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88 Commits

Author SHA1 Message Date
Gael Guennebaud
115da6a1ea Fix conversion warnings 2019-02-19 14:00:15 +01:00
Gael Guennebaud
bdcb5f3304 Let's properly use Score instead of std::abs, and remove deprecated FIXME ( a /= b does a/b and not a * (1/b) as it was a long time ago...) 2019-02-11 22:56:19 +01:00
Gael Guennebaud
eb46f34a8c Speed up 2x2 LU by a factor 2, and other small fixed sizes by about 10%. 
Not sure that's so critical, but this does not complexify the code base much.
 2019-02-11 17:59:35 +01:00
Gael Guennebaud
ab6e6edc32 Speedup PartialPivLU for small matrices by passing compile-time sizes when available. 
This change set also makes a better use of Map<>+OuterStride and Ref<> yielding surprising speed up for small dynamic sizes as well.
The table below reports times in micro seconds for 10 random matrices:
           | ------ float --------- | ------- double ------- |
     size  | before   after  ratio  |  before   after  ratio |
fixed	  1	 | 0.34     0.11   2.93   |  0.35     0.11   3.06  |
fixed	  2	 | 0.81     0.24   3.38   |  0.91     0.25   3.60  |
fixed	  3	 | 1.49     0.49   3.04   |  1.68     0.55   3.01  |
fixed	  4	 | 2.31     0.70   3.28   |  2.45     1.08   2.27  |
fixed	  5	 | 3.49     1.11   3.13   |  3.84     2.24   1.71  |
fixed	  6	 | 4.76     1.64   2.88   |  4.87     2.84   1.71  |
dyn     1	 | 0.50     0.40   1.23   |  0.51     0.40   1.26  |
dyn     2	 | 1.08     0.85   1.27   |  1.04     0.69   1.49  |
dyn     3	 | 1.76     1.26   1.40   |  1.84     1.14   1.60  |
dyn     4	 | 2.57     1.75   1.46   |  2.67     1.66   1.60  |
dyn     5	 | 3.80     2.64   1.43   |  4.00     2.48   1.61  |
dyn     6	 | 5.06     3.43   1.47   |  5.15     3.21   1.60  |
 2019-02-11 13:58:24 +01:00
Gael Guennebaud
8a06c699d0 bug #1669: fix PartialPivLU/inverse with zero-sized matrices. 2019-01-29 10:27:13 +01:00
Patrick Peltzer
15e53d5d93 PR 567: makes all dense solvers inherit SoverBase (LU,Cholesky,QR,SVD). 
This changeset also includes:
 * add HouseholderSequence::conjugateIf
 * define int as the StorageIndex type for all dense solvers
 * dedicated unit tests, including assertion checking
 * _check_solve_assertion(): this method can be implemented in derived solver classes to implement custom checks
 * CompleteOrthogonalDecompositions: add applyZOnTheLeftInPlace, fix scalar type in applyZAdjointOnTheLeftInPlace(), add missing assertions
 * Cholesky: add missing assertions
 * FullPivHouseholderQR: Corrected Scalar type in _solve_impl()
 * BDCSVD: Unambiguous return type for ternary operator
 * SVDBase: Corrected Scalar type in _solve_impl()
 2019-01-17 01:17:39 +01:00
Gael Guennebaud
7f32109c11 Add conjugateIf<bool> members to DesneBase, TriangularView, SelfadjointView, and make PartialPivLU use it. 2019-01-17 11:33:43 +01:00
Gael Guennebaud
f566724023 Fix StorageIndex FIXME in dense LU solvers 2019-01-13 17:54:30 +01:00
luz.paz
e3912f5e63 MIsc. source and comment typos 
Found using `codespell` and `grep` from downstream FreeCAD
 2018-03-11 10:01:44 -04:00
Benoit Steiner
59e9edfbf1 Removed EIGEN_DEVICE_FUNC qualifers for the lu(), fullPivLu(), partialPivLu(), and inverse() functions since they aren't ready to run on GPU 2016-09-19 14:13:20 -07:00
Benoit Steiner
c0d56a543e Added several missing EIGEN_DEVICE_FUNC qualifiers 2016-09-14 14:06:21 -07:00
Gael Guennebaud
73c8f2f697 bug #1285: fix regression introduced in changeset 00c29c2caef8fb0c6b1d2ba5ecdf6780c0c766d4 2016-09-13 07:58:39 +02:00
Gael Guennebaud
3cb914f332 bug #1266: remove CUDA guards on MatrixBase::<decomposition> definitions. (those used to break old nvcc versions that we propably don't care anymore) 2016-09-06 09:55:50 +02:00
Gael Guennebaud
7f7839c12f Add documentation and exemples for inplace decomposition. 2016-07-04 17:18:26 +02:00
Gael Guennebaud
32a41ee659 bug #707: add inplace decomposition through Ref<> for Cholesky, LU and QR decompositions. 2016-07-04 15:13:35 +02:00
Gael Guennebaud
66e99ab6a1 Relax mixing-type constraints for binary coefficient-wise operators: 
- Replace internal::scalar_product_traits<A,B> by Eigen::ScalarBinaryOpTraits<A,B,OP>
- Remove the "functor_is_product_like" helper (was pretty ugly)
- Currently, OP is not used, but it is available to the user for fine grained tuning
- Currently, only the following operators have been generalized: *,/,+,-,=,*=,/=,+=,-=
- TODO: generalize all other binray operators (comparisons,pow,etc.)
