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4646 Commits

Author SHA1 Message Date
Rasmus Larsen
30242b7565 Merged eigen/eigen into default 2016-04-01 17:19:36 -07:00
Rasmus Munk Larsen
9d51f7c457 Add rcond method to LDLT. 2016-04-01 16:48:38 -07:00
Rasmus Munk Larsen
f54137606e Add condition estimation to Cholesky (LLT) factorization. 2016-04-01 16:19:45 -07:00
Rasmus Munk Larsen
fb8dccc23e Replace "inline static" with "static inline" for consistency. 2016-04-01 12:48:18 -07:00
Rasmus Munk Larsen
91414e0042 Fix comments in ConditionEstimator and minor cleanup. 2016-04-01 11:58:17 -07:00
Rasmus Munk Larsen
1aa89fb855 Add matrix condition estimator module that implements the Higham/Hager algorithm from http://www.maths.manchester.ac.uk/~higham/narep/narep135.pdf used in LPACK. Add rcond() methods to FullPivLU and PartialPivLU. 2016-04-01 10:27:59 -07:00
Till Hoffmann
80eba21ad0 Merge upstream. 2016-04-01 18:18:49 +01:00
Till Hoffmann
3cb0a237c1 Fixed suggestions by Eugene Brevdo. 2016-04-01 17:51:39 +01:00
tillahoffmann
49960adbdd Merged eigen/eigen into default 2016-04-01 14:36:15 +01:00
Till Hoffmann
57239f4a81 Added polygamma function. 2016-04-01 14:35:21 +01:00
Till Hoffmann
dd5d390daf Added zeta function. 2016-04-01 13:32:29 +01:00
Benoit Steiner
0ea7ab4f62 Hashing was only officially introduced in c++11. Therefore only define an implementation of the hash function for float16 if c++11 is enabled. 2016-03-31 14:44:55 -07:00
Benoit Steiner
92b7f7b650 Improved code formating 2016-03-31 13:09:58 -07:00
Benoit Steiner
f197813f37 Added the ability to hash a fp16 2016-03-31 13:09:23 -07:00
Benoit Steiner
4c859181da Made it possible to use the NumTraits for complex and Array in a cuda kernel. 2016-03-31 12:48:38 -07:00
Benoit Steiner
c36ab19902 Added __ldg primitive for fp16. 2016-03-31 10:55:03 -07:00
Benoit Steiner
b575fb1d02 Added NumTraits for half floats 2016-03-31 10:43:59 -07:00
Benoit Steiner
8c8a79cec1 Fixed a typo 2016-03-31 10:33:32 -07:00
Benoit Steiner
4f1a7e51c1 Pull math functions from the global namespace only when compiling cuda code with nvcc. When compiling with clang, we want to use the std namespace. 2016-03-30 17:59:49 -07:00
Benoit Steiner
bc68fc2fe7 Enable constant expressions when compiling cuda code with clang. 2016-03-30 17:58:32 -07:00
Benoit Jacob
01b5333e44 bug #1186 - vreinterpretq_u64_f64 fails to build on Android/Aarch64/Clang toolchain 2016-03-30 11:02:33 -04:00
Benoit Steiner
1841d6d4c3 Added missing cuda template specializations for numext::ceil 2016-03-29 13:29:34 -07:00
Benoit Steiner
e02b784ec3 Added support for standard mathematical functions and trancendentals(such as exp, log, abs, ...) on fp16 2016-03-29 09:20:36 -07:00
Benoit Steiner
c38295f0a0 Added support for fmod 2016-03-28 15:53:02 -07:00
Konstantinos Margaritis
01e7298fe6 actually include ZVector files, passes most basic tests (float still fails) 2016-03-28 10:58:02 -04:00
Konstantinos Margaritis
f48011119e Merged eigen/eigen into default 2016-03-28 01:48:45 +03:00
Konstantinos Margaritis
ed6b9d08f1 some primitives ported, but missing intrinsics and crash with asm() are a problem 2016-03-27 18:47:49 -04:00
