Attachment 836 Details for Bug 1528 – same patch with comment cleanup

This bugzilla service is closed. All entries have been migrated to https://gitlab.com/libeigen/eigen

[patch] same patch with comment cleanup

patch-with-comments (text/plain), 1.37 KB, created by Anders Sundman on 2018-03-15 16:44:36 UTC

(hide)

Description:

Filename:

MIME Type:

Creator: Anders Sundman

Created: 2018-03-15 16:44:36 UTC

Size: 1.37 KB

patch

obsolete

>diff --git a/Eigen/src/Cholesky/LDLT.h b/Eigen/src/Cholesky/LDLT.h
>--- a/Eigen/src/Cholesky/LDLT.h
>+++ b/Eigen/src/Cholesky/LDLT.h
>@@ -565,23 +565,18 @@ void LDLT<_MatrixType,_UpLo>::_solve_imp
> 
>   // dst = L^-1 (P b)
>   matrixL().solveInPlace(dst);
> 
>   // dst = D^-1 (L^-1 P b)
>   // more precisely, use pseudo-inverse of D (see bug 241)
>   using std::abs;
>   const typename Diagonal<const MatrixType>::RealReturnType vecD(vectorD());
>-  // In some previous versions, tolerance was set to the max of 1/highest and the maximal diagonal entry * epsilon
>-  // as motivated by LAPACK's xGELSS:
>-  // RealScalar tolerance = numext::maxi(vecD.array().abs().maxCoeff() * NumTraits<RealScalar>::epsilon(),RealScalar(1) / NumTraits<RealScalar>::highest());
>-  // However, LDLT is not rank revealing, and so adjusting the tolerance wrt to the highest
>-  // diagonal element is not well justified and leads to numerical issues in some cases.
>-  // Moreover, Lapack's xSYTRS routines use 0 for the tolerance.
>-  RealScalar tolerance = RealScalar(1) / NumTraits<RealScalar>::highest();
>+  // The paranthesis are there to avoid min from being macro expanded to the cmath macro min(,)
>+  RealScalar tolerance = (std::numeric_limits<RealScalar>::min)(); 
> 
>   for (Index i = 0; i < vecD.size(); ++i)
>   {
>     if(abs(vecD(i)) > tolerance)
>       dst.row(i) /= vecD(i);
>     else
>       dst.row(i).setZero();
>   }

Actions: View | Diff

Attachments on bug 1528: 835 | 836