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57239f4a81
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1754 Commits

Author SHA1 Message Date
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
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