Max Verevkin
ad8250c361
exp.rs: factorial(): use precomputed factorial array
2021-09-21 23:14:42 +03:00
Sébastien Crozet
654eca7f80
Merge pull request #979 from Fuuzetsu/cholesky-lax
...
Allow setting Cholesky field directly; more lax decomposition method
2021-09-17 05:16:39 -07:00
Mateusz Kowalczyk
fc3526b58a
Allow fallback value for Cholesky decomposition
...
This is useful in case where the values are very close to zero or
possibly even slightly negative. This can quite easily happen due to
numerical errors.
A common strategy is to replace these values with a small epsilon value
that keeps the matrix SPD. Some libraries even do this by default (such
as https://github.com/STOR-i/GaussianProcesses.jl/issues/1 ).
We point the user to `LU` decomposition and also make it clearer that
the method is basically a hack. The public method no longer takes an
`Option` which didn't really make sense. A private method is used to not
repeat implementation in `new`.
2021-09-03 09:01:04 +09:00
Mateusz Kowalczyk
a4c2ca941d
Allow constructing Cholesky struct directly
...
This is useful if there the data for the matrix comes from elsewhere,
such as a custom algorithm. One such use-case can be seen
https://github.com/nestordemeure/friedrich/issues/43 where we do special
handling for the try_sqrt or is_zero cases that would normally fail the
decomposition in `Cholesky::new()`.
2021-09-03 09:01:04 +09:00
Rémi Lauzier
ea9a9e8b7f
Fix some clippy warnings
2021-08-28 12:05:21 -04:00
Sébastien Crozet
dd6c40016e
Remove the Copy requirement from SimdRealField.
2021-08-04 17:34:25 +02:00
Sébastien Crozet
8c6ebf2757
Implement the single-allocator-trait approach.
2021-08-02 18:41:46 +02:00
Sébastien Crozet
d34fed45bc
Merge branch 'dev' into ub3
2021-08-02 18:40:33 +02:00
Violeta Hernández
2243a11e89
Added some derives
2021-07-29 12:33:45 -05:00
Rémi Lauzier
c35f792b4f
Fix some warnings
2021-07-27 19:24:55 -04:00
Rémi Lauzier
ed6b34a0d6
Fix rust_2018_idioms warnings
2021-07-25 13:18:21 -04:00
Violeta Hernández
22b657f566
First draft of Owned overhaul
2021-07-19 18:00:40 -05:00
Violeta Hernández
b74be8499f
Miscellaneous improvements
2021-07-17 21:43:50 -05:00
Violeta Hernández
10b5dc9bb6
Many miscellaneous improvements throughout
2021-07-17 20:19:20 -05:00
Violeta Hernández
7e1b2f81b3
Fixed some more blatant issues
2021-07-17 13:53:01 -05:00
Violeta Hernández
c01d591478
We have reached compilation!
2021-07-17 13:01:03 -05:00
Violeta Hernández
9a528e23b9
Almost!
2021-07-17 04:36:14 -05:00
Violeta Hernández
a6b8dd6d78
Checkpoint #10
2021-07-17 02:52:57 -05:00
Violeta Hernández
87fe2b30df
Checkpoint #9
2021-07-16 23:17:56 -05:00
Violeta Hernández
df9b6f5f64
blas.rs works now!
2021-07-15 23:56:58 -05:00
Violeta Hernández
8d10e69e33
Finally figured out some trait nitty-gritty
2021-07-14 13:24:27 -05:00
Violeta Hernández
1a78b00476
Checkpoint #1
2021-07-14 04:25:16 -05:00
Rémi Lauzier
78da5209e9
Fix some clippy warnings
2021-07-03 23:43:45 -04:00
Violeta Hernández
281b140365
Fix most clippy warnings
2021-06-18 09:45:37 +02:00
Sébastien Crozet
38add0b00d
Fix potential undoundness with Storage::as_slice and Storage::as_mut_slice ( #905 )
2021-06-17 09:46:49 +02:00
Violeta Hernández
7643a24cc1
Result<(), ()> to bool (#916 )
2021-06-17 09:44:06 +02:00
Malte Tammena
e1fe76235f
Normalize #[must_use] hints
2021-06-07 16:44:59 +02:00
Malte Tammena
9fb963017f
Simplify default #[must_use] annotation
2021-06-07 16:34:03 +02:00
Malte Tammena
39aa52d019
Add must_use annotations in src/**/*.rs
2021-06-06 14:46:36 +02:00
Malte Tammena
d85c10a73c
Add some missing question marks
2021-06-06 11:34:29 +02:00
Malte Tammena
925fc1edd7
Annotate functions with #[must_use] where appropriate
2021-06-06 11:28:12 +02:00
Crozet Sébastien
95b021dbfb
Don't enable serde by default.
...
Don't enable `serde/std` by default.
Add a `serde-serialize-no-std` feature to enable serde without its default features.
2021-04-12 12:14:16 +02:00
Crozet Sébastien
cc4427e52b
Make matrix power work for non-owned matrices.
2021-04-11 14:07:06 +02:00
Crozet Sébastien
24d546d3b6
Rename generic parameter N -> T
2021-04-11 13:57:54 +02:00
Crozet Sébastien
35ec135d2c
Fix compilation after rebase.
2021-04-11 13:53:45 +02:00
Crozet Sébastien
d17088398a
Replace generic-array with a regular array based on min-const-generics.
2021-04-11 13:53:45 +02:00
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
