Commit Graph

828 Commits

Author SHA1 Message Date
Benoit Jacob
f1d1756cdd Introduce third template parameter to HouseholderSequence: int Side.
When it's OnTheRight, we read householder vectors as rows above the diagonal.
With unit test. The use case will be bidiagonalization.
2010-01-14 19:16:49 -05:00
Benoit Jacob
24a09ceae8 * Fix a bug in HouseholderQR with mixed fixed/dynamic size: must use EIGEN_SIZE_MIN instead of EIGEN_ENUM_MIN, and there are many other occurences throughout Eigen!
* HouseholderSequence:
  - add shift parameter
  - add essentialVector() method to start abstracting the direction
  - add unit test in householder.cpp
2010-01-11 08:48:39 -05:00
Hauke Heibel
325da2ea3c Fixed conservativeResize.
Fixed multiple overloads for operator=.
Removed debug output.
2010-01-11 13:57:50 +01:00
Jitse Niesen
ef0ed5b271 test/triangular.cpp: isUpper() --> isUpperTriangular()
Necessary to get the test to compile after c5d7c9f0de
.
I'm assuming that isUpperTriangular() is the name we want; the alternative
is to change Eigen/src/Core/{MatrixBase,TriangularMatrix}.h
2010-01-08 12:46:24 +00:00
Benoit Jacob
44ed79fc3c finally, undo this 2010-01-07 22:03:58 -05:00
Benoit Jacob
b05f59ee07 Backed out changeset 58fb27cd56 2010-01-07 22:00:45 -05:00
Benoit Jacob
58fb27cd56 undo 2010-01-07 21:53:52 -05:00
Gael Guennebaud
c5d7c9f0de remove the Triangular suffix to Upper, Lower, UnitLower, etc,
and remove the respective bit flags
2010-01-07 21:15:32 +01:00
Benoit Jacob
82ec250a0f make applyHouseholderOnTheRight take a row vector, not a column vector:
this is how it's used in practice.
2010-01-07 12:50:02 -05:00
Gael Guennebaud
9d9e00b608 merge and add start/end to Eigen2Support 2010-01-05 13:07:32 +01:00
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
Gael Guennebaud
71a171c267 s/asMatrix()/matrix() 2010-01-04 19:13:08 +01:00
Gael Guennebaud
b6898996d4 fix dirty triangular unit test 2010-01-04 19:02:43 +01:00
Gael Guennebaud
826bff58c6 Fix #69 for the second time, and add the respective regression test 2010-01-04 17:36:26 +01:00
Benoit Jacob
25f8adfa6c * Fix bug #79: ei_alignmentOffset was assuming that ptr is multiple of
sizeof(Scalar), and that assumption breaks with double on linux x86-32.
* Rename ei_alignmentOffset to ei_first_aligned
* Rewrite its documentation and part of its body
* The variant taking a MatrixBase doesn't need a separate size argument.
2010-01-02 12:38:16 -05:00
Gael Guennebaud
791bac25f2 fix #75, and add a basic unit test for Hessenberg
(it was indirectly tested by the eigenvalue decomposition)
2009-12-23 12:18:54 +01:00
Gael Guennebaud
d65c8cb60a fix #69 and extend unit tests or triangular solvers 2009-12-23 11:48:53 +01:00
Gael Guennebaud
5adfe934c8 add checks for on the right triangular solving with matrices 2009-12-23 10:24:13 +01:00
Gael Guennebaud
fcc3be5dce a couple of fixes after thye merge 2009-12-23 09:07:01 +01:00
Gael Guennebaud
eaaba30cac merge with default branch 2009-12-22 22:51:08 +01:00
Gael Guennebaud
af4d8c5cec a couple of fixes, now Array passes the linearstructure test 2009-12-17 19:28:54 +01:00
Gael Guennebaud
ebb2878829 finally add a Array class with storage via the introduction of a DenseStorageBase
base class shared by both Matrix and Array
2009-12-17 13:37:00 +01:00
Gael Guennebaud
30d47860dd more fixes 2009-12-17 10:43:46 +01:00
Gael Guennebaud
34c95029ca a couple of fixes and cleaning 2009-12-17 10:00:35 +01:00
Jitse Niesen
945cbc3bc6 Add test for issue #75 (Hessenberg of 1x1 matrix).
Also remove an superfluous #include in matrixExponential test.
2009-12-16 22:24:24 +00:00
Gael Guennebaud
2033903376 a trivial compilation fix 2009-12-16 19:21:10 +01:00
Gael Guennebaud
9f79558839 a lot of cleaning and fixes 2009-12-16 19:18:40 +01:00
Gael Guennebaud
22a6ab1f4b add an eigen2support test and a few fixes 2009-12-16 17:37:21 +01:00
Gael Guennebaud
6db6774c46 * fix aliasing checks when the lhs is also transposed. At the same time,
significantly simplify the code of these checks while extending them
  to catch much more expressions!
