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Avoid SVD: consider denormalized small numbers as zero when computing the rank of the matrix

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Gael Guennebaud 2015-03-23 09:40:21 +01:00
parent 4e2b18d909
commit 4472f3e578
1 changed files with 2 additions and 1 deletions
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3
Eigen/src/SVD/SVDBase.h
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@ -130,9 +130,10 @@ public:
inline Index rank() const
{
using std::abs;
using std::max;
eigen_assert(m_isInitialized && "JacobiSVD is not initialized.");
if(m_singularValues.size()==0) return 0;
RealScalar premultiplied_threshold = m_singularValues.coeff(0) * threshold();
RealScalar premultiplied_threshold = (max)(m_singularValues.coeff(0) * threshold(), (std::numeric_limits<RealScalar>::min)());
Index i = m_nonzeroSingularValues-1;
while(i>=0 && m_singularValues.coeff(i) < premultiplied_threshold) --i;
return i+1;