Gael Guennebaud
c1f9ca9254
Update RealQZ to reduce 2x2 diagonal block of T corresponding to non reduced diagonal block of S to positive diagonal form.
...
This step involve a real 2x2 SVD problem. The respective routine is thus in src/misc/ to be shared by both EVD and AVD modules.
2016-06-09 17:11:03 +02:00
Christoph Hertzberg
dacb469bc9
Enable and fix -Wdouble-conversion warnings
2016-05-05 13:35:45 +02:00
Gael Guennebaud
75a94b9662
Improve documentation of BDCSVD
2016-05-04 12:53:14 +02:00
Gael Guennebaud
e2ca478485
bug #1214 : consider denormals as zero in D&C SVD. This also workaround infinite binary search when compiling with ICC's unsafe optimizations.
2016-05-03 23:15:29 +02:00
Gael Guennebaud
20f387fafa
Improve numerical robustness of JacoviSVD:
...
- avoid noise amplification in complex to real conversion
- compare off-diagonal entries to the current biggest diagonal entry: no need to bother about a 2x2 block containing ridiculously small entries compared to the rest of the matrix.
2016-04-14 22:46:55 +02:00
Gael Guennebaud
39211ba46b
Fix JacobiSVD for complex when the complex-to-real update already gives a diagonal 2x2 block.
2016-04-13 23:43:26 +02:00
Gael Guennebaud
feef39e2d1
Fix underflow in JacoviSVD's complex to real preconditioner
2016-04-13 22:49:51 +02:00
Benoit Steiner
81d340984a
Removed executable bit from header files
2016-03-23 16:15:02 -07:00
Gael Guennebaud
8b0d1eb0f7
Fix numerous doxygen shortcomings, and workaround some clang -Wdocumentation warnings
2016-01-01 21:45:06 +01:00
Gael Guennebaud
29bb599e03
Fix numerous doxygen issues in auto-link generation
2015-12-30 16:04:24 +01:00
Gael Guennebaud
774dba87c8
merge
2015-12-11 23:28:44 +01:00
Gael Guennebaud
b60a8967f5
bug #1134 : fix JacobiSVD pre-allocation
...
(grafted from f22036f5f8bbaa349e090327d246c817bac94ee4
)
2015-12-11 11:59:11 +01:00
Gael Guennebaud
30b5c4cd14
Remove useless "explicit", and fix inline/static order.
2015-12-11 10:59:39 +01:00
Benoit Steiner
06a22ca5bd
Added support for sigmoid function to the tensor module
2015-07-17 09:29:00 -07:00
Gael Guennebaud
06036d8bb1
Fix compilation of BDCSVD with DEFAULT_TO_ROWMAJOR
2015-06-19 10:37:25 +02:00
Gael Guennebaud
4aba24a1b2
Clean argument names of some functions
2015-06-09 13:32:12 +02:00
Gael Guennebaud
9a2447b0c9
Fix shadow warnings triggered by clang
2015-06-09 09:11:12 +02:00
Gael Guennebaud
3c38589984
Remove most of the dynamic memory allocations that occured in D&C SVD. Still remains the calls to JacobiSVD and UpperBidiagonalization.
2015-03-31 22:54:47 +02:00
Gael Guennebaud
35d3053d55
Fix regression introduced in 3b169d792df8bcdd9ddbc645ffcfdb0636e585af
2015-03-31 09:23:53 +02:00
Christoph Hertzberg
3b169d792d
Suppress unused variable warning
2015-03-31 00:49:08 +02:00
Christoph Hertzberg
58af8bf90c
bug #982 : Make sure numext::maxi and numext::mini are called correctly, in case Scalar expressions return expression templates.
2015-03-30 16:47:22 +02:00
Gael Guennebaud
1b8cc9af43
Slight numerical stability improvement in 2x2 svd
2015-03-27 10:55:00 +01:00
Gael Guennebaud
d27968eb7e
D&C SVD: directly falls back to JacobiSVD for very small problems (by-pass upper-bidiagonalization)
2015-03-24 13:38:07 +01:00
Gael Guennebaud
4472f3e578
Avoid SVD: consider denormalized small numbers as zero when computing the rank of the matrix
2015-03-23 09:40:21 +01:00
Gael Guennebaud
8580eb6808
bug #949 : add static assertion for incompatible scalar types in dense end-user decompositions.
