diff options
Diffstat (limited to 'Eigen/src/Cholesky')
| -rw-r--r-- | Eigen/src/Cholesky/LDLT.h | 4 |
1 files changed, 2 insertions, 2 deletions
diff --git a/Eigen/src/Cholesky/LDLT.h b/Eigen/src/Cholesky/LDLT.h index 37179521a..24c3bbb4d 100644 --- a/Eigen/src/Cholesky/LDLT.h +++ b/Eigen/src/Cholesky/LDLT.h @@ -497,9 +497,9 @@ void LDLT<_MatrixType,_UpLo>::_solve_impl(const RhsType &rhs, DstType &dst) cons const typename Diagonal<const MatrixType>::RealReturnType vecD(vectorD()); // In some previous versions, tolerance was set to the max of 1/highest and the maximal diagonal entry * epsilon // as motivated by LAPACK's xGELSS: - // RealScalar tolerance = numext::maxi(vectorD.array().abs().maxCoeff() *NumTraits<RealScalar>::epsilon(),RealScalar(1) / NumTraits<RealScalar>::highest()); + // RealScalar tolerance = numext::maxi(vecD.array().abs().maxCoeff() * NumTraits<RealScalar>::epsilon(),RealScalar(1) / NumTraits<RealScalar>::highest()); // However, LDLT is not rank revealing, and so adjusting the tolerance wrt to the highest - // diagonal element is not well justified and to numerical issues in some cases. + // diagonal element is not well justified and leads to numerical issues in some cases. // Moreover, Lapack's xSYTRS routines use 0 for the tolerance. RealScalar tolerance = RealScalar(1) / NumTraits<RealScalar>::highest(); |