333 Commits

Author SHA1 Message Date
Gael Guennebaud
3f580e240e add Eigen namespace in front of Transpose (I needed that to add a Transpose function, sorry for this little inconvenience) 2008-10-30 00:59:37 +00:00
Gael Guennebaud
ebe14aae7d add transposeInPlace (not optimized yet for rectangular matrix) 2008-10-29 15:24:08 +00:00
Gael Guennebaud
28d32f9bd8 add my copyright in MatrixBase.h 2008-10-13 16:09:16 +00:00
Gael Guennebaud
765219aa51 Big API change in Cholesky module:
* rename Cholesky to LLT
 * rename CholeskyWithoutSquareRoot to LDLT
 * rename MatrixBase::cholesky() to llt()
 * rename MatrixBase::choleskyNoSqrt() to ldlt()
 * make {LLT,LDLT}::solve() API consistent with other modules

Note that we are going to keep a source compatibility untill the next beta release.
E.g., the "old" Cholesky* classes, etc are still available for some time.
To be clear, Eigen beta2 should be (hopefully) source compatible with beta1,
and so beta2 will contain all the deprecated API of beta1. Those features marked
as deprecated will be removed in beta3 (or in the final 2.0 if there is no beta 3 !).

Also includes various updated in sparse Cholesky.
2008-10-13 15:53:27 +00:00
Gael Guennebaud
e2bd8623f8 Solve the issue found by Timothy in solveTriangular:
=> row-major rhs are now evaluated to a column-major
     temporary before the computations.
Add solveInPlace in Cholesky*
2008-10-13 13:14:43 +00:00
Benoit Jacob
247f2b0ffa * block() for vectors ---> segment()
* documentation improvements, especially in quickstart guide
2008-09-15 15:45:41 +00:00
Gael Guennebaud
8473a77f2f move CommaInitializer out of MatrixBase and documment it (because of .finished()) 2008-09-13 18:51:51 +00:00
Gael Guennebaud
703539110b add the missing templated version of block for sub-vectors 2008-09-09 09:30:23 +00:00
Gael Guennebaud
12e9de4abb fix stupid numerical stability issue in SVD::solve (though it is not yet as stable as LU with full pivoting) 2008-09-04 14:38:42 +00:00
Gael Guennebaud
59dc1da5bf Add a Select expression in the Array module which mimics a coeff-wise ?: operator.
Example:
  mat = (mat.cwise().abs().cwise() < Ones()).select(0,mat);
replaces all small values by 0. (the scalar version is "s = abs(s)<1 ? 0 : s")
2008-09-03 17:16:28 +00:00
Daniel Gomez Ferro
8fb1678f0f Extended sparse unit-test: nested blocks and InnerIterators.
Block specialization for sparse matrices.
InnerIterators for Blocks and fixes in CoreIterators.
2008-09-02 15:28:49 +00:00
Benoit Jacob
251ecc0ab9 Rename someOrthogonal to unitOrthogonal. Fix a bug in it, with dyn-size vectors of size <=3.
Update doc and test to reflect that it always returns a unit vector.
2008-08-24 17:31:03 +00:00
Gael Guennebaud
ba100998bf * split Meta.h to Meta.h (generic meta programming) and XprHelper.h (relates to eigen mechanism)
* added a meta.cpp unit test
* EIGEN_TUNE_FOR_L2_CACHE_SIZE now represents L2 block size in Bytes (whence the ei_meta_sqrt...)
* added a CustomizeEigen.dox page
* added a TOC to QuickStartGuide.dox
2008-08-24 15:15:32 +00:00
Gael Guennebaud
bfe86b8fc0 * add documentation of the cool (?) "print with format" feature
* move the ioformat.cpp test to a documentation example
* rename IoFormat => IOFormat
2008-08-23 19:41:00 +00:00
Gael Guennebaud
f729fc1d70 * Add the possibility to customize the output of matrices, e.g.:
IoFormat OctaveFmt(4, AlignCols, ", ", ";\n", "", "", "[", "]");
   cout << mat.format(OctaveFmt);
  The first "4" is the precision.
