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1359 Commits

Author SHA1 Message Date
Benoit Jacob
6b48e932e9 *port the Cholesky module to the new solve() API 
*improve documentation
 2009-10-29 21:11:05 -04:00
Hauke Heibel
d0562bd473 corrected the computation cost of mean 2009-10-29 19:58:54 +01:00
Hauke Heibel
c70a603e34 added mean() reduction 2009-10-29 19:56:58 +01:00
Gael Guennebaud
e513cc75c4 oops I forgot to include that file in the previous commit (fixing #65) 2009-10-29 14:24:09 +01:00
Gael Guennebaud
541eac0828 fix #65: MatrixBase::nonZero() 2009-10-29 14:22:02 +01:00
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
6219f9acfa * rename new Quat class to Quaternion, remove existing Quaternion 
* add Copyright line for Mathieu
* cast() was broken (compile errors) and needed anyway to be in QuaternionBase
* it's VectorBlock<T,3>, don't pass additional parameter 1, it has different meaning!!
* make it compile with GCC (put 'typename' at the right location)
 2009-10-27 15:45:24 -04:00
Mathieu Gautier
611d2b0b1d Quaternion could now map an array of 4 scalars : 
new classes :
* QuaternionBase
* Map<Quaternion>
 2009-10-27 13:19:16 +00:00
Hauke Heibel
427f8a87d1 Added dox for the new typedefs. 2009-10-27 16:02:36 +01:00
Hauke Heibel
dbaba9019b Added more common typedefs. 2009-10-27 15:57:21 +01:00
Hauke Heibel
7cc9fb5d0a Umeyama is now working with fixed size src and dst points. 2009-10-27 15:29:12 +01:00
Benoit Jacob
1f1c04cac1 sync the documentation examples 2009-10-26 14:37:43 -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
07d1bcffda remove 1 useless layer of functions 2009-10-26 12:30:29 -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
Hauke Heibel
66fe5a5f36 It is just not that easy and requires more work to get it done right. 2009-10-24 14:48:34 +02:00
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
Hauke Heibel
99bb29abcf demeaning with colwise expression 2009-10-22 10:11:26 +02:00
Benoit Jacob
68d48511b2 move PartialLU to the new API 2009-10-21 17:06:42 -04:00
Benoit Jacob
c3180b7ffb MatrixBase: 
* support resize() to same size (nop). The case of FFT was another case where that make one's life far easier.
   hope that's ok with you Gael. but indeed, i don't use it in the ReturnByValue stuff.

FFT:
 * Support MatrixBase (well, in the case with direct memory access such as Map)
 * adapt unit test
 2009-10-20 23:25:49 -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
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
d71c7f42d3 * useThreshold -> setThreshold 
* remove defaultThreshold()
 2009-10-18 14:20:14 -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
Gael Guennebaud
7b0c4102fa * add a Make* expression type builder to allow the 
construction of generic expressions working
  for both dense and sparse matrix. A nicer solution
  would be to use CwiseBinaryOp for any kind of matrix.
  To this end we either need to change the overall design
  so that the base class(es) depends on the kind of matrix,
  or we could add a template parameter to each expression
  type (e.g., int Kind = ei_traits<MatrixType>::Kind)
  allowing to specialize each expression for each kind of matrix.
* Extend AutoDiffScalar to work with sparse vector expression
  for the derivatives.
 2009-10-16 13:22:38 +02:00
Benoit Jacob
3c4a025a54 merge 2009-10-15 16:09:43 -04:00
Benoit Jacob
41e942d3fb don't try to finish early 2009-10-15 16:09:17 -04:00
Hauke Heibel
d177c1f3ac Inlining fixes + fixed typo. 
Removed ei_assert in presence of static assert.
 2009-10-15 21:07:14 +02:00
Hauke Heibel
0927ba1fd3 More warning fixes. 2009-10-14 19:55:23 +02:00
Hauke Heibel
c37cfc32b3 Fixed more W4 warnings. 2009-10-14 11:08:00 +02:00
Hauke Heibel
f4661e696e Resize is only defined in Matrix and not in MatrixBase. 
I am not sure whether the better fix is to move the resize functions to MatrixBase.
