Commit Graph

363 Commits

Author SHA1 Message Date
Thomas Capricelli
ee0e39284c Replace the qr factorization from (c)minpack (qrfac) by Eigen's own stuff.
Results as checked by unit tests are very slightly worse, but not much.
2010-01-25 07:22:28 +01:00
Thomas Capricelli
1cb0be05b0 useful cleaning 2010-01-25 07:08:08 +01:00
Thomas Capricelli
cbf6022e5a useless cleaning 2010-01-25 07:07:31 +01:00
Hauke Heibel
89ee9f092f Fixed compilation of MatrixFunctions module. 2010-01-20 11:32:13 +01:00
Mark Borgerding
dacfa97e82 merge 2010-01-18 19:53:44 -05:00
Mark Borgerding
adb2170eb8 removed Eigen::Complex class since it offered insufficient advantage over std::complex when sane real,imag structure packing is assumed.
for more info see:
http://www.cpptalk.net/portable-complex-numbers-between-c-c--vt46432.html
2010-01-18 19:39:22 -05:00
Thomas Capricelli
c8b9097740 erm.. forgot to test after previous commit. Now it's ok (tm). 2010-01-19 01:00:59 +01:00
Thomas Capricelli
a33b2dfeb3 introduce new state, "Not started" 2010-01-13 05:17:58 +01:00
Jitse Niesen
65cd1c7639 Add support for matrix sine, cosine, sinh and cosh. 2010-01-11 18:05:30 +00:00
Jitse Niesen
3407e8a67e triangularView<UpperTriangular> --> triangularView<Upper>
Necessary after c5d7c9f0de
 (big delete of "triangular").
2010-01-08 12:49:46 +00:00
Gael Guennebaud
801e601ff1 a couple of improvements in the Autodiff module 2010-01-05 16:04:05 +01:00
Gael Guennebaud
39209edd71 port unsupported modules to new API 2010-01-05 15:38:20 +01:00
Benoit Jacob
51b8f014f3 merge 2010-01-04 21:26:15 -05:00
Benoit Jacob
39ac57fa6d Big renaming:
start ---> head
  end   ---> tail
Much frustration with sed syntax. Need to learn perl some day.
2010-01-04 21:24:43 -05:00
Thomas Capricelli
e9724c8ea2 accessor for the levenberg-marquardt parameter 2010-01-05 01:22:53 +01:00
Jitse Niesen
708e6629e2 Further refactoring of MatrixFunction<MatrixType, 1>
* move some data to member variables
* split and/or rename member functions
* document all members
2010-01-04 23:13:15 +00:00
Thomas Capricelli
fd19e0a9ea unimportant small fix 2010-01-04 23:25:00 +01:00
Thomas Capricelli
95d9cb77f8 fix compilation in some cases 2010-01-04 22:45:33 +01:00
Jitse Niesen
233540e58a Refactoring of MatrixFunction: Simplify handling of fixed-size case. 2009-12-30 17:34:48 +00:00
Jitse Niesen
d35cc381fe Refactor MatrixFunction class: Split new class MatrixFunctionAtomic off. 2009-12-27 20:44:19 +00:00
Jitse Niesen
a25c9b1e46 Simplify and document Sylvester equation solver in MatrixFunction. 2009-12-27 18:09:50 +00:00
Jitse Niesen
f54a2a0484 Add support for general matrix functions.
This does the job but it is only a first version. Further plans:
improved docs, more tests, improve code by refactoring, add convenience
functions for sine, cosine, sinh, cosh, and (eventually) add the matrix
logarithm.
2009-12-21 18:53:00 +00:00
Jitse Niesen
63957ad5d6 Remove //@{ ... //@} for same reason as in changeset 2026ea7ff2
.
2009-12-13 00:29:31 +00:00
Hauke Heibel
d088ee35f6 Added to possibility to compile unit tests at maximum warning level.
Silenced (amongst others) many conversion related warnings.
2009-12-12 11:39:07 +01:00
Jitse Niesen
2026ea7ff2 Coax doxygen in producing better docs for MatrixFunctions.
The //@{ ... //@} in unsupported/Eigen/MatrixFunctions for some reason
caused doxygen to list the constructor of the MatrixExponential class
as a separate function in the MatrixFunctions module without any reference
to the class; very confusing.
2009-12-11 15:54:21 +00:00
Thomas Capricelli
7d444375e7 fix compilation (for some reason the pb happens only under windows) 2009-12-11 02:38:28 +01:00
Jitse Niesen
39ceba409b Various improvements to the docs for unsupported.
