Commit Graph

2813 Commits

Author SHA1 Message Date
Gael Guennebaud
104f8fd36e Added a SVD module:
- the decompostion code has been adfapted from JAMA
 - handles non square matrices of size MxN with M>=N
 - does not work for complex matrices
 - includes a solver where the parts corresponding to zero singular values are set to zero
2008-08-19 17:52:04 +00:00
Benoit Jacob
54137f1ca7 * fix bug found by Boudewijn Rempt: no CMakeLists in arch/ subdir
* fix warning in SolveTriangular
2008-08-19 13:15:13 +00:00
Gael Guennebaud
a6d387a359 Various compilation fixes for MSVC 9. All tests compile but some
still fail at runtime in ei_aligned_free() (even without vectorization).
2008-08-19 11:06:40 +00:00
Benoit Jacob
9466e5f94e * doc improvements in Cwise and PartialRedux:
- 33 new snippets
  - unfuck doxygen output in Cwise (issues with function macros)
  - more see-also links from outside, making Cwise more discoverable
* rename matrixNorm() to operatorNorm(). There are many matrix norms
  (the L2 is another one) but only one is called the operator norm.
  Risk of confusion with keyword operator is not too scary after all.
2008-08-19 04:30:28 +00:00
Gael Guennebaud
95dd09bea6 * revert the previous interface change in solveTriangular (pointer vs reference)
* remove the cast operators in the Geometry module: they are replaced by constructors
  and new operator= in Matrix
* extended the operations supported by Rotation2D
* rewrite in solveTriangular:
  - merge the Upper and Lower specializations
  - big optimization of the path for row-major triangular matrices
2008-08-18 22:17:42 +00:00
Benoit Jacob
e778ae2559 only use alloca on linux. Use malloc on other platforms. Needed for mingw
compatibility.
2008-08-18 16:36:47 +00:00
Benoit Jacob
baf0cffedd *add operator()(int) for vectors, synonymous to operator[](int).
I don't see any reason not to allow it, it doesn't add much code, and
 it makes porting from eigen1 easier.
*expand tests/basicstuff to first test coefficient access methods
2008-08-18 12:33:14 +00:00
Benoit Jacob
95a1283bf6 fix compilation of unit-tests when cmake is run on kdesupport/ parent
directory
2008-08-17 15:25:53 +00:00
Benoit Jacob
239b47e033 *make Eigen2 install to prefix/include/eigen2/Eigen
*Add FindEigen2.cmake module in kdelibs
2008-08-16 12:56:38 +00:00
Gael Guennebaud
5546e963c9 bugfix in CholeskyWithoutSquareRoot::solve found by Timothy Hunter 2008-08-16 07:09:39 +00:00
Benoit Jacob
d9d69de382 updated tutorial 2008-08-15 14:28:06 +00:00
Benoit Jacob
3bc2746928 Copy eigen2 into kdesupport, alongside eigen1 for now, co-installable,
will remove eigen1 once no code uses it anymore (soon).
2008-08-14 13:21:11 +00:00
Gael Guennebaud
8a3e6b1ee2 change solveTriangularInPlace() to take a pointer as input (as discussed on IRC).
extended the documentation of the triangular solver.
2008-08-12 07:49:59 +00:00
Benoit Jacob
13ad88736e last small fixes, this is alpha6, eigen2 is now ready for eigen1 apps to
port to.
2008-08-12 02:14:02 +00:00
Benoit Jacob
f04c1cb774 Complete LU documentation 2008-08-11 21:26:37 +00:00
Benoit Jacob
17ec407ccd * add Regression module, from eigen1, improved, with doc and unit-test.
* fix .normalized() so that Random().normalized() works; since the return
type became complicated to write down i just let it return an actual
vector, perhaps not optimal.
* add Sparse/CMakeLists.txt. I suppose that it was intentional that it
didn't have CMakeLists, but in <=2.0 releases I'll just manually remove
Sparse.
2008-08-11 02:25:40 +00:00
Gael Guennebaud
55e8d670ce Renamed allowAligned() => forceAligned() and added the constants ForceAligned
and AsRequested for the PacketAccess parameter of MapBase. Updated respective
documentation.
2008-08-09 21:57:50 +00:00
Gael Guennebaud
b13148c358 renamed inverseProduct => solveTriangular 2008-08-09 20:06:25 +00:00
Benoit Jacob
d6e88f8155 * add LU unit-test. Seems like we have very good numerical stability!
