nojhan
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b0cbdf41ba
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correct vector initialization within Eigen implemetation; delete useless asserts
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2012-07-10 14:09:10 +02:00 |
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nojhan
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f405973736
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use Eigen defaults column major store order
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2012-07-10 14:07:34 +02:00 |
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nojhan
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2c0638aa8f
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correct template typedef for NormalMulti* classes
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2012-07-10 12:04:25 +02:00 |
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nojhan
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c0be5c9700
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no need of a eigen test
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2012-07-10 12:02:40 +02:00 |
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nojhan
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f8bae61095
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use row major everywhere with Eigen
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2012-07-09 22:58:55 +02:00 |
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nojhan
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f0564c233e
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test support for Eigen implementations
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2012-07-09 22:37:40 +02:00 |
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nojhan
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661ef08e44
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working multi-normal sampler with eigen
Diagonal matrix are intermediate type, implicit conversion to matrix is needed.
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2012-07-09 22:36:41 +02:00 |
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nojhan
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f3e1562a14
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add the Eigen library implementations of normal distributions computations
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2012-07-09 18:47:35 +02:00 |
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nojhan
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3eefe9cd25
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deactivate eda_sa for the moment
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2012-07-09 18:46:48 +02:00 |
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nojhan
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766ac33c5a
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conditional build scripts with boost xor eigen
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2012-07-09 16:26:19 +02:00 |
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nojhan
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42be24628e
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Merge branch 'master' into cmaes
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2012-07-09 11:32:13 +02:00 |
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nojhan
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2d19ff4e6d
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prepare CMA-ES from the EDA example
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2012-07-09 11:31:34 +02:00 |
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nojhan
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da4a7489f3
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bugfix build: build applications, correct prototype for EDA
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2012-07-09 11:29:48 +02:00 |
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Caner Candan
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6051ccb274
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edoNormalMulti.h: added missing license header
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2012-06-14 01:50:16 +02:00 |
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Caner Candan
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e851cc119b
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Merge branch 'master' of ssh://eodev.git.sourceforge.net/gitroot/eodev/eodev
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2012-03-06 21:56:15 +01:00 |
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nojhan
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426c3584be
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remove warning about unused variable 'size' in edoSampler
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2012-02-10 10:01:15 +01:00 |
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Caner Candan
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55cbeb0ca1
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Merge branch 'master' of ssh://eodev.git.sourceforge.net/gitroot/eodev/eodev
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2012-01-19 02:35:18 +01:00 |
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nojhan
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10a5712594
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replace the assert on empty index in the dispatcher by a warning
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2012-01-12 17:47:55 +01:00 |
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nojhan
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d10325d1ad
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bypass repairer calls if the index list is empty in the dispatcher
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2012-01-12 16:49:50 +01:00 |
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nojhan
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ebf33d8177
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bugfixes concerning the mew api
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2011-12-23 16:50:51 +01:00 |
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nojhan
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4805f72a80
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use the new cholesky api in edoSamplerNormalMulti
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2011-12-23 16:31:35 +01:00 |
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nojhan
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fdf3549b1c
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Merge branch 'master' of ssh://localhost:8479/gitroot/eodev/eodev
Conflicts:
edo/src/edoSamplerNormalMulti.h
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2011-12-23 16:06:52 +01:00 |
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nojhan
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c4d2f8eaf9
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cholesky classes are now in separate files
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2011-12-23 16:05:05 +01:00 |
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Caner Candan
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d7cc58def3
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Merge branch 'master' of ssh://eodev.git.sourceforge.net/gitroot/eodev/eodev
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2011-12-14 19:52:46 +01:00 |
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nojhan
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406f2abbc8
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beautifying code for Cholesky classes
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2011-12-14 15:53:57 +01:00 |
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nojhan
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3b66f04fd6
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refactoring Cholesky decomposition in several classes
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2011-12-14 15:49:27 +01:00 |
