Commit Graph

31 Commits

Author SHA1 Message Date
David Tellenbach
36200b7855 Remove vim specific comments to recognoize correct file-type.
As discussed in #2143 we remove editor specific comments.
2021-02-09 09:13:09 +01:00
Gael Guennebaud
f727844658 use MKL's lapacke.h header when using MKL 2017-08-17 21:58:39 +02:00
Gael Guennebaud
9c663e4ee8 Clean references to MKL in LAPACKe support. 2016-07-25 18:20:08 +02:00
Gael Guennebaud
0c06077efa Rename MKL files 2016-07-25 18:00:47 +02:00
Gael Guennebaud
c1f9ca9254 Update RealQZ to reduce 2x2 diagonal block of T corresponding to non reduced diagonal block of S to positive diagonal form.
This step involve a real 2x2 SVD problem. The respective routine is thus in src/misc/ to be shared by both EVD and AVD modules.
2016-06-09 17:11:03 +02:00
Gael Guennebaud
47d44c2f37 Add missing licence header to some top header files 2015-10-26 11:46:05 +01:00
Gael Guennebaud
21c0a2ce0c Move D&C SVD to official SVD module. 2014-10-29 11:29:33 +01:00
Gael Guennebaud
0ca43f7e9a Remove deprecated code not used by evaluators 2014-09-18 15:15:27 +02:00
Gael Guennebaud
eb39296028 Reafctoring in D&C SVD unsupported module: clean and merge the SVDBase class to Eigen/SVD, rm copy/pasted JacobiSVD.h file 2014-09-01 18:16:20 +02:00
Christoph Hertzberg
324e7e8fc9 Removed the deprecated EIGEN2_SUPPORT, as previously announced. A compilation error is raised, if this compile-switch is defined. The documentation references to the corresponding pages from Eigen3.2 now. Also, the Eigen2 testsuite has been removed. 2014-07-01 16:58:11 +02:00
Jitse Niesen
3c412183b2 Get rid of include directives inside namespace blocks (bug #339). 2012-04-15 11:06:28 +01:00
Jitse Niesen
ed244e9c1a Document that JacobiSVD also handles complex matrices.
Thanks to 'Jazzdude' for noting this on IRC.
2012-01-26 13:16:50 +00:00
Gael Guennebaud
37f304a2e6 add a "using MKL" documentation page, add a minimal documentation of PARDISO wrapper classes, refine a bit the EIGEN_USE_* logic 2011-12-09 16:52:37 +01:00
Gael Guennebaud
43cdd242d0 - split and rename defined tokens to enable the use of BLAS/Lapack/VML/etc
- include MKL headers outside the Eigen namespace.
2011-12-09 10:06:49 +01:00
karturov
015c331252 Intel(R) MKL support added.
* * *
License disclaimer changed to BSD license for MKL_support.h
* * *
Pardiso support fixed, test added.
blas/lapack tests fixed: Scalar parameter was added in Cholesky, product_matrix_vector_triangular remaned to triangular_matrix_vector_product.
* * *
PARDISO test was added physically.
2011-12-05 14:52:21 +07:00
Benoit Jacob
d8e97aee89 shut up stupid ICC warnings 2011-02-22 09:31:22 -05:00
Benoit Jacob
76c630d185 eigen2 support: import SVD back, pass SVD tests 2011-01-26 10:33:03 -05:00
Benoit Jacob
8eb0fc1e72 remove SVD class (was bad code taked from elsewhere)
Use JacobiSVD for now.
We do plan to reintroduce a bidiagonalizing SVD asap.
2010-10-12 10:19:59 -04:00
Benoit Jacob
e5de9e5226 Remove \nonstable yet. The stability rules for Eigen3 are much simpler:
- all what's not in unsupported/ is considered stable API
    (except internal stuff e.g. expression templates).
2010-06-29 10:10:47 -04:00
Benoit Jacob
ddc32adb0e New UpperBidiagonalization class 2010-01-14 22:30:58 -05:00
Benoit Jacob
b05f59ee07 Backed out changeset 58fb27cd56 2010-01-07 22:00:45 -05:00
Benoit Jacob
58fb27cd56 undo 2010-01-07 21:53:52 -05:00
Mark Borgerding
ff1e9542f6 added comments to help vim understand the header files are c++. 2009-12-01 18:00:29 -05:00
Benoit Jacob
4b366b07be add missing includes 2009-11-09 08:04:20 -05:00
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
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
ea884e6f48 remove #include Bidiagonalization, and add missing ";" 2009-08-11 15:08:03 +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
Benoit Jacob
a79deafc6d * mark Geometry as experimental
* install QtAlignedMalloc
* finish the renaming Regression->LeastSquares
* install LeastSquares directory (!!!)
* misc dox fixes
2009-01-26 13:53:43 +00:00
Benoit Jacob
8106d35408 Patch by Kenneth Riddile: disable MSVC warnings, reenable them outside
of Eigen, and add a MSVC-friendly path in StaticAssert.
2008-12-18 20:48:02 +00:00
Gael Guennebaud
c6674ab076 missing SVD header file 2008-08-19 20:18:46 +00:00