* Enable compilation of examples for unsupported.
* Fix use of std::vector in BVH example.
* Add an example for the matrix exponential.
* Bug fixes in unsupported/doc/{examples,snippets}/CMakeLists.txt .
2009-12-07 19:10:11 +00:00
Gael Guennebaud
ea684af6b4 merge 2009-12-04 12:40:29 +01:00
Marton Danoczy
ffaea19a70 Fixed compilation warnings in MSVC with Scalar==float 2009-12-03 14:01:34 +01:00
bjornpiltz
af17770680 Fix compilation for MSVC. 2009-12-03 09:27:15 +01:00
Hauke Heibel
84551d067e merge 2009-12-02 11:08:44 +01:00
Thomas Capricelli
291fd4f8da merge 2009-12-01 21:07:20 +01:00
Hauke Heibel
b08d5b2d2c Even more NestByValue cleanup... 2009-12-01 13:16:51 +01:00
Hauke Heibel
1fc5fdea25 Added missing typedef (will I ever learn it!?)
Removed unsupported directories that do not provide CMakeList.txt (CMake 2.8 warning).
The BenchTimer is now also working on Cygwin.
2009-12-01 09:20:05 +01:00
Hauke Heibel
66534b782c Some of our unit tests require mathematical constants and thus we rely on non-ansi code.
It seems as if the new standard removed pow(T,int).
M_PIL is only defined when _GNU_SOURCE is defined.
2009-11-30 16:54:04 +01:00
Thomas Capricelli
21ff296652 Adapted a mail from Mark about some design and add it as documentation for
the FFT module.
2009-11-30 16:21:21 +01:00
Benoit Jacob
4b1aca2288 precision ---> dummy_precision 2009-11-26 22:05:02 -05:00
Thomas Capricelli
c245054aa8 cleaning 2009-11-26 08:30:38 +01:00
Thomas Capricelli
f948df5a72 cleaning 2009-11-26 07:37:37 +01:00
Thomas Capricelli
db39f892a3 kill yet another un-needed parameter 2009-11-26 05:48:38 +01:00
Thomas Capricelli
905aecf803 make qrsolv use eigen types 2009-11-26 04:29:51 +01:00
Thomas Capricelli
e18caf7a01 clean qrsolv 2009-11-26 04:06:40 +01:00
Thomas Capricelli
e95f736402 reduce ei_qrsolv() signature, wa is actually a 'working array' 2009-11-26 03:26:41 +01:00
Thomas Capricelli
746c787a76 computes column norms outside of ei_qrfac() 2009-11-26 02:53:58 +01:00
Thomas Capricelli
9cbfdbad22 cleaning 2009-11-26 02:42:27 +01:00
Thomas Capricelli
dca80b5f22 use typedef 2009-11-25 23:08:46 +01:00
Thomas Capricelli
a6380ae272 silent warnings 2009-11-25 23:08:39 +01:00
Thomas Capricelli
06f11f3379 fix important typo 2009-11-21 02:00:47 +01:00
Thomas Capricelli
2612bbdf8b make the complex module appear in doxygen + small documentation 2009-11-10 22:02:10 +01:00
Thomas Capricelli
d47a723a6e make FFT appear in doxygen doc, and provide a mininum of documentation 2009-11-10 21:58:17 +01:00
Thomas Capricelli
2c9f46d151 fix Skyline module doxygen stuff 2009-11-10 21:47:57 +01:00
Thomas Capricelli
df117a64c7 merge with main repository 2009-11-10 21:34:43 +01:00
Thomas Capricelli
ae76c97704 documentation fixes 2009-11-10 21:33:36 +01:00
Gael Guennebaud
f647fb8dd4 fix compilation and removed some unused stuff in skyline 2009-11-10 21:22:55 +01:00
Thomas Capricelli
6a56262bf4 merge with main repository 2009-11-10 20:31:07 +01:00
Gael Guennebaud
1879403562 mv the Skyline module to unsupported/ 2009-11-10 12:47:42 +01:00
Thomas Capricelli
42b92c2022 merge with main repository 2009-11-09 19:02:52 +01:00
Benoit Jacob
92749eed11 * merge
* remove a ctor in QuaternionBase as it gives a strange error with GCC 4.4.2.
