add a info() function in LLT to report on succes/faillure

Eigen/src/Cholesky/LLT.h

@@ -150,6 +150,18 @@ template<typename _MatrixType, int _UpLo> class LLT
 
     MatrixType reconstructedMatrix() const;
 
+
+    /** \brief Reports whether previous computation was successful.
+      *
+      * \returns \c Success if computation was succesful,
+      *          \c NumericalIssue if the matrix.appears to be negative.
+      */
+    ComputationInfo info() const
+    {
+      ei_assert(m_isInitialized && "LLT is not initialized.");
+      return m_info;
+    }
+
     inline Index rows() const { return m_matrix.rows(); }
     inline Index cols() const { return m_matrix.cols(); }
 
@@ -160,6 +172,7 @@ template<typename _MatrixType, int _UpLo> class LLT
       */
     MatrixType m_matrix;
     bool m_isInitialized;
+    ComputationInfo m_info;
 };
 
 template<int UpLo> struct ei_llt_inplace;
@@ -275,7 +288,10 @@ LLT<MatrixType,_UpLo>& LLT<MatrixType,_UpLo>::compute(const MatrixType& a)
   m_matrix.resize(size, size);
   m_matrix = a;
 
-  m_isInitialized = Traits::inplace_decomposition(m_matrix);
+  m_isInitialized = true;
+  bool ok = Traits::inplace_decomposition(m_matrix);
+  m_info = ok ? Success : NumericalIssue;
+
   return *this;
 }
 

Eigen/src/Core/util/Constants.h

@@ -234,6 +234,14 @@ enum {
   IsSparse
 };
 
+/** \brief Enum for reporting the status of a computation.
+  */
+enum ComputationInfo {
+  Success = 0,        /**< \brief Computation was successful. */
+  NumericalIssue = 1, /**< \brief The provided data did not satisfy the prerequisites. */
+  NoConvergence = 2   /**< \brief Iterative procedure did not converge. */
+};
+
 enum TransformTraits {
   Isometry      = 0x1,
   Affine        = 0x2,

Eigen/src/Eigenvalues/EigenvaluesCommon.h

@@ -25,15 +25,7 @@
 #ifndef EIGEN_EIGENVALUES_COMMON_H
 #define EIGEN_EIGENVALUES_COMMON_H
 
-/** \eigenvalues_module \ingroup Eigenvalues_Module 
+
-  * \nonstableyet
-  *
-  * \brief Enum for reporting the status of a computation. 
-  */
-enum ComputationInfo {
-  Success = 0,       /**< \brief Computation was successful. */
-  NoConvergence = 1  /**< \brief Iterative procedure did not converge. */
-};
 
 #endif // EIGEN_EIGENVALUES_COMMON_H
 

test/cholesky.cpp

@@ -119,6 +119,10 @@ template<typename MatrixType> void cholesky(const MatrixType& m)
     VERIFY_IS_APPROX(symm * vecX, vecB);
     matX = cholup.solve(matB);
     VERIFY_IS_APPROX(symm * matX, matB);
+
+    MatrixType neg = -symmLo;
+    chollo.compute(neg);
+    VERIFY(chollo.info()==NumericalIssue);
   }
 
   // LDLT