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276 Commits

Author SHA1 Message Date
Gael Guennebaud
115da6a1ea Fix conversion warnings 2019-02-19 14:00:15 +01:00
Gael Guennebaud
796db94e6e bug #1194: implement slightly faster and SIMD friendly 4x4 determinant. 2019-02-18 16:21:27 +01:00
Gael Guennebaud
bdcb5f3304 Let's properly use Score instead of std::abs, and remove deprecated FIXME ( a /= b does a/b and not a * (1/b) as it was a long time ago...) 2019-02-11 22:56:19 +01:00
Gael Guennebaud
eb46f34a8c Speed up 2x2 LU by a factor 2, and other small fixed sizes by about 10%. 
Not sure that's so critical, but this does not complexify the code base much.
 2019-02-11 17:59:35 +01:00
Gael Guennebaud
ab6e6edc32 Speedup PartialPivLU for small matrices by passing compile-time sizes when available. 
This change set also makes a better use of Map<>+OuterStride and Ref<> yielding surprising speed up for small dynamic sizes as well.
The table below reports times in micro seconds for 10 random matrices:
           | ------ float --------- | ------- double ------- |
     size  | before   after  ratio  |  before   after  ratio |
fixed	  1	 | 0.34     0.11   2.93   |  0.35     0.11   3.06  |
fixed	  2	 | 0.81     0.24   3.38   |  0.91     0.25   3.60  |
fixed	  3	 | 1.49     0.49   3.04   |  1.68     0.55   3.01  |
fixed	  4	 | 2.31     0.70   3.28   |  2.45     1.08   2.27  |
fixed	  5	 | 3.49     1.11   3.13   |  3.84     2.24   1.71  |
fixed	  6	 | 4.76     1.64   2.88   |  4.87     2.84   1.71  |
dyn     1	 | 0.50     0.40   1.23   |  0.51     0.40   1.26  |
dyn     2	 | 1.08     0.85   1.27   |  1.04     0.69   1.49  |
dyn     3	 | 1.76     1.26   1.40   |  1.84     1.14   1.60  |
dyn     4	 | 2.57     1.75   1.46   |  2.67     1.66   1.60  |
dyn     5	 | 3.80     2.64   1.43   |  4.00     2.48   1.61  |
dyn     6	 | 5.06     3.43   1.47   |  5.15     3.21   1.60  |
 2019-02-11 13:58:24 +01:00
Gael Guennebaud
8a06c699d0 bug #1669: fix PartialPivLU/inverse with zero-sized matrices. 2019-01-29 10:27:13 +01:00
Gael Guennebaud
be05d0030d Make FullPivLU use conjugateIf<> 2019-01-17 12:01:00 +01:00
Patrick Peltzer
15e53d5d93 PR 567: makes all dense solvers inherit SoverBase (LU,Cholesky,QR,SVD). 
This changeset also includes:
 * add HouseholderSequence::conjugateIf
 * define int as the StorageIndex type for all dense solvers
 * dedicated unit tests, including assertion checking
 * _check_solve_assertion(): this method can be implemented in derived solver classes to implement custom checks
 * CompleteOrthogonalDecompositions: add applyZOnTheLeftInPlace, fix scalar type in applyZAdjointOnTheLeftInPlace(), add missing assertions
 * Cholesky: add missing assertions
 * FullPivHouseholderQR: Corrected Scalar type in _solve_impl()
 * BDCSVD: Unambiguous return type for ternary operator
 * SVDBase: Corrected Scalar type in _solve_impl()
 2019-01-17 01:17:39 +01:00
Gael Guennebaud
7f32109c11 Add conjugateIf<bool> members to DesneBase, TriangularView, SelfadjointView, and make PartialPivLU use it. 2019-01-17 11:33:43 +01:00
Gael Guennebaud
f566724023 Fix StorageIndex FIXME in dense LU solvers 2019-01-13 17:54:30 +01:00
Gael Guennebaud
37c91e1836 bug #1644: fix warning 2018-12-11 22:07:20 +01:00
Rasmus Munk Larsen
bfc5091dd5 Cast to diagonalSize to RealScalar instead Scalar. 2018-08-09 14:46:17 -07:00
Rasmus Munk Larsen
8603d80029 Cast diagonalSize() to Scalar before multiplication. Without this, automatic differentiation in Ceres breaks because Scalar is a custom type that does not support multiplication by Index. 2018-08-09 11:09:10 -07:00
Andrea Bocci
f7124b3e46 Extend CUDA support to matrix inversion and selfadjointeigensolver 2018-06-11 18:33:24 +02:00
Gael Guennebaud
2f833b1c64 bug #1509: fix computeInverseWithCheck for complexes 2018-04-04 15:47:46 +02:00
luz.paz
e3912f5e63 MIsc. source and comment typos 
Found using `codespell` and `grep` from downstream FreeCAD
 2018-03-11 10:01:44 -04:00
Benoit Steiner
09ae0e6586 Adjusted the EIGEN_DEVICE_FUNC qualifiers to make sure that: 
* they're used consistently between the declaration and the definition of a function
  * we avoid calling host only methods from host device methods.