  Documentation missing.
* Some compilation fixes
2008-08-21 13:17:21 +00:00
Gael Guennebaud
104f8fd36e Added a SVD module:
- the decompostion code has been adfapted from JAMA
 - handles non square matrices of size MxN with M>=N
 - does not work for complex matrices
 - includes a solver where the parts corresponding to zero singular values are set to zero
2008-08-19 17:52:04 +00:00
Gael Guennebaud
a6d387a359 Various compilation fixes for MSVC 9. All tests compile but some
still fail at runtime in ei_aligned_free() (even without vectorization).
2008-08-19 11:06:40 +00:00
Benoit Jacob
9466e5f94e * doc improvements in Cwise and PartialRedux:
- 33 new snippets
  - unfuck doxygen output in Cwise (issues with function macros)
  - more see-also links from outside, making Cwise more discoverable
* rename matrixNorm() to operatorNorm(). There are many matrix norms
  (the L2 is another one) but only one is called the operator norm.
  Risk of confusion with keyword operator is not too scary after all.
2008-08-19 04:30:28 +00:00
Gael Guennebaud
95dd09bea6 * revert the previous interface change in solveTriangular (pointer vs reference)
* remove the cast operators in the Geometry module: they are replaced by constructors
  and new operator= in Matrix
* extended the operations supported by Rotation2D
* rewrite in solveTriangular:
  - merge the Upper and Lower specializations
  - big optimization of the path for row-major triangular matrices
2008-08-18 22:17:42 +00:00
Benoit Jacob
baf0cffedd *add operator()(int) for vectors, synonymous to operator[](int).
I don't see any reason not to allow it, it doesn't add much code, and
 it makes porting from eigen1 easier.
*expand tests/basicstuff to first test coefficient access methods
2008-08-18 12:33:14 +00:00
Gael Guennebaud
8a3e6b1ee2 change solveTriangularInPlace() to take a pointer as input (as discussed on IRC).
extended the documentation of the triangular solver.
2008-08-12 07:49:59 +00:00
Benoit Jacob
13ad88736e last small fixes, this is alpha6, eigen2 is now ready for eigen1 apps to
port to.
2008-08-12 02:14:02 +00:00
Benoit Jacob
17ec407ccd * add Regression module, from eigen1, improved, with doc and unit-test.
* fix .normalized() so that Random().normalized() works; since the return
type became complicated to write down i just let it return an actual
vector, perhaps not optimal.
* add Sparse/CMakeLists.txt. I suppose that it was intentional that it
didn't have CMakeLists, but in <=2.0 releases I'll just manually remove
Sparse.
2008-08-11 02:25:40 +00:00
Gael Guennebaud
b13148c358 renamed inverseProduct => solveTriangular 2008-08-09 20:06:25 +00:00
Gael Guennebaud
4fa40367e9 * Big change in Block and Map:
- added a MapBase base xpr on top of which Map and the specialization
    of Block are implemented
  - MapBase forces both aligned loads (and aligned stores, see below) in expressions
    such as "x.block(...) += other_expr"
* Significant vectorization improvement:
 - added a AlignedBit flag meaning the first coeff/packet is aligned,
   this allows to not generate extra code to deal with the first unaligned part
 - removed all unaligned stores when no unrolling
 - removed unaligned loads in Sum when the input as the DirectAccessBit flag
* Some code simplification in CacheFriendly product
* Some minor documentation improvements
2008-08-09 18:41:24 +00:00
Benoit Jacob
58ba9ca72f LU: remove partial-pivoting path (moderately useful since it's does
not allow to easily get the rank), fix a bug (which could have been
triggered by matrices having coefficients of very different
magnitudes).
Part: add an assert to prevent hard to find bugs
Swap: update comments
2008-08-07 04:31:05 +00:00
Benoit Jacob
c94be35bc8 introduce copyCoeff and copyPacket methods in MatrixBase, used by
Assign, in preparation for new Swap impl reusing Assign code.
remove last remnant of old Inverse class in Transform.
