Commit Graph

22 Commits

Author SHA1 Message Date
Christoph Hertzberg
42f3ee4fb8 Old gcc versions have problems with recursive #pragma GCC diagnostic push/pop
Workaround: Don't include "DisableStupidWarnings.h" before including other main-headers
2018-08-28 11:44:15 +02:00
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
9e8d2dea80 Add a preliminary GeneralizedEigenSolver computing the eigenvalues of Av=lBv with A and B general real matrices.
Currently only the eigenvalues are reported.
2012-07-26 20:15:17 +02:00
Alexey Korepanov
65db91ac2b Add a RealQZ class: a generalized Schur decomposition for real matrices 2012-07-11 16:38:03 -05:00
Jitse Niesen
3c412183b2 Get rid of include directives inside namespace blocks (bug #339). 2012-04-15 11:06:28 +01:00
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
Gael Guennebaud
26d7dad138 add a computeDirect method to SelfAdjointEigenSolver for fast eigen decomposition 2011-07-21 19:07:52 +02:00
Benoit Jacob
d8e97aee89 shut up stupid ICC warnings 2011-02-22 09:31:22 -05:00
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
Gael Guennebaud
74006a9fe9 * decouple the generalized selfadjoint eigenvalue problem to the standard one
* uses named values instead of bools
2010-06-16 23:48:16 +02:00
Gael Guennebaud
7726cc8a29 clean old stuff used to support precompilation inside a binary lib 2010-06-07 14:47:20 +02:00
Jitse Niesen
e7d809d434 Update eigenvalues() and operatorNorm() methods in MatrixBase.
* use SelfAdjointView instead of Eigen2's SelfAdjoint flag.
* add tests and documentation.
* allow eigenvalues() for non-selfadjoint matrices.
* they no longer depend only on SelfAdjointEigenSolver, so move them to
  a separate file
2010-05-24 17:43:50 +01:00
Jitse Niesen
3a14a13533 Split computation of real Schur form in EigenSolver to its own class.
This is done with the minimal amount of work, so the result is very rough.
2010-04-01 12:32:56 +01:00
Mark Borgerding
ff1e9542f6 added comments to help vim understand the header files are c++. 2009-12-01 18:00:29 -05:00
Gael Guennebaud
979431b987 fix #66 : upper triangular checks in ComplexSchur 2009-11-02 10:46:40 +01:00
Gael Guennebaud
68b28f7bfb rename the EigenSolver module to Eigenvalues 2009-09-04 09:23:38 +02:00