GitHub-Proxy/eigen
1
0
Fork 0
mirror of https://gitlab.com/libeigen/eigen.git synced 2025-09-11 08:53:14 +08:00
Code Issues Packages Projects Releases Wiki Activity
12,801 Commits 13 Branches 89 Tags
Commit Graph

140 Commits

Author SHA1 Message Date
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
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
b29b81a1f4 merge with default branch 2014-06-20 15:55:44 +02:00
Jitse Niesen
a91a7a1964 doc: Add references to Cholesky methods in SelfAdjointView. 2014-04-07 14:14:48 +01:00
Gael Guennebaud
74b1d79d77 merge default and evaluator branches 2014-03-12 16:24:25 +01:00
Gael Guennebaud
082f7ddc37 Port Cholesky module to evaluators 2014-03-11 13:33:44 +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
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
Gael Guennebaud
55b57fcba6 Disable some shortcuts with nvcc 2013-07-31 16:56:31 +02:00
Gael Guennebaud
2f593ee67c merge with main branch 2013-07-17 13:21:35 +02:00
Gael Guennebaud
62670c83a0 Fix bug #314: move remaining math functions from internal to numext namespace 2013-06-10 23:40:56 +02:00
Gael Guennebaud
a69b4b092b Fix bug #608: the sign computation in LDLT was broken 2013-06-09 23:19:32 +02:00
Gael Guennebaud
9cd2d14005 merge with default branch 2013-04-19 11:21:39 +02:00
Gael Guennebaud
12439e1249 Port SelfCwiseBinaryOp and Dot.h to nvcc, fix portability issue with std::min/max 2013-04-05 16:35:49 +02:00
Gael Guennebaud
12a1313b09 bug #482: pass scalar arguments by const references. Still remains a few cases that might affect the ABI (see the bug entry) 2013-02-25 18:05:57 +01:00
Gael Guennebaud
925a5b7d07 Fix bug #535: unused variable warnings 2012-12-16 20:21:28 +01:00
Gael Guennebaud
a76fbbf397 Fix bug #314: 
- remove most of the metaprogramming kung fu in MathFunctions.h (only keep functions that differs from the std)
- remove the overloads for array expression that were in the std namespace
 2012-11-06 15:25:50 +01:00
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
5dbdde0420 Fix bug #480: workaround the Android NDK defining isfinite as a macro 2012-07-05 17:22:25 +02:00
Gael Guennebaud
aa3daad883 fix a warning and formatting 2012-06-15 09:16:10 +02:00
Jitse Niesen
3c412183b2 Get rid of include directives inside namespace blocks (bug #339). 2012-04-15 11:06:28 +01:00
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
fe85b7ebc6 fix several const qualifier issues: double ones, meaningless ones, some missing ones, etc. 
(note that const qualifiers are set by internall::nested)
 2012-02-03 23:18:26 +01:00
Gael Guennebaud
9c86ee2695 fix static inline versus inline static issues (the former is the correct order) 2012-01-31 12:58:52 +01:00
Gael Guennebaud
0d03492e1e std::isfinite is non standard 2012-01-23 21:49:00 +01:00
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
Igor Krivenko
36457178f9 bug #352:properly cast constants 2011-12-09 23:38:41 +01:00
Gael Guennebaud
d400a6245e fix compilation with EIGEN_NO_DEBUG 2011-12-09 23:42:39 +01:00
Gael Guennebaud
38277e8a9b feature 319: fix LDLT::rankUpdate for complex/upper, simply the algortihm, update copyrights 2011-12-09 23:08:38 +01:00
Tim Holy
2d7c3eea53 feature 319: Add update and downdate functionality to LDLT 2011-12-09 21:04:44 +01:00
Jitse Niesen
45a6bb34c3 Add simple example on how to compute Cholesky decomposition. 2011-11-07 17:14:06 +00:00
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
Benoit Jacob
a1f5ea8954 make eigen2 cholesky test pass 2011-01-28 13:04:23 -05:00
Benoit Jacob
75b7d98665 bug #54 - really fix const correctness except in Sparse 2010-12-22 17:45:37 -05:00
Benoit Jacob
4716040703 bug #86 : use internal:: namespace instead of ei_ prefix 2010-10-25 10:15:22 -04:00
Gael Guennebaud
01fad14d78 mark LLT/LDLT solveInPlace func internal and rm their boolean returned value 2010-10-05 15:56:50 +02:00
Gael Guennebaud
28e64b0da3 email change 2010-06-24 23:21:58 +02:00
Hauke Heibel
d132b5b061 Correct the options computation for RowMajor matrices. 2010-06-22 09:30:08 +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
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
Gael Guennebaud
4159db979d make LDLT uses only the lower triangular part 2010-06-03 21:33:47 +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
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
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
f7aa9873ca * fix LDLT's default ctor use 
* add a reconstructedMatrix() function to LDLT for debug purpose
 2010-02-24 10:40:16 +01:00