Blame linalg/ChangeLog

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2011-04-15  Brian Gough  <bjg@network-theory.co.uk>
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	* choleskyc.c (gsl_linalg_complex_cholesky_invert): avoid mixing
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	declarations and code (C9X)
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2010-06-13  Brian Gough  <bjg@gnu.org>
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	* choleskyc.c (gsl_linalg_complex_cholesky_invert): added new
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	routine for inversion (Huan Wu)
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2010-02-24  Brian Gough  <bjg@network-theory.co.uk>
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	* svdstep.c (trailing_eigenvalue): compute the implicit shift
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	value mu robustly
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	* svd.c (gsl_linalg_SV_decomp): scale the bidiagonal matrix before
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	the implicit QR step
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	* householder.c (gsl_linalg_householder_transform): handle the
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	case where the scaling factor is subnormal
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2009-07-04  Brian Gough  <bjg@network-theory.co.uk>
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	* luc.c (gsl_linalg_complex_LU_solve, gsl_linalg_complex_LU_svx,
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	gsl_linalg_complex_LU_refine, singular): added check
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	for singular matrix
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2009-06-28  Brian Gough  <bjg@network-theory.co.uk>
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	* lu.c (gsl_linalg_LU_solve, gsl_linalg_LU_svx,
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	gsl_linalg_LU_refine, gsl_linalg_LU_invert, singular): added check
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	for singular matrix
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2009-06-04  Brian Gough  <bjg@network-theory.co.uk>
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	* hermtd.c (gsl_linalg_hermtd_unpack): use U as matrix name
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	instead of Q
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2008-10-20  Brian Gough  <bjg@network-theory.co.uk>
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	* svd.c (gsl_linalg_SV_decomp_jacobi): change use of
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	gsl_coerce_double to macro so it is not called unnecessarily
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2008-08-30  Brian Gough  <bjg@network-theory.co.uk>
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	* tridiag.c (solve_cyc_tridiag_nonsym): use x_stride when storing
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	in x[] (fixes bug #24162)
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2008-08-26  Brian Gough  <bjg@network-theory.co.uk>
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	* test.c (test_QRPT_update_dim): added tests for
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	gsl_linalg_QRPT_update
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	* qrpt.c (gsl_linalg_QRPT_update): handle rectangular matrices
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2008-07-03  Brian Gough  <bjg@hp2.network-theory.co.uk>
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	* Makefile.am (INCLUDES): use top_srcdir instead of top_builddir
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2008-04-28  Brian Gough  <bjg@network-theory.co.uk>
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	* bidiag.c (gsl_linalg_bidiag_unpack, gsl_linalg_bidiag_unpack2):
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	use new descending loop convention
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	* hermtd.c (gsl_linalg_hermtd_unpack): use new descending loop
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	convention
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	* hh.c (gsl_linalg_HH_svx): use new descending loop convention
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	* lq.c (gsl_linalg_LQ_vecQ, gsl_linalg_LQ_unpack): use new
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	descending loop convention
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	* qr.c (gsl_linalg_QR_Qvec, gsl_linalg_QR_unpack): use new
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	descending loop convention
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	* svd.c (gsl_linalg_SV_decomp_mod): use new descending loop
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	convention
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	* svdstep.c (chase_out_trailing_zero): use new descending loop
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	convention
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	* symmtd.c (gsl_linalg_symmtd_unpack): use new descending loop
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	convention
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2008-04-03  Brian Gough  <bjg@network-theory.co.uk>
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	* qr.c lq.c: removed unused definition of REAL
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2007-08-27  Brian Gough  <bjg@network-theory.co.uk>
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	* tridiag.c: use GSL_ERROR for failed allocation, signal
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	 GSL_EZERODIV if matrix is not positive definite
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2007-08-17  Brian Gough  <bjg@network-theory.co.uk>
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	* svd.c (gsl_linalg_SV_decomp): bail out if number of iterations
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	exceeds 100*N
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2007-08-16  Brian Gough  <bjg@network-theory.co.uk>
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	* test.c (main): add some svd tests with small values that will
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	cause underflow in intermediate steps of SVD iteration
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2006-08-14  Brian Gough  <bjg@network-theory.co.uk>
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	* balancemat.c: balance a general matrix D^-1 A D for rows and
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	columns
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2006-04-24  Brian Gough  <bjg@network-theory.co.uk>
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	* svdstep.c apply_givens.c householder.c: perform linear
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	operations with level-1 blas when compiled with USE_BLAS.
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2006-02-10  Brian Gough  <bjg@network-theory.co.uk>
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	* cholesky.c (quiet_sqrt): added a quiet_sqrt to allow checking
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	for positive definiteness without a runtime error
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2005-08-22  Brian Gough  <bjg@network-theory.co.uk>
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	* svd.c (gsl_linalg_SV_decomp_jacobi): reorganised convergence
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	tests to increase robustness in the presence of extended precision
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	registers.
