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-rw-r--r--Eigen/src/Core/ConditionEstimator.h65
1 files changed, 37 insertions, 28 deletions
diff --git a/Eigen/src/Core/ConditionEstimator.h b/Eigen/src/Core/ConditionEstimator.h
index 68c5e918e..aa7efdc76 100644
--- a/Eigen/src/Core/ConditionEstimator.h
+++ b/Eigen/src/Core/ConditionEstimator.h
@@ -32,33 +32,6 @@ struct rcond_compute_sign<Vector, Vector, false> {
}
};
-/** \brief Reciprocal condition number estimator.
- *
- * Computing a decomposition of a dense matrix takes O(n^3) operations, while
- * this method estimates the condition number quickly and reliably in O(n^2)
- * operations.
- *
- * \returns an estimate of the reciprocal condition number
- * (1 / (||matrix||_1 * ||inv(matrix)||_1)) of matrix, given ||matrix||_1 and
- * its decomposition. Supports the following decompositions: FullPivLU,
- * PartialPivLU, LDLT, and LLT.
- *
- * \sa FullPivLU, PartialPivLU, LDLT, LLT.
- */
-template <typename Decomposition>
-typename Decomposition::RealScalar
-rcond_estimate_helper(typename Decomposition::RealScalar matrix_norm, const Decomposition& dec)
-{
- typedef typename Decomposition::RealScalar RealScalar;
- eigen_assert(dec.rows() == dec.cols());
- if (dec.rows() == 0) return RealScalar(1);
- if (matrix_norm == RealScalar(0)) return RealScalar(0);
- if (dec.rows() == 1) return RealScalar(1);
- const RealScalar inverse_matrix_norm = rcond_invmatrix_L1_norm_estimate(dec);
- return (inverse_matrix_norm == RealScalar(0) ? RealScalar(0)
- : (RealScalar(1) / inverse_matrix_norm) / matrix_norm);
-}
-
/**
* \returns an estimate of ||inv(matrix)||_1 given a decomposition of
* \a matrix that implements .solve() and .adjoint().solve() methods.
@@ -94,7 +67,15 @@ typename Decomposition::RealScalar rcond_invmatrix_L1_norm_estimate(const Decomp
if (n == 0)
return 0;
+ // Disable Index to float conversion warning
+#ifdef __INTEL_COMPILER
+ #pragma warning push
+ #pragma warning ( disable : 2259 )
+#endif
Vector v = dec.solve(Vector::Ones(n) / Scalar(n));
+#ifdef __INTEL_COMPILER
+ #pragma warning pop
+#endif
// lower_bound is a lower bound on
// ||inv(matrix)||_1 = sup_v ||inv(matrix) v||_1 / ||v||_1
@@ -151,7 +132,8 @@ typename Decomposition::RealScalar rcond_invmatrix_L1_norm_estimate(const Decomp
// Hager's algorithm to vastly underestimate ||matrix||_1.
Scalar alternating_sign(RealScalar(1));
for (Index i = 0; i < n; ++i) {
- v[i] = alternating_sign * (RealScalar(1) + (RealScalar(i) / (RealScalar(n - 1))));
+ // The static_cast is needed when Scalar is a complex and RealScalar implements expression templates
+ v[i] = alternating_sign * static_cast<RealScalar>(RealScalar(1) + (RealScalar(i) / (RealScalar(n - 1))));
alternating_sign = -alternating_sign;
}
v = dec.solve(v);
@@ -159,6 +141,33 @@ typename Decomposition::RealScalar rcond_invmatrix_L1_norm_estimate(const Decomp
return numext::maxi(lower_bound, alternate_lower_bound);
}
+/** \brief Reciprocal condition number estimator.
+ *
+ * Computing a decomposition of a dense matrix takes O(n^3) operations, while
+ * this method estimates the condition number quickly and reliably in O(n^2)
+ * operations.
+ *
+ * \returns an estimate of the reciprocal condition number
+ * (1 / (||matrix||_1 * ||inv(matrix)||_1)) of matrix, given ||matrix||_1 and
+ * its decomposition. Supports the following decompositions: FullPivLU,
+ * PartialPivLU, LDLT, and LLT.
+ *
+ * \sa FullPivLU, PartialPivLU, LDLT, LLT.
+ */
+template <typename Decomposition>
+typename Decomposition::RealScalar
+rcond_estimate_helper(typename Decomposition::RealScalar matrix_norm, const Decomposition& dec)
+{
+ typedef typename Decomposition::RealScalar RealScalar;
+ eigen_assert(dec.rows() == dec.cols());
+ if (dec.rows() == 0) return RealScalar(1);
+ if (matrix_norm == RealScalar(0)) return RealScalar(0);
+ if (dec.rows() == 1) return RealScalar(1);
+ const RealScalar inverse_matrix_norm = rcond_invmatrix_L1_norm_estimate(dec);
+ return (inverse_matrix_norm == RealScalar(0) ? RealScalar(0)
+ : (RealScalar(1) / inverse_matrix_norm) / matrix_norm);
+}
+
} // namespace internal
} // namespace Eigen