Skip to content

Latest commit

 

History

History
350 lines (278 loc) · 15.4 KB

CHANGELOG.md

File metadata and controls

350 lines (278 loc) · 15.4 KB
Raw

[Unreleased]

Changed

[1.0.1] - 2022-04-06

Added

  • Added SIMD support for UpperHessenbergSchur. This should accelerate general eigen solvers such as GenEigsSolver
  • Added test code for UpperHessenbergSchur

Changed

  • Fixed several bugs in the examples caused by the const keyword, reported by @alexpghayes (#135, #137)
  • Updated the included Catch2 to v2.13.8

[1.0.1] - 2022-04-06

Added

  • Added SIMD support for UpperHessenbergSchur. This should accelerate general eigen solvers such as GenEigsSolver
  • Added test code for UpperHessenbergSchur

Changed

  • Fixed several bugs in the examples caused by the const keyword, reported by @alexpghayes (#135, #137)
  • Updated the included Catch2 to v2.13.8

[1.0.0] - 2021-07-01

Added

  • Added version macros SPECTRA_MAJOR_VERSION, SPECTRA_MINOR_VERSION, SPECTRA_PATCH_VERSION, and SPECTRA_VERSION that are included by all eigen solvers
  • Added the wrapper class SparseGenComplexShiftSolve for eigen solver with complex shifts
  • Added the SymGEigsShiftSolver class for symmetric generalized eigen solver with real shifts
  • Added the wrapper class SymShiftInvert that can be used with SymGEigsShiftSolver
  • Added test code for symmetric generalized eigen solver with real shifts
  • Added an internal class UpperHessenbergSchur to compute the Schur decomposition of upper Hessenberg matrices more efficiently
  • Added a Flags template parameter to every matrix operation class (e.g. DenseCholesky and DenseSymMatProd), whose possible values are Eigen::ColMajor and Eigen::RowMajor. This parameter allows these wrapper classes to handle row-major matrices. If the input matrix is inconsistent with the Flags parameter (e.g., if Flags is Eigen::ColMajor but the input matrix is row-major), a compiler error will occur
  • Added the member function info() and convergence tests to SparseRegularInverse, suggested by @Spammed (#111)
  • Added symmetric Davidson eigen solver DavidsonSymEigsSolver, written by Felipe Zapata, Nicolas Renaud, Victor Azizi, Pablo Lopez-Tarifa, and Jens Wehner from the Netherlands eScience Center
  • Extended matrix operations in DenseGenMatProd, DenseSymMatProd, SparseGenMatProd, and SparseSymMatProd to handle matrix-matrix products and coefficient-wise accessors

Changed

  • API change: Spectra now requires C++11
  • API change: All enumerations have been converted to enum classes (e.g. LARGEST_MAGN is now SortRule::LargestMagn)
  • API change: Selection rules are no longer template parameters. They are now specified in the compute() member function as arguments
  • API change: The Scalar template parameter has been removed from eigen solvers. Instead, matrix operation classes now need to define a public type named Scalar
  • API change: Constructors of solvers now request references of matrix operators instead of pointers
  • Clang-Format now uses the C++11 standard to format code
  • Updated documentation to reflect the new API
  • Many internal changes to make use of C++11 features
  • Added a SPECTRA_ prefix to each header guard to prevent potential name clash
  • Changed the default value of the Flags template parameter that exists in various class templates from 0 to the more readable constant Eigen::ColMajor
  • Renamed the function mat_prod to perform_op in the SparseRegularInverse wrapper class. This makes the API more consistent when implementing new generalized eigen solvers
  • Improved the precision of UpperHessenbergQR and TridiagQR by computing the Givens rotations in a more stable way
  • Added a deflation test to TridiagQR to accelerate the convergence of eigen solvers
  • Improved the precision of TridiagQR::matrix_QtHQ() by directly applying rotations to the original input matrix
  • Improved the precision of DoubleShiftQR by computing the Householder reflectors in a more stable way
  • Improved the deflation test in DoubleShiftQR
  • More careful computation of residual vectors in the Lanczos process
  • Initial vectors in the Lanczos and Arnoldi processes are now forced to be in the range of the A matrix
  • More sensible test for orthogonality in generating new random vectors in the Lanczos and Arnoldi processes
  • In symmetric eigen solvers large shifts are applied first to increase precision
  • Updated the included Catch2 to v2.13.6