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2005-06-22  Brian Gough  <bjg@network-theory.co.uk>
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	* svd.c (gsl_linalg_SV_decomp_jacobi): increased number of sweeps
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	to MAX(5*N,12) and track numerical errors for better termination
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2005-02-02  Brian Gough  <bjg@network-theory.co.uk>
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	* svd.c (gsl_linalg_SV_decomp_jacobi): changed M
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	matrix A instead of Q.
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2004-12-23  Brian Gough  <bjg@network-theory.co.uk>
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	* qr.c (gsl_linalg_R_svx): added missing function
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2004-09-13  Brian Gough  <bjg@network-theory.co.uk>
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	* test.c: added tests for LQ, P^TLQ solvers
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	* ptlq.c: added support for PA = LQ decompositions
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	* lq.c: added support for A = LQ decompositions
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2004-05-30  Brian Gough  <bjg@network-theory.co.uk>
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	* test.c (test_LU_solve): increase test tolerance to accommodate
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	gcc-3.3.3 w/ bounds checking
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2004-05-26  Brian Gough  <bjg@network-theory.co.uk>
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	* householder.c (gsl_linalg_householder_hm):
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	(gsl_linalg_householder_mh):
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	(gsl_linalg_householder_hm1): added blas code (but ifdef'd out)
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	* test.c (test_SV_decomp_dim): skip NaNs in test
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	(test_SV_decomp_mod_dim): skip NaNs in test
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2004-04-26  Brian Gough  <bjg@network-theory.co.uk>
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	* test.c (test_TDN_solve): increased tolerance for tests
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	(test_TDN_cyc_solve): increased tolerance for tests
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2004-03-15  Brian Gough  <bjg@network-theory.co.uk>
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	* tridiag.c: (gsl_linalg_solve_symm_tridiag):
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	(gsl_linalg_solve_tridiag):
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	(gsl_linalg_solve_symm_cyc_tridiag):
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	(gsl_linalg_solve_cyc_tridiag): use GSL_ERROR macro to report
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	errors, make size restrictions tighter (no unused elements allowed
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	to be passed in).
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2004-03-06  Brian Gough  <bjg@network-theory.co.uk>
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	* test.c (test_SV_decomp_mod_dim): added tests for SV_decomp_mod
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	* svd.c (gsl_linalg_SV_decomp): handle the case N=1 (SVD of a
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	column vector)
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	(gsl_linalg_SV_decomp_mod): handle the case N=1 (SVD of a column
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	vector)
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2004-03-05  Brian Gough  <bjg@network-theory.co.uk>
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	* test.c (test_SV_decomp): add tests with inf/nan
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	* svd.c (gsl_linalg_SV_decomp): handle nans in block reduction
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	* balance.c: handle infinity/nan when scaling input matrix
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2003-07-24  Brian Gough  <bjg@network-theory.co.uk>
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	* tridiag.c (solve_cyc_tridiag_nonsym): fixed declarations of i so
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	they do not shadow each other
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2003-05-30  Brian Gough  <bjg@network-theory.co.uk>
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	* householder.c (gsl_linalg_householder_hv): converted to use blas
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	routines
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2003-05-08  Brian Gough  <bjg@network-theory.co.uk>
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	* test.c: added tests for QR_QRsolve and QRPT_QRsolve
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	* qrpt.c (gsl_linalg_QRPT_QRsolve): fixed dgemv to use CblasTrans
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	when computing Q^T b
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	* qr.c (gsl_linalg_QR_QRsolve): fixed dgemv to use CblasTrans when
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	computing Q^T b
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Fri Oct 18 17:46:30 2002  Brian Gough  <bjg@network-theory.co.uk>
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	* householdercomplex.c (gsl_linalg_complex_householder_transform):
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	return tau = 0 to prevent division by zero for beta_r = 0
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Mon Aug 12 20:12:55 2002  Brian Gough  <bjg@network-theory.co.uk>
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	* bidiag.c (gsl_linalg_bidiag_unpack_B): fixed to copy
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 	superdiagonal and not subdiagonal, as was incorrectly done
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 	previously.
