Commit Graph

451 Commits

Author SHA1 Message Date
Gael Guennebaud
97c9445c60 synch with main devel branch 2009-07-15 19:54:31 +02:00
Gael Guennebaud
df6561a73f change the implementation of BandMatrix to follow the BLAS/LAPACK storage scheme 2009-07-15 17:00:49 +02:00
Gael Guennebaud
1578421ed1 fix issue #25 : the problem was that we assumed Dynamic was a multiple of a packet size
(also disable the test of blueNorm)
2009-07-15 14:20:45 +02:00
Gael Guennebaud
587029a612 started an implementation of BandMatrix: at least the read/write access
to the main/sub/super diagonals seems to work well.
2009-07-14 23:27:37 +02:00
Gael Guennebaud
8120a5cecd synch with main devel branch 2009-07-14 23:06:25 +02:00
Gael Guennebaud
7a9519a9be fix typo in blue norm 2009-07-14 23:00:53 +02:00
Gael Guennebaud
f5d2317b12 add a blueNorm() function implementing the Blues's stable norm
algorithm. it is currently provided for experimentation
purpose only.
2009-07-13 21:14:47 +02:00
Gael Guennebaud
1e7b1a8a85 add a SparseNestByValue expression and fix issue in sparse adjoint evaluation 2009-07-13 14:55:03 +02:00
Gael Guennebaud
a2cf7ba955 add triangular * vector product 2009-07-13 13:17:55 +02:00
Gael Guennebaud
a2087cd7a3 Add an efficient rank2 update function (like the level2 blas xSYR2 routine).
Note that it is already used in Tridiagonalization.
2009-07-11 21:14:59 +02:00
Gael Guennebaud
ec5c608aa3 Set of fixes and workaround to make sun studio more happy.
Still remains the problem of alignment and vectorization.
2009-07-10 16:10:03 +02:00
Gael Guennebaud
b47dea8b7a add a meta unroller for the triangular solver (only for vectors as rhs) 2009-07-10 11:30:46 +02:00
Gael Guennebaud
1a1b2e9f27 finally directly calling the low-level products is faster 2009-07-10 10:41:26 +02:00
Gael Guennebaud
fa60c72398 started to simplify the triangular solvers 2009-07-09 17:11:03 +02:00
Gael Guennebaud
96e7d9f896 ok now all the complex mat-mat and mat-vec products involving conjugate,
adjoint, -, and scalar multiple seems to be well handled. It only remains
the simpler case: C = alpha*(A*B) ... for the next commit
2009-07-08 18:24:37 +02:00
Gael Guennebaud
13b2dafb50 conjugate expressions are now properly caught by Product
=> significant speedup in expr. like a.adjoint() * b,
   for complex scalar type (~ x3)
2009-07-07 21:30:20 +02:00
Gael Guennebaud
79877a9917 * take advantage of new possibilies in LLT (mat -= product)
* fix Block::operator+= product which was not optimized
* fix some compilation issues
2009-07-07 15:32:21 +02:00
Gael Guennebaud
92a35c93b2 * extended the cache friendly products to support C = alpha * A * M and C += alpha * A * B
* this allows to optimize xpr like C -= lazy_product, still have to catch "scalar_product_of_lazy_product"
* started to support conjugate in cache friendly products (very useful to evaluate A * B.adjoint() without
  evaluating B.adjoint() into a temporary
* compilation fix
2009-07-07 11:39:19 +02:00
Gael Guennebaud
1aea45335f * bybye Part, welcome TriangularView and SelfAdjointView.
* move solveTriangular*() to TriangularView::solve*()
* move .llt() to SelfAdjointView
* add a high level wrapper to the efficient selfadjoint * vector product
* improve LLT so that we can specify which triangular part is meaningless
=> there are still many things to do (doc, cleaning, improve the matrix products, etc.)
2009-07-06 23:43:20 +02:00
Benoit Jacob
e093b43b2c * rename QR to HouseholderQR because really that impacts the API, not just the impl.
* rename qr() to householderQr(), for same reason.
* clarify that it's non-pivoting, non-rank-revealing, so remove all the rank API, make solve() be void instead of bool, update the docs/test, etc.
