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Improve ConditionEstimator docs and tighten test bounds

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libeigen/eigen!2226

Co-authored-by: Rasmus Munk Larsen <rmlarsen@gmail.com>
This commit is contained in:
Rasmus Munk Larsen
2026-02-26 22:08:13 -08:00
parent 8525491eb1
commit f64d1e0acc
2 changed files with 34 additions and 43 deletions
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16
test/condition_estimator.cpp
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@@ -29,8 +29,8 @@ void rcond_partial_piv_lu() {
MatrixType m_inverse = lu.inverse();
RealScalar rcond = (RealScalar(1) / matrix_l1_norm(m)) / matrix_l1_norm(m_inverse);
RealScalar rcond_est = lu.rcond();
// Verify the estimate is within a factor of 10 of the truth.
VERIFY(rcond_est > rcond / 10 && rcond_est < rcond * 10);
// Verify the estimate is within a factor of 3 of the truth.
VERIFY(rcond_est > rcond / 3 && rcond_est < rcond * 3);
}
template <typename MatrixType>
@@ -47,7 +47,7 @@ void rcond_full_piv_lu() {
MatrixType m_inverse = lu.inverse();
RealScalar rcond = (RealScalar(1) / matrix_l1_norm(m)) / matrix_l1_norm(m_inverse);
RealScalar rcond_est = lu.rcond();
VERIFY(rcond_est > rcond / 10 && rcond_est < rcond * 10);
VERIFY(rcond_est > rcond / 3 && rcond_est < rcond * 3);
}
template <typename MatrixType>
@@ -65,7 +65,7 @@ void rcond_llt() {
MatrixType m_inverse = llt.solve(MatrixType::Identity(size, size));
RealScalar rcond = (RealScalar(1) / matrix_l1_norm(m)) / matrix_l1_norm(m_inverse);
RealScalar rcond_est = llt.rcond();
VERIFY(rcond_est > rcond / 10 && rcond_est < rcond * 10);
VERIFY(rcond_est > rcond / 3 && rcond_est < rcond * 3);
}
template <typename MatrixType>
@@ -83,7 +83,7 @@ void rcond_ldlt() {
MatrixType m_inverse = ldlt.solve(MatrixType::Identity(size, size));
RealScalar rcond = (RealScalar(1) / matrix_l1_norm(m)) / matrix_l1_norm(m_inverse);
RealScalar rcond_est = ldlt.rcond();
VERIFY(rcond_est > rcond / 10 && rcond_est < rcond * 10);
VERIFY(rcond_est > rcond / 3 && rcond_est < rcond * 3);
}
template <typename MatrixType>
@@ -195,21 +195,21 @@ void rcond_2x2() {
Mat2 m_inverse = lu.inverse();
RealScalar rcond = (RealScalar(1) / matrix_l1_norm(m)) / matrix_l1_norm(m_inverse);
RealScalar rcond_est = lu.rcond();
VERIFY(rcond_est > rcond / 10 && rcond_est < rcond * 10);
VERIFY(rcond_est > rcond / 3 && rcond_est < rcond * 3);
}
{
FullPivLU<Mat2> lu(m);
Mat2 m_inverse = lu.inverse();
RealScalar rcond = (RealScalar(1) / matrix_l1_norm(m)) / matrix_l1_norm(m_inverse);
RealScalar rcond_est = lu.rcond();
VERIFY(rcond_est > rcond / 10 && rcond_est < rcond * 10);
VERIFY(rcond_est > rcond / 3 && rcond_est < rcond * 3);
}
{
LLT<Mat2> llt(m);
Mat2 m_inverse = llt.solve(Mat2::Identity());
RealScalar rcond = (RealScalar(1) / matrix_l1_norm(m)) / matrix_l1_norm(m_inverse);
RealScalar rcond_est = llt.rcond();
VERIFY(rcond_est > rcond / 10 && rcond_est < rcond * 10);
VERIFY(rcond_est > rcond / 3 && rcond_est < rcond * 3);
}
}