Commit Graph

233 Commits

Author SHA1 Message Date
Sébastien Crozet 2ebba30117
Merge pull request #861 from jturner314/fix-cholesky-det-complex
Fix Cholesky::determinant for complex elements
2021-04-11 13:49:35 +02:00
Sébastien Crozet b9a524427b
Merge pull request #859 from OfficialURL/dev
Added pow functions
2021-04-11 13:44:06 +02:00
Violeta Hernández 341091f647 `pow_mut` now returns `Result`. 2021-04-10 00:12:26 -05:00
Violeta Hernández 81f2fc38d7 Use mul_to instead of square_buf
Didn't realize that this was something that was already implemented.
2021-04-09 23:59:22 -05:00
Violeta Hernández 15a63cb892 Memory improvements, extra comments.
The result of `multiplier ^ 2` is now written into a single buffer.
2021-04-09 23:43:59 -05:00
Vinzent Steinberg 260ee54288 Disable some tests if "rand" feature is disabled
This avoids some misleading errors for `cargo test`.
2021-04-10 01:00:12 -03:00
Jim Turner cea3bdc8e5 Fix Cholesky::determinant for Complex elements
The previous implementation was correct only for real elements. The
Cholesky decomposition is `L L^H`, so the determinant is `det(L) *
det(L^H)`. Since `L` is a triangular matrix, `det(L)` is the product
of the diagonal elements of `L`. Since `L^H` is triangular and its
diagonal elements are the conjugates of the diagonal elements of `L`,
`det(L^H)` is the conjugate of `det(L)`. So, the overall determinant
is the product of the diagonal elements of `L` times its conjugate.
2021-04-09 14:28:16 -04:00
Jim Turner 50fed194f4 Add determinant method to Cholesky 2021-04-07 23:10:19 -04:00
Violeta Hernández 06b657ad49 Added pow_mut.
Actually, I think this will do.
2021-04-05 12:32:12 -05:00
Violeta Hernández ab85766b5a Added pow function.
I'll try adding some unchecked and in place variants soon.
2021-04-05 12:17:49 -05:00
Crozet Sébastien 6cfd2bca14 Use proptest for all nalgebra tests. 2021-02-28 17:52:14 +01:00
Crozet Sébastien 7b6b3649f2 Run cargo fmt. 2021-02-25 16:20:11 +01:00
Crozet Sébastien 6699039fec Fix rebase-induced compilation error. 2021-02-25 15:51:13 +01:00
Crozet Sébastien aeb9f7ea39 Add a matrix.udu() method to compute the UDU decomposition. 2021-02-25 15:49:24 +01:00
Crozet Sébastien ab0d335b61 Fix tests for the UDU decomposition. 2021-02-25 15:48:44 +01:00
Christopher Rabotin 89ca2fe5fb UDU only supported for Real matrices, not Complex
Signed-off-by: Christopher Rabotin <christopher.rabotin@gmail.com>
2021-02-25 15:48:44 +01:00
Christopher Rabotin 4ff4911ac3 Implement requested changes
Signed-off-by: Christopher Rabotin <christopher.rabotin@gmail.com>
2021-02-25 15:48:44 +01:00
Chris 06861a9755 Update src/linalg/udu.rs
Co-authored-by: Sébastien Crozet <sebastien@crozet.re>
2021-02-25 15:48:44 +01:00
Christopher Rabotin 7a49b9eeca UDU: d now stored in VectorN instead of MatrixN
Signed-off-by: Christopher Rabotin <christopher.rabotin@gmail.com>
2021-02-25 15:48:44 +01:00
Christopher Rabotin e9933e5c91 UDU: Expand to Dim from DimName
Signed-off-by: Christopher Rabotin <christopher.rabotin@gmail.com>
2021-02-25 15:48:44 +01:00
Christopher Rabotin 5a7ed61e9b UDU impl: using 0-index nomenclature
Signed-off-by: Christopher Rabotin <christopher.rabotin@gmail.com>
2021-02-25 15:48:44 +01:00
Christopher Rabotin a8d40423ea Fixed UDU algorithm
Signed-off-by: Christopher Rabotin <christopher.rabotin@gmail.com>
2021-02-25 15:48:44 +01:00
Christopher Rabotin 8dda6714b5 Untested UDU implementation
Pushing to trigger build

Signed-off-by: Christopher Rabotin <christopher.rabotin@gmail.com>
2021-02-25 15:48:44 +01:00
Sébastien Crozet 21cc428480
Merge pull request #803 from aweinstock314/no_unsound_assume_init
Propagate `mem::MaybeUninit` through the return types of `Allocator::…
2021-02-25 15:46:49 +01:00
Avi Weinstock ee32f7d4cf Run `cargo fmt`. 2021-02-25 13:42:23 +01:00
Avi Weinstock cd12422d6f Change `zero_or_uninitialized_generic` to `unimplemented_or_uninitialized_generic`, and use it instead of manually dispatching on `feature=no_unsound_assume_init` in functions without `N: Zero`. 2021-02-25 13:42:23 +01:00
Avi Weinstock 36a3ac814f Propagate `mem::MaybeUninit` through the return types of `Allocator::allocate_uninitialized` and `Matrix::new_uninitialized_generic`.
