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445 Commits

Author SHA1 Message Date
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
1e7b1a8a85 add a SparseNestByValue expression and fix issue in sparse adjoint evaluation 2009-07-13 14:55:03 +02:00
Gael Guennebaud
a2cf7ba955 add triangular * vector product 2009-07-13 13:17:55 +02:00
Gael Guennebaud
a2087cd7a3 Add an efficient rank2 update function (like the level2 blas xSYR2 routine). 
Note that it is already used in Tridiagonalization.
 2009-07-11 21:14:59 +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
b47dea8b7a add a meta unroller for the triangular solver (only for vectors as rhs) 2009-07-10 11:30:46 +02:00
Gael Guennebaud
1a1b2e9f27 finally directly calling the low-level products is faster 2009-07-10 10:41:26 +02:00
Gael Guennebaud
fa60c72398 started to simplify the triangular solvers 2009-07-09 17:11:03 +02:00
Gael Guennebaud
96e7d9f896 ok now all the complex mat-mat and mat-vec products involving conjugate, 
adjoint, -, and scalar multiple seems to be well handled. It only remains
the simpler case: C = alpha*(A*B) ... for the next commit
 2009-07-08 18:24:37 +02:00
Gael Guennebaud
13b2dafb50 conjugate expressions are now properly caught by Product 
=> significant speedup in expr. like a.adjoint() * b,
   for complex scalar type (~ x3)
 2009-07-07 21:30:20 +02:00
Gael Guennebaud
79877a9917 * take advantage of new possibilies in LLT (mat -= product) 
* fix Block::operator+= product which was not optimized
* fix some compilation issues
 2009-07-07 15:32:21 +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
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
0c2232e5d9 quick reimplementation of SVD from the numeral recipes book: 
this is still not Eigen style code but at least it works for
n>m and it is more accurate than the JAMA based version. (I needed
it now, this is why I did that)
 2009-07-06 13:47:41 +02:00
Manuel Yguel
c398d0edcf another test in the non invertible case 2009-07-04 14:55:25 +02:00
Gael Guennebaud
08e419dcb1 * update sparse module wrt new diagonal matrix impl 
* fix a bug is SparseMatrix
 2009-07-04 11:16:27 +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
Benoit Jacob
2de9b7f537 fully vectorize DiagonalProduct 
(it used to be partially vectorized and that had been lost in the big changes from the previous commit)
 2009-06-29 04:01:31 +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
ee92009fd8 make Umeyama, and its unit-test, work for me on gcc 4.3 2009-05-27 23:10:24 +02:00
Hauke Heibel
4d1e492c00 * Umeyama has now similar performance for RowMajor and ColMajor layouts. 
* Fixed a bug in umeyama for fixed size matrices.
* Fixed the umeyama unit test for fixed size matrices.
* Added XprHelper::ei_plain_matrix_type_row_major.
 2009-05-27 19:24:05 +02:00
Hauke Heibel
db5647abae Added Umeyama implementation. 2009-05-26 19:22:25 +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
Hauke Heibel
c7303a876f Oops, here the actual LLT and LDLT patch. 2009-05-22 15:58:20 +02:00
Hauke Heibel
0523b64fe9 Eigensolver decomposition interface unification. 
Added default ctor and public compute method as
well as safe-guards against uninitialized usage.
Added unit tests for the safe-guards.
 2009-05-22 14:27:58 +02:00
Hauke Heibel
2c247fc8a8 LU and PartialLU decomposition interface unification. 
Added default ctor and public compute method as well
as safe-guards against uninitialized usage.
Added unit tests for the safe-guards.
 2009-05-22 14:27:58 +02:00
Hauke Heibel
5c5789cf0f QR and SVD decomposition interface unification. 
Added default ctor and public compute method as
well as safe-guards against uninitialized usage.
Added unit tests for the safe-guards.
 2009-05-22 14:27:58 +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
Gael Guennebaud
f47c4b5da8 update cdash testsuite file to use mercurial 2009-05-19 09:24:22 +02:00
Gael Guennebaud
e186728867 fix #1 : need to nest by value the affine part in homogeneous product 2009-05-18 17:55:50 +02:00
Jitse Niesen
e3d64cb418 Fix compilation error in createRandomMatrixOfRank() 2009-05-17 21:17:45 +01:00
Hauke Heibel
6358c12998 * introduced method createRandomMatrixOfRank (R = U*D*V where U,V unitary, D r-by-c diag. with rank non-zero values) 
* switched lu/qr tests to be using createRandomMatrixOfRank
* removed unused methods doSomeRankPreservingOperations
* removed NOTE about doSomeRankPreservingOperations
 2009-05-17 16:07:12 +02:00
Gael Guennebaud
877c3c00a2 enable testing of complex numbers for taucs 2009-05-12 13:43:40 +00:00
Gael Guennebaud
f5b5571a5a compilation fixes 2009-05-12 07:32:34 +00:00
Gael Guennebaud
9b256d997e various minor updates of some unit tests 2009-05-11 11:09:41 +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
eac79b6d2e CREDIT Hauke Heibel, fix MSVC warnings 2009-05-09 03:41:17 +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
1e286464ab * compilation fixes for gcc 3.3 
* test Part::swap
 2009-05-06 08:43:38 +00:00
Benoit Jacob
2b2f0c0220 fix linearRegression, fix doc, add unit test (it was untested since the change 
making fitHyperplane no longer use it)
 2009-05-05 16:50:58 +00:00
Gael Guennebaud
2829314284 new simplified API to fill sparse matrices (the old functions are 
deprecated). Basically there are now only 2 functions to set a
coefficient:
1) mat.coeffRef(row,col) = value;
2) mat.insert(row,col) = value;
coeffRef has no limitation, insert assumes the coeff has not already
been set, and raises an assert otherwise.
In addition I added a much lower level, but more efficient filling
mechanism for
internal use only.
 2009-05-04 14:25:12 +00:00
Gael Guennebaud
469b8aa380 "forgot to commit the required changes in stdvector unit test" 2009-05-03 15:39:37 +00:00
Benoit Jacob
95bda5e6ab let the user disable alignment altogether by #defining EIGEN_DONT_ALIGN. 
Until now, the user had to edit the source code to do that.
Internally, add EIGEN_ALIGN that takes into account both EIGEN_DONT_ALIGN.and
EIGEN_ARCH_WANTS_ALIGNMENT. From now on, only EIGEN_ALIGN should be used to
test whether we want to align.
 2009-05-03 13:50:56 +00:00
Benoit Jacob
746079f75d gni, forgot to call the new subtest 2009-04-29 17:01:10 +00:00
Benoit Jacob
8b1e7c2792 add cast<>() tests. including a vectorization_logic test that currently fails (casting to same type should not prevent vectorization) 2009-04-29 14:51:19 +00:00
Gael Guennebaud
804a239d30 patch from Moritz Lenz to allow solving transposed problem with superlu 2009-04-10 19:54:43 +00:00
Gael Guennebaud
22edf77470 add a 4x4 inverse case which is not handled by the current 
ei_compute_inverse_in_size4_case (reported by mikola on IRC)
 2009-04-09 21:55:29 +00:00