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path: root/test/cholesky.cpp
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* fix compilation of "somedensematrix.llt().matrixL().transpose()" (missing ↵Gravatar Gael Guennebaud2012-04-10
| | | | constness on the return types)
* LLT: improve rankUpdate to support downdates,Gravatar Gael Guennebaud2012-01-23
| | | | | LDLT: add the missing info() function, improve unit testing of rankUpdate()
* feature 319: Add update and downdate functionality to LDLTGravatar Tim Holy2011-12-09
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* remove GSL dependency in the unit testsGravatar Gael Guennebaud2011-12-01
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* fix more variable-set-but-not-used warnings on gcc 4.6Gravatar Benoit Jacob2011-10-31
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* Fix LDLT::solve() if matrix singular but solution exists (bug #241).Gravatar Jitse Niesen2011-09-11
| | | | Clarify this in docs and add regression test.
* add the possibility to configure the maximal matrix size in the unit testsGravatar Gael Guennebaud2011-07-12
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* New feature: add rank one update in Cholesky decompositionGravatar Gael Guennebaud2011-06-20
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* rename macroGravatar Benoit Jacob2010-12-25
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* Initial fixes for bug #85.Gravatar Hauke Heibel2010-10-25
| | | | | | | Renamed meta_{true|false} to {true|false}_type, meta_if to conditional, is_same_type to is_same, un{ref|pointer|const} to remove_{reference|pointer|const} and makeconst to add_const. Changed boolean type 'ret' member to 'value'. Changed 'ret' members refering to types to 'type'. Adapted all code occurences.
* bug #86 : use internal:: namespace instead of ei_ prefixGravatar Benoit Jacob2010-10-25
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* fix += return by value like operationsGravatar Gael Guennebaud2010-09-06
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* add support for mixing type in trsvGravatar Gael Guennebaud2010-07-13
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* email changeGravatar Gael Guennebaud2010-06-24
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* Utilize Index in all unit tests.Gravatar Hauke Heibel2010-06-20
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* add a info() function in LLT to report on succes/faillureGravatar Gael Guennebaud2010-06-12
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* fix LDLT, now it really only uses a given triangular part!Gravatar Gael Guennebaud2010-06-09
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* fix ldlt unit testGravatar Gael Guennebaud2010-06-09
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* Add a Transpositions class to ease the representation andGravatar Gael Guennebaud2010-06-04
| | | | | manipulation of permutations as a sequence of transpositions. Make LDLT use it.
* LDLT: make it honors the Lower/Upper directive and make it works inplaceGravatar Gael Guennebaud2010-06-03
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* - Added problem size constructor to decompositions that did not have one. It ↵Gravatar Adolfo Rodriguez Tsouroukdissian2010-04-21
| | | | | | | | | | | preallocates member data structures. - Updated unit tests to check above constructor. - In the compute() method of decompositions: Made temporary matrices/vectors class members to avoid heap allocations during compute() (when dynamic matrices are used, of course). These changes can speed up decomposition computation time when a solver instance is used to solve multiple same-sized problems. An added benefit is that the compute() method can now be invoked in contexts were heap allocations are forbidden, such as in real-time control loops. CAVEAT: Not all of the decompositions in the Eigenvalues module have a heap-allocation-free compute() method. A future patch may address this issue, but some required API changes need to be incorporated first.
* add reconstructedMatrix() to LLT, and LUsGravatar Gael Guennebaud2010-02-24
| | | | | => they show that some improvements have still to be done for permutations, tr*tr, trapezoidal matrices
* remove the Triangular suffix to Upper, Lower, UnitLower, etc,Gravatar Gael Guennebaud2010-01-07
| | | | and remove the respective bit flags
* Replace toDense() by toDenseMatrix() in tests.Gravatar Jitse Niesen2009-11-20
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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
* big huge changes, so i dont remember everything.Gravatar Benoit Jacob2009-10-28
| | | | | | | | | | * renaming, e.g. LU ---> FullPivLU * split tests framework: more robust, e.g. dont generate empty tests if a number is skipped * make all remaining tests use that splitting, as needed. * Fix 4x4 inversion (see stable branch) * Transform::inverse() and geo_transform test : adapt to new inverse() API, it was also trying to instantiate inverse() for 3x4 matrices. * CMakeLists: more robust regexp to parse the version number * misc fixes in unit tests
* add a stable_norm unit testGravatar Gael Guennebaud2009-09-07
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* 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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* finally directly calling the low-level products is fasterGravatar Gael Guennebaud2009-07-10
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* * 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
* * 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.)
* 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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* various minor updates of some unit testsGravatar Gael Guennebaud2009-05-11
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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
* Add full pivoting to LDLT decomposition.Gravatar Keir Mierle2009-02-03
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* * remove set(), revert to old behavior where = resizesGravatar Benoit Jacob2009-01-21
| | | | | | | | | | * try to be clever in matrix ctors and operator=: be lazy when we can, always allow to copy rowvector into columnvector, check the template parameters, try to factor the code better * add missing copy ctor in UnalignedType * fix bug in the traits of DiagonalProduct * renaming: EIGEN_TUNE_FOR_CPU_CACHE_SIZE * update the dox a little
* Sparse module: bugfix in SparseMatrix::resize(), now the indices areGravatar Gael Guennebaud2009-01-15
| | | | correctly initialized to 0.
* * more MSVC warning fixes from Kenneth RiddileGravatar Benoit Jacob2008-12-19
| | | | | | | | * actually GCC 4.3.0 has a bug, "deprecated" placed at the end of a function prototype doesn't have any effect, moving them to the start of the function prototype makes it actually work! * finish porting the cholesky unit-test to the new LLT/LDLT, after the above fix revealed a deprecated warning
* As discussed on ML:Gravatar Gael Guennebaud2008-10-24
| | | | | | | | | | * remove the automatic resizing feature of operator = * add function Matrix::set() to be used when the previous behavior is wanted * the default constructor of dynamic-size matrices now creates a "null" matrix (data=0, rows = cols = 0) instead of a 1x1 matrix * fix UnixX typos ;)
* 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.
* Fix bugs reported by Timothy Hunter:Gravatar Gael Guennebaud2008-09-03
| | | | | | * CholeskyWithoutSqrt with 1x1 matrices * .part<Diagonal>() Updated unit tests to handle these cases
* if EIGEN_NICE_RANDOM is defined, the random functions will return numbers withGravatar Benoit Jacob2008-09-01
| | | | | | few bits left of the comma and for floating-point types will never return zero. This replaces the custom functions in test/main.h, so one does not anymore need to think about that when writing tests.
* * bug fixes in: Dot, generalized eigen problem, singular matrix detetection ↵Gravatar Gael Guennebaud2008-08-23
| | | | | | | in Cholesky * fix all numerical instabilies in the unit tests, now all tests can be run 2000 times with almost zero failures.
* * bugfix in SolveTriangular found by Timothy Hunter (did not compiled for ↵Gravatar Gael Guennebaud2008-08-22
| | | | | | | | very small fixed size matrices) * bugfix in Dot unroller * added special random generator for the unit tests and reduced the tolerance threshold by an order of magnitude this fixes issues with sum.cpp but other tests still failed sometimes, this have to be carefully checked...
* Add a packetmath unit test, re-enable the comma-initializer unit test,Gravatar Gael Guennebaud2008-08-20
| | | | and bug fix in PacketMath/SSE
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