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* * Added a generalized eigen solver for the selfadjoint case.Gravatar Gael Guennebaud2008-06-14
| | | | | | (as new members to SelfAdjointEigenSolver) The QR module now depends on Cholesky. * Fix Transpose to correctly preserve the *TriangularBit.
* Add QR and Cholesky module instantiations in the lib.Gravatar Gael Guennebaud2008-06-14
| | | | To try it with the unit tests set the cmake variable TEST_LIB to ON.
* Added a Hessenberg decomposition class for both real and complex matrices.Gravatar Gael Guennebaud2008-06-08
| | | | | | | 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)
* Rewrite from scratch of the eigen solver for symmetric matricesGravatar Gael Guennebaud2008-06-02
| | | | | which now supports selfadjoint matrix. The implementation follows Golub's famous book.
* * added a Tridiagonalization class for selfadjoint matricesGravatar Gael Guennebaud2008-06-01
| | | | | | | | | * 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.
* -fix certain #includesGravatar Benoit Jacob2008-05-12
| | | | -fix CMakeLists, public headers weren't getting installed
* * Draft of a eigenvalues solverGravatar Gael Guennebaud2008-05-12
| | | | | | | | | | | | | | | (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)
* Added Triangular expression to extract upper or lower (strictly or not)Gravatar Gael Guennebaud2008-04-26
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.