Rasmus Munk Larsen acce4dd050 Change Eigen's ColPivHouseholderQR to use the numerically stable norm downdate formula from http://www.netlib.org/lapack/lawnspdf/lawn176.pdf, which has been used in LAPACK's xGEQPF and xGEQP3 since 2006. With the old formula, the code chooses the wrong pivots and fails to correctly determine rank on graded matrices. ...

This change also adds additional checks for non-increasing diagonal in R11 to existing unit tests, and adds a new unit test with the Kahan matrix, which consistently fails for the original code.

Benchmark timings on Intel(R) Xeon(R) CPU E5-1650 v3 @ 3.50GHz. Code compiled with AVX & FMA. I just ran on square matrices of 3 difference sizes.

Benchmark               Time(ns)     CPU(ns) Iterations
-------------------------------------------------------
Before:
BM_EigencolPivQR/64        53677       53627      12890
BM_EigencolPivQR/512    15265408    15250784         46
BM_EigencolPivQR/4k  15403556228 15388788368          2

After (non-vectorized version):
Benchmark               Time(ns)     CPU(ns) Iterations  Degradation
--------------------------------------------------------------------
BM_EigencolPivQR/64        63736       63669      10844         18.5%
BM_EigencolPivQR/512    16052546    16037381         43          5.1%
BM_EigencolPivQR/4k  15149263620 15132025316          2         -2.0%

Performance-wise there seems to be a ~18.5% degradation for small (64x64) matrices, probably due to the cost of more O(min(m,n)^2) sqrt operations that are not needed for the unstable formula.

2016-01-28 15:07:26 -08:00

..

adjoint.cpp

bug #977: avoid division by 0 in normalize() and normalized().

2016-01-21 20:43:42 +01:00

array_for_matrix.cpp

bug #178: remove additional const on nested expression, and remove several const_cast.

2016-01-28 21:43:20 +01:00

array_replicate.cpp

Add unit test for m.replicate(...)(index).

2015-06-08 15:42:15 +02:00

array_reverse.cpp

Add row/column-wise reverseInPlace feature.

2015-03-31 21:35:53 +02:00

array.cpp

Protect digamma tests behind a EIGEN_HAS_C99_MATH check.

2015-12-24 21:28:18 -08:00

bandmatrix.cpp

bug #877, bug #572: Introduce a global Index typedef. Rename Sparse*::Index to StorageIndex, make Dense*::StorageIndex an alias to DenseIndex. Overall this commit gets rid of all Index conversion warnings.

2014-12-04 22:48:53 +01:00

basicstuff.cpp

Add unit tests for bug #981: valid and invalid usage of ternary operator

2015-09-09 11:38:25 +02:00

bdcsvd.cpp

split compiler intensive bdcsvd_1 unit test

2015-06-26 16:14:23 +02:00

bicgstab.cpp

Do go to full accuracy when testing BiCGSTAB.

2015-06-05 14:32:26 +02:00

block.cpp

Fix compilation of coeff(Index) on sub-inner-panels

2014-09-08 09:50:03 +02:00

cholesky.cpp

Factorize VERIFY_EVALUATION_COUNT in unit tests

2015-06-19 16:38:26 +02:00

cholmod_support.cpp

bug #1095: add Cholmod*::logDeterminant/determinant (from patch of Joshua Pritikin)

2016-01-22 16:05:29 +01:00

CMakeLists.txt

Extend superlu cmake script to check version

2015-11-30 14:48:11 +01:00

commainitializer.cpp

Automatic relicensing to MPL2 using Keirs script. Manual fixup follows.

2012-07-13 14:42:47 -04:00

conjugate_gradient.cpp

Add unit tests for CG and sparse-LLT for long int as storage-index

2015-03-09 14:33:15 +01:00

conservative_resize.cpp

Allow .conservativeResize(rows,cols) on vectors

2013-10-16 12:07:33 +02:00

corners.cpp

Implement mixed static/dynamic-size .block() (bug #579)

2013-06-18 14:29:15 +01:00

ctorleak.cpp

Constructing a Matrix/Array with implicit transpose could lead to memory leaks.

