31 Commits

Author SHA1 Message Date
Gael Guennebaud
f81dfcf00b fix two perf issues in product.
fix positive definite test in Cholesky.
remove #include <cstring> in CoreDeclaration.
2008-08-03 20:23:06 +00:00
Gael Guennebaud
55aeb1f83a Optimizations:
* faster matrix-matrix and matrix-vector products (especially for not aligned cases)
 * faster tridiagonalization (make it using our matrix-vector impl.)
Others:
 * fix Flags of Map
 * split the test_product to two smaller ones
2008-08-01 23:44:59 +00:00
Gael Guennebaud
842c4f8bfa Several compilation fixes for MSVC and NVCC, basically:
- added explicit enum to int conversion where needed
- if a function is not defined as declared and the return type is "tricky"
  then the type must be typedefined somewhere. A "tricky return type" can be:
  * a template class with a default parameter which depends on another template parameter
  * a nested template class, or type of a nested template class
2008-07-29 16:33:07 +00:00
Gael Guennebaud
172000aaeb Add .perpendicular() function in Geometry module (adapted from Eigen1)
Documentation:
 * add an overview for each module.
 * add an example for .all() and Cwise::operator<
2008-07-22 10:54:42 +00:00
Gael Guennebaud
c10f069b6b * Merge Extract and Part to the Part expression.
Renamed "MatrixBase::extract() const" to "MatrixBase::part() const"
* Renamed static functions identity, zero, ones, random with an upper case
  first letter: Identity, Zero, Ones and Random.
2008-07-21 00:34:46 +00:00
Gael Guennebaud
783eb6da9b I forgot that the previous commit needed minor changes outside the bench folder 2008-07-08 17:25:58 +00:00
Benoit Jacob
6f09d3a67d - many updates after Cwise change
- fix compilation in product.cpp with std::complex
- fix bug in MatrixBase::operator!=
2008-07-08 07:56:01 +00:00
Gael Guennebaud
0ee6b08128 * split Product to a DiagonalProduct template specialization
to optimize matrix-diag and diag-matrix products without
  making Product over complicated.
* compilation fixes in Tridiagonalization and HessenbergDecomposition
  in the case of 2x2 matrices.
* added an Orientation2D small class with similar interface than Quaternion
  (used by Transform to handle 2D and 3D orientations seamlessly)
* added a couple of features in Transform.
2008-06-15 11:54:18 +00:00
Gael Guennebaud
4af7089ab8 * Added a generalized eigen solver for the selfadjoint case.
(as new members to SelfAdjointEigenSolver)
  The QR module now depends on Cholesky.
* Fix Transpose to correctly preserve the *TriangularBit.
2008-06-14 19:42:12 +00:00
Gael Guennebaud
f07f907810 Add QR and Cholesky module instantiations in the lib.
To try it with the unit tests set the cmake variable TEST_LIB to ON.
2008-06-14 13:02:41 +00:00
Gael Guennebaud
e3fac69f19 Added a Hessenberg decomposition class for both real and complex matrices.
This is the first step towards a non-selfadjoint eigen solver.
Notes:
 - We might consider merging Tridiagonalization and Hessenberg toghether ?
 - Or we could factorize some code into a Householder class (could also be shared with QR)
2008-06-08 15:03:23 +00:00
Gael Guennebaud
4dd57b585d * rewrite of the QR decomposition:
- works for complex
  - allows direct access to the matrix R
* removed the scale by the matrix dimensions in MatrixBase::isMuchSmallerThan(scalar)
2008-06-07 22:47:11 +00:00
Gael Guennebaud
8769bfd9aa fix a compilation issue in non debug mode 2008-06-06 14:11:26 +00:00
Benoit Jacob
869394ee8b fix some compile errors with gcc 4.3, some warnings, some documentation 2008-06-06 13:10:00 +00:00
Gael Guennebaud
2126baf9dc add an optimized path for the tridiagonalization of a 3x3 matrix.
(useful for plane fitting, and covariance analysis of 3D data)
2008-06-04 13:41:32 +00:00
Gael Guennebaud
48262b9734 added a static assertion mechanism
(see notes in Core/util/StaticAssert.h for details)
2008-06-04 11:16:11 +00:00
Gael Guennebaud
a0cff1a295 fix eigenvectors computations :) 2008-06-03 18:03:55 +00:00
Gael Guennebaud
366971bea4 * start of the Geometry module with a cross product and quaternion expressions
(haven't tried them yet)
* applied the meta selector rule to MatrixBase::swap()
2008-06-02 22:58:36 +00:00
Benoit Jacob
75de41a00b big changes in Doxygen configuration; work around bug with doxygen parsing of
initialized enum values showing the last word the initializer instead of the actual
enum value's name; add some more docs.
2008-06-02 20:08:37 +00:00
Gael Guennebaud
54ae2ac7e8 Added the computation of eigen vectors in the symmetric eigen solver.
However the eigen vectors are not correct yet, but I really cannot find the
problem.
2008-06-02 12:52:08 +00:00
Benoit Jacob
3b0523041a since m*m.adjoint() is positive, so are its eigenvalues, so no need for
cwiseAbs()
2008-06-02 04:45:02 +00:00
Benoit Jacob
0444e3601a - add MatrixBase::eigenvalues() convenience method
- add MatrixBase::matrixNorm(); in the non-selfadjoint case, we reduce to the
  selfadjoint case by using the "C*-identity" a.k.a.
	norm of x = sqrt(norm of x * x.adjoint())
2008-06-02 04:42:45 +00:00
Benoit Jacob
92b7e2d6a1 fix a couple of issues making the eigensolver test compile and run without aborting
on an assert. Had to fix a stupid bug in Block -- very strange we hadn't hit it
before.

