312 Commits

Author SHA1 Message Date
Frédéric Chapoton
6331da95eb fixing a lot of typos 2024-07-30 22:15:49 +00:00
Antonio Sánchez
500a3602f0 Use traits<Matrix>::Options instead of Matrix::Options. 2024-02-16 00:11:57 +00:00
Tobias Wood
f38e16c193 Apply clang-format 2023-11-29 11:12:48 +00:00
Antonio Sánchez
6e4d5d4832 Add IWYU private pragmas to internal headers. 2023-08-21 16:25:22 +00:00
Charles Schlosser
7bf2968fed Specify Permutation Index for PartialPivLU and FullPivLU 2023-03-07 20:28:05 +00:00
Antonio Sánchez
c27d1abe46 Fix pragma check for disabling fastmath. 2022-10-26 22:50:57 +00:00
Rasmus Munk Larsen
5ceed0d57f Guard GCC-specific pragmas with "#ifdef EIGEN_COMP_GNUC" 2022-10-10 20:38:53 +00:00
Antonio Sánchez
7d6a9925cc Fix 4x4 inverse when compiling with -Ofast. 2022-10-04 16:05:49 +00:00
Erik Schultheis
64909b82bd static const class members turned into constexpr 2022-04-04 17:33:33 +00:00
Erik Schultheis
421cbf0866 Replace Eigen type metaprogramming with corresponding std types and make use of alias templates 2022-03-16 16:43:40 +00:00
Erik Schultheis
d271a7d545 reduce float warnings (comparisons and implicit conversions) 2022-01-26 18:16:19 +00:00
Rasmus Munk Larsen
ea2c02060c Add reciprocal packet op and fast specializations for float with SSE, AVX, and AVX512. 2022-01-21 23:49:18 +00:00
Matthias Möller
a32e6a4047 Explicit type casting 2022-01-10 22:06:43 +00:00
Kolja Brix
8d81a2339c Reduce usage of reserved names 2022-01-10 20:53:29 +00:00
Erik Schultheis
c20e908ebc turn some macros intro constexpr functions 2021-12-10 19:27:01 +00:00
Erik Schultheis
d60f7fa518 Improved lapacke binding code for HouseholderQR and PartialPivLU 2021-12-02 00:10:58 +00:00
Rasmus Munk Larsen
6cadab6896 Clean up EIGEN_STATIC_ASSERT to only use standard c++11 static_assert. 2021-09-16 20:43:54 +00:00
Rasmus Munk Larsen
d7d0bf832d Issue an error in case of direct inclusion of internal headers. 2021-09-10 19:12:26 +00:00
Alexander Karatarakis
4ba872bd75 Avoid leading underscore followed by cap in template identifiers 2021-08-04 22:41:52 +00:00
Antonio Sanchez
5ad8b9bfe2 Make inverse 3x3 faster and avoid gcc bug.
There seems to be a gcc 4.7 bug that incorrectly flags the current
3x3 inverse as using uninitialized memory.  I'm *pretty* sure it's
a false positive, but it's hard to trigger.  The same warning
does not trigger with clang or later compiler versions.

In trying to find a work-around, this implementation turns out to be
faster anyways for static-sized matrices.

```
name                                            old cpu/op  new cpu/op  delta
BM_Inverse3x3<DynamicMatrix3T<float>>            423ns ± 2%   433ns ± 3%   +2.32%    (p=0.000 n=98+96)
BM_Inverse3x3<DynamicMatrix3T<double>>           425ns ± 2%   427ns ± 3%   +0.48%    (p=0.003 n=99+96)
BM_Inverse3x3<StaticMatrix3T<float>>            7.10ns ± 2%  0.80ns ± 1%  -88.67%  (p=0.000 n=114+112)
BM_Inverse3x3<StaticMatrix3T<double>>           7.45ns ± 2%  1.34ns ± 1%  -82.01%  (p=0.000 n=105+111)
BM_AliasedInverse3x3<DynamicMatrix3T<float>>     409ns ± 3%   419ns ± 3%   +2.40%   (p=0.000 n=100+98)
BM_AliasedInverse3x3<DynamicMatrix3T<double>>    414ns ± 3%   413ns ± 2%     ~       (p=0.322 n=98+98)
BM_AliasedInverse3x3<StaticMatrix3T<float>>     7.57ns ± 1%  0.80ns ± 1%  -89.37%  (p=0.000 n=111+114)
BM_AliasedInverse3x3<StaticMatrix3T<double>>    9.09ns ± 1%  2.58ns ±41%  -71.60%  (p=0.000 n=113+116)
```
2021-08-04 21:18:44 +00:00
Guoqiang QI
4bcd42c271 Make a copy of input matrix when try to do the inverse in place, this fixes #2285. 2021-07-08 17:05:26 +00:00
Antonio Sanchez
154f00e9ea Fix inverse nullptr/asan errors for LU.
For empty or single-column matrices, the current `PartialPivLU`
currently dereferences a `nullptr` or accesses memory out-of-bounds.
Here we adjust the checks to avoid this.
2021-07-01 13:41:04 -07:00
Antonio Sanchez
12e8d57108 Remove pset, replace with ploadu.
We can't make guarantees on alignment for existing calls to `pset`,
so we should default to loading unaligned.  But in that case, we should
just use `ploadu` directly. For loading constants, this load should hopefully
get optimized away.