2015-04-16 13:25:20 +02:00

cuda_basic.cu

Fix compilation of cuda unit test

2015-09-02 16:59:07 +02:00

cuda_common.h

NVCC: add more debug info

2014-01-24 12:51:33 +01:00

dense_storage.cpp

Switched to MPL2 license.

2013-08-12 07:39:24 +02:00

denseLM.cpp

Add tests for dense and sparse levenberg-Marquardt

2012-12-07 15:48:21 +01:00

determinant.cpp

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

diagonal.cpp

bug #178: remove additional const on nested expression, and remove several const_cast.

2016-01-28 21:43:20 +01:00

diagonalmatrices.cpp

Fix bug #987: wrong alignement guess in diagonal product.

2015-03-31 23:35:12 +02:00

dontalign.cpp

Automatic relicensing to MPL2 using Keirs script. Manual fixup follows.

2012-07-13 14:42:47 -04:00

dynalloc.cpp

Do not check NeedsToAlign if no static alignment

2015-11-30 22:36:14 +01:00

eigen2support.cpp

Fix bug #314: move remaining math functions from internal to numext namespace

2013-06-10 23:40:56 +02:00

eigensolver_complex.cpp

Limit matrix size for other eigen and schur decompositions

2015-10-30 18:06:03 +01:00

eigensolver_generalized_real.cpp

bug #1098: fix regression introduced when generalizing some compute() methods in changeset 7031a851d45a8526474ac1ac972ad12a48e99f1a

2015-10-26 16:00:25 +01:00

eigensolver_generic.cpp

Limit matrix size for other eigen and schur decompositions

2015-10-30 18:06:03 +01:00

eigensolver_selfadjoint.cpp

Limit matrix size when testing for NaN: they can become prohibitively expensive when running on x87 fp unit

2015-10-30 14:44:22 +01:00

evaluator_common.h

bug #99: refactor assignment and compound assignment mechanism through "assignment functors" and "assignement kernels".

2013-11-06 18:17:59 +01:00

evaluators.cpp

Add unit test for CoeffReadCost

2015-10-09 14:28:48 +02:00

exceptions.cpp

Add a few missing standard functions for ScalarWithExceptions type.

2013-04-17 10:24:31 +02:00

fastmath.cpp

fix typo

2015-10-28 20:18:00 +01:00

first_aligned.cpp

Generalize first_aligned to take the requested alignment as a template parameter, and add a first_default_aligned variante calling first_aligned with the requirement of the largest packet for the given scalar type.

2015-08-06 17:52:01 +02:00

geo_alignedbox.cpp

Fix a warning

2015-10-08 16:27:54 +02:00

geo_eulerangles.cpp

Introduce EIGEN_PI, get rid of M_PI and acos(-1.0)

2015-06-10 17:12:10 +02:00

geo_homogeneous.cpp

bug #997: add missing evaluators for m.lazyProduct(v.homogeneous())

2015-06-08 15:43:41 +02:00

geo_hyperplane.cpp

Many files were missing in previous changeset.

2015-07-29 11:11:23 +02:00

geo_orthomethods.cpp

Fix nested_eval<Product<> > which wrongly returned a Product<> expression

2014-09-24 09:39:09 +02:00

geo_parametrizedline.cpp

Many files were missing in previous changeset.

2015-07-29 11:11:23 +02:00

geo_quaternion.cpp

Fix matrix to quaternion (and angleaxis) conversion for matrix expression.

2015-12-01 09:45:56 +01:00

geo_transformations.cpp

Add missing Rotation2D::operator=(Matrix2x2)

2015-12-03 22:25:26 +01:00

hessenberg.cpp

Automatic relicensing to MPL2 using Keirs script. Manual fixup follows.

2012-07-13 14:42:47 -04:00

householder.cpp

Fix HouseholderSequence::conjugate() and ::adjoint() and add respective unit tests.

2013-06-17 00:14:42 +02:00

incomplete_cholesky.cpp

bug #1150: make IncompleteCholesky more robust by iteratively increase the shift until the factorization succeed (with at most 10 attempts).