 2009-10-14 11:07:11 +02:00
Gael Guennebaud
8c37b1b5b7 add missing PartialReduxExpr::coeff(index) function 2009-10-13 14:41:57 +02:00
Gael Guennebaud
1443094072 compilation fix: make the generic template ctor explicit 2009-10-13 09:23:09 +02:00
Gael Guennebaud
81a70cef5c merge 2009-10-07 14:26:42 +02:00
Gael Guennebaud
af31345df3 really fix stable norm compilation for older gcc 2009-10-07 14:25:12 +02:00
Benoit Jacob
24e1d3266a merge 2009-10-06 09:27:01 -04:00
Benoit Jacob
80ede36b24 allow arbitrary resulttype, fixes Xuewen's issue, and this stuff is going to get deeply refactored soon anyway. 2009-10-06 09:26:28 -04:00
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
71f19d90d0 forgot to hg add this file 2009-10-02 12:40:19 -04:00
Gael Guennebaud
bcdeb68b63 merge 2009-10-01 13:28:22 +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
3529179376 merge 2009-10-01 07:26:47 -04:00
Hauke Heibel
5409ce1625 Fixed wrong line endings. 2009-10-01 07:20:09 +02:00
Benoit Jacob
3a315fdc9a make Replicate ctor require the exact expected type 2009-09-30 15:47:11 -04:00
Gael Guennebaud
d7a2a37a4c bugfix in the eigenvalue solvers (forgot to resize the eigen vectors) 2009-09-30 16:48:02 +02:00
Benoit Jacob
fa65b09661 add outerproduct coeff(int,int) method. 
This is needed to make this expression work:
(vec1*vec2.transpose())*vec3
Gael, no objection? Seems to make sense as that's fast.
 2009-09-29 20:30:28 -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
765600458b * bump to 2.90.0 now that it's agreed that we're doing eigen3 
---> question: do we change the prefix eigen2/ to eigen3/ now?
       no, better wait until we've also changed the repository name
* more message improvements: "Install Eigen" was unclear as it left
  out other things like the BLAS library
 2009-09-27 18:05:54 -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
Hauke Heibel
e115fa3cea Ok, too many class bodies - it was only required for ei_svd_precondition_2x2_block_to_be_real. 2009-09-27 17:18:19 +02:00
Hauke Heibel
3c74d6b7d4 Added private, non-implemented assignment operators to functions that don't need them (fixes VC warning on /W4). 2009-09-27 17:03:02 +02:00
Hauke Heibel
13545eab9b Fixed VC compilation error on the JacobiSVD module. 2009-09-27 17:00:10 +02:00
Benoit Jacob
924b55e9a9 when copying a ReturnByValue into a MatrixBase, first eval it to a PlainMatrixType. 
This allows to limit the number of instantiations of the big template method evalTo.
Also allows to get rid of the dummy MatrixBase::resize().
See "TODO" comment.
 2009-09-26 22:48:16 -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
Hauke Heibel
104f9954e1 Removed implicit type conversion (VC warning fix). 2009-09-25 14:58:20 +02:00
Hauke Heibel
21d2533723 Matrix::conservativeResize, resize only when necessary. 2009-09-25 14:44:48 +02:00
Gael Guennebaud
bdf603caec remove some dirty lines 2009-09-25 12:58:41 +02:00
Gael Guennebaud
e12bd2e8d2 extend the support for bool 2009-09-25 12:58:04 +02:00
Hauke Heibel
3d6e4ab879 Uuups that was not yet intended for a commit. 2009-09-25 10:14:16 +02:00
Hauke Heibel
2fbf5ce7df Fixed issue #57. 2009-09-25 10:12:09 +02:00
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
0ad3494bd3 fix docs 2009-09-22 21:51:23 -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
Hauke Heibel
c6822d6723 Added EIGEN_REF_TO_TEMPORARY define for rvalue support. 
Allowed VC10 to make use of static_assert.
 2009-09-21 19:59:58 +02:00
Benoit Jacob
1df54e3ac2 fix bug #42, add missing Transform::Identity() 2009-09-19 19:59:49 -04:00
Benoit Jacob
828a79ac78 allow to override EIGEN_RESTRICT, to satisfy a smart ass blogger who claims 
that eigen2 owes all its performance to nonstandard restrict keyword.
well, this can also improve portability in case some compiler doesn't have __restrict.