* fix warning in SVD
2009-07-06 17:12:10 +02:00
Gael Guennebaud
0c2232e5d9 quick reimplementation of SVD from the numeral recipes book:
this is still not Eigen style code but at least it works for
n>m and it is more accurate than the JAMA based version. (I needed
it now, this is why I did that)
2009-07-06 13:47:41 +02:00
Manuel Yguel
c398d0edcf another test in the non invertible case 2009-07-04 14:55:25 +02:00
Gael Guennebaud
08e419dcb1 * update sparse module wrt new diagonal matrix impl
* fix a bug is SparseMatrix
2009-07-04 11:16:27 +02:00
Benoit Jacob
7b750182f2 * polish computeInverseWithCheck to share more code, fix documentation, fix coding style
* add snippet for computeInverseWithCheck documentation
* expand unit-tests to cover computeInverseWithCheck
2009-06-29 22:07:37 +02:00
Benoit Jacob
2de9b7f537 fully vectorize DiagonalProduct
(it used to be partially vectorized and that had been lost in the big changes from the previous commit)
2009-06-29 04:01:31 +02:00
Benoit Jacob
6809f7b1cd new implementation of diagonal matrices and diagonal matrix expressions 2009-06-28 21:27:37 +02:00
Gael Guennebaud
627595ad19 * rename PartialRedux to VectorwiseOp
* add VectorwiseOp's +, -, +=, -= operators
2009-06-10 11:20:30 +02:00
Benoit Jacob
ee92009fd8 make Umeyama, and its unit-test, work for me on gcc 4.3 2009-05-27 23:10:24 +02:00
Hauke Heibel
4d1e492c00 * Umeyama has now similar performance for RowMajor and ColMajor layouts.
* Fixed a bug in umeyama for fixed size matrices.
* Fixed the umeyama unit test for fixed size matrices.
* Added XprHelper::ei_plain_matrix_type_row_major.
2009-05-27 19:24:05 +02:00
Hauke Heibel
db5647abae Added Umeyama implementation. 2009-05-26 19:22:25 +02:00
Benoit Jacob
7667a93cbe merge 2009-05-22 20:31:26 +02:00
Benoit Jacob
6347b1db5b remove sentence "Eigen itself is part of the KDE project."
it never made very precise sense. but now does it still make any?
2009-05-22 20:25:33 +02:00
Hauke Heibel
c7303a876f Oops, here the actual LLT and LDLT patch. 2009-05-22 15:58:20 +02:00
Hauke Heibel
0523b64fe9 Eigensolver decomposition interface unification.
Added default ctor and public compute method as
well as safe-guards against uninitialized usage.
Added unit tests for the safe-guards.
2009-05-22 14:27:58 +02:00
Hauke Heibel
2c247fc8a8 LU and PartialLU decomposition interface unification.
Added default ctor and public compute method as well
as safe-guards against uninitialized usage.
Added unit tests for the safe-guards.
2009-05-22 14:27:58 +02:00
Hauke Heibel
5c5789cf0f QR and SVD decomposition interface unification.
Added default ctor and public compute method as
well as safe-guards against uninitialized usage.
Added unit tests for the safe-guards.
2009-05-22 14:27:58 +02:00
Gael Guennebaud
dd45c4805c * add a writable generic coeff wise expression (CwiseUnaryView)
* add writable .real() and .imag() functions
2009-05-20 15:41:23 +02:00
Gael Guennebaud
f47c4b5da8 update cdash testsuite file to use mercurial 2009-05-19 09:24:22 +02:00
Gael Guennebaud
e186728867 fix #1 : need to nest by value the affine part in homogeneous product 2009-05-18 17:55:50 +02:00
Jitse Niesen
e3d64cb418 Fix compilation error in createRandomMatrixOfRank() 2009-05-17 21:17:45 +01:00
Hauke Heibel
6358c12998 * introduced method createRandomMatrixOfRank (R = U*D*V where U,V unitary, D r-by-c diag. with rank non-zero values)
* switched lu/qr tests to be using createRandomMatrixOfRank
* removed unused methods doSomeRankPreservingOperations
* removed NOTE about doSomeRankPreservingOperations
2009-05-17 16:07:12 +02:00
Gael Guennebaud
877c3c00a2 enable testing of complex numbers for taucs 2009-05-12 13:43:40 +00:00
Gael Guennebaud
f5b5571a5a compilation fixes 2009-05-12 07:32:34 +00:00
Gael Guennebaud
9b256d997e various minor updates of some unit tests 2009-05-11 11:09:41 +00:00
Benoit Jacob
9afd1324fd constant Diagonal ---> DiagonalBits
introduce ei_is_diagonal to check for it
DiagonalCoeffs ---> Diagonal and allow Index to by Dynamic
-> add MatrixBase::diagonal(int) with unittest and doc
2009-05-10 16:24:39 +00:00
Benoit Jacob
eac79b6d2e CREDIT Hauke Heibel, fix MSVC warnings 2009-05-09 03:41:17 +00:00
Benoit Jacob
4f0af00e51 *add missing overloads of setZero, etc... that were mentioned in the tutorial
--->they go into Matrix as they resize.
