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910 Commits

Author SHA1 Message Date
Gael Guennebaud
279cedc1ce some cleaning/renaming is Triangular/SelfadjointView 2009-07-14 22:38:21 +02:00
Gael Guennebaud
f5d2317b12 add a blueNorm() function implementing the Blues's stable norm 
algorithm. it is currently provided for experimentation
purpose only.
 2009-07-13 21:14:47 +02:00
Gael Guennebaud
ddbaaebf9e one more fix of the previous commit (forgot to update ei_must_nest_by_value) 2009-07-13 15:27:01 +02:00
Gael Guennebaud
bd506d837c fix typo in previous commit 2009-07-13 15:21:32 +02:00
Gael Guennebaud
1e7b1a8a85 add a SparseNestByValue expression and fix issue in sparse adjoint evaluation 2009-07-13 14:55:03 +02:00
Gael Guennebaud
a2cf7ba955 add triangular * vector product 2009-07-13 13:17:55 +02:00
Gael Guennebaud
a2087cd7a3 Add an efficient rank2 update function (like the level2 blas xSYR2 routine). 
Note that it is already used in Tridiagonalization.
 2009-07-11 21:14:59 +02:00
Gael Guennebaud
ab17f92728 more sun studio fixes 2009-07-10 16:27:01 +02:00
Gael Guennebaud
ec5c608aa3 Set of fixes and workaround to make sun studio more happy. 
Still remains the problem of alignment and vectorization.
 2009-07-10 16:10:03 +02:00
Gael Guennebaud
b47dea8b7a add a meta unroller for the triangular solver (only for vectors as rhs) 2009-07-10 11:30:46 +02:00
Gael Guennebaud
1a1b2e9f27 finally directly calling the low-level products is faster 2009-07-10 10:41:26 +02:00
Gael Guennebaud
1c52985aa7 merge 2009-07-10 08:21:57 +02:00
Gael Guennebaud
629e083d81 slight change in the comparison to -1 2009-07-10 08:21:20 +02:00
Gael Guennebaud
8885d56928 commit woking versions of triangular solvers naturally 
handling conjuagted expression. still have to bench whether it
is faster (runtime and compile time) to directly call the
cache friendly functions, whence all the commented piece of code...
 2009-07-09 23:59:18 +02:00
Gael Guennebaud
fa60c72398 started to simplify the triangular solvers 2009-07-09 17:11:03 +02:00
Gael Guennebaud
96e7d9f896 ok now all the complex mat-mat and mat-vec products involving conjugate, 
adjoint, -, and scalar multiple seems to be well handled. It only remains
the simpler case: C = alpha*(A*B) ... for the next commit
 2009-07-08 18:24:37 +02:00
Gael Guennebaud
13b2dafb50 conjugate expressions are now properly caught by Product 
=> significant speedup in expr. like a.adjoint() * b,
   for complex scalar type (~ x3)
 2009-07-07 21:30:20 +02:00
Gael Guennebaud
5ed6ce90d3 started to catch scalar multiple and conjugate xpr in Product 2009-07-07 16:55:51 +02:00
Gael Guennebaud
ea23f36c78 * change the nesting order of adjoint_return_type to 
1 - make it easier to catch conjugate expressions
 2 - make sure there is no unecessary copy (we had NestByValue<Derived> which seems to be very bad)
* update eigensolver wrt recent changes
 2009-07-07 15:56:13 +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
92a35c93b2 * extended the cache friendly products to support C = alpha * A * M and C += alpha * A * B 
* this allows to optimize xpr like C -= lazy_product, still have to catch "scalar_product_of_lazy_product"
* started to support conjugate in cache friendly products (very useful to evaluate A * B.adjoint() without
  evaluating B.adjoint() into a temporary
* compilation fix
 2009-07-07 11:39:19 +02:00
Gael Guennebaud
544888e342 add a generic mechanism to copy a special matrix to a dense matrix so that 
we don't need to add other specialization of MatrixBase::operator=, Matrix::=,
and Matrix::Matrix(...)
 2009-07-07 09:05:20 +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
889726bf7c add matrixQR() method exposing the storage. that's where the householder thing impacts the API. 2009-07-06 17:24:11 +02:00
Benoit Jacob
e057beee4e fix some search-and-replace damage 2009-07-06 17:20:07 +02:00
Benoit Jacob
e093b43b2c * rename QR to HouseholderQR because really that impacts the API, not just the impl. 
