Commit Graph

22 Commits

Author SHA1 Message Date
Gael Guennebaud
96e1e582ff Sparse module:
* add a MappedSparseMatrix class (like Eigen::Map but for sparse
  matrices)
* rename SparseArray to CompressedStorage
2009-01-15 12:52:59 +00:00
Gael Guennebaud
c4c70669d1 Big rewrite in the Sparse module: SparseMatrixBase no longer inherits MatrixBase.
That means a lot of features which were available for sparse matrices
via the dense (and super slow) implemention are no longer available.
All features which make sense for sparse matrices (aka can be implemented efficiently) will be
implemented soon, but don't expect to see an API as rich as for the dense path.
Other changes:
* no block(), row(), col() anymore.
* instead use .innerVector() to get a col or row vector of a matrix.
* .segment(), start(), end() will be back soon, not sure for block()
* faster cwise product
2009-01-14 14:24:10 +00:00
Gael Guennebaud
709e903335 Sparse module:
* extend unit tests
* add support for generic sum reduction and dot product
* optimize the cwise()* : this is a special case of CwiseBinaryOp where
  we only have to process the coeffs which are not null for *both* matrices.
  Perhaps there exist some other binary operations like that ?
2009-01-07 17:01:57 +00:00
Gael Guennebaud
fd7eba3394 Added a SparseVector class (not tested yet) 2009-01-02 08:47:09 +00:00
Benoit Jacob
8106d35408 Patch by Kenneth Riddile: disable MSVC warnings, reenable them outside
of Eigen, and add a MSVC-friendly path in StaticAssert.
2008-12-18 20:48:02 +00:00
Gael Guennebaud
9084e2a216 oops I commited bad stuff in the previous commit 2008-12-17 18:54:28 +00:00
Gael Guennebaud
6e138d0069 more MSVC cmake fixes 2008-12-17 18:37:04 +00:00
Gael Guennebaud
86ccd99d8d Several improvements in sparse module:
* add a LDL^T factorization with solver using code from T. Davis's LDL
  library (LPGL2.1+)
* various bug fixes in trianfular solver, matrix product, etc.
* improve cmake files for the supported libraries
* split the sparse unit test
* etc.
2008-11-05 13:47:55 +00:00
Gael Guennebaud
cf0f82ecbe sparse module:
- remove some useless stuff => let's focus on a single sparse matrix format
 - finalize the new RandomSetter
2008-10-21 13:35:04 +00:00
Gael Guennebaud
3645d6c138 sparse module: add a RandomSetter based on a user defined map implementation
as described on the wiki (one map per N column)
Here's some bench results for the 4 currently supported map impl:
std::map =>             18.3385 (581 MB)
gnu::hash_map =>        6.52574 (555 MB)
google::dense =>        2.87982 (315 MB)
google::sparse =>       15.7441 (165 MB)
This is the time is second (and memory consumption) to insert/lookup
10 million of coeffs with random coords inside a 10000^2 matrix,
with one map per packet of 64 columns => google::dense really rocks !
Note I use for the key value the index of the column in the packet (between 0 and 63)
times the number of rows and I used the default hash function.... so maybe there is
room for improvement here....
2008-10-20 23:42:20 +00:00
Gael Guennebaud
fa27cd1ed0 * add cmake files to find (optional) supported libraries
* add unit tests for sparse cholesky
2008-10-20 10:43:11 +00:00
Gael Guennebaud
3a231c2349 sparse module: add support for umfpack, the sparse direct LU
solver from suitesparse (as cholmod). It seems to be even faster
than SuperLU and it was much simpler to interface ! Well,
the factorization is faster, but for the solve part, SuperLU is
quite faster. On the other hand the solve part represents only a
fraction of the whole procedure. Moreover, I bench random matrices
that does not represents real cases, and I'm not sure at all
I use both libraries with their best settings !
2008-10-19 22:44:21 +00:00
Gael Guennebaud
ecc6c43dba sparse module: add preliminary support for direct sparse LU solver
using SuperLU. Calling SuperLU was very painful, but it was worth it,
it seems to be damn fast !
2008-10-19 15:26:28 +00:00
Gael Guennebaud
6be0131774 sparse module: added some documentation for the LLT solver 2008-10-18 18:33:56 +00:00
Gael Guennebaud
b730c6f57d Sparse module: add experimental support for TAUCS and CHOLMOD with:
* bidirectionnal mapping
 * full cholesky factorization
2008-10-05 13:38:38 +00:00
Gael Guennebaud
068ff3370d Sparse module:
* several fixes (transpose, matrix product, etc...)
 * Added a basic cholesky factorization
 * Added a low level hybrid dense/sparse vector class
   to help writing code involving intensive read/write
   in a fixed vector. It is currently used to implement
   the matrix product itself as well as in the Cholesky
   factorization.
2008-10-04 14:23:00 +00:00
Daniel Gomez Ferro
8fb1678f0f Extended sparse unit-test: nested blocks and InnerIterators.
Block specialization for sparse matrices.
InnerIterators for Blocks and fixes in CoreIterators.
2008-09-02 15:28:49 +00:00
Benoit Jacob
a814ebe180 fix a number of compiler errors and warnings with gcc 4.3. There was a missing
#include<algorithm> so I'm not sure how it compiled at all for you :)
2008-08-22 01:19:53 +00:00
Gael Guennebaud
37a50fa526 * added an in-place version of inverseProduct which
might be twice faster fot small fixed size matrix
* added a sparse triangular solver (sparse version
  of inverseProduct)
* various other improvements in the Sparse module
2008-06-29 21:29:12 +00:00
Gael Guennebaud
027818d739 * added innerSize / outerSize functions to MatrixBase
* added complete implementation of sparse matrix product
  (with a little glue in Eigen/Core)
* added an exhaustive bench of sparse products including GMM++ and MTL4
  => Eigen outperforms in all transposed/density configurations !
2008-06-28 23:07:14 +00:00
Gael Guennebaud
e5d301dc96 various work on the Sparse module:
* added some glue to Eigen/Core (SparseBit, ei_eval, Matrix)
* add two new sparse matrix types:
   HashMatrix: based on std::map (for random writes)
   LinkedVectorMatrix: array of linked vectors
   (for outer coherent writes, e.g. to transpose a matrix)
* add a SparseSetter class to easily set/update any kind of matrices, e.g.:
   { SparseSetter<MatrixType,RandomAccessPattern> wrapper(mymatrix);
     for (...) wrapper->coeffRef(rand(),rand()) = rand(); }
* automatic shallow copy for RValue
* and a lot of mess !
plus:
* remove the remaining ArrayBit related stuff
* don't use alloca in product for very large memory allocation
2008-06-26 23:22:26 +00:00
Gael Guennebaud
ea1990ef3d add experimental code for sparse matrix:
- uses the common "Compressed Column Storage" scheme
 - supports every unary and binary operators with xpr template
   assuming binaryOp(0,0) == 0 and unaryOp(0) = 0 (otherwise a sparse
   matrix doesnot make sense)
 - this is the first commit, so of course, there are still several shorcommings !
2008-06-23 13:25:22 +00:00