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Further LU test improvements. I'm not aware of any test failures anymore, not even with huge numbers of repetitions.

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Finally the createRandomMatrixOfRank() function is renamed to createRandomPIMatrixOfRank, where PI stands for 'partial isometry', that is, a matrix whose singular values are 0 or 1.
This commit is contained in:
Benoit Jacob
2010-02-23 15:40:24 -05:00
parent 7dc75380c1
commit d92df336ad
6 changed files with 42 additions and 50 deletions
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7
Eigen/src/LU/FullPivLU.h
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@@ -422,8 +422,11 @@ FullPivLU<MatrixType>& FullPivLU<MatrixType>::compute(const MatrixType& matrix)
// 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(ei_abs(biggest_in_corner) < cutoff)
// if the pivot (hence the corner) is "zero", terminate to avoid generating nan/inf values.
// Notice that using an exact comparison (biggest_in_corner==0) here, as Golub-van Loan do in
// their pseudo-code, results in numerical instability! The cutoff here has been validated
// by running the unit test 'lu' with many repetitions.
if(biggest_in_corner < cutoff)
{
// before exiting, make sure to initialize the still uninitialized transpositions
// in a sane state without destroying what we already have.