2008-08-05 18:00:23 +00:00
Benoit Jacob
09ef7db9d9 Add partial pivoting runtime option to LU.
Note: in fact, inverse() always uses partial pivoting because the algo
currently used doesn't make sense with complete pivoting. No num
stability issue so far even with size 200x200. If there is any problem
we can of course reimplement inverse on top of LU.
2008-08-05 15:43:11 +00:00
Benoit Jacob
c2f8ecf466 * LU decomposition, supporting all rectangular matrices, with full
pivoting for better numerical stability. For now the only application is
determinant.
* New determinant unit-test.
* Disable most of Swap.h for now as it makes LU fail (mysterious).
Anyway Swap needs a big overhaul as proposed on IRC.
* Remnants of old class Inverse removed.
* Some warnings fixed.
2008-08-04 04:45:59 +00:00
Gael Guennebaud
842c4f8bfa Several compilation fixes for MSVC and NVCC, basically:
- added explicit enum to int conversion where needed
- if a function is not defined as declared and the return type is "tricky"
  then the type must be typedefined somewhere. A "tricky return type" can be:
  * a template class with a default parameter which depends on another template parameter
  * a nested template class, or type of a nested template class
2008-07-29 16:33:07 +00:00
Gael Guennebaud
e9e5261664 Fix a couple issues introduced in the previous commit:
* removed DirectAccessBit from Part
* use a template specialization in inverseProduct() to transform a Part xpr to a Flagged xpr
2008-07-26 23:05:44 +00:00
Gael Guennebaud
172000aaeb Add .perpendicular() function in Geometry module (adapted from Eigen1)
Documentation:
 * add an overview for each module.
 * add an example for .all() and Cwise::operator<
2008-07-22 10:54:42 +00:00
Gael Guennebaud
c10f069b6b * Merge Extract and Part to the Part expression.
Renamed "MatrixBase::extract() const" to "MatrixBase::part() const"
* Renamed static functions identity, zero, ones, random with an upper case
  first letter: Identity, Zero, Ones and Random.
2008-07-21 00:34:46 +00:00
Gael Guennebaud
269f683902 Add cholesky's members to MatrixBase
Various documentation improvements including new snippets (AngleAxis and Cholesky)
2008-07-19 22:59:05 +00:00
Gael Guennebaud
05ad083467 Added MatrixBase::Unit*() static function to easily create unit/basis vectors.
Removed EulerAngles, addes typdefs for Quaternion and AngleAxis,
and added automatic conversions from Quaternion/AngleAxis to Matrix3 such that:
 Matrix3f m = AngleAxisf(0.2,Vector3f::UnitX) * AngleAxisf(0.2,Vector3f::UnitY);
just works.
2008-07-19 13:03:23 +00:00
Gael Guennebaud
7245c63067 Complete rewrite of partial reduction according to mailing list discussions. 2008-07-19 11:36:32 +00:00
Benoit Jacob
62ec1dd616 * big rework of Inverse.h:
- remove all invertibility checking, will be redundant with LU
  - general case: adapt to matrix storage order for better perf
  - size 4 case: handle corner cases without falling back to gen case.
  - rationalize with selectors instead of compile time if
  - add C-style computeInverse()
* update inverse test.
* in snippets, default cout precision to 3 decimal places
* add some cmake module from kdelibs to support btl with cmake 2.4
2008-07-15 23:56:17 +00:00
Gael Guennebaud
c9b046d5d5 * added optimized paths for matrix-vector and vector-matrix products
(using either a cache friendly strategy or re-using dot-product
  vectorized implementation)
* add LinearAccessBit to Transpose
2008-07-09 22:30:18 +00:00
Gael Guennebaud
5f55ab524c * added a lazyAssign overload skipping .lazy() such that c = (<xpr>).lazy() such that
lazyAssign overloads of <xpr> are automatically called (this also reduces assign instansiations)
2008-07-09 13:54:21 +00:00
Benoit Jacob
6f09d3a67d - many updates after Cwise change
- fix compilation in product.cpp with std::complex
- fix bug in MatrixBase::operator!=
2008-07-08 07:56:01 +00:00
Benoit Jacob
f5791eeb70 the big Array/Cwise rework as discussed on the mailing list. The new API
can be seen in Eigen/src/Core/Cwise.h.
