45 Commits

Author SHA1 Message Date
Gael Guennebaud
5dbe758dc3 Backed out changeset 04c8c5d9efdf1f29901b6f1db266b1caf4853b12 2015-04-15 14:47:08 +02:00
Gael Guennebaud
04c8c5d9ef Fix bug #996: fix comparisons to 0 instead of Scalar(0) 2015-04-15 14:44:57 +02:00
Gael Guennebaud
cc641aabb7 Remove deprecated usage of expr::Index. 2015-02-16 14:46:51 +01:00
Christoph Hertzberg
36448c9e28 Make constructors explicit if they could lead to unintended implicit conversion 2014-09-23 14:28:23 +02:00
Gael Guennebaud
62670c83a0 Fix bug #314: move remaining math functions from internal to numext namespace 2013-06-10 23:40:56 +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
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
Jitse Niesen
696b2f999f Eigenvalues module: Implement setMaxIterations() methods. 2012-07-28 21:30:09 +01:00
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
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
22bff949c8 protect calls to min and max with parentheses to make Eigen compatible with default windows.h
(transplanted from 49b6e9143e1d74441924c0c313536e263e12a55c
)
2011-07-21 11:19:36 +02:00
Jitse Niesen
e22a523021 Remove Eigen::internal::sqrt(), see bug #264. 2011-05-12 16:52:56 +01:00
Benoit Jacob
4716040703 bug #86 : use internal:: namespace instead of ei_ prefix 2010-10-25 10:15:22 -04:00
Benoit Jacob
e259f71477 rename PlanarRotation -> JacobiRotation 2010-10-19 21:56:26 -04:00
Benoit Jacob
e5de9e5226 Remove \nonstable yet. The stability rules for Eigen3 are much simpler:
- all what's not in unsupported/ is considered stable API
    (except internal stuff e.g. expression templates).
2010-06-29 10:10:47 -04:00
Gael Guennebaud
28e64b0da3 email change 2010-06-24 23:21:58 +02:00
Jitse Niesen
9178e2bd54 Add info() method which can be queried to check whether iteration converged. 2010-06-03 22:59:57 +01:00
Jitse Niesen
38d8352b7b Add field m_maxIterations; break loop when this limit is exceeded. 2010-06-02 17:31:02 +01:00
Jitse Niesen
e3e2380548 Make all compute() methods return a reference to *this. 2010-06-01 17:40:51 +01:00
Jitse Niesen
609941380a Change skipU argument to computeU - this reverses the meaning.
See "skipXxx / computeXxx parameters in Eigenvalues module" on mailing list.
2010-05-31 16:48:41 +01:00
Benoit Jacob
aaaade4b3d the Index types change.
As discussed on the list (too long to explain here).
2010-05-30 16:00:58 -04:00
Jitse Niesen
eb3ca68684 Change return type of matrixH() method to HouseholderSequence.
This method is a member of Tridiagonalization and HessenbergDecomposition.
2010-05-24 17:35:54 +01:00
Jitse Niesen
024995dbca Use topRows() and rightCols() in ComplexSchur and RealSchur. 2010-04-26 16:59:18 +01:00
Adolfo Rodriguez Tsouroukdissian
28dde19e40 - Added problem size constructor to decompositions that did not have one. It preallocates member data structures.
- Updated unit tests to check above constructor.
- In the compute() method of decompositions: Made temporary matrices/vectors class members to avoid heap allocations during compute() (when dynamic matrices are used, of course).

These  changes can speed up decomposition computation time when a solver instance is used to solve multiple same-sized problems. An added benefit is that the compute() method can now be invoked in contexts were heap allocations are forbidden, such as in real-time control loops.

