diff options
| author |  Jitse Niesen <jitse@maths.leeds.ac.uk> | 2012-07-22 21:39:38 +0100 |
|---|---|---|
| committer | Jitse Niesen <jitse@maths.leeds.ac.uk> | 2012-07-22 21:39:38 +0100 |
| commit | fd5749f51c899941323a2c3a2b1e152102bacebe (patch) | |
| tree | 3e8507d11e15c2a307ac16ca1c40879d54c94e89 /Eigen/src/Cholesky | |
| parent | 907f4562acf9de792290e459758f430e79476e7a (diff) | |
LDLT: Report sign consistent with D for indefinite matrices.
Diffstat (limited to 'Eigen/src/Cholesky')
| -rw-r--r-- | Eigen/src/Cholesky/LDLT.h | 7 |
1 files changed, 7 insertions, 0 deletions
diff --git a/Eigen/src/Cholesky/LDLT.h b/Eigen/src/Cholesky/LDLT.h index 68e54b1d4..a73a9c19f 100644 --- a/Eigen/src/Cholesky/LDLT.h +++ b/Eigen/src/Cholesky/LDLT.h @@ -281,6 +281,13 @@ template<> struct ldlt_inplace<Lower> if(sign) *sign = real(mat.diagonal().coeff(index_of_biggest_in_corner)) > 0 ? 1 : -1; } + else if(sign) + { + // LDLT is not guaranteed to work for indefinite matrices, but let's try to get the sign right + int newSign = real(mat.diagonal().coeff(index_of_biggest_in_corner)) > 0; + if(newSign != *sign) + *sign = 0; + } // Finish early if the matrix is not full rank. if(biggest_in_corner < cutoff) |