merge with default branch

1 files changed, 36 insertions, 4 deletions

diff --git a/Eigen/src/Eigenvalues/EigenSolver.h b/Eigen/src/Eigenvalues/EigenSolver.h
index bf20e03ef..d2563d470 100644
--- a/Eigen/src/Eigenvalues/EigenSolver.h
+++ b/Eigen/src/Eigenvalues/EigenSolver.h
@@ -275,10 +275,11 @@ template<typename _MatrixType> class EigenSolver
       */
     EigenSolver& compute(const MatrixType& matrix, bool computeEigenvectors = true);
 
+    /** \returns NumericalIssue if the input contains INF or NaN values or overflow occured. Returns Success otherwise. */
     ComputationInfo info() const
     {
       eigen_assert(m_isInitialized && "EigenSolver is not initialized.");
-      return m_realSchur.info();
+      return m_info;
     }
 
     /** \brief Sets the maximum number of iterations allowed. */
@@ -302,6 +303,7 @@ template<typename _MatrixType> class EigenSolver
     EigenvalueType m_eivalues;
     bool m_isInitialized;
     bool m_eigenvectorsOk;
+    ComputationInfo m_info;
     RealSchur<MatrixType> m_realSchur;
     MatrixType m_matT;
 
@@ -366,12 +368,16 @@ EigenSolver<MatrixType>::compute(const MatrixType& matrix, bool computeEigenvect
 {
   using std::sqrt;
   using std::abs;
+  using std::max;
+  using numext::isfinite;
   eigen_assert(matrix.cols() == matrix.rows());
 
   // Reduce to real Schur form.
   m_realSchur.compute(matrix, computeEigenvectors);
+  
+  m_info = m_realSchur.info();
 
-  if (m_realSchur.info() == Success)
+  if (m_info == Success)
   {
     m_matT = m_realSchur.matrixT();
     if (computeEigenvectors)
@@ -385,14 +391,40 @@ EigenSolver<MatrixType>::compute(const MatrixType& matrix, bool computeEigenvect
       if (i == matrix.cols() - 1 || m_matT.coeff(i+1, i) == Scalar(0)) 
       {
         m_eivalues.coeffRef(i) = m_matT.coeff(i, i);
+        if(!isfinite(m_eivalues.coeffRef(i)))
+        {
+          m_isInitialized = true;
+          m_eigenvectorsOk = false;
+          m_info = NumericalIssue;
+          return *this;
+        }
         ++i;
       }
       else
       {
         Scalar p = Scalar(0.5) * (m_matT.coeff(i, i) - m_matT.coeff(i+1, i+1));
-        Scalar z = sqrt(abs(p * p + m_matT.coeff(i+1, i) * m_matT.coeff(i, i+1)));
+        Scalar z;
+        // Compute z = sqrt(abs(p * p + m_matT.coeff(i+1, i) * m_matT.coeff(i, i+1)));
+        // without overflow
+        {
+          Scalar t0 = m_matT.coeff(i+1, i);
+          Scalar t1 = m_matT.coeff(i, i+1);
+          Scalar maxval = (max)(abs(p),(max)(abs(t0),abs(t1)));
+          t0 /= maxval;
+          t1 /= maxval;
+          Scalar p0 = p/maxval;
+          z = maxval * sqrt(abs(p0 * p0 + t0 * t1));
+        }
+        
         m_eivalues.coeffRef(i)   = ComplexScalar(m_matT.coeff(i+1, i+1) + p, z);
         m_eivalues.coeffRef(i+1) = ComplexScalar(m_matT.coeff(i+1, i+1) + p, -z);
+        if(!(isfinite(m_eivalues.coeffRef(i)) && isfinite(m_eivalues.coeffRef(i+1))))
+        {
+          m_isInitialized = true;
+          m_eigenvectorsOk = false;
+          m_info = NumericalIssue;
+          return *this;
+        }
         i += 2;
       }
     }
@@ -581,7 +613,7 @@ void EigenSolver<MatrixType>::doComputeEigenvectors()
     }
     else
     {
-      eigen_assert(0 && "Internal bug in EigenSolver"); // this should not happen
+      eigen_assert(0 && "Internal bug in EigenSolver (INF or NaN has not been detected)"); // this should not happen
     }
   }