Spectra v0.4.0

Added

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

Changed

• 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()
• Fixed an out-of-bound bug
  detected by @jdbancal
• Improved numerical stability, e.g. the function hypot(x, y) is used to
  compute sqrt(x^2 + y^2)
• More careful in using "approximate zero" constants
• Updated included Catch to v1.5.7
• Improved documentation
• Updated Travis CI script

Spectra v0.3.0

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

Spectra v0.2.0

Added

• Benchmark script now outputs number of matrix operations
• 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 copyright information
• API change: Default operator of SymEigsSolver was changed from
  DenseGenMatProd to DenseSymMatProd

Spectra v0.1.0

First public release of Spectra that supports the following eigen solvers:

• SymEigsSolver
• GenEigsSolver
• SymEigsShiftSolver
• GenEigsRealShiftSolver
• GenEigsComplexShiftSolver