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ColPivQR: now the unit tests even succeeds:

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* with random matrices multiplied by 1e+8 (i.e. fixed wrong absolute fuzzy compare)
* with 10,000 repetitions (i.e. the fuzzy compare is really clever)
and when it occasionnally fails, less than once in 10,000 repeats, it is only on the exact rank computation.
This commit is contained in:
Benoit Jacob 2009-12-01 13:51:35 -05:00
parent 95d88e1327
commit 68117c267c
1 changed files with 6 additions and 3 deletions
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9
Eigen/src/QR/ColPivHouseholderQR.h
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@ -350,6 +350,8 @@ ColPivHouseholderQR<MatrixType>& ColPivHouseholderQR<MatrixType>::compute(const
for(int k = 0; k < cols; ++k)
colSqNorms.coeffRef(k) = m_qr.col(k).squaredNorm();
RealScalar threshold_helper = colSqNorms.maxCoeff() * ei_abs2(epsilon<Scalar>()) / rows;
m_nonzero_pivots = size; // the generic case is that in which all pivots are nonzero (invertible case)
m_maxpivot = RealScalar(0);
@ -369,11 +371,12 @@ ColPivHouseholderQR<MatrixType>& ColPivHouseholderQR<MatrixType>::compute(const
// we store that back into our table: it can't hurt to correct our table.
colSqNorms.coeffRef(biggest_col_index) = biggest_col_sq_norm;
// if the pivot is smaller than epsilon, terminate to avoid generating nan/inf values.
// if the current biggest column is smaller than epsilon times the initial biggest column,
// terminate to avoid generating nan/inf values.
// Note that here, if we test instead for "biggest == 0", we get a failure every 1000 (or so)
// repetitions of the unit test, with the result of solve() filled with large values of the order
// of 1/epsilon.
if(biggest_col_sq_norm < ei_abs2(epsilon<Scalar>()))
// of 1/(size*epsilon).
if(biggest_col_sq_norm < threshold_helper * (rows-k))
{
m_nonzero_pivots = k;
m_hCoeffs.end(size-k).setZero();