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* FullPivLU: replace "remaining==0" termination condition (from Golub) by a fuzzy compare

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(fixes lu test failures when testing solve())
* LU test: set appropriate threshold and limit the number of times that a specially tricky test
  is run. (fixes lu test failures when testing rank()).
* Tests: rename createRandomMatrixOfRank to createRandomProjectionOfRank
This commit is contained in:
Benoit Jacob
2010-02-23 09:04:59 -05:00
parent 4a0d41c5fb
commit 7dc75380c1
6 changed files with 37 additions and 12 deletions
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6
Eigen/src/LU/FullPivLU.h
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@@ -404,6 +404,7 @@ FullPivLU<MatrixType>& FullPivLU<MatrixType>::compute(const MatrixType& matrix)
m_nonzero_pivots = size; // the generic case is that in which all pivots are nonzero (invertible case)
m_maxpivot = RealScalar(0);
RealScalar cutoff(0);
for(int k = 0; k < size; ++k)
{
@@ -418,8 +419,11 @@ FullPivLU<MatrixType>& FullPivLU<MatrixType>::compute(const MatrixType& matrix)
row_of_biggest_in_corner += k; // correct the values! since they were computed in the corner,
col_of_biggest_in_corner += k; // need to add k to them.
// when k==0, biggest_in_corner is the biggest coeff absolute value in the original matrix
if(k == 0) cutoff = biggest_in_corner * NumTraits<Scalar>::epsilon();
// if the pivot (hence the corner) is exactly zero, terminate to avoid generating nan/inf values
if(biggest_in_corner == RealScalar(0))
if(ei_abs(biggest_in_corner) < cutoff)
{
// before exiting, make sure to initialize the still uninitialized transpositions
// in a sane state without destroying what we already have.