Big API change in Cholesky module:

 * rename Cholesky to LLT
 * rename CholeskyWithoutSquareRoot to LDLT
 * rename MatrixBase::cholesky() to llt()
 * rename MatrixBase::choleskyNoSqrt() to ldlt()
 * make {LLT,LDLT}::solve() API consistent with other modules

Note that we are going to keep a source compatibility untill the next beta release.
E.g., the "old" Cholesky* classes, etc are still available for some time.
To be clear, Eigen beta2 should be (hopefully) source compatible with beta1,
and so beta2 will contain all the deprecated API of beta1. Those features marked
as deprecated will be removed in beta3 (or in the final 2.0 if there is no beta 3 !).

Also includes various updated in sparse Cholesky.

1 files changed, 16 insertions, 16 deletions

diff --git a/bench/benchCholesky.cpp b/bench/benchCholesky.cpp
index f64b61b71..e998d8536 100644
--- a/bench/benchCholesky.cpp
+++ b/bench/benchCholesky.cpp
@@ -1,5 +1,5 @@
 
-// g++ -DNDEBUG -O3 -I.. benchCholesky.cpp  -o benchCholesky && ./benchCholesky
+// g++ -DNDEBUG -O3 -I.. benchLLT.cpp  -o benchLLT && ./benchLLT
 // options:
 //  -DBENCH_GSL -lgsl /usr/lib/libcblas.so.3
 //  -DEIGEN_DONT_VECTORIZE
@@ -9,7 +9,7 @@
 //  -DSCALAR=double
 
 #include <Eigen/Array>
-#include <Eigen/Cholesky>
+#include <Eigen/LLT>
 #include <bench/BenchUtil.h>
 using namespace Eigen;
 
@@ -24,7 +24,7 @@ using namespace Eigen;
 typedef float Scalar;
 
 template <typename MatrixType>
-__attribute__ ((noinline)) void benchCholesky(const MatrixType& m)
+__attribute__ ((noinline)) void benchLLT(const MatrixType& m)
 {
   int rows = m.rows();
   int cols = m.cols();
@@ -54,7 +54,7 @@ __attribute__ ((noinline)) void benchCholesky(const MatrixType& m)
     timerNoSqrt.start();
     for (int k=0; k<repeats; ++k)
     {
-      CholeskyWithoutSquareRoot<SquareMatrixType> cholnosqrt(covMat);
+      LDLT<SquareMatrixType> cholnosqrt(covMat);
       acc += cholnosqrt.matrixL().coeff(r,c);
     }
     timerNoSqrt.stop();
@@ -65,7 +65,7 @@ __attribute__ ((noinline)) void benchCholesky(const MatrixType& m)
     timerSqrt.start();
     for (int k=0; k<repeats; ++k)
     {
-      Cholesky<SquareMatrixType> chol(covMat);
+      LLT<SquareMatrixType> chol(covMat);
       acc += chol.matrixL().coeff(r,c);
     }
     timerSqrt.stop();
@@ -124,17 +124,17 @@ int main(int argc, char* argv[])
   std::cout << "\n";
 
   for (uint i=0; dynsizes[i]>0; ++i)
-    benchCholesky(Matrix<Scalar,Dynamic,Dynamic>(dynsizes[i],dynsizes[i]));
-
-//   benchCholesky(Matrix<Scalar,2,2>());
-//   benchCholesky(Matrix<Scalar,3,3>());
-//   benchCholesky(Matrix<Scalar,4,4>());
-//   benchCholesky(Matrix<Scalar,5,5>());
-//   benchCholesky(Matrix<Scalar,6,6>());
-//   benchCholesky(Matrix<Scalar,7,7>());
-//   benchCholesky(Matrix<Scalar,8,8>());
-//   benchCholesky(Matrix<Scalar,12,12>());
-//   benchCholesky(Matrix<Scalar,16,16>());
+    benchLLT(Matrix<Scalar,Dynamic,Dynamic>(dynsizes[i],dynsizes[i]));
+
+//   benchLLT(Matrix<Scalar,2,2>());
+//   benchLLT(Matrix<Scalar,3,3>());
+//   benchLLT(Matrix<Scalar,4,4>());
+//   benchLLT(Matrix<Scalar,5,5>());
+//   benchLLT(Matrix<Scalar,6,6>());
+//   benchLLT(Matrix<Scalar,7,7>());
+//   benchLLT(Matrix<Scalar,8,8>());
+//   benchLLT(Matrix<Scalar,12,12>());
+//   benchLLT(Matrix<Scalar,16,16>());
   return 0;
 }