fix under- and overflow

1 files changed, 6 insertions, 1 deletions

diff --git a/Eigen/src/Eigenvalues/SelfAdjointEigenSolver.h b/Eigen/src/Eigenvalues/SelfAdjointEigenSolver.h
index 3f3b08193..71084346b 100644
--- a/Eigen/src/Eigenvalues/SelfAdjointEigenSolver.h
+++ b/Eigen/src/Eigenvalues/SelfAdjointEigenSolver.h
@@ -400,7 +400,9 @@ SelfAdjointEigenSolver<MatrixType>& SelfAdjointEigenSolver<MatrixType>
   RealVectorType& diag = m_eivalues;
   MatrixType& mat = m_eivec;
 
-  mat = matrix;
+  // map the matrix coefficients to [-1:1] to avoid over- and underflow.
+  RealScalar scale = matrix.cwiseAbs().maxCoeff();
+  mat = matrix / scale;
   m_subdiag.resize(n-1);
   internal::tridiagonalization_inplace(mat, diag, m_subdiag, computeEigenvectors);
 
@@ -457,6 +459,9 @@ SelfAdjointEigenSolver<MatrixType>& SelfAdjointEigenSolver<MatrixType>
     }
   }
 
+  // scale back the eigen values
+  m_eivalues *= scale;
+
   m_isInitialized = true;
   m_eigenvectorsOk = computeEigenvectors;
   return *this;