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Bug 1666 - Scale by power of two when computing stableNorm
Summary: Scale by power of two when computing stableNorm
Alias: None
Product: Eigen
Classification: Unclassified
Component: Core - general (show other bugs)
Version: 3.4 (development)
Hardware: All All
: Normal Accuracy Problem
Assignee: Nobody
Keywords: accuracy, performance
Depends on:
Reported: 2019-01-23 14:23 UTC by Christoph Hertzberg
Modified: 2019-01-23 20:52 UTC (History)
3 users (show)


Description Christoph Hertzberg 2019-01-23 14:23:24 UTC
Currently stableNorm scales by the actual inverse of the maximum element. This requires at least one division and is less accurate than scaling by the next power of two.
This also applies to the scaling done by most Eigenvalue or singular value decompositions.

Somewhat related SO question/answer:
Comment 1 Gael Guennebaud 2019-01-23 20:52:26 UTC
Good idea!

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