134 Commits

Author	SHA1	Message	Date
Gael Guennebaud	e0f390793c	Fix dynamic allocation in JacobiSVD (regression) ... (grafted from 30c849669d6d29f6e19484478639ec5176c1826a )	2014-12-08 14:45:04 +01:00
Gael Guennebaud	8ea2ab4829	Fix JacobiSVD wrt undeR/overflow by doing scaling prior to QR preconditioning ... (grafted from feacfa5f83085a7289b4b2aefc3a64b576fea048 )	2014-10-17 15:32:06 +02:00
Gael Guennebaud	e0ab58d815	Fix bug #791: infinite loop in JacobiSVD in the presence of NaN. ... (grafted from d6236d3b26f6b652c452d884c440099892fdcdba )	2014-09-10 11:54:20 +02:00
Gael Guennebaud	9b00035438	bug #843: fix jacobisvd for complexes and extend respective unit test to chack with random tricky matrices, ... and backport other JacobiSVD fixes	2014-07-17 17:09:15 +02:00
Gael Guennebaud	0c4fc69d62	JacobiSVD: move from Lapack to Matlab strategy for the default threshold ... (grafted from 019dcfc21dc74f0c735d72918731b5349a62a26a )	2013-11-03 13:18:56 +01:00
Gael Guennebaud	e16e52d493	Add a rank method with threshold control to JacobiSVD, and make solve uses it to return the minimal norm solution for rank-deficient problems ... (grafted from bbd49d194adc34e1a0e25cdfb5d488f2e0551ce0 )	2013-11-01 18:21:46 +01:00
Gael Guennebaud	6b931b3e47	JacobiSVD: fix a 0/0 issue for complexes ... (transplanted from a236e15048014290b02472c18e8fb21d2a6ed99c )	2013-11-04 23:58:18 +01:00
Gael Guennebaud	95f8a738ea	Introduce a TEST_SET_BUT_UNUSED_VARIABLE macro for initialized but unused variables in the unit tests and also fix a few other warnings.	2013-06-25 11:42:04 +02:00
Gael Guennebaud	8bbde351e7	bug #620: fix robustness issue in JacobiSVD::solve (also fix a perf. issue)	2013-06-24 13:08:09 +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	a143c5b78c	Fix bug #544: assertion in JacobiSVD when compiling with EIGEN_NO_AUTOMATIC_RESIZING	2013-02-12 19:56:48 +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	cc964b6caf	fix performance regression due to check_rows_cols_for_overflow and add appropriate assertions in the PlainObjectBase::resize() functions. ... The fix consists in disabling this useless test for statically allocated objects.	2012-06-26 22:16:07 +02:00
Gael Guennebaud	3c9289129b	prevent the allocation of the two preconditioner, only one is needed	2012-06-15 23:22:34 +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	f6a5508392	remove an extra ';' and suppress a 'variable used before its value is set' warning	2012-04-11 09:49:52 +02:00
Jitse Niesen	ed244e9c1a	Document that JacobiSVD also handles complex matrices. ... Thanks to 'Jazzdude' for noting this on IRC.	2012-01-26 13:16:50 +00:00
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
Jitse Niesen	ac3ad9c1e7	Convert tabs to spaces.	2011-09-27 15:47:04 +01:00
Jitse Niesen	17c321617d	Fix bug #286: Infinite loop in JacobiSVD with denormals	2011-09-27 14:25:02 +01:00
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	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	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
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
Benoit Jacob	bfcad536e8	* bug #206: correctly forward computationOptions and work towards avoiding mallocs after preallocation, with unit test. ... * added EIGEN_RUNTIME_NO_MALLOC and new set_is_malloc_allowed() function to implement that test	2011-03-06 20:59:25 -05:00
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	6896cab5b9	one more const missing	2011-01-25 16:52:40 +01:00
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
Benoit Jacob	75b7d98665	bug #54 - really fix const correctness except in Sparse	2010-12-22 17:45:37 -05:00
Benoit Jacob	0ab9a0a2f7	make UpperBidiagonalization internal: don't want to support it, it's not used. ... Keeping it because it tests BandMatrix.	2010-11-23 11:12:42 -05:00
Gael Guennebaud	05ed9be639	prevent warning	2010-11-10 18:59:16 +01:00
Benoit Jacob	4716040703	bug #86 : use internal:: namespace instead of ei_ prefix	2010-10-25 10:15:22 -04:00
Benoit Jacob	e259f71477	rename PlanarRotation -> JacobiRotation	2010-10-19 21:56:26 -04:00
Benoit Jacob	9044c98cff	work around stupid msvc error when constructing at compile time an expression ... that involves a division by zero, even if the numeric type has floating point	2010-10-19 21:56:11 -04:00
Benoit Jacob	3481f10e7a	re-fix the broken msvc warning in JacobiSVD	2010-10-18 09:46:22 -04:00
Benoit Jacob	597bb61c23	fix stupid msvc warning in jacobisvd	2010-10-18 06:54:11 -04:00
Benoit Jacob	8356bc8d06	add jacobiSvd() method, update test & docs	2010-10-17 09:40:52 -04:00
Benoit Jacob	6dc478fd77	doc typo	2010-10-14 10:19:46 -04:00
Benoit Jacob	65c01e2bf7	JacobiSVD doc fix	2010-10-14 10:17:40 -04:00
Benoit Jacob	8f0e80fe30	JacobiSVD: ... * fix preallocating constructors, allocate U and V of the right size for computation options * complete documentation and internal comments * improve unit test, test inf/nan values	2010-10-14 10:14:43 -04:00
Benoit Jacob	8eb0fc1e72	remove SVD class (was bad code taked from elsewhere) ... Use JacobiSVD for now. We do plan to reintroduce a bidiagonalizing SVD asap.	2010-10-12 10:19:59 -04:00
Benoit Jacob	b8bb804007	set ColPivHouseholderQR as default preconditioner for JacobiSVD	2010-10-11 21:00:42 -04:00