 2017-03-01 11:47:47 -08:00
Gael Guennebaud
3ecb343dc3 Fix regression in X = (X*X.transpose())/s with X rectangular by deferring resizing of the destination after the creation of the evaluator of the source expression. 2016-10-26 22:50:41 +02:00
Benoit Steiner
59e9edfbf1 Removed EIGEN_DEVICE_FUNC qualifers for the lu(), fullPivLu(), partialPivLu(), and inverse() functions since they aren't ready to run on GPU 2016-09-19 14:13:20 -07:00
Benoit Steiner
c0d56a543e Added several missing EIGEN_DEVICE_FUNC qualifiers 2016-09-14 14:06:21 -07:00
Gael Guennebaud
73c8f2f697 bug #1285: fix regression introduced in changeset 00c29c2caef8fb0c6b1d2ba5ecdf6780c0c766d4 2016-09-13 07:58:39 +02:00
Gael Guennebaud
3cb914f332 bug #1266: remove CUDA guards on MatrixBase::<decomposition> definitions. (those used to break old nvcc versions that we propably don't care anymore) 2016-09-06 09:55:50 +02:00
Gael Guennebaud
8c48d42530 Fix 4x4 inverse with non-linear destination 2016-08-30 23:16:38 +02:00
Gael Guennebaud
35a8e94577 bug #1167: simplify installation of header files using cmake's install(DIRECTORY ...) command. 2016-08-29 10:59:37 +02:00
Gael Guennebaud
9c663e4ee8 Clean references to MKL in LAPACKe support. 2016-07-25 18:20:08 +02:00
Gael Guennebaud
0c06077efa Rename MKL files 2016-07-25 18:00:47 +02:00
Gael Guennebaud
4d54e3dd33 bug #173: remove dependency to MKL for LAPACKe backend. 2016-07-25 17:55:07 +02:00
Gael Guennebaud
7f7839c12f Add documentation and exemples for inplace decomposition. 2016-07-04 17:18:26 +02:00
Gael Guennebaud
32a41ee659 bug #707: add inplace decomposition through Ref<> for Cholesky, LU and QR decompositions. 2016-07-04 15:13:35 +02:00
Gael Guennebaud
66e99ab6a1 Relax mixing-type constraints for binary coefficient-wise operators: 
- Replace internal::scalar_product_traits<A,B> by Eigen::ScalarBinaryOpTraits<A,B,OP>
- Remove the "functor_is_product_like" helper (was pretty ugly)
- Currently, OP is not used, but it is available to the user for fine grained tuning
- Currently, only the following operators have been generalized: *,/,+,-,=,*=,/=,+=,-=
- TODO: generalize all other binray operators (comparisons,pow,etc.)
- TODO: handle "scalar op array" operators (currently only * is handled)
- TODO: move the handling of the "void" scalar type to ScalarBinaryOpTraits
 2016-06-06 15:11:41 +02:00
Gael Guennebaud
bebc5a2147 Fix/handle some int-to-long conversions. 2016-05-26 17:35:53 +02:00
Gael Guennebaud
00c29c2cae Store permutation's determinant as char. 
