254 Commits

Author SHA1 Message Date
Kenneth Frank Riddile
6736e52d25 * suppressed some minor warnings 2009-01-06 04:38:00 +00:00
Benoit Jacob
6f158fb7fc one last compilation fix ... 2008-12-22 21:04:13 +00:00
Benoit Jacob
789ea9d676 unless i find more failures in the tests, this will be beta3...
* fixes for mistakes (especially in the cast() methods in Geometry) revealed by the new "mixing types" test
* dox love, including a section on coeff access in core and an overview in geometry
2008-12-22 20:50:47 +00:00
Benoit Jacob
9e00d94543 * the Upper->UpperTriangular change
* finally get ei_add_test right
2008-12-20 13:36:12 +00:00
Benoit Jacob
e4980616fd SelfAdjointEigenSolver: add operatorSqrt() and operatorInverseSqrt() 2008-12-19 14:15:32 +00:00
Benoit Jacob
fabaa6915b * fix in IO.h, a useless copy was made because of assignment from
Derived to MatrixBase.
* the optimization of eval() for Matrix now consists in a partial
  specialization of ei_eval, which returns a reference type for Matrix.
  No overriding of eval() in Matrix anymore. Consequence: careful,
  ei_eval is no longer guaranteed to give a plain matrix type!
  For that, use ei_plain_matrix_type, or the PlainMatrixType typedef.
* so lots of changes to adapt to that everywhere. Hope this doesn't
  break (too much) MSVC compilation.
* add code examples for the new image() stuff.
* lower a bit the precision for floats in the unit tests as
  we were already doing some workarounds in inverse.cpp and we got some
  failed tests.
2008-12-18 20:36:25 +00:00
Gael Guennebaud
c98fe0185e fix non standard non-const std::complex::real/imag issue 2008-12-17 17:31:23 +00:00
Benoit Jacob
89f468671d * replace postfix ++ by prefix ++ wherever that makes sense in Eigen/
* fix some "unused variable" warnings in the tests; there remains a libstdc++ "deprecated"
warning which I haven't looked much into
2008-12-17 14:30:01 +00:00
Gael Guennebaud
582c1f92c8 doc: add a "non stable" warning for parts which are not part
of the stable API yet and a couple of other minor doc updates...
2008-11-22 19:51:05 +00:00
Gael Guennebaud
139529e97b * add .imag() function
* fix a very old bug in EigenSolver that I had completely forgotten
  (thanks to Timothy to refresh my mind)
* fix doc of Matrix::Map
2008-11-14 09:55:25 +00:00
Laurent Montel
9aba671cfc Remove executable here too 2008-11-04 08:25:19 +00:00
Benoit Jacob
3d90c13970 norm2() renamed to squaredNorm(), kept as deprecated for now. 2008-11-03 19:14:17 +00:00
Gael Guennebaud
765219aa51 Big API change in Cholesky module:
* rename Cholesky to LLT
 * rename CholeskyWithoutSquareRoot to LDLT
 * rename MatrixBase::cholesky() to llt()
 * rename MatrixBase::choleskyNoSqrt() to ldlt()
 * make {LLT,LDLT}::solve() API consistent with other modules

Note that we are going to keep a source compatibility untill the next beta release.
E.g., the "old" Cholesky* classes, etc are still available for some time.
To be clear, Eigen beta2 should be (hopefully) source compatible with beta1,
and so beta2 will contain all the deprecated API of beta1. Those features marked
as deprecated will be removed in beta3 (or in the final 2.0 if there is no beta 3 !).

Also includes various updated in sparse Cholesky.
2008-10-13 15:53:27 +00:00
Gael Guennebaud
1fc503e3ce add EigenSolver::eigenvectors() method for non symmetric matrices.
However, for matrices larger than 5, it seems there is constantly a quite large error for a very
few coefficients. I don't what's going on, but that's certainely not due to numerical issues only.
(also note that the test with the pseudo eigenvectors fails the same way)
2008-10-03 13:22:54 +00:00
Gael Guennebaud
d907cd4410 Fixes in Eigensolver:
* eigenvectors => pseudoEigenvectors
 * added pseudoEigenvalueMatrix
 * clear the documentation
 * added respective unit test
Still missing: a proper eigenvectors() function.