* move the enabling/disabling of vectorized sin/cos to the architecture traits
2009-12-16 11:41:16 +01:00
Gael Guennebaud
7a9988ebb6 fix spasre triangular solve for row major lower matrices 2009-12-14 10:25:21 +01:00
Benoit Jacob
46a9cac7fb silence 'statement has no effect' warning with gcc 4.4 2009-12-14 23:31:00 -05:00
Benoit Jacob
4948448939 *use scalar instructions, packet not needed here
*remove unused var warning
2009-12-14 23:13:54 -05:00
Benoit Jacob
d02eccf584 add SSE path for Matrix4f inverse, taken from Intel except that we do a kosher
division instead of RCPPS-followed-by-Newton-Raphson. The rationale for that is
that elsewhere in Eigen we dont allow ourselves this approximation (which throws
2 bits of mantissa), so there's no reason we should allow it here.
2009-12-14 22:47:14 -05:00
Hauke Heibel
3dce51bd8e Removed more warnings. 2009-12-12 14:49:43 +01:00
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
Gael Guennebaud
9facdaf7b9 some compilation fixes 2009-12-10 22:15:22 +01:00
Gael Guennebaud
7caf751fdd adapt select, replicate and reverse 2009-12-10 22:00:35 +01:00
Benoit Jacob
d2e44f2636 * 4x4 inverse: revert to cofactors method
* inverse tests: use createRandomMatrixOfRank, use more strict precision
* tests: createRandomMatrixOfRank: support 1x1 matrices
* determinant: nest the xpr
* Minor: add comment
2009-12-09 12:43:25 -05:00
Gael Guennebaud
8e05f9cfa1 add a DenseBase class for MAtrixBase and ArrayBase and more code factorisation 2009-12-04 23:17:14 +01:00
Benoit Jacob
de25059502 * Remove test_ prefix in tests
* tests now honor EIGEN_REPEAT and EIGEN_SEED if no arguments were passed
2009-12-02 12:07:47 -05:00
Benoit Jacob
3e73f6036c * HouseholderSequence:
* be aware of number of actual householder vectors
    (optimization in non-full-rank case, no behavior change)
  * fix applyThisOnTheRight, it was using k instead of actual_k
* QR: rename matrixQ() to householderQ() where applicable
2009-12-02 11:11:09 -05:00
Hauke Heibel
84551d067e merge 2009-12-02 11:08:44 +01:00
Mark Borgerding
c05ae35441 merge with tip 2009-12-01 18:03:15 -05:00
Mark Borgerding
8fce0b5459 added newline at the end of file to quiet gcc warning 2009-12-01 17:37:33 -05:00
Benoit Jacob
95d88e1327 Big reworking of ColPivQR and its unit test, which now passes even with thousands of repetitions and correctly tests matrices of all sizes. Several surprises along the way: for example, a major cause of trouble was the optimized "table of column squared norms" where the accumulation of imprecision was a serious issue; another surprise is that tests like "x!=0" before dividing by x really benefit from being replaced by fuzzy tests, as i hit real cases where i got wrong results in 1/epsilon. 2009-12-01 13:26:29 -05:00
Hauke Heibel
2bf354da80 Much more NestByValue cleanup. 2009-12-01 11:51:22 +01:00
Benoit Jacob
4b1aca2288 precision ---> dummy_precision 2009-11-26 22:05:02 -05:00
Benoit Jacob
5923bcb1b9 improve the scripts for building unit tests:
* support unsupported/
* use egrep instead of grep, properly escape special chars.
2009-11-25 21:26:37 -05:00
Thomas Capricelli
f795681da0 export stableNorm(), blueNorm() and hypotNorm() to colwise() and rowwise()
+ rudimentary test
2009-11-26 02:28:13 +01:00
Benoit Jacob
1e2bcba5e4 forward port slight changes in the 4x4 inverse test 2009-11-25 09:08:03 -05:00
Benoit Jacob
e6ea9e401c improve precision test 2009-11-23 11:24:06 -05:00
Benoit Jacob
44d0d667cd 4x4 inverse:
* change block selection threshold from 1e-2 to 1e-1
* add rigorous precision test
2009-11-23 10:13:21 -05:00
Gael Guennebaud
eb8f450071 Hey, finally the copyCoeff stuff is not only used to implement swap anymore :)
Add an internal pseudo expression allowing to optimize operators like +=, *= using
the copyCoeff stuff.
This allows to easily enforce aligned load for the destination matrix everywhere.
2009-11-20 15:39:38 +01:00
Jitse Niesen
34be9d4537 Replace toDense() by toDenseMatrix() in tests. 2009-11-20 12:22:46 +00:00
Benoit Jacob
6cbf662f14 * don't laugh, but these bugs took me forever to fix.
* expand unit tests to make sure to catch them: they nearly escaped the existing tests as these memory violations were highly dependent on the numbers of rows and cols.
2009-11-19 22:01:13 -05:00
Benoit Jacob
eac3232095 minor improvements in triangular stuff 2009-11-19 20:50:50 -05:00
Benoit Jacob
88b551e89b * fix compilation of unit-tests (sorry, had tested only 1 channel)
* remove buggy (superfluous?) specialization in the meta-unroller
2009-11-19 19:20:19 -05:00
Benoit Jacob
a20a744adc TriangularMatrix: extend to rectangular matrices 2009-11-19 17:07:55 -05:00
Benoit Jacob
b5f4636d42 * eigen2->eigen3
* bump version to 2.91.0
* add FindEigen3.cmake
2009-11-19 12:09:04 -05:00
Benoit Jacob
126a8e6a69 fix remaining bug in ColPivHouseholderQR, so now all tests pass again 2009-11-18 17:40:45 -05:00
Benoit Jacob
8860203e6a fix stuff after the PermutationMatrix changes.
