Commit: 9ad13d70faff0c510c313a7d58a58b974e8ce11f
Author: Martijn Berger
Date: Thu Dec 10 12:37:46 2015 +0100
Branches: master
https://developer.blender.org/rB9ad13d70faff0c510c313a7d58a58b974e8ce11f
Update Eigen to version 3.2.7
The main purpose of this is to get MSVC 2015 fixes
===================================================================
M extern/Eigen3/Eigen/Core
M extern/Eigen3/Eigen/SparseCore
M extern/Eigen3/Eigen/src/Cholesky/LDLT.h
M extern/Eigen3/Eigen/src/Cholesky/LLT.h
M extern/Eigen3/Eigen/src/Cholesky/LLT_MKL.h
M extern/Eigen3/Eigen/src/CholmodSupport/CholmodSupport.h
M extern/Eigen3/Eigen/src/Core/Array.h
M extern/Eigen3/Eigen/src/Core/ArrayBase.h
M extern/Eigen3/Eigen/src/Core/ArrayWrapper.h
M extern/Eigen3/Eigen/src/Core/Assign.h
M extern/Eigen3/Eigen/src/Core/Block.h
M extern/Eigen3/Eigen/src/Core/CommaInitializer.h
M extern/Eigen3/Eigen/src/Core/CwiseBinaryOp.h
M extern/Eigen3/Eigen/src/Core/CwiseUnaryOp.h
M extern/Eigen3/Eigen/src/Core/DenseBase.h
M extern/Eigen3/Eigen/src/Core/DenseStorage.h
M extern/Eigen3/Eigen/src/Core/Diagonal.h
M extern/Eigen3/Eigen/src/Core/DiagonalProduct.h
M extern/Eigen3/Eigen/src/Core/Functors.h
M extern/Eigen3/Eigen/src/Core/GeneralProduct.h
M extern/Eigen3/Eigen/src/Core/MapBase.h
M extern/Eigen3/Eigen/src/Core/MathFunctions.h
M extern/Eigen3/Eigen/src/Core/Matrix.h
M extern/Eigen3/Eigen/src/Core/MatrixBase.h
M extern/Eigen3/Eigen/src/Core/PermutationMatrix.h
M extern/Eigen3/Eigen/src/Core/PlainObjectBase.h
M extern/Eigen3/Eigen/src/Core/ProductBase.h
M extern/Eigen3/Eigen/src/Core/Redux.h
M extern/Eigen3/Eigen/src/Core/Ref.h
M extern/Eigen3/Eigen/src/Core/Replicate.h
M extern/Eigen3/Eigen/src/Core/ReturnByValue.h
M extern/Eigen3/Eigen/src/Core/SelfCwiseBinaryOp.h
M extern/Eigen3/Eigen/src/Core/TriangularMatrix.h
M extern/Eigen3/Eigen/src/Core/arch/NEON/Complex.h
M extern/Eigen3/Eigen/src/Core/arch/NEON/PacketMath.h
M extern/Eigen3/Eigen/src/Core/arch/SSE/MathFunctions.h
M extern/Eigen3/Eigen/src/Core/products/CoeffBasedProduct.h
M extern/Eigen3/Eigen/src/Core/products/Parallelizer.h
M extern/Eigen3/Eigen/src/Core/products/TriangularMatrixMatrix_MKL.h
M extern/Eigen3/Eigen/src/Core/products/TriangularSolverMatrix.h
M extern/Eigen3/Eigen/src/Core/util/Constants.h
M extern/Eigen3/Eigen/src/Core/util/ForwardDeclarations.h
M extern/Eigen3/Eigen/src/Core/util/MKL_support.h
M extern/Eigen3/Eigen/src/Core/util/Macros.h
M extern/Eigen3/Eigen/src/Core/util/Memory.h
M extern/Eigen3/Eigen/src/Core/util/StaticAssert.h
M extern/Eigen3/Eigen/src/Core/util/XprHelper.h
M extern/Eigen3/Eigen/src/Eigen2Support/LeastSquares.h
M extern/Eigen3/Eigen/src/Eigenvalues/ComplexEigenSolver.h
M extern/Eigen3/Eigen/src/Eigenvalues/EigenSolver.h
M extern/Eigen3/Eigen/src/Eigenvalues/GeneralizedEigenSolver.h
M extern/Eigen3/Eigen/src/Eigenvalues/RealQZ.h
M extern/Eigen3/Eigen/src/Eigenvalues/RealSchur.h
M extern/Eigen3/Eigen/src/Eigenvalues/SelfAdjointEigenSolver.h
M extern/Eigen3/Eigen/src/Geometry/AlignedBox.h
M extern/Eigen3/Eigen/src/Geometry/AngleAxis.h
M extern/Eigen3/Eigen/src/Geometry/Homogeneous.h
M extern/Eigen3/Eigen/src/Geometry/Hyperplane.h