2008-07-08 00:49:10 +00:00
Gael Guennebaud
37a50fa526 * added an in-place version of inverseProduct which
might be twice faster fot small fixed size matrix
* added a sparse triangular solver (sparse version
  of inverseProduct)
* various other improvements in the Sparse module
2008-06-29 21:29:12 +00:00
Gael Guennebaud
027818d739 * added innerSize / outerSize functions to MatrixBase
* added complete implementation of sparse matrix product
  (with a little glue in Eigen/Core)
* added an exhaustive bench of sparse products including GMM++ and MTL4
  => Eigen outperforms in all transposed/density configurations !
2008-06-28 23:07:14 +00:00
Benoit Jacob
c5bd1703cb change derived classes methods from "private:_method()"
to "public:method()" i.e. reimplementing the generic method()
from MatrixBase.
improves compilation speed by 7%, reduces almost by half the call depth
of trivial functions, making gcc errors and application backtraces
nicer...
2008-06-26 20:08:16 +00:00
Benoit Jacob
25ba9f377c * add bench/benchVecAdd.cpp by Gael, fix crash (ei_pload on non-aligned)
* introduce packet(int), make use of it in linear vectorized paths
  --> completely fixes the slowdown noticed in benchVecAdd.
* generalize coeff(int) to linear-access xprs
* clarify the access flag bits
* rework api dox in Coeffs.h and util/Constants.h
* improve certain expressions's flags, allowing more vectorization
* fix bug in Block: start(int) and end(int) returned dyn*dyn size
* fix bug in Block: just because the Eval type has packet access
  doesn't imply the block xpr should have it too.
2008-06-26 16:06:41 +00:00
Benoit Jacob
3b94436d2f * vectorize dot product, copying code from sum.
* make the conj functor vectorizable: it is just identity in real case,
  and complex doesn't use the vectorized path anyway.
* fix bug in Block: a 3x1 block in a 4x4 matrix (all fixed-size)
  should not be vectorizable, since in fixed-size we are assuming
  the size to be a multiple of packet size. (Or would you prefer
  Vector3d to be flagged "packetaccess" even though no packet access
  is possible on vectors of that type?)
* rename:
  isOrtho for vectors ---> isOrthogonal
  isOrtho for matrices ---> isUnitary
* add normalize()
* reimplement normalized with quotient1 functor
2008-06-24 15:13:00 +00:00
Gael Guennebaud
ea1990ef3d add experimental code for sparse matrix:
- uses the common "Compressed Column Storage" scheme
 - supports every unary and binary operators with xpr template
   assuming binaryOp(0,0) == 0 and unaryOp(0) = 0 (otherwise a sparse
   matrix doesnot make sense)
 - this is the first commit, so of course, there are still several shorcommings !
2008-06-23 13:25:22 +00:00
Gael Guennebaud
54238961d6 * added a pseudo expression Array giving access to:
- matrix-scalar addition/subtraction operators, e.g.:
       m.array() += 0.5;
   - matrix/matrix comparison operators, e.g.:
      if (m1.array() < m2.array()) {}
* fix compilation issues with Transform and gcc < 4.1
2008-06-20 12:38:03 +00:00
Gael Guennebaud
82c3cea1d5 * refactoring of Product:
* use ProductReturnType<>::Type to get the correct Product xpr type
  * Product is no longer instanciated for xpr types which are evaluated
  * vectorization of "a.transpose() * b" for the normal product (small and fixed-size matrix)
  * some cleanning
* removed ArrayBase
2008-06-19 17:33:57 +00:00
Benoit Jacob
bb1f4e44f1 * Block: row and column expressions in the inner direction
now have the Like1D flag.

* Big renaming:
  packetCoeff ---> packet
  VectorizableBit ---> PacketAccessBit
  Like1DArrayBit ---> LinearAccessBit
2008-06-16 14:54:31 +00:00