diff options
Diffstat (limited to 'Eigen/src/SVD/JacobiSVD.h')
-rw-r--r-- | Eigen/src/SVD/JacobiSVD.h | 14 |
1 files changed, 11 insertions, 3 deletions
diff --git a/Eigen/src/SVD/JacobiSVD.h b/Eigen/src/SVD/JacobiSVD.h index 0f7e5b8fe..444187ae7 100644 --- a/Eigen/src/SVD/JacobiSVD.h +++ b/Eigen/src/SVD/JacobiSVD.h @@ -628,6 +628,7 @@ template<typename _MatrixType, int QRPreconditioner> class JacobiSVD internal::qr_preconditioner_impl<MatrixType, QRPreconditioner, internal::PreconditionIfMoreColsThanRows> m_qr_precond_morecols; internal::qr_preconditioner_impl<MatrixType, QRPreconditioner, internal::PreconditionIfMoreRowsThanCols> m_qr_precond_morerows; + MatrixType m_scaledMatrix; }; template<typename MatrixType, int QRPreconditioner> @@ -674,8 +675,9 @@ void JacobiSVD<MatrixType, QRPreconditioner>::allocate(Index rows, Index cols, u : 0); m_workMatrix.resize(m_diagSize, m_diagSize); - if(m_cols>m_rows) m_qr_precond_morecols.allocate(*this); - if(m_rows>m_cols) m_qr_precond_morerows.allocate(*this); + if(m_cols>m_rows) m_qr_precond_morecols.allocate(*this); + if(m_rows>m_cols) m_qr_precond_morerows.allocate(*this); + if(m_cols!=m_cols) m_scaledMatrix.resize(rows,cols); } template<typename MatrixType, int QRPreconditioner> @@ -698,7 +700,13 @@ JacobiSVD<MatrixType, QRPreconditioner>::compute(const MatrixType& matrix, unsig /*** step 1. The R-SVD step: we use a QR decomposition to reduce to the case of a square matrix */ - if(!m_qr_precond_morecols.run(*this, matrix/scale) && !m_qr_precond_morerows.run(*this, matrix/scale)) + if(m_rows!=m_cols) + { + m_scaledMatrix = matrix / scale; + m_qr_precond_morecols.run(*this, m_scaledMatrix); + m_qr_precond_morerows.run(*this, m_scaledMatrix); + } + else { m_workMatrix = matrix.block(0,0,m_diagSize,m_diagSize) / scale; if(m_computeFullU) m_matrixU.setIdentity(m_rows,m_rows); |