* rename qr() to householderQr(), for same reason.
* clarify that it's non-pivoting, non-rank-revealing, so remove all the rank API, make solve() be void instead of bool, update the docs/test, etc.
* fix warning in SVD
 2009-07-06 17:12:10 +02:00
Gael Guennebaud
f84bd3e7b1 include the fixes of the third edition 2009-07-06 15:01:30 +02:00
Gael Guennebaud
0c2232e5d9 quick reimplementation of SVD from the numeral recipes book: 
this is still not Eigen style code but at least it works for
n>m and it is more accurate than the JAMA based version. (I needed
it now, this is why I did that)
 2009-07-06 13:47:41 +02:00
Gael Guennebaud
0cd158820c switch from eigensolver to SVD which seems to be more accurate with float 2009-07-06 11:15:38 +02:00
Gael Guennebaud
90f1e24579 significantly improve the accuracy of setFromTwoVectors (fixes #21) 2009-07-06 10:35:20 +02:00
Gael Guennebaud
ecc4f07af5 fix doc of Quaternion::setFromTwoVectors 2009-07-06 09:17:25 +02:00
Gael Guennebaud
c6f610093b add a VectorBlock expr as a specialization of Block 2009-07-05 11:33:55 +02:00
Gael Guennebaud
eec334c604 fixes a segfault 2009-07-05 10:48:57 +02:00
Gael Guennebaud
08e419dcb1 * update sparse module wrt new diagonal matrix impl 
* fix a bug is SparseMatrix
 2009-07-04 11:16:27 +02:00
Gael Guennebaud
d457ec5810 fix #20: SVD::solve() now resize the result 2009-07-04 09:28:11 +02:00
Benoit Jacob
7b750182f2 * polish computeInverseWithCheck to share more code, fix documentation, fix coding style 
* add snippet for computeInverseWithCheck documentation
* expand unit-tests to cover computeInverseWithCheck
 2009-06-29 22:07:37 +02:00
Manuel Yguel
126a031a39 computeInverseWithCheck method added to matrix base (specialization for 1D to 4D) 2009-06-29 20:47:37 +02:00
Benoit Jacob
632cb7a4a1 patch by Myguel from the forum: fix documentation 2009-06-29 19:26:20 +02:00
Benoit Jacob
2de9b7f537 fully vectorize DiagonalProduct 
(it used to be partially vectorized and that had been lost in the big changes from the previous commit)
 2009-06-29 04:01:31 +02:00
Benoit Jacob
bf91003d37 FreeBSD: determine precisely when malloc is 16-byte aligned 2009-06-29 00:08:34 +02:00
Benoit Jacob
5eabf2b75d double precision() : change to 1e-12 instead of 1e-11 (as discussed several times on the list) 2009-06-29 00:00:29 +02:00
Benoit Jacob
6809f7b1cd new implementation of diagonal matrices and diagonal matrix expressions 2009-06-28 21:27:37 +02:00
Benoit Jacob
fc9000f23e only disable the inline ASM if we're NEITHER gcc nor icc. right ?? 2009-06-26 05:32:21 +02:00
Benoit Jacob
6ccb97620a patch by Patrick Mihelich: use empty struct + anonymous namespace for NoChange 2009-06-25 03:33:47 +02:00
Benoit Jacob
903acf0d5c add missing code snippets for newer Matrix methods and PartialLU::solve() 2009-06-25 00:57:51 +02:00
Benoit Jacob
03ad303d14 * add resize(int, NoChange) and resize(NoChange, int) 
* add missing assert in resize(int)
* add examples for all resize variants
* expand docs (part of which is from Tim Hutt's e-mail)
 2009-06-24 22:07:03 +02:00
Benoit Jacob
96dca681b0 use <...> for system headers 2009-06-24 16:35:02 +02:00
Gael Guennebaud
a44f7cf440 re-enable the fast unaligned loads for gcc and icc using inline assembly 
(this allows to avoid incompatible pointer casts and to specify the dependency to the data explicitely)
 2009-06-24 10:48:36 +02:00
Gael Guennebaud
aa17b5b514 use the slower unaligned load intrinsics in ei_ploadu because GCC mess up with my tricks 2009-06-23 23:28:34 +02:00