Most call sites still invoke UB through `assume_init`. Said call sites instead invoke `unimplemented!()` if the `no_unsound_assume_init` feature is enabled, to make it easier to gradually fix them.

Progress towards #556.
2021-02-25 13:42:23 +01:00
Crozet Sébastien 598c217d75 Move the col_piv_qr method to the decomposition module. 2021-02-25 13:28:42 +01:00
Crozet Sébastien 693e6d0035 Run cargo fmt. 2021-02-25 12:59:14 +01:00
Crozet Sébastien 308d95386e Fix all tests and the ColPivQR::solve. 2021-02-25 12:06:04 +01:00
russellb23 63a34528e0 Added test for QR factorization and fixed unpack issue 2021-02-25 11:31:37 +01:00
russellb23 1316133625 Removed unused imports 2021-02-25 11:31:37 +01:00
russellb23 a2f3e1ac26 Inverted sign in householder 2021-02-25 11:31:37 +01:00
russellb23 f8c0195f0f QR factorization with column pivoting 2021-02-25 11:31:37 +01:00
Philippe Renon 87ee014bd3 clippy: fix clone_on_copy warnings 2020-11-19 12:55:15 +01:00
Philippe Renon bbc6a28f7d clippy: fix len_without_is_empty warnings 2020-11-19 12:24:26 +01:00
Philippe Renon 008c24204e clippy: fix unreadable_literal warnings 2020-11-16 14:43:36 +01:00
Philippe Renon de4a067d27 clippy: fix len_zero warnings 2020-11-16 12:11:24 +01:00
Crozet Sébastien e852df6124 Add sections for most Matrix methods. 2020-11-15 16:57:49 +01:00
Crozet Sébastien 45f2fc4f92 Move all matrix decomposition methods under a single impl. 2020-11-13 17:26:47 +01:00
Sébastien Crozet eb94084760
Merge pull request #756 from dayrover/cholesky
Remove unnecessary Trait bound DimSub<Dynamic> in fn cholesky(self)
2020-10-24 18:23:03 +02:00
Philippe Renon 0b0f248267 clippy: fix #identity_op 2020-10-11 11:42:22 +02:00
Philippe Renon 6293d3375b clippy: fix #redundant_field_names 2020-10-11 11:42:22 +02:00
Sébastien Crozet 46d1cf2231 Add a libm and libm-force feature to transitively enable the corresponding simba feature. 2020-08-25 20:46:35 +02:00
Michael Stevens 0a0799f76a Remove unnecessary Trait bound DimSub<Dynamic> in fn cholesky(self) 2020-08-03 18:20:26 +02:00
danielschlaugies f9f7169558
Add matrix exponential for complex matrices (#744)
Added matrix exponential for complex matrices.
