Gael Guennebaud
3c66bb136b
bug #793 : detect NaN and INF in EigenSolver instead of aborting with an assert.
2014-04-14 22:00:27 +02:00
Gael Guennebaud
0587db8bf5
bug #793 : fix overflow in EigenSolver and add respective regression unit test
2014-04-14 11:43:08 +02:00
Gael Guennebaud
deab937d45
NVCC: fix closed-form eigenvalue decomposition, workaround gcc4.7/nvcc5.5 issue
2014-01-24 12:50:29 +01:00
Gael Guennebaud
8fe609311d
Move internal::swap to numext to fix ambiguous call with std::swap
2013-11-07 09:01:26 +01:00
Gael Guennebaud
1bb1a57ef7
merge with default branch
2013-11-05 10:31:59 +01:00
Gael Guennebaud
ddf7753631
Add nvcc support for small eigenvalues decompositions and workaround lack of support for std::swap and std::numeric_limits
2013-08-01 16:26:57 +02:00
Desire NUENTSA
736fe99fbf
Fix bug #326 : expose tridiagonal eigensolver to end-users through ComputeFromTridiagonal()
2013-07-18 10:32:31 +02:00
Gael Guennebaud
2f593ee67c
merge with main branch
2013-07-17 13:21:35 +02:00
Gael Guennebaud
55365566b2
Fix HouseholderSequence::conjugate() and ::adjoint() and add respective unit tests.
2013-06-17 00:14:42 +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
9cd2d14005
merge with default branch
2013-04-19 11:21:39 +02:00
Gael Guennebaud
899c0c2b6c
Clean source code and unit tests with respect to -Wunused-local-typedefs
2013-04-10 22:27:35 +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
Jitse Niesen
14e2ab02b5
Replace assert() by eigen_assert() (fixes bug #548 ).
2013-02-02 22:04:42 +00:00
Sergey Popov
761b3bbb69
Fix bug #540 : SelfAdjointEigenSolver improperly used the upper triangular part to extract the scaling factor.
2013-01-12 12:07:49 +01:00
Desire NUENTSA
33febdb48b
Add support for Schur decomposition of matrices in Hessenberg form
2013-01-11 17:36:45 +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
Desire NUENTSA
23e2de3cb6
RealShur for a already Hessenberg matrix
2012-10-09 12:16:54 +02:00
Gael Guennebaud
af824091be
Fix precision regression when attempting to fix underflow issues.
2012-08-05 09:57:31 +02:00
Jitse Niesen
696b2f999f
Eigenvalues module: Implement setMaxIterations() methods.
2012-07-28 21:30:09 +01:00
Gael Guennebaud
6f54269829
add an example for GeneralizedEigenSolver
2012-07-28 18:00:54 +02:00
Gael Guennebaud
8ab0e16e27
fix various regressions with MKL support
2012-07-28 16:32:43 +02:00
Alexey Korepanov
d937e67b48
RealQZ: added example and some code comments
2012-07-28 08:24:44 -05:00
Gael Guennebaud
9e8d2dea80
Add a preliminary GeneralizedEigenSolver computing the eigenvalues of Av=lBv with A and B general real matrices.
...
Currently only the eigenvalues are reported.
2012-07-26 20:15:17 +02:00
Gael Guennebaud
cfb76b242f
RealSchur: improve speed of computeNormOfT
2012-07-26 18:04:58 +02:00
Gael Guennebaud
4e60e2cdf6
RealQZ: improve computeNorms speed, improve shift accuracy (better to do a/b than a*(1/b)),
...
update API to set the maximum number of iterations
2012-07-26 18:03:10 +02:00
Alexey Korepanov
ea310249f3
RealQZ: bug in pushDownZero fixed too
2012-07-25 12:49:18 -05:00
Alexey Korepanov
a3a9773ab6
RealQZ: bug in splitOffTwoRows fixed
2012-07-25 12:17:00 -05:00
Gael Guennebaud
e7c07de549
RealQZ: optimize general hessenberg to not apply rotations to zero entries.
2012-07-24 18:16:22 +02:00
Gael Guennebaud
c1cab7b8ed
real QZ: update license
2012-07-24 18:11:41 +02:00
Alexey Korepanov
65db91ac2b
Add a RealQZ class: a generalized Schur decomposition for real matrices
2012-07-11 16:38:03 -05:00
Jitse Niesen
ba5eecae53
Allow user to specify max number of iterations (bug #479 ).
2012-07-24 15:17:59 +01:00
Jitse Niesen
b7ac053b9c
Use EISPACK's strategy re max number of iters in Schur decomposition (bug #479 ).
2012-07-22 22:02:50 +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
a2c3003be2
Fix possible underflow issues in SelfAdjointEigenSolver
2012-07-10 09:51:26 +02:00
Gael Guennebaud
0a7ce6ad69
fix bug #486 : template speacialization of member functions must be declared inline to avoid duplicate references
2012-07-05 13:32:23 +02:00
Gael Guennebaud
b96b429aa2
fix bug #478 : RealSchur failed on a zero matrix.
2012-06-20 10:08:32 +02:00
Gael Guennebaud
5cab18976b
cleaning pass: rm unused variables in MKL stuff, fix a few namespace issues, MarketIO needs iostream
2012-04-18 10:09:46 +02:00
Jitse Niesen
5d56f9f763
Remove unused file EigenvaluesCommon.h
2012-04-16 13:47:48 +01:00
Jitse Niesen
3c412183b2
Get rid of include directives inside namespace blocks (bug #339 ).
2012-04-15 11:06:28 +01:00
Gael Guennebaud
f6a5508392
remove an extra ';' and suppress a 'variable used before its value is set' warning
2012-04-11 09:49:52 +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
a108216af1
fix bug #410 : fix a possible out of range access in EigenSolver
2012-01-25 19:02:31 +01:00
Jitse Niesen
0e1e0a2a58
Make sure that now-fixed assert is not triggered.
2012-01-19 14:30:44 +00:00
Keir Mierle
274f8a0947
Fix broken asserts releaved by Clang.
2012-01-18 15:03:27 -08:00
Jitse Niesen
1e7712771e
Remove asserts that eigenvalue computation has converged (bug #354 ).
2011-12-12 17:17:38 +00:00
Gael Guennebaud
105e170d8b
trivial compilation fix
2011-12-10 16:17:12 +01:00
Igor Krivenko
36457178f9
bug #352:properly cast constants
2011-12-09 23:38:41 +01:00