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selfadjoint-eigensolver-audit
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2955 Commits

Author SHA1 Message Date
Rasmus Munk Larsen
8346cc3410 Fix three bugs in SelfAdjointEigenSolver and improve test coverage 
Bug fixes:

1. computeDirect 3x3: eigenvalues from computeRoots() are theoretically
   sorted via the trigonometric formula, but floating-point rounding
   (especially in float) can break the ordering. Add a 3-element sorting
   network after computeRoots() to guarantee sorted output.

2. compute(): Inf input silently returns Success with garbage results,
   unlike NaN which correctly returns NoConvergence. Add an isfinite()
   check on the scaling factor (which is maxCoeff of the matrix) to
   detect Inf/NaN early and return NoConvergence.

3. computeFromTridiagonal(): lacks the equilibration scaling that
   compute() applies, causing overflow and NoConvergence for tridiagonal
   matrices with large entries. Add the same scale-to-[-1,1] pattern.

New tests:

- Eigenvalue sorting verification (both iterative and direct solvers)
- Repeated/degenerate eigenvalues (all equal, multiplicity n-1, two
  clusters, nearly repeated separated by O(epsilon))
- Extreme eigenvalue ranges (high condition number spanning many orders
  of magnitude, near-underflow, near-overflow, mixed positive/negative,
  rank-deficient with zero eigenvalue)
- computeFromTridiagonal with large and tiny values
- Diagonal matrices (eigenvalues must match sorted diagonal)
- operatorInverseSqrt accuracy (sqrtA*invSqrtA=I, invSqrtA*A*invSqrtA=I,
  symmetry)
- RowMajor storage for computeDirect (2x2, 3x3, float, double) and
  iterative solver (dynamic RowMajor)
- Inf input detection
- Tridiagonal structure verification (off-tridiagonal entries are zero)
- Direct solver stress tests: 3x3 (near-planar covariance, triple
  eigenvalue, double eigenvalue, large off-diagonal, nearly singular)
  and 2x2 (equal eigenvalues, tiny off-diagonal, huge diagonal ratio,
  anti-diagonal dominant, negative entries)
- Tightened unitary tolerance from fixed 32*test_precision to
  4*n*epsilon (scales with matrix size)
- Fixed typo: "expponential" -> "exponential"

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
 2026-04-04 18:07:55 -07:00
Rasmus Munk Larsen
ebae0c7c10 ulp_accuracy: use dynamic work queue for thread load balancing 
libeigen/eigen!2383

Co-authored-by: Rasmus Munk Larsen <rmlarsen@gmail.com>
 2026-04-02 22:40:03 -07:00
Charles Schlosser
5977635d64 fix singed integer overflow UB in integer_types and other trivial compiler warnings 
libeigen/eigen!2380
 2026-04-03 03:36:28 +00:00
Rasmus Munk Larsen
60df12437e Fix ulp_accuracy crashes in Release builds 
libeigen/eigen!2381

Co-authored-by: Rasmus Munk Larsen <rmlarsen@gmail.com>
 2026-04-02 20:12:13 -07:00
Rasmus Munk Larsen
8ec68856a6 Fix basicstuff_8 casting test failure on loongarch64 
libeigen/eigen!2379

Co-authored-by: Rasmus Munk Larsen <rmlarsen@gmail.com>
 2026-04-02 14:14:54 -07:00
Rasmus Munk Larsen
64885cc6a3 Fix remaining MSVC warnings in Windows CI (C4804, C4244, C4146, C4305) 
libeigen/eigen!2374

Co-authored-by: Rasmus Munk Larsen <rmlarsen@gmail.com>
 2026-04-01 17:20:31 -07:00
Pavel Guzenfeld
b7f6aed1b9 Fix dangling reference in IndexedView with expression indices 
libeigen/eigen!2335

Closes #1943
 2026-03-29 09:39:13 -07:00
Rasmus Munk Larsen
624ab58e8d Add bidiagonal SVD API to BDCSVD and remove dead debug code 
libeigen/eigen!2238

Co-authored-by: Rasmus Munk Larsen <rmlarsen@gmail.com>
 2026-03-28 20:38:31 -07:00
Charles Schlosser
ba9871e46b fix and enable realview unit tests 
libeigen/eigen!2356
 2026-03-28 20:13:54 -07:00
Rasmus Munk Larsen
5e521f3e45 Revert "add realview test" 
This reverts merge request !2352
 2026-03-28 17:27:01 -07:00
Charles Schlosser
87ae1dbe7f add realview test 
libeigen/eigen!2352
 2026-03-28 16:26:51 -07:00
Rasmus Munk Larsen
9706546a14 Add Householder blocked-right regression test 
libeigen/eigen!2348

Co-authored-by: Rasmus Munk Larsen <rmlarsen@gmail.com>
 2026-03-27 20:49:43 -07:00
Rasmus Munk Larsen
b8baa2c49c Split eigensolver_selfadjoint test to fix NVHPC OOM 
libeigen/eigen!2347

