From 5b3a6f51d353bb3b35f6d15f2455774b73d088e0 Mon Sep 17 00:00:00 2001 From: Gael Guennebaud Date: Wed, 6 Jul 2016 13:45:30 +0200 Subject: Improve numerical robustness of RealSchur: add scaling and compare sub-diag entries to largest diagonal entry instead of the 2 neighbors. --- test/eigensolver_generic.cpp | 29 +++++++++++++++++++++-------- 1 file changed, 21 insertions(+), 8 deletions(-) (limited to 'test/eigensolver_generic.cpp') diff --git a/test/eigensolver_generic.cpp b/test/eigensolver_generic.cpp index 566546310..e18fbf687 100644 --- a/test/eigensolver_generic.cpp +++ b/test/eigensolver_generic.cpp @@ -127,16 +127,29 @@ void test_eigensolver_generic() } ); - // regression test for bug 793 #ifdef EIGEN_TEST_PART_2 { - MatrixXd a(3,3); - a << 0, 0, 1, - 1, 1, 1, - 1, 1e+200, 1; - Eigen::EigenSolver eig(a); - VERIFY_IS_APPROX(a * eig.pseudoEigenvectors(), eig.pseudoEigenvectors() * eig.pseudoEigenvalueMatrix()); - VERIFY_IS_APPROX(a * eig.eigenvectors(), eig.eigenvectors() * eig.eigenvalues().asDiagonal()); + // regression test for bug 793 + MatrixXd a(3,3); + a << 0, 0, 1, + 1, 1, 1, + 1, 1e+200, 1; + Eigen::EigenSolver eig(a); + double scale = 1e-200; // scale to avoid overflow during the comparisons + VERIFY_IS_APPROX(a * eig.pseudoEigenvectors()*scale, eig.pseudoEigenvectors() * eig.pseudoEigenvalueMatrix()*scale); + VERIFY_IS_APPROX(a * eig.eigenvectors()*scale, eig.eigenvectors() * eig.eigenvalues().asDiagonal()*scale); + } + { + // check a case where all eigenvalues are null. + MatrixXd a(2,2); + a << 1, 1, + -1, -1; + Eigen::EigenSolver eig(a); + VERIFY_IS_APPROX(eig.pseudoEigenvectors().squaredNorm(), 2.); + VERIFY_IS_APPROX((a * eig.pseudoEigenvectors()).norm()+1., 1.); + VERIFY_IS_APPROX((eig.pseudoEigenvectors() * eig.pseudoEigenvalueMatrix()).norm()+1., 1.); + VERIFY_IS_APPROX((a * eig.eigenvectors()).norm()+1., 1.); + VERIFY_IS_APPROX((eig.eigenvectors() * eig.eigenvalues().asDiagonal()).norm()+1., 1.); } #endif -- cgit v1.2.3