eigen/Eigen/LU

// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// This Source Code Form is subject to the terms of the Mozilla
// Public License v. 2.0. If a copy of the MPL was not distributed
// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.

#ifndef EIGEN_LU_MODULE_H
#define EIGEN_LU_MODULE_H

#include "Core"

#include "src/Core/util/DisableStupidWarnings.h"

/** \defgroup LU_Module LU module
 * This module includes %LU decomposition and related notions such as matrix inversion and determinant.
 * This module defines the following MatrixBase methods:
 *  - MatrixBase::inverse()
 *  - MatrixBase::determinant()
 *
 * \code
 * #include <Eigen/LU>
 * \endcode
 */

#include "src/misc/Kernel.h"
#include "src/misc/Image.h"

// IWYU pragma: begin_exports
#include "src/LU/FullPivLU.h"
#include "src/LU/PartialPivLU.h"
#ifdef EIGEN_USE_LAPACKE
#include "src/misc/lapacke_helpers.h"
#include "src/LU/PartialPivLU_LAPACKE.h"
#endif
#include "src/LU/Determinant.h"
#include "src/LU/InverseImpl.h"

#if defined EIGEN_VECTORIZE_SSE || defined EIGEN_VECTORIZE_NEON
#include "src/LU/arch/InverseSize4.h"
#endif
// IWYU pragma: end_exports

#include "src/Core/util/ReenableStupidWarnings.h"

#endif  // EIGEN_LU_MODULE_H
Add missing licence header to some top header files 2015-10-26 18:46:05 +08:00			`// This file is part of Eigen, a lightweight C++ template library`
			`// for linear algebra.`
			`//`
			`// This Source Code Form is subject to the terms of the Mozilla`
			`// Public License v. 2.0. If a copy of the MPL was not distributed`
			`// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.`

* LU decomposition, supporting all rectangular matrices, with full pivoting for better numerical stability. For now the only application is determinant. * New determinant unit-test. * Disable most of Swap.h for now as it makes LU fail (mysterious). Anyway Swap needs a big overhaul as proposed on IRC. * Remnants of old class Inverse removed. * Some warnings fixed. 2008-08-04 12:45:59 +08:00			`#ifndef EIGEN_LU_MODULE_H`
			`#define EIGEN_LU_MODULE_H`
* Start of the LU module, with matrix inversion already there and fully optimized. * Even if LargeBit is set, only parallelize for large enough objects (controlled by EIGEN_PARALLELIZATION_TRESHOLD). 2008-04-14 16:20:24 +08:00
			`#include "Core"`

shut up stupid ICC warnings 2011-02-22 22:31:22 +08:00			`#include "src/Core/util/DisableStupidWarnings.h"`
Patch by Kenneth Riddile: disable MSVC warnings, reenable them outside of Eigen, and add a MSVC-friendly path in StaticAssert. 2008-12-19 04:48:02 +08:00
Add .perpendicular() function in Geometry module (adapted from Eigen1) Documentation: * add an overview for each module. * add an example for .all() and Cwise::operator< 2008-07-22 18:54:42 +08:00			`/** \defgroup LU_Module LU module`
Complete LU documentation 2008-08-12 05:26:37 +08:00			`* This module includes %LU decomposition and related notions such as matrix inversion and determinant.`
Add .perpendicular() function in Geometry module (adapted from Eigen1) Documentation: * add an overview for each module. * add an example for .all() and Cwise::operator< 2008-07-22 18:54:42 +08:00			`* This module defines the following MatrixBase methods:`
			`* - MatrixBase::inverse()`
			`* - MatrixBase::determinant()`
			`*`
			`* \code`
			`* #include <Eigen/LU>`
			`* \endcode`
			`*/`

