David Tellenbach
5f0b4a4010
Revert "Adds EIGEN_CONSTEXPR and EIGEN_NOEXCEPT to rows(), cols(), innerStride(), outerStride(), and size()"
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This reverts commit 6cbb3038ac48cb5fe17eba4dfbf26e3e798041f1 because it
breaks clang-10 builds on x86 and aarch64 when C++11 is enabled.
2021-03-05 13:16:43 +01:00
Steve Bronder
6cbb3038ac
Adds EIGEN_CONSTEXPR and EIGEN_NOEXCEPT to rows(), cols(), innerStride(), outerStride(), and size()
2021-03-04 18:58:08 +00:00
Bernardo Bahia Monteiro
54a0a9c9dd
Bugfix: conjugate_gradient did not compile with lazy-evaluated RealScalar
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The error generated by the compiler was:
no matching function for call to 'maxi'
RealScalar threshold = numext::maxi(tol*tol*rhsNorm2,considerAsZero);
The important part in the following notes was:
candidate template ignored: deduced conflicting
types for parameter 'T'"
('codi::Multiply11<...>' vs. 'codi::ActiveReal<...>')
EIGEN_ALWAYS_INLINE T maxi(const T& x, const T& y)
I am using CoDiPack to provide the RealScalar type.
This bug was introduced in bc000deaa Fix conjugate-gradient for very small rhs
2020-03-29 19:44:12 -04:00
Rasmus Munk Larsen
6a34003141
Remove EIGEN_MPL2_ONLY guard in IncompleteCholesky that is no longer needed after the AMD reordering code was relicensed to MPL2.
2019-03-13 11:52:41 -07:00
Rasmus Munk Larsen
0318fc7f44
Remove EIGEN_MPL2_ONLY guards around code re-licensed from LGPL to MPL2 in 2ca1e73239
2019-03-05 10:24:54 -08:00
Gael Guennebaud
a7842daef2
Fix several uninitialized member from ctor
2018-11-23 15:10:28 +01:00
Gael Guennebaud
d2d570c116
Remove useless (and broken) resize
2018-10-16 00:42:48 +02:00
Gael Guennebaud
f0fb95135d
Iterative solvers: unify and fix handling of multiple rhs.
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m_info was not properly computed and the logic was repeated in several places.
2018-10-15 23:47:46 +02:00
Gael Guennebaud
1141bcf794
Fix conjugate-gradient for very small rhs
2018-09-13 23:53:28 +02:00
Gael Guennebaud
b3fd93207b
Fix typos found using codespell
2018-06-07 14:43:02 +02:00
luz.paz
e3912f5e63
MIsc. source and comment typos
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Found using `codespell` and `grep` from downstream FreeCAD
2018-03-11 10:01:44 -04:00
Justin Carpentier
a020d9b134
Use col method for column-major matrix
2017-10-17 21:51:27 +02:00
Gael Guennebaud
a7be4cd1b1
Fix LeastSquareDiagonalPreconditioner for complexes (issue introduced in previous commit)
2017-06-09 11:57:53 +02:00
Gael Guennebaud
682b2ef17e
bug #1423 : fix LSCG\'s Jacobi preconditioner for row-major matrices.
2017-06-08 15:06:27 +02:00
Gael Guennebaud
afc55b1885
Generalize IterativeSolverBase::solve to hanlde any sparse type as the results (instead of SparseMatrix only)
2016-11-06 20:28:18 +01:00
Gael Guennebaud
3ecb343dc3
Fix regression in X = (X*X.transpose())/s with X rectangular by deferring resizing of the destination after the creation of the evaluator of the source expression.
2016-10-26 22:50:41 +02:00
Gael Guennebaud
35a8e94577
bug #1167 : simplify installation of header files using cmake's install(DIRECTORY ...) command.
2016-08-29 10:59:37 +02:00
Gael Guennebaud
b39fd8217f
Fix nesting of SolveWithGuess, and add unit test.
2016-07-04 17:47:47 +02:00
Gael Guennebaud
fbcfc2f862
Add unit test for solveWithGuess, and fix template resolution.
2016-07-04 17:19:38 +02:00
Gael Guennebaud
66e99ab6a1
Relax mixing-type constraints for binary coefficient-wise operators:
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- Replace internal::scalar_product_traits<A,B> by Eigen::ScalarBinaryOpTraits<A,B,OP>
- Remove the "functor_is_product_like" helper (was pretty ugly)
- Currently, OP is not used, but it is available to the user for fine grained tuning
- Currently, only the following operators have been generalized: *,/,+,-,=,*=,/=,+=,-=
- TODO: generalize all other binray operators (comparisons,pow,etc.)
- TODO: handle "scalar op array" operators (currently only * is handled)
- TODO: move the handling of the "void" scalar type to ScalarBinaryOpTraits
2016-06-06 15:11:41 +02:00
Gael Guennebaud
fecea26d93
Extend doc on shifting strategy
2016-01-27 15:55:15 +01:00
Gael Guennebaud
369d6d1ae3
Add link to reference paper.