Benoit Jacob
7d48ed4be3 refine the check to disable alignment. now it's disabled on gcc3 (where we don't vectorize anyway) 2009-06-21 04:56:01 +02:00
Benoit Jacob
8be088bfb0 add Eigen/Eigen 2009-06-19 20:46:55 +02:00
Benoit Jacob
fe8ab0147b add "Dense" header 2009-06-19 19:09:35 +02:00
Benoit Jacob
032594cee2 forward port fix to #12 2009-06-19 18:51:15 +02:00
Benoit Jacob
a57325e971 fix #14: make llt::solve() and also ldlt::solve() work with uninitialized result 2009-06-19 17:01:32 +02:00
Moritz Lenz
c6e81869d0 fixed typo in SuperLUSupport.h 2009-06-17 11:55:57 +02:00
Gael Guennebaud
627595ad19 * rename PartialRedux to VectorwiseOp 
* add VectorwiseOp's +, -, +=, -= operators
 2009-06-10 11:20:30 +02:00
Gael Guennebaud
f3fd7fd22b fix #11: now the default Transform ctor set the last row in Affine mode. 2009-06-10 09:35:04 +02:00
Gael Guennebaud
d97d307fcf SparseMatrix::resize() always resets the matrix to an empty one 2009-06-08 14:12:11 +02:00
Gael Guennebaud
55de162cf6 fix #10: the reallocateSparse function was half coded 2009-06-08 14:05:23 +02:00
Hauke Heibel
f26c691678 Renamed internal helper functions from the Memory header. 2009-06-04 17:25:15 +02:00
Hauke Heibel
5f04f8eb6b Fixes #9. Thanks to the (unknown) bug contributor. 2009-06-04 09:11:35 +02:00
Hauke Heibel
6530c8f5b4 A much simplified version of the earlier commit introducing way fewer changes compared to changeset f292d2352e 
.
The reason of the previous commit was incorrect. The smart pointers issues were actually a result of issue 9.
 2009-06-03 22:22:15 +02:00
Hauke Heibel
71e5cbcbc4 Added specializations for DontAlign when using Dynamic matrices. 
This allows users to store Matrices in smart pointers without the
need for a specialized allocator/de-allocator.
 2009-06-03 16:47:38 +02:00
Hauke Heibel
f292d2352e Relaxed checks againts _MaxRows and _MaxCols in Matrix::_check_template_params(). 2009-05-29 09:09:48 +02:00
Benoit Jacob
ee92009fd8 make Umeyama, and its unit-test, work for me on gcc 4.3 2009-05-27 23:10:24 +02:00
Benoit Jacob
86be59124d fix the static assert checking the size template parameters. 2009-05-27 23:07:29 +02:00
Hauke Heibel
4d1e492c00 * Umeyama has now similar performance for RowMajor and ColMajor layouts. 
* Fixed a bug in umeyama for fixed size matrices.
* Fixed the umeyama unit test for fixed size matrices.
* Added XprHelper::ei_plain_matrix_type_row_major.
 2009-05-27 19:24:05 +02:00
Hauke Heibel
db5647abae Added Umeyama implementation. 2009-05-26 19:22:25 +02:00
Gael Guennebaud
9d5728c511 fix #4 
and also improve performance of Tridiag::diag/subDiag at the same time
 2009-05-23 13:31:20 +00:00
Benoit Jacob
42848498aa fixes #5 : freebsd really has aligned malloc 2009-05-22 23:54:52 +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
Thomas Capricelli
0ed7c2f6d7 fix typo 2009-05-22 19:46:29 +02:00
Hauke Heibel
c7303a876f Oops, here the actual LLT and LDLT patch. 2009-05-22 15:58:20 +02:00
Hauke Heibel
0523b64fe9 Eigensolver decomposition interface unification. 
Added default ctor and public compute method as
well as safe-guards against uninitialized usage.
Added unit tests for the safe-guards.
 2009-05-22 14:27:58 +02:00
Hauke Heibel
2c247fc8a8 LU and PartialLU decomposition interface unification. 
Added default ctor and public compute method as well
as safe-guards against uninitialized usage.
Added unit tests for the safe-guards.
