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121 Commits

Author SHA1 Message Date
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
cc964b6caf fix performance regression due to check_rows_cols_for_overflow and add appropriate assertions in the PlainObjectBase::resize() functions. 
The fix consists in disabling this useless test for statically allocated objects.
 2012-06-26 22:16:07 +02:00
Gael Guennebaud
3c9289129b prevent the allocation of the two preconditioner, only one is needed 2012-06-15 23:22:34 +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
f6a5508392 remove an extra ';' and suppress a 'variable used before its value is set' warning 2012-04-11 09:49:52 +02:00
Jitse Niesen
ed244e9c1a Document that JacobiSVD also handles complex matrices. 
Thanks to 'Jazzdude' for noting this on IRC.
 2012-01-26 13:16:50 +00:00
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
Jitse Niesen
ac3ad9c1e7 Convert tabs to spaces. 2011-09-27 15:47:04 +01:00
Jitse Niesen
17c321617d Fix bug #286: Infinite loop in JacobiSVD with denormals 2011-09-27 14:25:02 +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
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
117d17ee58 bug #271: fix copy/paste mistakes in doc 
(transplanted from 145b9cad63101ee46924d446fa8b08ffb48c7f3a)
 2011-05-23 13:39:26 +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
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
Benoit Jacob
bfcad536e8 * bug #206: correctly forward computationOptions and work towards avoiding mallocs after preallocation, with unit test. 
* added EIGEN_RUNTIME_NO_MALLOC and new set_is_malloc_allowed() function to implement that test
 2011-03-06 20:59:25 -05:00
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
6896cab5b9 one more const missing 2011-01-25 16:52:40 +01:00
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
Benoit Jacob
75b7d98665 bug #54 - really fix const correctness except in Sparse 2010-12-22 17:45:37 -05:00
Benoit Jacob
0ab9a0a2f7 make UpperBidiagonalization internal: don't want to support it, it's not used. 
Keeping it because it tests BandMatrix.
 2010-11-23 11:12:42 -05:00
Gael Guennebaud
05ed9be639 prevent warning 2010-11-10 18:59:16 +01:00
Benoit Jacob
4716040703 bug #86 : use internal:: namespace instead of ei_ prefix 2010-10-25 10:15:22 -04:00
Benoit Jacob
e259f71477 rename PlanarRotation -> JacobiRotation 2010-10-19 21:56:26 -04:00
Benoit Jacob
9044c98cff work around stupid msvc error when constructing at compile time an expression 
that involves a division by zero, even if the numeric type has floating point
 2010-10-19 21:56:11 -04:00
Benoit Jacob
3481f10e7a re-fix the broken msvc warning in JacobiSVD 2010-10-18 09:46:22 -04:00
Benoit Jacob
597bb61c23 fix stupid msvc warning in jacobisvd 2010-10-18 06:54:11 -04:00
Benoit Jacob
8356bc8d06 add jacobiSvd() method, update test & docs 2010-10-17 09:40:52 -04:00
Benoit Jacob
6dc478fd77 doc typo 2010-10-14 10:19:46 -04:00
Benoit Jacob
65c01e2bf7 JacobiSVD doc fix 2010-10-14 10:17:40 -04:00
Benoit Jacob
8f0e80fe30 JacobiSVD: 
* fix preallocating constructors, allocate U and V of the right size for computation options
  * complete documentation and internal comments
  * improve unit test, test inf/nan values
 2010-10-14 10:14:43 -04:00
Benoit Jacob
8eb0fc1e72 remove SVD class (was bad code taked from elsewhere) 
Use JacobiSVD for now.
We do plan to reintroduce a bidiagonalizing SVD asap.
 2010-10-12 10:19:59 -04:00
Benoit Jacob
b8bb804007 set ColPivHouseholderQR as default preconditioner for JacobiSVD 2010-10-11 21:00:42 -04:00
Benoit Jacob
5c3d21693b implement JacobiSVD::solve() and expand the unit test 2010-10-11 15:36:04 -04:00
Benoit Jacob
8ba8d90063 add option to compute thin U/V. 
By default nothing is computed. You have to ask explicitly for thin/full U/V if you want them.
 2010-10-08 10:42:40 -04:00
Benoit Jacob
6fad2eb97b Rework JacobiSVD api / template parameters. 
There is now an integer QRPreconditioner template parameter, defaulting to full-piv QR.
Since we have to special-case each QR dec anyway, a template template parameter didn't add much value here.
There is an option NoQRPreconditioner if you know your matrices are already square (auto-detected for fixed-size matrices).
 2010-10-08 10:42:32 -04:00
Benoit Jacob
4a98cada26 Backed out changeset 2334291157fe192b7b9f651967126de3bf8d8cbe 
Sorry Thomas, these doc fixes are no longer relevant with the JacobiSVD API changes, and they are preventing me from applying my patches cleanly.
 2010-10-08 10:42:06 -04:00
Thomas Capricelli
2334291157 fix doc 2010-10-04 04:08:32 +02:00
Hauke Heibel
327ed3d1d3 Added a note to the Gram Schmidt code and improved some formatting. 2010-09-25 14:15:35 +02:00
Hauke Heibel
316dadc8e4 Fixed some SVD issues. 
Make the SVD's output unitary.
Improved unit tests.
Added an assert to the SVD ctor to check whether rows>=cols.
 2010-09-24 17:32:44 +02:00
Hauke Heibel
053261de88 Make the SVD's output unitary and improved unit tests. 2010-09-24 16:28:20 +02:00
Benoit Jacob
c253cc3d53 SVD: 
* fix unit test for rectangular matrices.
 * enforce that rows >= cols since various places in the code assume that.
 2010-09-23 09:51:08 -04:00
Hauke Heibel
62bf04b339 Fixed bad memory access in the SVD. 2010-09-23 11:15:36 +02:00
Benoit Jacob
e5de9e5226 Remove \nonstable yet. The stability rules for Eigen3 are much simpler: 
- all what's not in unsupported/ is considered stable API
    (except internal stuff e.g. expression templates).
 2010-06-29 10:10:47 -04:00
Gael Guennebaud
28e64b0da3 email change 2010-06-24 23:21:58 +02:00
Benoit Jacob
d788627b54 rename: 
EIGEN_SIZE_MIN    ---> EIGEN_SIZE_MIN_PREFER_DYNAMIC
  EIGEN_MAXSIZE_MIN ---> EIGEN_SIZE_MIN_PREFER_FIXED
and make sure to use the latter in products xprs to determine the inner size.
 2010-06-14 09:05:08 -04:00