* some cleanup, and grant me a copyright line on the determinant test.
2008-08-09 19:26:14 +00:00
Gael Guennebaud
4fa40367e9 * Big change in Block and Map:
- added a MapBase base xpr on top of which Map and the specialization
    of Block are implemented
  - MapBase forces both aligned loads (and aligned stores, see below) in expressions
    such as "x.block(...) += other_expr"
* Significant vectorization improvement:
 - added a AlignedBit flag meaning the first coeff/packet is aligned,
   this allows to not generate extra code to deal with the first unaligned part
 - removed all unaligned stores when no unrolling
 - removed unaligned loads in Sum when the input as the DirectAccessBit flag
* Some code simplification in CacheFriendly product
* Some minor documentation improvements
2008-08-09 18:41:24 +00:00
Benoit Jacob
becbeda50a * reimplement the general case of inverse() on top of LU. Advantages:
- removes much code
  - 2.5x faster (even though LU uses complete pivoting contrary to what
inverse used to do!)
  - there _were_ numeric stability problems with the partial pivoting
approach of inverse(), with 200x200 matrices inversion failed almost
half of the times (overflow). Now these problems are solved thanks to
complete pivoting.

* remove some useless stuff in LU
2008-08-09 15:50:07 +00:00
Benoit Jacob
681e944670 *implement LU solver (solves any rectangular system)
*in test/CMakeLists : modify EI_ADD_TEST so that 2nd argument is
additional compiler flags. used to add -O2 to test_product_large so it
doesn't take forever.
2008-08-09 15:23:54 +00:00
Benoit Jacob
a41f2b4216 * fix bug in SwapWrapper : store the wrapped expression by reference
* optimize setIdentity: when the matrix is large enough it is better to
  setZero() and overwrite the diagonal
* start of LU solver, disabled for now
2008-08-09 04:37:09 +00:00
Benoit Jacob
9bbe396939 forgot to remove that old code 2008-08-07 21:50:29 +00:00
Benoit Jacob
5f350448e1 - add kernel computation using the triangular solver
- take advantage of the fact that our LU dec sorts the eigenvalues of U
in decreasing order
- add meta selector in determinant
2008-08-07 21:48:21 +00:00
Benoit Jacob
58ba9ca72f LU: remove partial-pivoting path (moderately useful since it's does
not allow to easily get the rank), fix a bug (which could have been
triggered by matrices having coefficients of very different
magnitudes).
Part: add an assert to prevent hard to find bugs
Swap: update comments
2008-08-07 04:31:05 +00:00
Benoit Jacob
88bb2087c1 New implementation of Swap as discussed, reusing Assign. Makes LU run
10% faster overall.
2008-08-05 21:55:57 +00:00
Benoit Jacob
c94be35bc8 introduce copyCoeff and copyPacket methods in MatrixBase, used by
Assign, in preparation for new Swap impl reusing Assign code.
remove last remnant of old Inverse class in Transform.
2008-08-05 18:00:23 +00:00
Benoit Jacob
09ef7db9d9 Add partial pivoting runtime option to LU.
Note: in fact, inverse() always uses partial pivoting because the algo
currently used doesn't make sense with complete pivoting. No num
stability issue so far even with size 200x200. If there is any problem
we can of course reimplement inverse on top of LU.
2008-08-05 15:43:11 +00:00
Benoit Jacob
e741b7beca further big perf improvement in Inverse 2008-08-04 23:47:09 +00:00
Benoit Jacob
79a0feee68 big performance improvement in inverse and LU 2008-08-04 23:34:21 +00:00
Gael Guennebaud
a7a05382d1 Add a LU decomposition action in BTL and various cleaning in BTL. For instance
all per plot settings have been moved to a single file, go_mean now takes an
optional second argument "tiny" to generate plots for tiny matrices, and
output of comparison information wrt to previous benchs (if any).
2008-08-04 23:12:48 +00:00
Benoit Jacob
c2f8ecf466 * LU decomposition, supporting all rectangular matrices, with full
pivoting for better numerical stability. For now the only application is
determinant.
* New determinant unit-test.
* Disable most of Swap.h for now as it makes LU fail (mysterious).
Anyway Swap needs a big overhaul as proposed on IRC.
* Remnants of old class Inverse removed.
