Thomas Capricelli
63071ac968
cleaning, removing goto's, uniformization (try to reduce diff between
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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
Thomas Capricelli
4958c53bfb
trivial fixes
2009-08-23 21:47:55 +02:00
Thomas Capricelli
5e8dee7a19
eigenize dogleg()
2009-08-23 21:39:47 +02:00
Thomas Capricelli
f793dbe45c
only indentation fixes (this eases porting)
2009-08-23 21:06:57 +02:00
Thomas Capricelli
feb5af3ede
porting lmpar() to eigen : both api and some of the code
2009-08-23 21:04:55 +02:00
Thomas Capricelli
9a8c5cbd2c
misc cleaning
2009-08-23 06:16:05 +02:00
Thomas Capricelli
264e61932c
cleaning fdjac*()
2009-08-23 06:04:06 +02:00
Thomas Capricelli
f01332043b
only indentation
2009-08-23 05:56:12 +02:00
Thomas Capricelli
8b9b671e83
some eigenization in main algorithms
2009-08-23 05:55:43 +02:00
Thomas Capricelli
134dea76d3
beautify functors for lmdif, lmstr, hybrj, hybrd
2009-08-23 04:57:48 +02:00
Thomas Capricelli
acd757737a
beautify Functor for lmder : we now have f,df,debug methods
2009-08-23 04:39:22 +02:00
Thomas Capricelli
878f15b8a5
* use eigen object for callbacks for hybrd and lmdif
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* use Functor instead of argument for ei_fdjac*()
2009-08-23 04:06:16 +02:00
Thomas Capricelli
f2fcbb0207
use eigen objects for ei_fdjac*(), this is a prerequisite before porting
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hybrd/lmdif..
2009-08-23 03:54:40 +02:00
Thomas Capricelli
8a27e774f8
use eigen objects for hybrj and lmstr
2009-08-23 03:14:42 +02:00
Thomas Capricelli
3251e12258
use eigen objects for the lmder callback
2009-08-23 03:02:03 +02:00
Thomas Capricelli
1225704753
we do not need/use the 'void *p' parameter
2009-08-23 01:59:20 +02:00
Thomas Capricelli
a3e8a14e3a
forgot to clean this one
2009-08-22 07:40:43 +02:00
Thomas Capricelli
c5218c7d38
ei_lmpar : use a reference for the parameter
2009-08-22 07:37:23 +02:00
Thomas Capricelli
b3f8d02df4
use const for machine constants
2009-08-22 07:31:14 +02:00
Thomas Capricelli
bb6ffafdb9
keep on cleaning f2c mess
2009-08-22 07:27:17 +02:00
Thomas Capricelli
a35586504e
cleaning f2c mess / trivial stuff
2009-08-22 07:14:17 +02:00
Thomas Capricelli
aa3a7c3303
raw import of covar() : this is the last one, and we now do not depend on
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the cminpack library anymore.
2009-08-22 06:44:41 +02:00
Thomas Capricelli
16061a46db
Now that the main algorithms are imported into eigen, we import subroutines
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used by those algorithms (aka "second level").
This is a row import : we copy/paste the files from cminpack and make
very few changes :
* template<Scalar> them (replace double)
* dpmpar() replaced by c++ standard equivalent
* abs/fabs/sqrt/min/max replaced by ei_* or std::*
* use eigen norms instead of enorm()
Important Notes:
* The use of stableNorm() was not enough in some cases, but using
blueNorm() instead fixed the problems (some tests gave bad results,
either in number of iterations or precision of the results)
* As a whole, the only test that changed is testNistMGH17() : it now takes
some few steps less to get the same result. So this is a small improvement.
After this commit, the only remaining dependency from the cminpack
static library is 'covar', only used from the tests.
2009-08-22 06:40:22 +02:00
Thomas Capricelli
783f355904
cleaning defines from f2c (use std::min and such instead of own ones)
2009-08-22 05:32:17 +02:00
Thomas Capricelli
11c3762068
cleaning : removing #define, use std:min() and such
2009-08-22 05:29:33 +02:00
Jitse Niesen
32f95ec267
Bug fix in MatrixExponential.h
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Initialize matrices for intermediate results to correct dimension
2009-09-01 10:50:54 +01:00
Hauke Heibel
ab6eb6a1a4
Adaptions from .lazy() towards .noalias().
