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224 Commits

Author SHA1 Message Date
Jitse Niesen
a4a2671fd0 Refactor matrix_function test in preparation of next commit. 2010-02-13 22:38:27 +00:00
Thomas Capricelli
602778ea26 also fix tests for NumTraits<double>::epsilon() 2010-02-11 01:49:27 +01:00
Mark Borgerding
1d342e135c changed destination argument to reference 2010-01-22 22:52:13 -05:00
Mark Borgerding
141c746fc7 if the src.stride() != 1, then the layout is not continuous -- need to copy to temporary 2010-01-22 01:17:36 -05:00
Mark Borgerding
cd7912313d changed FFT function vector and Matrix args to pointer as Benoit suggested 
implemented 2D Complex FFT for FFTW impl
 2010-01-22 00:35:03 -05:00
Hauke Heibel
1a77334d54 Silenced type conversion warnings. 2010-02-03 19:20:25 +01:00
Thomas Capricelli
69f11c08a1 more eigenization, dropped 'ipvt' in lm 2010-01-26 12:09:52 +01:00
Thomas Capricelli
c759814f11 some more (thoroughly checked) eigenization 2010-01-26 01:43:58 +01:00
Thomas Capricelli
9651e0c503 Use eigen methods for solving triangular systems. We loose again very 
slightly on both speed and precision on some tests.
 2010-01-25 11:34:52 +01:00
Thomas Capricelli
ee0e39284c Replace the qr factorization from (c)minpack (qrfac) by Eigen's own stuff. 
Results as checked by unit tests are very slightly worse, but not much.
 2010-01-25 07:22:28 +01:00
Jitse Niesen
858539a6af Use matrices with clustered eigenvalues in matrix function test. 
This is in order to get better code coverage.
Test matrix_function_3 now fails regularly because ComplexSchur
reaches the max number of iterations; further study needed.
 2010-01-24 22:56:28 +00:00
Mark Borgerding
adb2170eb8 removed Eigen::Complex class since it offered insufficient advantage over std::complex when sane real,imag structure packing is assumed. 
for more info see:
http://www.cpptalk.net/portable-complex-numbers-between-c-c--vt46432.html
 2010-01-18 19:39:22 -05:00
Jitse Niesen
65cd1c7639 Add support for matrix sine, cosine, sinh and cosh. 2010-01-11 18:05:30 +00:00
Gael Guennebaud
801e601ff1 a couple of improvements in the Autodiff module 2010-01-05 16:04:05 +01:00
Gael Guennebaud
39209edd71 port unsupported modules to new API 2010-01-05 15:38:20 +01:00
Jitse Niesen
fcf821b77d Rename test per naming convention. 2009-12-28 22:30:08 +00:00
Jitse Niesen
f54a2a0484 Add support for general matrix functions. 
This does the job but it is only a first version. Further plans:
improved docs, more tests, improve code by refactoring, add convenience
functions for sine, cosine, sinh, cosh, and (eventually) add the matrix
logarithm.
 2009-12-21 18:53:00 +00:00
Jitse Niesen
945cbc3bc6 Add test for issue #75 (Hessenberg of 1x1 matrix). 
Also remove an superfluous #include in matrixExponential test.
 2009-12-16 22:24:24 +00:00
Hauke Heibel
d088ee35f6 Added to possibility to compile unit tests at maximum warning level. 
Silenced (amongst others) many conversion related warnings.
 2009-12-12 11:39:07 +01:00
Gael Guennebaud
ea684af6b4 merge 2009-12-04 12:40:29 +01:00
Mark Borgerding
012cd62c81 explicitly cast to use the acos(long double) 2009-12-02 22:58:34 -05:00
Mark Borgerding
e5c91b4e95 removed troublesome M_PI and M_PIl constants 2009-12-02 17:23:09 -05:00
Hauke Heibel
e3b5a90611 Removed unused 'benchmark'. 2009-12-02 16:51:40 +01:00
Benoit Jacob
3279e39340 * fix include for case-sensitive filesystem 
* on GNU, clock_gettime requires linking -lrt
 2009-12-02 10:03:16 -05:00
Hauke Heibel
84551d067e merge 2009-12-02 11:08:44 +01:00
Mark Borgerding
0e8cd8de4d quieted signed/unsigned comparison warning 2009-12-01 17:38:23 -05:00
Hauke Heibel
82971a5dcd Adapted the number of test runs. 2009-12-01 09:29:56 +01:00
Hauke Heibel
1fc5fdea25 Added missing typedef (will I ever learn it!?) 