Benoit Steiner
65716e99a5 Improved the cost estimate of the quotient op 2016-03-25 11:13:53 -07:00
Benoit Steiner
d94f6ba965 Started to model the cost of divisions more accurately. 2016-03-25 11:02:56 -07:00
Benoit Steiner
2e4e4cb74d Use numext::abs instead of abs to avoid incorrect conversion to integer of the argument 2016-03-23 16:57:12 -07:00
Benoit Steiner
81d340984a Removed executable bit from header files 2016-03-23 16:15:02 -07:00
Benoit Steiner
bff8cbad06 Removed executable bit from header files 2016-03-23 16:14:23 -07:00
Benoit Steiner
7a570e50ef Fixed contractions of fp16 2016-03-23 16:00:06 -07:00
Benoit Steiner
fc3660285f Made type conversion explicit 2016-03-23 09:56:50 -07:00
Benoit Steiner
0e68882604 Added the ability to divide a half float by an index 2016-03-23 09:46:42 -07:00
Benoit Steiner
6971146ca9 Added more conversion operators for half floats 2016-03-23 09:44:52 -07:00
Benoit Steiner
f9ad25e4d8 Fixed contractions of 16 bit floats 2016-03-22 09:30:23 -07:00
Benoit Steiner
134d750eab Completed the implementation of vectorized type casting of half floats. 2016-03-18 13:36:28 -07:00
Benoit Steiner
7bd551b3a9 Make all the conversions explicit 2016-03-18 12:20:08 -07:00
Benoit Steiner
7b98de1f15 Implemented some of the missing type casting for half floats 2016-03-17 21:45:45 -07:00
Christoph Hertzberg
46aa9772fc Merged in ebrevdo/eigen (pull request PR-169) 
Bugfixes to cuda tests, igamma & igammac implemented, & tests for digamma, igamma, igammac on CPU & GPU.
 2016-03-16 21:59:08 +01:00
Eugene Brevdo
1f69a1b65f Change the header guard around certain numext functions to be CUDA specific. 2016-03-16 12:44:35 -07:00
Benoit Steiner
5a51366ea5 Fixed a typo. 2016-03-14 09:25:16 -07:00
Benoit Steiner
fcf59e1c37 Properly gate the use of cuda intrinsics in the code 2016-03-14 09:13:44 -07:00
Benoit Steiner
97a1f1c273 Make sure we only use the half float intrinsic when compiling with a version of CUDA that is recent enough to provide them 2016-03-14 08:37:58 -07:00
Benoit Steiner
e29c9676b1 Don't mark the cast operator as explicit, since this is a c++11 feature that's not supported by older compilers. 2016-03-12 00:15:58 -08:00
Benoit Steiner
eecd914864 Also replaced uint32_t with unsigned int to make the code more portable 2016-03-11 19:34:21 -08:00
Benoit Steiner
1ca8c1ec97 Replaced a couple more uint16_t with unsigned short 2016-03-11 19:28:28 -08:00
Benoit Steiner
0423b66187 Use unsigned short instead of uint16_t since they're more portable 2016-03-11 17:53:41 -08:00
Benoit Steiner
048c4d6efd Made half floats usable on hardware that doesn't support them natively. 2016-03-11 17:21:42 -08:00
Benoit Steiner
456e038a4e Fixed the +=, -=, *= and /= operators to return a reference 2016-03-10 15:17:44 -08:00
Eugene Brevdo
836e92a051 Update MathFunctions/SpecialFunctions with intelligent header guards. 2016-03-09 09:04:45 -08:00
Eugene Brevdo
5e7de771e3 Properly fix merge issues. 2016-03-08 17:35:05 -08:00
Eugene Brevdo
73220d2bb0 Resolve bad merge. 2016-03-08 17:28:21 -08:00
Eugene Brevdo
14f0fde51f Add certain functions to numext (log, exp, tan) because CUDA doesn't support std:: 
Use these in SpecialFunctions.