Co-authored-by: Rasmus Munk Larsen <rmlarsen@gmail.com>
 2026-03-27 18:09:26 -07:00
Rasmus Munk Larsen
f574cb9b18 Fix vectorization_logic test for generic clang backend 
libeigen/eigen!2333

Co-authored-by: Rasmus Munk Larsen <rmlarsen@gmail.com>
 2026-03-22 22:12:57 -07:00
Rasmus Munk Larsen
843ffcec8b Fix warnings reported by NVHPC 26.1 
libeigen/eigen!2324

Co-authored-by: Rasmus Munk Larsen <rmlarsen@gmail.com>
 2026-03-22 11:43:40 -07:00
Florian Maurin
71ef987edb Fixes triangular solves on indexed/sliced dense expressions 
libeigen/eigen!2340

Closes #2814
 2026-03-22 11:12:21 -07:00
Rasmus Munk Larsen
6490b17e6f Fix sanitizer regressions in sparse serializer and packet tests 
libeigen/eigen!2319

Co-authored-by: Rasmus Munk Larsen <rmlarsen@gmail.com>
 2026-03-22 09:10:16 -07:00
Pavel Guzenfeld
a0e30732a7 Remove trailing semicolon from EIGEN_UNUSED_VARIABLE macro 
libeigen/eigen!2301

Closes #3007

Co-authored-by: Pavel Guzenfeld <67074795+PavelGuzenfeld@users.noreply.github.com>
 2026-03-21 16:54:13 -07:00
Rasmus Munk Larsen
54b04fc6b1 Fix mixed-type GEMM packing for backends without half/quarter packets 
libeigen/eigen!2297

Co-authored-by: Rasmus Munk Larsen <rmlarsen@gmail.com>
 2026-03-21 09:46:54 -07:00
Pavel Guzenfeld
1d21d62fbc Fix computeInverseAndDetWithCheck for dynamic result matrices 
libeigen/eigen!2312

Closes #2917
 2026-03-21 08:38:27 -07:00
Rasmus Munk Larsen
cc8c7cf0e6 Fix bugs and clean up SparseCore module 
libeigen/eigen!2250

Co-authored-by: Rasmus Munk Larsen <rmlarsen@gmail.com>
 2026-03-21 13:31:12 +00:00
Rasmus Munk Larsen
8115b45e50 Fix integer sanitizer issues in shifts and test ranges 
libeigen/eigen!2320

Co-authored-by: Rasmus Munk Larsen <rmlarsen@gmail.com>
 2026-03-20 17:27:02 -07:00
Rasmus Munk Larsen
6540bf4787 Harden unsupported tensor tests for sanitizers 
libeigen/eigen!2321

Co-authored-by: Rasmus Munk Larsen <rlarsen@nvidia.com>
Co-authored-by: Rasmus Munk Larsen <rmlarsen@gmail.com>
 2026-03-20 15:12:41 -07:00
Rasmus Munk Larsen
a0b16a7e1b Fix flaky product and eigensolver_selfadjoint tests 
libeigen/eigen!2326

Co-authored-by: Rasmus Munk Larsen <rmlarsen@gmail.com>
 2026-03-20 13:44:03 -07:00
Pavel Guzenfeld
a72172e563 Add blocking and vectorization boundary tests for LU and Cholesky 
libeigen/eigen!2317
 2026-03-20 13:27:49 -07:00
Rasmus Munk Larsen
8a47aa334b Replace empirical product test tolerances with principled Higham-Mary bounds 
libeigen/eigen!2292

Co-authored-by: Rasmus Munk Larsen <rmlarsen@gmail.com>
 2026-03-20 11:03:58 -07:00
Pavel Guzenfeld
05295a818b Fix undefined behavior in matrix_cwise test for signed integers 
libeigen/eigen!2310

Closes #2933
 2026-03-18 11:51:01 -07:00
Rasmus Munk Larsen
ea13a98dec Fix imag_ref for real scalar types and clean up svd_fill.h 
libeigen/eigen!2303

Co-authored-by: Rasmus Munk Larsen <rmlarsen@gmail.com>
 2026-03-15 19:56:01 -07:00
Antonio Sánchez
929785924c Fix more cache size queries. 
libeigen/eigen!2296
 2026-03-14 16:07:44 +00:00
Antonio Sánchez
b2f95d3733 Fix more cache size queries. 
libeigen/eigen!2295
 2026-03-14 15:43:24 +00:00
Rasmus Munk Larsen
c1faa74738 Add boundary test coverage: stableNorm, LinSpaced, complex GEMV, triangular solve 
libeigen/eigen!2291