2016-01-23 22:16:03 +01:00
Gael Guennebaud
0caa4b1531
bug #1150 : make IncompleteCholesky more robust by iteratively increase the shift until the factorization succeed (with at most 10 attempts).
2016-01-23 22:13:54 +01:00
Gael Guennebaud
8b0d1eb0f7
Fix numerous doxygen shortcomings, and workaround some clang -Wdocumentation warnings
2016-01-01 21:45:06 +01:00
Gael Guennebaud
ad3d68400e
Add matrix-free solver example
2015-12-07 12:33:38 +01:00
Gael Guennebaud
b37036afce
Implement wrapper for matrix-free iterative solvers
2015-12-07 12:23:22 +01:00
Gael Guennebaud
0bb12fa614
Add LU::transpose().solve() and LU::adjoint().solve() API.
2015-12-01 14:38:47 +01:00
Gael Guennebaud
a5324a131f
bug #1092 : fix iterative solver ctors for expressions as input
2015-10-26 16:16:24 +01:00
Gael Guennebaud
4704bdc9c0
Make the IterativeLinearSolvers module compatible with MPL2-only mode
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by defaulting to COLAMDOrdering and NaturalOrdering for ILUT and ILLT respectively.
2015-10-26 15:17:52 +01:00
Gael Guennebaud
e30bc89190
Add missing include of std vector
2015-10-08 15:20:50 +02:00
Gael Guennebaud
1b148d9e2e
Move IncompleteCholesky to official modules
2015-10-08 11:32:46 +02:00
Gael Guennebaud
64242b8bf3
Doc: add link to doc of sparse solver concept
2015-10-08 10:50:39 +02:00
Gael Guennebaud
aa768add0b
Since there is no reason for evaluators to be nested by reference, let's remove the evaluator<>::nestedType indirection.
2015-09-02 22:10:39 +02:00
Gael Guennebaud
92b9f0e102
Cleaning pass on evaluators: remove the useless and error prone evaluator<>::type indirection.
2015-09-02 21:38:40 +02:00
Gael Guennebaud
6b99afa5ae
Fix LSCG::solve with a sparse destination.
2015-09-02 15:34:03 +02:00
Gael Guennebaud
506964fc29
Propagate precondition info to the iterative solver.
2015-08-04 16:13:34 +02:00
Gael Guennebaud
555b9c6843
Doc: explain perf and multithreading issues in sparse iterative solvers
2015-06-26 10:49:40 +02:00
Gael Guennebaud
7f824dd613
Optimize CG to enable faster spare row-major * dense vector products when the input matrix is complete (Upper|Lower) but column major.
2015-06-25 17:17:38 +02:00
Gael Guennebaud
973b0a90db
Clarify documentation of the tolerance and error returned in iterative solvers
2015-06-25 13:51:13 +02:00
Gael Guennebaud
56d4ef7ad6
BiCGSTAB: set default guess to 0, and improve restart mechanism by recomputing the accurate residual.
2015-06-05 14:37:57 +02:00
Gael Guennebaud
ebf8ca4fa8
Fix bug #1010 : m_isInitialized was improperly updated
2015-05-07 14:20:42 +02:00
Gael Guennebaud
fd78874888
Fix compilation of iterative solvers with dense matrices
2015-03-09 21:31:03 +01:00
Gael Guennebaud
224a1fe4c6
bug #963 : make IncompleteLUT compatible with non-default storage index types.
2015-03-09 13:55:20 +01:00
Gael Guennebaud
4c8b95d5c5
Rename LSCG to LeastSquaresConjugateGradient
2015-03-05 10:16:32 +01:00
Jan Blechta
168ceb271e
Really use zero guess in ConjugateGradients::solve as documented
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and expected for consistency with other methods.
2015-02-18 14:26:10 +01:00
Gael Guennebaud
05274219a7
Add a CG-based solver for rectangular least-square problems (bug #975 ).
2015-03-04 09:34:27 +01:00
Gael Guennebaud
0f464d9d87
bug #897 : fix regression in BiCGSTAB(mat) ctor (an all other iterative solvers).
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Add respective regression unit test.
2015-02-16 17:05:10 +01:00
Gael Guennebaud
cc641aabb7
Remove deprecated usage of expr::Index.
2015-02-16 14:46:51 +01:00
Gael Guennebaud
aa6c516ec1
Fix many long to int conversion warnings:
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- fix usage of Index (API) versus StorageIndex (when multiple indexes are stored)
- use StorageIndex(val) when the input has already been check
- use internal::convert_index<StorageIndex>(val) when val is potentially unsafe (directly comes from user input)
2015-02-16 13:19:05 +01:00
Gael Guennebaud
fc202bab39
Index refactoring: StorageIndex must be used for storage only (and locally when it make sense). In all other cases use the global Index type.
2015-02-13 18:57:41 +01:00