I still have JacobiSVD errors when cols>rows
2009-11-18 12:41:24 -05:00
Gael Guennebaud
e3d890bc5a Another big refactoring change:
* add a new Eigen2Support module including Cwise, Flagged, and some other deprecated stuff
* add a few cwiseXxx functions
* adapt a few modules to use cwiseXxx instead of the .cwise() prefix
2009-11-18 18:15:19 +01:00
Benoit Jacob
94c706d04f Assign.h: add LinearTraversal (non-vectorized index-based traversal)
Rename some constants to make names match more closely what they mean.
2009-11-18 11:57:07 -05:00
Gael Guennebaud
0529ecfe1b Big refactoring/cleaning in the spasre module with
in particular the addition of a selfadjointView, and the
extension of triangularView. The rest is cleaning and does not
change/extend the API.
2009-11-18 14:52:52 +01:00
Gael Guennebaud
1e62e0b0d8 more ET refactoring:
* extend Cwise for multiple storage base class
* a lot of cleaning in the Sparse module
2009-11-17 16:04:19 +01:00
Benoit Jacob
9f21e2aab7 port the QR module to PermutationMatrix 2009-11-17 08:14:54 -05:00
Benoit Jacob
07412b2075 PermutationMatrix: add setIdentity and transpositions methods
LU: make use of that
2009-11-16 21:28:26 -05:00
Benoit Jacob
b90744dc05 Port FullPivLU to PermutationMatrix 2009-11-16 17:05:12 -05:00
Benoit Jacob
eb6df28c6c DiagonalMatrix: release-quality documentation
BandMatrix: rename toDense() ---> toDenseMatrix() for consistency
2009-11-16 15:25:58 -05:00
Benoit Jacob
e8d0dbf82e PermutationMatrix:
* make multiplication order not be reversed
 * release-quality documentation
2009-11-16 15:07:33 -05:00
Benoit Jacob
b25eb5fdaa PermutationMatrix: add inverse() and product of permutations 2009-11-16 09:39:07 -05:00
Benoit Jacob
e09768e3bc handle make errors ---> exit, don't run ctest 2009-11-16 09:38:44 -05:00
Thomas Capricelli
f7e73f1bf9 don't be shy and test them all 2009-11-16 04:20:13 +01:00
Benoit Jacob
955cd7f884 * add PermutationMatrix
* DiagonalMatrix:
   - add MaxSizeAtCompileTime parameter
   - DiagonalOnTheLeft ---> OnTheLeft
   - fix bug in DiagonalMatrix::setIdentity()
2009-11-15 21:12:15 -05:00
Mathieu Gautier
6680fa42ee * add Map<Quaternion> test based on Map from test/map.cpp
* replace implicit constructor AngleAxis(QuaternionBase&) by an explicit one, it seems ambiguous for the compiler
* remove explicit constructor with conversion type quaternion(Quaternion&): conflict between constructor.
* modify EIGEN_INHERIT_ASSIGNEMENT_OPERATORS to suit Quaternion class
2009-11-13 16:41:51 +01:00
Benoit Jacob
7e3c4096d8 xargs ---> xargs echo
(xargs alone doesnt seem to be documented in the man page, while xargs echo is documented)
2009-11-12 15:37:50 -05:00
Benoit Jacob
9b7708f660 introduce check target, and some renaming 2009-11-12 15:02:52 -05:00
Benoit Jacob
8132ee3908 * add non-default option to initialize matrices by 0
(useful for porting)
* maketests really has to be in test/
2009-11-12 12:39:22 -05:00
Benoit Jacob
358452bbe6 * add ./debug and ./release scripts
* update the messages
* rename EIGEN_CMAKE_RUN_FROM_CTEST to something saner
2009-11-12 12:07:18 -05:00
Benoit Jacob
fc492b6264 add mctestr script. In your build directory, just do:
./mctestr ^qr 5
and it will build all tests matching ^qr with 5 jobs and then do `ctest -R ^qr`
2009-11-12 09:35:10 -05:00
Benoit Jacob
bc18ba7e49 * add maketests script. It is like make but takes a regexp allowing to build selected targets. Next step will be a "mctestr" script doing that and then calling ctest -R.
* in runtest.sh, don't override the default number of repeats. If one thinks the default should be changed, let's change it at the source.
2009-11-11 21:25:21 -05:00
Benoit Jacob
ff7fbc9431 * use standard CMAKE_BUILD_TYPE
* remove debug_xxx targets
* runtest.sh: don't run make
2009-11-11 16:11:33 -05:00
Benoit Jacob
a440385b41 *adapt Householder to the convention that we now favor refs over ptrs for output. Keep "workspace" as pointer because it is an array (which is now more obvious).
*rename makeHouseholderSequence to householderSequence, because that's what it returns.
