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851 Commits

Author SHA1 Message Date
Gael Guennebaud
cf5c5ed725 Fix warning typedef XXX locally defined but not used 2013-06-21 09:27:38 +02:00
Gauthier Brun
8105b5ed3f new unsupported and not finished SVD, using a divide and conquert algorithm, with tests and benchmark 2013-06-19 00:03:27 +02:00
Kolja Brix
05da15bf40 bug #230, fix compilation issues and wrong static assertions 2013-06-18 09:44:40 +02:00
Gael Guennebaud
f6c1841316 compilation fixes in unsupported 2013-06-12 12:52:41 +02:00
Gael Guennebaud
62670c83a0 Fix bug #314: move remaining math functions from internal to numext namespace 2013-06-10 23:40:56 +02:00
Thomas Capricelli
62e337eb01 fix a weird typo I commited in ae76c97704 
(Nov 10th, 2009)
 2013-06-03 23:09:33 +02:00
Desire NUENTSA
cf939f154f Fix bug #596 : Recover plain SparseMatrix from SparseQR matrixQ() 2013-05-21 17:35:10 +02:00
Gael Guennebaud
9816e8532e Fix bug #482: pass scalar value by const reference (it remained a few cases) 2013-04-12 15:26:55 +02:00
Gael Guennebaud
899c0c2b6c Clean source code and unit tests with respect to -Wunused-local-typedefs 2013-04-10 22:27:35 +02:00
Gael Guennebaud
225fd0f579 adapt AutoDiff to scalar_product_traits 2013-03-20 21:20:13 +01:00
Desire NUENTSA
f350f34560 Add complex support to dgmres and the unit test 2013-03-20 18:38:22 +01:00
Desire NUENTSA
da6219b19d Bug567 : Fix iterative solvers to immediately return when the initial guess is the true solution and for trivial solution 2013-03-20 16:15:18 +01:00
Desire NUENTSA
4107b371e3 Handle zero right hand side in CG and GMRES 2013-03-20 11:22:45 +01:00
Gael Guennebaud
9bfeeba1c5 Add Official/Unsupported labels to unit tests and add a ctest driver to submit subprojects to cdash 2013-03-20 08:40:13 +01:00
Christoph Hertzberg
6357fd68da Patch by Kolja Brix <brix@igpm.rwth-aachen.de> that fixes bug #565 and adds a testcase to verify that. 2013-03-17 13:55:31 +01:00
Jitse Niesen
79f93247c5 Relax tolerances in matrix_power tests to avoid intermittent failures. 2013-03-09 17:20:16 +00:00
Gael Guennebaud
03373f41cb Fix bug #561: remove useless sign macro 2013-03-07 23:35:26 +01:00
Gael Guennebaud
b9fe79153b Fix a couple of remaining warnings (missing newlines, inline-noinline, meaningless type qualifiers) 2013-03-01 14:42:36 +01:00
Gael Guennebaud
87142237b5 Fix "missing return statement at end of non-void function" 2013-03-01 14:33:11 +01:00
Gael Guennebaud
210a56ff48 Update to latest mpreal. 2013-03-01 14:31:11 +01:00
Gael Guennebaud
1bb1945078 Fix "explicit instantiation of 'Eigen::Spline' must occur in namespace 'Eigen'" warnings 2013-02-28 20:22:26 +01:00
Hauke Heibel
83aac6d54c MSVC fix; the compiler failed to detect the correct overload. 2013-02-28 11:38:34 +01:00
Gael Guennebaud
bd8c9c69e4 Protect min with parenthesis in IncompleteLLT 2013-02-22 14:41:32 +01:00
Desire NUENTSA
febf8e5d7b Set built-in sparse QR as the default sparse solver and add ComputationInfo for Levenberg Marquardt, 2013-02-20 14:10:14 +01:00
Gael Guennebaud
9fd465ea2b Fix the following warning: "comparison between signed and unsigned integer expressions" 2013-02-15 14:31:38 +01:00
Gael Guennebaud
5154253933 Fix some MPL2/LGPL lisencing confusions 2013-02-06 11:30:33 +01:00
Jitse Niesen
14e2ab02b5 Replace assert() by eigen_assert() (fixes bug #548). 2013-02-02 22:04:42 +00:00
Gael Guennebaud
7282a45a0a Remove dummy code in MPRealSupport 2013-01-24 08:48:26 +01:00
Gael Guennebaud
29d395f769 Relax a bit the precision in mpreal unit test. 2013-01-23 23:57:28 +01:00
Gael Guennebaud
691e607d85 Specialize GEBP traits and kernel for mpreal to by-pass mpreal and remove the costly creation of many temporaries. 2013-01-23 23:56:57 +01:00
Gael Guennebaud
c22f7cef83 Workaround "error: floating-point literal cannot appear in a constant-expression" in mpreal.h when compiling with predantic. 
