Commit Graph

56 Commits

Author SHA1 Message Date
Gael Guennebaud
ee9f3e34b0 LLT: improve rankUpdate to support downdates,
LDLT: add the missing info() function,
improve unit testing of rankUpdate()
2012-01-23 17:28:23 +01:00
Tim Holy
2d7c3eea53 feature 319: Add update and downdate functionality to LDLT 2011-12-09 21:04:44 +01:00
Gael Guennebaud
b85bcd91bf remove GSL dependency in the unit tests 2011-12-01 18:17:19 +01:00
Benoit Jacob
0609dbeec6 fix more variable-set-but-not-used warnings on gcc 4.6 2011-10-31 00:51:36 -04:00
Jitse Niesen
6b006772f1 Fix LDLT::solve() if matrix singular but solution exists (bug #241).
Clarify this in docs and add regression test.
2011-09-11 06:30:53 +01:00
Gael Guennebaud
a8f66fec65 add the possibility to configure the maximal matrix size in the unit tests 2011-07-12 14:41:00 +02:00
Gael Guennebaud
2f32e48517 New feature: add rank one update in Cholesky decomposition 2011-06-20 15:05:50 +02:00
Benoit Jacob
e8768251db rename macro 2010-12-25 17:01:01 -05:00
Hauke Heibel
7bc8e3ac09 Initial fixes for bug #85.
Renamed meta_{true|false} to {true|false}_type, meta_if to conditional, is_same_type to is_same, un{ref|pointer|const} to remove_{reference|pointer|const} and makeconst to add_const.
Changed boolean type 'ret' member to 'value'.
Changed 'ret' members refering to types to 'type'.
Adapted all code occurences.
2010-10-25 22:13:49 +02:00
Benoit Jacob
4716040703 bug #86 : use internal:: namespace instead of ei_ prefix 2010-10-25 10:15:22 -04:00
Gael Guennebaud
9bb75937cc fix += return by value like operations 2010-09-06 11:51:42 +02:00
Gael Guennebaud
1dc9aaaf36 add support for mixing type in trsv 2010-07-13 16:03:49 +02:00
Gael Guennebaud
28e64b0da3 email change 2010-06-24 23:21:58 +02:00
Hauke Heibel
f1679c7185 Utilize Index in all unit tests. 2010-06-20 17:37:56 +02:00
Gael Guennebaud
03331552a9 add a info() function in LLT to report on succes/faillure 2010-06-12 10:12:22 +02:00
Gael Guennebaud
e242ac9345 fix LDLT, now it really only uses a given triangular part! 2010-06-09 14:01:06 +02:00
Gael Guennebaud
201bd253ad fix ldlt unit test 2010-06-09 13:18:10 +02:00
Gael Guennebaud
bfeba41174 Add a Transpositions class to ease the representation and
manipulation of permutations as a sequence of transpositions.
Make LDLT use it.
2010-06-04 23:17:57 +02:00
Gael Guennebaud
e64460d5d0 LDLT: make it honors the Lower/Upper directive and make it works inplace 2010-06-03 22:22:14 +02:00
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
Gael Guennebaud
7c98c04412 add reconstructedMatrix() to LLT, and LUs
=> they show that some improvements have still to be done
   for permutations, tr*tr, trapezoidal matrices
2010-02-24 19:16:10 +01:00
Gael Guennebaud
c5d7c9f0de remove the Triangular suffix to Upper, Lower, UnitLower, etc,
and remove the respective bit flags
2010-01-07 21:15:32 +01:00
Jitse Niesen
34be9d4537 Replace toDense() by toDenseMatrix() in tests. 2009-11-20 12:22:46 +00:00
Benoit Jacob
0182695204 move cholesky to ei_xxx_return_value 2009-11-03 11:34:45 -05:00
Benoit Jacob
6b48e932e9 *port the Cholesky module to the new solve() API
*improve documentation
2009-10-29 21:11:05 -04:00
Benoit Jacob
2840ac7e94 big huge changes, so i dont remember everything.
* renaming, e.g. LU ---> FullPivLU
* split tests framework: more robust, e.g. dont generate empty tests if a number is skipped
* make all remaining tests use that splitting, as needed.
* Fix 4x4 inversion (see stable branch)
* Transform::inverse() and geo_transform test : adapt to new inverse() API, it was also trying to instantiate inverse() for 3x4 matrices.
* CMakeLists: more robust regexp to parse the version number
* misc fixes in unit tests
2009-10-28 18:19:29 -04:00
Gael Guennebaud
b56bb441dd add a stable_norm unit test 2009-09-07 12:46:16 +02:00
Gael Guennebaud
0103de8512 bugfix in trsm 2009-08-02 15:32:43 +02:00
Gael Guennebaud
48fc64458c add blocked LLT, and bugfix in trsm asserts 2009-08-01 23:42:51 +02:00
Gael Guennebaud
1a1b2e9f27 finally directly calling the low-level products is faster 2009-07-10 10:41:26 +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
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
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
Gael Guennebaud
9b256d997e various minor updates of some unit tests 2009-05-11 11:09:41 +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
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
Keir Mierle
b9a82be727 Add full pivoting to LDLT decomposition. 2009-02-03 17:50:35 +00:00
Benoit Jacob
5f43a42ee7 * remove set(), revert to old behavior where = resizes
* try to be clever in matrix ctors and operator=: be lazy when we can, always allow
  to copy rowvector into columnvector, check the template parameters,
  try to factor the code better
* add missing copy ctor in UnalignedType
* fix bug in the traits of DiagonalProduct
* renaming: EIGEN_TUNE_FOR_CPU_CACHE_SIZE
* update the dox a little
2009-01-21 17:10:23 +00:00
Gael Guennebaud
87241089e1 Sparse module: bugfix in SparseMatrix::resize(), now the indices are
correctly initialized to 0.
2009-01-15 13:30:50 +00:00
Benoit Jacob
84bb868f07 * more MSVC warning fixes from Kenneth Riddile
* actually GCC 4.3.0 has a bug, "deprecated" placed at the end
  of a function prototype doesn't have any effect, moving them to
  the start of the function prototype makes it actually work!
* finish porting the cholesky unit-test to the new LLT/LDLT,
  after the above fix revealed a deprecated warning
2008-12-19 02:59:04 +00:00
Gael Guennebaud
8ea8b481de As discussed on ML:
* remove the automatic resizing feature of operator =
 * add function Matrix::set() to be used when the previous
   behavior is wanted
 * the default constructor of dynamic-size matrices now
   creates a "null" matrix (data=0, rows = cols = 0)
   instead of a 1x1 matrix
 * fix UnixX typos ;)
2008-10-24 21:42:03 +00:00
Gael Guennebaud
765219aa51 Big API change in Cholesky module:
* rename Cholesky to LLT
 * rename CholeskyWithoutSquareRoot to LDLT
 * rename MatrixBase::cholesky() to llt()
 * rename MatrixBase::choleskyNoSqrt() to ldlt()
 * make {LLT,LDLT}::solve() API consistent with other modules

