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authorGravatar Gael Guennebaud <g.gael@free.fr>2016-04-14 22:46:55 +0200
committerGravatar Gael Guennebaud <g.gael@free.fr>2016-04-14 22:46:55 +0200
commit20f387fafa5dbab90c240612e33e5c13d215ac5f (patch)
tree5a707c32d8b94940a6adc93851133466ea65f97f /unsupported/Eigen/FFT
parent7718749fee835095f0671fa6ce5d257609f8e56b (diff)
Improve numerical robustness of JacoviSVD:
- avoid noise amplification in complex to real conversion - compare off-diagonal entries to the current biggest diagonal entry: no need to bother about a 2x2 block containing ridiculously small entries compared to the rest of the matrix.
Diffstat (limited to 'unsupported/Eigen/FFT')
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