142 Commits

Author SHA1 Message Date
Gael Guennebaud
e2886d34ef Fix precision regression when attempting to fix underflow issues.
(transplanted from af824091be78c82212cef4b2fb085a083fbebc5e
)
2012-08-05 09:57:31 +02:00
Gael Guennebaud
a03c970c5c fix various regressions with MKL support
(transplanted from 8ab0e16e27ea50912ad181ad492b7bd10ffeba98
)
2012-07-28 16:32:43 +02:00
Jitse Niesen
e546ee315a Use EISPACK's strategy re max number of iters in Schur decomposition (bug #479). 2012-07-22 22:03:23 +01:00
Desire NUENTSA
b4065b5598 bug #479 : Adjust max iterations count wrt matrix size 2012-07-16 11:31:59 +02:00
Benoit Jacob
132eb28e9c Automatic relicensing to MPL2 using Keirs script. Manual fixup follows. 2012-07-13 14:42:47 -04:00
Gael Guennebaud
a1f7a87e1e Fix possible underflow issues in SelfAdjointEigenSolver
(transplanted from a2c3003be2ea297056a880b34b1d8f14c80b293d
)
2012-07-10 09:51:26 +02:00
Gael Guennebaud
dee3325ef5 fix bug #486: template speacialization of member functions must be declared inline to avoid duplicate references
(transplanted from 0a7ce6ad695a33b8e8f08c78725baf982c20fcbd
)
2012-07-05 13:32:23 +02:00
Gael Guennebaud
b96b429aa2 fix bug #478: RealSchur failed on a zero matrix. 2012-06-20 10:08:32 +02:00
Gael Guennebaud
5cab18976b cleaning pass: rm unused variables in MKL stuff, fix a few namespace issues, MarketIO needs iostream 2012-04-18 10:09:46 +02:00
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
f6a5508392 remove an extra ';' and suppress a 'variable used before its value is set' warning 2012-04-11 09:49:52 +02:00
Gael Guennebaud
fe85b7ebc6 fix several const qualifier issues: double ones, meaningless ones, some missing ones, etc.
(note that const qualifiers are set by internall::nested)
2012-02-03 23:18:26 +01:00
Gael Guennebaud
9c86ee2695 fix static inline versus inline static issues (the former is the correct order) 2012-01-31 12:58:52 +01:00
Gael Guennebaud
a108216af1 fix bug #410: fix a possible out of range access in EigenSolver 2012-01-25 19:02:31 +01:00
Jitse Niesen
0e1e0a2a58 Make sure that now-fixed assert is not triggered. 2012-01-19 14:30:44 +00:00
Keir Mierle
274f8a0947 Fix broken asserts releaved by Clang. 2012-01-18 15:03:27 -08:00
Jitse Niesen
1e7712771e Remove asserts that eigenvalue computation has converged (bug #354). 2011-12-12 17:17:38 +00:00
Gael Guennebaud
105e170d8b trivial compilation fix 2011-12-10 16:17:12 +01:00
Igor Krivenko
36457178f9 bug #352:properly cast constants 2011-12-09 23:38:41 +01:00
karturov
015c331252 Intel(R) MKL support added.
* * *
License disclaimer changed to BSD license for MKL_support.h
* * *
Pardiso support fixed, test added.
blas/lapack tests fixed: Scalar parameter was added in Cholesky, product_matrix_vector_triangular remaned to triangular_matrix_vector_product.
* * *
PARDISO test was added physically.
2011-12-05 14:52:21 +07:00
Gael Guennebaud
01b4b6e456 improve accuracy of 3x3 direct eigenvector extraction 2011-11-23 22:43:40 +01:00
Jitse Niesen
a594ac3966 Allow for more iterations in SelfAdjointEigenSolver (bug #354).
Add an assert to guard against using eigenvalues that have not converged.
Add call to info() in tutorial example to cover non-convergence.