2020-07-16 10:29:52 +02:00
sebcrozet 2c2d1e4f07 Run cargo fmt. 2020-06-07 09:07:25 +02:00
Sébastien Crozet 3359e25435 Cholesky: add unchecked construction compatible with AoSoA SIMD. 2020-06-07 09:05:10 +02:00
Chris Hodapp 7363caba17 Fix doc typo (v is right-singular vectors, not left) 2020-04-21 10:23:00 -04:00
sebcrozet 6dc739b70b Remove unused allocator bound. 2020-04-21 10:37:14 +02:00
sebcrozet f4c0897764 Fix compilation of matrix exponential when targetting no-std. 2020-04-21 10:35:20 +02:00
Fredrik Jansson 583a8fb110 Removed unsafe immutable hack 2020-04-12 13:27:11 +02:00
Fredrik Jansson e914afe2af Added support for dynamic matrices 2020-04-12 11:59:06 +02:00
Fredrik Jansson 0a3ee99cdb Changed dimension name R to D
Changed N::from_x to crate::convert
2020-04-12 11:46:00 +02:00
Fredrik Jansson 4ec94408b5 Pub use of exp in the linalg module 2020-04-07 09:41:32 +02:00
Fredrik Jansson b3ef66fd14 Fixed bug in onenorm_matrix_power_norm 2020-04-07 09:41:32 +02:00
Fredrik Jansson e156561677 one_norm is not a public function 2020-04-07 09:41:32 +02:00
Fredrik Jansson 2696ffd7a1 Fixed bug by introducing one norm 2020-04-07 09:41:32 +02:00
Fredrik Jansson c0a6df55b1 Addition of matrix exponent for static size matrices. 2020-04-07 09:41:32 +02:00
sebcrozet bbb3be512e Run cargo fmt. 2020-04-05 18:49:48 +02:00
sebcrozet f8cd26cfa9 Replace alga by simba. 2020-03-21 12:16:46 +01:00
Sébastien Crozet a67c451ae5 Merge pull request #607 from cauthmann/dev
Add #[must_use] to all functions with a _mut variant (#598)
2020-03-02 12:45:39 +01:00
Ilya Epifanov a62d9d1ad1 GivensRotation::new() should default to (I, 0) 2020-03-02 12:45:38 +01:00
Avi Weinstock 774f4da3e2 Add `Clone` to `Scalar`, providing a default implementation of `inlined_clone`. Change `Scalar + Clone` bounds to just `Scalar`. 2020-03-02 12:45:37 +01:00
Avi Weinstock 52aac8b975 Add inlined_clone to Scalar, and relax bounds from `Scalar + Copy` to `Scalar + Clone` nearly everywhere.
The various nalgebra-lapack FooScalars are still Copy because they make use of uninitialized memory.
nalgebgra-glm Number still uses Copy because upstream `approx` requires it.
2020-03-02 12:45:37 +01:00
Avi Weinstock 7d99015473 Move `Copy` constraint from the definition of `Scalar` to all its use-sites.
This should semantically be a no-op, but enables refactorings to use non-Copy scalars on a case-by-case basis.
Also, the only instance of a `One + Zero` trait bound was changed into a `Zero + One` bound to match the others.

The following sed scripts were used in the refactoring (with each clause added to reduce the error count of `cargo check`):

```bash
export RELEVANT_SOURCEFILES="$(find src -name '*.rs') $(find examples -name '*.rs')"
for f in $RELEVANT_SOURCEFILES; do sed -i 's/N: Scalar,/N: Scalar+Copy,/' $f; done
for f in $RELEVANT_SOURCEFILES; do sed -i 's/N: Scalar + Field/N: Scalar + Copy + Field/' $f; done
for f in $RELEVANT_SOURCEFILES; do sed -i 's/N: Scalar + Zero/N: Scalar + Copy + Zero/' $f; done
for f in $RELEVANT_SOURCEFILES; do sed -i 's/N: Scalar + Closed/N: Scalar + Copy + Closed/' $f; done
for f in $RELEVANT_SOURCEFILES; do sed -i 's/N: Scalar + Eq/N: Scalar + Copy + Eq/' $f; done
for f in $RELEVANT_SOURCEFILES; do sed -i 's/N: Scalar + PartialOrd/N: Scalar + Copy + PartialOrd/' $f; done
for f in $RELEVANT_SOURCEFILES; do sed -i 's/N: *Scalar + Zero/N: Scalar + Copy + Zero/' $f; done
