Alexey Korepanov
d937e67b48
RealQZ: added example and some code comments
2012-07-28 08:24:44 -05:00
Gael Guennebaud
9e8d2dea80
Add a preliminary GeneralizedEigenSolver computing the eigenvalues of Av=lBv with A and B general real matrices.
...
Currently only the eigenvalues are reported.
2012-07-26 20:15:17 +02:00
Gael Guennebaud
cfb76b242f
RealSchur: improve speed of computeNormOfT
2012-07-26 18:04:58 +02:00
Gael Guennebaud
4e60e2cdf6
RealQZ: improve computeNorms speed, improve shift accuracy (better to do a/b than a*(1/b)),
...
update API to set the maximum number of iterations
2012-07-26 18:03:10 +02:00
Alexey Korepanov
ea310249f3
RealQZ: bug in pushDownZero fixed too
2012-07-25 12:49:18 -05:00
Alexey Korepanov
a3a9773ab6
RealQZ: bug in splitOffTwoRows fixed
2012-07-25 12:17:00 -05:00
Gael Guennebaud
e7c07de549
RealQZ: optimize general hessenberg to not apply rotations to zero entries.
2012-07-24 18:16:22 +02:00
Gael Guennebaud
c1cab7b8ed
real QZ: update license
2012-07-24 18:11:41 +02:00
Alexey Korepanov
65db91ac2b
Add a RealQZ class: a generalized Schur decomposition for real matrices
2012-07-11 16:38:03 -05:00
Jitse Niesen
ba5eecae53
Allow user to specify max number of iterations (bug #479 ).
2012-07-24 15:17:59 +01:00
Jitse Niesen
b7ac053b9c
Use EISPACK's strategy re max number of iters in Schur decomposition (bug #479 ).
2012-07-22 22:02:50 +01:00
Benoit Jacob
69124cfca2
Automatic relicensing to MPL2 using Keirs script. Manual fixup follows.
2012-07-13 14:42:47 -04:00
Gael Guennebaud
a2c3003be2
Fix possible underflow issues in SelfAdjointEigenSolver
2012-07-10 09:51:26 +02:00
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
b96b429aa2
fix bug #478 : RealSchur failed on a zero matrix.
2012-06-20 10:08:32 +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
5d56f9f763
Remove unused file EigenvaluesCommon.h
2012-04-16 13:47:48 +01:00
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
Gael Guennebaud
fe85b7ebc6
fix several const qualifier issues: double ones, meaningless ones, some missing ones, etc.
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(note that const qualifiers are set by internall::nested)
2012-02-03 23:18:26 +01:00
Gael Guennebaud
9c86ee2695
fix static inline versus inline static issues (the former is the correct order)
2012-01-31 12:58:52 +01:00
Gael Guennebaud
a108216af1
fix bug #410 : fix a possible out of range access in EigenSolver
2012-01-25 19:02:31 +01:00
Jitse Niesen
0e1e0a2a58
Make sure that now-fixed assert is not triggered.
2012-01-19 14:30:44 +00:00
Keir Mierle
274f8a0947
Fix broken asserts releaved by Clang.
2012-01-18 15:03:27 -08:00
Jitse Niesen
1e7712771e
Remove asserts that eigenvalue computation has converged (bug #354 ).
2011-12-12 17:17:38 +00:00
Gael Guennebaud
105e170d8b
trivial compilation fix
2011-12-10 16:17:12 +01:00
Igor Krivenko
36457178f9
bug #352:properly cast constants
2011-12-09 23:38:41 +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
Gael Guennebaud
01b4b6e456
improve accuracy of 3x3 direct eigenvector extraction
2011-11-23 22:43:40 +01:00
Jitse Niesen
a594ac3966
Allow for more iterations in SelfAdjointEigenSolver (bug #354 ).
...
Add an assert to guard against using eigenvalues that have not converged.
Add call to info() in tutorial example to cover non-convergence.
2011-11-02 14:18:20 +00:00
Gael Guennebaud
42e2578ef9
the min/max macros to detect unprotected min/max were undefined by some std header,
...
so let's declare them after and do the respective fixes ;)
2011-08-19 14:18:05 +02:00
Gael Guennebaud
f162f7c323
fix a numerical issue in the direct 3x3 eigenvector extraction
2011-08-08 10:46:26 +02:00
Gael Guennebaud
e8313364c1
simplify a bit the 2x2 direct eigenvalue solver
2011-07-22 11:21:43 +02:00
Gael Guennebaud
47a2bca89f
integrate Hauke's 2x2 direct symmetric eigenvalues solver
2011-07-22 09:43:14 +02:00
Gael Guennebaud
26d7dad138
add a computeDirect method to SelfAdjointEigenSolver for fast eigen decomposition
2011-07-21 19:07:52 +02:00
Gael Guennebaud
22bff949c8
protect calls to min and max with parentheses to make Eigen compatible with default windows.h
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(transplanted from 49b6e9143e1d74441924c0c313536e263e12a55c
)
2011-07-21 11:19:36 +02:00
Gael Guennebaud
5fdebc2fa5
fix bug #316 - SelfAdjointEigenSolver::compute does not handle matrices of size (1,1) correctly
2011-07-09 07:15:14 +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
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
e22a523021
Remove Eigen::internal::sqrt(), see bug #264 .
2011-05-12 16:52:56 +01:00
Jitse Niesen
0896c6d97d
Get rid of wrong "subscript above bounds" warning (bug #149 ).
2011-05-07 18:44:11 +01:00
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
Jitse Niesen
c9b5531d6c
Normalize eigenvectors returned by EigenSolver (fixes bug #249 )
...
because the documentation says that we do this.
Also, add a unit test to cover this.
2011-04-15 17:39:59 +01:00
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
9195a224f3
fix division by zero if the matrix is exactly zero
2011-02-17 19:39:57 +01:00
Gael Guennebaud
ea99880760
fix under- and overflow
2011-02-06 08:23:10 +01:00
Benoit Jacob
374deaed5f
make eigen2 eigensolver test pass
2011-01-31 08:36:14 -05:00
Gael Guennebaud
3d8e179aa2
fix MaxCols in ComplexEigenSolver which was causing memory allocation instead of static allocation in the nomalloc test. Uncomment commenetd parts of the nomalloc test since now matrix-matrix products are safe.
2011-01-27 18:02:49 +01:00
Benoit Jacob
26c2afd55a
fix compile errors in Tridiagonalization and in doc examples
2010-12-30 04:52:20 -05:00
