16 Commits

Author SHA1 Message Date
Gael Guennebaud
804a239d30 patch from Moritz Lenz to allow solving transposed problem with superlu 2009-04-10 19:54:43 +00:00
Gael Guennebaud
fb3078fb62 fix memory leak in superlu backend 2009-04-10 18:49:38 +00:00
Gael Guennebaud
5b1d0cebc5 sparse module: new API proposal for triangular solves and experimental
solver support with a sparse matrix as the rhs.
2009-04-05 16:30:10 +00:00
Gael Guennebaud
df9dfa1455 fix superLU backend: missing operator= 2009-03-27 19:25:22 +00:00
Gael Guennebaud
3499f6eccd fix Taucs support (it appears Taucs does not return sorted matrices) 2009-03-26 17:11:43 +00:00
Gael Guennebaud
3b12f48aa3 compilation fix for SuperLU 3.1 2009-02-12 17:50:51 +00:00
Gael Guennebaud
deb6254702 some ICC fixes 2009-02-12 07:55:03 +00:00
Gael Guennebaud
a9688f0b71 - add diagonal * sparse product as an expression
- split sparse_basic unit test
- various fixes in sparse module
2009-02-09 09:59:30 +00:00
Gael Guennebaud
96e1e582ff Sparse module:
* add a MappedSparseMatrix class (like Eigen::Map but for sparse
  matrices)
* rename SparseArray to CompressedStorage
2009-01-15 12:52:59 +00:00
Gael Guennebaud
709e903335 Sparse module:
* extend unit tests
* add support for generic sum reduction and dot product
* optimize the cwise()* : this is a special case of CwiseBinaryOp where
  we only have to process the coeffs which are not null for *both* matrices.
  Perhaps there exist some other binary operations like that ?
2009-01-07 17:01:57 +00:00
Benoit Jacob
9e00d94543 * the Upper->UpperTriangular change
* finally get ei_add_test right
2008-12-20 13:36:12 +00:00
Gael Guennebaud
5066fe8bbe * sparse LU: add extraction of L,U,P, and Q, as well as determinant
for both backends.
* extended a bit the sparse unit tests
2008-10-20 17:03:09 +00:00
Gael Guennebaud
e1c50a3cb1 add unit tests for sparse LU and fix a couple of warnings 2008-10-20 11:37:45 +00:00
Gael Guennebaud
3a231c2349 sparse module: add support for umfpack, the sparse direct LU
solver from suitesparse (as cholmod). It seems to be even faster
than SuperLU and it was much simpler to interface ! Well,
the factorization is faster, but for the solve part, SuperLU is
quite faster. On the other hand the solve part represents only a
fraction of the whole procedure. Moreover, I bench random matrices
that does not represents real cases, and I'm not sure at all
I use both libraries with their best settings !
2008-10-19 22:44:21 +00:00
Gael Guennebaud
64f7fbe3f2 sparse module: some trivial bugfixes 2008-10-19 17:07:20 +00:00
Gael Guennebaud
ecc6c43dba sparse module: add preliminary support for direct sparse LU solver
using SuperLU. Calling SuperLU was very painful, but it was worth it,
it seems to be damn fast !
2008-10-19 15:26:28 +00:00