(I really don't know how to properly fix this))
 2013-01-23 20:51:38 +01:00
Chen-Pang He
23c87fcde6 I think it's OK to let XprHelper.h determine the nested type. 2012-10-15 00:14:32 +08:00
Chen-Pang He
fe0ef8e609 Remove unused typedef (traits<MatrixPowerProduct>::PlainObject) for brevity. 2012-10-14 22:30:52 +08:00
Chen-Pang He
40fce01648 Simplify traits<MatrixPowerProduct>: StorageKind must be Dense because MatrixPowerProduct is derived from MatrixBase. 2012-10-14 18:36:17 +08:00
Chen-Pang He
c890cf5489 Use the nested type instead of const reference 2012-10-14 03:02:16 +08:00
Chen-Pang He
daa65c5bce Just tidy up: no need to specify template parameters inside class body. 2012-10-14 01:36:54 +08:00
Chen-Pang He
0017d8c58f Make MatrixPowerTriangularAtomic::computePade static because it should be. 2012-10-07 02:25:00 +08:00
Chen-Pang He
a5d348e30a Use simplified return type, trying to work around MSVC. 2012-10-03 19:42:02 +08:00
Chen-Pang He
4cfde4590f Make use of TRMM (speed up), and remove useless condition (the triangular don't need LU) 2012-10-02 23:04:23 +08:00
Chen-Pang He
21c2b4e327 Make better decision on PartialPivLU vs inverse(): We have specialized inverse() only for FIXED matrices. 2012-10-02 19:53:38 +08:00
Chen-Pang He
e92fe88159 Add test for real MatrixPowerTriangular. 2012-09-30 19:21:53 +08:00
Chen-Pang He
eb33d307af Avoid Schur decomposition on (quasi-)triangular matrices. (Huge speed up!) 2012-09-30 16:30:18 +08:00
Chen-Pang He
332eb36436 Implement complex MatrixPowerTriangular. There are still problems with real one. 2012-09-30 02:14:16 +08:00
Gael Guennebaud
1ccd90a927 Make the MatrixFunctions documentation page looks a bit better 2013-01-11 10:48:43 +01:00
Gael Guennebaud
cc444bbbf9 update unsupported module documentation to be conformed with new documentation style 2013-01-11 10:41:26 +01:00
Gael Guennebaud
b0cb5e6d48 remove the 'Unsupported Modules' meta module 2013-01-11 10:40:35 +01:00
Jitse Niesen
eac676ff6c Set matrix to zero before inserting entries (partially fixes bug #539). 2013-01-03 18:00:45 +00:00
Chen-Pang He
8321b7ae74 Make KroneckerProductSparse inherit EigenBase instead of SparseMatrixBase, for it does not provide an InnerIterator. 2012-10-25 02:09:48 +08:00
Chen-Pang He
204a09cb82 Fix compile error caused by incomplete SparseMatrixBase. 2012-10-16 00:06:49 +08:00
Chen-Pang He
0508a0620b Let KroneckerProduct inherit ReturnByValue to eliminate temporary evaluation. It's uncommon to store the product back to one of the operands. 2012-10-15 19:45:50 +08:00
Chen-Pang He
8284e7134b Add doc for KroneckerProductSparse. 2012-10-15 00:31:09 +08:00
Chen-Pang He
c4b83461d9 Make kroneckerProduct take two arguments and return an expression, which is more straight-forward. 2012-10-15 00:21:12 +08:00
Chen-Pang He
f34db6578a KroneckerProduct: we have const_cast_derived so why not use it? 2012-10-14 01:38:38 +08:00
Gael Guennebaud
3f82401890 Update doxygen files to doxygen version 1.8 2012-12-28 18:52:53 +01:00
Gael Guennebaud
f41d96deb9 Fix several documentation issues 2012-12-24 13:33:22 +01:00
David Harmon
23ce05971b Add arpack support module file 2012-12-16 19:11:24 +01:00
David Harmon
dbe1ab67ac Added ARPACK support for standard and generalized eigenvalue problems. Currently self-adjoint only. 2012-10-06 17:18:09 -06:00
