134 Commits

Author SHA1 Message Date
Benoit Jacob
5c3d21693b implement JacobiSVD::solve() and expand the unit test 2010-10-11 15:36:04 -04:00
Benoit Jacob
8ba8d90063 add option to compute thin U/V.
By default nothing is computed. You have to ask explicitly for thin/full U/V if you want them.
2010-10-08 10:42:40 -04:00
Benoit Jacob
6fad2eb97b Rework JacobiSVD api / template parameters.
There is now an integer QRPreconditioner template parameter, defaulting to full-piv QR.
Since we have to special-case each QR dec anyway, a template template parameter didn't add much value here.
There is an option NoQRPreconditioner if you know your matrices are already square (auto-detected for fixed-size matrices).
2010-10-08 10:42:32 -04:00
Benoit Jacob
4a98cada26 Backed out changeset 2334291157fe192b7b9f651967126de3bf8d8cbe
Sorry Thomas, these doc fixes are no longer relevant with the JacobiSVD API changes, and they are preventing me from applying my patches cleanly.
2010-10-08 10:42:06 -04:00
Thomas Capricelli
2334291157 fix doc 2010-10-04 04:08:32 +02:00
Hauke Heibel
327ed3d1d3 Added a note to the Gram Schmidt code and improved some formatting. 2010-09-25 14:15:35 +02:00
Hauke Heibel
316dadc8e4 Fixed some SVD issues.
Make the SVD's output unitary.
Improved unit tests.
Added an assert to the SVD ctor to check whether rows>=cols.
2010-09-24 17:32:44 +02:00
Hauke Heibel
053261de88 Make the SVD's output unitary and improved unit tests. 2010-09-24 16:28:20 +02:00
Benoit Jacob
c253cc3d53 SVD:
* fix unit test for rectangular matrices.
 * enforce that rows >= cols since various places in the code assume that.
2010-09-23 09:51:08 -04:00
Hauke Heibel
62bf04b339 Fixed bad memory access in the SVD. 2010-09-23 11:15:36 +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
Gael Guennebaud
28e64b0da3 email change 2010-06-24 23:21:58 +02:00
Benoit Jacob
d788627b54 rename:
EIGEN_SIZE_MIN    ---> EIGEN_SIZE_MIN_PREFER_DYNAMIC
  EIGEN_MAXSIZE_MIN ---> EIGEN_SIZE_MIN_PREFER_FIXED
and make sure to use the latter in products xprs to determine the inner size.
2010-06-14 09:05:08 -04:00
Benoit Jacob
bdd7c6c88a change the value of Dynamic to -1, since the index type is now configurable.
remove EIGEN_ENUM_MIN/MAX, implement new macros instead
2010-06-11 07:56:50 -04:00
Benoit Jacob
aaaade4b3d the Index types change.
As discussed on the list (too long to explain here).
2010-05-30 16:00:58 -04:00
Benoit Jacob
9962c59b56 * implement the corner() API change: new methods topLeftCorner() etc
* get rid of BlockReturnType: it was not needed, and code was not always using it consistently anyway
* add topRows(), leftCols(), bottomRows(), rightCols()
* add corners unit-test covering all of that
* adapt docs, expand "porting from eigen 2 to 3"
* adapt Eigen2Support
2010-04-22 14:11:18 -04:00
Adolfo Rodriguez Tsouroukdissian
28dde19e40 - Added problem size constructor to decompositions that did not have one. It preallocates member data structures.
- Updated unit tests to check above constructor.
- In the compute() method of decompositions: Made temporary matrices/vectors class members to avoid heap allocations during compute() (when dynamic matrices are used, of course).

These  changes can speed up decomposition computation time when a solver instance is used to solve multiple same-sized problems. An added benefit is that the compute() method can now be invoked in contexts were heap allocations are forbidden, such as in real-time control loops.

CAVEAT: Not all of the decompositions in the Eigenvalues module have a heap-allocation-free compute() method. A future patch may address this issue, but some required API changes need to be incorporated first.
2010-04-21 17:15:57 +02:00
Benoit Jacob
547269da35 fix the flags and matrix options, to always have the right RowMajor bit in the vector case 2010-03-19 02:12:23 -04:00
Adolfo Rodriguez Tsouroukdissian
5a36f4a8d1 Propagate all five matrix template parameters to members and temporaries of decomposition classes. One particular advantage of this is that decomposing matrices with max sizes known at compile time will not allocate.
NOTE: The ComplexEigenSolver class currently _does_ allocate (line 135 of Eigenvalues/ComplexEigenSolver.h), but the reason appears to be in the implementation of matrix-matrix products, and not in the decomposition itself.
The nomalloc unit test has been extended to verify that decompositions do not allocate when max sizes are specified. There are currently two workarounds to prevent the test from failing (see comments in test/nomalloc.cpp), both of which are related to matrix products that allocate on the stack.
2010-03-08 19:31:27 +01:00
Hauke Heibel
abc8c01080 Renamed PlainMatrixType to PlainObject (Array != Matrix).
Renamed ReturnByValue::ReturnMatrixType ReturnByValue::ReturnType (again, Array != Matrix).
2010-02-20 15:53:57 +01:00
Gael Guennebaud
fe0827495a * move dummy_precision and epsilon to NumTraits
* make NumTraits inherits std::numeric_limits
2010-02-10 10:52:28 +01:00
Benoit Jacob
828d058b4b EIGEN_ENUM_MIN ---> EIGEN_SIZE_MIN 2010-01-27 11:42:04 -05:00
Benoit Jacob
ddc32adb0e New UpperBidiagonalization class 2010-01-14 22:30:58 -05:00
Gael Guennebaud
c5d7c9f0de remove the Triangular suffix to Upper, Lower, UnitLower, etc,
and remove the respective bit flags
2010-01-07 21:15:32 +01:00
Gael Guennebaud
9d9e00b608 merge and add start/end to Eigen2Support 2010-01-05 13:07:32 +01:00
Benoit Jacob
39ac57fa6d Big renaming:
start ---> head
  end   ---> tail
Much frustration with sed syntax. Need to learn perl some day.
2010-01-04 21:24:43 -05:00
Gael Guennebaud
eaaba30cac merge with default branch 2009-12-22 22:51:08 +01:00
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
4b1aca2288 precision ---> dummy_precision 2009-11-26 22:05:02 -05:00
Benoit Jacob
abb2a1bb15 simplification 2009-11-18 17:44:20 -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
92749eed11 * merge
* remove a ctor in QuaternionBase as it gives a strange error with GCC 4.4.2.
2009-11-09 09:08:03 -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
68210b03c1 port svd to the ei_xxx_return_value thing
this commit made in caltrain from Palo Alto to SF
2009-11-04 21:00:12 -05:00
Benoit Jacob
4c456d4211 fix bug in svd solve reported on forum, was apparently assuming square matrix, not sure how the unit test could work. 2009-11-04 11:46:17 -05:00
Benoit Jacob
f975b9bd3e SVD::solve() : port to new API and improvements 2009-10-30 08:51:33 -04:00
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
e115fa3cea Ok, too many class bodies - it was only required for ei_svd_precondition_2x2_block_to_be_real. 2009-09-27 17:18:19 +02:00
Hauke Heibel
13545eab9b Fixed VC compilation error on the JacobiSVD module. 2009-09-27 17:00:10 +02:00
Gael Guennebaud
9e9abab2b9 bugfixes for ICC (compilation and runtime) 2009-09-15 11:53:24 +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
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
8392373d96 add a JacobiRotation class wrapping the cosine-sine pair with
some convenient features (transpose, adjoint, product)
2009-09-01 13:18:03 +02:00