Andrea Bocci
f7124b3e46
Extend CUDA support to matrix inversion and selfadjointeigensolver
2018-06-11 18:33:24 +02:00
Gael Guennebaud
0537123953
bug #1565 : help MSVC to generatenot too bad ASM in reductions.
2018-07-05 09:21:26 +02:00
Gael Guennebaud
6a241bd8ee
Implement custom inplace triangular product to avoid a temporary
2018-07-03 14:02:46 +02:00
Gael Guennebaud
3ae2083e23
Make is_same_dense compatible with different scalar types.
2018-07-03 13:21:43 +02:00
Gael Guennebaud
047677a08d
Fix regression in changeset f05dea6b2326836e5e0243fbaffbece84b833d64
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: computeFromHessenberg can take any expression for matrixQ, not only an HouseholderSequence.
2018-07-02 12:18:25 +02:00
Gael Guennebaud
d625564936
Simplify redux_evaluator using inheritance, and properly rename parameters in reducers.
2018-07-02 11:50:41 +02:00
Gael Guennebaud
d428a199ab
bug #1562 : optimize evaluation of small products of the form s*A*B by rewriting them as: s*(A.lazyProduct(B)) to save a costly temporary. Measured speedup from 2x to 5x...
2018-07-02 11:41:09 +02:00
Gael Guennebaud
0cdacf3fa4
update comment
2018-06-29 11:28:36 +02:00
Gael Guennebaud
9a81de1d35
Fix order of EIGEN_DEVICE_FUNC and returned type
2018-06-28 00:20:59 +02:00
Gael Guennebaud
f9d337780d
First step towards a generic vectorised quaternion product
2018-06-25 14:26:51 +02:00
Gael Guennebaud
ee5864f72e
bug #1560 fix product with a 1x1 diagonal matrix
2018-06-25 10:30:12 +02:00
Rasmus Munk Larsen
bda71ad394
Fix typo in pbend for AltiVec.
2018-06-22 15:04:35 -07:00
Benoit Steiner
d3a380af4d
Merged in mfigurnov/eigen/gamma-der-a (pull request PR-403)
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Derivative of the incomplete Gamma function and the sample of a Gamma random variable
Approved-by: Benoit Steiner <benoit.steiner.goog@gmail.com>
2018-06-11 17:57:47 +00:00
Gael Guennebaud
d6813fb1c5
bug #1531 : expose NumDimensions for solve and sparse expressions.
2018-06-08 16:55:10 +02:00
Gael Guennebaud
89d65bb9d6
bug #1531 : expose NumDimensions for compatibility with Tensor
2018-06-08 16:50:17 +02:00
Gael Guennebaud
f05dea6b23
bug #1550 : prevent avoidable memory allocation in RealSchur
2018-06-08 10:14:57 +02:00
Benoit Steiner
522d3ca54d
Don't use std::equal_to inside cuda kernels since it's not supported.
2018-06-07 13:02:07 -07:00
Christoph Hertzberg
7d7bb91537
Missing line during manual rebase of PR-374
2018-06-07 20:30:09 +02:00
Michael Figurnov
30fa3d0454
Merge from eigen/eigen
2018-06-07 17:57:56 +01:00
Gael Guennebaud
af7c83b9a2
Fix warning
2018-06-07 15:45:24 +02:00
Gael Guennebaud
7fe29aceeb
Fix MSVC warning C4290: C++ exception specification ignored except to indicate a function is not __declspec(nothrow)
2018-06-07 15:36:20 +02:00
Christoph Hertzberg
e5f9f4768f
Avoid unnecessary C++11 dependency
2018-06-07 15:03:50 +02:00
Gael Guennebaud
b3fd93207b
Fix typos found using codespell
2018-06-07 14:43:02 +02:00
Michael Figurnov
4bd158fa37
Derivative of the incomplete Gamma function and the sample of a Gamma random variable.
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In addition to igamma(a, x), this code implements:
* igamma_der_a(a, x) = d igamma(a, x) / da -- derivative of igamma with respect to the parameter
* gamma_sample_der_alpha(alpha, sample) -- reparameterization derivative of a Gamma(alpha, 1) random variable sample with respect to the alpha parameter
The derivatives are computed by forward mode differentiation of the igamma(a, x) code. Although gamma_sample_der_alpha can be implemented via igamma_der_a, a separate function is more accurate and efficient due to analytical cancellation of some terms. All three functions are implemented by a method parameterized with "mode" that always computes the derivatives, but does not return them unless required by the mode. The compiler is expected to (and, based on benchmarks, does) skip the unnecessary computations depending on the mode.
2018-06-06 18:49:26 +01:00
Michael Figurnov
f216854453
Exponentially scaled modified Bessel functions of order zero and one.
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The functions are conventionally called i0e and i1e. The exponentially scaled version is more numerically stable. The standard Bessel functions can be obtained as i0(x) = exp(|x|) i0e(x)
The code is ported from Cephes and tested against SciPy.
