28 commits

Author	SHA1	Message	Date
Johann Dreo	7fed1ebf51	massive documentation update	2012-07-19 17:23:41 +02:00
Johann Dreo	c3e4f13ffd	template< class… to template< typename…	2012-07-12 11:27:10 +02:00
Johann Dreo	6cdf848f26	BUGFIX end solution initialization in the Normal Eigen sampler ; much more asserts	2012-07-10 15:19:55 +02:00
nojhan	2c0638aa8f	correct template typedef for NormalMulti* classes	2012-07-10 12:04:25 +02:00
nojhan	f8bae61095	use row major everywhere with Eigen	2012-07-09 22:58:55 +02:00
nojhan	661ef08e44	working multi-normal sampler with eigen ... Diagonal matrix are intermediate type, implicit conversion to matrix is needed.	2012-07-09 22:36:41 +02:00
nojhan	f3e1562a14	add the Eigen library implementations of normal distributions computations	2012-07-09 18:47:35 +02:00
nojhan	766ac33c5a	conditional build scripts with boost xor eigen	2012-07-09 16:26:19 +02:00
nojhan	4805f72a80	use the new cholesky api in edoSamplerNormalMulti	2011-12-23 16:31:35 +01:00
nojhan	fdf3549b1c	Merge branch 'master' of ssh://localhost:8479/gitroot/eodev/eodev ... Conflicts: edo/src/edoSamplerNormalMulti.h	2011-12-23 16:06:52 +01:00
nojhan	c4d2f8eaf9	cholesky classes are now in separate files	2011-12-23 16:05:05 +01:00
nojhan	164a81a10c	output pretty formated matrix in debug mode in the multi-normal sampler	2011-11-17 13:41:32 +01:00
nojhan	9decda0c6a	cholesky factorization with rounding to zero	2011-11-15 17:10:46 +01:00
nojhan	06100a6b57	test binary now computes average errors of the differents cholesky factorization methods over random covariance matrices	2011-11-13 21:40:39 +01:00
nojhan	fe2cebc0e8	BUGFIX: factorized matrix are not symetric, cholesky factorization should process different types for covariance and decomposition + better format output for cholesky test	2011-11-12 23:44:31 +01:00
nojhan	e0f691c148	the complete robust cholesky factorization -- bugfix in LDLT: return the factorization LD^1/2 instead of L, thus no needs of accessors on D	2011-11-12 20:13:18 +01:00
nojhan	b2b1a96423	working robust cholesky factorization, with test binary	2011-11-12 15:52:18 +01:00
nojhan	d5d8f87a90	more pertinent names for cholesky factorization functions	2011-11-12 14:24:54 +01:00
nojhan	b9b3c486f9	first attempt at implementing a robust cholesky	2011-11-10 15:56:59 +01:00
nojhan	ce7f59d408	pass the Cholesky method from the multi-normal sampler to the decomposition sub-class	2011-11-10 14:07:58 +01:00
nojhan	fb82958253	more refactorization of the multi-normal sampler, now you can choose among two Cholesky factorization methods	2011-11-10 11:48:14 +01:00
nojhan	9fe6995df1	refactoring of the cholesky decomposition	2011-11-09 15:48:07 +01:00
nojhan	c1d49d7bd2	use default typename for distrib, correct constructor superclass init	2011-09-15 17:44:55 +02:00
nojhan	37a2c68b69	code formating	2011-09-15 17:27:46 +02:00
Caner Candan	59343bf45e	* edo: added comments to generate all inheritance of classes in doxygen	2011-08-23 18:59:28 +02:00
Caner Candan	70e60a50d2	* whitespace cleanup	2011-05-05 17:15:10 +02:00
Caner Candan	d1426b4bce	* fixed issues on the code to be compatible with last version of boost	2011-02-24 11:09:51 +01:00
Johann Dreo	cbb1771dd6	move edo stuff, that was in the wriong place after the merge, in the edo directory	2011-01-27 11:58:21 +01:00

Renamed from src/edoSamplerNormalMulti.h (Browse further)