[0.9.0] - 2020-05-19

Added

Changed

  • Fixed a compiler warning caused by unused parameter, contributed by Julien Schueller (#80)
  • Changed the implementation of BKLDLT solver to improve precision in some tests

[0.8.1] - 2019-06-05

Changed

  • Fixed a bug in BKLDLT in which a wrong type was used, thanks to @jdbancal for the issue #64
  • Fixed a bug in BKLDLT that caused segmentation fault in some edge cases, also reported by @jdbancal in issue #66
  • The type Eigen::Index is now globally used for indices and sizes, in order to handle potentially large matrices. This was suggested by Yuan Yao in issue #19

[0.8.0] - 2019-04-03

Added

  • Added a BKLDLT class that implements the Bunch-Kaufman LDLT decomposition for symmetric indefinite matrices. According to the Eigen documentation, currently Eigen::LDLT cannot handle some special indefinite matrices such as [0, 1; 1, 0], but BKLDLT is applicable to any symmetric matrices as long as it is not singular. LDLT decomposition is used in shift-and-invert solvers (see below)
  • Added a unit test for BKLDLT

Changed

  • DenseSymShiftSolve now uses the newly added BKLDLT class to do the decomposition. This change broadens the class of matrices that DenseSymShiftSolve can handle, reduces memory use, and should also improve the numerical stability of the solver
  • Replaced Eigen::SimplicialLDLT with Eigen::SparseLU in the SparseSymShiftSolve class, as some edge-case indefinite matrices may break Eigen::SimplicialLDLT
  • SparseSymShiftSolve and SparseGenRealShiftSolve will throw an error if the factorization failed, for example, on singular matrices
  • Fixed a missing #include in DenseCholesky.h, thanks to Lennart Trunk for the issue #59
  • Fixed errors in examples (#60), thanks to @linuxfreebird
  • Updated the included Catch2 to v2.7.0

[0.7.0] - 2019-01-10

Added

  • Added a directory contrib to include code contributed by users. It is not formally a part of the Spectra library, but it may contain useful solvers and applications based on Spectra. Code in contrib may not be fully tested, so please use with caution. Feedback and report of issues are always welcome
  • Added an eigen solver LOBPCGSolver in the contrib directory using the LOBPCG algorithm, contributed by Anna Araslanova
  • Added a partial SVD solver PartialSVDSolver in the contrib directory
  • Added two internal classes Arnoldi and Lanczos to compute the Arnoldi/Lanczos factorization in eigen solvers
  • Added a few other internal classes to refactor the eigen solver classes (see below)

Changed

  • API change: Spectra now requires Eigen >= 3.3
  • API change: The library header files are moved into a directory named Spectra. Hence the recommended include directive would look like #include <Spectra/SymEigsSolver.h>
  • All eigen solvers have been refactored using a cleaner class hierarchy. It may potentially make the implementation of new eigen solvers easier, especially for generalized eigen problems
  • The matrix operation classes (e.g. DenseSymMatProd and SparseSymMatProd) are now internally using an Eigen::Ref object to wrap the user matrices, thanks to Dario Mangoni who raised this issue in #16
  • Fixed inappropriate range of random numbers in the tests
  • Updated the included Catch2 to v2.4.2

[0.6.2] - 2018-05-22

Changed

  • Fixed regressions in v0.6.0 on some edge cases
  • Improved the accuracy of restarting processes in SymEigsSolver and GenEigsSolver
  • Updated the included Catch2 to v2.2.2
  • Code and documentation cleanup

