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Spectra v0.8.0
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@yixuan yixuan released this 04 Apr 00:06
· 448 commits to master since this release
v0.8.0
2b3d6c7

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
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