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Fix stableNorm() with respect to NaN and inf, and add respective unit tests. blueNorm() and hypotNorm() are broken wrt to NaN/inf

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Gael Guennebaud
2014-09-02 14:49:23 +02:00
parent 3eb5253ca1
commit 18fbe7e7d4
2 changed files with 78 additions and 2 deletions
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11
Eigen/src/Core/StableNorm.h
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@@ -20,7 +20,7 @@ inline void stable_norm_kernel(const ExpressionType& bl, Scalar& ssq, Scalar& sc
using std::max;
Scalar maxCoeff = bl.cwiseAbs().maxCoeff();
if (maxCoeff>scale)
if(maxCoeff>scale)
{
ssq = ssq * numext::abs2(scale/maxCoeff);
Scalar tmp = Scalar(1)/maxCoeff;
@@ -29,12 +29,21 @@ inline void stable_norm_kernel(const ExpressionType& bl, Scalar& ssq, Scalar& sc
invScale = NumTraits<Scalar>::highest();
scale = Scalar(1)/invScale;
}
else if(maxCoeff>NumTraits<Scalar>::highest()) // we got a INF
{
invScale = Scalar(1);
scale = maxCoeff;
}
else
{
scale = maxCoeff;
invScale = tmp;
}
}
else if(maxCoeff!=maxCoeff) // we got a NaN
{
scale = maxCoeff;
}
// TODO if the maxCoeff is much much smaller than the current scale,
// then we can neglect this sub vector