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CHANGELOG.md

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[Unreleased]

Changed

[0.7.0] - 2019-01-10

Added

  • Added a directory contrib to include code contributed by users. It is not formally a part of the Spectra library, but it may contain useful solvers and applications based on Spectra. Code in contrib may not be fully tested, so please use with caution. Feedback and report of issues are always welcome
  • Added an eigen solver LOBPCGSolver in the contrib directory using the LOBPCG algorithm, contributed by Anna Araslanova
  • Added a partial SVD solver PartialSVDSolver in the contrib directory
  • Added two internal classes Arnoldi and Lanczos to compute the Arnoldi/Lanczos factorization in eigen solvers
  • Added a few other internal classes to refactor the eigen solver classes (see below)

Changed

  • API change: Spectra now requires Eigen >= 3.3
  • API change: The library header files are moved into a directory named Spectra. Hence the recommended include directive would look like #include <Spectra/SymEigsSolver.h>
  • All eigen solvers have been refactored using a cleaner class hierarchy. It may potentially make the implementation of new eigen solvers easier, especially for generalized eigen problems
  • The matrix operation classes (e.g. DenseSymMatProd and SparseSymMatProd) are now internally using an Eigen::Ref object to wrap the user matrices, thanks to Dario Mangoni who raised this issue in #16
  • Fixed inappropriate range of random numbers in the tests
  • Updated the included Catch2 to v2.4.2

[0.6.2] - 2018-05-22

Changed

  • Fixed regressions in v0.6.0 on some edge cases
  • Improved the accuracy of restarting processes in SymEigsSolver and GenEigsSolver
  • Updated the included Catch2 to v2.2.2
  • Code and documentation cleanup

[0.6.1] - 2018-03-03

Changed

  • Fixed a bug of uninitialized memory
  • Updated the included Catch2 to v2.1.2

[0.6.0] - 2018-03-03

Added

  • Added virtual destructors to the SymEigsSolver and UpperHessenbergQR classes to fix compiler warnings, by Julian Kent
  • Added a NUMERICAL_ISSUE entry to the COMPUTATION_INFO enumeration to indicate the status of Cholesky decomposition
  • Added the info() member function to DenseCholesky and SparseCholesky to report the status of the decomposition
  • Added a missing #include item in SparseCholesky.h, thanks to Maxim Torgonsky
  • Added a TypeTraits class to retrieve additional numeric limits of scalar value types

Changed

  • Documentation updates
  • Updated the project URL to https://spectralib.org
  • Some internal improvements, such as pre-allocating vectors in loops, and changing return type to reference, thanks to Angelos Mantzaflaris
  • Improved the accuracy of symmetric and general eigen solvers
  • Reduced the memory use of UpperHessenbergQR and TridiagQR decompositions
  • Updated the included Catch2 to v2.0.1
  • Updated the testing code using the new API of Catch2
  • Updated Travis CI script

[0.5.0] - 2017-02-05

Added

  • Added the generalized eigen solver SymGEigsSolver in the regular inverse mode
  • Added the wrapper class SparseRegularInverse that can be used with SymGEigsSolver in the regular inverse mode
  • Added test code for generalized eigen solver in the regular inverse mode

Changed

  • Improved the numerical precision and stability of some internal linear algebra classes, including TridiagEigen, UpperHessenbergEigen, and DoubleShiftQR
  • API change: The x_in argument in matrix operation functions, e.g. perform_op(), is now labelled to be constant
  • Fixed a bug that GenEigsComplexShiftSolver gave wrong results when transforming back the eigenvalues, discovered by @jdbancal
  • Updated included Catch to v1.7.0
  • Documentation improvement

[0.4.0] - 2016-11-14

Added

  • Added an Uplo template parameter to the DenseSymShiftSolve class
  • Added the generalized eigen solver SymGEigsSolver in the Cholesky mode
  • Added the wrapper classes DenseCholesky and SparseCholesky that can be used with SymGEigsSolver in the Cholesky mode
  • Added test code for generalized eigen solver in the Cholesky mode

Changed

  • Updated included Catch to v1.5.7
  • Improved documentation
  • Updated Travis CI script
  • Allowing basic math functions such as abs() and sqrt() to be overloaded (avoid using std::abs and std::sqrt directly), thanks to @jdbancal. This makes it possible to use user-defined float number types with Spectra
  • Replaced other std functions by their Eigen counterparts, for example using Eigen::NumTraits<Scalar>::epsilon() to substitute std::numeric_limits<Scalar>::epsilon()
  • Improved the numerical stability of several operations, e.g. the function hypot(x, y) is used to compute sqrt(x^2 + y^2)
  • More careful use of "approximate zero" constants
  • Fixed an out-of-bound bug detected by @jdbancal

[0.3.0] - 2016-07-03

Added

  • Added the wrapper classes SparseSymMatProd and SparseSymShiftSolve for sparse symmetric matrices
  • Added the wrapper class SparseGenRealShiftSolve for general sparse matrices
  • Added tests for sparse matrices
  • Using Travis CI for automatic unit test

Changed

  • Updated included Catch to v1.5.6
  • API change: Each eigen solver was moved to its own header file. For example to use SymEigsShiftSolver one needs to include <SymEigsShiftSolver.h>
  • Header files for internal use were relocated

[0.2.0] - 2016-02-28

Added

  • Benchmark script now outputs number of matrix operations
  • Added this change log
  • Added a simple built-in random number generator, so that the algorithm was made to be deterministic
  • Added the wrapper class DenseSymMatProd for symmetric matrices

Changed

  • Improved Arnoldi factorization
    • Iteratively corrects orthogonality
    • Creates new residual vector when invariant subspace is found
    • Stability for matrices with repeated eigenvalues is greatly improved
  • Adjusted deflation tolerance in double shift QR
  • Updated result analyzer
  • Updated included Catch to v1.3.4
  • Updated copyright information
  • API change: Default operator of SymEigsSolver was changed from DenseGenMatProd to DenseSymMatProd

[0.1.0] - 2015-12-19

Added

  • Initial release of Spectra