Commit Graph

75 Commits

Author SHA1 Message Date
Gael Guennebaud
7f7839c12f Add documentation and exemples for inplace decomposition. 2016-07-04 17:18:26 +02:00
Gael Guennebaud
32a41ee659 bug #707: add inplace decomposition through Ref<> for Cholesky, LU and QR decompositions. 2016-07-04 15:13:35 +02:00
Gael Guennebaud
66e99ab6a1 Relax mixing-type constraints for binary coefficient-wise operators:
- Replace internal::scalar_product_traits<A,B> by Eigen::ScalarBinaryOpTraits<A,B,OP>
- Remove the "functor_is_product_like" helper (was pretty ugly)
- Currently, OP is not used, but it is available to the user for fine grained tuning
- Currently, only the following operators have been generalized: *,/,+,-,=,*=,/=,+=,-=
- TODO: generalize all other binray operators (comparisons,pow,etc.)
- TODO: handle "scalar op array" operators (currently only * is handled)
- TODO: move the handling of the "void" scalar type to ScalarBinaryOpTraits
2016-06-06 15:11:41 +02:00
Gael Guennebaud
bebc5a2147 Fix/handle some int-to-long conversions. 2016-05-26 17:35:53 +02:00
Gael Guennebaud
00c29c2cae Store permutation's determinant as char.
This also fixes some long to float conversion warnings
2016-05-26 17:34:23 +02:00
Gael Guennebaud
3551dea887 Cleaning pass on rcond estimator. 2016-04-14 16:45:41 +02:00
Rasmus Munk Larsen
86e0ed81f8 Addresses comments on Eigen pull request PR-174.
* Get rid of code-duplication for real vs. complex matrices.
* Fix flipped arguments to select.
* Make the condition estimation functions free functions.
* Use Vector::Unit() to generate canonical unit vectors.
* Misc. cleanup.
2016-04-04 14:20:01 -07:00
Rasmus Munk Larsen
1aa89fb855 Add matrix condition estimator module that implements the Higham/Hager algorithm from http://www.maths.manchester.ac.uk/~higham/narep/narep135.pdf used in LPACK. Add rcond() methods to FullPivLU and PartialPivLU. 2016-04-01 10:27:59 -07:00
Gael Guennebaud
8b0d1eb0f7 Fix numerous doxygen shortcomings, and workaround some clang -Wdocumentation warnings 2016-01-01 21:45:06 +01:00
Gael Guennebaud
0bb12fa614 Add LU::transpose().solve() and LU::adjoint().solve() API. 2015-12-01 14:38:47 +01:00
Rasmus Munk Larsen
1663d15da7 Add internal method _solve_impl_transposed() to LU decomposition classes that solves A^T x = b or A^* x = b. 2015-11-30 13:39:24 -08:00
Gael Guennebaud
7031a851d4 Generalize matrix ctor and compute() method of dense decomposition to 1) limit temporaries, 2) forward expressions to nested decompositions, 3) fix ambiguous ctor instanciation for square decomposition 2015-09-07 10:42:04 +02:00
Gael Guennebaud
8580eb6808 bug #949: add static assertion for incompatible scalar types in dense end-user decompositions. 2015-03-13 21:06:20 +01:00
Marc Glisse
37a93c4263 New scoring functor to select the pivot.
This is can be useful for non-floating point scalars, where choosing the biggest element is generally not the best choice.
2015-03-03 17:08:28 +01:00
Gael Guennebaud
cc641aabb7 Remove deprecated usage of expr::Index. 2015-02-16 14:46:51 +01:00
Gael Guennebaud
fc202bab39 Index refactoring: StorageIndex must be used for storage only (and locally when it make sense). In all other cases use the global Index type. 2015-02-13 18:57:41 +01:00
Christoph Hertzberg
e8cdbedefb bug #877, bug #572: Introduce a global Index typedef. Rename Sparse*::Index to StorageIndex, make Dense*::StorageIndex an alias to DenseIndex. Overall this commit gets rid of all Index conversion warnings. 2014-12-04 22:48:53 +01:00
Christoph Hertzberg
36448c9e28 Make constructors explicit if they could lead to unintended implicit conversion 2014-09-23 14:28:23 +02:00
Gael Guennebaud
0ca43f7e9a Remove deprecated code not used by evaluators 2014-09-18 15:15:27 +02:00
Gael Guennebaud
a325d1cb1e merge with default branch 2014-07-18 11:02:22 +02:00
Gael Guennebaud
77af4cc3c9 bug #397: add a warning for 64 to 32 bit integer conversion and fix many of these warning by splitting the index type used for storage and as size/coefficient indexes in PermutationMatrix and Transpositions. 2014-07-17 13:34:26 +02:00
Gael Guennebaud
61b88d2feb merge with default branch 2014-07-02 09:35:37 +02:00
Christoph Hertzberg
324e7e8fc9 Removed the deprecated EIGEN2_SUPPORT, as previously announced. A compilation error is raised, if this compile-switch is defined. The documentation references to the corresponding pages from Eigen3.2 now. Also, the Eigen2 testsuite has been removed. 2014-07-01 16:58:11 +02:00
Gael Guennebaud
1e0c2f6ddb Hide some deprecated classes. 2014-02-24 11:41:19 +01:00
Gael Guennebaud
93125e372d Port LU module to evaluators (except image() and kernel()) 2014-02-20 15:26:15 +01:00
Gael Guennebaud
9cd2d14005 merge with default branch 2013-04-19 11:21:39 +02:00
Gael Guennebaud
d8f1035355 Fix a couple of int versus Index issues. 2013-04-09 09:43:00 +02:00
Gael Guennebaud
5dda7842ca Add assertion on the input matrix size in factorizations relying on permutations of 32bits int 2013-02-26 11:42:32 +01:00
Gael Guennebaud
5adcc6c7b4 Add support for NVCC5: most of the Core and part of LU are callable from CUDA code.