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nojhan
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164a81a10c
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output pretty formated matrix in debug mode in the multi-normal sampler
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2011-11-17 13:41:32 +01:00 |
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nojhan
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e09bb5551b
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assert that the decimals parameters of the round repairer is <= 1.0
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2011-11-17 13:40:26 +01:00 |
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nojhan
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9decda0c6a
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cholesky factorization with rounding to zero
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2011-11-15 17:10:46 +01:00 |
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nojhan
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06100a6b57
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test binary now computes average errors of the differents cholesky factorization methods over random covariance matrices
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2011-11-13 21:40:39 +01:00 |
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nojhan
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17ce8a90e3
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cholesky test can take matrix size and precision arguments
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2011-11-12 23:53:23 +01:00 |
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nojhan
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fe2cebc0e8
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BUGFIX: factorized matrix are not symetric, cholesky factorization should process different types for covariance and decomposition + better format output for cholesky test
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2011-11-12 23:44:31 +01:00 |
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nojhan
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e0f691c148
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the complete robust cholesky factorization -- bugfix in LDLT: return the factorization LD^1/2 instead of L, thus no needs of accessors on D
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2011-11-12 20:13:18 +01:00 |
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nojhan
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b2b1a96423
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working robust cholesky factorization, with test binary
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2011-11-12 15:52:18 +01:00 |
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nojhan
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d5d8f87a90
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more pertinent names for cholesky factorization functions
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2011-11-12 14:24:54 +01:00 |
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nojhan
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b9b3c486f9
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first attempt at implementing a robust cholesky
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2011-11-10 15:56:59 +01:00 |
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nojhan
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ce7f59d408
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pass the Cholesky method from the multi-normal sampler to the decomposition sub-class
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2011-11-10 14:07:58 +01:00 |
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nojhan
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fb82958253
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more refactorization of the multi-normal sampler, now you can choose among two Cholesky factorization methods
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2011-11-10 11:48:14 +01:00 |
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nojhan
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9fe6995df1
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refactoring of the cholesky decomposition
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2011-11-09 15:48:07 +01:00 |
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nojhan
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1af6715ddc
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BUGFIX: should use the standard deviation when sampling a mono-normal law, because it have the same scale than the mean
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2011-11-09 11:38:40 +01:00 |
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nojhan
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96dc505f92
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bugfix: invalidate the individual after having repaired it
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2011-11-09 10:35:41 +01:00 |
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nojhan
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391c9e9e22
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use decimals instead of tens
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2011-11-09 10:15:21 +01:00 |
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nojhan
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0e9d9f8c81
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added a symetric round repairer around 0.5, plus a rounding at a given precision
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2011-11-08 18:40:28 +01:00 |
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nojhan
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4d45970767
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refactored vectors repairers that are using a function in a more generic way, added a binary function wrapper for vectors repairers, with the modulus function as an example
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2011-11-08 17:55:01 +01:00 |
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nojhan
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979f33b721
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ditaa text diagram explaining how the repairer dispatcher works
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2011-11-07 15:44:36 +01:00 |
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nojhan
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03b69f1819
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compilfix: correct template name for dispatcher's indexes
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2011-11-03 11:13:32 +01:00 |
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nojhan
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da5b29146b
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Merge branch 'master' of ssh://localhost:8479/gitroot/eodev/eodev
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2011-11-03 10:58:27 +01:00 |
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nojhan
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d4c8a63edc
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Merge branch 'master' of ssh://localhost:8479/gitroot/eodev/eodev
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2011-11-03 10:55:53 +01:00 |
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nojhan
|
d002dccadf
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cleaner debug code for uniform bounder
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2011-11-03 10:54:07 +01:00 |
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nojhan
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e6b1c63fde
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assert there is less indexes than items in the whole solution given to the repairer dispatcher ; comment useless debug code
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2011-10-28 16:50:15 +02:00 |
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