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bug #793: detect NaN and INF in EigenSolver instead of aborting with an assert.

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This commit is contained in:
Gael Guennebaud 2014-04-14 22:00:27 +02:00
parent 7098e6d976
commit 3c66bb136b
1 changed files with 22 additions and 3 deletions
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25
Eigen/src/Eigenvalues/EigenSolver.h
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@ -275,10 +275,11 @@ template<typename _MatrixType> class EigenSolver
*/ */
EigenSolver& compute(const MatrixType& matrix, bool computeEigenvectors = true); EigenSolver& compute(const MatrixType& matrix, bool computeEigenvectors = true);
/** \returns NumericalIssue if the input contains INF or NaN values or overflow occured. Returns Success otherwise. */
ComputationInfo info() const ComputationInfo info() const
{ {
eigen_assert(m_isInitialized && "EigenSolver is not initialized."); eigen_assert(m_isInitialized && "EigenSolver is not initialized.");
return m_realSchur.info(); return m_info;
} }
/** \brief Sets the maximum number of iterations allowed. */ /** \brief Sets the maximum number of iterations allowed. */
@ -302,6 +303,7 @@ template<typename _MatrixType> class EigenSolver
EigenvalueType m_eivalues; EigenvalueType m_eivalues;
bool m_isInitialized; bool m_isInitialized;
bool m_eigenvectorsOk; bool m_eigenvectorsOk;
ComputationInfo m_info;
RealSchur<MatrixType> m_realSchur; RealSchur<MatrixType> m_realSchur;
MatrixType m_matT; MatrixType m_matT;
@ -367,12 +369,15 @@ EigenSolver<MatrixType>::compute(const MatrixType& matrix, bool computeEigenvect
using std::sqrt; using std::sqrt;
using std::abs; using std::abs;
using std::max; using std::max;
using numext::isfinite;
eigen_assert(matrix.cols() == matrix.rows()); eigen_assert(matrix.cols() == matrix.rows());
// Reduce to real Schur form. // Reduce to real Schur form.
m_realSchur.compute(matrix, computeEigenvectors); m_realSchur.compute(matrix, computeEigenvectors);
m_info = m_realSchur.info();
if (m_realSchur.info() == Success) if (m_info == Success)
{ {
m_matT = m_realSchur.matrixT(); m_matT = m_realSchur.matrixT();
if (computeEigenvectors) if (computeEigenvectors)
@ -386,6 +391,13 @@ EigenSolver<MatrixType>::compute(const MatrixType& matrix, bool computeEigenvect
if (i == matrix.cols() - 1 || m_matT.coeff(i+1, i) == Scalar(0)) if (i == matrix.cols() - 1 || m_matT.coeff(i+1, i) == Scalar(0))
{ {
m_eivalues.coeffRef(i) = m_matT.coeff(i, i); m_eivalues.coeffRef(i) = m_matT.coeff(i, i);
if(!isfinite(m_eivalues.coeffRef(i)))
{
m_isInitialized = true;
m_eigenvectorsOk = false;
m_info = NumericalIssue;
return *this;
}
++i; ++i;
} }
else else
@ -406,6 +418,13 @@ EigenSolver<MatrixType>::compute(const MatrixType& matrix, bool computeEigenvect
m_eivalues.coeffRef(i) = ComplexScalar(m_matT.coeff(i+1, i+1) + p, z); m_eivalues.coeffRef(i) = ComplexScalar(m_matT.coeff(i+1, i+1) + p, z);
m_eivalues.coeffRef(i+1) = ComplexScalar(m_matT.coeff(i+1, i+1) + p, -z); m_eivalues.coeffRef(i+1) = ComplexScalar(m_matT.coeff(i+1, i+1) + p, -z);
if(!(isfinite(m_eivalues.coeffRef(i)) && isfinite(m_eivalues.coeffRef(i+1))))
{
m_isInitialized = true;
m_eigenvectorsOk = false;
m_info = NumericalIssue;
return *this;
}
i += 2; i += 2;
} }
} }
@ -594,7 +613,7 @@ void EigenSolver<MatrixType>::doComputeEigenvectors()
} }
else else
{ {
eigen_assert(0 && "Internal bug in EigenSolver"); // this should not happen eigen_assert(0 && "Internal bug in EigenSolver (INF or NaN has not been detected)"); // this should not happen
} }
} }