Still a lot to do.
2013-02-07 19:06:14 +01:00
Benoit Jacob
69124cfca2 Automatic relicensing to MPL2 using Keirs script. Manual fixup follows. 2012-07-13 14:42:47 -04:00
Jitse Niesen
3c412183b2 Get rid of include directives inside namespace blocks (bug #339). 2012-04-15 11:06:28 +01:00
Gael Guennebaud
22bff949c8 protect calls to min and max with parentheses to make Eigen compatible with default windows.h
(transplanted from 49b6e9143e
)
2011-07-21 11:19:36 +02:00
Gael Guennebaud
46bee5682f clean a bit previous patch (ctor vs static_cast and a few bits) 2011-05-23 13:34:04 +02:00
David H. Bailey
074b067624 fix implicit scalar conversions (needed to support fancy scalar types, see bug #276) 2011-05-23 11:20:13 +02:00
Gael Guennebaud
98285ba81c merge 2011-01-26 16:36:07 +01:00
Gael Guennebaud
15ef62ca43 extend PermutationMatrix and Transpositions to support arbitrary interger types and to support the Map/Wrapper model via base and derived classes 2011-01-26 16:33:23 +01:00
Benoit Jacob
09d1923f61 eigen2: pass lu test 2011-01-25 10:02:36 -05:00
Gael Guennebaud
5010033d88 do not stop the factorization if one pivot is exactly 0, and return the
index of the first zero pivot if any
2011-01-17 11:11:22 +01:00
Benoit Jacob
4716040703 bug #86 : use internal:: namespace instead of ei_ prefix 2010-10-25 10:15:22 -04:00
Gael Guennebaud
28e64b0da3 email change 2010-06-24 23:21:58 +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
50e43bc75a * add Transpositions to PermutationMatrix conversion
* make PartialPivLu uses the  Transpositions class
2010-06-08 22:23:11 +02:00
Gael Guennebaud
8350ab9fb8 * remove ei_index, and let ei_traits propagate the index types
* add an Index type template parapeter to sparse objects
2010-06-03 08:41:11 +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
Benoit Jacob
9962c59b56 * implement the corner() API change: new methods topLeftCorner() etc
* get rid of BlockReturnType: it was not needed, and code was not always using it consistently anyway
* add topRows(), leftCols(), bottomRows(), rightCols()
* add corners unit-test covering all of that
* adapt docs, expand "porting from eigen 2 to 3"
* adapt Eigen2Support
2010-04-22 14:11:18 -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
0ab431d7b8 * merge with mainline
* adapt Eigenvalues module to the new rule that the RowMajorBit must have the proper value for vectors
* Fix RowMajorBit in ei_traits<ProductBase>
* Fix vectorizability logic in CoeffBasedProduct
2010-04-16 11:25:50 -04:00
Thomas Capricelli
0a5c2d8a54 fix misc warnings, more importantly when NDEBUG is defined, assert() is a
nop.
2010-03-27 18:58:29 +01:00
Benoit Jacob
547269da35 fix the flags and matrix options, to always have the right RowMajor bit in the vector case 2010-03-19 02:12:23 -04:00
Adolfo Rodriguez Tsouroukdissian
5a36f4a8d1 Propagate all five matrix template parameters to members and temporaries of decomposition classes. One particular advantage of this is that decomposing matrices with max sizes known at compile time will not allocate.
NOTE: The ComplexEigenSolver class currently _does_ allocate (line 135 of Eigenvalues/ComplexEigenSolver.h), but the reason appears to be in the implementation of matrix-matrix products, and not in the decomposition itself.
The nomalloc unit test has been extended to verify that decompositions do not allocate when max sizes are specified. There are currently two workarounds to prevent the test from failing (see comments in test/nomalloc.cpp), both of which are related to matrix products that allocate on the stack.
2010-03-08 19:31:27 +01:00