devtools/eigen
1
0
Fork 0
mirror of https://gitlab.com/libeigen/eigen.git synced 2026-04-10 11:34:33 +08:00
Code Issues Packages Projects Releases Wiki Activity

Improve numerical robustness of RealSchur: add scaling and compare sub-diag entries to largest diagonal entry instead of the 2 neighbors.

Browse Source
This commit is contained in:
Gael Guennebaud
2016-07-06 13:45:30 +02:00
parent d2b5a19e0f
commit 5b3a6f51d3
2 changed files with 42 additions and 16 deletions
Download Patch File Download Diff File Expand all files Collapse all files

29
test/eigensolver_generic.cpp
View File

@@ -127,16 +127,29 @@ void test_eigensolver_generic()
}
);
// regression test for bug 793
#ifdef EIGEN_TEST_PART_2
{
MatrixXd a(3,3);
a << 0, 0, 1,
1, 1, 1,
1, 1e+200, 1;
Eigen::EigenSolver<MatrixXd> eig(a);
VERIFY_IS_APPROX(a * eig.pseudoEigenvectors(), eig.pseudoEigenvectors() * eig.pseudoEigenvalueMatrix());
VERIFY_IS_APPROX(a * eig.eigenvectors(), eig.eigenvectors() * eig.eigenvalues().asDiagonal());
// regression test for bug 793
MatrixXd a(3,3);
a << 0, 0, 1,
1, 1, 1,
1, 1e+200, 1;
Eigen::EigenSolver<MatrixXd> eig(a);
double scale = 1e-200; // scale to avoid overflow during the comparisons
VERIFY_IS_APPROX(a * eig.pseudoEigenvectors()*scale, eig.pseudoEigenvectors() * eig.pseudoEigenvalueMatrix()*scale);
VERIFY_IS_APPROX(a * eig.eigenvectors()*scale, eig.eigenvectors() * eig.eigenvalues().asDiagonal()*scale);
}
{
// check a case where all eigenvalues are null.
MatrixXd a(2,2);
a << 1, 1,
-1, -1;
Eigen::EigenSolver<MatrixXd> eig(a);
VERIFY_IS_APPROX(eig.pseudoEigenvectors().squaredNorm(), 2.);
VERIFY_IS_APPROX((a * eig.pseudoEigenvectors()).norm()+1., 1.);
VERIFY_IS_APPROX((eig.pseudoEigenvectors() * eig.pseudoEigenvalueMatrix()).norm()+1., 1.);
VERIFY_IS_APPROX((a * eig.eigenvectors()).norm()+1., 1.);
VERIFY_IS_APPROX((eig.eigenvectors() * eig.eigenvalues().asDiagonal()).norm()+1., 1.);
}
#endif