CAVEAT: Not all of the decompositions in the Eigenvalues module have a heap-allocation-free compute() method. A future patch may address this issue, but some required API changes need to be incorporated first.
2010-04-21 17:15:57 +02:00
Benoit Jacob
0ab431d7b8 * merge with mainline
* adapt Eigenvalues module to the new rule that the RowMajorBit must have the proper value for vectors
* Fix RowMajorBit in ei_traits<ProductBase>
* Fix vectorizability logic in CoeffBasedProduct
2010-04-16 11:25:50 -04:00
Benoit Jacob
ff6a46105d * Refactoring of the class hierarchy: introduction of DenseDirectAccessBase, removal of extra _Base/_Options template parameters.
* Introduction of strides-at-compile-time so for example the optimized code really knows when it needs to evaluate to a temporary
* StorageKind / XprKind
* Quaternion::setFromTwoVectors: use JacobiSVD instead of SVD
* ComplexSchur: support the 1x1 case
2010-04-16 10:13:32 -04:00
Jitse Niesen
a16a36ecf2 Add tests for real and complex Schur; extend test for Hessenberg.
Make a minor correction to the ComplexSchur class.
2010-04-02 14:32:20 +01:00
Jitse Niesen
c68098b9be Clean up ComplexSchur::compute() . 2010-03-24 14:10:33 +00:00
Jitse Niesen
37e17938e9 Extend documentation of ComplexSchur and add examples. 2010-03-23 12:49:09 +00:00
Jitse Niesen
8e5d2b6fc4 Rename Complex in ComplexSchur and ComplexEigenSolver to ComplexScalar
for consistency with the RealScalar type; correct ComplexEigenSolver
docs to take non-diagonalizable matrices into account; refactor
ComplexEigenSolver::compute().
2010-03-21 21:57:34 +00:00
Jitse Niesen
d91ffffc37 Allow ComplexEigenSolver and ComplexSchur to work with real matrices.
Add a test which covers this case.
2010-03-20 17:04:40 +00:00
Jitse Niesen
0ee10f7da4 Document member functions and types of ComplexEigenSolver. 2010-03-18 13:42:17 +00:00
Adolfo Rodriguez Tsouroukdissian
5a36f4a8d1 Propagate all five matrix template parameters to members and temporaries of decomposition classes. One particular advantage of this is that decomposing matrices with max sizes known at compile time will not allocate.
NOTE: The ComplexEigenSolver class currently _does_ allocate (line 135 of Eigenvalues/ComplexEigenSolver.h), but the reason appears to be in the implementation of matrix-matrix products, and not in the decomposition itself.
The nomalloc unit test has been extended to verify that decompositions do not allocate when max sizes are specified. There are currently two workarounds to prevent the test from failing (see comments in test/nomalloc.cpp), both of which are related to matrix products that allocate on the stack.
2010-03-08 19:31:27 +01:00
Benoit Jacob
1d9c18a8f3 comment out cerr's 2010-02-28 00:53:06 -05:00
Jitse Niesen
d86f5339b2 ComplexSchur: fix bug introduced in my previous commit.
The value of c is actually used a few lines later.
2010-02-26 09:47:17 +00:00
Jitse Niesen
90e4a605ef ComplexSchur: compute shift more stably, introduce exceptional shifts.
Both the new computation of  the eigenvalues of a 2x2 block and the
exceptional shifts are taken from EISPACK routine COMQR.
2010-02-25 22:33:38 +00:00
Gael Guennebaud
fe0827495a * move dummy_precision and epsilon to NumTraits
* make NumTraits inherits std::numeric_limits
2010-02-10 10:52:28 +01:00
Gael Guennebaud
e3d890bc5a Another big refactoring change:
* add a new Eigen2Support module including Cwise, Flagged, and some other deprecated stuff
* add a few cwiseXxx functions
* adapt a few modules to use cwiseXxx instead of the .cwise() prefix
2009-11-18 18:15:19 +01:00
Gael Guennebaud
979431b987 fix #66 : upper triangular checks in ComplexSchur 2009-11-02 10:46:40 +01:00
Gael Guennebaud
77f858f6ab improve ComplexShur api and doc 2009-09-16 14:34:08 +02:00
Gael Guennebaud
68b28f7bfb rename the EigenSolver module to Eigenvalues 2009-09-04 09:23:38 +02:00