Bugzilla – Bug 941
Lacking accuracy in ColPivHouseholderQR
Last modified: 2015-01-30 19:05:21 UTC
Created attachment 532 [details]
Matrix causing the problem
For the attached matrix, ColPivHouseholderQR yields a decomposition error
(A*P - Q*R).norm()
of 4.28e-11 (using Scalar = double), i.e. it loses 5 orders of magnitude.
For comparison, non-pivoting HouseholderQR achieves a decomposition error of 1.98e-16, and also the pivoting QR implementation of Matlab achieves a decomposition error of 4.11e-16.
Created attachment 533 [details]
Thank you for the detailed report.
Date: 2015-01-30 18:04:04+00:00
Summary: Bug 941: fix accuracy issue in ColPivHouseholderQR, do not stop decomposition on a small pivot