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604 Commits

Author SHA1 Message Date
Filippo Basso
a8f2c6eec7 Using numext::pow instead of std::pow in poly_eval function. 2015-02-04 18:37:51 +00:00
Gael Guennebaud
5fc4ce6449 bug #876: remove usage of atanh2 in matrix power 2014-12-08 16:44:05 +01:00
Gael Guennebaud
77294047d6 bug #876, matrix_log_compute_2x2: directly use logp1 instead of atanh2 2014-12-08 16:28:06 +01:00
Gael Guennebaud
21c0a2ce0c Move D&C SVD to official SVD module. 2014-10-29 11:29:33 +01:00
Benjamin Chrétien
c426054767 BDCSVD: fix CMake install (missing separator). 2014-10-24 15:10:56 +02:00
Christoph Hertzberg
1fa793cb97 Removed weird self assignment. 2014-10-24 13:19:19 +02:00
Gael Guennebaud
fe57b2f963 bug #701: workaround (min) and (max) blocking ADL by introducing numext::mini and numext::maxi internal functions and a EIGEN_NOT_A_MACRO macro. 2014-10-20 15:55:32 +02:00
Gael Guennebaud
4b7c3abbea Fix D&C SVD wrt zero matrices 2014-10-17 15:32:55 +02:00
Gael Guennebaud
2cc41dbe83 D&C SVD: fix some numerical issues by truly skipping deflated singular values when computing them 2014-10-15 15:21:12 +02:00
Gael Guennebaud
c26e8a1af3 D&C SVD: fix deflation of repeated singular values, fix sorting of singular values, fix case of complete deflation 2014-10-15 11:59:21 +02:00
Gael Guennebaud
ccd70ba123 Various numerical fixes in D&C SVD: I cannot make it fail with double, but still need to tune for single precision, and carefully test with duplicated singular values 2014-10-09 23:29:01 +02:00
Gael Guennebaud
118b1113d9 Workaround MSVC issue. 2014-10-07 09:53:39 +02:00
Gael Guennebaud
503c176d8e Fix missing outer() member in DynamicSparseMatrix 2014-10-07 09:53:27 +02:00
Gael Guennebaud
dbdd8b0883 D&C SVD: add scaling to avoid overflow, fix handling of fixed size matrices 2014-10-06 19:35:57 +02:00
Gael Guennebaud
842e31cf5c Let KroneckerProduct exploits the recently introduced generic InnerIterator class. 2014-09-29 13:37:49 +02:00
Georg Drenkhahn
8a502233d8 Correcting the ReturnType in traits<KroneckerProduct<>> to include the correct Index type. 
Fixed mixup of types Rhs::Index and Lhs:Index in various loop variables.
Added explicit type conversion for arithmetic expressions which may return a wider type.
 2014-09-21 23:19:29 +02:00
Georg Drenkhahn
3bd31e21b5 Fixed compiler warning on implicit integer conversion by separating index type for matrix and permutation matrix which may not be equal. 2014-09-20 15:00:36 +02:00
Gael Guennebaud
abba11bdcf Many improvements in Divide&Conquer SVD: 
- Fix many numerical issues, in particular regarding deflation.
- Add heavy debugging output to help track numerical issues (there are still fews)
- Make use of Eiegn's apply-inplane-rotation feature.
