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Fix bug #286: Infinite loop in JacobiSVD with denormals

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This commit is contained in:
Jitse Niesen
2011-09-27 14:25:02 +01:00
parent 961a825b97
commit 17c321617d
2 changed files with 21 additions and 5 deletions
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10
Eigen/src/SVD/JacobiSVD.h
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@@ -590,6 +590,9 @@ JacobiSVD<MatrixType, QRPreconditioner>::compute(const MatrixType& matrix, unsig
// only worsening the precision of U and V as we accumulate more rotations
const RealScalar precision = RealScalar(2) * NumTraits<Scalar>::epsilon();
// limit for very small denormal numbers to be considered zero in order to avoid infinite loops (see bug 286)
const RealScalar considerAsZero = RealScalar(2) * std::numeric_limits<RealScalar>::denorm_min();
/*** step 1. The R-SVD step: we use a QR decomposition to reduce to the case of a square matrix */
if(!internal::qr_preconditioner_impl<MatrixType, QRPreconditioner, internal::PreconditionIfMoreColsThanRows>::run(*this, matrix)
@@ -617,10 +620,11 @@ JacobiSVD<MatrixType, QRPreconditioner>::compute(const MatrixType& matrix, unsig
{
// if this 2x2 sub-matrix is not diagonal already...
// notice that this comparison will evaluate to false if any NaN is involved, ensuring that NaN's don't
// keep us iterating forever.
// keep us iterating forever. Similarly, small denormal numbers are considered zero.
using std::max;
if((max)(internal::abs(m_workMatrix.coeff(p,q)),internal::abs(m_workMatrix.coeff(q,p)))
> (max)(internal::abs(m_workMatrix.coeff(p,p)),internal::abs(m_workMatrix.coeff(q,q)))*precision)
RealScalar threshold = (max)(considerAsZero, precision * (max)(internal::abs(m_workMatrix.coeff(p,p)),
internal::abs(m_workMatrix.coeff(q,q))));
if((max)(internal::abs(m_workMatrix.coeff(p,q)),internal::abs(m_workMatrix.coeff(q,p))) > threshold)
{
finished = false;