85 Commits

Author SHA1 Message Date
Benoit Jacob
4716040703 bug #86 : use internal:: namespace instead of ei_ prefix 2010-10-25 10:15:22 -04:00
Benoit Jacob
e259f71477 rename PlanarRotation -> JacobiRotation 2010-10-19 21:56:26 -04:00
Benoit Jacob
9044c98cff work around stupid msvc error when constructing at compile time an expression
that involves a division by zero, even if the numeric type has floating point
2010-10-19 21:56:11 -04:00
Benoit Jacob
3481f10e7a re-fix the broken msvc warning in JacobiSVD 2010-10-18 09:46:22 -04:00
Benoit Jacob
597bb61c23 fix stupid msvc warning in jacobisvd 2010-10-18 06:54:11 -04:00
Benoit Jacob
8356bc8d06 add jacobiSvd() method, update test & docs 2010-10-17 09:40:52 -04:00
Benoit Jacob
6dc478fd77 doc typo 2010-10-14 10:19:46 -04:00
Benoit Jacob
65c01e2bf7 JacobiSVD doc fix 2010-10-14 10:17:40 -04:00
Benoit Jacob
8f0e80fe30 JacobiSVD:
* fix preallocating constructors, allocate U and V of the right size for computation options
  * complete documentation and internal comments
  * improve unit test, test inf/nan values
2010-10-14 10:14:43 -04:00
Benoit Jacob
b8bb804007 set ColPivHouseholderQR as default preconditioner for JacobiSVD 2010-10-11 21:00:42 -04:00
Benoit Jacob
5c3d21693b implement JacobiSVD::solve() and expand the unit test 2010-10-11 15:36:04 -04:00
Benoit Jacob
8ba8d90063 add option to compute thin U/V.
By default nothing is computed. You have to ask explicitly for thin/full U/V if you want them.
2010-10-08 10:42:40 -04:00
Benoit Jacob
6fad2eb97b Rework JacobiSVD api / template parameters.
There is now an integer QRPreconditioner template parameter, defaulting to full-piv QR.
Since we have to special-case each QR dec anyway, a template template parameter didn't add much value here.
There is an option NoQRPreconditioner if you know your matrices are already square (auto-detected for fixed-size matrices).
2010-10-08 10:42:32 -04:00
Benoit Jacob
4a98cada26 Backed out changeset 2334291157fe192b7b9f651967126de3bf8d8cbe
Sorry Thomas, these doc fixes are no longer relevant with the JacobiSVD API changes, and they are preventing me from applying my patches cleanly.
2010-10-08 10:42:06 -04:00
Thomas Capricelli
2334291157 fix doc 2010-10-04 04:08:32 +02:00
Benoit Jacob
e5de9e5226 Remove \nonstable yet. The stability rules for Eigen3 are much simpler:
- all what's not in unsupported/ is considered stable API
    (except internal stuff e.g. expression templates).
2010-06-29 10:10:47 -04:00
Benoit Jacob
d788627b54 rename:
EIGEN_SIZE_MIN    ---> EIGEN_SIZE_MIN_PREFER_DYNAMIC
  EIGEN_MAXSIZE_MIN ---> EIGEN_SIZE_MIN_PREFER_FIXED
and make sure to use the latter in products xprs to determine the inner size.
2010-06-14 09:05:08 -04:00
Benoit Jacob
bdd7c6c88a change the value of Dynamic to -1, since the index type is now configurable.
remove EIGEN_ENUM_MIN/MAX, implement new macros instead
2010-06-11 07:56:50 -04:00
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
Gael Guennebaud
fe0827495a * move dummy_precision and epsilon to NumTraits
* make NumTraits inherits std::numeric_limits
2010-02-10 10:52:28 +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
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
Benoit Jacob
abb2a1bb15 simplification 2009-11-18 17:44:20 -05:00
Benoit Jacob
8860203e6a fix stuff after the PermutationMatrix changes.
I still have JacobiSVD errors when cols>rows
2009-11-18 12:41:24 -05:00
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
e115fa3cea Ok, too many class bodies - it was only required for ei_svd_precondition_2x2_block_to_be_real. 2009-09-27 17:18:19 +02:00
Hauke Heibel
13545eab9b Fixed VC compilation error on the JacobiSVD module. 2009-09-27 17:00:10 +02:00
Gael Guennebaud
9e9abab2b9 bugfixes for ICC (compilation and runtime) 2009-09-15 11:53:24 +02:00
Benoit Jacob
7aa6fd3625 big reorganization in JacobiSVD:
- R-SVD preconditioning now done with meta selectors to avoid compiling useless code
- SVD options now honored, with options to hint "at least as many rows as cols" etc...
- fix compilation in bad cases (rectangular and fixed-size)
- the check for termination is now done on the fly, no more goto (should have done that earlier!)
2009-09-03 02:53:51 -04:00
Gael Guennebaud
b83654b5d0 * rename JacobiRotation => PlanarRotation
* move the makeJacobi and make_givens_* to PlanarRotation
* rename applyJacobi* => apply*
2009-09-02 15:04:10 +02:00
Benoit Jacob
e6b77bcc6b JacobiSVD: implement general R-SVD using full-pivoting QR, so we now support any rectangular matrix size by reducing to the smaller of the two dimensions (which is also an optimization) 2009-09-02 06:36:55 -04:00
Gael Guennebaud
8392373d96 add a JacobiRotation class wrapping the cosine-sine pair with
some convenient features (transpose, adjoint, product)
2009-09-01 13:18:03 +02:00
Benoit Jacob
6e4e94ff32 * JacobiSVD:
- support complex numbers
 - big rewrite of the 2x2 kernel, much more robust
* Jacobi:
 - fix weirdness in initial design, e.g. applyJacobiOnTheRight actually did the inverse transformation
 - fully support complex numbers
 - fix logic to decide whether to vectorize
 - remove several clumsy methods

fix for complex numbers
2009-08-31 22:26:15 -04:00