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.
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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
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- include MKL headers outside the Eigen namespace.
2011-12-09 10:06:49 +01:00
karturov
015c331252
Intel(R) MKL support added.
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* * *
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)
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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:
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- 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:
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- 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
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* 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
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* 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
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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