M extern/Eigen3/Eigen/src/Geometry/Quaternion.h
M extern/Eigen3/Eigen/src/Geometry/Rotation2D.h
M extern/Eigen3/Eigen/src/Geometry/Transform.h
M extern/Eigen3/Eigen/src/Geometry/Umeyama.h
M extern/Eigen3/Eigen/src/Householder/BlockHouseholder.h
M extern/Eigen3/Eigen/src/IterativeLinearSolvers/BasicPreconditioners.h
M extern/Eigen3/Eigen/src/IterativeLinearSolvers/BiCGSTAB.h
M extern/Eigen3/Eigen/src/IterativeLinearSolvers/ConjugateGradient.h
M extern/Eigen3/Eigen/src/IterativeLinearSolvers/IncompleteLUT.h
M extern/Eigen3/Eigen/src/IterativeLinearSolvers/IterativeSolverBase.h
M extern/Eigen3/Eigen/src/LU/FullPivLU.h
M extern/Eigen3/Eigen/src/LU/PartialPivLU.h
M extern/Eigen3/Eigen/src/OrderingMethods/Amd.h
M extern/Eigen3/Eigen/src/OrderingMethods/Ordering.h
M extern/Eigen3/Eigen/src/PardisoSupport/PardisoSupport.h
M extern/Eigen3/Eigen/src/QR/ColPivHouseholderQR.h
M extern/Eigen3/Eigen/src/QR/FullPivHouseholderQR.h
M extern/Eigen3/Eigen/src/QR/HouseholderQR.h
M extern/Eigen3/Eigen/src/QR/HouseholderQR_MKL.h
M extern/Eigen3/Eigen/src/SPQRSupport/SuiteSparseQRSupport.h
M extern/Eigen3/Eigen/src/SVD/JacobiSVD.h
M extern/Eigen3/Eigen/src/SparseCholesky/SimplicialCholesky.h
M extern/Eigen3/Eigen/src/SparseCore/AmbiVector.h
M extern/Eigen3/Eigen/src/SparseCore/CompressedStorage.h
M extern/Eigen3/Eigen/src/SparseCore/SparseBlock.h
M extern/Eigen3/Eigen/src/SparseCore/SparseCwiseBinaryOp.h
M extern/Eigen3/Eigen/src/SparseCore/SparseDenseProduct.h
M extern/Eigen3/Eigen/src/SparseCore/SparseMatrix.h
M extern/Eigen3/Eigen/src/SparseCore/SparseMatrixBase.h
M extern/Eigen3/Eigen/src/SparseCore/SparsePermutation.h
M extern/Eigen3/Eigen/src/SparseCore/SparseTranspose.h
M extern/Eigen3/Eigen/src/SparseCore/SparseUtil.h
M extern/Eigen3/Eigen/src/SparseCore/SparseVector.h
M extern/Eigen3/Eigen/src/SparseCore/TriangularSolver.h
M extern/Eigen3/Eigen/src/SparseLU/SparseLU.h
M extern/Eigen3/Eigen/src/SparseLU/SparseLUImpl.h
M extern/Eigen3/Eigen/src/SparseLU/SparseLU_Memory.h
M extern/Eigen3/Eigen/src/SparseLU/SparseLU_SupernodalMatrix.h
M extern/Eigen3/Eigen/src/SparseLU/SparseLU_column_bmod.h
M extern/Eigen3/Eigen/src/SparseLU/SparseLU_kernel_bmod.h
M extern/Eigen3/Eigen/src/SparseLU/SparseLU_panel_bmod.h
M extern/Eigen3/Eigen/src/SparseLU/SparseLU_pivotL.h
M extern/Eigen3/Eigen/src/SparseQR/SparseQR.h
M extern/Eigen3/Eigen/src/StlSupport/StdDeque.h
M extern/Eigen3/Eigen/src/StlSupport/StdList.h
M extern/Eigen3/Eigen/src/StlSupport/StdVector.h
M extern/Eigen3/Eigen/src/UmfPackSupport/UmfPackSupport.h
M extern/Eigen3/Eigen/src/plugins/ArrayCwiseBinaryOps.h
M extern/Eigen3/Eigen/src/plugins/ArrayCwiseUnaryOps.h
M extern/Eigen3/Eigen/src/plugins/MatrixCwiseBinaryOps.h
M extern/Eigen3/Eigen/src/plugins/MatrixCwiseUnaryOps.h
M extern/Eigen3/eigen-update.sh
===================================================================
diff --git a/extern/Eigen3/Eigen/Core b/extern/Eigen3/Eigen/Core
index 9131cc3..509c529 100644
--- a/extern/Eigen3/Eigen/Core
+++ b/extern/Eigen3/Eigen/Core
@@ -95,7 +95,7 @@
extern "C" {
// In theory we should only include immintrin.h and not the other
*mmintrin.h header files directly.
