|Summary:||Neglect small singular value in JacobiSVD::solve and add JacobiSVD::rank()|
|Product:||Eigen||Reporter:||Gael Guennebaud <gael.guennebaud>|
|Bug Depends on:|
Description Gael Guennebaud 2013-06-22 16:48:34 UTC
Comment 1 Gael Guennebaud 2013-06-24 13:12:22 UTC
OK, actually there was a serious issue in Jacobi::solve that explicitly formed the pseudo inverse: this is bad not only regarding the accuracy but also regarding the performance! Fixed and backported: https://bitbucket.org/eigen/eigen/commits/afff5b36628a/ Changeset: afff5b36628a User: ggael Date: 2013-06-24 13:08:09 Summary: Bug 620: fix robustness issue in JacobiSVD::solve (also fix a perf. issue) https://bitbucket.org/eigen/eigen/commits/f47ab17a54f0/ Changeset: f47ab17a54f0 Branch: 3.1 User: ggael Date: 2013-06-24 13:08:09 Summary: Bug 620: fix robustness issue in JacobiSVD::solve (also fix a perf. issue) (transplanted from afff5b36628a642ad0bc1da1efadb7d1c41da3f4) It would still be interesting to add a setThreshold/threshold /rank API but that's less urgent now.
Comment 2 Gael Guennebaud 2015-06-08 13:47:42 UTC
All these features are already available.
Comment 3 Nobody 2019-12-04 12:25:43 UTC
-- GitLab Migration Automatic Message -- This bug has been migrated to gitlab.com's GitLab instance and has been closed from further activity. You can subscribe and participate further through the new bug through this link to our GitLab instance: https://gitlab.com/libeigen/eigen/issues/620.