Note that we are going to keep a source compatibility untill the next beta release.
E.g., the "old" Cholesky* classes, etc are still available for some time.
To be clear, Eigen beta2 should be (hopefully) source compatible with beta1,
and so beta2 will contain all the deprecated API of beta1. Those features marked
as deprecated will be removed in beta3 (or in the final 2.0 if there is no beta 3 !).

Also includes various updated in sparse Cholesky.
2008-10-13 15:53:27 +00:00
Gael Guennebaud
c29c7b0ea9 Fix bugs reported by Timothy Hunter:
* CholeskyWithoutSqrt with 1x1 matrices
 * .part<Diagonal>()
Updated unit tests to handle these cases
2008-09-03 20:52:26 +00:00
Benoit Jacob
46fe7a3d9e if EIGEN_NICE_RANDOM is defined, the random functions will return numbers with
few bits left of the comma and for floating-point types will never return zero.
This replaces the custom functions in test/main.h, so one does not anymore need
to think about that when writing tests.
2008-09-01 17:31:21 +00:00
Gael Guennebaud
2120fed849 * bug fixes in: Dot, generalized eigen problem, singular matrix detetection in Cholesky
* fix all numerical instabilies in the unit tests, now all tests can be run 2000 times
  with almost zero failures.
2008-08-23 15:14:20 +00:00
Gael Guennebaud
f0394edfa7 * bugfix in SolveTriangular found by Timothy Hunter (did not compiled for very small fixed size matrices)
* bugfix in Dot unroller
* added special random generator for the unit tests and reduced the tolerance threshold by an order of magnitude
  this fixes issues with sum.cpp but other tests still failed sometimes, this have to be carefully checked...
2008-08-22 17:48:36 +00:00
Gael Guennebaud
fd681507dc Add a packetmath unit test, re-enable the comma-initializer unit test,
and bug fix in PacketMath/SSE
2008-08-20 20:08:38 +00:00
Gael Guennebaud
5546e963c9 bugfix in CholeskyWithoutSquareRoot::solve found by Timothy Hunter 2008-08-16 07:09:39 +00:00