2009-11-09 09:08:03 -05:00
Thomas Capricelli
087df89e20 few doc fixes 2009-11-09 06:45:27 +01:00
Thomas Capricelli
17f3e8571c more documentatin 2009-11-09 04:52:47 +01:00
Thomas Capricelli
de195e0e78 some more documentation 2009-11-09 04:21:45 +01:00
Thomas Capricelli
ac8f7d8c9c various fixes in headers 2009-11-09 03:32:40 +01:00
Thomas Capricelli
71a3e96b49 rename NonLinear to NonLinearOptimization 2009-11-09 03:27:15 +01:00
Thomas Capricelli
09cb27c587 documentation + move "namespace eigen" to the main file, as others do. 2009-11-09 03:25:21 +01:00
Thomas Capricelli
cddc83752c starting documentation 2009-11-09 03:07:36 +01:00
Thomas Capricelli
751a333491 merge with main repository 2009-11-08 22:27:32 +01:00
Gael Guennebaud
5dc02fe5e9 improve a bit AutoDiffVector, but it still not working 2009-11-06 11:34:58 +01:00
Mark Borgerding
ec70f8006b added inlines to a bunch of functions 2009-10-31 00:13:22 -04:00
Mark Borgerding
4c3345364e moved half-spectrum logic to Eigen::FFT 2009-10-30 23:38:13 -04:00
Mark Borgerding
d659fd9b14 moved real-half-spectrum reflection into Eigen::FFT 2009-10-30 20:26:30 -04:00
Mark Borgerding
a26b729cc9 moved scaling to Eigen::FFT 2009-10-30 19:50:11 -04:00
Mark Borgerding
7911df4b6e improved selftest for Eigen::Complex -- mainly a documentation of what does not work 2009-10-28 23:22:10 -04:00
Benoit Jacob
e8dd552257 sync with mainline 2009-10-28 19:06:45 -04:00
Benoit Jacob
2840ac7e94 big huge changes, so i dont remember everything.
* renaming, e.g. LU ---> FullPivLU
* split tests framework: more robust, e.g. dont generate empty tests if a number is skipped
* make all remaining tests use that splitting, as needed.
* Fix 4x4 inversion (see stable branch)
* Transform::inverse() and geo_transform test : adapt to new inverse() API, it was also trying to instantiate inverse() for 3x4 matrices.
* CMakeLists: more robust regexp to parse the version number
* misc fixes in unit tests
2009-10-28 18:19:29 -04:00
Mark Borgerding
0167f5ef43 added inline to many functions 2009-10-22 23:06:19 -04:00
Mark Borgerding
e3d08443dc inlining,all namespace declaration moved to FFT, removed preprocessor definitions, 2009-10-21 20:53:05 -04:00
Mark Borgerding
78a53574b7 merge branches 2009-10-21 10:28:56 -04:00
Mark Borgerding
85f8d1f0c6 renamed 'Traits' to 'Impl', added vim modelines for syntax highlighting 2009-10-21 10:27:17 -04:00
Benoit Jacob
c3180b7ffb MatrixBase:
* support resize() to same size (nop). The case of FFT was another case where that make one's life far easier.
   hope that's ok with you Gael. but indeed, i don't use it in the ReturnByValue stuff.

FFT:
 * Support MatrixBase (well, in the case with direct memory access such as Map)
 * adapt unit test
2009-10-20 23:25:49 -04:00
Mark Borgerding
d9b418bf12 merged eigen2_for_fft into eigen2 mainline 2009-10-20 15:18:01 -04:00
Gael Guennebaud
7b0c4102fa * add a Make* expression type builder to allow the
construction of generic expressions working
  for both dense and sparse matrix. A nicer solution
  would be to use CwiseBinaryOp for any kind of matrix.
  To this end we either need to change the overall design
  so that the base class(es) depends on the kind of matrix,
  or we could add a template parameter to each expression
  type (e.g., int Kind = ei_traits<MatrixType>::Kind)
  allowing to specialize each expression for each kind of matrix.
* Extend AutoDiffScalar to work with sparse vector expression
  for the derivatives.
2009-10-16 13:22:38 +02:00
Gael Guennebaud
44ba4b1d6d add operator+ scalar to AutoDiffScalar 2009-10-16 11:27:04 +02:00
Gael Guennebaud
1503043981 autodiff:
* fix namespace issue
* simplify Jacobian code
* fix issue with "Dynamic derivatives"
2009-10-15 18:43:15 +02:00
Thomas Capricelli
456f7d094d merge with eigen-tip 2009-10-13 01:14:19 +02:00
Thomas Capricelli
7968737247 fix tests : we perform slightly worse because we do use one more function
evaluation in our numericaldiff than what (c)minpack did
2009-09-28 04:13:57 +02:00
Thomas Capricelli
d912034565 fdjac2 is not needed anymore 2009-09-28 03:49:23 +02:00
Thomas Capricelli
d3850641a1 remove some duplicated code LevenbergMarquardt::minimizeNumericalDiff*() by
using the generic Eigen NumericalDiff recently introduced.

