Gael Guennebaud
8e599bc098
Fix warning in unit test
2016-02-06 20:26:59 +01:00
Gael Guennebaud
5b2d287878
bug #779 : allow non aligned buffers for buffers smaller than the requested alignment.
2016-02-05 21:46:39 +01:00
Rasmus Munk Larsen
093f2b3c01
Merge.
2016-02-04 14:32:19 -08:00
Rasmus Munk Larsen
2e39cc40a4
Fix condition that made the unit test spam stdout with bogus error messages.
2016-02-04 12:56:14 -08:00
Gael Guennebaud
b70db60e4d
Merged in rmlarsen/eigen (pull request PR-161)
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Change Eigen's ColPivHouseholderQR to use numerically stable norm downdate formula
2016-02-03 21:37:06 +01:00
Rasmus Munk Larsen
5fb04ab2da
Fix bad line break. Don't repeat Kahan matrix test since it is deterministic.
2016-02-03 10:12:10 -08:00
Damien R
c301f99208
bug #1164 : fix list and deque specializations such that our aligned allocator is automatically activatived only when the user did not specified an allocator (or specified the default std::allocator).
2016-02-03 18:07:25 +01:00
Rasmus Munk Larsen
00f9ef6c76
merging.
2016-02-01 11:10:30 -08:00
Gael Guennebaud
ec469700dc
bug #557 : make InnerIterator of sparse storage types more versatile by adding default-ctor, copy-ctor/assignment
2016-02-01 15:04:33 +01:00
Gael Guennebaud
6e0a86194c
Fix integer path for num_steps==1
2016-02-01 15:00:04 +01:00
Gael Guennebaud
e1d219e5c9
bug #698 : fix linspaced for integer types.
2016-02-01 14:25:34 +01:00
Gael Guennebaud
a4e4542b89
Avoid overflow in unit test.
2016-01-30 22:26:17 +01:00
Gael Guennebaud
3ba8a3ab1a
Disable underflow unit test on the i387 FPU.
2016-01-30 22:14:04 +01:00
Gael Guennebaud
15084cf1ac
bug #632 : add support for "dense +/- sparse" operations. The current implementation is based on SparseView to make the dense subexpression compatible with the sparse one.
2016-01-29 22:09:45 +01:00
Gael Guennebaud
d8d37349c3
bug #696 : enable zero-sized block at compile-time by relaxing the respective assertion
2016-01-29 12:44:49 +01:00
Rasmus Munk Larsen
acce4dd050
Change Eigen's ColPivHouseholderQR to use the numerically stable norm downdate formula from http://www.netlib.org/lapack/lawnspdf/lawn176.pdf , which has been used in LAPACK's xGEQPF and xGEQP3 since 2006. With the old formula, the code chooses the wrong pivots and fails to correctly determine rank on graded matrices.
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This change also adds additional checks for non-increasing diagonal in R11 to existing unit tests, and adds a new unit test with the Kahan matrix, which consistently fails for the original code.
Benchmark timings on Intel(R) Xeon(R) CPU E5-1650 v3 @ 3.50GHz. Code compiled with AVX & FMA. I just ran on square matrices of 3 difference sizes.
Benchmark Time(ns) CPU(ns) Iterations
-------------------------------------------------------
Before:
BM_EigencolPivQR/64 53677 53627 12890
BM_EigencolPivQR/512 15265408 15250784 46
BM_EigencolPivQR/4k 15403556228 15388788368 2
After (non-vectorized version):
Benchmark Time(ns) CPU(ns) Iterations Degradation
--------------------------------------------------------------------
BM_EigencolPivQR/64 63736 63669 10844 18.5%
BM_EigencolPivQR/512 16052546 16037381 43 5.1%
BM_EigencolPivQR/4k 15149263620 15132025316 2 -2.0%
Performance-wise there seems to be a ~18.5% degradation for small (64x64) matrices, probably due to the cost of more O(min(m,n)^2) sqrt operations that are not needed for the unstable formula.
2016-01-28 15:07:26 -08:00
Gael Guennebaud
c1d900af61
bug #178 : remove additional const on nested expression, and remove several const_cast.
2016-01-28 21:43:20 +01:00
Gael Guennebaud
ddf64babde
merge
2016-01-28 13:21:48 +01:00
Gael Guennebaud
df15fbc452
bug #1158 : PartialReduxExpr is a vector expression, and it thus must expose the LinearAccessBit flag
2016-01-28 13:16:30 +01:00
Gael Guennebaud
9ac8e8c6a1
Extend mixing type unit test with trmv, and the following not yet supported products: trmm, symv, symm
2016-01-27 17:29:53 +01:00
Gael Guennebaud
6da5d87f92
add nomalloc unit test for rank2 updates
2016-01-27 17:26:48 +01:00
Gael Guennebaud
9801c959e6
Fix tri = complex * real product, and add respective unit test.
