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Improve numerical accuracy in LLT and triangular solve by using true scalar divisions (instead of x * (1/y))

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This commit is contained in:
Gael Guennebaud
2015-10-18 22:15:01 +02:00
parent e99279f444
commit fe630c9873
2 changed files with 7 additions and 4 deletions
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9
Eigen/src/Core/products/TriangularSolverMatrix.h
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@@ -304,9 +304,12 @@ EIGEN_DONT_INLINE void triangular_solve_matrix<Scalar,Index,OnTheRight,Mode,Conj
for (Index i=0; i<actual_mc; ++i)
r[i] -= a[i] * b;
}
Scalar b = (Mode & UnitDiag) ? Scalar(1) : Scalar(1)/conj(rhs(j,j));
for (Index i=0; i<actual_mc; ++i)
r[i] *= b;
if((Mode & UnitDiag)==0)
{
Scalar b = conj(rhs(j,j));
for (Index i=0; i<actual_mc; ++i)
r[i] /= b;
}
}
// pack the just computed part of lhs to A