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Sun Jun 16 11:57:00 2002  Brian Gough  <bjg@network-theory.co.uk>
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	* svd.c (gsl_linalg_SV_decomp): keep track of maximum value
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 	correctly when sorting singular values
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	* test.c (test_SV_decomp): add 3x3 of SVD
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	* svdstep.c (chase_out_intermediate_zero): handle case of dk=0
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	(chase_out_trailing_zero): handle case of dn=0
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Wed Apr 17 20:04:11 2002  Brian Gough  <bjg@network-theory.co.uk>
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	* tridiag.c (gsl_linalg_solve_tridiag):
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	(gsl_linalg_solve_cyc_tridiag): added tridiagonal solvers for
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 	non-symmetric case (David Necas <yeti@physics.muni.cz>)
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Mon Apr 15 19:55:40 2002  Brian Gough  <bjg@network-theory.co.uk>
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	* tridiag.c (solve_cyc_tridiag): corrected typographical error in
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 	Engeln-Mullges Algorithm 4.35, step 1.7 (f_(n-1) should be
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 	alpha_(n-1))
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Thu Sep 13 12:26:17 2001  Brian Gough  <bjg@network-theory.co.uk>
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	* test.c (test_SV_decomp): added brute force testing of 2x2 svd
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	* svdstep.c (svd2): fixed bug where singular values in 2x2 svd
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 	were not ordered correctly.
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Mon Sep 10 22:35:24 2001  Brian Gough  <bjg@network-theory.co.uk>
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	* test.c (test_LUc_solve): added a test for complex LU
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Tue Sep  4 17:22:58 2001  Brian Gough  <bjg@network-theory.co.uk>
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	* luc.c: added LU decomposition for complex matrices
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Wed Aug 29 16:34:50 2001  Brian Gough  <bjg@network-theory.co.uk>
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	* svd.c (gsl_linalg_SV_decomp_jacobi): make sure all singular
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 	vectors are zero, not just first.
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	* svdstep.c (svd2): added explicit calculation of 2x2 svd, fixes
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 	bug that prevents convergence.
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Thu Aug  2 18:19:08 2001  Brian Gough  <bjg@network-theory.co.uk>
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	* svdstep.c (trailing_eigenvalue): chose better value of mu when
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 	dt=0.
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Sun Jul  8 18:03:05 2001  Brian Gough  <bjg@network-theory.co.uk>
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	* qrpt.c (gsl_linalg_QRPT_decomp): fix bug where null column
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 	caused division by zero in norm-update calculation
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Sun Jul  1 22:43:22 2001  Brian Gough  <bjg@network-theory.co.uk>
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	* modified to use new-style vector views, affects most
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 	functions
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Wed Jun 20 13:38:24 2001  Brian Gough  <bjg@network-theory.co.uk>
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	* svd.c (gsl_linalg_SV_decomp): added error checking
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Tue Jun 19 23:19:49 2001  Brian Gough  <bjg@network-theory.co.uk>
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	* svd.c (gsl_linalg_SV_decomp): Golub-Reinsch svd, has more
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 	deterministic convergence
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	(gsl_linalg_SV_decomp_mod):  Golub-Reinsch with
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 	Preconditioning, much more efficient for M>>N
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	* balance.c (gsl_linalg_balance_columns): balances (or
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 	"equilibrates") the columns of a matrix
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Sun Jun 17 21:49:03 2001  Brian Gough  <bjg@network-theory.co.uk>
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	* givens.c: split out apply_givens functions into separate file
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 	apply_givens.c
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Wed Jun 13 23:41:34 2001  Brian Gough  <bjg@network-theory.co.uk>
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	* qr.c (gsl_linalg_QR_decomp): simplified reverse loop
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	* bidiag.c: bidiagonalisation of a matrix (needed for
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 	Golub-Reinsch SVD)
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Wed Jun  6 12:36:58 2001  Brian Gough  <bjg@network-theory.co.uk>
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	* householdercomplex.c: split out complex functions into a
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 	separate file to reduce linking dependencies
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	* qrpt.c (gsl_linalg_QRPT_decomp): provide workspace as an
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 	argument, to avoid allocating it on each call
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	(gsl_linalg_QRPT_decomp2): provide workspace as an argument, to
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 	avoid allocating it on each call
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	* qr.c (gsl_linalg_QR_decomp): provide workspace as an argument,
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 	to avoid allocating it on each call
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Thu May 17 17:01:45 2001  Brian Gough  <bjg@network-theory.co.uk>
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	* qr.c (gsl_linalg_QR_lssolve): added least squares solver
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Sat Apr 28 00:39:53 2001  Brian Gough  <bjg@network-theory.co.uk>
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	* qr.c (gsl_linalg_QR_update): fixed QR update to work correctly
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 	with rectangular matrices where M > N
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Mon Apr 23 10:29:01 2001  Brian Gough  <bjg@network-theory.co.uk>
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	* tridiag.c: removed EFAULT test since this should only apply to
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 	non-null invalid pointers
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Fri Apr 13 20:43:38 2001  Brian Gough  <bjg@network-theory.co.uk>
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	* test.c: replaced uses of matmult by dgemm
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Sun Oct 22 13:56:30 2000  Brian Gough  <bjg@network-theory.co.uk>
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	* householder.c (gsl_linalg_householder_transform): changed calls
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 	to gsl_hypot() to hypot() so that the system function is used in
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 	preference (the configure script will define hypot to gsl_hypot if
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 	hypot is unavailable)
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	* svd.c (gsl_linalg_SV_decomp): changed calls to gsl_hypot() to
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 	hypot()
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Sat Oct 21 15:54:56 2000  Brian Gough  <bjg@network-theory.co.uk>
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	* tridiag.c (solve_tridiag): prevent out-of-bounds array access
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 	for small N (attempt to access element[N-2] when N is 1).