This is causing segfaults in Google Maps.
2021-06-16 18:41:17 -07:00
Rasmus Munk Larsen
fc87e2cbaa Use bit_cast to create -0.0 for floating point types to avoid compiler optimization changing sign with --ffast-math enabled. 2021-06-11 02:35:53 +00:00
Rasmus Munk Larsen
85a76a16ea Make vectorized compute_inverse_size4 compile with AVX. 2021-04-22 15:21:01 +00:00
Christoph Hertzberg
6197ce1a35 Replace -2147483648 by -0.0f or -0.0 constants (this should fix #2189).
Also, remove unnecessary `pgather` operations.
2021-04-07 11:25:27 +00:00
Steve Bronder
e7b8643d70 Revert "Revert "Adds EIGEN_CONSTEXPR and EIGEN_NOEXCEPT to rows(), cols(), innerStride(), outerStride(), and size()""
This reverts commit 5f0b4a4010af4cbf6161a0d1a03a747addc44a5d.
2021-03-24 18:14:56 +00:00
David Tellenbach
5f0b4a4010 Revert "Adds EIGEN_CONSTEXPR and EIGEN_NOEXCEPT to rows(), cols(), innerStride(), outerStride(), and size()"
This reverts commit 6cbb3038ac48cb5fe17eba4dfbf26e3e798041f1 because it
breaks clang-10 builds on x86 and aarch64 when C++11 is enabled.
2021-03-05 13:16:43 +01:00
Steve Bronder
6cbb3038ac Adds EIGEN_CONSTEXPR and EIGEN_NOEXCEPT to rows(), cols(), innerStride(), outerStride(), and size() 2021-03-04 18:58:08 +00:00
Antonio Sanchez
60218829b7 EOF newline added to InverseSize4.
Causing build breakages due to `-Wnewline-eof -Werror` that seems to be
common across Google.
2020-11-18 07:58:33 -08:00
Guoqiang QI
394f564055 Unify Inverse_SSE.h and Inverse_NEON.h into a single generic implementation using PacketMath. 2020-11-17 12:27:01 +00:00
David Tellenbach
f66f3393e3 Use reinterpret_cast instead of C-style cast in Inverse_NEON.h 2020-10-04 00:35:09 +02:00
Rasmus Munk Larsen
22c971a225 Don't cast away const in Inverse_NEON.h. 2020-10-02 15:06:34 -07:00
Rasmus Munk Larsen
068121ec02 Add missing newline at the end of Inverse_NEON.h 2020-09-29 15:32:52 +00:00
Rasmus Munk Larsen
31a6b88ff3 Disable double version of compute_inverse_size4 on Inverse_NEON.h if Packet2d is not supported. 2020-09-17 23:51:06 +00:00
Stephen Zheng
5f25bcf7d6 Add Inverse_NEON.h
Implemented fast size-4 matrix inverse (mimicking Inverse_SSE.h) using NEON intrinsics.

```
Benchmark                   Time             CPU      Time Old      Time New       CPU Old       CPU New
--------------------------------------------------------------------------------------------------------
BM_float                 -0.1285         -0.1275           568           495           572           499
BM_double                -0.2265         -0.2254           638           494           641           496
```
2020-09-04 10:55:47 +00:00
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