Commit Graph

29 Commits

Author SHA1 Message Date
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
Gael Guennebaud
22d07ec2e3 Add blocking inside HouseholderQR based on code from Vincent Lejeune.
This is all internal stuff for now.
2010-06-17 18:30:47 +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
Jitse Niesen
a1ac56a7c7 Add (failing) test for computing HouseholderQR of a 1x1 matrix. 2010-03-01 13:46:41 +00:00
Benoit Jacob
24a09ceae8 * Fix a bug in HouseholderQR with mixed fixed/dynamic size: must use EIGEN_SIZE_MIN instead of EIGEN_ENUM_MIN, and there are many other occurences throughout Eigen!
* HouseholderSequence:
  - add shift parameter
  - add essentialVector() method to start abstracting the direction
  - add unit test in householder.cpp
2010-01-11 08:48:39 -05:00
Benoit Jacob
b05f59ee07 Backed out changeset 58fb27cd56 2010-01-07 22:00:45 -05:00
Benoit Jacob
58fb27cd56 undo 2010-01-07 21:53:52 -05:00
Benoit Jacob
3e73f6036c * HouseholderSequence:
* be aware of number of actual householder vectors
    (optimization in non-full-rank case, no behavior change)
  * fix applyThisOnTheRight, it was using k instead of actual_k
* QR: rename matrixQ() to householderQ() where applicable
2009-12-02 11:11:09 -05:00
Benoit Jacob
ba7bfe110c port the qr module to ei_solve_xxx. 2009-11-08 10:21:26 -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
Benoit Jacob
c4ab6a2032 also test that the matrix Q is unitary 2009-10-12 22:33:51 -04:00
Benoit Jacob
eeabd18afc Fix compilation of HouseholderQR and ColPivotingHouseholderQR for non-square fixed-size matrices.
For Colpiv that was just changing MatrixQType to MatrixType in the instantiation of HouseholderSequence.
For HouseholderQR I also re-ported the solve method from Colpiv as there were multiple issues.
2009-09-28 10:49:55 -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
191d5275a7 modernize HouseholderQR too, uniformize all that stuff, update tests 2009-08-24 13:46:14 -04:00
Gael Guennebaud
ff0f005d4c change the make householder algorithm so that the remaining coefficient
is real, and make Tridiagonalization use it
2009-08-17 17:04:32 +02:00
Gael Guennebaud
737bed19c1 make HouseholderQR uses the Householder module 2009-08-16 19:22:15 +02:00
Benoit Jacob
e093b43b2c * rename QR to HouseholderQR because really that impacts the API, not just the impl.
* rename qr() to householderQr(), for same reason.
* clarify that it's non-pivoting, non-rank-revealing, so remove all the rank API, make solve() be void instead of bool, update the docs/test, etc.
* fix warning in SVD
2009-07-06 17:12:10 +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
5c5789cf0f QR and SVD decomposition interface unification.
Added default ctor and public compute method as
well as safe-guards against uninitialized usage.
Added unit tests for the safe-guards.
2009-05-22 14:27:58 +02:00
Hauke Heibel
6358c12998 * introduced method createRandomMatrixOfRank (R = U*D*V where U,V unitary, D r-by-c diag. with rank non-zero values)
* switched lu/qr tests to be using createRandomMatrixOfRank
* removed unused methods doSomeRankPreservingOperations
* removed NOTE about doSomeRankPreservingOperations
2009-05-17 16:07:12 +02:00
Gael Guennebaud
9b256d997e various minor updates of some unit tests 2009-05-11 11:09:41 +00:00
Gael Guennebaud
95db32fcdc setup the unsupported directory structure.
The unsupported module documentation is automatically generated in:
  build/doc/unsupported/
with bidirectional cross references.
I leave a class Foo in AdolcForward module to illustrate the
cross-reference behavior. I will remove it in the next commit.
2009-02-04 15:37:00 +00:00
Gael Guennebaud
0f15a8d829 QR: add isInjective(), isSurjective(),
mark isFullRank() deprecated,
    add solve() (mix of Keir's patch and LU::solve())
=> there is big problem with complex which are not working
2009-01-28 09:45:53 +00:00
Gael Guennebaud
3134d5290b forgot to include the update of the qr test 2009-01-20 10:38:56 +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
e3fac69f19 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 15:03:23 +00:00
Gael Guennebaud
559233c73e * fix the QR module to use extract/part instead of the previous triangular stuff
* added qr and eigensolver tests
* fix a compilation warning in Matrix copy constructor
2008-05-27 09:16:27 +00:00