2008-10-01 10:17:08 +00:00
Benoit Jacob
618de17bf7 block(int,int)->segment 2008-09-24 20:35:07 +00:00
Benoit Jacob
247f2b0ffa * block() for vectors ---> segment()
* documentation improvements, especially in quickstart guide
2008-09-15 15:45:41 +00:00
Gael Guennebaud
7ea821d18e spelling + some krazy directives 2008-08-28 21:44:56 +00:00
Gael Guennebaud
2120fed849 * bug fixes in: Dot, generalized eigen problem, singular matrix detetection in Cholesky
* fix all numerical instabilies in the unit tests, now all tests can be run 2000 times
  with almost zero failures.
2008-08-23 15:14:20 +00:00
Gael Guennebaud
a6d387a359 Various compilation fixes for MSVC 9. All tests compile but some
still fail at runtime in ei_aligned_free() (even without vectorization).
2008-08-19 11:06:40 +00:00
Benoit Jacob
9466e5f94e * doc improvements in Cwise and PartialRedux:
- 33 new snippets
  - unfuck doxygen output in Cwise (issues with function macros)
  - more see-also links from outside, making Cwise more discoverable
* rename matrixNorm() to operatorNorm(). There are many matrix norms
  (the L2 is another one) but only one is called the operator norm.
  Risk of confusion with keyword operator is not too scary after all.
2008-08-19 04:30:28 +00:00
Gael Guennebaud
b13148c358 renamed inverseProduct => solveTriangular 2008-08-09 20:06:25 +00:00
Benoit Jacob
c2f8ecf466 * LU decomposition, supporting all rectangular matrices, with full
pivoting for better numerical stability. For now the only application is
determinant.
* New determinant unit-test.
* Disable most of Swap.h for now as it makes LU fail (mysterious).
Anyway Swap needs a big overhaul as proposed on IRC.
* Remnants of old class Inverse removed.
* Some warnings fixed.
2008-08-04 04:45:59 +00:00
Gael Guennebaud
f81dfcf00b fix two perf issues in product.
fix positive definite test in Cholesky.
remove #include <cstring> in CoreDeclaration.
2008-08-03 20:23:06 +00:00
Gael Guennebaud
55aeb1f83a Optimizations:
* faster matrix-matrix and matrix-vector products (especially for not aligned cases)
 * faster tridiagonalization (make it using our matrix-vector impl.)
Others:
 * fix Flags of Map
 * split the test_product to two smaller ones
2008-08-01 23:44:59 +00:00
Gael Guennebaud
842c4f8bfa Several compilation fixes for MSVC and NVCC, basically:
- added explicit enum to int conversion where needed
- if a function is not defined as declared and the return type is "tricky"
  then the type must be typedefined somewhere. A "tricky return type" can be:
  * a template class with a default parameter which depends on another template parameter
  * a nested template class, or type of a nested template class
2008-07-29 16:33:07 +00:00
Gael Guennebaud
172000aaeb Add .perpendicular() function in Geometry module (adapted from Eigen1)
Documentation:
 * add an overview for each module.
 * add an example for .all() and Cwise::operator<
2008-07-22 10:54:42 +00:00
Gael Guennebaud
c10f069b6b * Merge Extract and Part to the Part expression.
Renamed "MatrixBase::extract() const" to "MatrixBase::part() const"
* Renamed static functions identity, zero, ones, random with an upper case
  first letter: Identity, Zero, Ones and Random.
2008-07-21 00:34:46 +00:00
Gael Guennebaud
783eb6da9b I forgot that the previous commit needed minor changes outside the bench folder 2008-07-08 17:25:58 +00:00
Benoit Jacob
6f09d3a67d - many updates after Cwise change
- fix compilation in product.cpp with std::complex
- fix bug in MatrixBase::operator!=
2008-07-08 07:56:01 +00:00
Gael Guennebaud
0ee6b08128 * split Product to a DiagonalProduct template specialization
to optimize matrix-diag and diag-matrix products without
  making Product over complicated.
* compilation fixes in Tridiagonalization and HessenbergDecomposition
  in the case of 2x2 matrices.
* added an Orientation2D small class with similar interface than Quaternion
  (used by Transform to handle 2D and 3D orientations seamlessly)
* added a couple of features in Transform.
2008-06-15 11:54:18 +00:00
Gael Guennebaud
4af7089ab8 * Added a generalized eigen solver for the selfadjoint case.
