add MatrixBase::stableNorm() avoiding over/under-flow

using it in QR reduced the error of Keir test from 1e-12 to 1e-24 but
that's much more expensive !

1 files changed, 22 insertions, 0 deletions

diff --git a/Eigen/src/Core/Functors.h b/Eigen/src/Core/Functors.h
index c8ca3dac1..8b9516ae6 100644
--- a/Eigen/src/Core/Functors.h
+++ b/Eigen/src/Core/Functors.h
@@ -103,6 +103,28 @@ struct ei_functor_traits<ei_scalar_max_op<Scalar> > {
   };
 };
 
+/** \internal
+  * \brief Template functor to compute the hypot of two scalars
+  *
+  * \sa MatrixBase::stableNorm(), class Redux
+  */
+template<typename Scalar> struct ei_scalar_hypot_op EIGEN_EMPTY_STRUCT {
+//   typedef typename NumTraits<Scalar>::Real result_type;
+  EIGEN_STRONG_INLINE const Scalar operator() (const Scalar& _x, const Scalar& _y) const
+  {
+//     typedef typename NumTraits<T>::Real RealScalar;
+//     RealScalar _x = ei_abs(x);
+//     RealScalar _y = ei_abs(y);
+    Scalar p = std::max(_x, _y);
+    Scalar q = std::min(_x, _y);
+    Scalar qp = q/p;
+    return p * ei_sqrt(Scalar(1) + qp*qp);
+  }
+};
+template<typename Scalar>
+struct ei_functor_traits<ei_scalar_hypot_op<Scalar> > {
+  enum { Cost = 5 * NumTraits<Scalar>::MulCost };
+};
 
 // other binary functors: