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261 Commits

Author SHA1 Message Date
Gael Guennebaud
49dd5d7847 * add a HouseholderSequence class (not good enough yet for Triadiagonalization and HessenbergDecomposition) 
* rework a bit AnyMatrixBase, and mobe it to a separate file
 2009-09-16 14:35:42 +02:00
Benoit Jacob
46be9c9ac1 * fix super nasty bug: vector.maxCoeff(&index) didn't work when 'vector' 
was a row-vector. Fixed by splitting the vector version from the matrix version.
* add unit test, the visitors weren't covered by any test!!
 2009-09-16 14:18:30 -04:00
Hauke Heibel
64095b6610 Changed the AnyMatrixBase / ei_special_scalar_op inheritance order as proposed by Gael. 
Added conservativeResizeLike as discussed on the mailing list.
 2009-09-07 17:22:01 +02:00
Gael Guennebaud
b0aa2520f1 * add real scalar * complex matrix, real matrix * complex scalar, 
and complex scalar * real matrix overloads
* allows the inner and outer product specialisations to mix real and complex
 2009-09-04 11:22:32 +02:00
Hauke Heibel
41aea9508e This seems to be important for MSVC to optimize the size of empty base classes. 2009-09-03 13:46:44 +02:00
Gael Guennebaud
b83654b5d0 * rename JacobiRotation => PlanarRotation 
* move the makeJacobi and make_givens_* to PlanarRotation
* rename applyJacobi* => apply*
 2009-09-02 15:04:10 +02:00
Gael Guennebaud
8392373d96 add a JacobiRotation class wrapping the cosine-sine pair with 
some convenient features (transpose, adjoint, product)
 2009-09-01 13:18:03 +02:00
Benoit Jacob
6e4e94ff32 * JacobiSVD: 
- support complex numbers
 - big rewrite of the 2x2 kernel, much more robust
* Jacobi:
 - fix weirdness in initial design, e.g. applyJacobiOnTheRight actually did the inverse transformation
 - fully support complex numbers
 - fix logic to decide whether to vectorize
 - remove several clumsy methods

fix for complex numbers
 2009-08-31 22:26:15 -04:00
Benoit Jacob
97bc1af1f1 add ColPivotingHouseholderQR 
rename RRQR to fullPivotingHouseholderQR
 2009-08-23 18:04:33 -04:00
Gael Guennebaud
ff0f005d4c change the make householder algorithm so that the remaining coefficient 
is real, and make Tridiagonalization use it
 2009-08-17 17:04:32 +02:00
Gael Guennebaud
737bed19c1 make HouseholderQR uses the Householder module 2009-08-16 19:22:15 +02:00
Gael Guennebaud
65fe5f76fd rename back MayAliasBit to EvalBeforeAssigningBit 2009-08-16 00:14:05 +02:00
Gael Guennebaud
239ada95b7 add overloads of lazyAssign to detect common aliasing issue with 
transpose and adjoint
 2009-08-15 22:19:29 +02:00
Gael Guennebaud
50c703f0c7 As proposed on the list: 
- rename EvalBeforeAssignBit to MayAliasBit
- make .lazy() remove the MayAliasBit only, and mark it as deprecated
- add a NoAlias pseudo expression, and MatrixBase::noalias() function
Todo:
- we have to decide whether += and -= assume no aliasing by default ?
- once we agree on the API: update the Sparse module and the unit tests respectively.
 2009-08-15 18:35:51 +02:00
Benoit Jacob
22d65d47d0 finally, the good approach was two-sided Jacobi. Indeed, it allows 
to guarantee the precision of the output, which is very valuable.
Here, we guarantee that the diagonal matrix returned by the SVD is
actually diagonal, to machine precision.

