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414 Commits

Author SHA1 Message Date
Gael Guennebaud
5f3606bce9 bug fix in inverse for 1x1 matrix, 
some compilation fixes in sparse_solvers
 2009-07-27 18:09:56 +02:00
Gael Guennebaud
94cc30180e compilation fixes 2009-07-27 13:50:23 +02:00
Gael Guennebaud
0590c18555 various compilation and bug fixes in selfadjoint stuff 2009-07-27 13:17:39 +02:00
Gael Guennebaud
f95b77be62 trmm is now fully working and available via TriangularView::operator* 2009-07-27 11:42:54 +02:00
Gael Guennebaud
f3fde74695 finalize trsm: works in all situations, and it is now used by solve() and solveInPlace() 2009-07-26 13:01:37 +02:00
Gael Guennebaud
82c5438c95 split and add unit tests for symm and syrk, 
the .rank*update() functions now returns a reference to *this
 2009-07-23 21:22:51 +02:00
Gael Guennebaud
713c92140c improve SYMV it is now faster and ready for use 2009-07-23 14:20:45 +02:00
Gael Guennebaud
ddb3ac98a2 addd matrix * self adjoint high level API 2009-07-23 10:05:38 +02:00
Gael Guennebaud
f696efc00e bugfix in SYMM 2009-07-22 23:48:42 +02:00
Gael Guennebaud
0cb4f32e12 implement high level API for SYMM and fix a couple of bugs related to complex 2009-07-22 23:12:22 +02:00
Gael Guennebaud
d6627d540e * refactoring of the matrix product into multiple small kernels 
* started an efficient selfadjoint matrix * general matrix product
  based on the generic kernels ( => need a very little LOC)
 2009-07-21 16:58:35 +02:00
Gael Guennebaud
afa8f2ca95 * various fixes related to sub diagonals and band matrix 
* allows 0 sized objects in Block/Map
 2009-07-21 11:19:52 +02:00
Gael Guennebaud
34490f1493 * bugfixes in Product, and test/product_selfadjoint 
* speed up in the extraction of the matrix Q in Tridiagonalization
 2009-07-16 00:03:17 +02:00
Gael Guennebaud
97c9445c60 synch with main devel branch 2009-07-15 19:54:31 +02:00
Gael Guennebaud
df6561a73f change the implementation of BandMatrix to follow the BLAS/LAPACK storage scheme 2009-07-15 17:00:49 +02:00
Gael Guennebaud
1578421ed1 fix issue #25 : the problem was that we assumed Dynamic was a multiple of a packet size 
(also disable the test of blueNorm)
 2009-07-15 14:20:45 +02:00
Gael Guennebaud
587029a612 started an implementation of BandMatrix: at least the read/write access 
to the main/sub/super diagonals seems to work well.
 2009-07-14 23:27:37 +02:00
Gael Guennebaud
8120a5cecd synch with main devel branch 2009-07-14 23:06:25 +02:00
Gael Guennebaud
7a9519a9be fix typo in blue norm 2009-07-14 23:00:53 +02:00
Gael Guennebaud
f5d2317b12 add a blueNorm() function implementing the Blues's stable norm 
algorithm. it is currently provided for experimentation
purpose only.
 2009-07-13 21:14:47 +02:00
Gael Guennebaud
1e7b1a8a85 add a SparseNestByValue expression and fix issue in sparse adjoint evaluation 2009-07-13 14:55:03 +02:00
Gael Guennebaud
a2cf7ba955 add triangular * vector product 2009-07-13 13:17:55 +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
Gael Guennebaud
ec5c608aa3 Set of fixes and workaround to make sun studio more happy. 
Still remains the problem of alignment and vectorization.
