diff options
author | Gael Guennebaud <g.gael@free.fr> | 2014-09-14 17:34:54 +0200 |
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committer | Gael Guennebaud <g.gael@free.fr> | 2014-09-14 17:34:54 +0200 |
commit | 749b56f6af4f712ccc4235a4faf7c13e09b9f3a3 (patch) | |
tree | bf77d6d609fee4e8dcf3b354582906502a4b1b90 /Eigen/src/SVD | |
parent | af9c9f7706bb7701a7224827e981ecc2f3bd9ac7 (diff) | |
parent | 9452eb38f812194a676edc1b9eb9d08b7bc0f297 (diff) |
merge with default branch
Diffstat (limited to 'Eigen/src/SVD')
-rw-r--r-- | Eigen/src/SVD/JacobiSVD.h | 20 | ||||
-rw-r--r-- | Eigen/src/SVD/UpperBidiagonalization.h | 29 |
2 files changed, 33 insertions, 16 deletions
diff --git a/Eigen/src/SVD/JacobiSVD.h b/Eigen/src/SVD/JacobiSVD.h index 2b9d03c2b..f2a72faa3 100644 --- a/Eigen/src/SVD/JacobiSVD.h +++ b/Eigen/src/SVD/JacobiSVD.h @@ -425,18 +425,19 @@ void real_2x2_jacobi_svd(const MatrixType& matrix, Index p, Index q, JacobiRotation<RealScalar> rot1; RealScalar t = m.coeff(0,0) + m.coeff(1,1); RealScalar d = m.coeff(1,0) - m.coeff(0,1); - if(t == RealScalar(0)) + + if(d == RealScalar(0)) { - rot1.c() = RealScalar(0); - rot1.s() = d > RealScalar(0) ? RealScalar(1) : RealScalar(-1); + rot1.s() = RealScalar(0); + rot1.c() = RealScalar(1); } else { - RealScalar t2d2 = numext::hypot(t,d); - rot1.c() = abs(t)/t2d2; - rot1.s() = d/t2d2; - if(t<RealScalar(0)) - rot1.s() = -rot1.s(); + // If d!=0, then t/d cannot overflow because the magnitude of the + // entries forming d are not too small compared to the ones forming t. + RealScalar u = t / d; + rot1.s() = RealScalar(1) / sqrt(RealScalar(1) + numext::abs2(u)); + rot1.c() = rot1.s() * u; } m.applyOnTheLeft(0,1,rot1); j_right->makeJacobi(m,0,1); @@ -726,7 +727,8 @@ JacobiSVD<MatrixType, QRPreconditioner>::compute(const MatrixType& matrix, unsig EIGEN_USING_STD_MATH(max); RealScalar threshold = (max)(considerAsZero, precision * (max)(abs(m_workMatrix.coeff(p,p)), abs(m_workMatrix.coeff(q,q)))); - if((max)(abs(m_workMatrix.coeff(p,q)),abs(m_workMatrix.coeff(q,p))) > threshold) + // We compare both values to threshold instead of calling max to be robust to NaN (See bug 791) + if(abs(m_workMatrix.coeff(p,q))>threshold || abs(m_workMatrix.coeff(q,p)) > threshold) { finished = false; diff --git a/Eigen/src/SVD/UpperBidiagonalization.h b/Eigen/src/SVD/UpperBidiagonalization.h index 0e081254d..40b1237a0 100644 --- a/Eigen/src/SVD/UpperBidiagonalization.h +++ b/Eigen/src/SVD/UpperBidiagonalization.h @@ -154,14 +154,19 @@ void upperbidiagonalization_blocked_helper(MatrixType& A, typename MatrixType::RealScalar *diagonal, typename MatrixType::RealScalar *upper_diagonal, typename MatrixType::Index bs, - Ref<Matrix<typename MatrixType::Scalar, Dynamic, Dynamic> > X, - Ref<Matrix<typename MatrixType::Scalar, Dynamic, Dynamic> > Y) + Ref<Matrix<typename MatrixType::Scalar, Dynamic, Dynamic, + traits<MatrixType>::Flags & RowMajorBit> > X, + Ref<Matrix<typename MatrixType::Scalar, Dynamic, Dynamic, + traits<MatrixType>::Flags & RowMajorBit> > Y) { typedef typename MatrixType::Index Index; typedef typename MatrixType::Scalar Scalar; - typedef Ref<Matrix<Scalar, Dynamic, 1> > SubColumnType; - typedef Ref<Matrix<Scalar, 1, Dynamic>, 0, InnerStride<> > SubRowType; - typedef Ref<Matrix<Scalar, Dynamic, Dynamic> > SubMatType; + enum { StorageOrder = traits<MatrixType>::Flags & RowMajorBit }; + typedef InnerStride<int(StorageOrder) == int(ColMajor) ? 1 : Dynamic> ColInnerStride; + typedef InnerStride<int(StorageOrder) == int(ColMajor) ? Dynamic : 1> RowInnerStride; + typedef Ref<Matrix<Scalar, Dynamic, 1>, 0, ColInnerStride> SubColumnType; + typedef Ref<Matrix<Scalar, 1, Dynamic>, 0, RowInnerStride> SubRowType; + typedef Ref<Matrix<Scalar, Dynamic, Dynamic, StorageOrder > > SubMatType; Index brows = A.rows(); Index bcols = A.cols(); @@ -288,8 +293,18 @@ void upperbidiagonalization_inplace_blocked(MatrixType& A, BidiagType& bidiagona Index cols = A.cols(); Index size = (std::min)(rows, cols); - Matrix<Scalar,MatrixType::RowsAtCompileTime,Dynamic,ColMajor,MatrixType::MaxRowsAtCompileTime> X(rows,maxBlockSize); - Matrix<Scalar,MatrixType::ColsAtCompileTime,Dynamic,ColMajor,MatrixType::MaxColsAtCompileTime> Y(cols,maxBlockSize); + // X and Y are work space + enum { StorageOrder = traits<MatrixType>::Flags & RowMajorBit }; + Matrix<Scalar, + MatrixType::RowsAtCompileTime, + Dynamic, + StorageOrder, + MatrixType::MaxRowsAtCompileTime> X(rows,maxBlockSize); + Matrix<Scalar, + MatrixType::ColsAtCompileTime, + Dynamic, + StorageOrder, + MatrixType::MaxColsAtCompileTime> Y(cols,maxBlockSize); Index blockSize = (std::min)(maxBlockSize,size); Index k = 0; |