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1822 Commits

Author SHA1 Message Date
Rasmus Larsen
6498dadc2f Merged eigen/eigen into default 2016-04-11 17:42:05 -07:00
Till Hoffmann
643b697649 Proper handling of domain errors. 2016-04-10 00:37:53 +01:00
Rasmus Larsen
7a8176587b Merged eigen/eigen into default 2016-04-09 12:47:41 -07:00
Benoit Steiner
0d2a532fc3 Created the new EIGEN_TEST_CUDA_CLANG option to compile the CUDA tests using clang instead of nvcc 2016-04-08 13:16:08 -07:00
Rasmus Larsen
c34e55c62b Merged eigen/eigen into default 2016-04-07 20:23:03 -07:00
Benoit Steiner
10bdd8e378 Merged in tillahoffmann/eigen (pull request PR-173) 
Added zeta function of two arguments and polygamma function
 2016-04-06 09:40:17 -07:00
Benoit Steiner
7781f865cb Renamed the EIGEN_TEST_NVCC cmake option into EIGEN_TEST_CUDA per the discussion in bug #1173. 2016-04-06 09:35:23 -07:00
Konstantinos Margaritis
2bba4ee2cf Merged kmargar/eigen/tip into default 2016-04-05 22:22:08 +03:00
Konstantinos Margaritis
644d0f91d2 enable all tests again 2016-04-05 05:59:54 -04:00
Rasmus Munk Larsen
86e0ed81f8 Addresses comments on Eigen pull request PR-174. 
* Get rid of code-duplication for real vs. complex matrices.
* Fix flipped arguments to select.
* Make the condition estimation functions free functions.
* Use Vector::Unit() to generate canonical unit vectors.
* Misc. cleanup.
 2016-04-04 14:20:01 -07:00
Rasmus Munk Larsen
9d51f7c457 Add rcond method to LDLT. 2016-04-01 16:48:38 -07:00
Rasmus Munk Larsen
f54137606e Add condition estimation to Cholesky (LLT) factorization. 2016-04-01 16:19:45 -07:00
Rasmus Munk Larsen
91414e0042 Fix comments in ConditionEstimator and minor cleanup. 2016-04-01 11:58:17 -07:00
Rasmus Munk Larsen
1aa89fb855 Add matrix condition estimator module that implements the Higham/Hager algorithm from http://www.maths.manchester.ac.uk/~higham/narep/narep135.pdf used in LPACK. Add rcond() methods to FullPivLU and PartialPivLU. 2016-04-01 10:27:59 -07:00
Till Hoffmann
3cb0a237c1 Fixed suggestions by Eugene Brevdo. 2016-04-01 17:51:39 +01:00
Till Hoffmann
57239f4a81 Added polygamma function. 2016-04-01 14:35:21 +01:00
Till Hoffmann
dd5d390daf Added zeta function. 2016-04-01 13:32:29 +01:00
Gael Guennebaud
09ad31aa85 Add regression test for nesting type handling in blas_traits 2016-03-29 22:33:57 +02:00
Konstantinos Margaritis
01e7298fe6 actually include ZVector files, passes most basic tests (float still fails) 2016-03-28 10:58:02 -04:00
Konstantinos Margaritis
f48011119e Merged eigen/eigen into default 2016-03-28 01:48:45 +03:00
Konstantinos Margaritis
ed6b9d08f1 some primitives ported, but missing intrinsics and crash with asm() are a problem 2016-03-27 18:47:49 -04:00
Christoph Hertzberg
9642fd7a93 Replace all M_PI by EIGEN_PI and add a check to the testsuite. 2016-03-23 15:37:45 +01:00
Benoit Steiner
28e02996df Merged patch 672 from Justin Lebar: Don't use long doubles with cuda 2016-03-22 16:53:57 -07:00
Eugene Brevdo
9550be925d Merge specfun branch. 2016-03-13 15:46:51 -07:00
Eugene Brevdo
b1a9afe9a9 Add tests in array.cpp that check igamma/igammac properties. 
This adds to the set of existing tests, which compare a specific
set of values to third party calculated ground truth.
 2016-03-13 15:45:34 -07:00
Eugene Brevdo
73220d2bb0 Resolve bad merge. 2016-03-08 17:28:21 -08:00
Eugene Brevdo
0b9e0abc96 Make igamma and igammac work correctly. 
This required replacing ::abs with std::abs.
Modified some unit tests.