 2016-03-08 17:17:44 -08:00
Eugene Brevdo
0bb5de05a1 Finishing touches on igamma/igammac for GPU. Tests now pass. 2016-03-07 15:35:09 -08:00
Eugene Brevdo
5707004d6b Fix Eigen's building of sharded tests that use CUDA & more igamma/igammac bugfixes. 
0. Prior to this PR, not a single sharded CUDA test was actually being *run*.
Fixed that.

GPU tests are still failing for igamma/igammac.

1. Add calls for igamma/igammac to TensorBase
2. Fix up CUDA-specific calls of igamma/igammac
3. Add unit tests for digamma, igamma, igammac in CUDA.
 2016-03-07 14:08:56 -08:00
Benoit Steiner
05bbca079a Turn on some of the cxx11 features when compiling with visual studio 2015 2016-03-05 10:52:08 -08:00
Eugene Brevdo
0b9e0abc96 Make igamma and igammac work correctly. 
This required replacing ::abs with std::abs.
Modified some unit tests.
 2016-03-04 21:12:10 -08:00
Eugene Brevdo
7ea35bfa1c Initial implementation of igamma and igammac. 2016-03-03 19:39:41 -08:00
Benoit Steiner
1032441c6f Enable partial support for half floats on Kepler GPUs. 2016-03-03 10:34:20 -08:00
Benoit Steiner
1da10a7358 Enable the conversion between floats and half floats on older GPUs that support it. 2016-03-03 10:33:20 -08:00
Benoit Steiner
2de8cc9122 Merged in ebrevdo/eigen (pull request PR-167) 
Add infinity() support to numext::numeric_limits, use it in lgamma.

I tested the code on my gtx-titan-black gpu, and it appears to work as expected.
 2016-03-03 09:42:12 -08:00
Eugene Brevdo
ab3dc0b0fe Small bugfix to numeric_limits for CUDA. 2016-03-02 21:48:46 -08:00
Eugene Brevdo
6afea46838 Add infinity() support to numext::numeric_limits, use it in lgamma. 
This makes the infinity access a __device__ function, removing
nvcc warnings.
 2016-03-02 21:35:48 -08:00
Gael Guennebaud
3fccef6f50 bug #537: fix compilation with Apples's compiler 2016-03-02 13:22:46 +01:00
Gael Guennebaud
dfa80b2060 Compilation fix 2016-03-01 12:48:56 +01:00
Gael Guennebaud
bee9efc203 Compilation fix 2016-03-01 12:47:27 +01:00
Gael Guennebaud
e9bea614ec Fix shortcoming in fixed-value deduction of startRow/startCol 2016-02-29 10:31:27 +01:00
Gael Guennebaud
8e6faab51e bug #1172: make valuePtr and innderIndexPtr properly return null for empty matrices. 2016-02-27 14:55:40 +01:00
Gael Guennebaud
91e1375ba9 merge 2016-02-23 11:09:05 +01:00
Gael Guennebaud
055000a424 Fix startRow()/startCol() for dense Block with direct access: 
the initial implementation failed for empty rows/columns for which are ambiguous.