// Doing so triggers some issues with ICC. However old gcc versions
seems to not have this file, thus:
- #ifdef __INTEL_COMPILER
+ #if defined(__INTEL_COMPILER) && __INTEL_COMPILER >= 1110
#include <immintrin.h>
#else
#include <emmintrin.h>
@@ -123,7 +123,7 @@
#undef bool
#undef vector
#undef pixel
- #elif defined __ARM_NEON__
+ #elif defined __ARM_NEON
#define EIGEN_VECTORIZE
#define EIGEN_VECTORIZE_NEON
#include <arm_neon.h>
@@ -165,7 +165,7 @@
#endif
// required for __cpuid, needs to be included after cmath
-#if defined(_MSC_VER) && (defined(_M_IX86)||defined(_M_X64))
+#if defined(_MSC_VER) && (defined(_M_IX86)||defined(_M_X64)) &&
(!defined(_WIN32_WCE))
#include <intrin.h>
#endif
diff --git a/extern/Eigen3/Eigen/SparseCore b/extern/Eigen3/Eigen/SparseCore
index 9b5be5e..24bcf01 100644
--- a/extern/Eigen3/Eigen/SparseCore
+++ b/extern/Eigen3/Eigen/SparseCore
@@ -14,7 +14,7 @@
/**
* \defgroup SparseCore_Module SparseCore module
*
- * This module provides a sparse matrix representation, and basic associatd
matrix manipulations
+ * This module provides a sparse matrix representation, and basic associated
matrix manipulations
* and operations.
*
* See the \ref TutorialSparse "Sparse tutorial"
diff --git a/extern/Eigen3/Eigen/src/Cholesky/LDLT.h
b/extern/Eigen3/Eigen/src/Cholesky/LDLT.h
index d026418..abd30bd 100644
--- a/extern/Eigen3/Eigen/src/Cholesky/LDLT.h
+++ b/extern/Eigen3/Eigen/src/Cholesky/LDLT.h
@@ -235,6 +235,11 @@ template<typename _MatrixType, int _UpLo> class LDLT
}
protected:
+
+ static void check_template_parameters()
+ {
+ EIGEN_STATIC_ASSERT_NON_INTEGER(Scalar);
+ }
/** \internal
* Used to compute and store the Cholesky decomposition A = L D L^* = U^*
D U.
@@ -274,30 +279,13 @@ template<> struct ldlt_inplace<Lower>
return true;
}
- RealScalar cutoff(0), biggest_in_corner;
-
for (Index k = 0; k < size; ++k)
{
// Find largest diagonal element
Index index_of_biggest_in_corner;
- biggest_in_corner =
mat.diagonal().tail(size-k).cwiseAbs().maxCoeff(&index_of_biggest_in_corner);
+
mat.diagonal().tail(size-k).cwiseAbs().maxCoeff(&index_of_biggest_in_corner);
index_of_biggest_in_corner += k;
- if(k == 0)
- {
- // The biggest overall is the point of reference to which further
diagonals
- // are compared; if any diagonal is negligible compared
- // to the largest overall, the algorithm bails.
- cutoff = abs(NumTraits<Scalar>::epsilon() * biggest_in_corner);
- }
-
- // Finish early if the matrix is not full rank.
