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Fix crash in IncompleteCholesky when the input has zeros on the diagonal.

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Rasmus Munk Larsen 2024-02-22 22:22:21 +00:00
parent 3859e8d5b2
commit 6ed4d80cc8
1 changed files with 13 additions and 0 deletions
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13
Eigen/src/IterativeLinearSolvers/IncompleteCholesky.h
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@ -214,6 +214,19 @@ void IncompleteCholesky<Scalar, UpLo_, OrderingType>::factorize(const MatrixType
m_L.template selfadjointView<Lower>() = mat.template selfadjointView<UpLo_>(); m_L.template selfadjointView<Lower>() = mat.template selfadjointView<UpLo_>();
} }
// The algorithm will insert increasingly large shifts on the diagonal until
// factorization succeeds. Therefore we have to make sure that there is a
// space in the datastructure to store such values, even if the original
// matrix has a zero on the diagonal.
bool modified = false;
for (Index i = 0; i < mat.cols(); ++i) {
if (numext::is_exactly_zero(m_L.coeff(i, i))) {
m_L.insert(i, i) = Scalar(0);
modified = true;
}
}
if (modified) m_L.makeCompressed();
Index n = m_L.cols(); Index n = m_L.cols();
Index nnz = m_L.nonZeros(); Index nnz = m_L.nonZeros();
Map<VectorSx> vals(m_L.valuePtr(), nnz); // values Map<VectorSx> vals(m_L.valuePtr(), nnz); // values