introduce ei_xxx_return_value and ei_xxx_impl for xxx in solve,kernel,impl put them in a new internal 'misc' directory 2009-11-03 15:18:10 +08:00			`#include "src/misc/Kernel.h"`
			`#include "src/misc/Image.h"`
Add IWYU export pragmas to top-level headers. 2023-02-09 01:40:31 +08:00
			`// IWYU pragma: begin_exports`
big huge changes, so i dont remember everything. * 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 2009-10-29 06:19:29 +08:00			`#include "src/LU/FullPivLU.h"`
			`#include "src/LU/PartialPivLU.h"`
add a "using MKL" documentation page, add a minimal documentation of PARDISO wrapper classes, refine a bit the EIGEN_USE_* logic 2011-12-09 23:52:37 +08:00			`#ifdef EIGEN_USE_LAPACKE`
Improved lapacke binding code for HouseholderQR and PartialPivLU 2021-12-02 08:10:58 +08:00			`#include "src/misc/lapacke_helpers.h"`
Rename MKL files 2016-07-26 00:00:47 +08:00			`#include "src/LU/PartialPivLU_LAPACKE.h"`
Intel(R) MKL support added. * * * License disclaimer changed to BSD license for MKL_support.h * * * Pardiso support fixed, test added. blas/lapack tests fixed: Scalar parameter was added in Cholesky, product_matrix_vector_triangular remaned to triangular_matrix_vector_product. * * * PARDISO test was added physically. 2011-12-05 15:52:21 +08:00			`#endif`
-fix certain #includes -fix CMakeLists, public headers weren't getting installed 2008-05-13 05:15:17 +08:00			`#include "src/LU/Determinant.h"`
Split LU/Inverse.h to Core/Inverse.h for the generic Inverse expression, and LU/InverseImpl.h for the dense implementation of dense.inverse() 2014-02-24 18:49:30 +08:00			`#include "src/LU/InverseImpl.h"`
only include SSE path if SSE enabled 2009-12-15 11:52:11 +08:00
Make vectorized compute_inverse_size4 compile with AVX. 2021-04-22 23:21:01 +08:00			`#if defined EIGEN_VECTORIZE_SSE \|\| defined EIGEN_VECTORIZE_NEON`
Unify Inverse_SSE.h and Inverse_NEON.h into a single generic implementation using PacketMath. 2020-11-17 20:27:01 +08:00			`#include "src/LU/arch/InverseSize4.h"`
Add Inverse_NEON.h Implemented fast size-4 matrix inverse (mimicking Inverse_SSE.h) using NEON intrinsics. ``` Benchmark Time CPU Time Old Time New CPU Old CPU New -------------------------------------------------------------------------------------------------------- BM_float -0.1285 -0.1275 568 495 572 499 BM_double -0.2265 -0.2254 638 494 641 496 ``` 2020-09-04 18:55:47 +08:00			`#endif`
Add IWYU export pragmas to top-level headers. 2023-02-09 01:40:31 +08:00			`// IWYU pragma: end_exports`
Add Inverse_NEON.h Implemented fast size-4 matrix inverse (mimicking Inverse_SSE.h) using NEON intrinsics. ``` Benchmark Time CPU Time Old Time New CPU Old CPU New -------------------------------------------------------------------------------------------------------- BM_float -0.1285 -0.1275 568 495 572 499 BM_double -0.2265 -0.2254 638 494 641 496 ``` 2020-09-04 18:55:47 +08:00
shut up stupid ICC warnings 2011-02-22 22:31:22 +08:00			`#include "src/Core/util/ReenableStupidWarnings.h"`
Patch by Kenneth Riddile: disable MSVC warnings, reenable them outside of Eigen, and add a MSVC-friendly path in StaticAssert. 2008-12-19 04:48:02 +08:00
* LU decomposition, supporting all rectangular matrices, with full pivoting for better numerical stability. For now the only application is determinant. * New determinant unit-test. * Disable most of Swap.h for now as it makes LU fail (mysterious). Anyway Swap needs a big overhaul as proposed on IRC. * Remnants of old class Inverse removed. * Some warnings fixed. 2008-08-04 12:45:59 +08:00			`#endif // EIGEN_LU_MODULE_H`