GitHub-Proxy/eigen
1
0
Fork 0
mirror of https://gitlab.com/libeigen/eigen.git synced 2025-08-14 20:56:00 +08:00
Code Issues Packages Projects Releases Wiki Activity

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).

Browse Source 
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
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

14
Eigen/src/Cholesky/LDLT.h
View File

@ -96,8 +96,7 @@ void LDLT<MatrixType>::compute(const MatrixType& a)
assert(a.rows()==a.cols());
const int size = a.rows();
m_matrix.resize(size, size);
m_isPositiveDefinite = true;
const RealScalar eps = precision<Scalar>() * a.cwise().abs().maxCoeff();
m_isPositiveDefinite = true; // always true. This decomposition is not rank-revealing anyway.
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));
m_matrix.coeffRef(j,j) = tmp;
if (tmp < eps)
{
m_isPositiveDefinite = false;
return;
}
int endSize = size-j-1;
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()
- _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>
MatrixBase<Derived>::ldlt() const
{
return LDLT<PlainObject>(derived());
return LDLT<PlainMatrixType>(derived());
}
#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);
}
#if 0 // cholesky is not rank-revealing anyway
// test isPositiveDefinite on non definite matrix
if (rows>4)
{
@ -109,6 +110,7 @@ template<typename MatrixType> void cholesky(const MatrixType& m)
LDLT<SquareMatrixType> cholnosqrt(symm);
VERIFY(!cholnosqrt.isPositiveDefinite());
}
#endif
}
void test_cholesky()