224 Commits

Author SHA1 Message Date
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
98604576d1 Merged in chtz/eigen-indexconversion (pull request PR-92)
bug #877, bug #572: Get rid of Index conversion warnings, summary of changes:

- Introduce a global typedef Eigen::Index making Eigen::DenseIndex and AnyExpr<>::Index deprecated (default is std::ptrdiff_t).

 - Eigen::Index is used throughout the API to represent indices, offsets, and sizes.

 - Classes storing an array of indices uses the type StorageIndex to store them. This is a template parameter of the class. Default is int.

 - Methods that *explicitly* set or return an element of such an array take or return a StorageIndex type. In all other cases, the Index type is used.
2015-02-16 15:29:00 +01:00
Gael Guennebaud
cc641aabb7 Remove deprecated usage of expr::Index. 2015-02-16 14:46:51 +01:00
Christoph Hertzberg
bd511dde9d bug #952: Missing \endcode made doxygen fail to build ColPivHouseholderQR 2015-02-15 06:08:25 +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
Gael Guennebaud
fe51319980 Merge Index-refactoring branch with default, fix PastixSupport, remove some useless typedefs 2015-02-13 10:03:53 +01:00
Gael Guennebaud
f1092d2f73 bug #941: fix accuracy issue in ColPivHouseholderQR, do not stop decomposition on a small pivot 2015-01-30 19:04:04 +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
Mark Borgerding
880e72c130 quieted more g++ warnings of the form: warning: typedef XXX locally defined but not used [-Wunused-local-typedefs] 2014-10-16 09:19:32 -04:00
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
8846aa6d1b Optimization: enable cache-efficient application of HouseholderSequence. 2014-09-04 09:15:59 +02:00
Gael Guennebaud
85c7659574 Refactoring of sparse solvers through a SparseSolverBase class and usage of the Solve<> expression. Introduce a SolveWithGuess expression on top of Solve. 2014-09-01 15:00:19 +02:00
Gael Guennebaud
74b1d79d77 merge default and evaluator branches 2014-03-12 16:24:25 +01:00
Gael Guennebaud
9be72cda2a Port QR module to Solve/Inverse 2014-03-11 11:47:32 +01:00
Jitse Niesen
a58325ac2f Minor corrections in QR docs. 2013-12-31 18:06:28 +00:00
Christoph Hertzberg
bbf373bbe9 Applied patch from Richard JW Roberts, resolving bug #704 2013-12-21 22:14:03 +01:00
Christoph Hertzberg
6b6071866b Make pivoting HouseholderQR compatible with custom scalar types 2014-02-25 18:55:16 +01:00
Gael Guennebaud
28b2abdbea Fix FullPivHouseholderQR ctors for non squared fixed size matrix types 2013-11-19 12:53:46 +01:00
Gael Guennebaud
1bb1a57ef7 merge with default branch 2013-11-05 10:31:59 +01:00
Gael Guennebaud
bbd49d194a Add a rank method with threshold control to JacobiSVD, and make solve uses it to return the minimal norm solution for rank-deficient problems 2013-11-01 18:21:46 +01:00
Gael Guennebaud
8f496cd3a3 Fix changeset 2702788da71303afa71e53dfa6542a560115425a
for fixed size matrices
2013-11-01 18:17:55 +01:00
Gael Guennebaud
2702788da7 Fix bug #678: vectors of row and columns transpositions were not properly resized in FullPivQR 2013-10-29 18:02:18 +01:00
Gael Guennebaud
150c9fe536 Make FullPivHouseholderQR::solve returns the least-square solution instead of aborting if no exact solution exist 2013-08-20 11:52:48 +02:00
Gael Guennebaud
55b57fcba6 Disable some shortcuts with nvcc 2013-07-31 16:56:31 +02:00
Gael Guennebaud
7ee378d89d Fix various scalar type conversion warnings. 2013-07-12 16:40:02 +02:00
Gael Guennebaud
55365566b2 Fix HouseholderSequence::conjugate() and ::adjoint() and add respective unit tests. 2013-06-17 00:14:42 +02:00
Gael Guennebaud
62670c83a0 Fix bug #314: move remaining math functions from internal to numext namespace 2013-06-10 23:40:56 +02:00
Gael Guennebaud
0525874a03 Fix bug #599: add missing documentation of some members in QR module. 2013-06-10 11:58:28 +02:00
Gael Guennebaud
899c0c2b6c Clean source code and unit tests with respect to -Wunused-local-typedefs 2013-04-10 22:27:35 +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
08388cc712 Remove superfluous cast. 2013-02-24 20:37:52 +01:00
Desire NUENTSA
59f9400420 Clarify the doc for column-pivoting QR 2013-02-21 13:33:31 +01:00
Desire NUENTSA
bc18e06fe3 Add matrixR() to get the triangular factor from the Householder QR 2013-02-20 13:58:26 +01:00
Gael Guennebaud
f8407742c1 Fix some implicit int64 to int conversion warnings. However, the real issue
is that PermutationMatrix mixes the type of the stored indices and the "Index"
type used for the sizes, coeff indices, etc., which should be DenseIndex.
(transplanted from 66cbfd4d39efbec240fe90b2dd77293e71f060e8
)
2013-02-14 18:16:51 +01:00
Gael Guennebaud
ee36eaefc6 remove dummy code in ColPivHouseholderQR::solve 2013-01-23 18:34:29 +01:00
Desire NUENTSA
36414d1f3e Update SPQR module for Sparse LM 2012-11-21 19:47:44 +01:00
Gael Guennebaud
a76fbbf397 Fix bug #314:
- remove most of the metaprogramming kung fu in MathFunctions.h (only keep functions that differs from the std)
- remove the overloads for array expression that were in the std namespace
2012-11-06 15:25:50 +01:00
Gael Guennebaud
8ab0e16e27 fix various regressions with MKL support 2012-07-28 16:32:43 +02:00
Benoit Jacob
69124cfca2 Automatic relicensing to MPL2 using Keirs script. Manual fixup follows. 2012-07-13 14:42:47 -04:00
Gael Guennebaud
0a7ce6ad69 fix bug #486: template speacialization of member functions must be declared inline to avoid duplicate references 2012-07-05 13:32:23 +02:00
Gael Guennebaud
9a97dac4d9 Doc: add an example for HouseholderQR::householderQ() 2012-07-02 16:33:32 +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
3c412183b2 Get rid of include directives inside namespace blocks (bug #339). 2012-04-15 11:06:28 +01:00
Gael Guennebaud
51410975ac suppress extra ',' and ';' 2012-04-10 17:32:21 +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
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
Adolfo Rodriguez Tsourouksdissian
4477843bdd bug #206 - part 4: Removes heap allocations from JacobiSVD and its preconditioners 2011-10-30 23:55:20 -04:00