*add isConstant() alias to isApproxToConstant()
*extend unit-test
*change an assert into a static assert
2009-05-06 21:40:24 +00:00
Gael Guennebaud
1e286464ab * compilation fixes for gcc 3.3
* test Part::swap
2009-05-06 08:43:38 +00:00
Benoit Jacob
2b2f0c0220 fix linearRegression, fix doc, add unit test (it was untested since the change
making fitHyperplane no longer use it)
2009-05-05 16:50:58 +00:00
Gael Guennebaud
2829314284 new simplified API to fill sparse matrices (the old functions are
deprecated). Basically there are now only 2 functions to set a
coefficient:
1) mat.coeffRef(row,col) = value;
2) mat.insert(row,col) = value;
coeffRef has no limitation, insert assumes the coeff has not already
been set, and raises an assert otherwise.
In addition I added a much lower level, but more efficient filling
mechanism for
internal use only.
2009-05-04 14:25:12 +00:00
Gael Guennebaud
469b8aa380 "forgot to commit the required changes in stdvector unit test" 2009-05-03 15:39:37 +00:00
Benoit Jacob
95bda5e6ab let the user disable alignment altogether by #defining EIGEN_DONT_ALIGN.
Until now, the user had to edit the source code to do that.
Internally, add EIGEN_ALIGN that takes into account both EIGEN_DONT_ALIGN.and
EIGEN_ARCH_WANTS_ALIGNMENT. From now on, only EIGEN_ALIGN should be used to
test whether we want to align.
2009-05-03 13:50:56 +00:00
Benoit Jacob
746079f75d gni, forgot to call the new subtest 2009-04-29 17:01:10 +00:00
Benoit Jacob
8b1e7c2792 add cast<>() tests. including a vectorization_logic test that currently fails (casting to same type should not prevent vectorization) 2009-04-29 14:51:19 +00:00
Gael Guennebaud
804a239d30 patch from Moritz Lenz to allow solving transposed problem with superlu 2009-04-10 19:54:43 +00:00
Gael Guennebaud
22edf77470 add a 4x4 inverse case which is not handled by the current
ei_compute_inverse_in_size4_case (reported by mikola on IRC)
2009-04-09 21:55:29 +00:00
Gael Guennebaud
5b1d0cebc5 sparse module: new API proposal for triangular solves and experimental
solver support with a sparse matrix as the rhs.
2009-04-05 16:30:10 +00:00
Benoit Jacob
2f45eeb0c6 More Cholesky fixes.
* Cholesky decs are NOT rank revealing so remove all the rank/isPositiveDefinite etc stuff.
* fix bug in LLT: s/return/continue/
* introduce machine_epsilon constants, they are actually needed for Higman's formula determining
  the cutoff in Cholesky. Btw fix the page reference to his book (chat with Keir).
* solve methods always return true, since this isn't a rank revealing dec. Actually... they already did always return true!! Now it's explicit.
* updated dox and unit-test
2009-04-01 00:21:16 +00:00
Benoit Jacob
bf596d0b3a add adjointInPlace() and add documentation warnings on adjoint() and transpose() about aliasing effects. 2009-03-31 13:55:40 +00:00
Benoit Jacob
a1ba995f05 Many improvements in LLT and LDLT:
* in LDLT, support the negative semidefinite case
* fix bad floating-point comparisons, improves greatly the accuracy of methods like
  isPositiveDefinite() and rank()
* simplifications
* identify (but not resolve) bug: claim that only triangular part is used, is inaccurate
* expanded unit-tests
2009-03-30 21:45:45 +00:00
Gael Guennebaud
49fc1e3e84 add vectorization of sqrt for float 2009-03-27 14:41:46 +00:00
Gael Guennebaud
17860e578c add SSE2 versions of sin, cos, log, exp using code from Julien
Pommier. They are for float only, and they return exactly the same
result as the standard versions in about 90% of the cases. Otherwise the max error
is below 1e-7. However, for very large values (>1e3) the accuracy of sin and cos
slighlty decrease. They are about 3 or 4 times faster than 4 calls to their respective
standard versions. So, is it ok to enable them by default in their respective functors ?
