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] MWE
Thank you for the detailed report. https://bitbucket.org/eigen/eigen/commits/f3ecd92ab19f/ Changeset: f3ecd92ab19f User: ggael 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 3.2: https://bitbucket.org/eigen/eigen/commits/cb8ac3b2bbd6/
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