2016-01-27 17:12:25 +01:00
Gael Guennebaud
412bb5a631
Remove redundant test.
2016-01-26 23:35:30 +01:00
Gael Guennebaud
8328caa618
bug #51 : add block preallocation mechanism to selfadjoit*matrix product.
2016-01-25 22:06:42 +01:00
Gael Guennebaud
e58827d2ed
bug #51 : make general_matrix_matrix_triangular_product use L3-blocking helper so that general symmetric rank-updates and general-matrix-to-triangular products do not trigger dynamic memory allocation for fixed size matrices.
2016-01-25 17:16:33 +01:00
Gael Guennebaud
869b4443ac
Add SparseVector::conservativeResize() method.
2016-01-25 11:55:39 +01:00
Gael Guennebaud
1cf85bd875
bug #977 : add stableNormalize[d] methods: they are analogues to normalize[d] but with carefull handling of under/over-flow
2016-01-23 22:40:11 +01:00
Gael Guennebaud
0caa4b1531
bug #1150 : make IncompleteCholesky more robust by iteratively increase the shift until the factorization succeed (with at most 10 attempts).
2016-01-23 22:13:54 +01:00
Gael Guennebaud
5358c38589
bug #1095 : add Cholmod*::logDeterminant/determinant (from patch of Joshua Pritikin)
2016-01-22 16:05:29 +01:00
Gael Guennebaud
ee37eb4eed
bug #977 : avoid division by 0 in normalize() and normalized().
2016-01-21 20:43:42 +01:00
Gael Guennebaud
62f7e77711
add upper|lower case in incomplete_cholesky unit test
2016-01-21 00:02:59 +01:00
Gael Guennebaud
ed8ade9c65
bug #1149 : fix Pastix*::*parm()
2016-01-20 19:01:24 +01:00
Gael Guennebaud
8b9dc9f0df
bug #1144 : fix regression in x=y+A*x (aliasing), and move evaluator_traits::AssumeAliasing to evaluator_assume_aliasing.
2016-01-09 08:30:38 +01:00
Eugene Brevdo
14897600b7
Protect digamma tests behind a EIGEN_HAS_C99_MATH check.
2015-12-24 21:28:18 -08:00
Eugene Brevdo
f7362772e3
Add digamma for CPU + CUDA. Includes tests.
2015-12-24 21:15:38 -08:00
Gael Guennebaud
ca39b1546e
Merged in ebrevdo/eigen (pull request PR-148)
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Add special functions to eigen: lgamma, erf, erfc.
2015-12-11 11:52:09 +01:00
Gael Guennebaud
836da91b3f
Fix unit tests wrt EIGEN_DEFAULT_TO_ROW_MAJOR
2015-12-11 10:06:28 +01:00
Benoit Steiner
6acf2bd472
Fixed compilation error triggered by MSVC 2008
2015-12-10 17:17:42 -08:00
Benoit Steiner
8314962ce2
Only test the lgamma, erf and erfc function when using a C99 compliant compiler
2015-12-10 13:13:45 -08:00
Benoit Steiner
48877a6933
Only implement the lgamma, erf, and erfc functions when using a compiler compliant with the C99 specification.
2015-12-10 13:09:49 -08:00
Gael Guennebaud
46d2f6cd78
Workaround gcc issue with -O3 and the i387 FPU.
2015-12-10 21:33:43 +01:00
Benoit Steiner
b630d10b62
Only disable the erf, erfc, and lgamma tests for older versions of c++.
2015-12-07 17:08:08 -08:00
Benoit Steiner
73b68d4370
Fixed a couple of typos
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Cleaned up the code a bit.
2015-12-07 16:38:48 -08:00
Eugene Brevdo
fa4f933c0f
Add special functions to Eigen: lgamma, erf, erfc.
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Includes CUDA support and unit tests.
2015-12-07 15:24:49 -08:00
Benoit Steiner
e25e3a041b
Added rsqrt() method to the Array class: this method computes the coefficient-wise inverse square root much more efficiently than calling sqrt().inverse().
2015-12-03 18:16:35 -08:00
Gael Guennebaud
1562e13aba
Add missing Rotation2D::operator=(Matrix2x2)
2015-12-03 22:25:26 +01:00
Gael Guennebaud
0bb12fa614
Add LU::transpose().solve() and LU::adjoint().solve() API.
2015-12-01 14:38:47 +01:00
Rasmus Munk Larsen
1663d15da7
Add internal method _solve_impl_transposed() to LU decomposition classes that solves A^T x = b or A^* x = b.
2015-11-30 13:39:24 -08:00
Gael Guennebaud
6c02cbbb0f
Fix matrix to quaternion (and angleaxis) conversion for matrix expression.
2015-12-01 09:45:56 +01:00
Gael Guennebaud
844561939f
Do not check NeedsToAlign if no static alignment
2015-11-30 22:36:14 +01:00
