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287 Commits

Author SHA1 Message Date
Hauke Heibel
832045d363 Warning 4512 (assignment operators could not be generated) is now simply disabled. 
All unimplemented assignment operators have been removed.
 2009-12-14 10:32:43 +01:00
Hauke Heibel
d088ee35f6 Added to possibility to compile unit tests at maximum warning level. 
Silenced (amongst others) many conversion related warnings.
 2009-12-12 11:39:07 +01:00
Gael Guennebaud
8e05f9cfa1 add a DenseBase class for MAtrixBase and ArrayBase and more code factorisation 2009-12-04 23:17:14 +01:00
Benoit Jacob
3e73f6036c * HouseholderSequence: 
* be aware of number of actual householder vectors
    (optimization in non-full-rank case, no behavior change)
  * fix applyThisOnTheRight, it was using k instead of actual_k
* QR: rename matrixQ() to householderQ() where applicable
 2009-12-02 11:11:09 -05:00
Hauke Heibel
84551d067e merge 2009-12-02 11:08:44 +01:00
Benoit Jacob
68117c267c ColPivQR: now the unit tests even succeeds: 
* with random matrices multiplied by 1e+8 (i.e. fixed wrong absolute fuzzy compare)
* with 10,000 repetitions (i.e. the fuzzy compare is really clever)
and when it occasionnally fails, less than once in 10,000 repeats, it is only on the exact rank computation.
 2009-12-01 13:51:35 -05:00
Benoit Jacob
95d88e1327 Big reworking of ColPivQR and its unit test, which now passes even with thousands of repetitions and correctly tests matrices of all sizes. Several surprises along the way: for example, a major cause of trouble was the optimized "table of column squared norms" where the accumulation of imprecision was a serious issue; another surprise is that tests like "x!=0" before dividing by x really benefit from being replaced by fuzzy tests, as i hit real cases where i got wrong results in 1/epsilon. 2009-12-01 13:26:29 -05:00
Hauke Heibel
b08d5b2d2c Even more NestByValue cleanup... 2009-12-01 13:16:51 +01:00
Hauke Heibel
3091be5134 Removed NestByValue dependency from Cholesky, Eigenvalues, LU and QR. 2009-12-01 10:22:54 +01:00
Benoit Jacob
126a8e6a69 fix remaining bug in ColPivHouseholderQR, so now all tests pass again 2009-11-18 17:40:45 -05:00
Benoit Jacob
8860203e6a fix stuff after the PermutationMatrix changes. 
I still have JacobiSVD errors when cols>rows
 2009-11-18 12:41:24 -05:00
Benoit Jacob
9f21e2aab7 port the QR module to PermutationMatrix 2009-11-17 08:14:54 -05:00
Benoit Jacob
a440385b41 *adapt Householder to the convention that we now favor refs over ptrs for output. Keep "workspace" as pointer because it is an array (which is now more obvious). 
*rename makeHouseholderSequence to householderSequence, because that's what it returns.
 2009-11-10 21:22:20 -05:00
Benoit Jacob
9a0900e33e last round of changes, mainly to return derived types instead of base types, and fix various compilation issues 2009-11-09 07:51:31 -05:00
Benoit Jacob
e4e58e8337 simplifications in the ei_solve_impl system, factor out some boilerplate code 2009-11-08 16:51:41 -05:00
Benoit Jacob
ba7bfe110c port the qr module to ei_solve_xxx. 2009-11-08 10:21:26 -05:00
Benoit Jacob
2840ac7e94 big huge changes, so i dont remember everything. 
* renaming, e.g. LU ---> FullPivLU
* split tests framework: more robust, e.g. dont generate empty tests if a number is skipped
* make all remaining tests use that splitting, as needed.
* Fix 4x4 inversion (see stable branch)
* Transform::inverse() and geo_transform test : adapt to new inverse() API, it was also trying to instantiate inverse() for 3x4 matrices.
* CMakeLists: more robust regexp to parse the version number
* misc fixes in unit tests
 2009-10-28 18:19:29 -04:00
Hauke Heibel
f4661e696e Resize is only defined in Matrix and not in MatrixBase. 
I am not sure whether the better fix is to move the resize functions to MatrixBase.
 2009-10-14 11:07:11 +02:00
Benoit Jacob
eeabd18afc Fix compilation of HouseholderQR and ColPivotingHouseholderQR for non-square fixed-size matrices. 
For Colpiv that was just changing MatrixQType to MatrixType in the instantiation of HouseholderSequence.
For HouseholderQR I also re-ported the solve method from Colpiv as there were multiple issues.
 2009-09-28 10:49:55 -04:00
Benoit Jacob
67bf7c90c5 * update test to expose bug #57 
* update createRandomMatrixOfRank to support fixed size
 2009-09-28 09:40:18 -04:00
Benoit Jacob
92480ffd26 * Introduce make targets btest (build tests), blas (build blas lib), demos (build demos). 
