conrad
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afe349fdd9
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more robust detection of failures due to non-sympd matrices
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2022-03-14 13:56:17 +10:00 |
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conrad
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0527d77595
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more compact layout
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2022-03-08 13:48:06 +10:00 |
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conrad
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2c6eb04ca7
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use lower threshold for complex matrices
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2022-03-08 13:22:32 +10:00 |
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conrad
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5361549862
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simplifications
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2022-03-08 13:18:35 +10:00 |
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conrad
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c46ef3cc76
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add TODO
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2022-03-07 12:46:31 +10:00 |
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conrad
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78b9b1c7a7
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initialise query arrays to zero
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2022-03-02 14:20:29 +10:00 |
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conrad
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45577ff762
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more robust check for sympd failure
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2022-03-01 22:34:47 +10:00 |
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conrad
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92509c4be9
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conditional fallback to non-sympd solver if sympd matrix turned out to be non-sympd
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2022-03-01 15:09:03 +10:00 |
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conrad
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ec1892e29d
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use the same setting for singular value threshold as pinv()
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2022-03-01 14:19:42 +10:00 |
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conrad
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bdf0053e5d
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fix
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2022-02-28 15:46:59 +10:00 |
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conrad
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5f63a94b9b
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rearrange
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2022-02-26 14:52:30 +10:00 |
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conrad
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7561309d9c
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fix
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2022-02-26 14:50:12 +10:00 |
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conrad
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207ee05e1b
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optimisation for triangular matrices
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2022-02-25 13:20:56 +10:00 |
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conrad
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b5565eb0de
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simplifications
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2022-02-25 11:57:59 +10:00 |
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conrad
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96e6275e86
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work in progress
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2022-02-25 00:58:07 +10:00 |
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conrad
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fe2c7bd1b3
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reduce computation
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2022-02-23 14:07:44 +10:00 |
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conrad
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c392ff8cf7
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extend auxlib::inv_sympd_rcond() to provide rcond
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2022-02-23 13:46:25 +10:00 |
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conrad
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21ad15d135
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rename inv_sympd_conditional to inv_sympd_rcond
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2022-02-23 13:37:49 +10:00 |
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conrad
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6351fdd10e
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rename inv_sympd_rcond to inv_sympd_conditional
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2022-02-10 10:54:39 +10:00 |
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conrad
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e8848f06c3
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remove solve_square_tiny()
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2022-02-09 14:23:40 +10:00 |
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conrad
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14bf0c5a79
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initial op_inv_gen
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2022-02-09 12:51:38 +10:00 |
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conrad
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d5d569b242
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remove use of ATLAS
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2022-02-09 11:40:27 +10:00 |
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conrad
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95dc91fe54
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rename op_inv to op_inv_gen_default
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2022-02-09 11:12:34 +10:00 |
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conrad
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882868acef
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check input matrix earlier
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2021-12-21 12:41:31 +10:00 |
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conrad
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28f79c0220
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rework eig_sym()
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2021-11-30 09:48:11 +10:00 |
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conrad
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fbb4d4b1f1
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explanatory comments
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2021-11-20 10:26:18 +10:00 |
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conrad
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17bed92da1
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more thorough check
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2021-11-19 13:20:45 +10:00 |
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conrad
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b829608b35
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add SPDX license identifier
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2021-09-21 14:18:36 +10:00 |
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conrad
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2b3e4bec4f
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initial implementation of pivoted chol
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2021-07-03 01:26:28 +10:00 |
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conrad
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16d2a5f83d
|
use explicit inddicator
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2021-04-29 16:19:10 +10:00 |
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conrad
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b0473b91a5
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no longder need to explicitly initialise to zero
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2021-04-26 18:41:44 +10:00 |
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conrad
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6540d2c4ae
|
initialise Mat to zeros by default; explicitly disable where not necessary
|
2021-04-26 18:13:19 +10:00 |
|
conrad
|
84bb2f7bc1
|
cleanup
|
2021-04-13 15:21:04 +10:00 |
|
conrad
|
f3313cedaa
|
add TODOs
|
2021-04-13 13:53:32 +10:00 |
|
conrad
|
92ee3f6105
|
simplification
|
2021-04-01 14:23:29 +10:00 |
|
conrad
|
65c6c114d6
|
initial implementation of log_det_sympd()
|
2021-04-01 14:17:50 +10:00 |
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conrad
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dbe6f84c80
|
refactor det() to detect failures
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2021-03-31 15:22:21 +10:00 |
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conrad
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c4b83ca819
|
use warning messages with configurable warning level
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2021-03-30 16:59:57 +10:00 |
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conrad
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ff717633c1
|
add old forms of inv and inv_sympd for internal compatibility
|
2021-03-22 00:41:48 +10:00 |
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conrad
|
ff89ff6ea4
|
further refactoring of det and log_det
|
2021-03-22 00:09:45 +10:00 |
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conrad
|
2eae2d149d
|
layout fix
|
2021-03-21 23:46:16 +10:00 |
|
conrad
|
ba074fa4a2
|
further refactoring of op_inv
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2021-03-21 23:44:14 +10:00 |
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conrad
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b18cd1d446
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don't use small size optimisation for complex matrices
|
2021-03-21 20:00:41 +10:00 |
|
conrad
|
7845181f7e
|
refactor det()
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2021-03-19 13:25:41 +10:00 |
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conrad
|
0e435da1b1
|
remove debugging leftovers
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2021-03-08 12:56:39 +10:00 |
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conrad
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f26a4d2b1b
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for debugging
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2021-03-06 23:10:14 +10:00 |
|
conrad
|
b0f383e5d2
|
cleanup
|
2021-03-06 14:00:18 +10:00 |
|
conrad
|
4aa7d3c100
|
more compact layout
|
2021-03-05 13:51:50 +10:00 |
|
conrad
|
9dee1a4dbb
|
simplifications
|
2021-03-05 12:04:54 +10:00 |
|
conrad
|
74e0c0e6a1
|
prevent pedantic compiler warnings
|
2021-03-05 12:03:39 +10:00 |
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