diff options
author | Gael Guennebaud <g.gael@free.fr> | 2015-06-08 16:16:42 +0200 |
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committer | Gael Guennebaud <g.gael@free.fr> | 2015-06-08 16:16:42 +0200 |
commit | cd8b996f99de67035a0504cbaf0a627fb68f0f1d (patch) | |
tree | 7321a99c33157a2a696c7b4f5c2efc7d4d7dd6b7 /Eigen/src | |
parent | 913a61870da36dab308b38c48cb3553487dca8ff (diff) |
Extend unit test and documentation of SelfAdjointEigenSolver::computeDirect
Diffstat (limited to 'Eigen/src')
-rw-r--r-- | Eigen/src/Eigenvalues/SelfAdjointEigenSolver.h | 10 |
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) */ |