Commit Graph

968 Commits

Author SHA1 Message Date
Benoit Jacob
22d65d47d0 finally, the good approach was two-sided Jacobi. Indeed, it allows
to guarantee the precision of the output, which is very valuable.
Here, we guarantee that the diagonal matrix returned by the SVD is
actually diagonal, to machine precision.

Performance isn't bad at all at 50% of the current householder SVD
performance for a 200x200 matrix (no vectorization) and we have
lots of room for improvement.
2009-08-12 02:35:07 -04:00
Benoit Jacob
ce033ebdfe add EIGEN_DEBUG_VAR 2009-08-11 16:12:34 -04:00
Gael Guennebaud
afbd73b5cd overload operartor* with a ProductBase such that "scalar * (mat * mat)" is optimized
as one could naturally expect
2009-08-11 15:15:06 +02:00
Gael Guennebaud
a4f6642518 fix issue #36 (missing return *this in Rotation2D 2009-08-11 15:11:47 +02:00
Gael Guennebaud
ea884e6f48 remove #include Bidiagonalization, and add missing ";" 2009-08-11 15:08:03 +02:00
Gael Guennebaud
35b4077a5d merge 2009-08-09 23:11:25 +02:00
Gael Guennebaud
ef55e7f4ce make custom asm directive volatile 2009-08-09 23:09:46 +02:00
Benoit Jacob
216ee335ac LinearVectorization: If the destination isn't aligned,
we have to do runtime checks and we don't unroll, so it's only good for large enough sizes
2009-08-09 22:19:12 +02:00
Benoit Jacob
1f1705868b now you can #define EIGEN_DEBUG_ASSIGN, and all the values in ei_assign_traits are printed 2009-08-09 21:35:13 +02:00
Benoit Jacob
527557672a disable the assembly for fast unaligned stores. indeed, there is a strange bug that is triggered by this code:
#include<Eigen/Core>

int main()
{
  Eigen::Matrix4f m;
  m <<1,2,3,4,5,6,7,8,9,10,11,12,13,14,15,16;
  m.col(0).swap(m.col(1));
  std::cout << m << std::endl;
}

