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bug #792: SparseLU::factorize failed for structurally rank deficient matrices

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This commit is contained in:
Christoph Hertzberg
2015-07-26 20:30:30 +02:00
parent 4b3052c54d
commit a44d022caf
3 changed files with 27 additions and 8 deletions
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11
Eigen/src/SparseLU/SparseLU_pivotL.h
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@@ -71,7 +71,7 @@ Index SparseLUImpl<Scalar,StorageIndex>::pivotL(const Index jcol, const RealScal
// Determine the largest abs numerical value for partial pivoting
Index diagind = iperm_c(jcol); // diagonal index
RealScalar pivmax = 0.0;
RealScalar pivmax(-1.0);
Index pivptr = nsupc;
Index diag = emptyIdxLU;
RealScalar rtemp;
@@ -87,8 +87,9 @@ Index SparseLUImpl<Scalar,StorageIndex>::pivotL(const Index jcol, const RealScal
}
// Test for singularity
if ( pivmax == 0.0 ) {
pivrow = lsub_ptr[pivptr];
if ( pivmax <= RealScalar(0.0) ) {
// if pivmax == -1, the column is structurally empty, otherwise it is only numerically zero
pivrow = pivmax < RealScalar(0.0) ? diagind : lsub_ptr[pivptr];
perm_r(pivrow) = StorageIndex(jcol);
return (jcol+1);
}
@@ -104,13 +105,13 @@ Index SparseLUImpl<Scalar,StorageIndex>::pivotL(const Index jcol, const RealScal
// Diagonal element exists
using std::abs;
rtemp = abs(lu_col_ptr[diag]);
if (rtemp != 0.0 && rtemp >= thresh) pivptr = diag;
if (rtemp != RealScalar(0.0) && rtemp >= thresh) pivptr = diag;
}
pivrow = lsub_ptr[pivptr];
}
// Record pivot row
perm_r(pivrow) = StorageIndex(jcol);
perm_r(pivrow) = StorageIndex(jcol);
// Interchange row subscripts
if (pivptr != nsupc )
{