2009-11-10 21:22:20 -05:00
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
Benoit Jacob
9a0900e33e last round of changes, mainly to return derived types instead of base types, and fix various compilation issues 2009-11-09 07:51:31 -05:00
Benoit Jacob
ba7bfe110c port the qr module to ei_solve_xxx. 2009-11-08 10:21:26 -05:00
Jitse Niesen
daa4574a43 Add regression test for issue #66 (ComplexSchur of zero matrix). 2009-11-05 03:46:18 +00:00
Benoit Jacob
0182695204 move cholesky to ei_xxx_return_value 2009-11-03 11:34:45 -05:00
Benoit Jacob
da363d997f introduce ei_xxx_return_value and ei_xxx_impl for xxx in solve,kernel,impl
put them in a new internal 'misc' directory
2009-11-03 02:18:10 -05:00
Benoit Jacob
f975b9bd3e SVD::solve() : port to new API and improvements 2009-10-30 08:51:33 -04:00
Benoit Jacob
6b48e932e9 *port the Cholesky module to the new solve() API
*improve documentation
2009-10-29 21:11:05 -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
Benoit Jacob
44cdbaba4d * make inverse() do a ReturnByValue
* add computeInverseWithCheck
* doc improvements
* update test
2009-10-26 14:16:50 -04:00
Benoit Jacob
ec02388a5d big rewrite in Inverse.h
in particular, the API is essentially finalized and the 4x4 case is fixed to be numerically stable.
2009-10-26 11:18:23 -04:00
Gael Guennebaud
a382963b04 * extend Map to allow the user to specify whether the mapped data
is aligned or not. This is done using the Aligned constant:
  Map<MatrixType,Aligned>::Map(data);
* rename ForceAligned to EnforceAlignedAccess, and update its doc,
  and emphasize this is mainly an internal stuff.
2009-10-23 14:26:14 +02:00
Benoit Jacob
83a7b7c44c support gcc 3.3 2009-10-22 15:56:10 -04:00
Benoit Jacob
13f31b8daf * make PartialLU avoid to generate inf/nan when given a singular matrix
(result undefined, but at least it won't take forever on intel 387)
* add lots of comments, especially to LU.h
* fix stuff I had broken in Inverse.h
* split inverse test
2009-10-20 00:36:07 -04:00
Benoit Jacob
6c1b91678b kill ei_add_test_multi. Now the macro ei_add_test does all that automatically, by parsing the source file. No risk anymore to specify the wrong number of tests! Also, introduce CALL_SUBTESTX for X=1..10 that allows to port existing code much quicker. And port already the product* and eigensolver* files. 2009-10-19 14:40:35 -04:00
Benoit Jacob
580672ea43 Add new default option EIGEN_SPLIT_LARGE_TESTS and cmake macro ei_add_test_multi.
When enabled, large tests are split into smaller executables.
This needs minimal changes in the unit tests.
Updated the LU test to use it.
2009-10-19 13:29:00 -04:00
Benoit Jacob
9a700c2974 * LU unit test: finally test fixed sizes
* ReturnByValue: after all don't eval to temporary for generic MatrixBase impl
2009-10-19 10:56:37 -04:00
Benoit Jacob
47eeb40380 remove the m_originalMatrix member. Instead, image() now takes the original matrix as parameter. It was the only method to use it anyway. Introduce m_isInitialized. 2009-10-18 15:21:19 -04:00
Benoit Jacob
0255f28279 oops, didn't want to commit that 2009-10-18 01:35:07 -04:00
Benoit Jacob
8332c232db big huge changes in LU!
* continue the decomposition until a pivot is exactly zero;
  don't try to compute the rank in the decomposition itself.
* Instead, methods such as rank() use a new internal parameter
  called 'threshold' to determine which pivots are to be
  considered nonzero.
* The threshold is by default determined by defaultThreshold()
  but the user can override that by calling useThreshold(value).
* In solve/kernel/image, don't assume that the diagonal of U
  is sorted in decreasing order, because that's only approximately
  true. Additional work was needed to extract the right pivots.
2009-10-18 00:47:40 -04:00
Benoit Jacob
3c4a025a54 merge 2009-10-15 16:09:43 -04:00
Hauke Heibel
0927ba1fd3 More warning fixes. 2009-10-14 19:55:23 +02:00
Gael Guennebaud
1443094072 compilation fix: make the generic template ctor explicit 2009-10-13 09:23:09 +02:00
Gael Guennebaud
2049f742e4 trivial compilation fix 2009-10-13 08:53:01 +02:00
Benoit Jacob
c4ab6a2032 also test that the matrix Q is unitary 2009-10-12 22:33:51 -04:00
Hauke Heibel
e5bf72679c Fixed nmake parameter.
Disabled debug_* targets for MSVC_IDE (they already exist).
Removed the make usage message for MSVC_IDE.
2009-10-09 14:09:25 +02:00
Gael Guennebaud
af31345df3 really fix stable norm compilation for older gcc 2009-10-07 14:25:12 +02:00
Gael Guennebaud
4cf7366027 fix compilation in stable norm, move a platform check to the unit tests 2009-10-06 10:24:41 +02:00
Gael Guennebaud
904f35d194 discard vectorization in matrix-vector product when data is not even
aligned on the scalar type size (e.g., for double on 32 bits system without -malign-double)
2009-10-05 17:22:16 +02:00
Benoit Jacob
bb1cc0d092 after all we're not aligning to 8byte boundary
keep most of the changes though as they make the code more extensible
2009-10-05 10:55:42 -04:00
Benoit Jacob
d41577819b we were already aligning to 16 byte boundary fixed-size objects that are multiple of 16 bytes;
now we also align to 8byte boundary fixed-size objects that are multiple of 8 bytes.