LevenbergMarquardt::lmdif1(), which is provided as a convenience method for
people porting code from (c)minpack, is now a static function
2009-09-28 03:26:42 +02:00
Thomas Capricelli
87be19de4a central sheme for numerical diff 2009-09-28 02:55:30 +02:00
Thomas Capricelli
206b5e3972 starting work on a Numerical differenciation module 2009-09-28 02:43:07 +02:00
Thomas Capricelli
a453298322 cleaning doc 2009-09-28 02:42:19 +02:00
Thomas Capricelli
de942a44c2 default argument for _jac in functor operator() : this way, we can use
AutoDiffJacobian::operator()(x,value) exactly as the original functor
2009-09-28 01:28:48 +02:00
Thomas Capricelli
bee14ee8e6 use operator() so that to be coherent with eigen AutoDiff functor 2009-09-28 00:32:31 +02:00
Thomas Capricelli
956d65ea63 define a generic functor and makes other ones inherit it 2009-09-28 00:18:14 +02:00
Thomas Capricelli
b1637df4f4 update URL for adol-c 2009-09-27 01:56:50 +02:00
Gael Guennebaud
432fcefcb1 fix warning with gcc 4.2 2009-09-15 11:27:31 +02:00
Thomas Capricelli
7a8ec4ba26 cleaning 2009-09-15 04:17:11 +02:00
Thomas Capricelli
6d8baa757e fix indentation (and only that) 2009-09-14 23:47:44 +02:00
Thomas Capricelli
ab88ba6f7f provide some default values for important results. So that we can read them
even before *Init() and do no get random values.
2009-09-13 23:55:08 +02:00
Thomas Capricelli
8c3f7d8e94 cleaning 2009-09-13 01:44:34 +02:00
Thomas Capricelli
8b84c3733a functors need not be const 2009-09-11 20:50:01 +02:00
Jitse Niesen
9f14d72927 Remove no-op statement in AlignedVector3. 2009-09-10 09:22:06 +01:00
Thomas Capricelli
72746838ad merge with tip 2009-09-10 02:37:08 +02:00
Jitse Niesen
2a6db40f10 Re-factor matrix exponential.
Put all routines in a class. I think this is a cleaner design.
2009-09-08 14:51:34 +01:00
Thomas Capricelli
e3db42611b fix warning about unused variable 2009-08-29 02:48:44 +02:00
Thomas Capricelli
c990938415 eigenization of fcn_chkder + bugfix 2009-08-29 02:46:19 +02:00
Thomas Capricelli
16d08b2b0f check number of evaluation even in the case of *1(), now we have it.. 2009-08-26 14:47:10 +02:00
Thomas Capricelli
458947af5e move Parameters as a class member, simplify calling sequence. Convenience
methods from minpack ( "*1()" ) get their original name back : they are
only useful when porting, anyway. Still, i prefer to keep them.
2009-08-26 14:23:05 +02:00
Thomas Capricelli
c1be96967e remove printfs, they are of no use and may prevent compilation 2009-08-26 01:09:23 +02:00
Thomas Capricelli
6de3f5f0e7 cleaning 2009-08-25 23:47:22 +02:00
Thomas Capricelli
eac9293449 split every algorithm in *Init() + while(running) { *OneStep() } 2009-08-25 23:43:33 +02:00
Thomas Capricelli
bbd44ef0ad move more stuff into Parameters 2009-08-25 23:37:27 +02:00
Thomas Capricelli
a2abb4afb6 cleaning 2009-08-25 23:26:36 +02:00
Thomas Capricelli
baec4f39ab reduce local variables so that we can split algorithms 2009-08-25 22:49:05 +02:00
Thomas Capricelli
be368c33bb cleaning 2009-08-25 22:15:09 +02:00
Thomas Capricelli
470ea55834 put nfev/njev as internal variables as well 2009-08-25 22:13:08 +02:00
Thomas Capricelli
41b6ea81db oops... fixing return values, some copy/paste was done far too quickly 2009-08-25 22:06:58 +02:00
Thomas Capricelli
3bca4bba87 if mode==2, the user is supposed to supply diag: do some basic check. 2009-08-25 22:02:19 +02:00
Thomas Capricelli
fa0183e7c7 make diag be an internal variable too 2009-08-25 21:59:10 +02:00
Thomas Capricelli
e465ea82e1 define and use struct Parameters 2009-08-25 21:50:01 +02:00
Thomas Capricelli
d13bcdc891 those are actually bools 2009-08-25 20:01:30 +02:00
Thomas Capricelli
84f2c451e5 cleaning 2009-08-25 19:57:42 +02:00
Thomas Capricelli
d38d4709bc use an enum for status reporting 2009-08-25 19:48:53 +02:00
Thomas Capricelli
d59cc0ad82 merge files 2009-08-25 17:25:56 +02:00
Thomas Capricelli
493c72ac38 rename files 2009-08-25 17:21:16 +02:00
Thomas Capricelli
858acfcc64 remove the boring, old-school nprint option, we'll have a dedicated
method for 'one iteration' anyway.