 2016-02-23 11:07:59 +01:00
Benoit Steiner
6270d851e3 Declare the half float type as arithmetic. 2016-02-22 13:59:33 -08:00
Benoit Steiner
584832cb3c Implemented the ptranspose function on half floats 2016-02-21 12:44:53 -08:00
Benoit Steiner
95fceb6452 Added the ability to compute the absolute value of a half float 2016-02-21 20:24:11 +00:00
Benoit Steiner
9ff269a1d3 Moved some of the fp16 operators outside the Eigen namespace to workaround some nvcc limitations. 2016-02-20 07:47:23 +00:00
Gael Guennebaud
d90a2dac5e merge 2016-02-19 23:01:27 +01:00
Gael Guennebaud
6fa35bbd28 bug #1170: skip calls to memcpy/memmove for empty imput. 2016-02-19 22:58:52 +01:00
Gael Guennebaud
6f0992c05b Fix nesting type and complete reflection methods of Block expressions. 2016-02-19 22:21:02 +01:00
Gael Guennebaud
f3643eec57 Add typedefs for the return type of all block methods. 2016-02-19 22:15:01 +01:00
Benoit Steiner
180156ba1a Added support for tensor reductions on half floats 2016-02-19 10:05:59 -08:00
Benoit Steiner
5c4901b83a Implemented the scalar division of 2 half floats 2016-02-19 10:03:19 -08:00
Benoit Steiner
f7cb755299 Added support for operators +=, -=, *= and /= on CUDA half floats 2016-02-19 15:57:26 +00:00
Benoit Steiner
dc26459b99 Implemented protate() for CUDA 2016-02-19 15:16:54 +00:00
Benoit Steiner
ac5d706a94 Added support for simple coefficient wise tensor expression using half floats on CUDA devices 2016-02-19 08:19:12 +00:00
Benoit Steiner
0606a0a39b FP16 on CUDA are only available starting with cuda 7.5. Disable them when using an older version of CUDA 2016-02-18 23:15:23 -08:00
Benoit Steiner
7151bd8768 Reverted unintended changes introduced by a bad merge 2016-02-19 06:20:50 +00:00
Benoit Steiner
17b9fbed34 Added preliminary support for half floats on CUDA GPU. For now we can simply convert floats into half floats and vice versa 2016-02-19 06:16:07 +00:00
Benoit Steiner
8ce46f9d89 Improved implementation of ptanh for SSE and AVX 2016-02-18 13:24:34 -08:00
Eugene Brevdo
832380c455 Merged eigen/eigen into default 2016-02-17 14:44:06 -08:00
Eugene Brevdo
06a2bc7c9c Tiny bugfix in SpecialFunctions: some compilers don't like doubles 
implicitly downcast to floats in an array constructor.
 2016-02-17 14:41:59 -08:00
Gael Guennebaud
f6f057bb7d bug #1166: fix shortcomming in gemv when the destination is not a vector at compile-time. 2016-02-15 21:43:07 +01:00
Gael Guennebaud
4252af6897 Remove dead code. 2016-02-12 16:13:35 +01:00
Gael Guennebaud
2f5f56a820 Fix usage of evaluator in sparse * permutation products. 2016-02-12 16:13:16 +01:00
Gael Guennebaud
0a537cb2d8 bug #901: fix triangular-view with unit diagonal of sparse rectangular matrices. 2016-02-12 15:58:31 +01:00
Benoit Steiner
17e93ba148 Pulled latest updates from trunk 2016-02-11 15:05:38 -08:00
Benoit Steiner
3628f7655d Made it possible to run the scalar_binary_pow_op functor on GPU 2016-02-11 15:05:03 -08:00
Hauke Heibel
eeac46f980 bug #774: re-added comment referencing equations in the original paper 2016-02-11 19:38:37 +01:00
Benoit Steiner
c569cfe12a Inline the +=, -=, *= and /= operators consistently between DenseBase.h and SelfCwiseBinaryOp.h 2016-02-11 09:33:32 -08:00
Gael Guennebaud
8cc9232b9a bug #774: fix a numerical issue producing unwanted reflections. 2016-02-11 15:32:56 +01:00
Gael Guennebaud
2d35c0cb5f Merged in rmlarsen/eigen (pull request PR-163) 
Implement complete orthogonal decomposition in Eigen.
