Created attachment 450 [details] program illustrating the problem JacobiSVD fails to terminate on this 3x3 matrix of doubles: 0, 2.22045e-16, 0.5, 0, -0.5, 0, nan, 0, 0; and on this 4x4 matrix matrix of doubles: 1, 0, 0, 0, 0, 3, 1, 2e-308, 1, 0, 1, nan, 0, nan, nan, 0; The attached program illustrates this behavior. We expect termination because the documentation claims that "the computation is guaranteed to terminate in finite (and reasonable) time" I can reproduce the problem in revision 5877:732325de4d56. (This issue was found as part of the ASTAA robustness testing project.)
Fixed and back-ported to 3.2: https://bitbucket.org/eigen/eigen/commits/4a218338fff3/ Changeset: 4a218338fff3 User: ggael Date: 2014-09-10 11:54:20 Summary: Fix bug 791: infinite loop in JacobiSVD in the presence of NaN. https://bitbucket.org/eigen/eigen/commits/c57e23d06e4b/ Changeset: c57e23d06e4b Branch: 3.2 Additional test: https://bitbucket.org/eigen/eigen/commits/13edc10411a4/
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