to ask explicitly for thin/full U/V if you want them.
2010-10-08 10:42:40 -04:00
Benoit Jacob
6fad2eb97b Rework JacobiSVD api / template parameters.
There is now an integer QRPreconditioner template parameter, defaulting to full-piv QR.
Since we have to special-case each QR dec anyway, a template template parameter didn't add much value here.
There is an option NoQRPreconditioner if you know your matrices are already square (auto-detected for fixed-size matrices).
2010-10-08 10:42:32 -04:00
Gael Guennebaud
28e64b0da3 email change 2010-06-24 23:21:58 +02:00
Hauke Heibel
f1679c7185 Utilize Index in all unit tests. 2010-06-20 17:37:56 +02:00
Adolfo Rodriguez Tsouroukdissian
28dde19e40 - Added problem size constructor to decompositions that did not have one. It preallocates member data structures.
- Updated unit tests to check above constructor.
- In the compute() method of decompositions: Made temporary matrices/vectors class members to avoid heap allocations during compute() (when dynamic matrices are used, of course).

These  changes can speed up decomposition computation time when a solver instance is used to solve multiple same-sized problems. An added benefit is that the compute() method can now be invoked in contexts were heap allocations are forbidden, such as in real-time control loops.

CAVEAT: Not all of the decompositions in the Eigenvalues module have a heap-allocation-free compute() method. A future patch may address this issue, but some required API changes need to be incorporated first.
2010-04-21 17:15:57 +02:00
Hauke Heibel
325da2ea3c Fixed conservativeResize.
Fixed multiple overloads for operator=.
Removed debug output.
2010-01-11 13:57:50 +01:00
Benoit Jacob
8860203e6a fix stuff after the PermutationMatrix changes.
I still have JacobiSVD errors when cols>rows
2009-11-18 12:41:24 -05:00
Benoit Jacob
2840ac7e94 big huge changes, so i dont remember everything.
* renaming, e.g. LU ---> FullPivLU
* split tests framework: more robust, e.g. dont generate empty tests if a number is skipped
* make all remaining tests use that splitting, as needed.
* Fix 4x4 inversion (see stable branch)
* Transform::inverse() and geo_transform test : adapt to new inverse() API, it was also trying to instantiate inverse() for 3x4 matrices.
* CMakeLists: more robust regexp to parse the version number
* misc fixes in unit tests
2009-10-28 18:19:29 -04:00
Gael Guennebaud
49dd5d7847 * add a HouseholderSequence class (not good enough yet for Triadiagonalization and HessenbergDecomposition)
* rework a bit AnyMatrixBase, and mobe it to a separate file
2009-09-16 14:35:42 +02:00
Benoit Jacob
7aa6fd3625 big reorganization in JacobiSVD:
- R-SVD preconditioning now done with meta selectors to avoid compiling useless code
- SVD options now honored, with options to hint "at least as many rows as cols" etc...
- fix compilation in bad cases (rectangular and fixed-size)
- the check for termination is now done on the fly, no more goto (should have done that earlier!)
2009-09-03 02:53:51 -04:00
Benoit Jacob
e6b77bcc6b JacobiSVD: implement general R-SVD using full-pivoting QR, so we now support any rectangular matrix size by reducing to the smaller of the two dimensions (which is also an optimization) 2009-09-02 06:36:55 -04:00
Benoit Jacob
6e4e94ff32 * JacobiSVD:
- support complex numbers
 - big rewrite of the 2x2 kernel, much more robust
* Jacobi:
 - fix weirdness in initial design, e.g. applyJacobiOnTheRight actually did the inverse transformation
 - fully support complex numbers
 - fix logic to decide whether to vectorize
 - remove several clumsy methods

fix for complex numbers
2009-08-31 22:26:15 -04:00