2009-03-25 12:26:13 +00:00
Gael Guennebaud
f4cf5e9b26 split and extend eigen-solver tests 2009-03-23 14:38:59 +00:00
Gael Guennebaud
fbf415c547 add vectorization of unary operator-() (the AltiVec version is probably
broken)
2009-03-20 10:03:24 +00:00
Gael Guennebaud
b8f46090ff add optimized cross3 function (code from Rohit Garg) 2009-03-11 14:20:36 +00:00
Gael Guennebaud
3f80c68be5 add the vectorization of abs 2009-03-09 18:40:09 +00:00
Gael Guennebaud
3ac42fed94 big rework of the Transform class:
* add Projective and AffineCompact modes as an optional third template
  argument
* extend Transform::operator* to support more use cases
2009-03-08 11:35:30 +00:00
Gael Guennebaud
fa9f7708d4 add efficient matrix product specializations for Homogeneous 2009-03-05 16:40:56 +00:00
Gael Guennebaud
0be89a4796 big addons:
* add Homogeneous expression for vector and set of vectors (aka matrix)
  => the next step will be to overload operator*
* add homogeneous normalization (again for vector and set of vectors)
* add a Replicate expression (with uni-directional replication
  facilities)
=> for all of them I'll add examples once we agree on the API
* fix gcc-4.4 warnings
* rename reverse.cpp array_reverse.cpp
2009-03-05 10:25:22 +00:00
Gael Guennebaud
40774c625e add a proof of concept autodiff jacobian helper class based on adolc
with unit test and FindAdolc cmake module
2009-02-27 16:19:13 +00:00
Gael Guennebaud
170128770a compilation fix + test orho methods for complex 2009-02-26 10:09:23 +00:00
Gael Guennebaud
de014efdaf * split CacheFriendlyProduct into multiple smaller files
* add an efficient selfadjoint * vector implementation (= blas symv)
  perf are inbetween MKL and GOTO
  => the interface is still missing (have to be rethougth)
2009-02-21 20:20:38 +00:00
Gael Guennebaud
ee04c5c874 add tests showing bug in unitOrthogonal such that we don't forget it! 2009-02-17 09:57:32 +00:00
Gael Guennebaud
e6f1104b57 * fix Quaternion::setFromTwoVectors (thanks to "benv" from the forum)
* extend PartialRedux::cross() to any matrix sizes with automatic
  vectorization when possible
* unit tests: add "geo_" prefix to all unit tests related to the
  geometry module and start splitting the big "geometry.cpp" tests to
  multiple smaller ones (also include new tests)
2009-02-17 09:53:05 +00:00
Gael Guennebaud
c5245a3388 update vectorization_logic unit test wrt previous sum/redux change 2009-02-13 08:45:19 +00:00
Gael Guennebaud
20a8bb96eb fix m = m*m with m sparse (gug found by Frederik Heinz) 2009-02-12 15:57:13 +00:00
Gael Guennebaud
51c991af45 * exit Sum.h, exit Prod.h, welcome vectorization of redux() !