 2009-09-19 19:45:58 -04:00
Gael Guennebaud
0b60027f3c implement __gnuc_forget_about_setZero_its_over_now 2009-09-18 15:36:05 +02:00
Benoit Jacob
6b5f96cb03 undef B0 2009-09-19 19:14:28 -04:00
Gael Guennebaud
3b5a9acba8 fix stable_norm unit test 2009-09-18 11:41:38 +02:00
Gael Guennebaud
add5381be7 finish my evalToDense => evalTo change 2009-09-17 23:51:16 +02:00
Gael Guennebaud
5ba7fe3bee clean the commented asm instructions because now I'm sure 
the previous fix is ok
 2009-09-17 23:34:00 +02:00
Gael Guennebaud
f2737148b0 merge 2009-09-17 23:21:48 +02:00
Benoit Jacob
760636a237 fix bug #52: Transform::inverse() should return a Transform 2009-09-18 18:45:45 -04:00
Gael Guennebaud
9395326e44 fix #53: performance regression, hopefully I did not resurected another 
perf. issue...
 2009-09-17 23:18:21 +02:00
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
Gael Guennebaud
77f858f6ab improve ComplexShur api and doc 2009-09-16 14:34:08 +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
9e9abab2b9 bugfixes for ICC (compilation and runtime) 2009-09-15 11:53:24 +02:00
Gael Guennebaud
d5319f4ba8 fix warning in stable norm 2009-09-15 11:16:58 +02:00
Jitse Niesen
220ff54131 Fix LaTeX error in doxygen comment. 2009-09-08 14:41:54 +01:00
Hauke Heibel
3a2499fb11 Fixed conservative_resize compilation errors. 2009-09-08 10:02:19 +02:00
Hauke Heibel
437a79e1ab Fixed unit test and improved code reusage for resizing. 2009-09-07 17:48:42 +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
bdcc0bc157 fix compilation of swap for ICC 2009-09-07 11:37:41 +02:00
Gael Guennebaud
225ec02b06 fix another .stride() issue in Cholmod support 2009-09-07 11:15:38 +02:00
Gael Guennebaud
61fe2b6a56 bug fix in SuperLU support: the meaning of Matrix::stride() changed for vectors 2009-09-07 10:55:33 +02:00
Gael Guennebaud
e4f94b8c58 enable ILU in super LU only if the super version supports it 2009-09-04 18:19:34 +02:00
Peter Román
80179e9549 Added support for SuperLU's ILU factorization 2009-08-21 11:14:45 +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
a7ed998d52 bug fix in novel makeGivens for real 2009-09-04 10:05:22 +02:00
Gael Guennebaud
3fbf71d6b9 compilation fix for conservativeResize 2009-09-04 09:26:00 +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
82ad37c730 implement the continuous generation algorithm of Givens rotations by Anderson (2000) 2009-09-03 17:08:38 +02:00
Hauke Heibel
41aea9508e This seems to be important for MSVC to optimize the size of empty base classes. 2009-09-03 13:46:44 +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
00f4b46908 typo in sqrt(complex) 2009-09-03 11:50:06 +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
Gael Guennebaud
9515b00876 remove the \addexample tags 2009-09-03 11:22:42 +02:00
Gael Guennebaud
16c7b1daab add examples for makeJacobi and makeGivens 2009-09-03 11:17:16 +02:00
Gael Guennebaud
c893917d65 Fix serious bug discovered with gcc 4.2 2009-09-03 10:45:32 +02:00
Hauke Heibel
8d449bd80e Removed debug cout. 
Disabled MSVC inconsistent DLL linkage.
