Commit Graph

83 Commits

Author SHA1 Message Date
Benoit Jacob
0182695204 move cholesky to ei_xxx_return_value 2009-11-03 11:34:45 -05:00
Benoit Jacob
6b48e932e9 *port the Cholesky module to the new solve() API
*improve documentation
2009-10-29 21:11:05 -04:00
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
b56bb441dd add a stable_norm unit test 2009-09-07 12:46:16 +02:00
Gael Guennebaud
0103de8512 bugfix in trsm 2009-08-02 15:32:43 +02:00
Gael Guennebaud
48fc64458c add blocked LLT, and bugfix in trsm asserts 2009-08-01 23:42:51 +02:00
Gael Guennebaud
1a1b2e9f27 finally directly calling the low-level products is faster 2009-07-10 10:41:26 +02:00
Gael Guennebaud
79877a9917 * take advantage of new possibilies in LLT (mat -= product)
* fix Block::operator+= product which was not optimized
* fix some compilation issues
2009-07-07 15:32:21 +02:00
Gael Guennebaud
1aea45335f * bybye Part, welcome TriangularView and SelfAdjointView.
* move solveTriangular*() to TriangularView::solve*()
* move .llt() to SelfAdjointView
* add a high level wrapper to the efficient selfadjoint * vector product
* improve LLT so that we can specify which triangular part is meaningless
=> there are still many things to do (doc, cleaning, improve the matrix products, etc.)
2009-07-06 23:43:20 +02:00
Benoit Jacob
7667a93cbe merge 2009-05-22 20:31:26 +02:00
Benoit Jacob
6347b1db5b remove sentence "Eigen itself is part of the KDE project."
it never made very precise sense. but now does it still make any?
2009-05-22 20:25:33 +02:00
Hauke Heibel
c7303a876f Oops, here the actual LLT and LDLT patch. 2009-05-22 15:58:20 +02:00
Gael Guennebaud
9b256d997e various minor updates of some unit tests 2009-05-11 11:09:41 +00:00
Benoit Jacob
2f45eeb0c6 More Cholesky fixes.
* Cholesky decs are NOT rank revealing so remove all the rank/isPositiveDefinite etc stuff.
* fix bug in LLT: s/return/continue/
* introduce machine_epsilon constants, they are actually needed for Higman's formula determining
  the cutoff in Cholesky. Btw fix the page reference to his book (chat with Keir).
* solve methods always return true, since this isn't a rank revealing dec. Actually... they already did always return true!! Now it's explicit.
* updated dox and unit-test
2009-04-01 00:21:16 +00:00
Benoit Jacob
a1ba995f05 Many improvements in LLT and LDLT:
* in LDLT, support the negative semidefinite case
* fix bad floating-point comparisons, improves greatly the accuracy of methods like
  isPositiveDefinite() and rank()
* simplifications
* identify (but not resolve) bug: claim that only triangular part is used, is inaccurate
* expanded unit-tests
2009-03-30 21:45:45 +00:00
Keir Mierle
b9a82be727 Add full pivoting to LDLT decomposition. 2009-02-03 17:50:35 +00:00
Benoit Jacob
5f43a42ee7 * remove set(), revert to old behavior where = resizes
* try to be clever in matrix ctors and operator=: be lazy when we can, always allow
  to copy rowvector into columnvector, check the template parameters,
  try to factor the code better
* add missing copy ctor in UnalignedType
* fix bug in the traits of DiagonalProduct
* renaming: EIGEN_TUNE_FOR_CPU_CACHE_SIZE
* update the dox a little
2009-01-21 17:10:23 +00:00
Gael Guennebaud
87241089e1 Sparse module: bugfix in SparseMatrix::resize(), now the indices are
correctly initialized to 0.
2009-01-15 13:30:50 +00:00
Benoit Jacob
84bb868f07 * more MSVC warning fixes from Kenneth Riddile
* actually GCC 4.3.0 has a bug, "deprecated" placed at the end
  of a function prototype doesn't have any effect, moving them to
  the start of the function prototype makes it actually work!
* finish porting the cholesky unit-test to the new LLT/LDLT,
  after the above fix revealed a deprecated warning
2008-12-19 02:59:04 +00:00
Gael Guennebaud
8ea8b481de As discussed on ML:
* remove the automatic resizing feature of operator =
 * add function Matrix::set() to be used when the previous
   behavior is wanted
 * the default constructor of dynamic-size matrices now
   creates a "null" matrix (data=0, rows = cols = 0)
   instead of a 1x1 matrix
 * fix UnixX typos ;)
2008-10-24 21:42:03 +00:00
Gael Guennebaud
765219aa51 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 15:53:27 +00:00
Gael Guennebaud
c29c7b0ea9 Fix bugs reported by Timothy Hunter:
* CholeskyWithoutSqrt with 1x1 matrices
 * .part<Diagonal>()
Updated unit tests to handle these cases
2008-09-03 20:52:26 +00:00
Benoit Jacob
46fe7a3d9e if EIGEN_NICE_RANDOM is defined, the random functions will return numbers with
few bits left of the comma and for floating-point types will never return zero.
This replaces the custom functions in test/main.h, so one does not anymore need
to think about that when writing tests.
2008-09-01 17:31:21 +00:00
Gael Guennebaud
2120fed849 * bug fixes in: Dot, generalized eigen problem, singular matrix detetection in Cholesky
* fix all numerical instabilies in the unit tests, now all tests can be run 2000 times
  with almost zero failures.
2008-08-23 15:14:20 +00:00
Gael Guennebaud
f0394edfa7 * bugfix in SolveTriangular found by Timothy Hunter (did not compiled for very small fixed size matrices)
* bugfix in Dot unroller
* added special random generator for the unit tests and reduced the tolerance threshold by an order of magnitude
  this fixes issues with sum.cpp but other tests still failed sometimes, this have to be carefully checked...
2008-08-22 17:48:36 +00:00
Gael Guennebaud
fd681507dc Add a packetmath unit test, re-enable the comma-initializer unit test,
and bug fix in PacketMath/SSE
2008-08-20 20:08:38 +00:00
Gael Guennebaud
5546e963c9 bugfix in CholeskyWithoutSquareRoot::solve found by Timothy Hunter 2008-08-16 07:09:39 +00:00
Gael Guennebaud
c10f069b6b * Merge Extract and Part to the Part expression.
Renamed "MatrixBase::extract() const" to "MatrixBase::part() const"
* Renamed static functions identity, zero, ones, random with an upper case
  first letter: Identity, Zero, Ones and Random.
2008-07-21 00:34:46 +00:00
Gael Guennebaud
027818d739 * added innerSize / outerSize functions to MatrixBase
* added complete implementation of sparse matrix product
  (with a little glue in Eigen/Core)
* added an exhaustive bench of sparse products including GMM++ and MTL4
  => Eigen outperforms in all transposed/density configurations !
2008-06-28 23:07:14 +00:00
Gael Guennebaud
522e24f2d7 update of the testing framework:
replaced the QTestLib framework my custom macros
and a (optional) custom script to run the tests from ctest.
2008-05-22 12:18:55 +00:00
Gael Guennebaud
e19f9bc523 added a test for triangular matrices 2008-05-02 11:35:59 +00:00
Gael Guennebaud
64bacf1c3f * added ei_sqrt for complex
* updated Cholesky to support complex
* correct result_type for abs and abs2 functors
2008-04-27 14:05:40 +00:00
Gael Guennebaud
4ffffa670e added Cholesky module 2008-04-27 10:57:32 +00:00