Commit Graph

18 Commits

Author SHA1 Message Date
Gael Guennebaud
74006a9fe9 * decouple the generalized selfadjoint eigenvalue problem to the standard one
* uses named values instead of bools
2010-06-16 23:48:16 +02:00
Gael Guennebaud
469382407c * Make HouseholderSequence::evalTo works in place
* Clean a bit the Triadiagonalization making sure it the inplace
  function really works inplace ;), and that only the lower
   triangular part of the matrix is referenced.
* Remove the Tridiagonalization member object of SelfAdjointEigenSolver
  exploiting the in place capability of HouseholdeSequence.
* Update unit test to check SelfAdjointEigenSolver only consider
  the lower triangular part.
2010-06-10 16:39:46 +02:00
Gael Guennebaud
8855c4e264 fix unit test when GSL is enabled 2010-06-10 00:19:45 +02:00
Jitse Niesen
9178e2bd54 Add info() method which can be queried to check whether iteration converged. 2010-06-03 22:59:57 +01:00
Jitse Niesen
db8631b66a Guard with assert against using decomposition objects uninitialized. 2010-05-30 21:49:35 +01:00
Jitse Niesen
e7d809d434 Update eigenvalues() and operatorNorm() methods in MatrixBase.
* use SelfAdjointView instead of Eigen2's SelfAdjoint flag.
* add tests and documentation.
* allow eigenvalues() for non-selfadjoint matrices.
* they no longer depend only on SelfAdjointEigenSolver, so move them to
  a separate file
2010-05-24 17:43:50 +01:00
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
Gael Guennebaud
e3d890bc5a Another big refactoring change:
* add a new Eigen2Support module including Cwise, Flagged, and some other deprecated stuff
* add a few cwiseXxx functions
* adapt a few modules to use cwiseXxx instead of the .cwise() prefix
2009-11-18 18:15:19 +01:00
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
6c1b91678b kill ei_add_test_multi. Now the macro ei_add_test does all that automatically, by parsing the source file. No risk anymore to specify the wrong number of tests! Also, introduce CALL_SUBTESTX for X=1..10 that allows to port existing code much quicker. And port already the product* and eigensolver* files. 2009-10-19 14:40:35 -04:00
Gael Guennebaud
68b28f7bfb rename the EigenSolver module to Eigenvalues 2009-09-04 09:23:38 +02:00
Gael Guennebaud
a54b99fa72 move eigen values related stuff of the QR module to a new EigenSolver module.
- perhaps we can find a better name ?
- note that the QR module still includes the EigenSolver module for compatibility
2009-09-03 11:39:44 +02:00
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
0590c18555 various compilation and bug fixes in selfadjoint stuff 2009-07-27 13:17:39 +02:00
Gael Guennebaud
a2087cd7a3 Add an efficient rank2 update function (like the level2 blas xSYR2 routine).
Note that it is already used in Tridiagonalization.
2009-07-11 21:14:59 +02:00
Benoit Jacob
6809f7b1cd new implementation of diagonal matrices and diagonal matrix expressions 2009-06-28 21:27:37 +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
Gael Guennebaud
f4cf5e9b26 split and extend eigen-solver tests 2009-03-23 14:38:59 +00:00