Add QR eigen library: implicit Wilkinson-shifted QR for symmetric matrices
Merge-Checker / build_and_test (pull_request) Failing after 28m10s

- src/QR.hpp / src/QR.cpp: fully templated QR::EigenQR (N >= 2), no heap
  allocation (3*N^2 float working buffers on stack). Givens tridiagonalization
  (bottom-up) + implicit Wilkinson-shifted QR with bulge chasing, relative
  deflation, exact-zero peeling, closed-form 2x2 termination.
- Matrix::EigenQR now delegates to QR::EigenQR (old unshifted body removed);
  eigenvalues sorted descending, eigenvectors in columns of the output.
- unit-tests/qr-build-blocks-tests.cpp: 8 building-block test cases
  (215 assertions) with scipy/numpy references.
- unit-tests/qr-reference-values.py: numpy/scipy reference generator mirroring
  every building block and the full pipeline (eigh, n=3..8).
- CMake: new 'qr' static library; Matrix links against it;
  qr-build-blocks-tests target enabled.
This commit is contained in:
2026-08-25 14:02:56 -04:00
parent ab0cea104c
commit c9a9492fcf
9 changed files with 1812 additions and 72 deletions
+11
View File
@@ -13,6 +13,7 @@ add_executable(matrix-tests matrix-tests.cpp)
target_link_libraries(matrix-tests
PRIVATE
matrix
qr
Catch2::Catch2WithMain
)
@@ -52,4 +53,14 @@ target_link_libraries(svd-integration-test
matrix
svd
Catch2::Catch2WithMain
)
# QR building block tests
add_executable(qr-build-blocks-tests qr-build-blocks-tests.cpp)
target_link_libraries(qr-build-blocks-tests
PRIVATE
matrix
qr
Catch2::Catch2WithMain
)