In src/Cholesky/LDLT.h there is the line: RealScalar tolerance = RealScalar(1) / NumTraits<RealScalar>::highest(); This causes a floating point underflow exception in the CPU. It is normally not handled by applications and is silently ignored. But we run with: feenableexcept(FE_DIVBYZERO | FE_OVERFLOW | FE_INVALID | FE_UNDERFLOW); Using min() seems to work fine for us: RealScalar tolerance = std::numeric_limits<RealScalar>::min();
I think that change should be fine. std::numeric_limits::min is also used in the SVD module and the EigenSolver module at many places.
Unfortunatly the tests fail for the min() change since the <cmath> include has a min() define that leaks in to this file when used in the tests. So some reordering and adding of includes in some test files is probably also required.
Try (std::numeric_limits<RealScalar>::min)()
Created attachment 835 [details] patch
Top notch hackery ;) Seems to work. tests pass.
Created attachment 836 [details] same patch with comment cleanup add comment about macro expansion remove comments about historic implementations
https://bitbucket.org/eigen/eigen/commits/cfb5b1d08a68/ (default) https://bitbucket.org/eigen/eigen/commits/dd823c64ade7/ (3.3)
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