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Diffstat (limited to 'gsl-1.9/linalg/ChangeLog')
| -rw-r--r-- | gsl-1.9/linalg/ChangeLog | 350 |
1 files changed, 350 insertions, 0 deletions
diff --git a/gsl-1.9/linalg/ChangeLog b/gsl-1.9/linalg/ChangeLog new file mode 100644 index 0000000..f454b25 --- /dev/null +++ b/gsl-1.9/linalg/ChangeLog @@ -0,0 +1,350 @@ +2006-08-14 Brian Gough <bjg@network-theory.co.uk> + + * balancemat.c: balance a general matrix D^-1 A D for rows and + columns + +2006-04-24 Brian Gough <bjg@network-theory.co.uk> + + * svdstep.c apply_givens.c householder.c: perform linear + operations with level-1 blas when compiled with USE_BLAS. + +2006-02-10 Brian Gough <bjg@network-theory.co.uk> + + * cholesky.c (quiet_sqrt): added a quiet_sqrt to allow checking + for positive definiteness without a runtime error + +2005-08-22 Brian Gough <bjg@network-theory.co.uk> + + * svd.c (gsl_linalg_SV_decomp_jacobi): reorganised convergence + tests to increase robustness in the presence of extended precision + registers. + +2005-06-22 Brian Gough <bjg@network-theory.co.uk> + + * svd.c (gsl_linalg_SV_decomp_jacobi): increased number of sweeps + to MAX(5*N,12) and track numerical errors for better termination + +2005-02-02 Brian Gough <bjg@network-theory.co.uk> + + * svd.c (gsl_linalg_SV_decomp_jacobi): changed M<N test to correct + matrix A instead of Q. + +2004-12-23 Brian Gough <bjg@network-theory.co.uk> + + * qr.c (gsl_linalg_R_svx): added missing function + +2004-09-13 Brian Gough <bjg@network-theory.co.uk> + + * test.c: added tests for LQ, P^TLQ solvers + + * ptlq.c: added support for PA = LQ decompositions + + * lq.c: added support for A = LQ decompositions + +2004-05-30 Brian Gough <bjg@network-theory.co.uk> + + * test.c (test_LU_solve): increase test tolerance to accommodate + gcc-3.3.3 w/ bounds checking + +2004-05-26 Brian Gough <bjg@network-theory.co.uk> + + * householder.c (gsl_linalg_householder_hm): + (gsl_linalg_householder_mh): + (gsl_linalg_householder_hm1): added blas code (but ifdef'd out) + + * test.c (test_SV_decomp_dim): skip NaNs in test + (test_SV_decomp_mod_dim): skip NaNs in test + +2004-04-26 Brian Gough <bjg@network-theory.co.uk> + + * test.c (test_TDN_solve): increased tolerance for tests + (test_TDN_cyc_solve): increased tolerance for tests + +2004-03-15 Brian Gough <bjg@network-theory.co.uk> + + * tridiag.c: (gsl_linalg_solve_symm_tridiag): + (gsl_linalg_solve_tridiag): + (gsl_linalg_solve_symm_cyc_tridiag): + (gsl_linalg_solve_cyc_tridiag): use GSL_ERROR macro to report + errors, make size restrictions tighter (no unused elements allowed + to be passed in). + +2004-03-06 Brian Gough <bjg@network-theory.co.uk> + + * test.c (test_SV_decomp_mod_dim): added tests for SV_decomp_mod + + * svd.c (gsl_linalg_SV_decomp): handle the case N=1 (SVD of a + column vector) + (gsl_linalg_SV_decomp_mod): handle the case N=1 (SVD of a column + vector) + +2004-03-05 Brian Gough <bjg@network-theory.co.uk> + + * test.c (test_SV_decomp): add tests with inf/nan + + * svd.c (gsl_linalg_SV_decomp): handle nans in block reduction + + * balance.c: handle infinity/nan when scaling input matrix + +2003-07-24 Brian Gough <bjg@network-theory.co.uk> + + * tridiag.c (solve_cyc_tridiag_nonsym): fixed declarations of i so + they do not shadow each other + +2003-05-30 Brian Gough <bjg@network-theory.co.uk> + + * householder.c (gsl_linalg_householder_hv): converted to use blas + routines + +2003-05-08 Brian Gough <bjg@network-theory.co.uk> + + * test.c: added tests for QR_QRsolve and QRPT_QRsolve + + * qrpt.c (gsl_linalg_QRPT_QRsolve): fixed dgemv to use CblasTrans + when computing Q^T b + + * qr.c (gsl_linalg_QR_QRsolve): fixed dgemv to use CblasTrans when + computing Q^T b + +Fri Oct 18 17:46:30 2002 Brian Gough <bjg@network-theory.co.uk> + + * householdercomplex.c (gsl_linalg_complex_householder_transform): + return tau = 0 to prevent division by zero for beta_r = 0 + +Mon Aug 12 20:12:55 2002 Brian Gough <bjg@network-theory.co.uk> + + * bidiag.c (gsl_linalg_bidiag_unpack_B): fixed to copy + superdiagonal and not subdiagonal, as was incorrectly done + previously. + +Sun Jun 16 11:57:00 2002 Brian Gough <bjg@network-theory.co.uk> + + * svd.c (gsl_linalg_SV_decomp): keep track of maximum value + correctly when sorting singular values + + * test.c (test_SV_decomp): add 3x3 of SVD + + * svdstep.c (chase_out_intermediate_zero): handle case of dk=0 + (chase_out_trailing_zero): handle case of dn=0 + +Wed Apr 17 20:04:11 2002 Brian Gough <bjg@network-theory.co.uk> + + * tridiag.c (gsl_linalg_solve_tridiag): + (gsl_linalg_solve_cyc_tridiag): added tridiagonal solvers for + non-symmetric case (David Necas <yeti@physics.muni.cz>) + +Mon Apr 15 19:55:40 2002 Brian Gough <bjg@network-theory.co.uk> + + * tridiag.c (solve_cyc_tridiag): corrected typographical error in + Engeln-Mullges Algorithm 4.35, step 1.7 (f_(n-1) should be + alpha_(n-1)) + +Thu Sep 13 12:26:17 2001 Brian Gough <bjg@network-theory.co.uk> + + * test.c (test_SV_decomp): added brute force testing of 2x2 svd + + * svdstep.c (svd2): fixed bug where singular values in 2x2 svd + were not ordered correctly. + +Mon Sep 10 22:35:24 2001 Brian Gough <bjg@network-theory.co.uk> + + * test.c (test_LUc_solve): added a test for complex LU + +Tue Sep 4 17:22:58 2001 Brian Gough <bjg@network-theory.co.uk> + + * luc.c: added LU decomposition for complex matrices + +Wed Aug 29 16:34:50 2001 Brian Gough <bjg@network-theory.co.uk> + + * svd.c (gsl_linalg_SV_decomp_jacobi): make sure all singular + vectors are zero, not just first. + + * svdstep.c (svd2): added explicit calculation of 2x2 svd, fixes + bug that prevents convergence. + +Thu Aug 2 18:19:08 2001 Brian Gough <bjg@network-theory.co.uk> + + * svdstep.c (trailing_eigenvalue): chose better value of mu when + dt=0. + +Sun Jul 8 18:03:05 2001 Brian Gough <bjg@network-theory.co.uk> + + * qrpt.c (gsl_linalg_QRPT_decomp): fix bug where null column + caused division by zero in norm-update calculation + +Sun Jul 1 22:43:22 2001 Brian Gough <bjg@network-theory.co.uk> + + * modified to use new-style vector views, affects most + functions + +Wed Jun 20 13:38:24 2001 Brian Gough <bjg@network-theory.co.uk> + + * svd.c (gsl_linalg_SV_decomp): added error checking + +Tue Jun 19 23:19:49 2001 Brian Gough <bjg@network-theory.co.uk> + + * svd.c (gsl_linalg_SV_decomp): Golub-Reinsch svd, has more + deterministic convergence + (gsl_linalg_SV_decomp_mod): Golub-Reinsch with + Preconditioning, much more efficient for M>>N + + * balance.c (gsl_linalg_balance_columns): balances (or + "equilibrates") the columns of a matrix + +Sun Jun 17 21:49:03 2001 Brian Gough <bjg@network-theory.co.uk> + + * givens.c: split out apply_givens functions into separate file + apply_givens.c + +Wed Jun 13 23:41:34 2001 Brian Gough <bjg@network-theory.co.uk> + + * qr.c (gsl_linalg_QR_decomp): simplified reverse loop + + * bidiag.c: bidiagonalisation of a matrix (needed for + Golub-Reinsch SVD) + +Wed Jun 6 12:36:58 2001 Brian Gough <bjg@network-theory.co.uk> + + * householdercomplex.c: split out complex functions into a + separate file to reduce linking dependencies + + * qrpt.c (gsl_linalg_QRPT_decomp): provide workspace as an + argument, to avoid allocating it on each call + (gsl_linalg_QRPT_decomp2): provide workspace as an argument, to + avoid allocating it on each call + + * qr.c (gsl_linalg_QR_decomp): provide workspace as an argument, + to avoid allocating it on each call + +Thu May 17 17:01:45 2001 Brian Gough <bjg@network-theory.co.uk> + + * qr.c (gsl_linalg_QR_lssolve): added least squares solver + +Sat Apr 28 00:39:53 2001 Brian Gough <bjg@network-theory.co.uk> + + * qr.c (gsl_linalg_QR_update): fixed QR update to work correctly + with rectangular matrices where M > N + +Mon Apr 23 10:29:01 2001 Brian Gough <bjg@network-theory.co.uk> + + * tridiag.c: removed EFAULT test since this should only apply to + non-null invalid pointers + +Fri Apr 13 20:43:38 2001 Brian Gough <bjg@network-theory.co.uk> + + * test.c: replaced uses