 2014-09-22 15:22:52 +02:00
Gael Guennebaud
2ae20d558b Update KroneckerProduct wrt evaluator changes 2014-09-18 22:08:49 +02:00
Gael Guennebaud
62bce6e5e6 Make MatrixFunction use nested_eval instead of nested 2014-09-18 17:31:17 +02:00
Gael Guennebaud
0ca43f7e9a Remove deprecated code not used by evaluators 2014-09-18 15:15:27 +02:00
Gael Guennebaud
749b56f6af merge with default branch 2014-09-14 17:34:54 +02:00
Gael Guennebaud
dacd39ea76 Exploit sparse structure in naiveU and naiveV when updating them. 2014-09-05 17:51:46 +02:00
Gael Guennebaud
15bad3670b Apply Householder U and V in-place. 2014-09-04 09:17:01 +02:00
Gael Guennebaud
c82dc227f1 Cleaning in BDCSVD (formating, handling of transpose case, remove some for loops) 2014-09-03 10:15:24 +02:00
Gael Guennebaud
a96f3d629c Clean bdcsvd 2014-09-02 22:30:23 +02:00
Gael Guennebaud
b3a0365429 merge with default branch 2014-09-01 18:21:01 +02:00
Gael Guennebaud
eb39296028 Reafctoring in D&C SVD unsupported module: clean and merge the SVDBase class to Eigen/SVD, rm copy/pasted JacobiSVD.h file 2014-09-01 18:16:20 +02:00
Gael Guennebaud
daad9585a3 Fix Kronecker product in legacy mode. 2014-09-01 17:24:07 +02:00
Gael Guennebaud
b051bbd64f Make unsupport sparse solvers use SparseSolverBase 2014-09-01 17:21:47 +02:00
Gael Guennebaud
b3d63b4db2 Add evaluator for DynamicSparseMatrix 2014-09-01 17:21:05 +02:00
Freddie Witherden
c3e4080474 Allow LevenbergMarquardt to work with non-standard types. 2014-08-27 15:24:51 +01:00
Gael Guennebaud
280661e67d Remove LM::sqrt_() member function in favor of a shortcut for sqrt(epsilon()) 2014-09-02 17:29:06 +02:00
Kolja Brix
953ec08089 Correct GMRES: 
* Fix error in calculation of residual at restart.
* Use relative residual as stopping criterion.
* Improve documentation.
 2014-08-02 18:39:15 +02:00
Gael Guennebaud
d79516660c Make loadMarket use the sparse-matrix index type, thus enabling loading huge matrices. 2014-07-31 16:43:19 +02:00
Jitse Niesen
5f3d542b8a Fix typo in MatrixExponential noticed by Markos. 2014-07-25 13:34:03 +01:00
Hauke Heibel
5f1eedd655 Merged in complexzeros/eigen (pull request PR-69) 
Added Spline interpolation with derivatives.
 2014-07-11 12:03:10 +02:00
Jeff
b1169ce40c Fixed index that would cause crash with two point, two derivative interpolation. Added static_cast. 2014-07-10 12:03:42 -06:00
Kolja Brix
e955725ff1 Fix GMRES: Initialize essential Householder vector with correct dimension. Add check if initial guess is already a sufficient approximation. 2014-07-10 08:20:55 +02:00
Gael Guennebaud
904509fbb6 Move using std::abs from Eigen's namespace to function scope. 2014-07-08 10:28:09 +02:00
Chen-Pang He
8ee38d2db6 Fix dox for namespaces 2014-07-05 21:48:48 +08:00
Jeff
08c615f1e4 IndexArray is now a typename. 
Changed interpolate with derivatives test to use VERIFY_IS_APPROX.
 2014-06-25 19:02:57 -06:00
Jeff
f9496d341f Merged. 2014-06-23 20:24:31 -06:00
Jeff
e745a450de Removed tabs and fixed indentation. 2014-06-23 20:18:16 -06:00
Jeff
e86adc87e9 Fixed type mixing issues. 2014-06-23 19:52:42 -06:00
Jeff
b59f045c07 Using LU decomposition with complete pivoting for better accuracy. 2014-06-23 19:04:52 -06:00
Jeff
957c2c291b Changed uint to unsigned int. 2014-06-23 08:34:11 -06:00
Jeff
5dbbe6b400 Added Spline interpolation with derivatives. 2014-06-20 22:12:45 -06:00
Benjamin Chrétien
c55c5763fe PolynomialSolver: fix typo. 2014-05-19 19:24:02 +02:00
Benjamin Chrétien
eda79321be PolynomialSolver: fix bugs related to linear polynomials. 2014-05-19 19:08:51 +02:00