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Added missing casts.
2009-08-31 17:29:37 +02:00
Thomas Capricelli
20480a5438
merging ei_lmdif() and lmdif_template()
2009-08-21 04:24:59 +02:00
Thomas Capricelli
2e3d17c3ce
be (hopefully) smarter with indices convention : we keep the c convention
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(0->n-1) as much as possible, and only convert at borders with
fortran-expecting methods, that will eventually dissapear.
2009-08-21 04:16:37 +02:00
Thomas Capricelli
524e112ee5
merging ei_lmstr() and lmstr_template()
2009-08-21 03:41:19 +02:00
Thomas Capricelli
e48b6ad905
merging ei_hybrj() and hybrj_template()
2009-08-21 03:26:28 +02:00
Thomas Capricelli
f2ff0d3903
merging ei_hybrd() and hybrd_template()
2009-08-21 03:13:42 +02:00
Thomas Capricelli
1715e2cb3b
merging ei_lmder and lmder_template into ei_lmder() which takes eigen
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argument, but still uses f2c code inside.
2009-08-21 02:34:40 +02:00
Thomas Capricelli
6a8b52b3aa
simplifying
2009-08-21 01:24:04 +02:00
Thomas Capricelli
0abb148b7d
use ei_sqrt instead of sqrt
2009-08-21 00:27:11 +02:00
Thomas Capricelli
1ad042c981
rename i__ to i. i really wonder how f2c can produce such things
2009-08-21 00:26:37 +02:00
Thomas Capricelli
9294d33a11
use references intead of pointers for njev/nfev
2009-08-21 00:23:26 +02:00
Thomas Capricelli
054652b789
use math function adapted to the Scalar type instead of hardcoding float or
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double
2009-08-21 00:04:41 +02:00
Thomas Capricelli
d05af200a5
some more trivial fixes to f2c generated code
2009-08-20 23:56:13 +02:00
Thomas Capricelli
9e71c2827a
nothing more than indentation fixes (using vim '=' command)
2009-08-20 23:36:03 +02:00
Thomas Capricelli
b1e0662785
cleaning f2c mess
2009-08-20 23:33:45 +02:00
Thomas Capricelli
275a658ec5
porting chkder to eigen
2009-08-20 23:26:40 +02:00
Thomas Capricelli
2e3fa34b9f
cleaning a little bit the f2c mess for chkder
2009-08-20 23:07:16 +02:00
Thomas Capricelli
b09ebe01da
* porting lmdif1 to eigen
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* qtf was missing in lmdif signature (this is an output of the method)
2009-08-20 22:59:09 +02:00
Thomas Capricelli
8d2f6ad7e1
iwa is not really an argument, but just an old fashioned 'work array' :
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remove it from the eigen API
2009-08-20 22:46:38 +02:00
Thomas Capricelli
b423e640a6
porting hybrj1 to eigen
2009-08-20 22:41:56 +02:00
Thomas Capricelli
6027c4bedf
porting hybrd1 to eigen
2009-08-20 22:36:24 +02:00
Thomas Capricelli
de7d14b2b3
porting lmstr1 to eigen
2009-08-20 22:16:30 +02:00
Thomas Capricelli
980c40f72c
porting lmder1 to eigen (no more wrapper)
2009-08-20 22:09:05 +02:00
Thomas Capricelli
a84dc9a5c1
coherency for scalar typename : use "Scalar" everywhere
2009-08-20 21:10:28 +02:00
Thomas Capricelli
df98e66019
oops fix hardcoded typename, which is actually provided as template
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parameter
2009-08-20 21:06:26 +02:00
Thomas Capricelli
9a876806e1
use eigen stableNorm() instead of cminpack 'enorm'. The results are mostly
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slightly better in tests (one test needs 15 iterations intead of 16, for
the same result). Some numerical results have improved slightly, too.