 2009-05-22 14:27:58 +02:00
Hauke Heibel
5c5789cf0f QR and SVD decomposition interface unification. 
Added default ctor and public compute method as
well as safe-guards against uninitialized usage.
Added unit tests for the safe-guards.
 2009-05-22 14:27:58 +02:00
Benoit Jacob
c7baddb132 add internal comment (mostly a pretext to test the eigen-commits list) 2009-05-20 16:54:40 +02:00
Gael Guennebaud
dd45c4805c * add a writable generic coeff wise expression (CwiseUnaryView) 
* add writable .real() and .imag() functions
 2009-05-20 15:41:23 +02:00
Benoit Jacob
a697cb4094 fix comments (old comments that were copied from LU) 2009-05-19 21:54:29 +02:00
Gael Guennebaud
510029f2bc * optimize sum() for sparse matrices and vectors 
* fix the row()/col() functions of some InnerVector
 2009-05-19 09:40:00 +02:00
Gael Guennebaud
b83d9b48fa fix compilation with ICC 2009-05-18 18:26:45 +02:00
Gael Guennebaud
c8629e12f4 fix #3, remove inline keywords in QtAlignedMalloc (MSVC fix) 2009-05-18 18:09:21 +02:00
Gael Guennebaud
e186728867 fix #1 : need to nest by value the affine part in homogeneous product 2009-05-18 17:55:50 +02:00
Gael Guennebaud
e0832d5d93 fix bug reported by Moritz Lenz about random setter 2009-05-18 17:26:01 +02:00
Benoit Jacob
934d6b4749 fix #2, bug in Diagonal::MaxRowsAtCompileTime when Index==Dynamic 2009-05-17 16:00:56 +02:00
Benoit Jacob
dd390470e1 simplification (no reason anymore to write that in that convoluted way) 2009-05-15 16:05:45 +00:00
Benoit Jacob
5ee9f1a705 argh, forgot to re-add the throw() 2009-05-15 15:54:52 +00:00
Benoit Jacob
126284d08b * fix bugs in EigenTesting.cmake: it didn't work with -DEIGEN_NO_ASSERTION_CHECKING=ON 
* only try...catch if exceptions are enabled
 2009-05-15 15:53:26 +00:00
Benoit Jacob
7c14e1eac4 add partial-pivoting LU decomposition 
the name 'PartialLU' is not meant to be definitive!
make inverse() and determinant() use it, so it's *almost* considered
well tested.
 2009-05-13 02:02:22 +00:00
Gael Guennebaud
f5b5571a5a compilation fixes 2009-05-12 07:32:34 +00:00
Gael Guennebaud
6a4e94f349 bugfix from Jens Mueller (s/RowMajor/IsRowMajor) 2009-05-11 10:59:27 +00:00
Benoit Jacob
9afd1324fd constant Diagonal ---> DiagonalBits 
introduce ei_is_diagonal to check for it
DiagonalCoeffs ---> Diagonal and allow Index to by Dynamic
-> add MatrixBase::diagonal(int) with unittest and doc
 2009-05-10 16:24:39 +00:00
Benoit Jacob
c500415e18 result of our experiments with LU tuning: implement very simple formula, that 
turns out to be similar to Higham's formula already in use in LDLt
 2009-05-07 20:35:26 +00:00
Gael Guennebaud
b6c76c30cd apply patch from Hauke Heibel cleaning overloaded operator new/detete 2009-05-07 20:33:48 +00:00
Benoit Jacob
47fc3858b9 oops, didn't want to commit that 2009-05-07 18:40:06 +00:00
Benoit Jacob
c8a22dbc08 CREDIT Hauke Heibel, more std::vector::insert fixes 2009-05-07 18:38:07 +00:00
Gael Guennebaud
6dffdca123 fix realloc when initial size was 0 (bug reported by Jens Mueller) 2009-05-07 13:13:42 +00:00
Benoit Jacob
4f0af00e51 *add missing overloads of setZero, etc... that were mentioned in the tutorial 
--->they go into Matrix as they resize.
*add isConstant() alias to isApproxToConstant()
*extend unit-test
*change an assert into a static assert
 2009-05-06 21:40:24 +00:00
Benoit Jacob
0c0d38272e add copyright on two public headers that are not so trivial... 2009-05-06 15:48:28 +00:00