That's only useful for now for double, not e.g. for Vector2f, but that didn't seem to hurt. Am I missing something? Do you prefer that we don't align Vector2f at all?
Also, improvements in test_unalignedassert.
2009-10-05 10:11:11 -04:00
Benoit Jacob
a9a9ba8453 remove unneeded stuff 2009-10-05 07:58:53 -04:00
Benoit Jacob
fa9fc1397b next attempt ... introduce EIGEN_CMAKE_RUN_FROM_CTEST, in that case don't EXCLUDE_FROM_ALL 2009-10-05 07:42:31 -04:00
Benoit Jacob
b78b2ede5f finally, the right fix: set CTEST_BUILD_TARGET.
So this is the come-back of btest target, and the default target is empty again.
2009-10-04 20:27:44 -04:00
Benoit Jacob
a1d9b76dd5 add debug targets like debug_qr to build a specific test with debug info
remove the btest target, instead just do "make" since anyway we have to let "make" build the tests
2009-10-03 16:50:50 -04:00
Hauke Heibel
7d2ca0e05e Added cmake project definitions. 2009-10-02 18:45:24 +02:00
Gael Guennebaud
9a3cae4655 better fix for (v * v') * v, we still have to find a way to reorder it 2009-10-01 13:27:03 +02:00
Benoit Jacob
4b04a9bcfa *add test to prevent future regression 2009-09-29 21:00:13 -04:00
Benoit Jacob
eeabd18afc Fix compilation of HouseholderQR and ColPivotingHouseholderQR for non-square fixed-size matrices.
For Colpiv that was just changing MatrixQType to MatrixType in the instantiation of HouseholderSequence.
For HouseholderQR I also re-ported the solve method from Colpiv as there were multiple issues.
2009-09-28 10:49:55 -04:00
Benoit Jacob
67bf7c90c5 * update test to expose bug #57
* update createRandomMatrixOfRank to support fixed size
2009-09-28 09:40:18 -04:00
Benoit Jacob
92480ffd26 * Introduce make targets btest (build tests), blas (build blas lib), demos (build demos).
* remove EIGEN_BUILD_TESTS and siblings
* add summary at the end of cmake run, hopefully not too verbose
* fix build of quaternion demo
* kill remnants of old binary library option
2009-09-27 17:48:53 -04:00
Benoit Jacob
e82ab8a5dd move also inverse() to ReturnByValue, by doing a solve on NestByValue<Identity>.
also: adding resize() to MatrixBase was really needed ;)
2009-09-26 11:40:29 -04:00
Benoit Jacob
176c26feb5 allow to do xpr = solve(b) etc... just by adding a dummy MatrixBase::resize() 2009-09-22 01:41:09 -04:00
Benoit Jacob
4f9e270343 * make LU::kernel() and LU::image() also use ReturnByValue
* make them return zero vector in the degenerate case, instead of asserting
  (let's stick to the principle that we only assert on memory errors)
2009-09-22 00:16:51 -04:00
Benoit Jacob
ab5cc8284a convert LU::solve() to the new API 2009-09-22 20:58:29 -04:00
Benoit Jacob
c1c780a94f * ReturnByValue:
-- simpplify by removing the 2nd template parameter
  -- rename Functor to Derived, as now it's a usual CRTP
* Homogeneous:
  -- in products, honor the Max sizes etc.
2009-09-22 12:20:45 -04:00
Benoit Jacob
1df54e3ac2 fix bug #42, add missing Transform::Identity() 2009-09-19 19:59:49 -04:00
Gael Guennebaud
3b5a9acba8 fix stable_norm unit test 2009-09-18 11:41:38 +02:00
Benoit Jacob
760636a237 fix bug #52: Transform::inverse() should return a Transform 2009-09-18 18:45:45 -04:00
Gael Guennebaud
fcae32cc3f compilation fixes 2009-09-17 15:11:13 +02:00
Gael Guennebaud
24950bdfcb make ColPivotingQR use HouseholderSequence 2009-09-16 15:56:20 +02:00
Gael Guennebaud
49dd5d7847 * add a HouseholderSequence class (not good enough yet for Triadiagonalization and HessenbergDecomposition)
* rework a bit AnyMatrixBase, and mobe it to a separate file
2009-09-16 14:35:42 +02:00
Benoit Jacob
a4fd0aa25b * fix bug in col-pivoting qr, forgot to swap the colNorms when swapping cols
* add Gael a copyright line
2009-09-16 14:19:59 -04:00
Benoit Jacob
46be9c9ac1 * fix super nasty bug: vector.maxCoeff(&index) didn't work when 'vector'
was a row-vector. Fixed by splitting the vector version from the matrix version.
* add unit test, the visitors weren't covered by any test!!
