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D&C SVD: add scaling to avoid overflow, fix handling of fixed size matrices

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This commit is contained in:
Gael Guennebaud
2014-10-06 19:35:57 +02:00
parent d44d432baa
commit dbdd8b0883
3 changed files with 28 additions and 23 deletions
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6
test/svd_common.h
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@@ -301,7 +301,7 @@ void svd_underoverflow()
0, 5.60844e-313;
SVD_DEFAULT(Matrix2d) svd;
svd.compute(M,ComputeFullU|ComputeFullV);
svd_check_full(M,svd);
CALL_SUBTEST( svd_check_full(M,svd) );
// Check all 2x2 matrices made with the following coefficients:
VectorXd value_set(9);
@@ -312,7 +312,7 @@ void svd_underoverflow()
{
M << value_set(id(0)), value_set(id(1)), value_set(id(2)), value_set(id(3));
svd.compute(M,ComputeFullU|ComputeFullV);
svd_check_full(M,svd);
CALL_SUBTEST( svd_check_full(M,svd) );
id(k)++;
if(id(k)>=value_set.size())
@@ -336,7 +336,7 @@ void svd_underoverflow()
SVD_DEFAULT(Matrix3d) svd3;
svd3.compute(M3,ComputeFullU|ComputeFullV); // just check we don't loop indefinitely
svd_check_full(M3,svd3);
CALL_SUBTEST( svd_check_full(M3,svd3) );
}
// void jacobisvd(const MatrixType& a = MatrixType(), bool pickrandom = true)