2015-03-13 21:06:20 +01:00
Gael Guennebaud
1c0e8bcf09
Fix unused variable warning.
2015-02-16 17:21:30 +01:00
Gael Guennebaud
45cbb0bbb1
The usage of DenseIndex is deprecated, so let's replace DenseIndex by Index
2015-02-16 15:05:41 +01:00
Gael Guennebaud
cc641aabb7
Remove deprecated usage of expr::Index.
2015-02-16 14:46:51 +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
Gael Guennebaud
fe51319980
Merge Index-refactoring branch with default, fix PastixSupport, remove some useless typedefs
2015-02-13 10:03:53 +01:00
Christoph Hertzberg
e8cdbedefb
bug #877 , bug #572 : Introduce a global Index typedef. Rename Sparse*::Index to StorageIndex, make Dense*::StorageIndex an alias to DenseIndex. Overall this commit gets rid of all Index conversion warnings.
2014-12-04 22:48:53 +01:00
Gael Guennebaud
5384e89147
Disable MatrixBase::bdcSvd with CUDA (just like MatrixBase::jacobiSvd
2014-11-26 22:29:29 +01:00
Gael Guennebaud
30c849669d
Fix dynamic allocation in JacobiSVD (regression)
2014-12-08 14:45:04 +01:00
Gael Guennebaud
21c0a2ce0c
Move D&C SVD to official SVD module.
2014-10-29 11:29:33 +01:00
Gael Guennebaud
fe57b2f963
bug #701 : workaround (min) and (max) blocking ADL by introducing numext::mini and numext::maxi internal functions and a EIGEN_NOT_A_MACRO macro.
2014-10-20 15:55:32 +02:00
Gael Guennebaud
b50e5bc816
merge
2014-10-17 16:53:18 +02:00
Gael Guennebaud
feacfa5f83
Fix JacobiSVD wrt undeR/overflow by doing scaling prior to QR preconditioning
2014-10-17 15:32:06 +02:00
Mark Borgerding
880e72c130
quieted more g++ warnings of the form: warning: typedef XXX locally defined but not used [-Wunused-local-typedefs]
2014-10-16 09:19:32 -04:00
Christoph Hertzberg
36448c9e28
Make constructors explicit if they could lead to unintended implicit conversion
2014-09-23 14:28:23 +02:00
Gael Guennebaud
0ca43f7e9a
Remove deprecated code not used by evaluators
2014-09-18 15:15:27 +02:00
Gael Guennebaud
749b56f6af
merge with default branch
2014-09-14 17:34:54 +02:00
Jitse Niesen
9452eb38f8
Make UpperBidiagonalization accept row-major matrices (bug #769 )
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* Give temporary workspace the same storage order as original matrix
* Take storage order into account when determining inner stride
of rows and columns
* Change one test to use a row-major matrix.
2014-09-12 14:52:35 +01:00
Gael Guennebaud
8846aa6d1b
Optimization: enable cache-efficient application of HouseholderSequence.
2014-09-04 09:15:59 +02:00
Gael Guennebaud
c82dc227f1
Cleaning in BDCSVD (formating, handling of transpose case, remove some for loops)
2014-09-03 10:15:24 +02:00
Gael Guennebaud
1f398dfc82
Factorize *SVD::solve to SVDBase
2014-09-01 18:31:54 +02:00
Gael Guennebaud
b3a0365429
merge with default branch
2014-09-01 18:21:01 +02:00
Gael Guennebaud
eb39296028
Reafctoring in D&C SVD unsupported module: clean and merge the SVDBase class to Eigen/SVD, rm copy/pasted JacobiSVD.h file
2014-09-01 18:16:20 +02:00
Gael Guennebaud
5e890d3ad7
Improve further the accuracy of JacobiSVD wrt under/overflow while improving speed for small matrices (hypot is very slow).
2014-09-10 23:11:58 +02:00
Gael Guennebaud
d6236d3b26
Fix bug #791 : infinite loop in JacobiSVD in the presence of NaN.
2014-09-10 11:54:20 +02:00
Gael Guennebaud
a325d1cb1e
merge with default branch
2014-07-18 11:02:22 +02:00