2009-09-16 14:18:30 -04:00
Gael Guennebaud
4a6e5694d6 disable warning 279: controlling expression is constant for ICC 2009-09-15 13:03:24 +02:00
Hauke Heibel
e6cac85333 Added missing casts. 2009-09-08 08:27:18 +02:00
Hauke Heibel
437a79e1ab Fixed unit test and improved code reusage for resizing. 2009-09-07 17:48:42 +02:00
Hauke Heibel
e49236bac6 Ups - that was not intended to be part of the commit. 2009-09-07 17:23:29 +02:00
Hauke Heibel
64095b6610 Changed the AnyMatrixBase / ei_special_scalar_op inheritance order as proposed by Gael.
Added conservativeResizeLike as discussed on the mailing list.
2009-09-07 17:22:01 +02:00
Gael Guennebaud
ae1d1c8f6c improve coverage of matrix-vector product 2009-09-07 14:04:56 +02:00
Gael Guennebaud
fb5f546161 improve coverage of unitOrthogonal 2009-09-07 12:53:25 +02:00
Gael Guennebaud
b56bb441dd add a stable_norm unit test 2009-09-07 12:46:16 +02:00
Gael Guennebaud
a921292381 uncomment stuff commented for debugging (sorry for the noise) 2009-09-07 11:26:20 +02:00
Gael Guennebaud
b0aa2520f1 * add real scalar * complex matrix, real matrix * complex scalar,
and complex scalar * real matrix overloads
* allows the inner and outer product specialisations to mix real and complex
2009-09-04 11:22:32 +02:00
Gael Guennebaud
6902ef0824 extend mixingtype test to check diagonal products and fix the later for real*complex products 2009-09-04 10:17:28 +02:00
Gael Guennebaud
68b28f7bfb rename the EigenSolver module to Eigenvalues 2009-09-04 09:23:38 +02:00
Hauke Heibel
7f5256f628 Added conservativeResize + unit test. 2009-09-03 17:27:51 +02:00
Gael Guennebaud
3eb37fe1fb update mixingtype unit test to reflect current status, but it is still clear
we should allow matrix products between complex and real ?
2009-09-03 13:03:26 +02:00
Gael Guennebaud
a54b99fa72 move eigen values related stuff of the QR module to a new EigenSolver module.
- perhaps we can find a better name ?
- note that the QR module still includes the EigenSolver module for compatibility
2009-09-03 11:39:44 +02:00
Hauke Heibel
e6c9d6c528 Remove last lazyness warnings. 2009-09-02 20:59:57 +02:00
Hauke Heibel
2abd5eeffd Added support to overwrite the generator type.
Eigen'fied the new variables.
2009-09-02 20:57:41 +02:00
Benoit Jacob
7aa6fd3625 big reorganization in JacobiSVD:
- R-SVD preconditioning now done with meta selectors to avoid compiling useless code
- SVD options now honored, with options to hint "at least as many rows as cols" etc...
- fix compilation in bad cases (rectangular and fixed-size)
- the check for termination is now done on the fly, no more goto (should have done that earlier!)
2009-09-03 02:53:51 -04:00
Benoit Jacob
ec20d58317 * add serious unit test for swap
* fix my stupidity in Matrix::swap()
2009-09-02 16:56:48 -04:00
Benoit Jacob
cc375e2f79 merge 2009-09-02 06:37:41 -04:00
Benoit Jacob
e6b77bcc6b JacobiSVD: implement general R-SVD using full-pivoting QR, so we now support any rectangular matrix size by reducing to the smaller of the two dimensions (which is also an optimization) 2009-09-02 06:36:55 -04:00
Hauke Heibel
59f5bce41c fix issue #49 2009-09-01 23:15:30 +02:00
Gael Guennebaud
5b8ffa4d46 clean a bit the previous commit which came from a patch queue,
and since it was my first try of the patch queue feature I did not
managed to apply it with a good commit message, so here you go:
* Add a ComplexSchur decomposition class built on top of HessenbergDecomposition
* Add a ComplexEigenSolver built on top of ComplexSchur
There are still a couple of FIXME but at least they work for any reasonable matrices,
still have to extend the unit tests to stress them with nasty matrices...
2009-09-01 16:35:23 +02:00
Gael Guennebaud
4d91229bdc [mq]: eigensolver 2009-09-01 16:20:56 +02:00
Gael Guennebaud
67ccc6b851 I've been too fast (again) 2009-09-01 13:44:21 +02:00
Gael Guennebaud
1e7a9ea70a fix issue #47: now m.noalias() = XXX properly resize m if needed 2009-09-01 13:35:44 +02:00
Benoit Jacob
6e4e94ff32 * JacobiSVD:
- support complex numbers
 - big rewrite of the 2x2 kernel, much more robust
* Jacobi:
 - fix weirdness in initial design, e.g. applyJacobiOnTheRight actually did the inverse transformation
 - fully support complex numbers
 - fix logic to decide whether to vectorize
 - remove several clumsy methods

fix for complex numbers
2009-08-31 22:26:15 -04:00
Benoit Jacob
29c6b2452d simplifications 2009-08-31 22:09:44 -04:00
Benoit Jacob
5339db6164 add VERIFY_IS_UNITARY 2009-08-31 22:08:43 -04:00
Gael Guennebaud
a16599751f fix Matrix::stride for vectors, add a unit test for Block::stride
and make use of it where it was relevant
2009-08-31 17:39:56 +02:00
Hauke Heibel
ab6eb6a1a4 Adaptions from .lazy() towards .noalias().