 2009-09-02 21:23:09 +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
89557ac41d introduce EIGEN_SIZE_MIN 
now we should check if some EIGEN_ENUM_MIN usage needs to be replaced by that... potential bug when using mixed-size matrice
 2009-09-03 02:50:42 -04:00
Benoit Jacob
7d18c30641 finally the first version was the good one... 2009-09-03 01:25:40 -04:00
Gael Guennebaud
7586f7f706 fix #51 (bad use of std::complex::real) 2009-09-02 15:18:11 +02:00
Gael Guennebaud
b83654b5d0 * rename JacobiRotation => PlanarRotation 
* move the makeJacobi and make_givens_* to PlanarRotation
* rename applyJacobi* => apply*
 2009-09-02 15:04:10 +02:00
Gael Guennebaud
496ea63972 fix wrong assert 2009-09-02 14:08:33 +02:00
Gael Guennebaud
4a8258369a much simpler fix for Matrix::swap 2009-09-02 13:37:15 +02:00
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
Benoit Jacob
c16d65f015 fix compilation errors in swap (could not swap with anything else than the exact same Matrix type) 2009-09-02 06:35:01 -04:00
Hauke Heibel
05ddd32849 added missing JacobiRotation's ... 2009-09-01 23:12:40 +02:00
Gael Guennebaud
4d91229bdc [mq]: eigensolver 2009-09-01 16:20:56 +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
Gael Guennebaud
8392373d96 add a JacobiRotation class wrapping the cosine-sine pair with 
some convenient features (transpose, adjoint, product)
 2009-09-01 13:18:03 +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
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
bc7aec0ef5 ifdef removed from MapBase and warning disabled 2009-08-31 17:24:38 +02:00
Gael Guennebaud
095809edda fix issue #45 and document the .data() and .stride() functions 2009-08-31 17:07:54 +02:00
Gael Guennebaud
27c9ecc50f fix copy/paste issue 2009-08-31 16:41:13 +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
Hauke Heibel
32a9aee286 Added MSVC guards to assignment operators. 2009-08-31 14:40:53 +02:00
Hauke Heibel
99bfab6dcf Removed redundant assignment operators. 2009-08-31 13:47:32 +02:00
Gael Guennebaud
9005eb0788 compilation fix in AmbiVector<int> 2009-08-31 09:32:46 +02:00
Gael Guennebaud
3705498721 add coeff(int,int), coeff(int) and value() functions to the inner product specialization 2009-08-26 00:24:22 +02:00
Thomas Capricelli
d0a5da95b1 fix installation for recently added files 2009-08-25 18:57:59 +02:00
Benoit Jacob
191d5275a7 modernize HouseholderQR too, uniformize all that stuff, update tests 2009-08-24 13:46:14 -04:00
Jitse Niesen
7e4bd70157 Fix comment which may cause latex to hang when generating docs 2009-08-24 18:01:18 +01:00
Gael Guennebaud
078a870a87 fix issue #43 2009-08-24 18:56:27 +02:00
Benoit Jacob
0eb142f559 bring the modern comfort also to ColPivotingHouseholderQR 
+ some fixes in FullPivotingHouseholderQR
 2009-08-24 11:11:41 -04:00
Benoit Jacob
3288e5157a finally, the correct way of dealing with zero matrices in solve() 2009-08-24 10:51:07 -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
c9a307f330 give FullPivotingHouseholderQR all the modern comfort 2009-08-24 00:23:35 -04:00
Benoit Jacob
b37ab9b324 clarifications in LU::solve() and in LU documentation 2009-08-24 00:02:49 -04:00
Benoit Jacob
0926549659 fix bug: with complex matrices, the condition (ei_imag(c0)==RealScalar(0)) being wrong could bypass the other condition in the &&. 
at least that's my explanation why the test_lu was often failing on complex matrices (it uses that via createRandomMatrixOfRank)
and why that's fixed by this diff.
