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really fix the LDLt, at the expense of letting isPositiveDefinite() always return true (it was fundamentally broken anyway, especially as in 2.0 we don't even pivot at all).

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also, fix compilation
This commit is contained in:
Benoit Jacob 2010-02-23 18:10:31 -05:00
parent 6b3f81b414
commit 5f42104e0a
2 changed files with 6 additions and 10 deletions
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14
Eigen/src/Cholesky/LDLT.h
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@ -96,8 +96,7 @@ void LDLT<MatrixType>::compute(const MatrixType& a)
assert(a.rows()==a.cols()); assert(a.rows()==a.cols());
const int size = a.rows(); const int size = a.rows();
m_matrix.resize(size, size); m_matrix.resize(size, size);
m_isPositiveDefinite = true; m_isPositiveDefinite = true; // always true. This decomposition is not rank-revealing anyway.
const RealScalar eps = precision<Scalar>() * a.cwise().abs().maxCoeff();
if (size<=1) if (size<=1)
{ {
@ -121,12 +120,6 @@ void LDLT<MatrixType>::compute(const MatrixType& a)
RealScalar tmp = ei_real(a.coeff(j,j) - (m_matrix.row(j).start(j) * m_matrix.col(j).start(j).conjugate()).coeff(0,0)); RealScalar tmp = ei_real(a.coeff(j,j) - (m_matrix.row(j).start(j) * m_matrix.col(j).start(j).conjugate()).coeff(0,0));
m_matrix.coeffRef(j,j) = tmp; m_matrix.coeffRef(j,j) = tmp;
if (tmp < eps)
{
m_isPositiveDefinite = false;
return;
}
int endSize = size-j-1; int endSize = size-j-1;
if (endSize>0) if (endSize>0)
{ {
@ -136,7 +129,8 @@ void LDLT<MatrixType>::compute(const MatrixType& a)
m_matrix.row(j).end(endSize) = a.row(j).end(endSize).conjugate() m_matrix.row(j).end(endSize) = a.row(j).end(endSize).conjugate()
- _temporary.end(endSize).transpose(); - _temporary.end(endSize).transpose();
m_matrix.col(j).end(endSize) = m_matrix.row(j).end(endSize) / tmp; if(tmp != RealScalar(0))
m_matrix.col(j).end(endSize) = m_matrix.row(j).end(endSize) / tmp;
} }
} }
} }
@ -192,7 +186,7 @@ template<typename Derived>
inline const LDLT<typename MatrixBase<Derived>::PlainMatrixType> inline const LDLT<typename MatrixBase<Derived>::PlainMatrixType>
MatrixBase<Derived>::ldlt() const MatrixBase<Derived>::ldlt() const
{ {
return LDLT<PlainObject>(derived()); return LDLT<PlainMatrixType>(derived());
} }
#endif // EIGEN_LDLT_H #endif // EIGEN_LDLT_H

2
test/cholesky.cpp
View File

@ -100,6 +100,7 @@ template<typename MatrixType> void cholesky(const MatrixType& m)
VERIFY_IS_APPROX(symm * matX, matB); VERIFY_IS_APPROX(symm * matX, matB);
} }
#if 0 // cholesky is not rank-revealing anyway
// test isPositiveDefinite on non definite matrix // test isPositiveDefinite on non definite matrix
if (rows>4) if (rows>4)
{ {
@ -109,6 +110,7 @@ template<typename MatrixType> void cholesky(const MatrixType& m)
LDLT<SquareMatrixType> cholnosqrt(symm); LDLT<SquareMatrixType> cholnosqrt(symm);
VERIFY(!cholnosqrt.isPositiveDefinite()); VERIFY(!cholnosqrt.isPositiveDefinite());
} }
#endif
} }
void test_cholesky() void test_cholesky()