2009-08-25 17:11:14 +02:00
Thomas Capricelli
613a464320 cleaning 2009-08-25 16:48:09 +02:00
Thomas Capricelli
6c1a9703b1 move most of results vectors/matrices inside respective classes. 2009-08-25 16:08:09 +02:00
Thomas Capricelli
38fc6c8553 cleaning 2009-08-25 14:28:19 +02:00
Thomas Capricelli
201f58e528 merge both c methods lmstr/lmstr1 into one class
LevenbergMarquardtOptimumStorage with two methods.
2009-08-25 14:18:38 +02:00
Thomas Capricelli
3f1b81e129 merge both c methods lmdif/lmdif1 into one class
LevenbergMarquardtNumericalDiff with two methods.
2009-08-25 14:09:19 +02:00
Thomas Capricelli
a736378331 cleaning 2009-08-25 14:03:30 +02:00
Thomas Capricelli
d880e6f774 merge both c methods hybrj1/hybrj into one class HybridNonLinearSolver with
two methods. hybrd stuff renamed to HybridNonLinearSolverNumericalDiff.
2009-08-25 13:56:25 +02:00
Thomas Capricelli
a043708e87 merge both c methods hybrd/hybrd1 into one class HybridNonLinearSolver with
two methods.
2009-08-25 13:48:25 +02:00
Thomas Capricelli
602b13815f merge both c methods lmder/lmder1 into one class LevenbergMarquardt with
two methods.
2009-08-25 13:40:45 +02:00
Thomas Capricelli
86cb9364c9 clean fortran stuff in fdjac* 2009-08-24 21:53:08 +02:00
Thomas Capricelli
45442b8d41 some more work on Functors 2009-08-24 21:48:22 +02:00
Thomas Capricelli
15d2c3af90 playing with functors 2009-08-24 19:45:35 +02:00
Thomas Capricelli
4e62e29869 cleaning covar 2009-08-24 17:49:37 +02:00
Thomas Capricelli
17905c7399 eigenization of ei_covar() 2009-08-24 17:47:35 +02:00
Thomas Capricelli
f69869c42a covar : cleaning, removing goto's 2009-08-24 16:49:38 +02:00
Thomas Capricelli
312ab1abb3 further cleaning/ goto removing 2009-08-24 16:39:49 +02:00
Thomas Capricelli
c6d7da6edc cleaning some more 2009-08-24 16:08:13 +02:00
Thomas Capricelli
63071ac968 cleaning, removing goto's, uniformization (try to reduce diff between
hybr[dj].h  or lm[der,dif,str].h as much as possible), for future merging.
2009-08-24 16:05:57 +02:00
Thomas Capricelli
91a2145cb3 clean, remove goto's 2009-08-24 15:32:06 +02:00
Thomas Capricelli
d4968cd059 cleaning, fixing most goto's 2009-08-24 15:13:12 +02:00
Thomas Capricelli
e65a7c7c70 misc cleaning 2009-08-24 09:28:29 +02:00
Thomas Capricelli
6e41f15fea use a local variable for qrfac 2009-08-24 09:13:06 +02:00
Thomas Capricelli
88f5d06b08 move ipvt/fortran fixing deeper 2009-08-24 08:45:06 +02:00
Thomas Capricelli
950eb4a254 various cleaning and homogeneization 2009-08-24 08:28:31 +02:00
Thomas Capricelli
930651ff9a dogleg, lmpar : use more eigen features 2009-08-23 21:52:39 +02:00