Removed unsupported directories that do not provide CMakeList.txt (CMake 2.8 warning).
The BenchTimer is now also working on Cygwin.
 2009-12-01 09:20:05 +01:00
Hauke Heibel
7af1ee0b6c Added the profiling test to unsupported. 2009-12-01 07:53:09 +01:00
Hauke Heibel
66534b782c Some of our unit tests require mathematical constants and thus we rely on non-ansi code. 
It seems as if the new standard removed pow(T,int).
M_PIL is only defined when _GNU_SOURCE is defined.
 2009-11-30 16:54:04 +01:00
Benoit Jacob
5923bcb1b9 improve the scripts for building unit tests: 
* support unsupported/
* use egrep instead of grep, properly escape special chars.
 2009-11-25 21:26:37 -05:00
Thomas Capricelli
a89b22f352 rename test for coherency with previous renaming of the module 2009-11-16 04:34:04 +01:00
Benoit Jacob
ff7fbc9431 * use standard CMAKE_BUILD_TYPE 
* remove debug_xxx targets
* runtest.sh: don't run make
 2009-11-11 16:11:33 -05:00
Thomas Capricelli
6a56262bf4 merge with main repository 2009-11-10 20:31:07 +01:00
Thomas Capricelli
42b92c2022 merge with main repository 2009-11-09 19:02:52 +01:00
Benoit Jacob
92749eed11 * merge 
* remove a ctor in QuaternionBase as it gives a strange error with GCC 4.4.2.
 2009-11-09 09:08:03 -05:00
Thomas Capricelli
d1cc2745f7 Reduce general diff with eigen-tip. Moreover, this test now seems to pass 
again.
 2009-11-09 05:12:50 +01:00
Thomas Capricelli
71a3e96b49 rename NonLinear to NonLinearOptimization 2009-11-09 03:27:15 +01:00
Thomas Capricelli
751a333491 merge with main repository 2009-11-08 22:27:32 +01:00
Mark Borgerding
103f741619 initialize Eigen::Complex arrays 2009-11-09 14:08:44 -05:00
Mark Borgerding
4c3345364e moved half-spectrum logic to Eigen::FFT 2009-10-30 23:38:13 -04:00
Mark Borgerding
7911df4b6e improved selftest for Eigen::Complex -- mainly a documentation of what does not work 2009-10-28 23:22:10 -04:00
Mark Borgerding
288ba155f1 forgot Complex test file 2009-10-28 23:05:18 -04:00
Benoit Jacob
e8dd552257 sync with mainline 2009-10-28 19:06:45 -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
Mark Borgerding
0167f5ef43 added inline to many functions 2009-10-22 23:06:19 -04:00
Mark Borgerding
e3d08443dc inlining,all namespace declaration moved to FFT, removed preprocessor definitions, 2009-10-21 20:53:05 -04:00
Benoit Jacob
c3180b7ffb MatrixBase: 
* support resize() to same size (nop). The case of FFT was another case where that make one's life far easier.
   hope that's ok with you Gael. but indeed, i don't use it in the ReturnByValue stuff.