Gael Guennebaud
8844f632fa Move work in progress Levenberg Marquardt module in unsupported 2012-12-08 18:22:23 +01:00
Gael Guennebaud
d85253ccf4 Backed out changeset 363e506776 2012-12-07 20:53:19 +01:00
Desire NUENTSA
363e506776 Rename the old LevenbergMarquardt class to LevenbergMarquardtLegacy 
Split the levenberg marquardt test and the hybrid nonlinear test
 2012-12-07 15:51:25 +01:00
Desire NUENTSA
71cb78e1ba Fix Incomplete Cholesky factorization. Stable but need iterative robust shift 2012-12-07 15:33:26 +01:00
Pavel Holoborodko
895d90d3e1 Fixed mpreal for IA64 architectures 2012-12-04 18:15:46 +09:00
Gael Guennebaud
6a790058f5 remove deprecated InnerVectorSet for the deprecated DynamicSparseMatrix class 2012-11-16 09:03:42 +01:00
Desire NUENTSA
b40a5b8b48 Improve the IncompleteLLT ... not yet robust 2012-11-13 18:14:34 +01:00
Desire NUENTSA
474716ec5b Add restarted GMRES with deflation 2012-11-12 10:47:55 +01:00
Gael Guennebaud
a76fbbf397 Fix bug #314: 
- remove most of the metaprogramming kung fu in MathFunctions.h (only keep functions that differs from the std)
- remove the overloads for array expression that were in the std namespace
 2012-11-06 15:25:50 +01:00
Desire NUENTSA
f7e203fb0c Fix build error in matrixfunctions on MSVC 2012-10-30 11:30:37 +01:00
Pavel Holoborodko
7857118f2e Fixed gcc warnings, John Westwood name and round_style function 2012-10-19 22:51:55 +09:00
Pavel Holoborodko
8b84e05739 Updated multiprecision module to support the most recent version of MPFR C++ 2012-10-19 18:12:31 +09:00
Desire NUENTSA
77f92bf0b1 the repeated solves are already present in check_sparse_solving() 2012-10-09 13:30:48 +02:00
dnuentsa
f757034001 MINRES solver 2012-10-09 13:07:09 +02:00
Desire NUENTSA
fe78c86b4a Discard failing tests in NonlinearOptimization 2012-10-09 12:20:21 +02:00
giacomo po
bf81276dad spd test instead of square test. Still missing complex version of MINRES. 2012-10-01 12:23:03 -07:00
Jitse Niesen
2008f76120 Merge 2012-09-29 17:35:15 +01:00
Chen-Pang He
d7d96f6694 Make testExponentLaws in matrix_power quiet. It was too noisy. 2012-09-29 17:45:59 +08:00
Chen-Pang He
50c07e50e8 Avoid memory manipulation for simplicity, efficiency, and safety. 2012-09-29 17:41:51 +08:00
Chen-Pang He
5814a5f1a0 Abort the extension. MatrixSquareRootTriangular only takes upper triangular matrices. 2012-09-29 17:41:06 +08:00
Chen-Pang He
067a5a98c8 Extend MatrixPowerTriangularAtomic for future implementation for triangular matrix power. 2012-09-29 02:02:12 +08:00
giacomo po
01cb88fff8 compiling (but failing) unit test 2012-09-27 17:44:54 -07:00
Chen-Pang He
ed18d6f2ad Fix doc and tidy up 2012-09-28 02:08:14 +08:00
Desire NUENTSA
82c3ff3784 Fix Build error on MSVC 2012-09-27 12:04:59 +02:00
Chen-Pang He
3b88216d42 Move unshared items back to MatrixPower 2012-09-27 17:19:32 +08:00
Chen-Pang He
73a0bfe261 Write doc on (matrix power) * (matrix expression) 2012-09-27 02:31:18 +08:00
Chen-Pang He
aa5acdb352 Create class MatrixPowerBase for further extension (like specialization for triangular or self-adjoint matrices) 2012-09-27 02:20:36 +08:00
Desire NUENTSA
a01371548d Define sparseLU functions as static 2012-09-25 09:53:40 +02:00
giacomo po
fd0441baee some clean-up and new comments. 2012-09-24 09:20:40 -07:00
Chen-Pang He
