Gael Guennebaud
079fa81d84
add a TridiagonalMatrix wrapper arround BandMatrix, and extend this latter
2009-07-15 19:53:08 +02:00
Gael Guennebaud
4f792583c7
add BandMatrix::col()
2009-07-15 18:00:11 +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
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(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
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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
279cedc1ce
some cleaning/renaming is Triangular/SelfadjointView
2009-07-14 22:38:21 +02:00
Gael Guennebaud
f5d2317b12
add a blueNorm() function implementing the Blues's stable norm
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algorithm. it is currently provided for experimentation
purpose only.
2009-07-13 21:14:47 +02:00
Gael Guennebaud
ddbaaebf9e
one more fix of the previous commit (forgot to update ei_must_nest_by_value)
2009-07-13 15:27:01 +02:00
Gael Guennebaud
bd506d837c
fix typo in previous commit
2009-07-13 15:21:32 +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).
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Note that it is already used in Tridiagonalization.
2009-07-11 21:14:59 +02:00
Gael Guennebaud
ab17f92728
more sun studio fixes
2009-07-10 16:27:01 +02:00
Gael Guennebaud
ec5c608aa3
Set of fixes and workaround to make sun studio more happy.
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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
1c52985aa7
merge
2009-07-10 08:21:57 +02:00
Gael Guennebaud
629e083d81
slight change in the comparison to -1
2009-07-10 08:21:20 +02:00
Gael Guennebaud
8885d56928
commit woking versions of triangular solvers naturally
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handling conjuagted expression. still have to bench whether it
is faster (runtime and compile time) to directly call the
cache friendly functions, whence all the commented piece of code...
2009-07-09 23:59:18 +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,
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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
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=> significant speedup in expr. like a.adjoint() * b,
for complex scalar type (~ x3)
2009-07-07 21:30:20 +02:00
Gael Guennebaud
5ed6ce90d3
started to catch scalar multiple and conjugate xpr in Product
2009-07-07 16:55:51 +02:00
Gael Guennebaud
ea23f36c78
* change the nesting order of adjoint_return_type to
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1 - make it easier to catch conjugate expressions
2 - make sure there is no unecessary copy (we had NestByValue<Derived> which seems to be very bad)
* update eigensolver wrt recent changes
2009-07-07 15:56:13 +02:00
Gael Guennebaud
79877a9917
* take advantage of new possibilies in LLT (mat -= product)
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* 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
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* 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
544888e342
add a generic mechanism to copy a special matrix to a dense matrix so that
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we don't need to add other specialization of MatrixBase::operator=, Matrix::=,
and Matrix::Matrix(...)
2009-07-07 09:05:20 +02:00
Gael Guennebaud
1aea45335f
* bybye Part, welcome TriangularView and SelfAdjointView.
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* 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
889726bf7c
add matrixQR() method exposing the storage. that's where the householder thing impacts the API.
2009-07-06 17:24:11 +02:00
Benoit Jacob
e057beee4e
fix some search-and-replace damage
2009-07-06 17:20:07 +02:00
Benoit Jacob
e093b43b2c
* rename QR to HouseholderQR because really that impacts the API, not just the impl.
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* 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
f84bd3e7b1
include the fixes of the third edition
2009-07-06 15:01:30 +02:00
Gael Guennebaud
0c2232e5d9
quick reimplementation of SVD from the numeral recipes book:
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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
Gael Guennebaud
0cd158820c
switch from eigensolver to SVD which seems to be more accurate with float
2009-07-06 11:15:38 +02:00
Gael Guennebaud
90f1e24579
significantly improve the accuracy of setFromTwoVectors ( fixes #21 )
2009-07-06 10:35:20 +02:00
Gael Guennebaud
ecc4f07af5
fix doc of Quaternion::setFromTwoVectors
2009-07-06 09:17:25 +02:00
Gael Guennebaud
c6f610093b
add a VectorBlock expr as a specialization of Block
2009-07-05 11:33:55 +02:00
Gael Guennebaud
eec334c604
fixes a segfault
2009-07-05 10:48:57 +02:00
Benoit Jacob
60467e54a5
some docs improvements
2009-07-05 01:52:42 +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
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* fix a bug is SparseMatrix
2009-07-04 11:16:27 +02:00
Gael Guennebaud
d457ec5810
fix #20 : SVD::solve() now resize the result
2009-07-04 09:28:11 +02:00
Benoit Jacob
7b750182f2
* polish computeInverseWithCheck to share more code, fix documentation, fix coding style
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* add snippet for computeInverseWithCheck documentation
* expand unit-tests to cover computeInverseWithCheck
2009-06-29 22:07:37 +02:00
Manuel Yguel
126a031a39
computeInverseWithCheck method added to matrix base (specialization for 1D to 4D)
2009-06-29 20:47:37 +02:00
Benoit Jacob
632cb7a4a1
patch by Myguel from the forum: fix documentation
2009-06-29 19:26:20 +02:00
Benoit Jacob
2de9b7f537
fully vectorize DiagonalProduct
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(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
bf91003d37
FreeBSD: determine precisely when malloc is 16-byte aligned
2009-06-29 00:08:34 +02:00
Benoit Jacob
5eabf2b75d
double precision() : change to 1e-12 instead of 1e-11 (as discussed several times on the list)
2009-06-29 00:00:29 +02:00