FFT:
 * Support MatrixBase (well, in the case with direct memory access such as Map)
 * adapt unit test
 2009-10-20 23:25:49 -04:00
Mark Borgerding
d9b418bf12 merged eigen2_for_fft into eigen2 mainline 2009-10-20 15:18:01 -04:00
Gael Guennebaud
1503043981 autodiff: 
* fix namespace issue
* simplify Jacobian code
* fix issue with "Dynamic derivatives"
 2009-10-15 18:43:15 +02:00
Thomas Capricelli
456f7d094d merge with eigen-tip 2009-10-13 01:14:19 +02:00
Thomas Capricelli
977ed615a6 be sure that there's no name clash between NumericalDiff::df and the 
original functor df()
 2009-09-28 17:45:45 +02:00
Thomas Capricelli
7968737247 fix tests : we perform slightly worse because we do use one more function 
evaluation in our numericaldiff than what (c)minpack did
 2009-09-28 04:13:57 +02:00
Thomas Capricelli
d3850641a1 remove some duplicated code LevenbergMarquardt::minimizeNumericalDiff*() by 
using the generic Eigen NumericalDiff recently introduced.

LevenbergMarquardt::lmdif1(), which is provided as a convenience method for
people porting code from (c)minpack, is now a static function
 2009-09-28 03:26:42 +02:00
Thomas Capricelli
87be19de4a central sheme for numerical diff 2009-09-28 02:55:30 +02:00
Thomas Capricelli
206b5e3972 starting work on a Numerical differenciation module 2009-09-28 02:43:07 +02:00
Thomas Capricelli
52026eb800 cleaning 2009-09-28 02:35:42 +02:00
Thomas Capricelli
8e8997d403 use dynamic type in functor, as NonLinear only knows about this currently 2009-09-28 01:19:29 +02:00
Thomas Capricelli
bee14ee8e6 use operator() so that to be coherent with eigen AutoDiff functor 2009-09-28 00:32:31 +02:00
Thomas Capricelli
956d65ea63 define a generic functor and makes other ones inherit it 2009-09-28 00:18:14 +02:00
Thomas Capricelli
251c0f45ac remove references to adolc and split tests functions for clarity 2009-09-27 23:54:06 +02:00
Mark Borgerding
a39de276a9 added the test case for FFTW 2009-09-14 01:52:26 -04:00
Thomas Capricelli
72746838ad merge with tip 2009-09-10 02:37:08 +02:00
Thomas Capricelli
c990938415 eigenization of fcn_chkder + bugfix 2009-08-29 02:46:19 +02:00
Thomas Capricelli
c1265ebbfe fix bounds using c standard instead of fortran's 2009-08-29 02:36:13 +02:00
Thomas Capricelli
4f7daf942c fix indentation for fcn_chkder 2009-08-29 02:30:18 +02:00
Thomas Capricelli
16d08b2b0f check number of evaluation even in the case of *1(), now we have it.. 2009-08-26 14:47:10 +02:00
Thomas Capricelli
458947af5e move Parameters as a class member, simplify calling sequence. Convenience 
methods from minpack ( "*1()" ) get their original name back : they are
only useful when porting, anyway. Still, i prefer to keep them.
 2009-08-26 14:23:05 +02:00
Thomas Capricelli
eac9293449 split every algorithm in *Init() + while(running) { *OneStep() } 2009-08-25 23:43:33 +02:00
Thomas Capricelli
bbd44ef0ad move more stuff into Parameters 2009-08-25 23:37:27 +02:00
Thomas Capricelli
470ea55834 put nfev/njev as internal variables as well 2009-08-25 22:13:08 +02:00
Thomas Capricelli
fa0183e7c7 make diag be an internal variable too 2009-08-25 21:59:10 +02:00
Thomas Capricelli
e465ea82e1 define and use struct Parameters 2009-08-25 21:50:01 +02:00
Thomas Capricelli
d59cc0ad82 merge files 2009-08-25 17:25:56 +02:00
Thomas Capricelli
613a464320 cleaning 2009-08-25 16:48:09 +02:00
Thomas Capricelli
6c1a9703b1 move most of results vectors/matrices inside respective classes. 2009-08-25 16:08:09 +02:00
Thomas Capricelli
201f58e528 merge both c methods lmstr/lmstr1 into one class 
LevenbergMarquardtOptimumStorage with two methods.
