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path: root/Eigen/src/Cholesky/LLT.h
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* last round of changes, mainly to return derived types instead of base types, ↵Gravatar Benoit Jacob2009-11-09
| | | | and fix various compilation issues
* simplifications in the ei_solve_impl system, factor out some boilerplate codeGravatar Benoit Jacob2009-11-08
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* move cholesky to ei_xxx_return_valueGravatar Benoit Jacob2009-11-03
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* *port the Cholesky module to the new solve() APIGravatar Benoit Jacob2009-10-29
| | | | *improve documentation
* Adaptions from .lazy() towards .noalias().Gravatar Hauke Heibel2009-08-31
| | | | Added missing casts.
* in all decs, make the compute() methods return *thisGravatar Benoit Jacob2009-08-15
| | | | (implements feature request #18)
* bugfix in trsmGravatar Gael Guennebaud2009-08-02
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* add blocked LLT, and bugfix in trsm assertsGravatar Gael Guennebaud2009-08-01
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* * change the nesting order of adjoint_return_type toGravatar Gael Guennebaud2009-07-07
| | | | | | 1 - make it easier to catch conjugate expressions 2 - make sure there is no unecessary copy (we had NestByValue<Derived> which seems to be very bad) * update eigensolver wrt recent changes
* * take advantage of new possibilies in LLT (mat -= product)Gravatar Gael Guennebaud2009-07-07
| | | | | * fix Block::operator+= product which was not optimized * fix some compilation issues
* add a generic mechanism to copy a special matrix to a dense matrix so thatGravatar Gael Guennebaud2009-07-07
| | | | | we don't need to add other specialization of MatrixBase::operator=, Matrix::=, and Matrix::Matrix(...)
* * bybye Part, welcome TriangularView and SelfAdjointView.Gravatar Gael Guennebaud2009-07-06
| | | | | | | | * move solveTriangular*() to TriangularView::solve*() * move .llt() to SelfAdjointView * add a high level wrapper to the efficient selfadjoint * vector product * improve LLT so that we can specify which triangular part is meaningless => there are still many things to do (doc, cleaning, improve the matrix products, etc.)
* fix #14: make llt::solve() and also ldlt::solve() work with uninitialized resultGravatar Benoit Jacob2009-06-19
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* mergeGravatar Benoit Jacob2009-05-22
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| * remove sentence "Eigen itself is part of the KDE project."Gravatar Benoit Jacob2009-05-22
| | | | | | | | it never made very precise sense. but now does it still make any?
* | Oops, here the actual LLT and LDLT patch.Gravatar Hauke Heibel2009-05-22
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* More Cholesky fixes.Gravatar Benoit Jacob2009-04-01
| | | | | | | | | * Cholesky decs are NOT rank revealing so remove all the rank/isPositiveDefinite etc stuff. * fix bug in LLT: s/return/continue/ * introduce machine_epsilon constants, they are actually needed for Higman's formula determining the cutoff in Cholesky. Btw fix the page reference to his book (chat with Keir). * solve methods always return true, since this isn't a rank revealing dec. Actually... they already did always return true!! Now it's explicit. * updated dox and unit-test
* Many improvements in LLT and LDLT:Gravatar Benoit Jacob2009-03-30
| | | | | | | | | * in LDLT, support the negative semidefinite case * fix bad floating-point comparisons, improves greatly the accuracy of methods like isPositiveDefinite() and rank() * simplifications * identify (but not resolve) bug: claim that only triangular part is used, is inaccurate * expanded unit-tests
* * allows fixed size matrix with size==0 (via a specialization ofGravatar Gael Guennebaud2009-03-23
| | | | | | MatrixStorage returning a null pointer). For instance this is very useful to make Tridiagonalization compile for 1x1 matrices * fix LLT and eigensolver for 1x1 matrix
* LLT: makes the non positive definite test less strict, but we still needGravatar Gael Guennebaud2009-01-27
| | | | something better.
* * the Upper->UpperTriangular changeGravatar Benoit Jacob2008-12-20
| | | | * finally get ei_add_test right
* * fix in IO.h, a useless copy was made because of assignment fromGravatar Benoit Jacob2008-12-18
| | | | | | | | | | | | | | | Derived to MatrixBase. * the optimization of eval() for Matrix now consists in a partial specialization of ei_eval, which returns a reference type for Matrix. No overriding of eval() in Matrix anymore. Consequence: careful, ei_eval is no longer guaranteed to give a plain matrix type! For that, use ei_plain_matrix_type, or the PlainMatrixType typedef. * so lots of changes to adapt to that everywhere. Hope this doesn't break (too much) MSVC compilation. * add code examples for the new image() stuff. * lower a bit the precision for floats in the unit tests as we were already doing some workarounds in inverse.cpp and we got some failed tests.
* norm2() renamed to squaredNorm(), kept as deprecated for now.Gravatar Benoit Jacob2008-11-03
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* fix some documentation issuesGravatar Gael Guennebaud2008-10-17
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* Big API change in Cholesky module:Gravatar Gael Guennebaud2008-10-13
* 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.
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