If one uses blueNorm() instead, an assert for 'overflow' is raised from
blueNorm()
2009-08-20 21:04:38 +02:00
Thomas Capricelli
6953cad81d
remove unneeded "Eigen::", we already 'use' Eigen namespace
2009-08-19 20:06:34 +02:00
Thomas Capricelli
01622e9855
use machine precision from eigen instead of the one from cminpack. The test
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pass though they would not if using a value of 2.220e-16 (the real value
for 'double' is 2.22044604926e-16). How sensitive those tests are :)
2009-08-19 19:56:51 +02:00
Thomas Capricelli
3093e92da5
machine_epsilon is now called epsilon in latest eigen
2009-08-19 19:53:08 +02:00
Thomas Capricelli
47ac354190
merge with the main dev branch
2009-08-19 19:46:37 +02:00
Thomas Capricelli
fb54cfb013
import main files from cminpack as *.h files:
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* function names are changed by appending _template
* it uses basic templating : template<typename T>
* wrappers now use those versions instead of the ones from cminpack
* lot of external methods from cminpack are still used
* tests pass though they are unchanged (they use wrappers)
2009-08-19 18:38:45 +02:00
Thomas Capricelli
703198a1a6
wrapper for chkder() : this was the last wrapper missing
2009-08-19 18:32:37 +02:00
Jitse Niesen
7262716b78
Correct syntax error in doxygen comment.
2009-08-18 11:09:20 +01:00
Thomas Capricelli
f7cd4c8923
cleaning : wa1 used in 'covar' needs not be the same as in lmder* and all.
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it's just an old-fashioned way to re-use memory without allocation...
2009-08-13 16:29:17 +02:00
Jitse Niesen
f71f878bab
Add support for matrix exponential of floats and complex numbers.
2009-08-12 15:44:22 +01:00
Thomas Capricelli
d1bc9144cb
wrapper for lmstr1 and lmstr + eigenization of calling tests
2009-08-10 17:37:27 +02:00
Thomas Capricelli
bb1204a145
wrapper for lmdif1 + eigenization of calling test
2009-08-10 17:16:43 +02:00
Thomas Capricelli
80372c18ee
wrapper for lmdif (+test call eigenization)
2009-08-10 16:54:53 +02:00
Thomas Capricelli
4a26baa718
wrapper for hybrj1
2009-08-10 16:32:45 +02:00
Thomas Capricelli
1d53ce8d48
wrapper for hybrj
2009-08-10 16:21:22 +02:00
Thomas Capricelli
ec2b9f90a3
hybrd : wrapper + eigenize test
2009-08-10 03:39:50 +02:00
Thomas Capricelli
50c192961c
eigenize lmder + some other small fixes
2009-08-09 05:07:59 +02:00
Thomas Capricelli
a6625f22d4
eigenize the test for lmder1, clean functor stuff.
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(and check the tests still pass, of course, that's the whole point..)
2009-08-09 03:54:36 +02:00
Thomas Capricelli
5e4cf6cae1
oops.. use the template paramater instead of hard coding 'double'
2009-08-09 03:34:32 +02:00
Thomas Capricelli
ceeb023ff2
use template parameter Scalar instead of VectorType, fix a segfault.
2009-08-09 03:33:04 +02:00
Thomas Capricelli
7db4052749
eigenize the test a little more
2009-08-09 03:16:24 +02:00
Thomas Capricelli
f19eda7cf6
first test for a basic wrapper (and only wrapper!) for cminpack functions
2009-08-09 03:07:34 +02:00
Thomas Capricelli
d646d99366
Start of module "NonLinear". We start out of cminpack-1.0.2
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(http://devernay.free.fr/hacks/cminpack.html )
The first test is adapted from the example/ directory.
Some stuff is hard coded for our initial tests.