Added missing casts.
2009-08-31 17:29:37 +02:00
Hauke Heibel
0a0a805569 Fixed a cast warning in scaleAndAddTo.
Fixed lazyness in umeyama.
Added a few missing casts.
2009-08-31 15:34:57 +02:00
John Smith
aacada1662 Force release builds on Windows machines in the test suite.
Added an IGNORE_CVS flag to the test suite (allows submitting local and modified repositories).
Fixed the EI_OFLAG for MSVC.
2009-08-28 20:14:18 +02:00
Benoit Jacob
191d5275a7 modernize HouseholderQR too, uniformize all that stuff, update tests 2009-08-24 13:46:14 -04:00
Benoit Jacob
0eb142f559 bring the modern comfort also to ColPivotingHouseholderQR
+ some fixes in FullPivotingHouseholderQR
2009-08-24 11:11:41 -04:00
Benoit Jacob
b8106e97b4 add logAbsDeterminant()
move log and exp functors from Array to Core
update documentation
2009-08-24 09:46:17 -04:00
Benoit Jacob
f31b5a7114 add test for absDeterminant() 2009-08-24 00:35:42 -04:00
Benoit Jacob
c9a307f330 give FullPivotingHouseholderQR all the modern comfort 2009-08-24 00:23:35 -04:00
Benoit Jacob
154bdac9f4 small improvements 2009-08-24 00:09:01 -04:00
Benoit Jacob
97bc1af1f1 add ColPivotingHouseholderQR
rename RRQR to fullPivotingHouseholderQR
2009-08-23 18:04:33 -04:00
Benoit Jacob
a848ed02ad let createRandomMatrixOfRank support fixed-size! 2009-08-23 17:33:31 -04:00
Benoit Jacob
37dede6077 fix typo 2009-08-22 10:40:39 -04:00
Benoit Jacob
7bedf5e9cb add initial, rough, full-pivoting RRQR decomposition
lots of room for improvement!
and add Gael a (c) line in Householder.h
2009-08-22 01:13:21 -04:00
Marcus D. Hanwell
ef582933c1 Proper fix for linking to the Qt libraries (and others)
My initial fix was incorrect, the libraries must be quoted when being
passed to the add test macro, but must be unquoted when passed to the
target_link_libraries function.
2009-08-21 14:04:17 -04:00
Benoit Jacob
c7ae261ac0 adapt to API changes 2009-08-20 01:29:38 -04:00
Gael Guennebaud
ff0f005d4c change the make householder algorithm so that the remaining coefficient
is real, and make Tridiagonalization use it
2009-08-17 17:04:32 +02:00
Gael Guennebaud
737bed19c1 make HouseholderQR uses the Householder module 2009-08-16 19:22:15 +02:00
Benoit Jacob
03c1e79f35 svd: sort in decreasing order, remove unused code 2009-08-15 19:20:48 -04:00
Gael Guennebaud
239ada95b7 add overloads of lazyAssign to detect common aliasing issue with
transpose and adjoint
2009-08-15 22:19:29 +02:00
Gael Guennebaud
50c703f0c7 As proposed on the list:
- rename EvalBeforeAssignBit to MayAliasBit
- make .lazy() remove the MayAliasBit only, and mark it as deprecated
- add a NoAlias pseudo expression, and MatrixBase::noalias() function
Todo:
- we have to decide whether += and -= assume no aliasing by default ?
- once we agree on the API: update the Sparse module and the unit tests respectively.
2009-08-15 18:35:51 +02:00
Gael Guennebaud
109a4f650b fix a couple of warnings 2009-08-15 10:20:01 +02:00
Gael Guennebaud
846e8b49ba fix compilation of unit tests 2009-08-15 10:18:05 +02:00
Gael Guennebaud
afbd73b5cd overload operartor* with a ProductBase such that "scalar * (mat * mat)" is optimized
as one could naturally expect
2009-08-11 15:15:06 +02:00
Gael Guennebaud
9822493aaf fixes in determinant and homogeneous 2009-08-06 16:54:55 +02:00
Gael Guennebaud
3ac01b1400 compilation fix in EigenSolver,
bugfix in PartialLU
2009-08-06 16:41:54 +02:00
Gael Guennebaud
1d4fea48b5 fix a couple of compilations issues 2009-08-06 14:10:02 +02:00
Gael Guennebaud
56d00779db more product refactoring 2009-08-06 12:20:02 +02:00
Gael Guennebaud
88147e0a91 big refactoring in Product.h:
- all specialized products now inherits ProductBase
- the default product evaluated by Assign is still here,
  but it is currently enabled for small fixed sizes only
- => this significantly speed up compilation for large matrices
- I left the OuterProduct specialization empty as an exercise...