 2016-02-11 15:12:34 +01:00
Benoit Steiner
33e2373f01 Merged in nnyby/eigen/nnyby/doc-grammar-fix-linearly-space-linearly-1443742971203 (pull request PR-138) 
[doc] grammar fix: "linearly space" -> "linearly spaced"
 2016-02-10 23:29:59 -08:00
Benoit Steiner
6d8b1dce06 Avoid implicit cast from double to float. 2016-02-10 18:07:11 -08:00
Rasmus Munk Larsen
b6fdf7468c Rename inverse -> pseudoInverse. 2016-02-10 13:03:07 -08:00
Benoit Jacob
9d6f1ad398 I'm told to use __EMSCRIPTEN__ by an Emscripten dev. 2016-02-10 12:48:34 -05:00
Benoit Steiner
bfb3fcd94f Optimized implementation of the tanh function for SSE 2016-02-10 08:52:30 -08:00
Benoit Steiner
2d523332b3 Optimized implementation of the hyperbolic tangent function for AVX 2016-02-10 08:48:05 -08:00
Benoit Jacob
e6ee18d6b4 Make the GCC workaround for sqrt GCC-only; detect Emscripten as non-GCC 2016-02-10 11:11:49 -05:00
Benoit Jacob
964a95bf5e Work around Emscripten bug - https://github.com/kripken/emscripten/issues/4088 2016-02-10 10:37:22 -05:00
Benoit Steiner
970751ece3 Disabling the nvcc warnings in addition to the clang warnings when clang is used as a frontend for nvcc 2016-02-09 20:55:50 -08:00
Rasmus Munk Larsen
bb8811c655 Enable inverse() method for computing pseudo-inverse. 2016-02-09 20:35:20 -08:00
Benoit Steiner
5cc0dd5f44 Fixed the code that disables the use of variadic templates when compiling with nvcc on ARM devices. 2016-02-09 10:32:01 -08:00
Benoit Steiner
24d291cf16 Worked around nvcc crash when compiling Eigen on Tegra X1 2016-02-09 02:34:02 +00:00
Rasmus Munk Larsen
53f60e0afc Make applyZAdjointOnTheLeftInPlace protected. 2016-02-08 09:01:43 -08:00
Rasmus Munk Larsen
414efa47d3 Add missing calls to tests of COD. 
Fix a few mistakes in 3.2 -> 3.3 port.
 2016-02-08 08:50:34 -08:00
Gael Guennebaud
c2bf2f56ef Remove custom unaligned loads for SSE. They were only useful for core2 CPU. 2016-02-08 14:29:12 +01:00
Gael Guennebaud
a4c76f8d34 Improve inlining 2016-02-08 11:33:02 +01:00
Rasmus Munk Larsen
16ec450ca1 Nevermind. 2016-02-06 17:54:01 -08:00
Rasmus Munk Larsen
019fff9a00 Add my name to copyright notice in ColPivHouseholder.h, mostly for previous work on stable norm downdate formula. 2016-02-06 17:48:42 -08:00
Rasmus Munk Larsen
86d6201d7b Merge. 2016-02-06 16:36:56 -08:00
Rasmus Munk Larsen
d904c8ac8f Implement complete orthogonal decomposition in Eigen. 2016-02-06 16:32:00 -08:00
Gael Guennebaud
c6a12d1dc6 Fix warning with gcc < 4.8 2016-02-06 18:06:51 +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
Gael Guennebaud
e8e1d504d6 Add an explicit assersion on the alignment of the pointer returned by std::malloc 2016-02-05 21:38:16 +01:00
Gael Guennebaud
62a1c911cd Remove posix_memalign, _mm_malloc, and _aligned_malloc special paths. 2016-02-05 21:24:35 +01:00
Benoit Steiner
bcdcdace48 Pulled latest updates from trunk 2016-02-04 08:56:49 -08:00
Gael Guennebaud
659fc9c159 Remove dead code 2016-02-04 09:55:09 +01:00
Gael Guennebaud
d5d7798b9d Improve heuritics for switching between coeff-based and general matrix product implementation. 2016-02-04 09:53:47 +01:00
Benoit Steiner
f535378995 Added support for vectorized type casting of int to char. 2016-02-03 18:58:29 -08:00
Benoit Steiner
