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70df09b76d
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368 Commits

Author SHA1 Message Date
Gael Guennebaud
70df09b76d move DynamicSparseMatrix to SparseExtra 2011-10-24 09:31:33 +02:00
Gael Guennebaud
3fce43a704 add a basic ILU preconditioner 2011-10-11 20:41:43 +02:00
Gael Guennebaud
15cb4f5b09 extend BiCGSTAB to arbitrary rhs 2011-10-11 19:53:18 +02:00
Gael Guennebaud
4f237f035c extend SimplicialCholesky for sparse rhs, and add determinant 2011-10-11 11:31:12 +02:00
Gael Guennebaud
5dc8458293 extend CG for multiple right hand sides 2011-10-11 11:29:50 +02:00
Gael Guennebaud
e97879857b DiagonalPrecond: fix potential segfault in case the diagonal contains explciit zeros 2011-10-09 22:17:37 +02:00
Gael Guennebaud
2fc1b58cd2 split SimplicialCholesky into SimplicialLLt and SimplicialLDLt classes and add specific factor access functions 2011-10-09 21:45:55 +02:00
Gael Guennebaud
683ea3c93f fix superLU when the salver is called multiple times 2011-09-27 18:30:53 +02:00
Gael Guennebaud
b2988375e8 fix a couple of issues in SuperLU support (memory and determinant) 2011-09-24 14:20:31 +02:00
Gael Guennebaud
6799fabba9 port umfpack support to new API 2011-09-24 14:19:39 +02:00
Gael Guennebaud
d8ae978b65 fix some compilation issues 2011-09-23 16:28:26 +02:00
Gael Guennebaud
823b2105b6 fix atan2 when tmp4==0 2011-09-22 17:34:25 +02:00
Gael Guennebaud
b0adbfbae7 BiCGSTAB does not like starting from 0... 2011-09-21 18:08:08 +02:00
Gael Guennebaud
1d796acb05 fix status after initialization 2011-09-20 18:45:50 +02:00
Chen-Pang He
16b13596a6 mainly enhance MatrixLogarithm's performance for RealScalar != double 2011-09-17 21:00:55 +08:00
Gael Guennebaud
9053729d68 add a bi conjugate gradient stabilized solver 2011-09-17 10:54:14 +02:00
Gael Guennebaud
f4122e9f94 add tan, acos, asin 2011-09-14 08:35:54 +02:00
Jitse Niesen
b38d3b360e Define log2() on FreeBSD (fixes bug #343). 2011-09-06 06:52:04 +01:00
Gael Guennebaud
f1d98aad1b add atan2 support in AutoDiff and remove superfluous std:: specializations 2011-09-05 17:47:58 +02:00
Jitse Niesen
a2feb6f3c7 Add defensive assert to MatrixExponential, 2011-09-03 04:58:06 +01:00
Chen-Pang He
dd598ef8ce enhance efficacy via avoiding exception handling 2011-09-02 00:15:02 +08:00
Jitse Niesen
7ee084f82f Leverage triangular square root in matrix log. 2011-08-25 07:42:32 +01:00
Jitse Niesen
c01ed935dd Split code for (quasi)triangular matrices from MatrixSquareRoot. 
This way, (quasi)triangular matrices can avoid the costly Schur decomposition.
 2011-08-25 07:42:21 +01:00
Chen-Pang He
8ddd1e390b fix: <ctime> is necessary for srand(time(NULL)) 2011-08-24 18:26:38 +08:00
Chen-Pang He
6d7a32231d add compatibility with long double 2011-08-20 12:33:51 +08:00
Gael Guennebaud
42e2578ef9 the min/max macros to detect unprotected min/max were undefined by some std header, 
so let's declare them after and do the respective fixes ;)
 2011-08-19 14:18:05 +02:00
Thomas Capricelli
a660e6425c fix a bug where some rotations were not initialized 
They actually were in the original minpack code, this is a bug introduced
by our migration.