(as new members to SelfAdjointEigenSolver)
  The QR module now depends on Cholesky.
* Fix Transpose to correctly preserve the *TriangularBit.
2008-06-14 19:42:12 +00:00
Gael Guennebaud
f07f907810 Add QR and Cholesky module instantiations in the lib.
To try it with the unit tests set the cmake variable TEST_LIB to ON.
2008-06-14 13:02:41 +00:00
Gael Guennebaud
e3fac69f19 Added a Hessenberg decomposition class for both real and complex matrices.
This is the first step towards a non-selfadjoint eigen solver.
Notes:
 - We might consider merging Tridiagonalization and Hessenberg toghether ?
 - Or we could factorize some code into a Householder class (could also be shared with QR)
2008-06-08 15:03:23 +00:00
Gael Guennebaud
4dd57b585d * rewrite of the QR decomposition:
- works for complex
  - allows direct access to the matrix R
* removed the scale by the matrix dimensions in MatrixBase::isMuchSmallerThan(scalar)
2008-06-07 22:47:11 +00:00
Gael Guennebaud
8769bfd9aa fix a compilation issue in non debug mode 2008-06-06 14:11:26 +00:00
Benoit Jacob
869394ee8b fix some compile errors with gcc 4.3, some warnings, some documentation 2008-06-06 13:10:00 +00:00
Gael Guennebaud
2126baf9dc add an optimized path for the tridiagonalization of a 3x3 matrix.
(useful for plane fitting, and covariance analysis of 3D data)
2008-06-04 13:41:32 +00:00
Gael Guennebaud
48262b9734 added a static assertion mechanism
(see notes in Core/util/StaticAssert.h for details)
2008-06-04 11:16:11 +00:00
Gael Guennebaud
a0cff1a295 fix eigenvectors computations :) 2008-06-03 18:03:55 +00:00
Gael Guennebaud
366971bea4 * start of the Geometry module with a cross product and quaternion expressions
(haven't tried them yet)
* applied the meta selector rule to MatrixBase::swap()
2008-06-02 22:58:36 +00:00
Benoit Jacob
75de41a00b big changes in Doxygen configuration; work around bug with doxygen parsing of
initialized enum values showing the last word the initializer instead of the actual
enum value's name; add some more docs.
2008-06-02 20:08:37 +00:00
Gael Guennebaud
54ae2ac7e8 Added the computation of eigen vectors in the symmetric eigen solver.
However the eigen vectors are not correct yet, but I really cannot find the
problem.
2008-06-02 12:52:08 +00:00
Benoit Jacob
3b0523041a since m*m.adjoint() is positive, so are its eigenvalues, so no need for
cwiseAbs()
2008-06-02 04:45:02 +00:00
Benoit Jacob
0444e3601a - add MatrixBase::eigenvalues() convenience method
- add MatrixBase::matrixNorm(); in the non-selfadjoint case, we reduce to the
  selfadjoint case by using the "C*-identity" a.k.a.
	norm of x = sqrt(norm of x * x.adjoint())
2008-06-02 04:42:45 +00:00
Benoit Jacob
92b7e2d6a1 fix a couple of issues making the eigensolver test compile and run without aborting
on an assert. Had to fix a stupid bug in Block -- very strange we hadn't hit it
before.

However the test still fails.
2008-06-02 02:06:33 +00:00
Gael Guennebaud
001b01a290 Rewrite from scratch of the eigen solver for symmetric matrices
which now supports selfadjoint matrix. The implementation follows
Golub's famous book.
2008-06-02 00:30:26 +00:00
Gael Guennebaud
06752b2b77 * added a Tridiagonalization class for selfadjoint matrices
* added MatrixBase::real()
* added the ability to extract a selfadjoint matrix from the
  lower or upper part of a matrix, e.g.:
    m.extract<Upper|SelfAdjoint>()
  will ignore the strict lower part and return a selfadjoint.
  This is compatible with ZeroDiag and UnitDiag.
2008-06-01 17:20:18 +00:00
Gael Guennebaud
a2f71f9d7e updated EigenSolver to use .coeff / .coeffRef 2008-05-31 16:31:10 +00:00
Gael Guennebaud
559233c73e * fix the QR module to use extract/part instead of the previous triangular stuff
* added qr and eigensolver tests
* fix a compilation warning in Matrix copy constructor
2008-05-27 09:16:27 +00:00