* add vectorization for minCoeff and maxCoeff
2009-02-12 15:18:59 +00:00
Gael Guennebaud
cbbc6d940b * add ei_predux_mul internal function
* apply Ricard Marxer's prod() patch with fixes for the vectorized path
2009-02-10 18:06:05 +00:00
Gael Guennebaud
a9688f0b71 - add diagonal * sparse product as an expression
- split sparse_basic unit test
- various fixes in sparse module
2009-02-09 09:59:30 +00:00
Gael Guennebaud
3009d79a1f * allow Matrix to be resized to 0 (solve a lot of troubles with
some containers)
* new workaround for std::vector which is supposed to work for any
  classes having EIGEN_MAKE_ALIGNED_OPERATOR_NEW as discussed on ML
2009-02-07 11:16:15 +00:00
Gael Guennebaud
24808dc090 force the use of debug version of QtCore unless it is not available 2009-02-06 21:50:18 +00:00
Gael Guennebaud
1c24f5bbc5 eventually MSVC does not like my /O2 flags (incompatibility with other option set by default) 2009-02-06 15:29:40 +00:00
Gael Guennebaud
f5d96df800 Add vectorization of Reverse (was more tricky than I thought) and
simplify the index based functions
2009-02-06 12:40:38 +00:00
Gael Guennebaud
4dc4ab3abb Reverse::coeff*(int) functions are for vector only 2009-02-06 09:13:04 +00:00
Gael Guennebaud
6fbca94803 apply Ricard patch for Reverse with minor modifications 2009-02-06 09:01:50 +00:00
Gael Guennebaud
dc97079905 add optimization flag for MSVC and heavy tests
remove unsupported namespace
2009-02-05 22:13:50 +00:00
Gael Guennebaud
910b387438 Add sub/super-diagonal expression (read/write) as a trivial extension of
DiagonalCoeffs. The current API is simply:
  m.diagonal<1>() => 1st super diagonal
  m.diagonal<-2>() => the 2nd sub diagonal
I'll add a code snippet once we agree on this API.
2009-02-05 18:37:21 +00:00
Gael Guennebaud
7c374394ee remove explicit fortran dependency in FindCholmod 2009-02-05 10:34:41 +00:00
Gael Guennebaud
da45184635 add custom FindBLAS FindLAPACK working for c++ compiler
fix issues in Cholmod/Taucs supports
2009-02-05 09:36:52 +00:00
Benoit Jacob
5d69c5102b oops, #ifdef instead of #if ---> bug 2009-02-04 16:57:28 +00:00
Benoit Jacob
f81479d392 forgot to update this unit test... 2009-02-04 16:55:38 +00:00
Benoit Jacob
93a089adc8 disable alignment altogether outside of the platforms which potentially have SSE or AltiVec
This should remove most portability issues to other platforms where data alignment issues (including
overloading operator new and new[]) can be tricky, and where data alignment is not needed in the first place.
2009-02-04 16:53:03 +00:00
Gael Guennebaud
95db32fcdc setup the unsupported directory structure.
The unsupported module documentation is automatically generated in:
  build/doc/unsupported/
with bidirectional cross references.
I leave a class Foo in AdolcForward module to illustrate the
cross-reference behavior. I will remove it in the next commit.
2009-02-04 15:37:00 +00:00
Keir Mierle
b9a82be727 Add full pivoting to LDLT decomposition. 2009-02-03 17:50:35 +00:00
Keir Mierle
b4777379d4 Add Matrix::resizeLike(other) convenience function and test. 2009-02-03 01:43:59 +00:00
Gael Guennebaud
36c8a64923 add MatrixBase::stableNorm() avoiding over/under-flow
using it in QR reduced the error of Keir test from 1e-12 to 1e-24 but
that's much more expensive !
2009-01-28 22:11:56 +00:00
Gael Guennebaud
1b194193ef Big change in DiagonalMatrix and Geometry/Scaling:
* previous DiagonalMatrix expression is now DiagonalMatrixWrapper
* DiagonalMatrix class is now for storage
* add the DiagonalMatrixBase class to factorize code of the
  two previous classes
* remove Scaling class (it is now a global function)
* add UniformScaling helper class
  (don't use it directly, use the Scaling function)
* add the Scaling global function to simplify the creation
  of scaling objects
There is still a lot to do, in particular about DiagonalProduct for which
the goal is to get rid of the "if()" in the coeff() function. At least
it is not worse than before ! Also need to uptade the tutorial and add more doc.
2009-01-28 16:26:06 +00:00
Gael Guennebaud
0f15a8d829 QR: add isInjective(), isSurjective(),
mark isFullRank() deprecated,
    add solve() (mix of Keir's patch and LU::solve())
=> there is big problem with complex which are not working
2009-01-28 09:45:53 +00:00
Gael Guennebaud
8ce4503494 add support for read/write sub sets of inner vectors (sparse module) 2009-01-27 22:48:17 +00:00
Benoit Jacob
d384671793 now these tests succeed with 10,000 repeats 2009-01-27 20:47:12 +00:00