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path: root/Eigen/src/SVD/JacobiSVD.h
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* PR 567: makes all dense solvers inherit SoverBase (LU,Cholesky,QR,SVD).Gravatar Patrick Peltzer2019-01-17
| | | | | | | | | | | | | This changeset also includes: * add HouseholderSequence::conjugateIf * define int as the StorageIndex type for all dense solvers * dedicated unit tests, including assertion checking * _check_solve_assertion(): this method can be implemented in derived solver classes to implement custom checks * CompleteOrthogonalDecompositions: add applyZOnTheLeftInPlace, fix scalar type in applyZAdjointOnTheLeftInPlace(), add missing assertions * Cholesky: add missing assertions * FullPivHouseholderQR: Corrected Scalar type in _solve_impl() * BDCSVD: Unambiguous return type for ternary operator * SVDBase: Corrected Scalar type in _solve_impl()
* bug #1412: fix compilation with nvcc+MSVCGravatar Gael Guennebaud2018-01-17
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* bug #1395: fix the use of compile-time vectors as inputs of JacobiSVD.Gravatar Gael Guennebaud2017-02-20
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* Fix compilation of JacobiSVD for vectors typeGravatar Gael Guennebaud2017-01-31
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* Make sure not to call numext::maxi on expression templatesGravatar Niels Ole Salscheider2016-11-12
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* Let be consistent and consider any denormal number as zero.Gravatar Gael Guennebaud2016-09-15
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* bug #1266: remove CUDA guards on MatrixBase::<decomposition> definitions. ↵Gravatar Gael Guennebaud2016-09-06
| | | | (those used to break old nvcc versions that we propably don't care anymore)
* Enforce scalar types in calls to max/min (helps with expression template ↵Gravatar Gael Guennebaud2016-07-25
| | | | scalar types)
* Fix regression in a previous commit: some diagonal entry might not be ↵Gravatar Gael Guennebaud2016-07-13
| | | | treated by the 2x2 real preconditioner.
* Avoid division by very small entries when extracting singularvalues, and ↵Gravatar Gael Guennebaud2016-07-12
| | | | explicitly handle the 1x1 complex case.
* Update RealQZ to reduce 2x2 diagonal block of T corresponding to non reduced ↵Gravatar Gael Guennebaud2016-06-09
| | | | | | diagonal block of S to positive diagonal form. This step involve a real 2x2 SVD problem. The respective routine is thus in src/misc/ to be shared by both EVD and AVD modules.
* Improve numerical robustness of JacoviSVD:Gravatar Gael Guennebaud2016-04-14
| | | | | - avoid noise amplification in complex to real conversion - compare off-diagonal entries to the current biggest diagonal entry: no need to bother about a 2x2 block containing ridiculously small entries compared to the rest of the matrix.
* Fix JacobiSVD for complex when the complex-to-real update already gives a ↵Gravatar Gael Guennebaud2016-04-13
| | | | diagonal 2x2 block.
* Fix underflow in JacoviSVD's complex to real preconditionerGravatar Gael Guennebaud2016-04-13
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* Removed executable bit from header filesGravatar Benoit Steiner2016-03-23
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* Fix numerous doxygen shortcomings, and workaround some clang -Wdocumentation ↵Gravatar Gael Guennebaud2016-01-01
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* mergeGravatar Gael Guennebaud2015-12-11
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| * bug #1134: fix JacobiSVD pre-allocationGravatar Gael Guennebaud2015-12-11
| | | | | | | | | | (grafted from f22036f5f8bbaa349e090327d246c817bac94ee4 )
* | Remove useless "explicit", and fix inline/static order.Gravatar Gael Guennebaud2015-12-11
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* Fix shadow warnings triggered by clangGravatar Gael Guennebaud2015-06-09
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* bug #982: Make sure numext::maxi and numext::mini are called correctly, in ↵Gravatar Christoph Hertzberg2015-03-30
| | | | case Scalar expressions return expression templates.
* Slight numerical stability improvement in 2x2 svdGravatar Gael Guennebaud2015-03-27
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* Remove deprecated usage of expr::Index.Gravatar Gael Guennebaud2015-02-16
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* Fix dynamic allocation in JacobiSVD (regression)Gravatar Gael Guennebaud2014-12-08
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* bug #701: workaround (min) and (max) blocking ADL by introducing ↵Gravatar Gael Guennebaud2014-10-20
| | | | numext::mini and numext::maxi internal functions and a EIGEN_NOT_A_MACRO macro.
* Fix JacobiSVD wrt undeR/overflow by doing scaling prior to QR preconditioningGravatar Gael Guennebaud2014-10-17
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* Make constructors explicit if they could lead to unintended implicit conversionGravatar Christoph Hertzberg2014-09-23
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* merge with default branchGravatar Gael Guennebaud2014-09-14
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* | Factorize *SVD::solve to SVDBaseGravatar Gael Guennebaud2014-09-01
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* | merge with default branchGravatar Gael Guennebaud2014-09-01
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| | * Improve further the accuracy of JacobiSVD wrt under/overflow while improving ↵Gravatar Gael Guennebaud2014-09-10
| | | | | | | | | | | | speed for small matrices (hypot is very slow).
| | * Fix bug #791: infinite loop in JacobiSVD in the presence of NaN.Gravatar Gael Guennebaud2014-09-10
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| * Reafctoring in D&C SVD unsupported module: clean and merge the SVDBase class ↵Gravatar Gael Guennebaud2014-09-01
| | | | | | | | to Eigen/SVD, rm copy/pasted JacobiSVD.h file
* | merge with default branchGravatar Gael Guennebaud2014-07-18
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| * bug #843: fix jacobisvd for complexes and extend respective unit test to ↵Gravatar Gael Guennebaud2014-07-17
| | | | | | | | chack with random tricky matrices
* | merge with default branchGravatar Gael Guennebaud2014-06-20
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| * bug #790: fix overflow in real_2x2_jacobi_svdGravatar Gael Guennebaud2014-04-14
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* | Migrate JacobiSVD to SolverGravatar Gael Guennebaud2014-03-11
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* Add scaling in JacobiSVD to avoid overflowsGravatar Gael Guennebaud2013-11-19
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* merge with default branchGravatar Gael Guennebaud2013-11-05
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* | JacobiSVD: fix a 0/0 issue for complexesGravatar Gael Guennebaud2013-11-04
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* | JacobiSVD: move from Lapack to Matlab strategy for the default thresholdGravatar Gael Guennebaud2013-11-03
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* | Add a rank method with threshold control to JacobiSVD, and make solve uses ↵Gravatar Gael Guennebaud2013-11-01
| | | | | | | | it to return the minimal norm solution for rank-deficient problems
| * Disable some shortcuts with nvccGravatar Gael Guennebaud2013-07-31
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| * merge with main branchGravatar Gael Guennebaud2013-07-17
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* | Introduce a TEST_SET_BUT_UNUSED_VARIABLE macro for initialized but unused ↵Gravatar Gael Guennebaud2013-06-25
| | | | | | | | variables in the unit tests and also fix a few other warnings.
* | bug #620: fix robustness issue in JacobiSVD::solve (also fix a perf. issue)Gravatar Gael Guennebaud2013-06-24
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* | Fix bug #314: move remaining math functions from internal to numext namespaceGravatar Gael Guennebaud2013-06-10
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| * merge with default branchGravatar Gael Guennebaud2013-04-19
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| * Port SelfCwiseBinaryOp and Dot.h to nvcc, fix portability issue with ↵Gravatar Gael Guennebaud2013-04-05
| | | | | | | | std::min/max
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