Reported on #322 and
http://forum.kde.org/viewtopic.php?f=74&t=96197#p201158
 2011-08-04 05:02:04 +02:00
Thomas Capricelli
5748d3c96f wa2 was computed twice because of a confustion between changesets 
746c787a76
 and ee0e39284c
.
Reported on forum:
http://forum.kde.org/viewtopic.php?f=74&t=96197#p201158
 2011-08-04 03:27:01 +02:00
Jitse Niesen
b12522f696 Remove unnecessary template keywords (breaks compilation under MSVC). 
Thanks to Hauke for finding this.
 2011-07-28 13:55:56 +01:00
Gael Guennebaud
3a2cabc275 compilation fix with conjugate_gradient_solve_retval_with_guess 2011-07-26 14:43:20 +02:00
Gael Guennebaud
51f706b916 add the possibility to configure the preconditioner 2011-07-26 09:22:18 +02:00
Gael Guennebaud
66fa6f39a2 add a naive IdentityPreconditioner 2011-07-26 09:17:18 +02:00
Gael Guennebaud
80b1d1371d add a conjugate gradient solver 2011-07-26 09:04:10 +02:00
Gael Guennebaud
22bff949c8 protect calls to min and max with parentheses to make Eigen compatible with default windows.h 
(transplanted from 49b6e9143e
)
 2011-07-21 11:19:36 +02:00
Thomas Capricelli
08074843ac fix few warnings reported by clang 2011-07-07 22:20:04 +02:00
Gael Guennebaud
2489c81562 add new interface to SuperLU 2011-07-07 14:19:42 +02:00
Gael Guennebaud
3ecf7e8f6e add a KroneckerProduct module (unsupported) from Kolja Brix and Andreas Platen materials. 2011-06-22 14:39:11 +02:00
Thomas Capricelli
cf04a7c682 fix typo in constant name 2011-06-12 23:54:28 +02:00
Jitse Niesen
8c8ab9ae10 Implement matrix logarithm + test + docs. 
Currently, test matrix_function_1 fails due to bug #288.
 2011-06-07 14:44:43 +01:00
Jitse Niesen
a6d42e28fe Decouple MatrixFunction and MatrixFunctionAtomic 
in preparation for implementation of matrix log.
 2011-06-07 14:40:27 +01:00
Jitse Niesen
86ca35ccff Fix and test MatrixSquareRoot for 1-by-1 matrices. 2011-06-07 14:32:16 +01:00
Gael Guennebaud
421ece38e1 Sparse: fix long int as index type in simplicial cholesky and other decompositions 2011-06-06 10:17:28 +02:00
Gael Guennebaud
5830f90983 add read/write routines for sparse matrices in the Market format 2011-05-31 18:58:04 +02:00
Jitse Niesen
d23845c4cc Fix typo ('using namespace' instead of 'using'). 2011-05-26 09:52:36 +01:00
Gael Guennebaud
87ac09daa8 Simplify the use of custom scalar types, the rule is to never directly call a standard math function using std:: but rather put a using std::foo before and simply call foo: 
using std::max;
max(a,b);
 2011-05-25 08:41:45 +02:00
Gael Guennebaud
d4fd298fbb Autodiff: fix scalr - active_scalar 2011-05-14 22:38:41 +02:00
Gael Guennebaud
a34a216e82 AutoDiff: add one missing operator- version 2011-05-12 23:40:19 +02:00
Gael Guennebaud
3de2f4b75a AutoDiff: fix most of bug #234 (missing operators, used old internal math function interface, etc) 2011-05-12 23:36:33 +02:00
Gael Guennebaud
ae3b6cc324 AutoDiff: fix unary operator- 2011-05-12 22:27:51 +02:00
Jitse Niesen
d7e3c949be Implement and document MatrixBase::sqrt(). 2011-05-09 22:20:20 +01:00