d387dfa9dc Remove unnecessary code. lazyAssign seems to fix all (noalias, initialization, etc.) 2012-09-24 23:36:19 +08:00
giacomo po
18c41aa04f Some minor optimization. 2012-09-24 08:33:11 -07:00
giacomo po
dd7ff3f493 moved MINRES to unsupported. Made unit test. 2012-09-24 07:47:38 -07:00
Chen-Pang He
334532b7f5 Remove class MatrixPowerEvaluator with enhanced existing MatrixPowerReturnValue to simplicity, but docs are not completed yet. 2012-09-23 23:49:50 +08:00
Chen-Pang He
1d402dac03 Fix bug in MatrixPower(expression) due to destruction of temporary objects. Sorry for ugly pointer manipulation but it prevents copying a PlainObject. 2012-09-23 18:49:44 +08:00
Chen-Pang He
963794b04a Eliminate unnecessary evaluations 2012-09-23 00:20:19 +08:00
Chen-Pang He
7e64f78f65 Avoid inefficient 2x2 LU 2012-09-22 22:06:22 +08:00
Chen-Pang He
d7b1049cab Fix my typo in MatrixPowerBase.h, no effect on the flow. 2012-09-22 19:13:02 +08:00
Chen-Pang He
dd8034bd1c Fix cost evaluation. (chain product for integral power) 2012-09-22 17:37:14 +08:00
Chen-Pang He
446d14f6ad Implement matrix power-matrix product again 2012-09-22 03:26:00 +08:00
Chen-Pang He
87afd99433 Enable saving intermidiate (Schur decomposition) but disable unstable specialization for matrix power-matrix product. 2012-09-21 23:24:28 +08:00
Chen-Pang He
d5d99dd1f0 Optimize matrix functions: m_fT is triangular and trmm is faster than gemm 2012-09-16 14:42:42 +08:00
Desire NUENTSA
45672e724e Incomplete Cholesky preconditioner... not yet stable 2012-09-11 12:12:19 +02:00
Chen-Pang He
d23134e4a7 Avoid inefficient 2x2 LU. Move atanh to internal for maintainability. 2012-08-30 23:40:30 +08:00
Chen-Pang He
d0ee31aea6 Fix dox and tabbing 2012-08-29 01:56:23 +08:00
Chen-Pang He
ba4e886376 Tidy up and write dox. 2012-08-28 01:55:13 +08:00
Chen-Pang He
5252d823c9 Optimize matrix power 2012-08-26 02:15:41 +08:00
Chen-Pang He
1cd4279b03 Fix a lot in MatrixPower.h 2012-08-25 01:09:20 +08:00
Jitse Niesen
edc7a09ee7 merge 2012-08-27 22:57:39 +01:00
Chen-Pang He
bfaa7f4ffe Add test for matrix power. 
Use Christoph Hertzberg's suggestion to use exponent laws.
 2012-08-27 22:48:37 +01:00
Desire NUENTSA W.
fe9956defe Read real and complex bench matrices from a unique folder 
Output and display bench results using XML and XSLT
 2012-08-27 22:52:43 +02:00
Chen-Pang He
b55d260ada Replace atanh with atanh2 2012-08-27 21:43:41 +01:00
jdh8
1b4aed7255 Fix toc in dox and claim copyright 2012-08-20 03:04:28 +08:00
jdh8
573d88f81c Dox in MatrixFunctions 2012-08-19 18:12:04 +08:00
jdh8
15dabd4db7 Bugfix in MatrixLogarithm.h 2012-08-18 21:28:05 +08:00
Hauke Heibel
42c1b9a8dd Ensured that all branches of MatrixLogarithmAtomic::getPadeDegree return values. 2012-08-18 10:18:31 +02:00
jdh8
f047030104 Add specialization for float and long double 2012-08-18 02:27:47 +08:00
jdh8
2337ea430b Remove useless code (abort specialization for complex exponent temporarily) 2012-08-15 20:56:03 +08:00
jdh8
4be172d84f matrix power: MatrixBase::pow(RealScalar) and MatrixBase::pow(T) where T is integral type 2012-08-15 00:34:20 +08:00
jdh8
c5800a2452 using std::frexp instead of frexp 2012-08-08 17:50:56 +08:00
jdh8
8cddcaf839 Optimize getting exponent from IEEE floating points. 2012-08-08 01:27:11 +08:00
jdh8
