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2775 Commits

Author SHA1 Message Date
Gael Guennebaud
3ba8a3ab1a Disable underflow unit test on the i387 FPU. 2016-01-30 22:14:04 +01:00
Gael Guennebaud
15084cf1ac bug #632: add support for "dense +/- sparse" operations. The current implementation is based on SparseView to make the dense subexpression compatible with the sparse one. 2016-01-29 22:09:45 +01:00
Gael Guennebaud
d8d37349c3 bug #696: enable zero-sized block at compile-time by relaxing the respective assertion 2016-01-29 12:44:49 +01:00
Rasmus Munk Larsen
acce4dd050 Change Eigen's ColPivHouseholderQR to use the numerically stable norm downdate formula from http://www.netlib.org/lapack/lawnspdf/lawn176.pdf, which has been used in LAPACK's xGEQPF and xGEQP3 since 2006. With the old formula, the code chooses the wrong pivots and fails to correctly determine rank on graded matrices. 
This change also adds additional checks for non-increasing diagonal in R11 to existing unit tests, and adds a new unit test with the Kahan matrix, which consistently fails for the original code.

Benchmark timings on Intel(R) Xeon(R) CPU E5-1650 v3 @ 3.50GHz. Code compiled with AVX & FMA. I just ran on square matrices of 3 difference sizes.

Benchmark               Time(ns)     CPU(ns) Iterations
-------------------------------------------------------
Before:
BM_EigencolPivQR/64        53677       53627      12890
BM_EigencolPivQR/512    15265408    15250784         46
BM_EigencolPivQR/4k  15403556228 15388788368          2

After (non-vectorized version):
Benchmark               Time(ns)     CPU(ns) Iterations  Degradation
--------------------------------------------------------------------
BM_EigencolPivQR/64        63736       63669      10844         18.5%
BM_EigencolPivQR/512    16052546    16037381         43          5.1%
BM_EigencolPivQR/4k  15149263620 15132025316          2         -2.0%

