212 Commits

Author SHA1 Message Date
Hauke Heibel
3091be5134 Removed NestByValue dependency from Cholesky, Eigenvalues, LU and QR. 2009-12-01 10:22:54 +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
Benoit Jacob
92480ffd26 * Introduce make targets btest (build tests), blas (build blas lib), demos (build demos).
* remove EIGEN_BUILD_TESTS and siblings
* add summary at the end of cmake run, hopefully not too verbose
* fix build of quaternion demo
* kill remnants of old binary library option
2009-09-27 17:48:53 -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
0103de8512 bugfix in trsm 2009-08-02 15:32:43 +02:00
Gael Guennebaud
48fc64458c add blocked LLT, and bugfix in trsm asserts 2009-08-01 23:42:51 +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
ea23f36c78 * change the nesting order of adjoint_return_type to
1 - make it easier to catch conjugate expressions
 2 - make sure there is no unecessary copy (we had NestByValue<Derived> which seems to be very bad)
* update eigensolver wrt recent changes
2009-07-07 15:56:13 +02:00
Gael Guennebaud
79877a9917 * take advantage of new possibilies in LLT (mat -= product)
* fix Block::operator+= product which was not optimized
* fix some compilation issues
2009-07-07 15:32:21 +02:00
Gael Guennebaud
544888e342 add a generic mechanism to copy a special matrix to a dense matrix so that
we don't need to add other specialization of MatrixBase::operator=, Matrix::=,
and Matrix::Matrix(...)
2009-07-07 09:05:20 +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
70c0174bf9 * allows fixed size matrix with size==0 (via a specialization of
MatrixStorage returning a null pointer). For instance this is very
  useful to make Tridiagonalization compile for 1x1 matrices
* fix LLT and eigensolver for 1x1 matrix
2009-03-23 14:44:44 +00:00
Laurent Montel
2d6d14a3d3 Add COMPONENT Devel 2009-02-23 07:50:56 +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
385fd3d918 * clarify the situation with experimental parts
* remove all what was marked deprecated
2009-01-19 15:02:24 +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
84bb868f07 * more MSVC warning fixes from Kenneth Riddile
* actually GCC 4.3.0 has a bug, "deprecated" placed at the end
  of a function prototype doesn't have any effect, moving them to
  the start of the function prototype makes it actually work!
* finish porting the cholesky unit-test to the new LLT/LDLT,
  after the above fix revealed a deprecated warning
2008-12-19 02:59:04 +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
Benoit Jacob
3d90c13970 norm2() renamed to squaredNorm(), kept as deprecated for now. 2008-11-03 19:14:17 +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
Gael Guennebaud
e2bd8623f8 Solve the issue found by Timothy in solveTriangular:
=> row-major rhs are now evaluated to a column-major
     temporary before the computations.
Add solveInPlace in Cholesky*
2008-10-13 13:14:43 +00:00
Gael Guennebaud
068ff3370d Sparse module:
* several fixes (transpose, matrix product, etc...)
 * Added a basic cholesky factorization
 * Added a low level hybrid dense/sparse vector class
   to help writing code involving intensive read/write
   in a fixed vector. It is currently used to implement
   the matrix product itself as well as in the Cholesky
   factorization.
2008-10-04 14:23:00 +00:00
Gael Guennebaud
c29c7b0ea9 Fix bugs reported by Timothy Hunter:
* CholeskyWithoutSqrt with 1x1 matrices
 * .part<Diagonal>()
Updated unit tests to handle these cases
2008-09-03 20:52:26 +00:00
Gael Guennebaud
2120fed849 * bug fixes in: Dot, generalized eigen problem, singular matrix detetection in Cholesky
* fix all numerical instabilies in the unit tests, now all tests can be run 2000 times
  with almost zero failures.
2008-08-23 15:14:20 +00:00
Gael Guennebaud
95dd09bea6 * revert the previous interface change in solveTriangular (pointer vs reference)
* remove the cast operators in the Geometry module: they are replaced by constructors
  and new operator= in Matrix
* extended the operations supported by Rotation2D
* rewrite in solveTriangular:
  - merge the Upper and Lower specializations
  - big optimization of the path for row-major triangular matrices
2008-08-18 22:17:42 +00:00
Gael Guennebaud
5546e963c9 bugfix in CholeskyWithoutSquareRoot::solve found by Timothy Hunter 2008-08-16 07:09:39 +00:00
Gael Guennebaud
b13148c358 renamed inverseProduct => solveTriangular 2008-08-09 20:06:25 +00:00
Gael Guennebaud
f81dfcf00b fix two perf issues in product.
fix positive definite test in Cholesky.
remove #include <cstring> in CoreDeclaration.
2008-08-03 20:23:06 +00:00
Gael Guennebaud
842c4f8bfa Several compilation fixes for MSVC and NVCC, basically:
- added explicit enum to int conversion where needed
- if a function is not defined as declared and the return type is "tricky"
  then the type must be typedefined somewhere. A "tricky return type" can be:
  * a template class with a default parameter which depends on another template parameter
  * a nested template class, or type of a nested template class
2008-07-29 16:33:07 +00:00