2009-08-05 15:23:35 +02:00
Gael Guennebaud
7d607048a9 implement a ProductBase class and, as a proof of concept, update TriangularProduct
and SelfAdjointMatrixProduct to take advantage of it => fewer LOC
2009-08-04 16:54:17 +02:00
Gael Guennebaud
2089a263f8 merge 2009-08-04 11:31:25 +02:00
Gael Guennebaud
4bec101470 implement two levels of blocking in PartialLU => high speedup 2009-08-04 11:28:02 +02:00
Benoit Jacob
523cdedf58 make the dot product linear in the second variable, not the first variable 2009-08-03 17:20:45 +02:00
Gael Guennebaud
912da9fade merge with special_matrix branch 2009-08-03 16:17:32 +02:00
Gael Guennebaud
a8f943127c merge 2009-08-03 16:11:30 +02:00
Benoit Jacob
d10c710b15 add new Householder module 2009-08-03 16:06:57 +02:00
Gael Guennebaud
ce1dc1ab16 implements a blocked version of PartialLU 2009-08-03 12:11:18 +02:00
Gael Guennebaud
0103de8512 bugfix in trsm 2009-08-02 15:32:43 +02:00
Benoit Jacob
cd49780143 apply patch from Marcus Hanwell: Improved quoting of tests when added to the build 2009-08-02 15:09:34 +02:00
Gael Guennebaud
48fc64458c add blocked LLT, and bugfix in trsm asserts 2009-08-01 23:42:51 +02:00
Gael Guennebaud
18429156a1 add selfadjointView from a trinagularView 2009-07-31 17:35:55 +02:00
Gael Guennebaud
864171df5c fix a couple of issues related to recent products 2009-07-28 18:11:30 +02:00
Gael Guennebaud
54804eb626 synch with main branch 2009-07-28 17:35:07 +02:00
Gael Guennebaud
264fe82c65 add a debug mechanism to compute the number of intermediate evaluations (only for dynamic size) 2009-07-28 17:13:13 +02:00
Gael Guennebaud
5f3606bce9 bug fix in inverse for 1x1 matrix,
some compilation fixes in sparse_solvers
2009-07-27 18:09:56 +02:00
Gael Guennebaud
94cc30180e compilation fixes 2009-07-27 13:50:23 +02:00
Gael Guennebaud
0590c18555 various compilation and bug fixes in selfadjoint stuff 2009-07-27 13:17:39 +02:00
Gael Guennebaud
f95b77be62 trmm is now fully working and available via TriangularView::operator* 2009-07-27 11:42:54 +02:00
Gael Guennebaud
f3fde74695 finalize trsm: works in all situations, and it is now used by solve() and solveInPlace() 2009-07-26 13:01:37 +02:00
Gael Guennebaud
82c5438c95 split and add unit tests for symm and syrk,
the .rank*update() functions now returns a reference to *this
2009-07-23 21:22:51 +02:00
Gael Guennebaud
713c92140c improve SYMV it is now faster and ready for use 2009-07-23 14:20:45 +02:00
Gael Guennebaud
ddb3ac98a2 addd matrix * self adjoint high level API 2009-07-23 10:05:38 +02:00
Gael Guennebaud
f696efc00e bugfix in SYMM 2009-07-22 23:48:42 +02:00
Gael Guennebaud
0cb4f32e12 implement high level API for SYMM and fix a couple of bugs related to complex 2009-07-22 23:12:22 +02:00
Gael Guennebaud
d6627d540e * refactoring of the matrix product into multiple small kernels
* started an efficient selfadjoint matrix * general matrix product
  based on the generic kernels ( => need a very little LOC)
2009-07-21 16:58:35 +02:00
Gael Guennebaud
afa8f2ca95 * various fixes related to sub diagonals and band matrix
* allows 0 sized objects in Block/Map
2009-07-21 11:19:52 +02:00
Gael Guennebaud
4375c043ac minor compilation fixes for Sun CC and ICC 2009-07-20 13:27:41 +02:00
Gael Guennebaud
a551107cce bugfix for a = a * b; when a has to be resized 2009-07-20 10:35:47 +02:00
Gael Guennebaud
32b08ac971 re-implement stableNorm using a homemade blocky and
vectorization friendly algorithm (slow if no vectorization)
2009-07-17 16:22:39 +02:00
Gael Guennebaud
34490f1493 * bugfixes in Product, and test/product_selfadjoint
* speed up in the extraction of the matrix Q in Tridiagonalization
2009-07-16 00:03:17 +02:00
Gael Guennebaud
97c9445c60 synch with main devel branch 2009-07-15 19:54:31 +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
(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
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
f5d2317b12 add a blueNorm() function implementing the Blues's stable norm
algorithm. it is currently provided for experimentation
purpose only.
2009-07-13 21:14:47 +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).
Note that it is already used in Tridiagonalization.
2009-07-11 21:14:59 +02:00
Gael Guennebaud
ec5c608aa3 Set of fixes and workaround to make sun studio more happy.
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
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,
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
=> significant speedup in expr. like a.adjoint() * b,
   for complex scalar type (~ x3)
2009-07-07 21:30:20 +02:00
Gael Guennebaud
79877a9917 * take advantage of new possibilies in LLT (mat -= product)
* 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
* 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
1aea45335f * bybye Part, welcome TriangularView and SelfAdjointView.
* 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
e093b43b2c * rename QR to HouseholderQR because really that impacts the API, not just the impl.
* 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
0c2232e5d9 quick reimplementation of SVD from the numeral recipes book:
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
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
* fix a bug is SparseMatrix
2009-07-04 11:16:27 +02:00