276 Commits

Author	SHA1	Message	Date
Michael Palomas	1000cf9fbc	fixed msvc compilation error in GeneralizedEigenSolver.h ... (cherry picked from commit 525f066671c401899ae458be6ecee473ec125f8b)	2023-07-07 15:21:18 -07:00
Arthur	68f35d76b8	Fix GeneralizedEigenSolver::info() and Asserts ... (cherry picked from commit a7c1cac18bfef26ec61a73c1619ccf0f9b734745)	2023-07-07 15:21:18 -07:00
Antonio Sanchez	3395f4e604	Fix tridiagonalization_inplace_selector. ... The `Options` of the new `hCoeffs` vector do not necessarily match those of the `MatrixType`, leading to build errors. Having the `CoeffVectorType` be a template parameter relieves this restriction. (cherry picked from commit ebd4b17d2f5ca29a5c16ebd35d54d7aeda587820)	2021-09-08 15:47:39 +00:00
Rasmus Munk Larsen	4e0357c6dd	Avoid memory allocation in tridiagonalization_inplace_selector::run. ... (cherry picked from commit a5a7faeb455efd7f6edb1138eda2e37546039b7d)	2021-08-06 21:48:00 +00:00
Rasmus Munk Larsen	47722a66f2	Fix more enum arithmetic. ... (cherry picked from commit 13fb5ab92c3226f7b9be20882b0418d53516d35a)	2021-06-15 16:40:35 +00:00
Antonio Sanchez	fcb5106c6e	Scaled epsilon the wrong way. ... Should have been 0.5 to widen the bounds, since this is inverse precision. Setting to 0.5, however, leads to many more failing tests at Google, so reverting to 1 for now.	2021-04-07 15:08:39 -07:00
Antonio Sanchez	90187a33e1	Fix SelfAdjoingEigenSolver (#2191) ... Adjust the relaxation step to use the condition ``` abs(subdiag[i]) <= epsilon * sqrt(abs(diag[i]) + abs(diag[i+1])) ``` for setting the subdiagonal entry to zero. Also adjust Wilkinson shift for small `e = subdiag[end-1]` - I couldn't find a reference for the original, and it was not consistent with the Wilkinson definition. Fixes #2191.	2021-04-05 11:19:09 -07:00
Steve Bronder	e7b8643d70	Revert "Revert "Adds EIGEN_CONSTEXPR and EIGEN_NOEXCEPT to rows(), cols(), innerStride(), outerStride(), and size()"" ... This reverts commit 5f0b4a4010af4cbf6161a0d1a03a747addc44a5d.	2021-03-24 18:14:56 +00:00
Theo Fletcher	b8502a9dd6	Updated SelfAdjointEigenSolver documentation to include that the eigenvectors matrix is unitary.	2021-03-16 18:48:02 +00:00
David Tellenbach	5f0b4a4010	Revert "Adds EIGEN_CONSTEXPR and EIGEN_NOEXCEPT to rows(), cols(), innerStride(), outerStride(), and size()" ... 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
David Tellenbach	4091f6b25c	Drop EIGEN_USING_STD_MATH in favour of EIGEN_USING_STD	2020-10-09 02:05:05 +02:00
Gael Guennebaud	f2970819a2	bug #1679: avoid possible division by 0 in complex-schur	2019-02-15 09:39:25 +01:00
Gael Guennebaud	f582ea3579	Fix compilation with expression template scalar type.	2018-12-12 22:47:00 +01:00
Gael Guennebaud	2de8da70fd	bug #1557: fix RealSchur and EigenSolver for matrices with only zeros on the diagonal.	2018-12-12 17:30:08 +01:00
Gael Guennebaud	a7842daef2	Fix several uninitialized member from ctor	2018-11-23 15:10:28 +01:00
Gael Guennebaud	3e8188fc77	bug #1600: initialize m_info to InvalidInput by default, even though m_info is not accessible until it has been initialized (assert)	2018-09-18 21:24:48 +02:00
Deven Desai	f124f07965	applying EIGEN_DECLARE_TEST to *gpu* tests ... Also, a few minor fixes for GPU tests running in HIP mode. 1. Adding an include for hip/hip_runtime.h in the Macros.h file For HIP __host__ and __device__ are macros which are defined in hip headers. Their definitions need to be included before their use in the file. 2. Fixing the compile failure in TensorContractionGpu introduced by the commit to "Fuse computations into the Tensor contractions using output kernel" 3. Fixing a HIP/clang specific compile error by making the struct-member assignment explicit	2018-07-17 14:16:48 -04:00
Gael Guennebaud	a87cff20df	Fix GeneralizedEigenSolver when requesting for eigenvalues only.	2018-07-14 09:38:49 +02:00
