Commit Graph
65 Commits
Author SHA1 Message Date
conrad afe349fdd9 more robust detection of failures due to non-sympd matrices 2022-03-14 13:56:17 +10:00
conrad 0527d77595 more compact layout 2022-03-08 13:48:06 +10:00
conrad 2c6eb04ca7 use lower threshold for complex matrices 2022-03-08 13:22:32 +10:00
conrad 5361549862 simplifications 2022-03-08 13:18:35 +10:00
conrad c46ef3cc76 add TODO 2022-03-07 12:46:31 +10:00
conrad 78b9b1c7a7 initialise query arrays to zero 2022-03-02 14:20:29 +10:00
conrad 45577ff762 more robust check for sympd failure 2022-03-01 22:34:47 +10:00
conrad 92509c4be9 conditional fallback to non-sympd solver if sympd matrix turned out to be non-sympd 2022-03-01 15:09:03 +10:00
conrad ec1892e29d use the same setting for singular value threshold as pinv() 2022-03-01 14:19:42 +10:00
conrad bdf0053e5d fix 2022-02-28 15:46:59 +10:00
conrad 5f63a94b9b rearrange 2022-02-26 14:52:30 +10:00
conrad 7561309d9c fix 2022-02-26 14:50:12 +10:00
conrad 207ee05e1b optimisation for triangular matrices 2022-02-25 13:20:56 +10:00
conrad b5565eb0de simplifications 2022-02-25 11:57:59 +10:00
conrad 96e6275e86 work in progress 2022-02-25 00:58:07 +10:00
conrad fe2c7bd1b3 reduce computation 2022-02-23 14:07:44 +10:00
conrad c392ff8cf7 extend auxlib::inv_sympd_rcond() to provide rcond 2022-02-23 13:46:25 +10:00
conrad 21ad15d135 rename inv_sympd_conditional to inv_sympd_rcond 2022-02-23 13:37:49 +10:00
conrad 6351fdd10e rename inv_sympd_rcond to inv_sympd_conditional 2022-02-10 10:54:39 +10:00
conrad e8848f06c3 remove solve_square_tiny() 2022-02-09 14:23:40 +10:00
conrad 14bf0c5a79 initial op_inv_gen 2022-02-09 12:51:38 +10:00
conrad d5d569b242 remove use of ATLAS 2022-02-09 11:40:27 +10:00
conrad 95dc91fe54 rename op_inv to op_inv_gen_default 2022-02-09 11:12:34 +10:00
conrad 882868acef check input matrix earlier 2021-12-21 12:41:31 +10:00
conrad 28f79c0220 rework eig_sym() 2021-11-30 09:48:11 +10:00
conrad fbb4d4b1f1 explanatory comments 2021-11-20 10:26:18 +10:00
conrad 17bed92da1 more thorough check 2021-11-19 13:20:45 +10:00
conrad b829608b35 add SPDX license identifier 2021-09-21 14:18:36 +10:00
conrad 2b3e4bec4f initial implementation of pivoted chol 2021-07-03 01:26:28 +10:00
conrad 16d2a5f83d use explicit inddicator 2021-04-29 16:19:10 +10:00
conrad b0473b91a5 no longder need to explicitly initialise to zero 2021-04-26 18:41:44 +10:00
conrad 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
conrad dbe6f84c80 refactor det() to detect failures 2021-03-31 15:22:21 +10:00
conrad c4b83ca819 use warning messages with configurable warning level 2021-03-30 16:59:57 +10:00
conrad ff717633c1 add old forms of inv and inv_sympd for internal compatibility 2021-03-22 00:41:48 +10:00
conrad ff89ff6ea4 further refactoring of det and log_det 2021-03-22 00:09:45 +10:00
conrad 2eae2d149d layout fix 2021-03-21 23:46:16 +10:00
conrad ba074fa4a2 further refactoring of op_inv 2021-03-21 23:44:14 +10:00
conrad b18cd1d446 don't use small size optimisation for complex matrices 2021-03-21 20:00:41 +10:00
conrad 7845181f7e refactor det() 2021-03-19 13:25:41 +10:00
conrad 0e435da1b1 remove debugging leftovers 2021-03-08 12:56:39 +10:00
conrad f26a4d2b1b for debugging 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