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Fix flaky matrix_power test

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libeigen/eigen!2325

Co-authored-by: Rasmus Munk Larsen <rmlarsen@gmail.com>
This commit is contained in:
Rasmus Munk Larsen
2026-03-22 09:54:32 -07:00
parent 6490b17e6f
commit ac6aedc60a
3 changed files with 69 additions and 24 deletions
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32
unsupported/test/matrix_functions.h
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@@ -16,17 +16,41 @@ struct processTriangularMatrix {
static void run(MatrixType&, MatrixType&, const MatrixType&) {}
};
// For real matrices, make sure none of the eigenvalues are negative.
// For real matrices, ensure all eigenvalues have positive real parts
// (needed for matrix log) and cap the condition number.
template <typename MatrixType>
struct processTriangularMatrix<MatrixType, 0> {
typedef typename MatrixType::Scalar Scalar;
static void run(MatrixType& m, MatrixType& T, const MatrixType& U) {
using std::abs;
const Index size = m.cols();
Scalar maxDiag(0);
for (Index i = 0; i < size; ++i) {
if (i == size - 1 || T.coeff(i + 1, i) == 0)
T.coeffRef(i, i) = std::abs(T.coeff(i, i));
else
if (i == size - 1 || numext::is_exactly_zero(T.coeff(i + 1, i))) {
// 1x1 block (real eigenvalue): make positive.
T.coeffRef(i, i) = abs(T.coeff(i, i));
} else {
// 2x2 block (complex conjugate pair): eigenvalues are T(i,i) ± bi.
// Negate the block if the real part is negative so that the matrix
// log is well-defined (avoids the branch cut on the negative real axis).
if (T.coeff(i, i) < Scalar(0)) {
T.coeffRef(i, i) = -T.coeff(i, i);
T.coeffRef(i + 1, i + 1) = -T.coeff(i + 1, i + 1);
T.coeffRef(i, i + 1) = -T.coeff(i, i + 1);
T.coeffRef(i + 1, i) = -T.coeff(i + 1, i);
}
++i;
}
maxDiag = (std::max)(maxDiag, abs(T.coeff(i, i)));
}
// Clamp small eigenvalues to limit condition number. Matrix power and
// matrix function tests lose too many digits on ill-conditioned matrices.
if (maxDiag > Scalar(0)) {
Scalar minAllowed = maxDiag / Scalar(100);
for (Index i = 0; i < size; ++i) {
if (abs(T.coeff(i, i)) < minAllowed) T.coeffRef(i, i) = minAllowed;
}
}
m = U * T * U.transpose();
}