 2016-03-04 21:12:10 -08:00
Eugene Brevdo
7ea35bfa1c Initial implementation of igamma and igammac. 2016-03-03 19:39:41 -08:00
Gael Guennebaud
e9bea614ec Fix shortcoming in fixed-value deduction of startRow/startCol 2016-02-29 10:31:27 +01:00
Gael Guennebaud
2af04f1a57 Extend unit test to stress smart_copy with empty input/output. 2016-02-19 22:59:28 +01:00
Gael Guennebaud
f6f057bb7d bug #1166: fix shortcomming in gemv when the destination is not a vector at compile-time. 2016-02-15 21:43:07 +01:00
Gael Guennebaud
0a537cb2d8 bug #901: fix triangular-view with unit diagonal of sparse rectangular matrices. 2016-02-12 15:58:31 +01:00
Gael Guennebaud
b35d1a122e Fix unit test: accessing elements in a deque by offsetting a pointer to another element causes undefined behavior. 2016-02-12 15:31:16 +01:00
Gael Guennebaud
2d35c0cb5f Merged in rmlarsen/eigen (pull request PR-163) 
Implement complete orthogonal decomposition in Eigen.
 2016-02-11 15:12:34 +01:00
Benoit Steiner
1dfaafe28a Added a regression test for tanh 2016-02-10 17:41:47 -08:00
Rasmus Munk Larsen
b6fdf7468c Rename inverse -> pseudoInverse. 2016-02-10 13:03:07 -08:00
Rasmus Munk Larsen
bb8811c655 Enable inverse() method for computing pseudo-inverse. 2016-02-09 20:35:20 -08:00
Rasmus Munk Larsen
414efa47d3 Add missing calls to tests of COD. 
Fix a few mistakes in 3.2 -> 3.3 port.
 2016-02-08 08:50:34 -08:00
Rasmus Munk Larsen
86d6201d7b Merge. 2016-02-06 16:36:56 -08:00
Rasmus Munk Larsen
d904c8ac8f Implement complete orthogonal decomposition in Eigen. 2016-02-06 16:32:00 -08:00
Gael Guennebaud
8e599bc098 Fix warning in unit test 2016-02-06 20:26:59 +01:00
Gael Guennebaud
5b2d287878 bug #779: allow non aligned buffers for buffers smaller than the requested alignment. 2016-02-05 21:46:39 +01:00
Rasmus Munk Larsen
093f2b3c01 Merge. 2016-02-04 14:32:19 -08:00
Rasmus Munk Larsen
2e39cc40a4 Fix condition that made the unit test spam stdout with bogus error messages. 2016-02-04 12:56:14 -08:00
Gael Guennebaud
b70db60e4d Merged in rmlarsen/eigen (pull request PR-161) 
Change Eigen's ColPivHouseholderQR to use  numerically stable norm downdate formula
 2016-02-03 21:37:06 +01:00
Rasmus Munk Larsen
5fb04ab2da Fix bad line break. Don't repeat Kahan matrix test since it is deterministic. 2016-02-03 10:12:10 -08:00
Damien R
c301f99208 bug #1164: fix list and deque specializations such that our aligned allocator is automatically activatived only when the user did not specified an allocator (or specified the default std::allocator). 2016-02-03 18:07:25 +01:00
Rasmus Munk Larsen
00f9ef6c76 merging. 2016-02-01 11:10:30 -08:00
Gael Guennebaud
ec469700dc bug #557: make InnerIterator of sparse storage types more versatile by adding default-ctor, copy-ctor/assignment 2016-02-01 15:04:33 +01:00
Gael Guennebaud
6e0a86194c Fix integer path for num_steps==1 2016-02-01 15:00:04 +01:00
Gael Guennebaud
e1d219e5c9 bug #698: fix linspaced for integer types. 2016-02-01 14:25:34 +01:00
Gael Guennebaud
a4e4542b89 Avoid overflow in unit test. 2016-01-30 22:26:17 +01:00
Gael Guennebaud
3ba8a3ab1a Disable underflow unit test on the i387 FPU. 2016-01-30 22:14:04 +01:00
Gael Guennebaud
15084cf1ac bug #632: add support for "dense +/- sparse" operations. The current implementation is based on SparseView to make the dense subexpression compatible with the sparse one. 2016-01-29 22:09:45 +01:00
Gael Guennebaud
d8d37349c3 bug #696: enable zero-sized block at compile-time by relaxing the respective assertion 2016-01-29 12:44:49 +01:00
Rasmus Munk Larsen
acce4dd050 Change Eigen's ColPivHouseholderQR to use the numerically stable norm downdate formula from http://www.netlib.org/lapack/lawnspdf/lawn176.pdf, which has been used in LAPACK's xGEQPF and xGEQP3 since 2006. With the old formula, the code chooses the wrong pivots and fails to correctly determine rank on graded matrices. 