727ff26960 Disable 2 more nvcc warning messages 2016-02-03 16:01:37 -08:00
Benoit Steiner
bcbde37a11 Made sure the code compiles when EIGEN_HAS_C99_MATH isn't defined 2016-02-03 14:53:08 -08:00
Benoit Steiner
f933f69021 Added a few comments 2016-02-03 14:12:18 -08:00
Benoit Steiner
5d82e47ef6 Properly disable nvcc warning messages in user code. 2016-02-03 14:10:06 -08:00
Benoit Steiner
d7742d22e4 Revert the nvcc messages to their default severity instead of the forcing them to be warnings 2016-02-03 13:47:28 -08:00
Benoit Steiner
ac26e1aaf3 Pulled latest updates from trunk 2016-02-03 12:52:20 -08:00
Benoit Steiner
492fe7ce02 Silenced some unhelpful warnings generated by nvcc. 2016-02-03 12:51:19 -08:00
Gael Guennebaud
b70db60e4d Merged in rmlarsen/eigen (pull request PR-161) 
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
Rasmus Munk Larsen
d9a6f86cc0 Make the array of directly compute column norms a member to avoid allocation in computeInPlace. 2016-02-03 09:55:30 -08:00
Gael Guennebaud
70dc14e4e1 bug #1161: fix division by zero for huge scalar types 2016-02-03 18:25:41 +01:00
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
Gael Guennebaud
eb6d9aea0e Clarify error message when writing to a read-only sparse-sub-matrix. 2016-02-03 16:58:23 +01:00
Rasmus Munk Larsen
00f9ef6c76 merging. 2016-02-01 11:10:30 -08:00
Gael Guennebaud
ff1157bcbf bug #694: document that SparseQR::matrixR is not sorted. 2016-02-01 16:09:34 +01:00
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
2c3224924b Fix warning and replace min/max macros by calls to mini/maxi 2016-02-01 10:23:45 +01:00
Benoit Steiner
3f1ee45833 Fixed compilation errors triggered by duplicate inline declaration 2016-01-31 10:48:49 -08:00
Gael Guennebaud
d142165942 bug #667: declare several critical functions as FORECE_INLINE to make ICC happier. 
<g.gael@free.fr> HG: branch 'default' HG: changed Eigen/src/Core/ArrayBase.h HG: changed Eigen/src/Core/AssignEvaluator.h HG: changed
Eigen/src/Core/CoreEvaluators.h HG: changed Eigen/src/Core/CwiseUnaryOp.h HG: changed Eigen/src/Core/DenseBase.h HG: changed Eigen/src/Core/MatrixBase.h
 2016-01-31 16:34:10 +01:00
Gael Guennebaud
1bc207c528 backout changeset d4a9e61569 
: the extended SparseView is not needed anymore
 2016-01-30 14:43:21 +01:00
Gael Guennebaud
8ed1553d20 bug #632: implement general coefficient-wise "dense op sparse" operations through specialized evaluators instead of using SparseView. 
This permits to deal with arbitrary storage order, and to by-pass the more complex iterator of the sparse-sparse case.
 2016-01-30 14:39:50 +01:00
Gael Guennebaud
699634890a bug #946: generalize Cholmod::solve to handle any rhs expression 2016-01-29 23:02:22 +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
d4a9e61569 Extend SparseView to allow keeping explicit zeros. This is equivalent to sparseView(1,-1) but faster because the test is removed at compile-time. 2016-01-29 22:07:56 +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
Gael Guennebaud
e8ccc06fe5 merge 2016-01-29 09:40:38 +01:00
Benoit Steiner
d3f533b395 Fixed compilation warning 2016-01-28 20:09:45 -08:00
Abhijit Kundu
3fde202215 Making ceil() functor generic w.r.t packet type 2016-01-28 21:27:00 -05:00
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. 