2018-05-31 15:34:53 +01:00
Gael Guennebaud
647b724a36
Define pcast<> for SSE types even when AVX is enabled. (otherwise float are silently reinterpreted as int instead of being converted)
2018-05-29 20:46:46 +02:00
Gael Guennebaud
49262dfee6
Fix compilation and SSE support with PGI compiler
2018-05-29 15:09:31 +02:00
Gael Guennebaud
f0862b062f
Fix internal::is_integral<size_t/ptrdiff_t> with MSVC 2013 and older.
2018-05-22 19:29:51 +02:00
Gael Guennebaud
36e413a534
Workaround a MSVC 2013 compilation issue with MatrixBase(Index,int)
2018-05-22 18:51:35 +02:00
Gael Guennebaud
725bd92903
fix stupid typo
2018-05-18 17:46:43 +02:00
Gael Guennebaud
a382bc9364
is_convertible<T,Index> does not seems to work well with MSVC 2013, so let's rather use __is_enum(T) for old MSVC versions
2018-05-18 17:02:27 +02:00
Gael Guennebaud
4dd767f455
add some internal checks
2018-05-18 13:59:55 +02:00
Mark D Ryan
405859f18d
Set EIGEN_IDEAL_MAX_ALIGN_BYTES correctly for AVX512 builds
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bug #1548
The macro EIGEN_IDEAL_MAX_ALIGN_BYTES is being incorrectly set to 32
on AVX512 builds. It should be set to 64. In the current code it is
only set to 64 if the macro EIGEN_VECTORIZE_AVX512 is defined. This
macro does get defined in AVX512 builds in Core, but only after Macros.h,
the file that defines EIGEN_IDEAL_MAX_ALIGN_BYTES, has been included.
This commit fixes the issue by setting EIGEN_IDEAL_MAX_ALIGN_BYTES to
64 if __AVX512F__ is defined.
2018-05-17 17:04:00 +01:00
Gael Guennebaud
7134fa7a2e
Fix compilation with MSVC by reverting to char* for _mm_prefetch except for PGI (the later being the one that has the wrong prototype).
2018-06-07 09:33:10 +02:00
Robert Lukierski
b2053990d0
Adding EIGEN_DEVICE_FUNC to Products, especially Dense2Dense Assignment
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specializations. Otherwise causes problems with small fixed size matrix multiplication (call to
0x00 in call_assignment_no_alias in debug mode or trap in release with CUDA 9.1).
2018-03-14 16:19:43 +00:00
Jeff Trull
9f0c5c3669
Make sparse QR result sizes consistent with dense QR, with the following rules:
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1) Q is always square
2) Q*R*P' is valid and recovers the original matrix
This implies that the size of Q is the number of rows in the original matrix, square,
and that the size of R is the size of the original matrix.
2018-02-15 15:00:31 -08:00
Christoph Hertzberg
d655900953
bug #1544 : Generate correct Q matrix in complex case. Original patch was by Jeff Trull in PR-386.
2018-05-17 19:17:01 +02:00
Christoph Hertzberg
0272f2451a
Fix "suggest parentheses around comparison" warning
2018-05-15 19:35:53 +02:00
Gael Guennebaud
6e7118265d
Fix compilation with NEON+MSVC
2018-04-26 10:50:41 +02:00
Gael Guennebaud
8810baaed4
Add multi-threading for sparse-row-major * dense-row-major
2018-04-25 10:14:48 +02:00
Gael Guennebaud
e8ca5166a9
bug #1428 : atempt to make NEON vectorization compilable by MSVC.
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The workaround is to wrap NEON packet types to make them different c++ types.
2018-04-24 11:19:49 +02:00
Benoit Steiner
6f5935421a
fix AVX512 plog
2018-04-23 15:49:26 +00:00
Gael Guennebaud
e9da464e20
Add specializations of is_arithmetic for long long in c++11
2018-04-23 16:26:29 +02:00
Gael Guennebaud
a57e6e5f0f
workaround MSVC 2013 compilation issue (ambiguous call)
2018-04-23 15:31:51 +02:00
Gael Guennebaud
11123175db
typo in doc
2018-04-23 15:30:35 +02:00
Gael Guennebaud
5679e439e0
bug #1543 : fix linear indexing in generic block evaluation (this completes the fix in commit 12efc7d41b80259b996be5781bf596c249c90d3f
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)
2018-04-23 14:40:16 +02:00
Christoph Hertzberg
34e499ad36
Disable -Wshadow when compiling with g++
2018-04-21 22:08:26 +02:00
Jayaram Bobba
b7b868d1c4
fix AVX512 plog
2018-04-20 13:39:18 -07:00
Gael Guennebaud
686fb57233
fix const cast in NEON
2018-04-18 18:46:34 +02:00
Dmitriy Korchemkin
02d2f1cb4a
Cast zeros to Scalar in RealSchur
2018-04-18 13:52:46 +03:00