93967b0dd6 Fix some typos in MatrixLogarithm to improve accuracy. 2012-08-03 23:54:42 +08:00
Hauke Heibel
52a0e0d65e Added a default constructor for Splines which creates zero (constant) splines. 2012-07-28 13:37:29 +02:00
Benoit Jacob
df06e5662d MINPACK license is OK for MPL2 after all 2012-07-15 10:30:57 -04:00
Gael Guennebaud
e59f95a9a0 clean old KDE mention and related 2012-07-14 10:04:26 +02:00
Benoit Jacob
269be00925 Add a EIGEN_MPL2_ONLY build option to generate compiler errors when including non-MPL2 modules 2012-07-13 14:42:47 -04:00
Benoit Jacob
0733e622a3 Manual MPL2 relicensing fixes 2012-07-13 14:42:47 -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
e46fc8c05c fix GMRES 2012-06-23 19:29:21 +02:00
Gael Guennebaud
5b5f3ecafa MPreal: extended unit test, remove useless internal overloads, add support for internal::cast (needed for printing) 2012-06-21 10:02:32 +02:00
Gael Guennebaud
7380592bc2 patch mpfr c++ copy to fix warnings and min/max issues 2012-06-21 09:59:44 +02:00
Gael Guennebaud
b5093e2585 update internal mpfr C++ copy 2012-06-21 09:56:54 +02:00
Gael Guennebaud
791e28f25d update adolc support wrt "new" NumTraits mechanism 2012-06-18 21:32:56 +02:00
Gael Guennebaud
3fd2beebc8 Matrix-Market: fix perf issue and infinite loop 2012-06-15 09:07:13 +02:00
Gael Guennebaud
37d367a231 fix typo in unsupported/NumericalDiff 2012-06-15 07:56:55 +02:00
Gael Guennebaud
cb64e587c5 Fix kdBVH unit test 2012-06-04 22:01:06 +02:00
Desire NUENTSA
5cbe6a5fbf Read header of Hermitian matrices 2012-05-25 17:53:37 +02:00
Gael Guennebaud
695a7ab9d7 protect min/max with parenthesis 2012-05-15 08:18:39 +02:00
Jitse Niesen
823c44e4e5 merge 2012-05-02 17:21:29 +01:00
Philip Avery
cb3b1bb73e AutoDiffScalar: fix bug with operator/, add missing functions 2012-05-02 17:17:12 +02:00
clusty
d062a8bd31 Got rid of a warning message by doing an explicit cast 2012-05-02 10:50:44 -04:00
Gael Guennebaud
8f47246475 fix lmdif1 with Scalar!=double 2012-05-01 14:46:02 +02:00
Gael Guennebaud
5cab18976b cleaning pass: rm unused variables in MKL stuff, fix a few namespace issues, MarketIO needs iostream 2012-04-18 10:09:46 +02:00
Jitse Niesen
3c412183b2 Get rid of include directives inside namespace blocks (bug #339). 2012-04-15 11:06:28 +01:00
Hauke Heibel
84c93b048e Added spline interpolation with pre-defined knot parameters. 2012-04-13 12:50:05 +02:00
Gael Guennebaud
a3ddb14426 remove use of GSL in polynomialsolver unit test 2012-04-11 09:48:01 +02:00
Gael Guennebaud
a060e0b486 does not include MatrixMaketIterator on win32, 
no "using whatever" in global scope in a header file
 2012-03-31 18:01:43 +02:00
Desire NUENTSA
22cd65ee33 Adding a householder-GMRES implementation from Kolja Brix 2012-03-29 15:00:55 +02:00
Desire NUENTSA
ada9e79145 add a benchmark routine for all sparse linear solvers in Eigen 2012-03-29 14:29:55 +02:00
Desire NUENTSA
afeddd80ab Algorithm to equilibrate rows and columns of a square matrix 2012-03-22 16:18:34 +01:00
Desire NUENTSA
f6cd3389a2 compress loaded market matrix 2012-03-22 15:53:25 +01:00
Gael Guennebaud
b0fd94aa85 improve FindFFTW cmake module 2012-03-15 15:18:22 +01:00
Desire NUENTSA
37d2efd4f6 Adding support to read and write complex matrices in Matrix Market format 2012-03-08 18:45:47 +01:00
Gael Guennebaud
eff167d2c8 SSOR is not there yet 2012-02-19 16:01:13 +01:00