for f in $RELEVANT_SOURCEFILES; do sed -i 's/N: Scalar + PartialEq/N: Scalar + Copy + PartialEq/' $f; done
for f in $RELEVANT_SOURCEFILES; do sed -i 's/N: Scalar>/N: Scalar+Copy>/' $f; done
for f in $RELEVANT_SOURCEFILES; do sed -i 's/N: Scalar + $bound/N: Scalar + Copy + $bound/' $f; done
for f in $RELEVANT_SOURCEFILES; do sed -i 's/N: *Scalar + $bound/N: Scalar + Copy + $bound/' $f; done
for f in $RELEVANT_SOURCEFILES; do sed -i 's/N\([0-9]\): *Scalar,/N\1: Scalar+Copy,/' $f; done
for f in $RELEVANT_SOURCEFILES; do sed -i 's/N: *Scalar + $trait/N: Scalar + Copy + $trait/' $f; done
for f in $RELEVANT_SOURCEFILES; do sed -i 's/N\([0-9]\): *Scalar + Superset/N\1: Scalar + Copy + Superset/' $f; done
for f in $RELEVANT_SOURCEFILES; do sed -i 's/N\([0-9]\): *Scalar + \([a-zA-Z]*Eq\)/N\1: Scalar + Copy + \2/' $f; done
for f in $RELEVANT_SOURCEFILES; do sed -i 's/N\([0-9]\?\): *Scalar + \([a-zA-Z]*Eq\)/N\1: Scalar + Copy + \2/' $f; done
for f in $RELEVANT_SOURCEFILES; do sed -i 's/N\([0-9]\?\): *Scalar + \(hash::\)/N\1: Scalar + Copy + \2/' $f; done
for f in $RELEVANT_SOURCEFILES; do sed -i 's/N\([0-9]\?\): *Scalar {/N\1: Scalar + Copy {/' $f; done
for f in $RELEVANT_SOURCEFILES; do sed -i 's/N\([0-9]\?\): *Scalar + \(Zero\)/N\1: Scalar + Copy + \2/' $f; done
for f in $RELEVANT_SOURCEFILES; do sed -i 's/N\([0-9]\?\): *Scalar + \(Bounded\)/N\1: Scalar + Copy + \2/' $f; done
for f in $RELEVANT_SOURCEFILES; do sed -i 's/N\([0-9]\?\): *Scalar + \(Lattice\)/N\1: Scalar + Copy + \2/' $f; done
for f in $RELEVANT_SOURCEFILES; do sed -i 's/N\([0-9]\?\): *Scalar + \(Meet\|Join\)/N\1: Scalar + Copy + \2/' $f; done
for f in $RELEVANT_SOURCEFILES; do sed -i 's/N\([0-9]\?\): *Scalar + \(fmt::\)/N\1: Scalar + Copy + \2/' $f; done
for f in $RELEVANT_SOURCEFILES; do sed -i 's/N\([0-9]\?\): *Scalar + \(Ring\)/N\1: Scalar + Copy + \2/' $f; done
for f in $RELEVANT_SOURCEFILES; do sed -i 's/N\([0-9]\?\): *Scalar + \(Hash\)/N\1: Scalar + Copy + \2/' $f; done
for f in $RELEVANT_SOURCEFILES; do sed -i 's/N\([0-9]\?\): *Scalar + \(Send\|Sync\)/N\1: Scalar + Copy + \2/' $f; done
for f in $RELEVANT_SOURCEFILES; do sed -i 's/One + Zero/Zero + One/' $f; done
for f in $RELEVANT_SOURCEFILES; do sed -i 's/N\([0-9]\?\): *Scalar + \(Zero\)/N\1: Scalar + Copy + \2/' $f; done
for f in $RELEVANT_SOURCEFILES; do sed -i 's/N\([0-9]\?\): *Scalar + \($marker\)/N\1: Scalar + Copy + \2/' $f; done
for f in $RELEVANT_SOURCEFILES; do sed -i 's/N\([0-9]\?\): *Scalar>/N\1: Scalar + Copy>/' $f; done
for f in $RELEVANT_SOURCEFILES; do sed -i 's/Scalar+Copy/Scalar + Copy/' $f; done
```
2020-03-02 12:45:37 +01:00
Sébastien Crozet ef3406cc8f Cholupdate (#673)
Cholupdate
2020-03-02 12:45:37 +01:00
Nestor Demeure 50ad84e4b1 Update cholesky.rs
corrected typo ni doc for `xx_rank_one_update`
2020-03-02 12:45:36 +01:00
Sébastien Crozet d78309b1fd Merge pull request #669 from daingun/patch-2
Use same algorithm to solve 2x2 eigenvalue problem
2020-03-02 12:45:36 +01:00
sebcrozet cd8fc9285f Add some missing spaces. 2020-03-02 12:45:36 +01:00
daingun a5b2a4ceb7 Merge pull request #1 from daingun/patch-1
Correct Schur decomposition for 2x2 matrices
2020-03-02 12:45:36 +01:00
sebcrozet b96159aab3 Fix Cholesky for no-std platforms. 2020-03-02 12:45:36 +01:00
daingun 50417494ec Use same algorithm to solve 2x2 eigenvalue problem
The eigenvalue problem is solved in two different method that use different methods
to calculate the discriminant of the solution to the quadratic equation.
