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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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67cb25 |
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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|
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67cb25 |
* 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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|
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67cb25 |
* svd.c (gsl_linalg_SV_decomp_jacobi): reorganised convergence
|
|
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67cb25 |
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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|
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67cb25 |
* svd.c (gsl_linalg_SV_decomp_jacobi): increased number of sweeps
|
|
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67cb25 |
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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|
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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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Packit |
67cb25 |
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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67cb25 |
2004-05-30 Brian Gough <bjg@network-theory.co.uk>
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|
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67cb25 |
* 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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|
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Packit |
67cb25 |
* householder.c (gsl_linalg_householder_hm):
|
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67cb25 |
(gsl_linalg_householder_mh):
|
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67cb25 |
(gsl_linalg_householder_hm1): added blas code (but ifdef'd out)
|
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|
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67cb25 |
* 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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|
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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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67cb25 |
2004-03-15 Brian Gough <bjg@network-theory.co.uk>
|
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|
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67cb25 |
* tridiag.c: (gsl_linalg_solve_symm_tridiag):
|
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Packit |
67cb25 |
(gsl_linalg_solve_tridiag):
|
|
Packit |
67cb25 |
(gsl_linalg_solve_symm_cyc_tridiag):
|
|
Packit |
67cb25 |
(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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|
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67cb25 |
* test.c (test_SV_decomp_mod_dim): added tests for SV_decomp_mod
|
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|
|
Packit |
67cb25 |
* svd.c (gsl_linalg_SV_decomp): handle the case N=1 (SVD of a
|
|
Packit |
67cb25 |
column vector)
|
|
Packit |
67cb25 |
(gsl_linalg_SV_decomp_mod): handle the case N=1 (SVD of a column
|
|
Packit |
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vector)
|
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Packit |
67cb25 |
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2004-03-05 Brian Gough <bjg@network-theory.co.uk>
|
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|
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Packit |
67cb25 |
* test.c (test_SV_decomp): add tests with inf/nan
|
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67cb25 |
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Packit |
67cb25 |
* svd.c (gsl_linalg_SV_decomp): handle nans in block reduction
|
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67cb25 |
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67cb25 |
* balance.c: handle infinity/nan when scaling input matrix
|
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67cb25 |
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67cb25 |
2003-07-24 Brian Gough <bjg@network-theory.co.uk>
|
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|
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67cb25 |
* 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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67cb25 |
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67cb25 |
2003-05-30 Brian Gough <bjg@network-theory.co.uk>
|
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67cb25 |
|
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67cb25 |
* householder.c (gsl_linalg_householder_hv): converted to use blas
|
|
Packit |
67cb25 |
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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67cb25 |
* qrpt.c (gsl_linalg_QRPT_QRsolve): fixed dgemv to use CblasTrans
|
|
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67cb25 |
when computing Q^T b
|
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|
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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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67cb25 |
* bidiag.c (gsl_linalg_bidiag_unpack_B): fixed to copy
|
|
Packit |
67cb25 |
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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67cb25 |
* svd.c (gsl_linalg_SV_decomp): keep track of maximum value
|
|
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67cb25 |
correctly when sorting singular values
|
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|
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67cb25 |
* test.c (test_SV_decomp): add 3x3 of SVD
|
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67cb25 |
* 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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|
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Packit |
67cb25 |
* tridiag.c (gsl_linalg_solve_tridiag):
|
|
Packit |
67cb25 |
(gsl_linalg_solve_cyc_tridiag): added tridiagonal solvers for
|
|
Packit |
67cb25 |
non-symmetric case (David Necas <yeti@physics.muni.cz>)
|
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67cb25 |
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Mon Apr 15 19:55:40 2002 Brian Gough <bjg@network-theory.co.uk>
|
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67cb25 |
|
|
Packit |
67cb25 |
* tridiag.c (solve_cyc_tridiag): corrected typographical error in
|
|
Packit |
67cb25 |
Engeln-Mullges Algorithm 4.35, step 1.7 (f_(n-1) should be
|
|
Packit |
67cb25 |
alpha_(n-1))
|
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67cb25 |
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|
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67cb25 |
Thu Sep 13 12:26:17 2001 Brian Gough <bjg@network-theory.co.uk>
|
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|
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Packit |
67cb25 |
* test.c (test_SV_decomp): added brute force testing of 2x2 svd
|
|
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67cb25 |
|
|
Packit |
67cb25 |
* svdstep.c (svd2): fixed bug where singular values in 2x2 svd
|
|
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67cb25 |
were not ordered correctly.
|
|
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67cb25 |
|
|
Packit |
67cb25 |
Mon Sep 10 22:35:24 2001 Brian Gough <bjg@network-theory.co.uk>
|
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67cb25 |
|
|
Packit |
67cb25 |
* test.c (test_LUc_solve): added a test for complex LU
|
|
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67cb25 |
|
|
Packit |
67cb25 |
Tue Sep 4 17:22:58 2001 Brian Gough <bjg@network-theory.co.uk>
|
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Packit |
67cb25 |
|
|
Packit |
67cb25 |
* luc.c: added LU decomposition for complex matrices
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
Wed Aug 29 16:34:50 2001 Brian Gough <bjg@network-theory.co.uk>
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
* svd.c (gsl_linalg_SV_decomp_jacobi): make sure all singular
|
|
Packit |
67cb25 |
vectors are zero, not just first.
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
* svdstep.c (svd2): added explicit calculation of 2x2 svd, fixes
|
|
Packit |
67cb25 |
bug that prevents convergence.
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
Thu Aug 2 18:19:08 2001 Brian Gough <bjg@network-theory.co.uk>
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
* svdstep.c (trailing_eigenvalue): chose better value of mu when
|
|
Packit |
67cb25 |
dt=0.
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
Sun Jul 8 18:03:05 2001 Brian Gough <bjg@network-theory.co.uk>
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
* qrpt.c (gsl_linalg_QRPT_decomp): fix bug where null column
|
|
Packit |
67cb25 |
caused division by zero in norm-update calculation
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
Sun Jul 1 22:43:22 2001 Brian Gough <bjg@network-theory.co.uk>
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
* modified to use new-style vector views, affects most
|
|
Packit |
67cb25 |
functions
|
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Packit |
67cb25 |
|
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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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