- if(biggest_in_corner < cutoff)
- {
- for(Index i = k; i < size; i++) transpositions.coeffRef(i) = i;
- break;
- }
-
transpositions.coeffRef(k) = index_of_biggest_in_corner;
if(k != index_of_biggest_in_corner)
{
@@ -328,15 +316,20 @@ template<> struct ldlt_inplace<Lower>
if(k>0)
{
- temp.head(k) = mat.diagonal().head(k).asDiagonal() * A10.adjoint();
+ temp.head(k) = mat.diagonal().real().head(k).asDiagonal() *
A10.adjoint();
mat.coeffRef(k,k) -= (A10 * temp.head(k)).value();
if(rs>0)
A21.noalias() -= A20 * temp.head(k);
}
- if((rs>0) && (abs(mat.coeffRef(k,k)) > cutoff))
- A21 /= mat.coeffRef(k,k);
-
+
+ // In some previous versions of Eigen (e.g., 3.2.1), the scaling was
omitted if the pivot
+ // was smaller than the cutoff value. However, soince LDLT is not
rank-revealing
+ // we should only make sure we do not introduce INF or NaN values.
+ // LAPACK also uses 0 as the cutoff value.
RealScalar realAkk = numext::real(mat.coeffRef(k,k));
+ if((rs>0) && (abs(realAkk) > RealScalar(0)))
+ A21 /= realAkk;
+
if (sign == PositiveSemiDef) {
if (realAkk < 0) sign = Indefinite;
} else if (sign == NegativeSemiDef) {
@@ -446,6 +439,8 @@ template<typename MatrixType> struct
LDLT_Traits<MatrixType,Upper>
template<typename MatrixType, int _UpLo>
LDLT<MatrixType,_UpLo>& LDLT<MatrixType,_UpLo>::compute(const MatrixType& a)
{
+ check_template_parameters();
+
eigen_assert(a.rows()==a.cols());
const Index size = a.rows();
@@ -454,6 +449,7 @@ LDLT<MatrixType,_UpLo>&
LDLT<MatrixType,_UpLo>::compute(const MatrixType& a)
m_transpositions.resize(size);
m_isInitialized = false;
m_temporary.resize(size);
+ m_sign = internal::ZeroSign;
internal::ldlt_inplace<UpLo>::unblocked(m_matrix, m_transpositions,
m_temporary, m_sign);
@@ -468,7 +464,7 @@ LDLT<MatrixType,_UpLo>&
LDLT<MatrixType,_UpLo>::compute(const MatrixType& a)
*/
template<typename MatrixType, int _UpLo>
template<typename Derived>
-LDLT<MatrixType,_UpLo>& LDLT<MatrixType,_UpLo>::rankUpdate(const
MatrixBase<Derived>& w, const typename NumTraits<typename
MatrixType::Scalar>::Real& sigma)
+LDLT<MatrixType,_UpLo>& LDLT<MatrixType,_UpLo>::rankUpdate(const
MatrixBase<Derived>& w, const typename LDLT<MatrixType,_UpLo>::RealScalar&
sigma)
{
const Index size = w.rows();
if (m_isInitialized)
@@ -514,16 +510,21 @@ struct solve_retval<LDLT<_MatrixType,_UpLo>, Rhs>
using std::abs;
using std::max;
typedef typename LDLTType::MatrixType MatrixType;
- typedef typename LDLTType::Scalar Scalar;
typedef typename LDLTType::RealScalar RealScalar;
- const Diagonal<const MatrixType> vectorD = dec().vectorD();
- RealScalar tolerance = (max)(vectorD.array().abs().maxCoeff() *
NumTraits<Scalar>::epsilon(),
- RealScalar(1) /
NumTraits<RealScalar>::highest()); // motivated by LAPACK's xGELSS
+ const typename Diagonal<const MatrixType>::RealReturnType
vectorD(dec().vectorD());
+ // In some previous versions, tolerance was set to the max of 1/highest
and the maximal diagonal entry * epsilon
+ // as motivated by LAPACK's xGELSS:
+ // RealScalar tolerance = (max)(vectorD.array().abs().maxCoeff()
*NumTraits<RealScalar>::epsilon(),RealScalar(1) /
NumTraits<RealScalar>::highest());
+ // However, LDLT is not rank revealing, and so adjusting the tolerance wrt
to the highest
+ // diagonal element is not well justified and to numerical issues in some
cases.
+ // Moreover, Lapack's xSYTRS routines use 0 for the tolerance.