* remove EIGEN_BUILD_TESTS and siblings
* add summary at the end of cmake run, hopefully not too verbose
* fix build of quaternion demo
* kill remnants of old binary library option
 2009-09-27 17:48:53 -04:00
Hauke Heibel
2fbf5ce7df Fixed issue #57. 2009-09-25 10:12:09 +02:00
Gael Guennebaud
24950bdfcb make ColPivotingQR use HouseholderSequence 2009-09-16 15:56:20 +02:00
Gael Guennebaud
49dd5d7847 * add a HouseholderSequence class (not good enough yet for Triadiagonalization and HessenbergDecomposition) 
* rework a bit AnyMatrixBase, and mobe it to a separate file
 2009-09-16 14:35:42 +02:00
Benoit Jacob
a4fd0aa25b * fix bug in col-pivoting qr, forgot to swap the colNorms when swapping cols 
* add Gael a copyright line
 2009-09-16 14:19:59 -04:00
Gael Guennebaud
a54b99fa72 move eigen values related stuff of the QR module to a new EigenSolver module. 
- perhaps we can find a better name ?
- note that the QR module still includes the EigenSolver module for compatibility
 2009-09-03 11:39:44 +02:00
Benoit Jacob
7aa6fd3625 big reorganization in JacobiSVD: 
- R-SVD preconditioning now done with meta selectors to avoid compiling useless code
- SVD options now honored, with options to hint "at least as many rows as cols" etc...
- fix compilation in bad cases (rectangular and fixed-size)
- the check for termination is now done on the fly, no more goto (should have done that earlier!)
 2009-09-03 02:53:51 -04:00
Gael Guennebaud
7586f7f706 fix #51 (bad use of std::complex::real) 2009-09-02 15:18:11 +02:00
Gael Guennebaud
b83654b5d0 * rename JacobiRotation => PlanarRotation 
* move the makeJacobi and make_givens_* to PlanarRotation
* rename applyJacobi* => apply*
 2009-09-02 15:04:10 +02:00
Benoit Jacob
cc375e2f79 merge 2009-09-02 06:37:41 -04:00
Benoit Jacob
e6b77bcc6b JacobiSVD: implement general R-SVD using full-pivoting QR, so we now support any rectangular matrix size by reducing to the smaller of the two dimensions (which is also an optimization) 2009-09-02 06:36:55 -04:00
Hauke Heibel
05ddd32849 added missing JacobiRotation's ... 2009-09-01 23:12:40 +02:00
Gael Guennebaud
4d91229bdc [mq]: eigensolver 2009-09-01 16:20:56 +02:00
Hauke Heibel
ab6eb6a1a4 Adaptions from .lazy() towards .noalias(). 
Added missing casts.
 2009-08-31 17:29:37 +02:00
Benoit Jacob
191d5275a7 modernize HouseholderQR too, uniformize all that stuff, update tests 2009-08-24 13:46:14 -04:00
Benoit Jacob
0eb142f559 bring the modern comfort also to ColPivotingHouseholderQR 
+ some fixes in FullPivotingHouseholderQR
 2009-08-24 11:11:41 -04:00
Benoit Jacob
b8106e97b4 add logAbsDeterminant() 
move log and exp functors from Array to Core
update documentation
 2009-08-24 09:46:17 -04:00
Benoit Jacob
c9a307f330 give FullPivotingHouseholderQR all the modern comfort 2009-08-24 00:23:35 -04:00
Benoit Jacob
97bc1af1f1 add ColPivotingHouseholderQR 
rename RRQR to fullPivotingHouseholderQR
 2009-08-23 18:04:33 -04:00
Benoit Jacob
7bedf5e9cb add initial, rough, full-pivoting RRQR decomposition 
lots of room for improvement!
and add Gael a (c) line in Householder.h
 2009-08-22 01:13:21 -04:00
Gael Guennebaud
d56be9c128 * make HessenbergDecomposition uses the Householder module 
* bugfix in ei_blas_traits for .conjugate().conjugate()
 2009-08-17 17:41:01 +02:00
Gael Guennebaud
ff0f005d4c change the make householder algorithm so that the remaining coefficient 
is real, and make Tridiagonalization use it
 2009-08-17 17:04:32 +02:00
Gael Guennebaud
737bed19c1 make HouseholderQR uses the Householder module 2009-08-16 19:22:15 +02:00
Benoit Jacob
ee982709d3 in all decs, make the compute() methods return *this 
(implements feature request #18)
 2009-08-15 23:12:39 -04:00
Gael Guennebaud
6373c3cd00 oops bis, I forgot that SelfAdjointEigneSolver directly called the selector... 2009-08-14 13:49:29 +02:00
Gael Guennebaud
1b257a7620 add an optimized "apply in place a rotation in the plane", 
and make Jacobi and SelfAdjointEigenSolver use it
=> ~ x1.75 speedup for JacobiSVD and x2 for SelfAdjointEigenSolver
 2009-08-13 11:42:02 +02:00
Gael Guennebaud
3ac01b1400 compilation fix in EigenSolver, 
bugfix in PartialLU
 2009-08-06 16:41:54 +02:00
Gael Guennebaud
1d4fea48b5 fix a couple of compilations issues 2009-08-06 14:10:02 +02:00
Gael Guennebaud
fa55cf5ce7 fix compilation and segfault issues 2009-08-06 11:19:36 +02:00
Benoit Jacob
523cdedf58 make the dot product linear in the second variable, not the first variable 2009-08-03 17:20:45 +02:00