2009-08-08 22:18:48 +02:00
Mark Borgerding
1fd6dfe428
added ei_fftw_impl
2009-05-30 17:55:47 -04:00
Mark Borgerding
f13e000b45
various comment changes
2009-05-27 21:32:42 -04:00
Mark Borgerding
09b4733255
added real-optimized inverse FFT (NFFT must be multiple of 4)
2009-05-25 23:52:21 -04:00
Mark Borgerding
03ed6f9bfb
refactored ei_kissfft_impl to maintain a cache of cpx fft plans
2009-05-25 23:06:49 -04:00
Mark Borgerding
210092d16c
changed name from simple_fft_traits to ei_kissfft_impl
2009-05-25 20:35:24 -04:00
Mark Borgerding
326ea77390
added FFT inverse complex-to-scalar interface (not yet optimized)
2009-05-23 22:50:07 -04:00
Mark Borgerding
3047988172
scalar forward FFT optimized for even size, converts to cpx for odd
2009-05-23 12:50:07 -04:00
Mark Borgerding
9c0fcd0f62
started real optimization, added benchmark for FFT
2009-05-23 10:09:48 -04:00
Mark Borgerding
8b4afe3deb
added non-optimized real forward fft (no inverse yet)
2009-05-22 22:37:59 -04:00
Benoit Jacob
6347b1db5b
remove sentence "Eigen itself is part of the KDE project."
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it never made very precise sense. but now does it still make any?
2009-05-22 20:25:33 +02:00
Mark Borgerding
68cad98bc9
indent level change
2009-05-19 00:34:38 -04:00
Mark Borgerding
92ca9fc032
initial pass of FFT module -- includes complex 1-d case only
2009-05-19 00:21:04 -04:00
Jitse Niesen
72f66d717d
Evaluate argument of matrix exponential only once.
2009-05-18 23:14:53 +01:00
Benoit Jacob
159ab4a043
CREDIT Hauke Heibel, windows compatibility fixes in MatrixExponential
2009-05-07 18:11:49 +00:00
Gael Guennebaud
7080282a6d
forgot a svn add CMakeLists.txt
2009-05-07 14:49:56 +00:00
Benoit Jacob
834eb5bfc8
new unsupported module by Jitse Niesen: matrix exponential
2009-05-05 20:46:55 +00:00
Gael Guennebaud
acb32c69d4
* update BVH to explicitely use aligned_allocator
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* fix warning in StdVector
2009-04-23 11:33:36 +00:00
Gael Guennebaud
c744960984
patch from Ilya Baran: This small patch fixes a potential initialization
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bug in BVAlgorithms and slightly corrects the BVH doc.
2009-04-15 05:54:07 +00:00
Benoit Jacob
2bb1c9e8dc
finally commit Rohit's work as the start of a new (currently
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unsupported) module, MoreVectorization.
CCMAIL:rpg.314@gmail.com
2009-04-14 13:15:53 +00:00
Gael Guennebaud
0170eb0dbe
add an auto-diff module in unsupported. it is similar to adolc's forward
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mode but the advantage of using Eigen's expression template to compute
the derivatives (unless you nest an AutoDiffScalar into an Eigen's
matrix).
2009-04-01 14:43:37 +00:00
Andrew Coles
64fbd93cd9
As values may be used uninitialised, they have now been given
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sensible defaults; or, in other words, if worse comes to worst,
we'll get a guaranteed segfault rather than a heisenburg.
2009-03-23 21:15:33 +00:00
Gael Guennebaud
4bb5221d22
Add BVH module in unsupported (patch from Ilya Baran)
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(I thought I committed it a week ago but it seems the command failed)
2009-03-18 20:06:06 +00:00
Laurent Montel
2d6d14a3d3
Add COMPONENT Devel
2009-02-23 07:50:56 +00:00
Gael Guennebaud
8f83b37b2a
fix install of IterativeSolvers module
2009-02-18 13:11:29 +00:00
Gael Guennebaud
40ad661183
added an experimental IterativeSolvers module (currently in unsupported)
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with a constrained conjugate gradient algorithm adapted from GMM++/ITL.
This algorithm is needed for Step.
2009-02-10 10:02:41 +00:00
Gael Guennebaud
95db32fcdc
setup the unsupported directory structure.
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The unsupported module documentation is automatically generated in:
build/doc/unsupported/
with bidirectional cross references.
I leave a class Foo in AdolcForward module to illustrate the
cross-reference behavior. I will remove it in the next commit.
2009-02-04 15:37:00 +00:00