aboutsummaryrefslogtreecommitdiffhomepage
path: root/Eigen/src/Eigenvalues
diff options
context:
space:
mode:
authorGravatar Gael Guennebaud <g.gael@free.fr>2015-06-08 16:16:42 +0200
committerGravatar Gael Guennebaud <g.gael@free.fr>2015-06-08 16:16:42 +0200
commitcd8b996f99de67035a0504cbaf0a627fb68f0f1d (patch)
tree7321a99c33157a2a696c7b4f5c2efc7d4d7dd6b7 /Eigen/src/Eigenvalues
parent913a61870da36dab308b38c48cb3553487dca8ff (diff)
Extend unit test and documentation of SelfAdjointEigenSolver::computeDirect
Diffstat (limited to 'Eigen/src/Eigenvalues')
-rw-r--r--Eigen/src/Eigenvalues/SelfAdjointEigenSolver.h10
1 files changed, 7 insertions, 3 deletions
diff --git a/Eigen/src/Eigenvalues/SelfAdjointEigenSolver.h b/Eigen/src/Eigenvalues/SelfAdjointEigenSolver.h
index 1830b99c1..27a014a96 100644
--- a/Eigen/src/Eigenvalues/SelfAdjointEigenSolver.h
+++ b/Eigen/src/Eigenvalues/SelfAdjointEigenSolver.h
@@ -198,17 +198,21 @@ template<typename _MatrixType> class SelfAdjointEigenSolver
EIGEN_DEVICE_FUNC
SelfAdjointEigenSolver& compute(const MatrixType& matrix, int options = ComputeEigenvectors);
- /** \brief Computes eigendecomposition of given matrix using a direct algorithm
+ /** \brief Computes eigendecomposition of given matrix using a closed-form algorithm
*
* This is a variant of compute(const MatrixType&, int options) which
* directly solves the underlying polynomial equation.
*
- * Currently only 3x3 matrices for which the sizes are known at compile time are supported (e.g., Matrix3d).
+ * Currently only 2x2 and 3x3 matrices for which the sizes are known at compile time are supported (e.g., Matrix3d).
*
- * This method is usually significantly faster than the QR algorithm
+ * This method is usually significantly faster than the QR iterative algorithm
* but it might also be less accurate. It is also worth noting that
* for 3x3 matrices it involves trigonometric operations which are
* not necessarily available for all scalar types.
+ *
+ * For the 3x3 case, we observed the following worst case relative error regarding the eigenvalues:
+ * - double: 1e-8
+ * - float: 1e-3
*
* \sa compute(const MatrixType&, int options)
*/