2016-01-23 22:13:54 +01:00

integer_types.cpp

Automatic relicensing to MPL2 using Keirs script. Manual fixup follows.

2012-07-13 14:42:47 -04:00

inverse.cpp

Fix shadow warnings triggered by clang

2015-06-09 09:11:12 +02:00

is_same_dense.cpp

Fix unit tests wrt EIGEN_DEFAULT_TO_ROW_MAJOR

2015-12-11 10:06:28 +01:00

jacobi.cpp

Fix a couple of warnings in unit tests.

2013-07-05 13:35:34 +02:00

jacobisvd.cpp

Reduce compiler memory consumption for SVD unit tests

2015-06-22 09:58:06 +02:00

linearstructure.cpp

Add regression using test for array<complex>/real

2015-11-20 15:29:32 +01:00

lscg.cpp

Rename LSCG to LeastSquaresConjugateGradient

2015-03-05 10:16:32 +01:00

lu.cpp

Add LU::transpose().solve() and LU::adjoint().solve() API.

2015-12-01 14:38:47 +01:00

main.h

Protect all calls to isnan, isinf and isfinite with parentheses.

2015-08-14 17:32:34 +02:00

mapped_matrix.cpp

First part of a big refactoring of alignment control to enable the handling of arbitrarily aligned buffers. It includes:

2015-08-06 15:31:07 +02:00

mapstaticmethods.cpp

Fix many long to int implicit conversions

2014-07-08 16:47:11 +02:00

mapstride.cpp

Many files were missing in previous changeset.

2015-07-29 11:11:23 +02:00

meta.cpp

bug #826: fix is_convertible for MSVC and add minimalistic unit test for is_convertible

2014-07-16 13:17:06 +02:00

metis_support.cpp

Switch to MPL2

2015-10-23 10:36:33 +02:00

miscmatrices.cpp

Clean source code and unit tests with respect to -Wunused-local-typedefs

2013-04-10 22:27:35 +02:00

mixingtypes.cpp

Extend mixing type unit test with trmv, and the following not yet supported products: trmm, symv, symm

2016-01-27 17:29:53 +01:00

mpl2only.cpp

Make the IterativeLinearSolvers module compatible with MPL2-only mode

2015-10-26 15:17:52 +01:00

nesting_ops.cpp

Fix unit tests wrt EIGEN_DEFAULT_TO_ROW_MAJOR

2015-12-11 10:06:28 +01:00

nomalloc.cpp

add nomalloc unit test for rank2 updates

2016-01-27 17:26:48 +01:00

nullary.cpp

Re-enable vectorization of LinSpaced, plus some cleaning

2015-10-08 17:27:01 +02:00

packetmath.cpp

Merged in ebrevdo/eigen (pull request PR-148)

2015-12-11 11:52:09 +01:00

pardiso_support.cpp

modify the unit tests of sparse linear solvers to enable tests on real matrices, from MatrixMarket for instance

2012-03-29 14:32:54 +02:00

pastix_support.cpp

bug #1149: fix Pastix*::*parm()

2016-01-20 19:01:24 +01:00

permutationmatrices.cpp

Check number of temporaries when applying permutations

2015-06-19 16:39:24 +02:00

prec_inverse_4x4.cpp

Clean source code and unit tests with respect to -Wunused-local-typedefs

2013-04-10 22:27:35 +02:00

product_extra.cpp

Add regression test for bug #817

2015-09-02 13:16:03 +02:00

product_large.cpp

bug #1144: fix regression in x=y+A*x (aliasing), and move evaluator_traits::AssumeAliasing to evaluator_assume_aliasing.

2016-01-09 08:30:38 +01:00

product_mmtr.cpp

Add unit test for bug #879

2015-06-16 22:11:41 +02:00

product_notemporary.cpp

bug #1144: fix regression in x=y+A*x (aliasing), and move evaluator_traits::AssumeAliasing to evaluator_assume_aliasing.

2016-01-09 08:30:38 +01:00

product_selfadjoint.cpp

Workaround dead store warnings in unit tests.