also gcc 4.4 gave a warning about tailSqNorm potentially uninitialized
 2009-08-24 00:02:22 -04:00
Benoit Jacob
d38624b1ad merge 2009-08-23 18:05:33 -04:00
Benoit Jacob
97bc1af1f1 add ColPivotingHouseholderQR 
rename RRQR to fullPivotingHouseholderQR
 2009-08-23 18:04:33 -04:00
Gael Guennebaud
47fda1f3b2 hm, forgot to conjugate the arguments in applyJacobiOnTheLeft 2009-08-24 00:01:02 +02:00
Gael Guennebaud
e86dbd5255 fix apply Jacobi for complexes and add documentation for some *Jacobi* functions 2009-08-23 23:49:44 +02:00
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
Benoit Jacob
2f0b4e1abc fix compilation with gcc 4.1. Indeed the path for recent gcc doesn't work with gcc 4.1, and looking at the implementation of vector in g++ 4.1, it was exactly our fallback case, so use that. 2009-08-21 12:16:37 -04:00
Benoit Jacob
72b002eab9 work around internal compiler error with gcc 4.1 and 4.2, reported on the forum 2009-08-20 12:19:15 -04:00
Gael Guennebaud
d56be9c128 * make HessenbergDecomposition uses the Householder module 
* bugfix in ei_blas_traits for .conjugate().conjugate()
 2009-08-17 17:41:01 +02:00
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
e125c199bb add EIGEN_TRANSFORM_PLUGIN 2009-08-17 09:16:41 +02:00
Gael Guennebaud
737bed19c1 make HouseholderQR uses the Householder module 2009-08-16 19:22:15 +02:00
Gael Guennebaud
fc9480cbb3 bugfix in compute_matrix_flags, optimization in LU, 
improve doc, and workaround aliasing detection in MatrixBase_eval snippet
(not very nice but I don't know how to do it in a better way)
 2009-08-16 10:55:10 +02:00
Benoit Jacob
ee982709d3 in all decs, make the compute() methods return *this 
(implements feature request #18)
 2009-08-15 23:12:39 -04:00
Gael Guennebaud
65fe5f76fd rename back MayAliasBit to EvalBeforeAssigningBit 2009-08-16 00:14:05 +02:00
Gael Guennebaud
f5f2b222a3 make SVD reuses applyJacobi 2009-08-16 00:02:36 +02:00
Gael Guennebaud
044dd0c1dd revert previous change in Quaternion::setFromTwoVectors 2009-08-15 23:37:20 +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
Benoit Jacob
a3e6047c25 fix and improve docs 2009-08-15 15:29:44 -04:00
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
13a8956188 bugfix in inner-product specialization, 
compilation fix in stable norm,
optimize apply householder
 2009-08-15 13:12:50 +02:00
Gael Guennebaud
7b60713e87 my previous fix was not very good 2009-08-15 11:52:50 +02:00
Gael Guennebaud
0da31a6e1d bugfix and compilation fix in ProductBase 2009-08-15 10:55:11 +02:00
Gael Guennebaud
bff4238d15 fix setFromTwoVectors because of the change in sorting of the the singular values 2009-08-15 10:24:27 +02:00
Gael Guennebaud
109a4f650b fix a couple of warnings 2009-08-15 10:20:01 +02:00
Benoit Jacob
fe4a86443f fix warning 2009-08-14 20:16:04 -04:00
Benoit Jacob
a5f820b873 forgot to update this 2009-08-14 20:03:14 -04:00
Benoit Jacob
2f74801ca4 as discussed on list: default to align cols, reorganize parameters accordingly so that the default corresponds to 0 flag, 
and implement FullPrecision output (non-default).
 2009-08-14 16:31:42 -04:00
Benoit Jacob
16abc0ba7f try to support 16 bit platforms... optimistic, but can't hurt 2009-08-14 15:49:14 -04:00
Benoit Jacob
22ae236d4e machine_epsilon -> epsilon as wrapper around numeric_traits 2009-08-14 15:12:32 -04:00
Gael Guennebaud
6373c3cd00 oops bis, I forgot that SelfAdjointEigneSolver directly called the selector... 2009-08-14 13:49:29 +02:00
Gael Guennebaud
8abec72259 oops forgot to remove the #include in Core 2009-08-14 09:49:33 +02:00
Gael Guennebaud
13e95f7f68 optimize "apply Jacobi" for small sizes, and move it to Jacobi.h 2009-08-14 00:17:14 +02:00
Benoit Jacob
f2536416da * remove EIGEN_DONT_INLINE that harm performance for small sizes 
* normalize left Jacobi rotations to avoid having to swap rows
* set precision to 2*machine_epsilon instead of machine_epsilon, we lose 1 bit of precision
  but gain between 10% and 100% speed, plus reduce the risk that some day we hit a bad matrix
  where it's impossible to approach machine precision
 2009-08-13 14:56:39 -04:00
Benoit Jacob
76a3089a43 oops, don't set the precision to -1 !! 2009-08-13 09:56:53 -04:00
Benoit Jacob
13b191d94b apply Koldo's workaround for MSVC bug 2009-08-13 09:53:47 -04:00
Gael Guennebaud
1b257a7620 add an optimized "apply in place a rotation in the plane", 
and make Jacobi and SelfAdjointEigenSolver use it
=> ~ x1.75 speedup for JacobiSVD and x2 for SelfAdjointEigenSolver
 2009-08-13 11:42:02 +02:00
Benoit Jacob
1d80f561ad apply change discussed on the list : 
* new default precision "-1" means use the current stream precision
* otherwise, save and restore the stream precision
 2009-08-13 22:50:55 -04:00
Benoit Jacob
99802094e4 do without an empirical homemade formula that i wasn't comfortable about... 