Use the method whose computation is considered more stable.
2020-03-02 12:45:36 +01:00
daingun 667c49d0e1 Correct Schur decomposition for 2x2 matrices
Due to rounding and possible loss of precision the lower left element of the 2x2 matrix
may be different from zero.
2020-03-02 12:45:36 +01:00
Nestor Demeure 59c6a98615 finished cleaning 2020-03-02 12:45:36 +01:00
Nestor Demeure 3d08a80d8d needs faster matrix initialization 2020-03-02 12:45:36 +01:00
Nestor Demeure f54faedc32 tests pass, needs cleanup 2020-03-02 12:45:36 +01:00
Nestor Demeure 27a2045389 insert does compile 2020-03-02 12:45:36 +01:00
Nestor Demeure c613360a5c insert does not compile yet 2020-03-02 12:45:36 +01:00
Nestor Demeure b29231cf7b found uneeded storagemut 2020-03-02 12:45:36 +01:00
Nestor Demeure cfa7bbdc7c remove column is now working 2020-03-02 12:45:36 +01:00
Nestor Demeure 498c6ef60b added template for remove_column 2020-03-02 12:45:36 +01:00
Nestor Demeure e583e37d1c finally got the correct type for insert column 2020-03-02 12:45:36 +01:00
Nestor Demeure 2f18aee212 added assertion 2020-03-02 12:45:36 +01:00
Nestor Demeure 3d170e1684 removed useless if 2020-03-02 12:45:36 +01:00
Nestor Demeure b2a50404b6 code cleaned 2020-03-02 12:45:36 +01:00
Nestor Demeure 516155025a code cleaned 2020-03-02 12:45:36 +01:00
Nestor Demeure 7347d467ae rank update passed tests 2020-03-02 12:45:36 +01:00
Nestor Demeure 96c16af66f updated comment 2020-03-02 12:45:36 +01:00
Nestor Demeure 16154f163a added real constraint on sigma 2020-03-02 12:45:36 +01:00
Nestor Demeure 5942a2a125 got test to compile 2020-03-02 12:45:36 +01:00
Nestor Demeure 0c9451165d first version of rank one update 2020-03-02 12:45:36 +01:00
daingun 1103d49b80 Correct Schur decomposition for 2x2 matrices
Due to rounding and possible loss of precision the lower left element of the 2x2 matrix
may be different from zero.
2020-03-02 12:45:35 +01:00
Nestor Demeure 6f1e924e40 used Storage trait for solve
see issue 667
2020-03-02 12:45:35 +01:00
Nestor Demeure ffb69d5a6f used Storage trait for solve method
as per issue 667 https://github.com/rustsim/nalgebra/issues/667
2020-03-02 12:45:35 +01:00
Nestor Demeure 456a5a84e7 Used Storage trait for solve method
See issue 667 : https://github.com/rustsim/nalgebra/issues/667
2020-03-02 12:45:35 +01:00
Christian Authmann 589aebbf85 Add #[must_use] to all functions with a _mut variant (#598) 2019-06-05 23:04:04 +02:00
Sébastien Crozet b5f452087e Release v0.18.0 2019-03-31 17:32:40 +02:00
sebcrozet bb06701eff Fix the return type of `convolve_same` to match the documentation. 2019-03-31 17:04:20 +02:00
sebcrozet ba40e8eb55 Fix merge errors due to the switch to rust 2018. 2019-03-31 10:53:31 +02:00