when the fast unaligned stores are used, the column is copied instead of being swapped.
2009-08-09 20:49:55 +02:00
Benoit Jacob
8e08680119 don't depend on uninitialized value 2009-08-09 17:18:42 +02:00
Benoit Jacob
3ed83fa681 * add Jacobi transformations
* add Jacobi (Hestenes) SVD decomposition for square matrices
* add function for trivial Householder
2009-08-09 16:58:13 +02:00
Gael Guennebaud
fe813911f2 make LU::solve() not to crash when rank=0 2009-08-09 00:06:53 +02:00
Benoit Jacob
5f8d58f36a fix bug in sorting of singular values 2009-08-09 00:05:38 +02:00
Gael Guennebaud
f5e1c896c7 replace custom rank one update in LU by an expression 2009-08-08 00:01:43 +02:00
Gael Guennebaud
d1dc088ef0 * implement a second level of micro blocking (faster for small sizes)
* workaround GCC bad implementation of _mm_set1_p*
2009-08-07 11:09:34 +02:00
Gael Guennebaud
543a785756 Fix compilation in sparse module 2009-08-06 17:28:49 +02:00
Gael Guennebaud
2707a6b87c fix determinant in PartialLU 2009-08-06 17:28:31 +02:00
Gael Guennebaud
1d1e4884da oops, one more bug fix in homogeneous 2009-08-06 16:56:10 +02:00
Gael Guennebaud
9822493aaf fixes in determinant and homogeneous 2009-08-06 16:54:55 +02:00
Gael Guennebaud
3ac01b1400 compilation fix in EigenSolver,
bugfix in PartialLU
2009-08-06 16:41:54 +02:00
Gael Guennebaud
e82e30862a typo 2009-08-06 15:04:42 +02:00
Gael Guennebaud
03febf00a0 fix VS compilation issue in MapBase::operator+= and -= 2009-08-06 15:03:37 +02:00
Gael Guennebaud
2e46e9f2b4 shame on me 2009-08-06 14:57:38 +02:00
Gael Guennebaud
d34c5ef509 fix my bad fix of Hauke's fix ;) 2009-08-06 14:54:25 +02:00
Gael Guennebaud
1d4fea48b5 fix a couple of compilations issues 2009-08-06 14:10:02 +02:00
Hauke Heibel
c2861dd41a fixed inversion for AffineCompact matrices 2009-08-06 12:25:18 +02:00
Gael Guennebaud
56d00779db more product refactoring 2009-08-06 12:20:02 +02:00
Hauke Heibel
6b2ab13ac5 fix vs.net compilation issue 2009-08-06 11:40:25 +02:00
Hauke Heibel
8163757cf0 fix vs.net compilation issue 2009-08-06 11:27:25 +02:00
Gael Guennebaud
fa55cf5ce7 fix compilation and segfault issues 2009-08-06 11:19:36 +02:00
Gael Guennebaud
b9b17ea5a5 add the missing Affine Transform * set of column vectors products... 2009-08-06 11:02:03 +02:00
Benoit Jacob
0744638b6f remove remnant of MultiplierBase 2009-08-06 10:35:13 +02:00
Gael Guennebaud
84a7659bef implement the missing outer product,
and attempt to workaround a gcc internal error
2009-08-05 17:39:11 +02:00
Gael Guennebaud
88147e0a91 big refactoring in Product.h:
- all specialized products now inherits ProductBase
- the default product evaluated by Assign is still here,
  but it is currently enabled for small fixed sizes only
- => this significantly speed up compilation for large matrices
- I left the OuterProduct specialization empty as an exercise...
2009-08-05 15:23:35 +02:00
Benoit Jacob
014c581a5b fix assertions, improve docs.
we never assert on conditions that depend on the result of a computation!!
also the assertion that rank>0 amounts to matrix!=0 which we have to leave under the responsibility of the user.
2009-08-05 10:15:28 +02:00
Gael Guennebaud
7d607048a9 implement a ProductBase class and, as a proof of concept, update TriangularProduct
and SelfAdjointMatrixProduct to take advantage of it => fewer LOC
2009-08-04 16:54:17 +02:00
Gael Guennebaud
f3a6bc48c4 fix a couple of compilation issue due to the removal of MultiplierBase 2009-08-04 13:16:40 +02:00
Gael Guennebaud
2089a263f8 merge 2009-08-04 11:31:25 +02:00
Gael Guennebaud
4bec101470 implement two levels of blocking in PartialLU => high speedup 2009-08-04 11:28:02 +02:00
Benoit Jacob
4436a4d68c use explicit Block/VectorBlock xprs to make sure that compile-time known sizes are used 2009-08-04 00:27:58 +02:00
Benoit Jacob
523cdedf58 make the dot product linear in the second variable, not the first variable 2009-08-03 17:20:45 +02:00
Gael Guennebaud
912da9fade merge with special_matrix branch 2009-08-03 16:17:32 +02:00
Gael Guennebaud
a8f943127c merge 2009-08-03 16:11:30 +02:00
Benoit Jacob
d10c710b15 add new Householder module 2009-08-03 16:06:57 +02:00
Gael Guennebaud
3cf5bb31f6 * Bye bye MultiplierBase, extend a bit AnyMatrixBase to allow =, +=, and -=
* This probably makes ReturnByValue needless
2009-08-03 16:05:15 +02:00
Benoit Jacob
66ee2044ce small fixes 2009-08-03 16:05:07 +02:00
Benoit Jacob
3cde9c0e35 apply Gael's idea for auto transpose in mixed fixed/dynamic case 2009-08-03 16:04:15 +02:00
Gael Guennebaud
ce1dc1ab16 implements a blocked version of PartialLU 2009-08-03 12:11:18 +02:00
Gael Guennebaud
0103de8512 bugfix in trsm 2009-08-02 15:32:43 +02:00