* Some warnings fixed.
2008-08-04 04:45:59 +00:00
Gael Guennebaud
f81dfcf00b fix two perf issues in product.
fix positive definite test in Cholesky.
remove #include <cstring> in CoreDeclaration.
2008-08-03 20:23:06 +00:00
Benoit Jacob
49ae3fca89 fix compile errors with gcc 4.3: unresolved func call to
ei_cache_friendly_product, and undeclared memcpy
2008-08-03 15:44:06 +00:00
Gael Guennebaud
6d11a07e5e Added a ei_palign function align a packet from two others.
This allows much faster code dealing with unligned as
in the updated matrix-vector product functions.
2008-08-03 15:15:46 +00:00
Gael Guennebaud
55aeb1f83a Optimizations:
* faster matrix-matrix and matrix-vector products (especially for not aligned cases)
 * faster tridiagonalization (make it using our matrix-vector impl.)
Others:
 * fix Flags of Map
 * split the test_product to two smaller ones
2008-08-01 23:44:59 +00:00
Gael Guennebaud
b32b186c14 removed the packet specializations of some functors
(GCC generates better code without those "optimizations")
2008-07-31 21:03:11 +00:00
Gael Guennebaud
842c4f8bfa Several compilation fixes for MSVC and NVCC, basically:
- added explicit enum to int conversion where needed
- if a function is not defined as declared and the return type is "tricky"
  then the type must be typedefined somewhere. A "tricky return type" can be:
  * a template class with a default parameter which depends on another template parameter
  * a nested template class, or type of a nested template class
2008-07-29 16:33:07 +00:00
Gael Guennebaud
e0215ee510 BTL: - added tridiagonalization and hessenberg decomposition bench
- added GOTO library
2008-07-28 20:48:21 +00:00
Gael Guennebaud
44d95e0540 fix some internal asserts in CacheFrinedlyProduct 2008-07-27 22:14:08 +00:00
Gael Guennebaud
02a7efa910 forgot to include this file in previous commit 2008-07-27 14:24:32 +00:00
Gael Guennebaud
93115619c2 * updated benchmark files according to recent renamings
* various improvements in BTL including trisolver and cholesky bench
2008-07-27 11:39:47 +00:00
Gael Guennebaud
e9e5261664 Fix a couple issues introduced in the previous commit:
* removed DirectAccessBit from Part
* use a template specialization in inverseProduct() to transform a Part xpr to a Flagged xpr
2008-07-26 23:05:44 +00:00
Gael Guennebaud
e77ccf2928 * Rewrite the triangular solver so that we can take advantage of our efficient matrix-vector products:
=> up to 6 times faster !
* Added DirectAccessBit to Part
* Added an exemple of a cwise operator
* Renamed perpendicular() => someOrthogonal() (geometry module)
* Fix a weired bug in ei_constant_functor: the default copy constructor did not copy
  the imaginary part when the single member of the class is a complex...
2008-07-26 20:40:29 +00:00
Gael Guennebaud
2940617e6f bugfix in some internal asserts of CacheFriendlyProduct 2008-07-26 12:26:27 +00:00
Benoit Jacob
f997a3e902 update the inverse test a little
make use of static asserts in Map
fix 2 warnings in CacheFriendlyProduct: unused var 'Vectorized'
2008-07-26 12:08:28 +00:00
Gael Guennebaud
b466c266a0 * Fix some complex alignment issues in the cache friendly matrix-vector products.
* Minor update of the cores of the Cholesky algorithms to make them more friendly
  wrt to matrix-vector products => speedup x5 !
2008-07-23 17:30:00 +00:00
Gael Guennebaud
172000aaeb Add .perpendicular() function in Geometry module (adapted from Eigen1)
Documentation:
 * add an overview for each module.
 * add an example for .all() and Cwise::operator<
2008-07-22 10:54:42 +00:00
Gael Guennebaud
516db2c3b9 Fix compilation issues with icc and g++ < 4.1. Those include:
- conflicts with operator * overloads
 - discard the use of ei_pdiv for interger
   (g++ handles operators on __m128* types, this is why it worked)
 - weird behavior of icc in fixed size Block() constructor complaining
   the initializer of m_blockRows and m_blockCols were missing while
   we are in fixed size (maybe this hide deeper problem since this is a
   recent one, but icc gives only little feedback)
2008-07-21 12:40:56 +00:00