of matmult by dgemm + +Sun Oct 22 13:56:30 2000 Brian Gough <bjg@network-theory.co.uk> + + * householder.c (gsl_linalg_householder_transform): changed calls + to gsl_hypot() to hypot() so that the system function is used in + preference (the configure script will define hypot to gsl_hypot if + hypot is unavailable) + + * svd.c (gsl_linalg_SV_decomp): changed calls to gsl_hypot() to + hypot() + +Sat Oct 21 15:54:56 2000 Brian Gough <bjg@network-theory.co.uk> + + * tridiag.c (solve_tridiag): prevent out-of-bounds array access + for small N (attempt to access element[N-2] when N is 1). + +Tue Sep 19 21:42:13 2000 Brian Gough <bjg@network-theory.co.uk> + + * qrpt.c (gsl_linalg_QRPT_decomp2): added convenience function to + compute q,r unpacked decomposition directly + +Wed Aug 16 19:50:35 2000 Brian Gough <bjg@network-theory.co.uk> + + * svd.c (gsl_linalg_SV_decomp): take more care with singular + values, set the associated vectors to zero + +Sun Aug 13 16:39:40 2000 Brian Gough <bjg@network-theory.co.uk> + + * qrpt.c (gsl_linalg_QRPT_decomp): fixed obvious bug in selection + of column with max norm + +Wed May 31 19:42:59 2000 Brian Gough <bjg@network-theory.co.uk> + + * test.c (test_QR_update): increased tolerances on results to + allow tests to pass with other compilers + +Wed May 3 21:19:45 2000 Brian Gough <bjg@network-theory.co.uk> + + * cholesky.c: added cholesky decomposition/solve from Thomas + Walter. Modified for GSL. + +Fri Apr 28 17:13:00 2000 Brian Gough <bjg@network-theory.co.uk> + + * renamed all matrices to use upper case variable names, e.g. A + +Thu Apr 27 20:31:46 2000 Brian Gough <bjg@network-theory.co.uk> + + * test.c: tightened up accuracy of the decomp test + + * test_la.c: renamed to test.c for consistency + (test_QR_decomp): added the "moler" matrix as a test for SVD + + * svd.c (gsl_linalg_SV_decomp): improved the convergence criterion + for rank deficient case. + +Wed Apr 26 19:37:46 2000 Brian Gough <bjg@network-theory.co.uk> + + * renamed rhs -> b, and solution -> x throughout for consistency + +Mon Apr 24 17:04:52 2000 Brian Gough <bjg@network-theory.co.uk> + + * test_la.c (main): added tests for MxN matrices + + * test_la.c (main): added tests for SV decomposition and solve. + + * svd.c (gsl_linalg_SV_decomp): made use of vector row/column + functions, tidied up the algorithm a bit. Use a standard tolerance + of 10*GSL_DBL_EPSILON. + (gsl_linalg_SV_solve): added a least squares solver + +Sun Apr 23 21:18:04 2000 Brian Gough <bjg@network-theory.co.uk> + + * gsl_linalg.h, svd.c (gsl_linalg_SV_decomp): changed function + name to new naming convention + + * qr.c (gsl_linalg_QR_unpack): fixed index ranges for rectangular + case when unpacking R + +Sat Apr 22 15:05:21 2000 Brian Gough <bjg@network-theory.co.uk> + + * matrix.c: removed, equivalent functions now in matrix directory + +Sat Mar 11 17:36:33 2000 Brian Gough <bjg@network-theory.co.uk> + + * multiply.c: removed _impl from these functions since all the + errors they can return are fatal. + +Wed Feb 16 12:03:00 2000 Brian Gough <bjg@network-theory.co.uk> + + * multiply.c (gsl_la_matmult_mod_impl): fixed error in transposed + matrix memory access, expressions should always be of the form + M->data[i*M->size2 + j] even when i,j are transposed. + + Safer to replace matrix access by gsl_matrix_set and + gsl_matrix_get, which is what I have done now. Shouldn't be any + cost in the production version of the library where we have + inlines and range checking off. + +Tue Feb 15 17:46:19 2000 Brian Gough <bjg@network-theory.co.uk> + + * tridiag.h (solve_cyc_tridiag): fixed typo in header, was + solve_cyctridiag, missing _. + + * converted all functions to use gsl_permutation instead of + gsl_vector_int + +Fri Oct 1 15:51:02 1999 Brian Gough <bjg@network-theory.co.uk> + + * temporary changes resulting from changes to block/vector/matrix + organization + +Fri Aug 6 14:42:23 1999 Brian Gough <bjg@network-theory.co.uk> + + * linalg_simple.c: include <string.h> to declare memcpy + |