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
b908e071a8 bug #178: get rid of some const_cast in SparseCore 2016-01-28 22:11:18 +01:00
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
f50bb1e6f3 Fix compilation with gcc 2016-01-28 13:25:26 +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
9bcadb7fd1 Disable stupid MSVC warning 2016-01-28 12:14:16 +01:00
Gael Guennebaud
b4d87fff4a Fix MSVC warning. 2016-01-28 12:12:30 +01:00
Gael Guennebaud
2bad3e78d9 bug #96, bug #1006: fix by value argument in result_of. 2016-01-28 12:12:06 +01:00
Benoit Steiner
291069e885 Fixed some compilation problems with nvcc + clang 2016-01-27 15:37:03 -08:00
Gael Guennebaud
4865e1e732 Update link to suitesparse. 2016-01-27 22:48:40 +01:00
Eugene Brevdo
c8d94ae944 digamma special function: merge shared code. 
Moved type-specific code into a helper class digamma_impl_maybe_poly<Scalar>.
 2016-01-27 09:52:29 -08:00
Gael Guennebaud
9c8f7dfe94 bug #1156: fix several function declarations whose arguments were passed by value instead of being passed by reference 2016-01-27 18:34:42 +01:00
Gael Guennebaud
9aa6fae123 bug #1154: move to dynamic scheduling for spmv products. 2016-01-27 18:03:51 +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
21b5345782 Add meta_least_common_multiple helper. 2016-01-27 17:11:39 +01:00
Gael Guennebaud
fecea26d93 Extend doc on shifting strategy 2016-01-27 15:55:15 +01:00
Gael Guennebaud
cfa21f8123 Remove dead code. 2016-01-26 23:33:15 +01:00
Gael Guennebaud
6850eab33b Re-enable blocking on rows in non-l3 blocking mode. 2016-01-26 23:32:48 +01:00
Gael Guennebaud
aa8c6a251e Make sure that micro-panel-size is smaller than blocking sizes (otherwise we might get a buffer overflow) 2016-01-26 23:31:48 +01:00
Gael Guennebaud
5b0a9ee003 Make sure that block sizes are smaller than input matrix sizes. 2016-01-26 23:30:24 +01:00
Christoph Hertzberg
44d4674955 bug #1153: Don't rely on __GXX_EXPERIMENTAL_CXX0X__ to detect C++11 support 2016-01-26 16:45:33 +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
b114e6fd3b Improve documentation. 2016-01-25 11:56:25 +01:00
Gael Guennebaud
869b4443ac Add SparseVector::conservativeResize() method. 2016-01-25 11:55:39 +01:00
Gael Guennebaud
acf6f7af6b Merged in larsmans/eigen (pull request PR-156) 
Documentation fixes
 2016-01-24 22:28:49 +01:00
Lars Buitinck
cc482e32f1 Method is called visit, not visitor 2016-01-24 15:50:59 +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
369d6d1ae3 Add link to reference paper. 2016-01-23 22:16:03 +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
06971223ef Unify std::numeric_limits and device::numeric_limits within numext namespace 2016-01-22 15:02:21 +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
7cae8918c0 Fix compilation on old gcc+AVX 2016-01-21 20:30:32 +01:00
Gael Guennebaud
8dca9f97e3 Add numext::sqrt function to enable custom optimized implementation. 
This changeset add two specializations for float/double on SSE. Those
are mostly usefull with GCC for which std::sqrt add an extra and costly
check on the result of _mm_sqrt_*. Clang does not add this burden.

In this changeset, only DenseBase::norm() makes use of it.
 2016-01-21 20:18:51 +01:00
Gael Guennebaud
34340458cb bug #1151: remove useless critical section 2016-01-21 14:29:45 +01:00
Gael Guennebaud
ed8ade9c65 bug #1149: fix Pastix*::*parm() 2016-01-20 19:01:24 +01:00
Gael Guennebaud
4c5e96aab6 bug #1148: silent Pastix by default 2016-01-20 18:56:17 +01:00
Gael Guennebaud
db237d0c75 bug #1145: fix PastixSupport LLT/LDLT wrappers (missing resize prior to calls to selfAdjointView) 2016-01-20 18:49:01 +01:00
Gael Guennebaud
0b7169d1f7 bug #1147: fix compilation of PastixSupport 2016-01-20 18:15:59 +01:00