This change also adds additional checks for non-increasing diagonal in R11 to existing unit tests, and adds a new unit test with the Kahan matrix, which consistently fails for the original code.

Benchmark timings on Intel(R) Xeon(R) CPU E5-1650 v3 @ 3.50GHz. Code compiled with AVX & FMA. I just ran on square matrices of 3 difference sizes.

Benchmark               Time(ns)     CPU(ns) Iterations
-------------------------------------------------------
Before:
BM_EigencolPivQR/64        53677       53627      12890
BM_EigencolPivQR/512    15265408    15250784         46
BM_EigencolPivQR/4k  15403556228 15388788368          2

After (non-vectorized version):
Benchmark               Time(ns)     CPU(ns) Iterations  Degradation
--------------------------------------------------------------------
BM_EigencolPivQR/64        63736       63669      10844         18.5%
BM_EigencolPivQR/512    16052546    16037381         43          5.1%
BM_EigencolPivQR/4k  15149263620 15132025316          2         -2.0%

Performance-wise there seems to be a ~18.5% degradation for small (64x64) matrices, probably due to the cost of more O(min(m,n)^2) sqrt operations that are not needed for the unstable formula.
 2016-01-28 15:07:26 -08:00
Gael Guennebaud
c1d900af61 bug #178: remove additional const on nested expression, and remove several const_cast. 2016-01-28 21:43:20 +01:00
Gael Guennebaud
ddf64babde merge 2016-01-28 13:21:48 +01:00
Gael Guennebaud
df15fbc452 bug #1158: PartialReduxExpr is a vector expression, and it thus must expose the LinearAccessBit flag 2016-01-28 13:16:30 +01:00
Gael Guennebaud
9ac8e8c6a1 Extend mixing type unit test with trmv, and the following not yet supported products: trmm, symv, symm 2016-01-27 17:29:53 +01:00
Gael Guennebaud
6da5d87f92 add nomalloc unit test for rank2 updates 2016-01-27 17:26:48 +01:00
Gael Guennebaud
9801c959e6 Fix tri = complex * real product, and add respective unit test. 2016-01-27 17:12:25 +01:00
Gael Guennebaud
412bb5a631 Remove redundant test. 2016-01-26 23:35:30 +01:00
Gael Guennebaud
8328caa618 bug #51: add block preallocation mechanism to selfadjoit*matrix product. 2016-01-25 22:06:42 +01:00
Gael Guennebaud
e58827d2ed bug #51: make general_matrix_matrix_triangular_product use L3-blocking helper so that general symmetric rank-updates and general-matrix-to-triangular products do not trigger dynamic memory allocation for fixed size matrices. 2016-01-25 17:16:33 +01:00
Gael Guennebaud
869b4443ac Add SparseVector::conservativeResize() method. 2016-01-25 11:55:39 +01:00
Gael Guennebaud
1cf85bd875 bug #977: add stableNormalize[d] methods: they are analogues to normalize[d] but with carefull handling of under/over-flow 2016-01-23 22:40:11 +01:00
Gael Guennebaud
0caa4b1531 bug #1150: make IncompleteCholesky more robust by iteratively increase the shift until the factorization succeed (with at most 10 attempts). 2016-01-23 22:13:54 +01:00
Gael Guennebaud
5358c38589 bug #1095: add Cholmod*::logDeterminant/determinant (from patch of Joshua Pritikin) 2016-01-22 16:05:29 +01:00
Gael Guennebaud
ee37eb4eed bug #977: avoid division by 0 in normalize() and normalized(). 2016-01-21 20:43:42 +01:00
Gael Guennebaud
62f7e77711 add upper|lower case in incomplete_cholesky unit test 2016-01-21 00:02:59 +01:00
Gael Guennebaud
ed8ade9c65 bug #1149: fix Pastix*::*parm() 2016-01-20 19:01:24 +01:00
Gael Guennebaud
8b9dc9f0df bug #1144: fix regression in x=y+A*x (aliasing), and move evaluator_traits::AssumeAliasing to evaluator_assume_aliasing. 2016-01-09 08:30:38 +01:00
Eugene Brevdo
14897600b7 Protect digamma tests behind a EIGEN_HAS_C99_MATH check. 2015-12-24 21:28:18 -08:00
Eugene Brevdo
f7362772e3 Add digamma for CPU + CUDA. Includes tests. 2015-12-24 21:15:38 -08:00
Gael Guennebaud
ca39b1546e Merged in ebrevdo/eigen (pull request PR-148) 
Add special functions to eigen: lgamma, erf, erfc.
