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add MatrixBase::stableNorm() avoiding over/under-flow

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using it in QR reduced the error of Keir test from 1e-12 to 1e-24 but
that's much more expensive !
This commit is contained in:
Gael Guennebaud
2009-01-28 22:11:56 +00:00
parent 42b237b83a
commit 36c8a64923
6 changed files with 46 additions and 6 deletions
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9
test/adjoint.cpp
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@@ -65,15 +65,18 @@ template<typename MatrixType> void adjoint(const MatrixType& m)
// check basic properties of dot, norm, norm2
typedef typename NumTraits<Scalar>::Real RealScalar;
VERIFY(ei_isApprox((s1 * v1 + s2 * v2).dot(v3), s1 * v1.dot(v3) + s2 * v2.dot(v3), largerEps));
VERIFY(ei_isApprox(v3.dot(s1 * v1 + s2 * v2), ei_conj(s1)*v3.dot(v1)+ei_conj(s2)*v3.dot(v2), largerEps));
VERIFY(ei_isApprox((s1 * v1 + s2 * v2).dot(v3), s1 * v1.dot(v3) + s2 * v2.dot(v3), largerEps));
VERIFY(ei_isApprox(v3.dot(s1 * v1 + s2 * v2), ei_conj(s1)*v3.dot(v1)+ei_conj(s2)*v3.dot(v2), largerEps));
VERIFY_IS_APPROX(ei_conj(v1.dot(v2)), v2.dot(v1));
VERIFY_IS_APPROX(ei_abs(v1.dot(v1)), v1.squaredNorm());
if(NumTraits<Scalar>::HasFloatingPoint)
VERIFY_IS_APPROX(v1.squaredNorm(), v1.norm() * v1.norm());
VERIFY_IS_APPROX(v1.squaredNorm(), v1.norm() * v1.norm());
VERIFY_IS_MUCH_SMALLER_THAN(ei_abs(vzero.dot(v1)), static_cast<RealScalar>(1));
if(NumTraits<Scalar>::HasFloatingPoint)
{
VERIFY_IS_MUCH_SMALLER_THAN(vzero.norm(), static_cast<RealScalar>(1));
VERIFY_IS_APPROX(v1.norm(), v1.stableNorm());
}
// check compatibility of dot and adjoint
VERIFY(ei_isApprox(v1.dot(square * v2), (square.adjoint() * v1).dot(v2), largerEps));