Gael Guennebaud	5c73c9223a	Fix shadowing typedefs	2018-07-12 17:01:07 +02:00
Andrea Bocci	f7124b3e46	Extend CUDA support to matrix inversion and selfadjointeigensolver	2018-06-11 18:33:24 +02:00
Gael Guennebaud	047677a08d	Fix regression in changeset f05dea6b2326836e5e0243fbaffbece84b833d64 ... : computeFromHessenberg can take any expression for matrixQ, not only an HouseholderSequence.	2018-07-02 12:18:25 +02:00
Gael Guennebaud	f05dea6b23	bug #1550: prevent avoidable memory allocation in RealSchur	2018-06-08 10:14:57 +02:00
Dmitriy Korchemkin	02d2f1cb4a	Cast zeros to Scalar in RealSchur	2018-04-18 13:52:46 +03:00
Christoph Hertzberg	42715533f1	bug #1493: Make representation of HouseholderSequence consistent and working for complex numbers. Made corresponding unit test actually test that. Also simplify implementation of QR decompositions	2018-04-15 10:15:28 +02:00
Gael Guennebaud	add15924ac	Fix MKL backend for symmetric eigenvalues on row-major matrices.	2018-04-09 13:29:26 +02:00
luz.paz	e3912f5e63	MIsc. source and comment typos ... Found using `codespell` and `grep` from downstream FreeCAD	2018-03-11 10:01:44 -04:00
Benoit Steiner	09ae0e6586	Adjusted the EIGEN_DEVICE_FUNC qualifiers to make sure that: ... * they're used consistently between the declaration and the definition of a function * we avoid calling host only methods from host device methods.	2017-03-01 11:47:47 -08:00
Gael Guennebaud	76687f385c	bug #1394: fix compilation of SelfAdjointEigenSolver<Matrix>(sparse*sparse);	2017-02-20 14:27:26 +01:00
Gael Guennebaud	53026d29d4	bug #478: fix regression in the eigen decomposition of zero matrices.	2017-01-31 14:22:42 +01:00
Gael Guennebaud	2915e1fc5d	Revert part of changeset 5b3a6f51d353bb3b35f6d15f2455774b73d088e0 ... to keep accuracy of smallest eigenvalues.	2016-08-29 14:14:18 +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	1329c55875	Fix compilation with boost::multiprec.	2016-08-25 14:54:39 +02:00
Gael Guennebaud	bde9b456dc	Typo	2016-08-23 21:36:36 +02:00
Gael Guennebaud	ea2e968257	Address several implicit scalar conversions.	2016-08-23 18:44:33 +02:00
Gael Guennebaud	0a6a50d1b0	Cleanup eiegnvector extraction: leverage matrix products and compile-time sizes, remove numerous useless temporaries.	2016-08-23 18:14:37 +02:00
Gael Guennebaud	00b2666853	bug #645: patch from Tobias Wood implementing the extraction of eigenvectors in GeneralizedEigenSolver	2016-08-23 17:37:38 +02:00
Gael Guennebaud	95113cb15c	Improve robustness of 2x2 eigenvalue with shifting and scaling	2016-07-26 14:43:54 +02:00
Gael Guennebaud	9c663e4ee8	Clean references to MKL in LAPACKe support.	2016-07-25 18:20:08 +02:00
Gael Guennebaud	0c06077efa	Rename MKL files	2016-07-25 18:00:47 +02:00
Gael Guennebaud	4d54e3dd33	bug #173: remove dependency to MKL for LAPACKe backend.	2016-07-25 17:55:07 +02:00
Gael Guennebaud	1b2049fbda	Enforce scalar types in calls to max/min (helps with expression template scalar types)	2016-07-25 12:35:10 +02:00
Gael Guennebaud	c96af5381f	Remove custom complex division function cdiv.	2016-07-25 12:31:58 +02:00
Gael Guennebaud	1b0353c659	Fix misuse of dummy_precesion in eigenvalues solvers	2016-07-23 17:52:31 +02:00
Gael Guennebaud	461cd819c2	Workaround VS2015 bug	2016-07-13 18:46:01 +02:00
Gael Guennebaud	3e348fdcf9	Workaround MSVC bug	2016-07-11 15:24:52 +02:00
Gael Guennebaud	5b3a6f51d3	Improve numerical robustness of RealSchur: add scaling and compare sub-diag entries to largest diagonal entry instead of the 2 neighbors.	2016-07-06 13:45:30 +02:00
Gael Guennebaud	76236cdea4	merge	2016-06-14 15:33:47 +02:00
Gael Guennebaud	4c61f00838	Add missing explicit scalar conversion	2016-06-12 22:42:13 +02:00
Gael Guennebaud	83904a21c1	Make sure T(i+1,i)==0 when diagonalizing T(i:i+1,i:i+1)	2016-06-11 14:41:36 +02:00