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212 Commits

Author SHA1 Message Date
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
Gael Guennebaud
d738bedc5b remove redundant declaration (fix compilation with clang 3.0) 2011-12-11 11:45:03 +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
karturov
015c331252 Intel(R) MKL support added. 
* * *
License disclaimer changed to BSD license for MKL_support.h
* * *
Pardiso support fixed, test added.
blas/lapack tests fixed: Scalar parameter was added in Cholesky, product_matrix_vector_triangular remaned to triangular_matrix_vector_product.
* * *
PARDISO test was added physically.
 2011-12-05 14:52:21 +07:00
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
Gael Guennebaud
22bff949c8 protect calls to min and max with parentheses to make Eigen compatible with default windows.h 
(transplanted from 49b6e9143e1d74441924c0c313536e263e12a55c
)
 2011-07-21 11:19:36 +02:00
Gael Guennebaud
38a4e3053d fix LLT rank one update for "upper" hermitian matrices 2011-07-19 10:09:43 +02:00
Jitse Niesen
16db255333 Fix compilation of cholesky rank update test. 2011-06-24 13:41:23 +01:00
Gael Guennebaud
2f32e48517 New feature: add rank one update in Cholesky decomposition 2011-06-20 15:05:50 +02:00
Benoit Jacob
a1f5ea8954 make eigen2 cholesky test pass 2011-01-28 13:04:23 -05:00
Gael Guennebaud
ef3e690a0c return the index of the first non positive diagonal entry (more useful than simply true or false) 2011-01-17 11:09:03 +01:00
Benoit Jacob
75b7d98665 bug #54 - really fix const correctness except in Sparse 2010-12-22 17:45:37 -05:00
Gael Guennebaud
17de59278b simplification 2010-12-09 19:47:02 +01:00
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
03331552a9 add a info() function in LLT to report on succes/faillure 2010-06-12 10:12:22 +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
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
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
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
Gael Guennebaud
eaaba30cac merge with default branch 2009-12-22 22:51:08 +01:00
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
Jitse Niesen
929521678d Correct type of ei_solve_retval<LLT,...>::operator= 2009-12-12 23:54:44 +00:00
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