140 Commits

Author SHA1 Message Date
Benoit Jacob
60325b8330 actually, this is not even meant to be a termination criterion. so the proper fix is this. 2010-02-23 16:10:26 -05:00
Benoit Jacob
3d066f4bc7 LDLT:
* fix bug thanks to Ben Goodrich: we were terminating at the wrong place, leaving some matrix coefficients with wrong values.
* don't use Higham's formula here: we're not trying to be rank-revealing.
2010-02-23 16:05:37 -05:00
Gael Guennebaud
608959aa6f compilation fix in ldlt() for non matrix types 2010-02-21 10:29:19 +01:00
Hauke Heibel
abc8c01080 Renamed PlainMatrixType to PlainObject (Array != Matrix).
Renamed ReturnByValue::ReturnMatrixType ReturnByValue::ReturnType (again, Array != Matrix).
2010-02-20 15:53:57 +01:00
Gael Guennebaud
fe0827495a * move dummy_precision and epsilon to NumTraits
* make NumTraits inherits std::numeric_limits
2010-02-10 10:52:28 +01:00
Hauke Heibel
871698d3aa Introduced NestParentByRefBit and NestByRefBit - this should fix temporaries related to nested products.
Fixed a few typos and a few warnings.
2010-02-06 17:43:32 +01:00
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
Gael Guennebaud
9d9e00b608 merge and add start/end to Eigen2Support 2010-01-05 13:07:32 +01:00
Benoit Jacob
39ac57fa6d Big renaming:
start ---> head
  end   ---> tail
Much frustration with sed syntax. Need to learn perl some day.
2010-01-04 21:24:43 -05:00
Hauke Heibel
832045d363 Warning 4512 (assignment operators could not be generated) is now simply disabled.
All unimplemented assignment operators have been removed.
2009-12-14 10:32:43 +01:00
Hauke Heibel
d088ee35f6 Added to possibility to compile unit tests at maximum warning level.
Silenced (amongst others) many conversion related warnings.
2009-12-12 11:39:07 +01:00
Gael Guennebaud
e3d890bc5a Another big refactoring change:
* add a new Eigen2Support module including Cwise, Flagged, and some other deprecated stuff
* add a few cwiseXxx functions
* adapt a few modules to use cwiseXxx instead of the .cwise() prefix
2009-11-18 18:15:19 +01:00
Benoit Jacob
9a0900e33e last round of changes, mainly to return derived types instead of base types, and fix various compilation issues 2009-11-09 07:51:31 -05:00
Benoit Jacob
e4e58e8337 simplifications in the ei_solve_impl system, factor out some boilerplate code 2009-11-08 16:51:41 -05:00
Benoit Jacob
0182695204 move cholesky to ei_xxx_return_value 2009-11-03 11:34:45 -05:00
Benoit Jacob
6b48e932e9 *port the Cholesky module to the new solve() API
*improve documentation
2009-10-29 21:11:05 -04:00
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
Hauke Heibel
ab6eb6a1a4 Adaptions from .lazy() towards .noalias().
Added missing casts.
2009-08-31 17:29:37 +02:00
Benoit Jacob
ee982709d3 in all decs, make the compute() methods return *this
(implements feature request #18)
2009-08-15 23:12:39 -04:00
Benoit Jacob
22ae236d4e machine_epsilon -> epsilon as wrapper around numeric_traits 2009-08-14 15:12:32 -04:00
Gael Guennebaud
1d4fea48b5 fix a couple of compilations issues 2009-08-06 14:10:02 +02:00
Gael Guennebaud
54804eb626 synch with main branch 2009-07-28 17:35:07 +02:00
Gael Guennebaud
4375c043ac minor compilation fixes for Sun CC and ICC 2009-07-20 13:27:41 +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
a57325e971 fix #14: make llt::solve() and also ldlt::solve() work with uninitialized result 2009-06-19 17:01:32 +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
Hauke Heibel
c7303a876f Oops, here the actual LLT and LDLT patch. 2009-05-22 15:58:20 +02:00
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
2f45eeb0c6 More Cholesky fixes.
* Cholesky decs are NOT rank revealing so remove all the rank/isPositiveDefinite etc stuff.
* fix bug in LLT: s/return/continue/
* introduce machine_epsilon constants, they are actually needed for Higman's formula determining
  the cutoff in Cholesky. Btw fix the page reference to his book (chat with Keir).
* solve methods always return true, since this isn't a rank revealing dec. Actually... they already did always return true!! Now it's explicit.
* updated dox and unit-test
2009-04-01 00:21:16 +00:00
Benoit Jacob
bf596d0b3a add adjointInPlace() and add documentation warnings on adjoint() and transpose() about aliasing effects. 2009-03-31 13:55:40 +00:00
Benoit Jacob
a1ba995f05 Many improvements in LLT and LDLT:
* in LDLT, support the negative semidefinite case
* fix bad floating-point comparisons, improves greatly the accuracy of methods like
  isPositiveDefinite() and rank()
* simplifications
* identify (but not resolve) bug: claim that only triangular part is used, is inaccurate
* expanded unit-tests
2009-03-30 21:45:45 +00:00
Gael Guennebaud
19b035ee11 s/cholesky/llt in precompiled lib and BTL 2009-02-06 14:01:01 +00:00
Gael Guennebaud
41f80b26cb bugfix in LDLt for size==1 2009-02-04 20:20:34 +00:00
Keir Mierle
b9a82be727 Add full pivoting to LDLT decomposition. 2009-02-03 17:50:35 +00:00
Gael Guennebaud
cf89d9371a LLT: makes the non positive definite test less strict, but we still need
something better.
2009-01-27 23:01:53 +00:00
Benoit Jacob
9e00d94543 * the Upper->UpperTriangular change
* finally get ei_add_test right
2008-12-20 13:36:12 +00:00
Benoit Jacob
fabaa6915b * fix in IO.h, a useless copy was made because of assignment from
Derived to MatrixBase.
* the optimization of eval() for Matrix now consists in a partial
  specialization of ei_eval, which returns a reference type for Matrix.
  No overriding of eval() in Matrix anymore. Consequence: careful,
  ei_eval is no longer guaranteed to give a plain matrix type!
  For that, use ei_plain_matrix_type, or the PlainMatrixType typedef.
* so lots of changes to adapt to that everywhere. Hope this doesn't
  break (too much) MSVC compilation.
* add code examples for the new image() stuff.
* lower a bit the precision for floats in the unit tests as
  we were already doing some workarounds in inverse.cpp and we got some
  failed tests.
2008-12-18 20:36:25 +00:00
Gael Guennebaud
727dfa1c43 fix some documentation issues 2008-10-17 11:20:46 +00:00
Gael Guennebaud
765219aa51 Big API change in Cholesky module:
* rename Cholesky to LLT
 * rename CholeskyWithoutSquareRoot to LDLT
 * rename MatrixBase::cholesky() to llt()
 * rename MatrixBase::choleskyNoSqrt() to ldlt()
 * make {LLT,LDLT}::solve() API consistent with other modules

Note that we are going to keep a source compatibility untill the next beta release.
E.g., the "old" Cholesky* classes, etc are still available for some time.
To be clear, Eigen beta2 should be (hopefully) source compatible with beta1,
and so beta2 will contain all the deprecated API of beta1. Those features marked
as deprecated will be removed in beta3 (or in the final 2.0 if there is no beta 3 !).

Also includes various updated in sparse Cholesky.
2008-10-13 15:53:27 +00:00