turns out it's not needed anymore and removing it seems to only increase the precision
 2009-08-12 18:30:37 -04:00
Benoit Jacob
2b618a2c16 make jacobi SVD more robust after experimenting with very nasty matrices... 
it turns out to be better to repeat the jacobi steps on a given (p,q) pair until it
is diagonal to machine precision, before going to the next (p,q) pair. it's also
an optimization as experiments show that in a majority of cases this allows to find out
that the (p,q) pair is already diagonal to machine precision.
 2009-08-12 18:23:39 -04:00
Benoit Jacob
309d540d4a add parentheses; hopefully this solves Koldos MSVC compilation issue... 2009-08-12 10:14:15 -04:00
Benoit Jacob
22d65d47d0 finally, the good approach was two-sided Jacobi. Indeed, it allows 
to guarantee the precision of the output, which is very valuable.
Here, we guarantee that the diagonal matrix returned by the SVD is
actually diagonal, to machine precision.

Performance isn't bad at all at 50% of the current householder SVD
performance for a 200x200 matrix (no vectorization) and we have
lots of room for improvement.
 2009-08-12 02:35:07 -04:00
Benoit Jacob
ce033ebdfe add EIGEN_DEBUG_VAR 2009-08-11 16:12:34 -04:00
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
a4f6642518 fix issue #36 (missing return *this in Rotation2D 2009-08-11 15:11:47 +02:00
Gael Guennebaud
ea884e6f48 remove #include Bidiagonalization, and add missing ";" 2009-08-11 15:08:03 +02:00
Gael Guennebaud
35b4077a5d merge 2009-08-09 23:11:25 +02:00
Gael Guennebaud
ef55e7f4ce make custom asm directive volatile 2009-08-09 23:09:46 +02:00
Benoit Jacob
216ee335ac LinearVectorization: If the destination isn't aligned, 
we have to do runtime checks and we don't unroll, so it's only good for large enough sizes
 2009-08-09 22:19:12 +02:00
Benoit Jacob
1f1705868b now you can #define EIGEN_DEBUG_ASSIGN, and all the values in ei_assign_traits are printed 2009-08-09 21:35:13 +02:00
Benoit Jacob
527557672a disable the assembly for fast unaligned stores. indeed, there is a strange bug that is triggered by this code: 
#include<Eigen/Core>

int main()
{
  Eigen::Matrix4f m;
  m <<1,2,3,4,5,6,7,8,9,10,11,12,13,14,15,16;
  m.col(0).swap(m.col(1));
  std::cout << m << std::endl;
}

when the fast unaligned stores are used, the column is copied instead of being swapped.