Co-authored-by: Rasmus Munk Larsen <rmlarsen@gmail.com>
 2026-03-12 18:15:30 -07:00
Rasmus Munk Larsen
6b9275d1a8 Add test coverage for transpose, reverse, bool redux, select, diagonal-of-product at boundaries 
libeigen/eigen!2290

Co-authored-by: Rasmus Munk Larsen <rmlarsen@gmail.com>
 2026-03-12 17:02:58 -07:00
Rasmus Munk Larsen
356a9ba1da Add test coverage for matrix lpNorm, RowMajor partial reductions, selfadjoint boundaries 
libeigen/eigen!2289

Co-authored-by: Rasmus Munk Larsen <rmlarsen@gmail.com>
 2026-03-12 14:45:51 -07:00
Rasmus Munk Larsen
15cae83485 Add test coverage for strided maps, triangular blocking, and mixed storage orders 
libeigen/eigen!2288

Co-authored-by: Rasmus Munk Larsen <rmlarsen@gmail.com>
 2026-03-12 14:07:21 -07:00
Rasmus Munk Larsen
93aa959b8a Add vectorization boundary tests for redux and visitor 
libeigen/eigen!2287

Co-authored-by: Rasmus Munk Larsen <rmlarsen@gmail.com>
 2026-03-12 13:47:15 -07:00
Rasmus Munk Larsen
c93116b43d Improve test coverage for inner product, fill, reductions, and IO 
libeigen/eigen!2286

Co-authored-by: Rasmus Munk Larsen <rmlarsen@gmail.com>
 2026-03-12 12:48:45 -07:00
Rasmus Munk Larsen
5e478d3285 Improve product test coverage at critical code-path boundaries 
libeigen/eigen!2285

Co-authored-by: Rasmus Munk Larsen <rmlarsen@gmail.com>
 2026-03-12 12:32:06 -07:00
Charles Schlosser
875fb48f0a fix various irksome compiler warnings 
libeigen/eigen!2280
 2026-03-11 21:01:20 -07:00
Charles Schlosser
c4eb3c4f4c fix custom visitors 
libeigen/eigen!2275

Closes #2920
 2026-03-11 10:52:49 +00:00
Antonio Sánchez
4387e32481 Fix row-skipping bug in general_matrix_vector_product::run_small_cols 
libeigen/eigen!2276
 2026-03-10 15:16:00 -07:00
Rasmus Munk Larsen
42b6c43cfe Revert "Remove random retry loops in tests (batch 2: indices and integer types)" 
This reverts merge request !2261
 2026-03-09 20:01:53 -07:00
Rasmus Munk Larsen
54458cb39d Remove random retry loops in tests (batch 3: geometry, sparse, umeyama) 
libeigen/eigen!2262

Co-authored-by: Rasmus Munk Larsen <rmlarsen@gmail.com>
 2026-03-09 00:35:26 -07:00
Rasmus Munk Larsen
8eaa7552fe Fix three flaky tests: packetmath, array_cwise, polynomialsolver 
libeigen/eigen!2267

Co-authored-by: Rasmus Munk Larsen <rmlarsen@gmail.com>
 2026-03-08 14:59:23 -07:00
Rasmus Munk Larsen
dd81698aed Fix vectorization_logic test for wide SIMD widths 
libeigen/eigen!2266

Co-authored-by: Rasmus Munk Larsen <rmlarsen@gmail.com>
 2026-03-08 12:11:33 -07:00
Rasmus Munk Larsen
ab58784268 Remove random retry loops in tests (batch 5: geometry, mixing types, triangular) 
libeigen/eigen!2264

Co-authored-by: Rasmus Munk Larsen <rmlarsen@gmail.com>
 2026-03-08 11:51:35 -07:00
Rasmus Munk Larsen
411422f2dc Remove random retry loop in SVD min-norm test 
libeigen/eigen!2263

Co-authored-by: Rasmus Munk Larsen <rmlarsen@gmail.com>
 2026-03-08 11:20:27 -07:00
Rasmus Munk Larsen
7c3a344763 Remove random retry loops in tests (batch 2: indices and integer types) 
libeigen/eigen!2261

Co-authored-by: Rasmus Munk Larsen <rmlarsen@gmail.com>
 2026-03-08 11:02:45 -07:00
Rasmus Munk Larsen
be7538ed65 Remove random retry loops in tests (batch 1: simple scalar cases) 
libeigen/eigen!2260

Co-authored-by: Rasmus Munk Larsen <rmlarsen@gmail.com>
 2026-03-08 10:44:57 -07:00
Rasmus Munk Larsen
3041ab44af Fix GEBP asm register constraints for custom scalar types 
libeigen/eigen!2258

Closes #3059

Co-authored-by: Rasmus Munk Larsen <rmlarsen@gmail.com>
 2026-03-07 07:49:27 -08:00
Antonio Sánchez
20fce70e5a Fix another complex div edge case. 
libeigen/eigen!2257
 2026-03-06 13:37:26 -08:00