Commit graph

24 commits

Author SHA1 Message Date
Johann Dreo
06ff0b682b fix build system : make eo/edo tests work 2012-10-07 19:48:15 +02:00
Johann Dreo
7e4bc9f01c bugfix: remove typename in some typedef in EDO tests under Eigen3 2012-10-02 17:26:50 +02:00
Johann Dreo
5a8ec3c3bb more tests on variance computation 2012-09-24 14:33:09 +02:00
Johann Dreo
2c2e9d0ca3 better variance computation, use Knuth online robust algorithm, add a test for variance computation 2012-09-18 16:56:38 +02:00
Pierre Savéant
7a47fd55b9 remove mo package dependency 2012-07-18 11:50:29 +02:00
nojhan
487a76c863 use types from the distribution 2012-07-10 14:09:57 +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
f0564c233e test support for Eigen implementations 2012-07-09 22:37:40 +02:00
nojhan
da4a7489f3 bugfix build: build applications, correct prototype for EDA 2012-07-09 11:29:48 +02:00
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
17ce8a90e3 cholesky test can take matrix size and precision arguments 2011-11-12 23:53:23 +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
0e9d9f8c81 added a symetric round repairer around 0.5, plus a rounding at a given precision 2011-11-08 18:40:28 +01:00
nojhan
4d45970767 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 2011-11-08 17:55:01 +01:00
nojhan
99d1a08e7c repairer dispatcher may be used with an unordered vector of indexes, thus we use a vector and not a set 2011-10-14 10:34:33 +02:00
nojhan
e4399683dd Repairer operator more generic than Bounder, example with a Repairer that rounds values, a Dispatcher to call several Repairer on partial solutions 2011-09-14 16:30:45 +02:00
Caner Candan
9ff69a8fca * edo: fixed deprecated eoParserLogger warning message 2011-08-23 18:39:42 +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