However the test still fails.
2008-06-02 02:06:33 +00:00
Gael Guennebaud
001b01a290 Rewrite from scratch of the eigen solver for symmetric matrices
which now supports selfadjoint matrix. The implementation follows
Golub's famous book.
2008-06-02 00:30:26 +00:00
Gael Guennebaud
06752b2b77 * added a Tridiagonalization class for selfadjoint matrices
* added MatrixBase::real()
* added the ability to extract a selfadjoint matrix from the
  lower or upper part of a matrix, e.g.:
    m.extract<Upper|SelfAdjoint>()
  will ignore the strict lower part and return a selfadjoint.
  This is compatible with ZeroDiag and UnitDiag.
2008-06-01 17:20:18 +00:00
Gael Guennebaud
a2f71f9d7e updated EigenSolver to use .coeff / .coeffRef 2008-05-31 16:31:10 +00:00
Gael Guennebaud
559233c73e * fix the QR module to use extract/part instead of the previous triangular stuff
* added qr and eigensolver tests
* fix a compilation warning in Matrix copy constructor
2008-05-27 09:16:27 +00:00
Benoit Jacob
953efdbfe7 - introduce Part and Extract classes, splitting and extending the former
Triangular class
- full meta-unrolling in Part
- move inverseProduct() to MatrixBase
- compilation fix in ProductWIP: introduce a meta-selector to only do
  direct access on types that support it.
- phase out the old Product, remove the WIP_DIRTY stuff.
- misc renaming and fixes
2008-05-27 05:47:30 +00:00
Gael Guennebaud
fd2e9e5c3c * Clean a bit the eigenvalue solver: if the matrix is known to be
selfadjoint at compile time, then it returns real eigenvalues.
* Fix a couple of bugs with the new product.
2008-05-13 07:40:25 +00:00
Gael Guennebaud
45cda6704a * Draft of a eigenvalues solver
(does not support complex and does not re-use the QR decomposition)

* Rewrite the cache friendly product to have only one instance per scalar type !
  This significantly speeds up compilation time and reduces executable size.
  The current drawback is that some trivial expressions might be
  evaluated like conjugate or negate.

* Renamed "cache optimal" to "cache friendly"

* Added the ability to directly access matrix data of some expressions via:
  - the stride()/_stride() methods
  - DirectAccessBit flag (replace ReferencableBit)
2008-05-12 10:23:09 +00:00
Gael Guennebaud
4c92150676 Added Triangular expression to extract upper or lower (strictly or not)
part of a matrix. Triangular also provide an optimised method for forward
and backward substitution. Further optimizations regarding assignments and
products might come later.

Updated determinant() to take into account triangular matrices.

Started the QR module with a QR decompostion algorithm.
Help needed to build a QR algorithm (eigen solver) based on it.
2008-04-26 18:26:05 +00:00