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Fix BDCSVD's total deflation in branch 3.4, similar to that of master in MR 707.

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(cherry picked from commit 4d045eba53f9a32d052eb942448ba62def066529)
This commit is contained in:
Xinle Liu
2021-11-03 10:56:14 -07:00
parent 6b6ba41269
commit 9c193db5c7
2 changed files with 47 additions and 9 deletions
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14
Eigen/src/SVD/BDCSVD.h
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@@ -27,6 +27,10 @@
#define eigen_internal_assert(X) assert(X);
#endif
#ifdef EIGEN_BDCSVD_DEBUG_VERBOSE
#include <iostream>
#endif
namespace Eigen {
#ifdef EIGEN_BDCSVD_DEBUG_VERBOSE
@@ -172,7 +176,7 @@ public:
void setSwitchSize(int s)
{
eigen_assert(s>3 && "BDCSVD the size of the algo switch has to be greater than 3");
eigen_assert(s>=3 && "BDCSVD the size of the algo switch has to be at least 3.");
m_algoswap = s;
}
@@ -404,7 +408,7 @@ void BDCSVD<MatrixType>::structured_update(Block<MatrixXr,Dynamic,Dynamic> A, co
//@param lastCol : The Index of the last column of the submatrix of m_computed and for m_naiveU;
// lastCol + 1 - firstCol is the size of the submatrix.
//@param firstRowW : The Index of the first row of the matrix W that we are to change. (see the reference paper section 1 for more information on W)
//@param firstRowW : Same as firstRowW with the column.
//@param firstColW : Same as firstRowW with the column.
//@param shift : Each time one takes the left submatrix, one must add 1 to the shift. Why? Because! We actually want the last column of the U submatrix
// to become the first column (*coeff) and to shift all the other columns to the right. There are more details on the reference paper.
template<typename MatrixType>
@@ -899,7 +903,7 @@ void BDCSVD<MatrixType>::computeSingVals(const ArrayRef& col0, const ArrayRef& d
RealScalar fLeft = secularEq(leftShifted, col0, diag, perm, diagShifted, shift);
eigen_internal_assert(fLeft<Literal(0));
#if defined EIGEN_INTERNAL_DEBUGGING || defined EIGEN_BDCSVD_SANITY_CHECKS
#if defined EIGEN_BDCSVD_DEBUG_VERBOSE || defined EIGEN_BDCSVD_SANITY_CHECKS || defined EIGEN_INTERNAL_DEBUGGING
RealScalar fRight = secularEq(rightShifted, col0, diag, perm, diagShifted, shift);
#endif
@@ -1242,8 +1246,8 @@ void BDCSVD<MatrixType>::deflation(Eigen::Index firstCol, Eigen::Index lastCol,
#endif
{
// Check for total deflation
// If we have a total deflation, then we have to consider col0(0)==diag(0) as a singular value during sorting
bool total_deflation = (col0.tail(length-1).array()<considerZero).all();
// If we have a total deflation, then we have to consider col0(0)==diag(0) as a singular value during sorting.
const bool total_deflation = (col0.tail(length-1).array().abs()<considerZero).all();
// Sort the diagonal entries, since diag(1:k-1) and diag(k:length) are already sorted, let's do a sorted merge.
// First, compute the respective permutation.