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211 Commits

Author SHA1 Message Date
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
Adolfo Rodriguez Tsourouksdissian
5e431779f3 bug #206 - part 3: Reimplement FullPivHouseholderQR<T>::matrixQ() using ReturnByValue 2011-03-08 19:04:31 +01:00
Gael Guennebaud
8414be739b fix bug #330: Index to int conversion warning 2011-08-23 11:02:10 +02:00
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
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
Benoit Jacob
b69b6a9db2 add Threshold API to FullPivHouseholderQR 2011-01-27 10:17:52 -05:00
Jitse Niesen
2cc75f4922 Make HouseholderSequence::setTrans() protected (cf. bug #50). 
Users can call .transpose() instead.
 2011-01-06 11:30:19 +00:00
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
Gael Guennebaud
79cc86f701 fix compilation 2010-12-10 13:52:47 +01:00
Benoit Jacob
4716040703 bug #86 : use internal:: namespace instead of ei_ prefix 2010-10-25 10:15:22 -04:00
Hauke Heibel
3dd8225862 Added more detailed docs to the QR decompositions classes. 2010-08-05 08:56:19 +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