+ RealScalar tolerance = RealScalar(1) / NumTraits<RealScalar>::highest();
+
for (Index i = 0; i < vectorD.size(); ++i) {
if(abs(vectorD(i)) > tolerance)
- dst.row(i) /= vectorD(i);
+ dst.row(i) /= vectorD(i);
else
- dst.row(i).setZero();
+ dst.row(i).setZero();
}
// dst = L^-T (D^-1 L^-1 P b)
@@ -576,7 +577,7 @@ MatrixType LDLT<MatrixType,_UpLo>::reconstructedMatrix()
const
// L^* P
res = matrixU() * res;
// D(L^*P)
- res = vectorD().asDiagonal() * res;
+ res = vectorD().real().asDiagonal() * res;
// L(DL^*P)
res = matrixL() * res;
// P^T (LDL^*P)
diff --git a/extern/Eigen3/Eigen/src/Cholesky/LLT.h
b/extern/Eigen3/Eigen/src/Cholesky/LLT.h
index 2e6189f..7c11a2d 100644
--- a/extern/Eigen3/Eigen/src/Cholesky/LLT.h
+++ b/extern/Eigen3/Eigen/src/Cholesky/LLT.h
@@ -174,6 +174,12 @@ template<typename _MatrixType, int _UpLo> class LLT
LLT rankUpdate(const VectorType& vec, const RealScalar& sigma = 1);
protected:
+
+ static void check_template_parameters()
+ {
+ EIGEN_STATIC_ASSERT_NON_INTEGER(Scalar);
+ }
+
/** \internal
* Used to compute and store L
* The strict upper part is not used and even not initialized.
@@ -283,7 +289,7 @@ template<typename Scalar> struct llt_inplace<Scalar, Lower>
return k;
mat.coeffRef(k,k) = x = sqrt(x);
if (k>0 && rs>0) A21.noalias() -= A20 * A10.adjoint();
- if (rs>0) A21 *= RealScalar(1)/x;
+ if (rs>0) A21 /= x;
}
return -1;
}
@@ -384,6 +390,8 @@ template<typename MatrixType> struct
LLT_Traits<MatrixType,Upper>
template<typename MatrixType, int _UpLo>
LLT<MatrixType,_UpLo>& LLT<MatrixType,_UpLo>::compute(const MatrixType& a)
{
+ check_template_parameters();
+
eigen_assert(a.rows()==a.cols());
const Index size = a.rows();
m_matrix.resize(size, size);
diff --git a/extern/Eigen3/Eigen/src/Cholesky/LLT_MKL.h
b/extern/Eigen3/Eigen/src/Cholesky/LLT_MKL.h
index 64daa44..66675d7 100644
--- a/extern/Eigen3/Eigen/src/Cholesky/LLT_MKL.h
+++ b/extern/Eigen3/Eigen/src/Cholesky/LLT_MKL.h
@@ -60,7 +60,7 @@ template<> struct mkl_llt<EIGTYPE> \
lda = m.outerStride(); \
\
info = LAPACKE_##MKLPREFIX##potrf( matrix_order, uplo, size, (MKLTYPE*)a,
lda ); \
- info = (info==0) ? Success : NumericalIssue; \
+ info = (info==0) ? -1 : info>0 ? info-1 : size; \
return info; \
} \
}; \
diff --git a/extern/Eigen3/Eigen/src/CholmodSupport/CholmodSupport.h
b/extern/Eigen3/Eigen/src/CholmodSupport/CholmodSupport.h
index c449960..99dbe17 100644
--- a/extern/Eigen3/Eigen/src/CholmodSupport/CholmodSupport.h
+++ b/extern/Eigen3/Eigen/src/CholmodSupport/CholmodSupport.h
@@ -78,7 +78,7 @@ cholmod_sparse
viewAsCholmod(SparseMatrix<_Scalar,_Options,_Index>& mat)
{
res.itype = CHOLMOD_INT;
}
- else if (internal::is_same<_Index,UF_long>::value)
+ else if (internal::is_same<_Index,SuiteSparse_long>::value)
{
res.itype = CHOLMOD_LONG;
}
@@ -395,7 +395,7 @@ class CholmodSimplicialLLT : public
CholmodBase<_MatrixType, _UpLo, CholmodSimpl
CholmodSimplicialLLT(const MatrixType& matrix) : Base()
{
init();
- compute(matrix);
+ Base::compute(matrix);
}
~CholmodSimplicialLLT() {}
@@ -442,7 +442,7 @@ class CholmodSimplicialLDLT : public
CholmodBase<_MatrixType, _UpLo, CholmodSimp
CholmodSimplicialLDLT(const MatrixType& matrix) : Base()
{
init();
- compute(matrix);
+ Base::compute(matrix);
}
~CholmodSimplicial
@@ Diff output truncated at 10240 characters. @@
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