2015-02-18 11:30:44 +01:00

product_small.cpp

Extend unit test of coeff-based product to check many more combinations

2015-12-08 11:27:43 +01:00

product_symm.cpp

Clean source code and unit tests with respect to -Wunused-local-typedefs

2013-04-10 22:27:35 +02:00

product_syrk.cpp

Workaround dead store warnings in unit tests.

2015-02-18 11:30:44 +01:00

product_trmm.cpp

Limit matrix sizes for trmm unit test and complexes.

2015-10-30 15:07:50 +01:00

product_trmv.cpp

Workaround dead store warnings in unit tests.

2015-02-18 11:30:44 +01:00

product_trsolve.cpp

Extend unit test of dense triangular solvers

2014-07-15 11:15:36 +02:00

product.h

bug #1144: fix regression in x=y+A*x (aliasing), and move evaluator_traits::AssumeAliasing to evaluator_assume_aliasing.

2016-01-09 08:30:38 +01:00

qr_colpivoting.cpp

Change Eigen's ColPivHouseholderQR to use the numerically stable norm downdate formula from http://www.netlib.org/lapack/lawnspdf/lawn176.pdf, which has been used in LAPACK's xGEQPF and xGEQP3 since 2006. With the old formula, the code chooses the wrong pivots and fails to correctly determine rank on graded matrices.

2016-01-28 15:07:26 -08:00

qr_fullpivoting.cpp

Use VERIFY_IS_EQUAL instead of VERIFY(a==b) to get more feedback in case of failure

2015-06-26 16:22:49 +02:00

qr.cpp

reduce false negative in the qr unit test

2014-02-14 09:58:30 +01:00

qtvector.cpp

Automatic relicensing to MPL2 using Keirs script. Manual fixup follows.

2012-07-13 14:42:47 -04:00

rand.cpp

Specified signedness of char type in test so that test passes

2015-09-28 14:26:10 -07:00

real_qz.cpp

Addendum to last patch: k is Index and not int

2015-03-31 00:42:14 +02:00

redux.cpp

Refactoring of the cost model:

2015-10-28 11:42:14 +01:00

ref.cpp

Workaround i387 issue in unit test

2015-11-16 13:33:54 +01:00

resize.cpp

Automatic relicensing to MPL2 using Keirs script. Manual fixup follows.

2012-07-13 14:42:47 -04:00

rvalue_types.cpp

Switched to MPL2 license.

2013-08-12 07:39:24 +02:00

schur_complex.cpp

Limit matrix size when testing for NaN: they can become prohibitively expensive when running on x87 fp unit

2015-10-30 14:44:22 +01:00

schur_real.cpp

typo

2015-10-30 22:16:23 +01:00

selfadjoint.cpp

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

simplicial_cholesky.cpp

Skip too large real-world problems for solvers that do not scale (e.g., SimplicialLLT without reordering)

2015-06-09 09:29:53 +02:00

sizeof.cpp

bug #973: update macro-level control of alignement by introducing user-controllable EIGEN_MAX_ALIGN_BYTES and EIGEN_MAX_STATIC_ALIGN_BYTES macros. This changeset also removes EIGEN_ALIGN (replaced by EIGEN_MAX_ALIGN_BYTES>0), EIGEN_ALIGN_STATICALLY (replaced by EIGEN_MAX_STATIC_ALIGN_BYTES>0), EIGEN_USER_ALIGN*, EIGEN_ALIGN_DEFAULT (replaced by EIGEN_ALIGN_MAX).

2015-07-29 10:22:25 +02:00

sizeoverflow.cpp

Removed redundant typedef which confused old gcc versions.

2015-02-18 01:03:32 +01:00

smallvectors.cpp

Automatic relicensing to MPL2 using Keirs script. Manual fixup follows.