2011-11-02 14:18:20 +00:00
Gael Guennebaud
42e2578ef9 the min/max macros to detect unprotected min/max were undefined by some std header,
so let's declare them after and do the respective fixes ;)
2011-08-19 14:18:05 +02:00
Gael Guennebaud
f162f7c323 fix a numerical issue in the direct 3x3 eigenvector extraction 2011-08-08 10:46:26 +02:00
Gael Guennebaud
e8313364c1 simplify a bit the 2x2 direct eigenvalue solver 2011-07-22 11:21:43 +02:00
Gael Guennebaud
47a2bca89f integrate Hauke's 2x2 direct symmetric eigenvalues solver 2011-07-22 09:43:14 +02:00
Gael Guennebaud
26d7dad138 add a computeDirect method to SelfAdjointEigenSolver for fast eigen decomposition 2011-07-21 19:07:52 +02:00
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
Gael Guennebaud
5fdebc2fa5 fix bug #316 - SelfAdjointEigenSolver::compute does not handle matrices of size (1,1) correctly 2011-07-09 07:15:14 +02:00
Gael Guennebaud
87ac09daa8 Simplify the use of custom scalar types, the rule is to never directly call a standard math function using std:: but rather put a using std::foo before and simply call foo:
using std::max;
max(a,b);
2011-05-25 08:41:45 +02:00
Gael Guennebaud
46bee5682f clean a bit previous patch (ctor vs static_cast and a few bits) 2011-05-23 13:34:04 +02:00
David H. Bailey
074b067624 fix implicit scalar conversions (needed to support fancy scalar types, see bug #276) 2011-05-23 11:20:13 +02:00
Jitse Niesen
e22a523021 Remove Eigen::internal::sqrt(), see bug #264. 2011-05-12 16:52:56 +01:00
Jitse Niesen
0896c6d97d Get rid of wrong "subscript above bounds" warning (bug #149). 2011-05-07 18:44:11 +01:00
Jitse Niesen
a96c849c20 Document enums in Constants.h (bug #248).
To get the links to work, I also had to document the Eigen namespace.
Unfortunately, this means that the word Eigen is linked whenever it appears
in the docs.
2011-05-03 17:08:14 +01:00
Jitse Niesen
c9b5531d6c Normalize eigenvectors returned by EigenSolver (fixes bug #249)
because the documentation says that we do this.
Also, add a unit test to cover this.
2011-04-15 17:39:59 +01:00
Jitse Niesen
a8f5ef9388 Document (non)sorting of eigenvalues.
Also, update docs for (Generalized)SelfAdjointEigenSolver to reflect that these
two classes were split apart.
2011-02-27 14:06:55 +00:00
Gael Guennebaud
9195a224f3 fix division by zero if the matrix is exactly zero 2011-02-17 19:39:57 +01:00
Gael Guennebaud
ea99880760 fix under- and overflow 2011-02-06 08:23:10 +01:00
Benoit Jacob
374deaed5f make eigen2 eigensolver test pass 2011-01-31 08:36:14 -05:00
Gael Guennebaud
3d8e179aa2 fix MaxCols in ComplexEigenSolver which was causing memory allocation instead of static allocation in the nomalloc test. Uncomment commenetd parts of the nomalloc test since now matrix-matrix products are safe. 2011-01-27 18:02:49 +01:00
Benoit Jacob
26c2afd55a fix compile errors in Tridiagonalization and in doc examples 2010-12-30 04:52:20 -05:00
Benoit Jacob
dbd9c5fd50 fix HouseholderSequence API, bug #50:
* remove ctors taking more than 2 ints
 * rename actualVectors to length
 * add length/shift/trans accessors/mutators
2010-12-30 04:18:40 -05:00
Gael Guennebaud
e736df3edd suppress stupid warning 2010-12-10 15:53:13 +01:00
Gael Guennebaud
67c28570e3 fix compilation with ICC (template keyword on a non template method) 2010-12-10 10:05:52 +01:00
Gael Guennebaud
bacd531862 fix bug #128 : tridiagonalization failed for 1x1 matrices 2010-12-09 19:56:20 +01:00
Hauke Heibel
f0ba513f41 Fixed compilation of tridiagonalization related unit tests. 2010-11-27 15:41:46 +01:00
Gael Guennebaud
d551e99644 make HessenbergDecompositionMatrixHReturnType internal 2010-11-26 15:39:01 +01:00
Gael Guennebaud
e06c6553e0 make TridiagonalizationMatrixTReturnType internal and only export a public MatrixTReturnType typedef 2010-11-26 15:36:29 +01:00