This also fixes some long to float conversion warnings
 2016-05-26 17:34:23 +02:00
Gael Guennebaud
2a44a70142 Handle some Index to int conversions in BLAS/LAPACK support. 2016-05-26 17:29:04 +02:00
Gael Guennebaud
3551dea887 Cleaning pass on rcond estimator. 2016-04-14 16:45:41 +02:00
Rasmus Munk Larsen
86e0ed81f8 Addresses comments on Eigen pull request PR-174. 
* Get rid of code-duplication for real vs. complex matrices.
* Fix flipped arguments to select.
* Make the condition estimation functions free functions.
* Use Vector::Unit() to generate canonical unit vectors.
* Misc. cleanup.
 2016-04-04 14:20:01 -07:00
Rasmus Munk Larsen
1aa89fb855 Add matrix condition estimator module that implements the Higham/Hager algorithm from http://www.maths.manchester.ac.uk/~higham/narep/narep135.pdf used in LPACK. Add rcond() methods to FullPivLU and PartialPivLU. 2016-04-01 10:27:59 -07:00
Gael Guennebaud
8b0d1eb0f7 Fix numerous doxygen shortcomings, and workaround some clang -Wdocumentation warnings 2016-01-01 21:45:06 +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
b265979a70 Make FullPivLU::solve use rank() instead of nonzeroPivots(). 2015-11-21 15:03:04 +01:00
Gael Guennebaud
7031a851d4 Generalize matrix ctor and compute() method of dense decomposition to 1) limit temporaries, 2) forward expressions to nested decompositions, 3) fix ambiguous ctor instanciation for square decomposition 2015-09-07 10:42:04 +02:00
Gael Guennebaud
92b9f0e102 Cleaning pass on evaluators: remove the useless and error prone evaluator<>::type indirection. 2015-09-02 21:38:40 +02:00
Gael Guennebaud
280f93ff65 Fix FullPivLU::image documentation 2015-09-02 09:19:27 +02:00
Gael Guennebaud
1f5024332e First part of a big refactoring of alignment control to enable the handling of arbitrarily aligned buffers. It includes: 
- AlignedBit flag is deprecated. Alignment is now specified by the evaluator through the 'Alignment' enum, e.g., evaluator<Xpr>::Alignment. Its value is in Bytes.
 - Add several enums to specify alignment: Aligned8, Aligned16, Aligned32, Aligned64, Aligned128. AlignedMax corresponds to EIGEN_MAX_ALIGN_BYTES. Such enums are used to define the above Alignment value, and as the 'Options' template parameter of Map<> and Ref<>.
 - The Aligned enum is now deprecated. It is now an alias for Aligned16.
 - Currently, traits<Matrix<>>, traits<Array<>>, traits<Ref<>>, traits<Map<>>, and traits<Block<>> also expose the Alignment enum.
 2015-08-06 15:31:07 +02:00
Gael Guennebaud
8580eb6808 bug #949: add static assertion for incompatible scalar types in dense end-user decompositions. 2015-03-13 21:06:20 +01:00
Marc Glisse
37a93c4263 New scoring functor to select the pivot. 
This is can be useful for non-floating point scalars, where choosing the biggest element is generally not the best choice.
 2015-03-03 17:08:28 +01:00
Gael Guennebaud
cc641aabb7 Remove deprecated usage of expr::Index. 2015-02-16 14:46:51 +01:00
Gael Guennebaud
fc202bab39 Index refactoring: StorageIndex must be used for storage only (and locally when it make sense). In all other cases use the global Index type. 2015-02-13 18:57:41 +01:00
Christoph Hertzberg
e8cdbedefb bug #877, bug #572: Introduce a global Index typedef. Rename Sparse*::Index to StorageIndex, make Dense*::StorageIndex an alias to DenseIndex. Overall this commit gets rid of all Index conversion warnings. 2014-12-04 22:48:53 +01:00
Christoph Hertzberg
36448c9e28 Make constructors explicit if they could lead to unintended implicit conversion 2014-09-23 14:28:23 +02:00