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bug #701: workaround (min) and (max) blocking ADL by introducing numext::mini and numext::maxi internal functions and a EIGEN_NOT_A_MACRO macro.

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Gael Guennebaud
2014-10-20 15:55:32 +02:00
parent c12b7896d0
commit fe57b2f963
17 changed files with 43 additions and 42 deletions
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Eigen/src/Cholesky/LDLT.h
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@@ -488,11 +488,10 @@ void LDLT<_MatrixType,_UpLo>::_solve_impl(const RhsType &rhs, DstType &dst) cons
// dst = D^-1 (L^-1 P b)
// more precisely, use pseudo-inverse of D (see bug 241)
using std::abs;
EIGEN_USING_STD_MATH(max);
const typename Diagonal<const MatrixType>::RealReturnType vecD(vectorD());
// In some previous versions, tolerance was set to the max of 1/highest and the maximal diagonal entry * epsilon
// as motivated by LAPACK's xGELSS:
// RealScalar tolerance = (max)(vectorD.array().abs().maxCoeff() *NumTraits<RealScalar>::epsilon(),RealScalar(1) / NumTraits<RealScalar>::highest());
// RealScalar tolerance = numext::maxi(vectorD.array().abs().maxCoeff() *NumTraits<RealScalar>::epsilon(),RealScalar(1) / NumTraits<RealScalar>::highest());
// However, LDLT is not rank revealing, and so adjusting the tolerance wrt to the highest
// diagonal element is not well justified and to numerical issues in some cases.
// Moreover, Lapack's xSYTRS routines use 0 for the tolerance.