 2009-08-09 20:49:55 +02:00
Benoit Jacob
8e08680119 don't depend on uninitialized value 2009-08-09 17:18:42 +02:00
Benoit Jacob
3ed83fa681 * add Jacobi transformations 
* add Jacobi (Hestenes) SVD decomposition for square matrices
* add function for trivial Householder
 2009-08-09 16:58:13 +02:00
Gael Guennebaud
fe813911f2 make LU::solve() not to crash when rank=0 2009-08-09 00:06:53 +02:00
Benoit Jacob
5f8d58f36a fix bug in sorting of singular values 2009-08-09 00:05:38 +02:00
Gael Guennebaud
f5e1c896c7 replace custom rank one update in LU by an expression 2009-08-08 00:01:43 +02:00
Gael Guennebaud
d1dc088ef0 * implement a second level of micro blocking (faster for small sizes) 
* workaround GCC bad implementation of _mm_set1_p*
 2009-08-07 11:09:34 +02:00
Gael Guennebaud
543a785756 Fix compilation in sparse module 2009-08-06 17:28:49 +02:00
Gael Guennebaud
2707a6b87c fix determinant in PartialLU 2009-08-06 17:28:31 +02:00
Gael Guennebaud
1d1e4884da oops, one more bug fix in homogeneous 2009-08-06 16:56:10 +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
e82e30862a typo 2009-08-06 15:04:42 +02:00
Gael Guennebaud
03febf00a0 fix VS compilation issue in MapBase::operator+= and -= 2009-08-06 15:03:37 +02:00
Gael Guennebaud
2e46e9f2b4 shame on me 2009-08-06 14:57:38 +02:00
Gael Guennebaud
d34c5ef509 fix my bad fix of Hauke's fix ;) 2009-08-06 14:54:25 +02:00
Gael Guennebaud
1d4fea48b5 fix a couple of compilations issues 2009-08-06 14:10:02 +02:00
Hauke Heibel
c2861dd41a fixed inversion for AffineCompact matrices 2009-08-06 12:25:18 +02:00
Gael Guennebaud
56d00779db more product refactoring 2009-08-06 12:20:02 +02:00
Hauke Heibel
6b2ab13ac5 fix vs.net compilation issue 2009-08-06 11:40:25 +02:00
Hauke Heibel
8163757cf0 fix vs.net compilation issue 2009-08-06 11:27:25 +02:00
Gael Guennebaud
fa55cf5ce7 fix compilation and segfault issues 2009-08-06 11:19:36 +02:00
Gael Guennebaud
b9b17ea5a5 add the missing Affine Transform * set of column vectors products... 2009-08-06 11:02:03 +02:00
Benoit Jacob
0744638b6f remove remnant of MultiplierBase 2009-08-06 10:35:13 +02:00
Gael Guennebaud
84a7659bef implement the missing outer product, 
and attempt to workaround a gcc internal error
 2009-08-05 17:39:11 +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
Benoit Jacob
014c581a5b fix assertions, improve docs. 
we never assert on conditions that depend on the result of a computation!!
also the assertion that rank>0 amounts to matrix!=0 which we have to leave under the responsibility of the user.
 2009-08-05 10:15:28 +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
f3a6bc48c4 fix a couple of compilation issue due to the removal of MultiplierBase 2009-08-04 13:16:40 +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
4436a4d68c use explicit Block/VectorBlock xprs to make sure that compile-time known sizes are used 2009-08-04 00:27:58 +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
3cf5bb31f6 * Bye bye MultiplierBase, extend a bit AnyMatrixBase to allow =, +=, and -= 
* This probably makes ReturnByValue needless
 2009-08-03 16:05:15 +02:00
Benoit Jacob
66ee2044ce small fixes 2009-08-03 16:05:07 +02:00
Benoit Jacob
3cde9c0e35 apply Gael's idea for auto transpose in mixed fixed/dynamic case 2009-08-03 16:04:15 +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
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
2796bcabb1 some cleaning 2009-07-31 17:35:20 +02:00
Gael Guennebaud
a156f5a869 faster trsm kernel and fix a couple of issues 2009-07-31 13:18:19 +02:00
Gael Guennebaud
21f686846b s/std::atan2/ei_atan2 2009-07-31 10:08:23 +02:00
Manuel Yguel
ae5e26a363 add missing ei_atan2 without painfull warnings 2009-07-31 09:21:31 +02:00
Gael Guennebaud
2e9f7f80bf compilation fixes for sun CC 2009-07-31 10:04:34 +02:00
Benoit Jacob
d8bfd151d1 forward-port Anthony Truchet's changeset 8eab0bccbf 2009-07-30 16:05:38 +02:00
Gael Guennebaud
ff20a2ba94 add explicit "on the right" triangular solving, 
=> no temporary when the rhs/unknows is row major
 2009-07-30 16:03:06 +02:00