Commit Graph

12 Commits

Author SHA1 Message Date
Gael Guennebaud
9285647dfe Limit matrix size when testing for NaN: they can become prohibitively expensive when running on x87 fp unit 2015-10-30 14:44:22 +01:00
Jitse Niesen
696b2f999f Eigenvalues module: Implement setMaxIterations() methods. 2012-07-28 21:30:09 +01:00
Jitse Niesen
ba5eecae53 Allow user to specify max number of iterations (bug #479). 2012-07-24 15:17:59 +01:00
Benoit Jacob
b596f6c10c remove outdated "Eigen itself is part of the KDE project" outside of eigen2 files 2012-07-15 10:33:40 -04:00
Benoit Jacob
69124cfca2 Automatic relicensing to MPL2 using Keirs script. Manual fixup follows. 2012-07-13 14:42:47 -04:00
Gael Guennebaud
a8f66fec65 add the possibility to configure the maximal matrix size in the unit tests 2011-07-12 14:41:00 +02:00
Benoit Jacob
4716040703 bug #86 : use internal:: namespace instead of ei_ prefix 2010-10-25 10:15:22 -04:00
Jitse Niesen
1ff1bd69ac Schur decomposition of 1-by-1 always converges. 2010-06-04 09:40:35 +01:00
Jitse Niesen
9178e2bd54 Add info() method which can be queried to check whether iteration converged. 2010-06-03 22:59:57 +01:00
Jitse Niesen
609941380a Change skipU argument to computeU - this reverses the meaning.
See "skipXxx / computeXxx parameters in Eigenvalues module" on mailing list.
2010-05-31 16:48:41 +01:00
Adolfo Rodriguez Tsouroukdissian
28dde19e40 - Added problem size constructor to decompositions that did not have one. It preallocates member data structures.
- Updated unit tests to check above constructor.
- In the compute() method of decompositions: Made temporary matrices/vectors class members to avoid heap allocations during compute() (when dynamic matrices are used, of course).

These  changes can speed up decomposition computation time when a solver instance is used to solve multiple same-sized problems. An added benefit is that the compute() method can now be invoked in contexts were heap allocations are forbidden, such as in real-time control loops.

CAVEAT: Not all of the decompositions in the Eigenvalues module have a heap-allocation-free compute() method. A future patch may address this issue, but some required API changes need to be incorporated first.
2010-04-21 17:15:57 +02:00
Jitse Niesen
a16a36ecf2 Add tests for real and complex Schur; extend test for Hessenberg.
Make a minor correction to the ComplexSchur class.
2010-04-02 14:32:20 +01:00