[0.6.1] - 2018-03-03

Changed

  • Fixed a bug of uninitialized memory
  • Updated the included Catch2 to v2.1.2

[0.6.0] - 2018-03-03

Added

  • Added virtual destructors to the SymEigsSolver and UpperHessenbergQR classes to fix compiler warnings, by Julian Kent
  • Added a NUMERICAL_ISSUE entry to the COMPUTATION_INFO enumeration to indicate the status of Cholesky decomposition
  • Added the info() member function to DenseCholesky and SparseCholesky to report the status of the decomposition
  • Added a missing #include item in SparseCholesky.h, thanks to Maxim Torgonsky
  • Added a TypeTraits class to retrieve additional numeric limits of scalar value types

Changed

  • Documentation updates
  • Updated the project URL to https://spectralib.org
  • Some internal improvements, such as pre-allocating vectors in loops, and changing return type to reference, thanks to Angelos Mantzaflaris
  • Improved the accuracy of symmetric and general eigen solvers
  • Reduced the memory use of UpperHessenbergQR and TridiagQR decompositions
  • Updated the included Catch2 to v2.0.1
  • Updated the testing code using the new API of Catch2
  • Updated Travis CI script

[0.5.0] - 2017-02-05

Added

  • Added the generalized eigen solver SymGEigsSolver in the regular inverse mode
  • Added the wrapper class SparseRegularInverse that can be used with SymGEigsSolver in the regular inverse mode
  • Added test code for generalized eigen solver in the regular inverse mode

Changed

  • Improved the numerical precision and stability of some internal linear algebra classes, including TridiagEigen, UpperHessenbergEigen, and DoubleShiftQR
  • API change: The x_in argument in matrix operation functions, e.g. perform_op(), is now labelled to be constant
  • Fixed a bug that GenEigsComplexShiftSolver gave wrong results when transforming back the eigenvalues, discovered by @jdbancal
  • Updated included Catch to v1.7.0
  • Documentation improvement

[0.4.0] - 2016-11-14

Added

  • Added an Uplo template parameter to the DenseSymShiftSolve class
  • Added the generalized eigen solver SymGEigsSolver in the Cholesky mode
  • Added the wrapper classes DenseCholesky and SparseCholesky that can be used with SymGEigsSolver in the Cholesky mode
  • Added test code for generalized eigen solver in the Cholesky mode

Changed

  • Updated included Catch to v1.5.7
  • Improved documentation
  • Updated Travis CI script
  • Allowing basic math functions such as abs() and sqrt() to be overloaded (avoid using std::abs and std::sqrt directly), thanks to @jdbancal. This makes it possible to use user-defined float number types with Spectra
  • Replaced other std functions by their Eigen counterparts, for example using Eigen::NumTraits<Scalar>::epsilon() to substitute std::numeric_limits<Scalar>::epsilon()
  • Improved the numerical stability of several operations, e.g. the function hypot(x, y) is used to compute sqrt(x^2 + y^2)
  • More careful use of "approximate zero" constants
  • Fixed an out-of-bound bug detected by @jdbancal

[0.3.0] - 2016-07-03

Added

  • Added the wrapper classes SparseSymMatProd and SparseSymShiftSolve for sparse symmetric matrices
  • Added the wrapper class SparseGenRealShiftSolve for general sparse matrices
  • Added tests for sparse matrices
  • Using Travis CI for automatic unit test

Changed

  • Updated included Catch to v1.5.6
  • API change: Each eigen solver was moved to its own header file. For example to use SymEigsShiftSolver one needs to include <SymEigsShiftSolver.h>
  • Header files for internal use were relocated

[0.2.0] - 2016-02-28

Added

  • Benchmark script now outputs number of matrix operations
  • Added this change log
  • Added a simple built-in random number generator, so that the algorithm was made to be deterministic
  • Added the wrapper class DenseSymMatProd for symmetric matrices

Changed

  • Improved Arnoldi factorization
    • Iteratively corrects orthogonality
    • Creates new residual vector when invariant subspace is found
    • Stability for matrices with repeated eigenvalues is greatly improved
  • Adjusted deflation tolerance in double shift QR
  • Updated result analyzer
  • Updated included Catch to v1.3.4
  • Updated copyright information
  • API change: Default operator of SymEigsSolver was changed from DenseGenMatProd to DenseSymMatProd

[0.1.0] - 2015-12-19

Added

  • Initial release of Spectra