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really fix the LDLt, at the expense of letting isPositiveDefinite() always return true (it was fundamentally broken anyway, especially as in 2.0 we don't even pivot at all).

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also, fix compilation
This commit is contained in:
Benoit Jacob
2010-02-23 18:10:31 -05:00
parent 6b3f81b414
commit 5f42104e0a
2 changed files with 6 additions and 10 deletions
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14
Eigen/src/Cholesky/LDLT.h
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@@ -96,8 +96,7 @@ void LDLT<MatrixType>::compute(const MatrixType& a)
assert(a.rows()==a.cols());
const int size = a.rows();
m_matrix.resize(size, size);
m_isPositiveDefinite = true;
const RealScalar eps = precision<Scalar>() * a.cwise().abs().maxCoeff();
m_isPositiveDefinite = true; // always true. This decomposition is not rank-revealing anyway.
if (size<=1)
{
@@ -121,12 +120,6 @@ void LDLT<MatrixType>::compute(const MatrixType& a)
RealScalar tmp = ei_real(a.coeff(j,j) - (m_matrix.row(j).start(j) * m_matrix.col(j).start(j).conjugate()).coeff(0,0));
m_matrix.coeffRef(j,j) = tmp;
if (tmp < eps)
{
m_isPositiveDefinite = false;
return;
}
int endSize = size-j-1;
if (endSize>0)
{
@@ -136,7 +129,8 @@ void LDLT<MatrixType>::compute(const MatrixType& a)
m_matrix.row(j).end(endSize) = a.row(j).end(endSize).conjugate()
- _temporary.end(endSize).transpose();
m_matrix.col(j).end(endSize) = m_matrix.row(j).end(endSize) / tmp;
if(tmp != RealScalar(0))
m_matrix.col(j).end(endSize) = m_matrix.row(j).end(endSize) / tmp;
}
}
}
@@ -192,7 +186,7 @@ template<typename Derived>
inline const LDLT<typename MatrixBase<Derived>::PlainMatrixType>
MatrixBase<Derived>::ldlt() const
{
return LDLT<PlainObject>(derived());
return LDLT<PlainMatrixType>(derived());
}
#endif // EIGEN_LDLT_H