- TODO: handle "scalar op array" operators (currently only * is handled)
- TODO: move the handling of the "void" scalar type to ScalarBinaryOpTraits
 2016-06-06 15:11:41 +02:00
Gael Guennebaud
bebc5a2147 Fix/handle some int-to-long conversions. 2016-05-26 17:35:53 +02:00
Gael Guennebaud
00c29c2cae Store permutation's determinant as char. 
This also fixes some long to float conversion warnings
 2016-05-26 17:34:23 +02:00
Gael Guennebaud
3551dea887 Cleaning pass on rcond estimator. 2016-04-14 16:45:41 +02:00
Rasmus Munk Larsen
86e0ed81f8 Addresses comments on Eigen pull request PR-174. 
* Get rid of code-duplication for real vs. complex matrices.
* Fix flipped arguments to select.
* Make the condition estimation functions free functions.
* Use Vector::Unit() to generate canonical unit vectors.
* Misc. cleanup.
 2016-04-04 14:20:01 -07:00
Rasmus Munk Larsen
1aa89fb855 Add matrix condition estimator module that implements the Higham/Hager algorithm from http://www.maths.manchester.ac.uk/~higham/narep/narep135.pdf used in LPACK. Add rcond() methods to FullPivLU and PartialPivLU. 2016-04-01 10:27:59 -07:00
Gael Guennebaud
8b0d1eb0f7 Fix numerous doxygen shortcomings, and workaround some clang -Wdocumentation warnings 2016-01-01 21:45:06 +01:00
Gael Guennebaud
0bb12fa614 Add LU::transpose().solve() and LU::adjoint().solve() API. 2015-12-01 14:38:47 +01:00
Rasmus Munk Larsen
1663d15da7 Add internal method _solve_impl_transposed() to LU decomposition classes that solves A^T x = b or A^* x = b. 2015-11-30 13:39:24 -08:00
Gael Guennebaud
7031a851d4 Generalize matrix ctor and compute() method of dense decomposition to 1) limit temporaries, 2) forward expressions to nested decompositions, 3) fix ambiguous ctor instanciation for square decomposition 2015-09-07 10:42:04 +02:00
Gael Guennebaud
8580eb6808 bug #949: add static assertion for incompatible scalar types in dense end-user decompositions. 2015-03-13 21:06:20 +01:00
Marc Glisse
37a93c4263 New scoring functor to select the pivot. 
This is can be useful for non-floating point scalars, where choosing the biggest element is generally not the best choice.
 2015-03-03 17:08:28 +01:00
Gael Guennebaud
cc641aabb7 Remove deprecated usage of expr::Index. 2015-02-16 14:46:51 +01:00
Gael Guennebaud
fc202bab39 Index refactoring: StorageIndex must be used for storage only (and locally when it make sense). In all other cases use the global Index type. 2015-02-13 18:57:41 +01:00
Christoph Hertzberg
e8cdbedefb bug #877, bug #572: Introduce a global Index typedef. Rename Sparse*::Index to StorageIndex, make Dense*::StorageIndex an alias to DenseIndex. Overall this commit gets rid of all Index conversion warnings. 2014-12-04 22:48:53 +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
0ca43f7e9a Remove deprecated code not used by evaluators 2014-09-18 15:15:27 +02:00
Gael Guennebaud
a325d1cb1e merge with default branch 2014-07-18 11:02:22 +02:00
Gael Guennebaud
77af4cc3c9 bug #397: add a warning for 64 to 32 bit integer conversion and fix many of these warning by splitting the index type used for storage and as size/coefficient indexes in PermutationMatrix and Transpositions. 2014-07-17 13:34:26 +02:00
Gael Guennebaud
61b88d2feb merge with default branch 2014-07-02 09:35:37 +02:00
Christoph Hertzberg
324e7e8fc9 Removed the deprecated EIGEN2_SUPPORT, as previously announced. A compilation error is raised, if this compile-switch is defined. The documentation references to the corresponding pages from Eigen3.2 now. Also, the Eigen2 testsuite has been removed. 2014-07-01 16:58:11 +02:00
Gael Guennebaud
1e0c2f6ddb Hide some deprecated classes. 2014-02-24 11:41:19 +01:00
Gael Guennebaud
93125e372d Port LU module to evaluators (except image() and kernel()) 2014-02-20 15:26:15 +01:00
Gael Guennebaud
9cd2d14005 merge with default branch 2013-04-19 11:21:39 +02:00
Gael Guennebaud
d8f1035355 Fix a couple of int versus Index issues. 2013-04-09 09:43:00 +02:00
Gael Guennebaud
5dda7842ca Add assertion on the input matrix size in factorizations relying on permutations of 32bits int 2013-02-26 11:42:32 +01:00
Gael Guennebaud
5adcc6c7b4 Add support for NVCC5: most of the Core and part of LU are callable from CUDA code. 
Still a lot to do.
 2013-02-07 19:06:14 +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
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
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
Gael Guennebaud
98285ba81c merge 2011-01-26 16:36:07 +01:00
Gael Guennebaud
15ef62ca43 extend PermutationMatrix and Transpositions to support arbitrary interger types and to support the Map/Wrapper model via base and derived classes 2011-01-26 16:33:23 +01:00
Benoit Jacob
09d1923f61 eigen2: pass lu test 2011-01-25 10:02:36 -05:00