2012-07-13 14:42:47 -04:00

sparse_basic.cpp

bug #1105: fix default preallocation when moving from compressed to uncompressed mode

2015-11-06 15:05:37 +01:00

sparse_block.cpp

Split sparse_basic unit test

2015-03-19 15:11:05 +01:00

sparse_permutations.cpp

Fix gcc 4.4 compilation issue

2015-10-30 08:44:37 +01:00

sparse_product.cpp

Fix ambiguous instantiation

2015-10-27 11:01:37 +01:00

sparse_ref.cpp

bug #1064: add support for Ref<SparseVector>

2015-10-21 09:47:43 +02:00

sparse_solver.h

bug #1092: fix iterative solver ctors for expressions as input

2015-10-26 16:16:24 +01:00

sparse_solvers.cpp

Automatic relicensing to MPL2 using Keirs script. Manual fixup follows.

2012-07-13 14:42:47 -04:00

sparse_vector.cpp

Add SparseVector::conservativeResize() method.

2016-01-25 11:55:39 +01:00

sparse.h

Fix ForceNonZeroDiag for complexes

2015-08-04 16:12:16 +02:00

sparseLM.cpp

Add tests for dense and sparse levenberg-Marquardt

2012-12-07 15:48:21 +01:00

sparselu.cpp

Switch to MPL2

2015-10-23 10:36:33 +02:00

sparseqr.cpp

Add unit test for dense = SparseQR::matrixQ

2015-06-24 17:55:41 +02:00

special_numbers.cpp

Previous isFinite->hasNonFinite change was broken. After discussion let's rename it to allFinite

2013-07-18 11:27:04 +02:00

spqr_support.cpp

Fix many long to int conversion warnings:

2015-02-16 13:19:05 +01:00

stable_norm.cpp

bug #977: add stableNormalize[d] methods: they are analogues to normalize[d] but with carefull handling of under/over-flow

2016-01-23 22:40:11 +01:00

stddeque.cpp

Automatic relicensing to MPL2 using Keirs script. Manual fixup follows.

2012-07-13 14:42:47 -04:00

stdlist.cpp

Automatic relicensing to MPL2 using Keirs script. Manual fixup follows.

2012-07-13 14:42:47 -04:00

stdvector_overload.cpp

Automatic relicensing to MPL2 using Keirs script. Manual fixup follows.

2012-07-13 14:42:47 -04:00

stdvector.cpp

Automatic relicensing to MPL2 using Keirs script. Manual fixup follows.

2012-07-13 14:42:47 -04:00

superlu_support.cpp

Avoid blocking-size mismatch in unit tests calling Eigen's blas interface.

2014-04-25 11:04:02 +02:00

svd_common.h

Fix overflow when checking SVD accuracy

2015-06-23 15:05:20 +02:00

svd_fill.h

Make test matrices for eigensolver/selfadjoint even more tricky

2015-05-12 18:44:46 +02:00

swap.cpp

Fix vectorization of swap for non trivial expressions

2015-03-31 20:16:02 +02:00

triangular.cpp

Add unit test for bug #839.

2014-07-09 13:06:06 +02:00

umeyama.cpp

Relaxed umeyama test. Problem was ill-posed if linear part was scaled with very small number. This should fix bug #744.

2014-02-17 13:48:00 +01:00

umfpack_support.cpp

Avoid blocking-size mismatch in unit tests calling Eigen's blas interface.

2014-04-25 11:04:02 +02:00

unalignedassert.cpp

Disable complex scalar types because the compiler might aggressively vectorize

2015-12-09 20:46:09 +01:00

unalignedcount.cpp

Added support for AVX to Eigen.

2014-01-29 11:43:05 -08:00

upperbidiagonalization.cpp

Make UpperBidiagonalization accept row-major matrices (bug #769)

2014-09-12 14:52:35 +01:00

vectorization_logic.cpp

Fix unit tests wrt EIGEN_DEFAULT_TO_ROW_MAJOR

2015-12-11 10:06:28 +01:00

vectorwiseop.cpp

bug #1158: PartialReduxExpr is a vector expression, and it thus must expose the LinearAccessBit flag

2016-01-28 13:16:30 +01:00

visitor.cpp

Add regression unit test for prod.maxCoeff(i)

2015-11-18 23:29:07 +01:00

zerosized.cpp

Implement boolean reductions for zero-sized objects

2013-11-13 16:47:02 +01:00