diff options
author | Gael Guennebaud <g.gael@free.fr> | 2012-08-05 09:57:31 +0200 |
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committer | Gael Guennebaud <g.gael@free.fr> | 2012-08-05 09:57:31 +0200 |
commit | af824091be78c82212cef4b2fb085a083fbebc5e (patch) | |
tree | ad7524bf83ec1493dc9cb63560a8e0008edf6c76 /Eigen/src/Eigenvalues/SelfAdjointEigenSolver.h | |
parent | c73c3ec2f89b1660ccdb8e1eadfc709b1e3b4532 (diff) |
Fix precision regression when attempting to fix underflow issues.
Diffstat (limited to 'Eigen/src/Eigenvalues/SelfAdjointEigenSolver.h')
-rw-r--r-- | Eigen/src/Eigenvalues/SelfAdjointEigenSolver.h | 11 |
1 files changed, 10 insertions, 1 deletions
diff --git a/Eigen/src/Eigenvalues/SelfAdjointEigenSolver.h b/Eigen/src/Eigenvalues/SelfAdjointEigenSolver.h index acc5576fe..24c78b4b2 100644 --- a/Eigen/src/Eigenvalues/SelfAdjointEigenSolver.h +++ b/Eigen/src/Eigenvalues/SelfAdjointEigenSolver.h @@ -743,7 +743,16 @@ static void tridiagonal_qr_step(RealScalar* diag, RealScalar* subdiag, Index sta // RealScalar e2 = abs2(subdiag[end-1]); // RealScalar mu = diag[end] - e2 / (td + (td>0 ? 1 : -1) * sqrt(td*td + e2)); // This explain the following, somewhat more complicated, version: - RealScalar mu = diag[end] - (e / (td + (td>0 ? 1 : -1))) * (e / hypot(td,e)); + RealScalar mu = diag[end]; + if(td==0) + mu -= abs(e); + else + { + RealScalar e2 = abs2(subdiag[end-1]); + RealScalar h = hypot(td,e); + if(e2==0) mu -= (e / (td + (td>0 ? 1 : -1))) * (e / h); + else mu -= e2 / (td + (td>0 ? h : -h)); + } RealScalar x = diag[start] - mu; RealScalar z = subdiag[start]; |