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Various numerical fixes in D&C SVD: I cannot make it fail with double, but still need to tune for single precision, and carefully test with duplicated singular values

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This commit is contained in:
Gael Guennebaud
2014-10-09 23:29:01 +02:00
parent 4b886e6b39
commit ccd70ba123
5 changed files with 58 additions and 73 deletions
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6
test/svd_common.h
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@@ -146,6 +146,7 @@ void svd_min_norm(const MatrixType& m, unsigned int computationOptions)
m2.setRandom();
} while(SVD_FOR_MIN_NORM(MatrixType2)(m2).setThreshold(test_precision<Scalar>()).rank()!=rank && (++guard)<10);
VERIFY(guard<10);
RhsType2 rhs2 = RhsType2::Random(rank);
// use QR to find a reference minimal norm solution
HouseholderQR<MatrixType2T> qr(m2.adjoint());
@@ -159,7 +160,7 @@ void svd_min_norm(const MatrixType& m, unsigned int computationOptions)
VERIFY_IS_APPROX(m2*x21, rhs2);
VERIFY_IS_APPROX(m2*x22, rhs2);
VERIFY_IS_APPROX(x21, x22);
// Now check with a rank deficient matrix
typedef Matrix<Scalar, RowsAtCompileTime3, ColsAtCompileTime> MatrixType3;
typedef Matrix<Scalar, RowsAtCompileTime3, 1> RhsType3;
@@ -172,7 +173,6 @@ void svd_min_norm(const MatrixType& m, unsigned int computationOptions)
VERIFY_IS_APPROX(m3*x3, rhs3);
VERIFY_IS_APPROX(m3*x21, rhs3);
VERIFY_IS_APPROX(m2*x3, rhs2);
VERIFY_IS_APPROX(x21, x3);
}
@@ -209,7 +209,7 @@ void svd_test_all_computation_options(const MatrixType& m, bool full_only)
CALL_SUBTEST(( svd_least_square<SvdType>(m, ComputeFullU | ComputeThinV) ));
CALL_SUBTEST(( svd_least_square<SvdType>(m, ComputeThinU | ComputeFullV) ));
CALL_SUBTEST(( svd_least_square<SvdType>(m, ComputeThinU | ComputeThinV) ));
CALL_SUBTEST(( svd_min_norm(m, ComputeFullU | ComputeThinV) ));
CALL_SUBTEST(( svd_min_norm(m, ComputeThinU | ComputeFullV) ));
CALL_SUBTEST(( svd_min_norm(m, ComputeThinU | ComputeThinV) ));