Gael Guennebaud
9c663e4ee8
Clean references to MKL in LAPACKe support.
2016-07-25 18:20:08 +02:00
Gael Guennebaud
0c06077efa
Rename MKL files
2016-07-25 18:00:47 +02:00
Gael Guennebaud
c1f9ca9254
Update RealQZ to reduce 2x2 diagonal block of T corresponding to non reduced diagonal block of S to positive diagonal form.
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This step involve a real 2x2 SVD problem. The respective routine is thus in src/misc/ to be shared by both EVD and AVD modules.
2016-06-09 17:11:03 +02:00
Gael Guennebaud
47d44c2f37
Add missing licence header to some top header files
2015-10-26 11:46:05 +01:00
Gael Guennebaud
9e8d2dea80
Add a preliminary GeneralizedEigenSolver computing the eigenvalues of Av=lBv with A and B general real matrices.
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Currently only the eigenvalues are reported.
2012-07-26 20:15:17 +02:00
Alexey Korepanov
65db91ac2b
Add a RealQZ class: a generalized Schur decomposition for real matrices
2012-07-11 16:38:03 -05:00
Jitse Niesen
3c412183b2
Get rid of include directives inside namespace blocks (bug #339 ).
2012-04-15 11:06:28 +01:00
Gael Guennebaud
37f304a2e6
add a "using MKL" documentation page, add a minimal documentation of PARDISO wrapper classes, refine a bit the EIGEN_USE_* logic
2011-12-09 16:52:37 +01:00
Gael Guennebaud
43cdd242d0
- split and rename defined tokens to enable the use of BLAS/Lapack/VML/etc
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- include MKL headers outside the Eigen namespace.
2011-12-09 10:06:49 +01:00
karturov
015c331252
Intel(R) MKL support added.
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* * *
License disclaimer changed to BSD license for MKL_support.h
* * *
Pardiso support fixed, test added.
blas/lapack tests fixed: Scalar parameter was added in Cholesky, product_matrix_vector_triangular remaned to triangular_matrix_vector_product.
* * *
PARDISO test was added physically.
2011-12-05 14:52:21 +07:00
Gael Guennebaud
26d7dad138
add a computeDirect method to SelfAdjointEigenSolver for fast eigen decomposition
2011-07-21 19:07:52 +02:00
Benoit Jacob
d8e97aee89
shut up stupid ICC warnings
2011-02-22 09:31:22 -05:00
Benoit Jacob
e5de9e5226
Remove \nonstable yet. The stability rules for Eigen3 are much simpler:
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- all what's not in unsupported/ is considered stable API
(except internal stuff e.g. expression templates).
2010-06-29 10:10:47 -04:00
Gael Guennebaud
74006a9fe9
* decouple the generalized selfadjoint eigenvalue problem to the standard one
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* uses named values instead of bools
2010-06-16 23:48:16 +02:00
Gael Guennebaud
7726cc8a29
clean old stuff used to support precompilation inside a binary lib
2010-06-07 14:47:20 +02:00
Jitse Niesen
e7d809d434
Update eigenvalues() and operatorNorm() methods in MatrixBase.
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* 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
Jitse Niesen
3a14a13533
Split computation of real Schur form in EigenSolver to its own class.
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This is done with the minimal amount of work, so the result is very rough.
2010-04-01 12:32:56 +01:00
Mark Borgerding
ff1e9542f6
added comments to help vim understand the header files are c++.
2009-12-01 18:00:29 -05:00
Gael Guennebaud
979431b987
fix #66 : upper triangular checks in ComplexSchur
2009-11-02 10:46:40 +01:00
Gael Guennebaud
68b28f7bfb
rename the EigenSolver module to Eigenvalues
2009-09-04 09:23:38 +02:00