 2009-08-25 14:18:38 +02:00
Thomas Capricelli
3f1b81e129 merge both c methods lmdif/lmdif1 into one class 
LevenbergMarquardtNumericalDiff with two methods.
 2009-08-25 14:09:19 +02:00
Thomas Capricelli
a736378331 cleaning 2009-08-25 14:03:30 +02:00
Thomas Capricelli
d880e6f774 merge both c methods hybrj1/hybrj into one class HybridNonLinearSolver with 
two methods. hybrd stuff renamed to HybridNonLinearSolverNumericalDiff.
 2009-08-25 13:56:25 +02:00
Thomas Capricelli
a043708e87 merge both c methods hybrd/hybrd1 into one class HybridNonLinearSolver with 
two methods.
 2009-08-25 13:48:25 +02:00
Thomas Capricelli
602b13815f merge both c methods lmder/lmder1 into one class LevenbergMarquardt with 
two methods.
 2009-08-25 13:40:45 +02:00
Thomas Capricelli
45442b8d41 some more work on Functors 2009-08-24 21:48:22 +02:00
Thomas Capricelli
15d2c3af90 playing with functors 2009-08-24 19:45:35 +02:00
Thomas Capricelli
6f567f10be cleaning 2009-08-24 19:19:30 +02:00
Thomas Capricelli
4e62e29869 cleaning covar 2009-08-24 17:49:37 +02:00
Thomas Capricelli
17905c7399 eigenization of ei_covar() 2009-08-24 17:47:35 +02:00
Thomas Capricelli
92a5bb4539 clean debug stuff 2009-08-24 16:14:42 +02:00
Thomas Capricelli
e65a7c7c70 misc cleaning 2009-08-24 09:28:29 +02:00
Thomas Capricelli
950eb4a254 various cleaning and homogeneization 2009-08-24 08:28:31 +02:00
Thomas Capricelli
134dea76d3 beautify functors for lmdif, lmstr, hybrj, hybrd 2009-08-23 04:57:48 +02:00
Thomas Capricelli
acd757737a beautify Functor for lmder : we now have f,df,debug methods 2009-08-23 04:39:22 +02:00
Thomas Capricelli
878f15b8a5 * use eigen object for callbacks for hybrd and lmdif 
* use Functor instead of argument for ei_fdjac*()
 2009-08-23 04:06:16 +02:00
Thomas Capricelli
8a27e774f8 use eigen objects for hybrj and lmstr 2009-08-23 03:14:42 +02:00
Thomas Capricelli
3251e12258 use eigen objects for the lmder callback 2009-08-23 03:02:03 +02:00
Thomas Capricelli
2727099906 remove redundant code, fix bounds in those loops that still come from 
fortran
 2009-08-23 02:32:08 +02:00
Thomas Capricelli
1225704753 we do not need/use the 'void *p' parameter 2009-08-23 01:59:20 +02:00
Thomas Capricelli
93fabbff5e use blueNorm() instead of norm() 2009-08-22 07:05:10 +02:00
Thomas Capricelli
aa3a7c3303 raw import of covar() : this is the last one, and we now do not depend on 
the cminpack library anymore.
 2009-08-22 06:44:41 +02:00
Thomas Capricelli
16061a46db Now that the main algorithms are imported into eigen, we import subroutines 
used by those algorithms (aka "second level").

This is a row import : we copy/paste the files from cminpack and make
very few changes :
* template<Scalar> them (replace double)
* dpmpar() replaced by c++ standard equivalent
* abs/fabs/sqrt/min/max replaced by ei_* or std::*
* use eigen norms instead of enorm()

Important Notes:
* The use of stableNorm() was not enough in some cases, but using
  blueNorm() instead fixed the problems (some tests gave bad results,
  either in number of iterations or precision of the results)
* As a whole, the only test that changed is testNistMGH17() : it now takes
  some few steps less to get the same result. So this is a small improvement.

After this commit, the only remaining dependency from the cminpack
static library is 'covar', only used from the tests.
 2009-08-22 06:40:22 +02:00