Commit Graph

22 Commits

Author SHA1 Message Date
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
Benoit Jacob
aaaade4b3d the Index types change.
As discussed on the list (too long to explain here).
2010-05-30 16:00:58 -04:00
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
Benoit Jacob
04c663840b * add some 1x1 tests
* temporarily disable tests that strangely fail, with a big FIXME
2010-04-16 12:32:33 -04:00
Benoit Jacob
d92df336ad Further LU test improvements. I'm not aware of any test failures anymore, not even with huge numbers of repetitions.
Finally the createRandomMatrixOfRank() function is renamed to createRandomPIMatrixOfRank, where PI stands for 'partial isometry', that is, a matrix whose singular values are 0 or 1.
2010-02-23 15:40:24 -05:00
Benoit Jacob
7dc75380c1 * FullPivLU: replace "remaining==0" termination condition (from Golub) by a fuzzy compare
(fixes lu test failures when testing solve())
* LU test: set appropriate threshold and limit the number of times that a specially tricky test
  is run. (fixes lu test failures when testing rank()).
* Tests: rename createRandomMatrixOfRank to createRandomProjectionOfRank
2010-02-23 09:04:59 -05:00
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
Benoit Jacob
3e73f6036c * HouseholderSequence:
* be aware of number of actual householder vectors
    (optimization in non-full-rank case, no behavior change)
  * fix applyThisOnTheRight, it was using k instead of actual_k
* QR: rename matrixQ() to householderQ() where applicable
2009-12-02 11:11:09 -05:00
Benoit Jacob
95d88e1327 Big reworking of ColPivQR and its unit test, which now passes even with thousands of repetitions and correctly tests matrices of all sizes. Several surprises along the way: for example, a major cause of trouble was the optimized "table of column squared norms" where the accumulation of imprecision was a serious issue; another surprise is that tests like "x!=0" before dividing by x really benefit from being replaced by fuzzy tests, as i hit real cases where i got wrong results in 1/epsilon. 2009-12-01 13:26:29 -05:00
Benoit Jacob
126a8e6a69 fix remaining bug in ColPivHouseholderQR, so now all tests pass again 2009-11-18 17:40:45 -05:00
Benoit Jacob
8860203e6a fix stuff after the PermutationMatrix changes.
I still have JacobiSVD errors when cols>rows
2009-11-18 12:41:24 -05:00
Benoit Jacob
ba7bfe110c port the qr module to ei_solve_xxx. 2009-11-08 10:21:26 -05:00
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
Benoit Jacob
c4ab6a2032 also test that the matrix Q is unitary 2009-10-12 22:33:51 -04:00
Benoit Jacob
eeabd18afc Fix compilation of HouseholderQR and ColPivotingHouseholderQR for non-square fixed-size matrices.
For Colpiv that was just changing MatrixQType to MatrixType in the instantiation of HouseholderSequence.
For HouseholderQR I also re-ported the solve method from Colpiv as there were multiple issues.
2009-09-28 10:49:55 -04:00
Benoit Jacob
67bf7c90c5 * update test to expose bug #57
* update createRandomMatrixOfRank to support fixed size
2009-09-28 09:40:18 -04:00
Gael Guennebaud
24950bdfcb make ColPivotingQR use HouseholderSequence 2009-09-16 15:56:20 +02:00
Benoit Jacob
a4fd0aa25b * fix bug in col-pivoting qr, forgot to swap the colNorms when swapping cols
* add Gael a copyright line
2009-09-16 14:19:59 -04:00
Benoit Jacob
191d5275a7 modernize HouseholderQR too, uniformize all that stuff, update tests 2009-08-24 13:46:14 -04:00
Benoit Jacob
0eb142f559 bring the modern comfort also to ColPivotingHouseholderQR
+ some fixes in FullPivotingHouseholderQR
2009-08-24 11:11:41 -04:00
Benoit Jacob
97bc1af1f1 add ColPivotingHouseholderQR
rename RRQR to fullPivotingHouseholderQR
2009-08-23 18:04:33 -04:00