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Tue Sep 19 21:42:13 2000  Brian Gough  <bjg@network-theory.co.uk>
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	* qrpt.c (gsl_linalg_QRPT_decomp2): added convenience function to
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 	compute q,r unpacked decomposition directly
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Wed Aug 16 19:50:35 2000  Brian Gough  <bjg@network-theory.co.uk>
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	* svd.c (gsl_linalg_SV_decomp): take more care with singular
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 	values, set the associated vectors to zero
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Sun Aug 13 16:39:40 2000  Brian Gough  <bjg@network-theory.co.uk>
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	* qrpt.c (gsl_linalg_QRPT_decomp): fixed obvious bug in selection
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 	of column with max norm
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Wed May 31 19:42:59 2000  Brian Gough  <bjg@network-theory.co.uk>
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	* test.c (test_QR_update): increased tolerances on results to
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 	allow tests to pass with other compilers
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Wed May  3 21:19:45 2000  Brian Gough  <bjg@network-theory.co.uk>
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	* cholesky.c: added cholesky decomposition/solve from Thomas
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 	Walter. Modified for GSL.
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Fri Apr 28 17:13:00 2000  Brian Gough  <bjg@network-theory.co.uk>
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	* renamed all matrices to use upper case variable names, e.g. A
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Thu Apr 27 20:31:46 2000  Brian Gough  <bjg@network-theory.co.uk>
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	* test.c: tightened up accuracy of the decomp test
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	* test_la.c: renamed to test.c for consistency
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	(test_QR_decomp): added the "moler" matrix as a test for SVD
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	* svd.c (gsl_linalg_SV_decomp): improved the convergence criterion
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 	for rank deficient case.
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Wed Apr 26 19:37:46 2000  Brian Gough  <bjg@network-theory.co.uk>
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	* renamed rhs -> b, and solution -> x throughout for consistency
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Mon Apr 24 17:04:52 2000  Brian Gough  <bjg@network-theory.co.uk>
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	* test_la.c (main): added tests for MxN matrices
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	* test_la.c (main): added tests for SV decomposition and solve.
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	* svd.c (gsl_linalg_SV_decomp): made use of vector row/column
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 	functions, tidied up the algorithm a bit. Use a standard tolerance
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 	of 10*GSL_DBL_EPSILON.
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	(gsl_linalg_SV_solve): added a least squares solver
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Sun Apr 23 21:18:04 2000  Brian Gough  <bjg@network-theory.co.uk>
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	* gsl_linalg.h, svd.c (gsl_linalg_SV_decomp): changed function
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 	name to new naming convention
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	* qr.c (gsl_linalg_QR_unpack): fixed index ranges for rectangular
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 	case when unpacking R
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Sat Apr 22 15:05:21 2000  Brian Gough  <bjg@network-theory.co.uk>
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	* matrix.c: removed, equivalent functions now in matrix directory
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Sat Mar 11 17:36:33 2000  Brian Gough  <bjg@network-theory.co.uk>
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	* multiply.c: removed _impl from these functions since all the
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 	errors they can return are fatal.
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Wed Feb 16 12:03:00 2000  Brian Gough  <bjg@network-theory.co.uk>
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	* multiply.c (gsl_la_matmult_mod_impl): fixed error in transposed
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 	matrix memory access, expressions should always be of the form
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	M->data[i*M->size2 + j] even when i,j are transposed.
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	Safer to replace matrix access by gsl_matrix_set and
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 	gsl_matrix_get, which is what I have done now. Shouldn't be any
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 	cost in the production version of the library where we have
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 	inlines and range checking off.
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Tue Feb 15 17:46:19 2000  Brian Gough  <bjg@network-theory.co.uk>
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	* tridiag.h (solve_cyc_tridiag): fixed typo in header, was
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 	solve_cyctridiag, missing _.
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	* converted all functions to use gsl_permutation instead of
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 	gsl_vector_int
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Fri Oct  1 15:51:02 1999  Brian Gough  <bjg@network-theory.co.uk>
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	* temporary changes resulting from changes to block/vector/matrix
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 	organization
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Fri Aug  6 14:42:23 1999  Brian Gough  <bjg@network-theory.co.uk>
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	* linalg_simple.c: include <string.h> to declare memcpy
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