Performance-wise there seems to be a ~18.5% degradation for small (64x64) matrices, probably due to the cost of more O(min(m,n)^2) sqrt operations that are not needed for the unstable formula.
 2016-01-28 15:07:26 -08:00
Gael Guennebaud
c1d900af61 bug #178: remove additional const on nested expression, and remove several const_cast. 2016-01-28 21:43:20 +01:00
Gael Guennebaud
ddf64babde merge 2016-01-28 13:21:48 +01:00
Gael Guennebaud
df15fbc452 bug #1158: PartialReduxExpr is a vector expression, and it thus must expose the LinearAccessBit flag 2016-01-28 13:16:30 +01:00
Gael Guennebaud
9ac8e8c6a1 Extend mixing type unit test with trmv, and the following not yet supported products: trmm, symv, symm 2016-01-27 17:29:53 +01:00
Gael Guennebaud
6da5d87f92 add nomalloc unit test for rank2 updates 2016-01-27 17:26:48 +01:00
Gael Guennebaud
9801c959e6 Fix tri = complex * real product, and add respective unit test. 2016-01-27 17:12:25 +01:00
Gael Guennebaud
412bb5a631 Remove redundant test. 2016-01-26 23:35:30 +01:00
Gael Guennebaud
8328caa618 bug #51: add block preallocation mechanism to selfadjoit*matrix product. 2016-01-25 22:06:42 +01:00
Gael Guennebaud
e58827d2ed bug #51: make general_matrix_matrix_triangular_product use L3-blocking helper so that general symmetric rank-updates and general-matrix-to-triangular products do not trigger dynamic memory allocation for fixed size matrices. 2016-01-25 17:16:33 +01:00
Gael Guennebaud
869b4443ac Add SparseVector::conservativeResize() method. 2016-01-25 11:55:39 +01:00
Gael Guennebaud
1cf85bd875 bug #977: add stableNormalize[d] methods: they are analogues to normalize[d] but with carefull handling of under/over-flow 2016-01-23 22:40:11 +01:00
Gael Guennebaud
0caa4b1531 bug #1150: make IncompleteCholesky more robust by iteratively increase the shift until the factorization succeed (with at most 10 attempts). 2016-01-23 22:13:54 +01:00
Gael Guennebaud
5358c38589 bug #1095: add Cholmod*::logDeterminant/determinant (from patch of Joshua Pritikin) 2016-01-22 16:05:29 +01:00
Gael Guennebaud
ee37eb4eed bug #977: avoid division by 0 in normalize() and normalized(). 2016-01-21 20:43:42 +01:00
Gael Guennebaud
62f7e77711 add upper|lower case in incomplete_cholesky unit test 2016-01-21 00:02:59 +01:00
Gael Guennebaud
ed8ade9c65 bug #1149: fix Pastix*::*parm() 2016-01-20 19:01:24 +01:00
Gael Guennebaud
8b9dc9f0df bug #1144: fix regression in x=y+A*x (aliasing), and move evaluator_traits::AssumeAliasing to evaluator_assume_aliasing. 2016-01-09 08:30:38 +01:00
Eugene Brevdo
14897600b7 Protect digamma tests behind a EIGEN_HAS_C99_MATH check. 2015-12-24 21:28:18 -08:00
Eugene Brevdo
f7362772e3 Add digamma for CPU + CUDA. Includes tests. 2015-12-24 21:15:38 -08:00
Gael Guennebaud
ca39b1546e Merged in ebrevdo/eigen (pull request PR-148) 
Add special functions to eigen: lgamma, erf, erfc.
 2015-12-11 11:52:09 +01:00
Gael Guennebaud
836da91b3f Fix unit tests wrt EIGEN_DEFAULT_TO_ROW_MAJOR 2015-12-11 10:06:28 +01:00
Benoit Steiner
6acf2bd472 Fixed compilation error triggered by MSVC 2008 2015-12-10 17:17:42 -08:00
Benoit Steiner
8314962ce2 Only test the lgamma, erf and erfc function when using a C99 compliant compiler 2015-12-10 13:13:45 -08:00
Benoit Steiner
48877a6933 Only implement the lgamma, erf, and erfc functions when using a compiler compliant with the C99 specification. 2015-12-10 13:09:49 -08:00
Gael Guennebaud
46d2f6cd78 Workaround gcc issue with -O3 and the i387 FPU. 2015-12-10 21:33:43 +01:00
Benoit Steiner
b630d10b62 Only disable the erf, erfc, and lgamma tests for older versions of c++. 2015-12-07 17:08:08 -08:00
Benoit Steiner
73b68d4370 Fixed a couple of typos 
Cleaned up the code a bit.
 2015-12-07 16:38:48 -08:00
Eugene Brevdo
fa4f933c0f Add special functions to Eigen: lgamma, erf, erfc. 
Includes CUDA support and unit tests.
 2015-12-07 15:24:49 -08:00
Benoit Steiner
e25e3a041b Added rsqrt() method to the Array class: this method computes the coefficient-wise inverse square root much more efficiently than calling sqrt().inverse(). 2015-12-03 18:16:35 -08:00
Gael Guennebaud
1562e13aba Add missing Rotation2D::operator=(Matrix2x2) 2015-12-03 22:25:26 +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
6c02cbbb0f Fix matrix to quaternion (and angleaxis) conversion for matrix expression. 2015-12-01 09:45:56 +01:00
Gael Guennebaud
844561939f Do not check NeedsToAlign if no static alignment 2015-11-30 22:36:14 +01:00
Gael Guennebaud
6fcd316f23 Extend superlu cmake script to check version 2015-11-30 14:48:11 +01:00
Gael Guennebaud
3f32f5ec22 ArrayBase::sign: add unit test and fix doc 2015-11-27 16:27:53 +01:00
Gael Guennebaud
8a2659f0cb Improve numerical robustness of some unit tests 2015-11-23 10:53:55 +01:00
Gael Guennebaud
4522ffd17c Add regression using test for array<complex>/real 2015-11-20 15:29:32 +01:00
Gael Guennebaud
4a985e793c Workaround msvc broken complex/complex division in unit test 2015-11-20 14:52:08 +01:00
Gael Guennebaud
1994999105 Add regression unit test for prod.maxCoeff(i) 2015-11-18 23:29:07 +01:00
Gael Guennebaud
a64156cae5 Workaround i387 issue in unit test 2015-11-16 13:33:54 +01:00
Gael Guennebaud
21ed29e2c9 Disable complex scalar types because the compiler might aggressively vectorize 
the initialization of complex coeffs to 0 before we can check for alignedness
 2015-12-09 20:46:09 +01:00
Gael Guennebaud
03ad4fc504 Extend unit test of coeff-based product to check many more combinations 2015-12-08 11:27:43 +01:00
Gael Guennebaud
bfd6ee64f3 bug #1105: fix default preallocation when moving from compressed to uncompressed mode 2015-11-06 15:05:37 +01:00
Gael Guennebaud
780eeb3be7 prevent stack overflow in unit test 2015-11-05 00:32:48 -08:00
Gael Guennebaud
90323f1751 Fix AVX round/ceil/floor, and fix respective unit test 2015-11-04 22:15:57 +01:00