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f54137606e
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75 Commits

Author SHA1 Message Date
Rasmus Munk Larsen
f54137606e Add condition estimation to Cholesky (LLT) factorization. 2016-04-01 16:19:45 -07:00
Gael Guennebaud
6318d53b41 Factorize VERIFY_EVALUATION_COUNT in unit tests 2015-06-19 16:38:26 +02:00
Gael Guennebaud
3946c981b1 Relax tolerance when testing LDLT on singular problems 2015-06-15 15:08:16 +02:00
Gael Guennebaud
371d3bef36 Workaround dead store warnings in unit tests. 2015-02-18 11:30:44 +01:00
Gael Guennebaud
d04f23260d Fix bug #894: the sign of LDLT was not re-initialized at each call of compute() 2014-10-20 10:48:40 +02:00
Gael Guennebaud
b47ef1431f Fix many long to int implicit conversions 2014-07-08 16:47:11 +02:00
Gael Guennebaud
0dfb73d46a Fix LDLT with semi-definite complex matrices: owing to round-off errors, the diagonal was not real. Also exploit the fact that the diagonal is real in the rest of LDLT 2014-07-08 10:04:27 +02:00
Gael Guennebaud
998455a570 LDLT is not rank-revealing, so we should not attempt to use the biggest diagonal elements as thresholds. 2014-07-02 23:04:46 +02:00
Jitse Niesen
5afcb4965c Remove out-dated comment in cholesky test. 2014-04-04 16:48:13 +01:00
Gael Guennebaud
ac69d8769f Remove early termination in LDLT: the zero on the diagonal of the input matrix does not mean the matrix is not full rank. Typical examples are matrices coming from LS with linear equality constraints. 2014-02-26 10:12:27 +01:00
Jitse Niesen
ff8d81762d Fix bug #736: LDLT isPositive returns false for a positive semidefinite matrix 
Add unit test covering this case.
 2014-02-06 11:06:06 +00:00
Gael Guennebaud
6d1f5dbaae Add no_assignment_operator to a few classes that must not be assigned, and fix a couple of warnings. 2013-07-10 23:48:26 +02:00
Gael Guennebaud
95f8a738ea Introduce a TEST_SET_BUT_UNUSED_VARIABLE macro for initialized but unused variables in the unit tests and also fix a few other warnings. 2013-06-25 11:42:04 +02:00
Gael Guennebaud
d1d7a1ade9 Workaround a bunch of stupid warnings in unit tests 2013-06-23 19:11:32 +02:00
Gael Guennebaud
4811b4526c Add regression test for bug #608 2013-06-09 23:30:04 +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
Jitse Niesen
fd5749f51c LDLT: Report sign consistent with D for indefinite matrices. 
See http://forum.kde.org/viewtopic.php?f=74&t=106942
 2012-07-22 21:39:38 +01:00
Benoit Jacob
69124cfca2 Automatic relicensing to MPL2 using Keirs script. Manual fixup follows. 2012-07-13 14:42:47 -04:00
Gael Guennebaud
b0cf95619e fix compilation of "somedensematrix.llt().matrixL().transpose()" (missing constness on the return types) 2012-04-10 15:40:36 +02:00
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