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
-- 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/941.