 2009-07-10 16:10:03 +02:00
Gael Guennebaud
b47dea8b7a add a meta unroller for the triangular solver (only for vectors as rhs) 2009-07-10 11:30:46 +02:00
Gael Guennebaud
1a1b2e9f27 finally directly calling the low-level products is faster 2009-07-10 10:41:26 +02:00
Gael Guennebaud
fa60c72398 started to simplify the triangular solvers 2009-07-09 17:11:03 +02:00
Gael Guennebaud
96e7d9f896 ok now all the complex mat-mat and mat-vec products involving conjugate, 
adjoint, -, and scalar multiple seems to be well handled. It only remains
the simpler case: C = alpha*(A*B) ... for the next commit
 2009-07-08 18:24:37 +02:00
Gael Guennebaud
13b2dafb50 conjugate expressions are now properly caught by Product 
=> significant speedup in expr. like a.adjoint() * b,
   for complex scalar type (~ x3)
 2009-07-07 21:30:20 +02:00
Gael Guennebaud
79877a9917 * take advantage of new possibilies in LLT (mat -= product) 
* fix Block::operator+= product which was not optimized
* fix some compilation issues
 2009-07-07 15:32:21 +02:00
Gael Guennebaud
92a35c93b2 * extended the cache friendly products to support C = alpha * A * M and C += alpha * A * B 
* this allows to optimize xpr like C -= lazy_product, still have to catch "scalar_product_of_lazy_product"
* started to support conjugate in cache friendly products (very useful to evaluate A * B.adjoint() without
  evaluating B.adjoint() into a temporary
* compilation fix
 2009-07-07 11:39:19 +02:00
Gael Guennebaud
1aea45335f * bybye Part, welcome TriangularView and SelfAdjointView. 
* move solveTriangular*() to TriangularView::solve*()
* move .llt() to SelfAdjointView
* add a high level wrapper to the efficient selfadjoint * vector product
* improve LLT so that we can specify which triangular part is meaningless
=> there are still many things to do (doc, cleaning, improve the matrix products, etc.)
 2009-07-06 23:43:20 +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
Gael Guennebaud
0c2232e5d9 quick reimplementation of SVD from the numeral recipes book: 
this is still not Eigen style code but at least it works for
n>m and it is more accurate than the JAMA based version. (I needed
it now, this is why I did that)
 2009-07-06 13:47:41 +02:00
Manuel Yguel
c398d0edcf another test in the non invertible case 2009-07-04 14:55:25 +02:00
Gael Guennebaud
08e419dcb1 * update sparse module wrt new diagonal matrix impl 
* fix a bug is SparseMatrix
 2009-07-04 11:16:27 +02:00
Benoit Jacob
7b750182f2 * polish computeInverseWithCheck to share more code, fix documentation, fix coding style 
* add snippet for computeInverseWithCheck documentation
* expand unit-tests to cover computeInverseWithCheck
 2009-06-29 22:07:37 +02:00
Benoit Jacob
2de9b7f537 fully vectorize DiagonalProduct 
(it used to be partially vectorized and that had been lost in the big changes from the previous commit)
 2009-06-29 04:01:31 +02:00
Benoit Jacob
6809f7b1cd new implementation of diagonal matrices and diagonal matrix expressions 2009-06-28 21:27:37 +02:00
Gael Guennebaud
627595ad19 * rename PartialRedux to VectorwiseOp 
* add VectorwiseOp's +, -, +=, -= operators
 2009-06-10 11:20:30 +02:00
Benoit Jacob
ee92009fd8 make Umeyama, and its unit-test, work for me on gcc 4.3 2009-05-27 23:10:24 +02:00
Hauke Heibel
4d1e492c00 * Umeyama has now similar performance for RowMajor and ColMajor layouts. 
* Fixed a bug in umeyama for fixed size matrices.
* Fixed the umeyama unit test for fixed size matrices.
* Added XprHelper::ei_plain_matrix_type_row_major.
 2009-05-27 19:24:05 +02:00
Hauke Heibel
db5647abae Added Umeyama implementation. 2009-05-26 19:22:25 +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
c7303a876f Oops, here the actual LLT and LDLT patch. 2009-05-22 15:58:20 +02:00
Hauke Heibel
0523b64fe9 Eigensolver 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
2c247fc8a8 LU and PartialLU 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
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
Gael Guennebaud
dd45c4805c * add a writable generic coeff wise expression (CwiseUnaryView) 
* add writable .real() and .imag() functions
 2009-05-20 15:41:23 +02:00