Performance isn't bad at all at 50% of the current householder SVD
performance for a 200x200 matrix (no vectorization) and we have
lots of room for improvement.
 2009-08-12 02:35:07 -04:00
Benoit Jacob
3ed83fa681 * add Jacobi transformations 
* add Jacobi (Hestenes) SVD decomposition for square matrices
* add function for trivial Householder
 2009-08-09 16:58:13 +02:00
Gael Guennebaud
88147e0a91 big refactoring in Product.h: 
- all specialized products now inherits ProductBase
- the default product evaluated by Assign is still here,
  but it is currently enabled for small fixed sizes only
- => this significantly speed up compilation for large matrices
- I left the OuterProduct specialization empty as an exercise...
 2009-08-05 15:23:35 +02:00
Gael Guennebaud
7d607048a9 implement a ProductBase class and, as a proof of concept, update TriangularProduct 
and SelfAdjointMatrixProduct to take advantage of it => fewer LOC
 2009-08-04 16:54:17 +02:00
Gael Guennebaud
a8f943127c merge 2009-08-03 16:11:30 +02:00
Benoit Jacob
d10c710b15 add new Householder module 2009-08-03 16:06:57 +02:00
Gael Guennebaud
3cf5bb31f6 * Bye bye MultiplierBase, extend a bit AnyMatrixBase to allow =, +=, and -= 
* This probably makes ReturnByValue needless
 2009-08-03 16:05:15 +02:00
Gael Guennebaud
864171df5c fix a couple of issues related to recent products 2009-07-28 18:11:30 +02:00
Gael Guennebaud
54804eb626 synch with main branch 2009-07-28 17:35:07 +02:00
Gael Guennebaud
0cb4f32e12 implement high level API for SYMM and fix a couple of bugs related to complex 2009-07-22 23:12:22 +02:00
Gael Guennebaud
32b08ac971 re-implement stableNorm using a homemade blocky and 
vectorization friendly algorithm (slow if no vectorization)
 2009-07-17 16:22:39 +02:00
Gael Guennebaud
8120a5cecd synch with main devel branch 2009-07-14 23:06:25 +02:00
Gael Guennebaud
f5d2317b12 add a blueNorm() function implementing the Blues's stable norm 
algorithm. it is currently provided for experimentation
purpose only.
 2009-07-13 21:14:47 +02:00
Gael Guennebaud
ec5c608aa3 Set of fixes and workaround to make sun studio more happy. 
Still remains the problem of alignment and vectorization.
 2009-07-10 16:10:03 +02:00
Gael Guennebaud
ea23f36c78 * change the nesting order of adjoint_return_type to 
1 - make it easier to catch conjugate expressions
 2 - make sure there is no unecessary copy (we had NestByValue<Derived> which seems to be very bad)
* update eigensolver wrt recent changes
 2009-07-07 15:56:13 +02:00
Gael Guennebaud
92a35c93b2 * extended the cache friendly products to support C = alpha * A * M and C += alpha * A * B 
* this allows to optimize xpr like C -= lazy_product, still have to catch "scalar_product_of_lazy_product"
* started to support conjugate in cache friendly products (very useful to evaluate A * B.adjoint() without
  evaluating B.adjoint() into a temporary
* compilation fix
 2009-07-07 11:39:19 +02:00
Gael Guennebaud
544888e342 add a generic mechanism to copy a special matrix to a dense matrix so that 
we don't need to add other specialization of MatrixBase::operator=, Matrix::=,
and Matrix::Matrix(...)
 2009-07-07 09:05:20 +02:00
Gael Guennebaud
1aea45335f * bybye Part, welcome TriangularView and SelfAdjointView. 
* move solveTriangular*() to TriangularView::solve*()
* move .llt() to SelfAdjointView
* add a high level wrapper to the efficient selfadjoint * vector product
* improve LLT so that we can specify which triangular part is meaningless
=> there are still many things to do (doc, cleaning, improve the matrix products, etc.)
 2009-07-06 23:43:20 +02:00
Benoit Jacob
e093b43b2c * rename QR to HouseholderQR because really that impacts the API, not just the impl. 
* rename qr() to householderQr(), for same reason.
* clarify that it's non-pivoting, non-rank-revealing, so remove all the rank API, make solve() be void instead of bool, update the docs/test, etc.
* fix warning in SVD
 2009-07-06 17:12:10 +02:00
Gael Guennebaud
c6f610093b add a VectorBlock expr as a specialization of Block 2009-07-05 11:33:55 +02:00
Benoit Jacob
7b750182f2 * polish computeInverseWithCheck to share more code, fix documentation, fix coding style 
* add snippet for computeInverseWithCheck documentation
* expand unit-tests to cover computeInverseWithCheck
 2009-06-29 22:07:37 +02:00
Manuel Yguel
126a031a39 computeInverseWithCheck method added to matrix base (specialization for 1D to 4D) 2009-06-29 20:47:37 +02:00
Benoit Jacob
6809f7b1cd new implementation of diagonal matrices and diagonal matrix expressions 2009-06-28 21:27:37 +02:00
Gael Guennebaud
627595ad19 * rename PartialRedux to VectorwiseOp 
* add VectorwiseOp's +, -, +=, -= operators
 2009-06-10 11:20:30 +02:00
Benoit Jacob
7667a93cbe merge 2009-05-22 20:31:26 +02:00
Benoit Jacob
6347b1db5b remove sentence "Eigen itself is part of the KDE project." 
it never made very precise sense. but now does it still make any?
 2009-05-22 20:25:33 +02:00
Gael Guennebaud
dd45c4805c * add a writable generic coeff wise expression (CwiseUnaryView) 
* add writable .real() and .imag() functions
 2009-05-20 15:41:23 +02:00
Benoit Jacob
7c14e1eac4 add partial-pivoting LU decomposition 
the name 'PartialLU' is not meant to be definitive!
make inverse() and determinant() use it, so it's *almost* considered
well tested.
 2009-05-13 02:02:22 +00:00
Benoit Jacob
9afd1324fd constant Diagonal ---> DiagonalBits 
introduce ei_is_diagonal to check for it
DiagonalCoeffs ---> Diagonal and allow Index to by Dynamic
-> add MatrixBase::diagonal(int) with unittest and doc
 2009-05-10 16:24:39 +00:00
Benoit Jacob
4f0af00e51 *add missing overloads of setZero, etc... that were mentioned in the tutorial 
--->they go into Matrix as they resize.
*add isConstant() alias to isApproxToConstant()
*extend unit-test
*change an assert into a static assert
 2009-05-06 21:40:24 +00:00
Gael Guennebaud
428a12902a fixed my mistake in cast 2009-04-29 17:05:19 +00:00
Gael Guennebaud
9e9e99a42e casting to the same type no longer generates a CwiseUnaryOp 2009-04-29 14:57:18 +00:00
Gael Guennebaud
aabca5a44f stupid typo 2009-04-06 13:35:48 +00:00
Kenneth Frank Riddile
9a8096dd1d * fixed truncation warnings caused by MatrixBase::CoeffReturnType under MSVC 2009-04-03 20:19:07 +00:00
Benoit Jacob
113fc3a260 now if Derived has the DirectAccess flag, then MatrixBase<Derived>::coeff() const returns a const Scalar& and not a Scalar as before. 
useful for people doing direct access. + 1 bugfix thanks to Patrick Mihelich, forgot a & in MapBase::coeff(int).
 2009-04-01 00:39:56 +00:00
Benoit Jacob
bf596d0b3a add adjointInPlace() and add documentation warnings on adjoint() and transpose() about aliasing effects. 2009-03-31 13:55:40 +00:00