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Michael Figurnov 5172a32849 Updated the stopping criteria in igammac_cf_impl. 
Previously, when computing the derivative, it used a relative error threshold. Now it uses an absolute error threshold. The behavior for computing the value is unchanged. This makes more sense since we do not expect the derivative to often be close to zero. This change makes the derivatives about 30% faster across the board. The error for the igamma_der_a is almost unchanged, while for gamma_sample_der_alpha it is a bit worse for float32 and unchanged for float64.
2018-06-07 12:03:58 +01:00
bench MIsc. source and comment typos 2018-03-11 10:01:44 -04:00
blas MIsc. source and comment typos 2018-03-11 10:01:44 -04:00
cmake Add an option to test with external BLAS library 2018-05-22 21:04:32 +02:00
debug MIsc. source and comment typos 2018-03-11 10:01:44 -04:00
demos Fixed compilation error due to obsolete internal::abs and internal::sqrt function calls 2014-03-26 22:02:48 -04:00
doc Doc: add aliasing in common pitfaffs. 2018-05-29 22:37:47 +02:00
Eigen Derivative of the incomplete Gamma function and the sample of a Gamma random variable. 2018-06-06 18:49:26 +01:00
failtest Add unit tests for bug #981: valid and invalid usage of ternary operator 2015-09-09 11:38:25 +02:00
lapack MIsc. source and comment typos 2018-03-11 10:01:44 -04:00
scripts Make buildtests.in more robust 2017-06-12 17:11:06 +00:00
test Search for sequential Pastix. 2018-05-29 20:49:25 +02:00
unsupported Updated the stopping criteria in igammac_cf_impl. 2018-06-07 12:03:58 +01:00
.hgeol Added a pattern which forces LF line endings for *.sh files. 2013-07-31 18:20:58 +02:00
.hgignore ignore all *build* sub directories 2017-12-14 14:22:14 +01:00
CMakeLists.txt Don't run hg on non mercurial clone 2018-05-31 21:21:57 +02:00
COPYING.BSD Intel(R) MKL support added. 2011-12-05 14:52:21 +07:00
COPYING.GPL there's no reason why we should follow the FSF's stupid recommendation for the naming of these files, right? This could give the wrong impression that Eigen is only GPL-licensed. 2009-11-14 23:26:07 -05:00
COPYING.LGPL Replace COPYING.LGPL by a copy of the LGPL 2.1 (instead of LGPL 3). 2012-09-10 13:27:44 -04:00
COPYING.MINPACK add COPYING.MINPACK 2012-07-15 11:46:22 -04:00
COPYING.MPL2 add COPYING.MPL2 2012-07-15 10:20:59 -04:00
COPYING.README Replace COPYING.LGPL by a copy of the LGPL 2.1 (instead of LGPL 3). 2012-09-10 13:27:44 -04:00
CTestConfig.cmake swap 3.2 <-> default CTestConfig.cmake file 2014-03-05 10:07:44 +01:00
CTestCustom.cmake.in Reduce maximum number of warnings/errors. (they took GBs even for limited period of time) 2013-06-20 17:39:15 +02:00
eigen3.pc.in Further fixes for CMAKE_INSTALL_PREFIX correctness 2015-11-07 21:29:24 -05:00
INSTALL finally, the right fix: set CTEST_BUILD_TARGET. 2009-10-04 20:27:44 -04:00
README.md Add links where to make PRs and report bugs into README.md 2018-04-13 21:05:28 +00:00
signature_of_eigen3_matrix_library improve the scripts for building unit tests: 2009-11-25 21:26:37 -05:00

README.md

Eigen is a C++ template library for linear algebra: matrices, vectors, numerical solvers, and related algorithms.

For more information go to http://eigen.tuxfamily.org/.

For pull request please only use the official repository at https://bitbucket.org/eigen/eigen.

For bug reports and feature requests go to http://eigen.tuxfamily.org/bz.