 2015-12-11 11:52:09 +01:00
Gael Guennebaud
836da91b3f Fix unit tests wrt EIGEN_DEFAULT_TO_ROW_MAJOR 2015-12-11 10:06:28 +01:00
Benoit Steiner
6acf2bd472 Fixed compilation error triggered by MSVC 2008 2015-12-10 17:17:42 -08:00
Benoit Steiner
8314962ce2 Only test the lgamma, erf and erfc function when using a C99 compliant compiler 2015-12-10 13:13:45 -08:00
Benoit Steiner
48877a6933 Only implement the lgamma, erf, and erfc functions when using a compiler compliant with the C99 specification. 2015-12-10 13:09:49 -08:00
Gael Guennebaud
46d2f6cd78 Workaround gcc issue with -O3 and the i387 FPU. 2015-12-10 21:33:43 +01:00
Benoit Steiner
b630d10b62 Only disable the erf, erfc, and lgamma tests for older versions of c++. 2015-12-07 17:08:08 -08:00
Benoit Steiner
73b68d4370 Fixed a couple of typos 
Cleaned up the code a bit.
 2015-12-07 16:38:48 -08:00
Eugene Brevdo
fa4f933c0f Add special functions to Eigen: lgamma, erf, erfc. 
Includes CUDA support and unit tests.
 2015-12-07 15:24:49 -08:00
Benoit Steiner
e25e3a041b Added rsqrt() method to the Array class: this method computes the coefficient-wise inverse square root much more efficiently than calling sqrt().inverse(). 2015-12-03 18:16:35 -08:00
Gael Guennebaud
1562e13aba Add missing Rotation2D::operator=(Matrix2x2) 2015-12-03 22:25:26 +01:00
Gael Guennebaud
0bb12fa614 Add LU::transpose().solve() and LU::adjoint().solve() API. 2015-12-01 14:38:47 +01:00
Rasmus Munk Larsen
1663d15da7 Add internal method _solve_impl_transposed() to LU decomposition classes that solves A^T x = b or A^* x = b. 2015-11-30 13:39:24 -08:00
Gael Guennebaud
6c02cbbb0f Fix matrix to quaternion (and angleaxis) conversion for matrix expression. 2015-12-01 09:45:56 +01:00
Gael Guennebaud
844561939f Do not check NeedsToAlign if no static alignment 2015-11-30 22:36:14 +01:00
Gael Guennebaud
6fcd316f23 Extend superlu cmake script to check version 2015-11-30 14:48:11 +01:00
Gael Guennebaud
3f32f5ec22 ArrayBase::sign: add unit test and fix doc 2015-11-27 16:27:53 +01:00
Gael Guennebaud
8a2659f0cb Improve numerical robustness of some unit tests 2015-11-23 10:53:55 +01:00
Gael Guennebaud
4522ffd17c Add regression using test for array<complex>/real 2015-11-20 15:29:32 +01:00
Gael Guennebaud
4a985e793c Workaround msvc broken complex/complex division in unit test 2015-11-20 14:52:08 +01:00
Gael Guennebaud
1994999105 Add regression unit test for prod.maxCoeff(i) 2015-11-18 23:29:07 +01:00
Gael Guennebaud
a64156cae5 Workaround i387 issue in unit test 2015-11-16 13:33:54 +01:00
Gael Guennebaud
21ed29e2c9 Disable complex scalar types because the compiler might aggressively vectorize 
the initialization of complex coeffs to 0 before we can check for alignedness
 2015-12-09 20:46:09 +01:00
Gael Guennebaud
03ad4fc504 Extend unit test of coeff-based product to check many more combinations 2015-12-08 11:27:43 +01:00
Gael Guennebaud
bfd6ee64f3 bug #1105: fix default preallocation when moving from compressed to uncompressed mode 2015-11-06 15:05:37 +01:00