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Fix bug #608: the sign computation in LDLT was broken

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(transplanted from a69b4b092beec7caf87f1fe13cbba0781c651852
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This commit is contained in:
Gael Guennebaud 2013-06-09 23:19:32 +02:00
parent 8f67e02ee2
commit 97c08b43b4
1 changed files with 11 additions and 3 deletions
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14
Eigen/src/Cholesky/LDLT.h
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@ -277,15 +277,13 @@ template<> struct ldlt_inplace<Lower>
// are compared; if any diagonal is negligible compared
// to the largest overall, the algorithm bails.
cutoff = abs(NumTraits<Scalar>::epsilon() * biggest_in_corner);
if(sign)
*sign = real(mat.diagonal().coeff(index_of_biggest_in_corner)) > 0 ? 1 : -1;
}
// Finish early if the matrix is not full rank.
if(biggest_in_corner < cutoff)
{
for(Index i = k; i < size; i++) transpositions.coeffRef(i) = i;
if(sign) *sign = 0;
break;
}
@ -326,6 +324,16 @@ template<> struct ldlt_inplace<Lower>
}
if((rs>0) && (abs(mat.coeffRef(k,k)) > cutoff))
A21 /= mat.coeffRef(k,k);
if(sign)
{
// LDLT is not guaranteed to work for indefinite matrices, but let's try to get the sign right
int newSign = real(mat.diagonal().coeff(index_of_biggest_in_corner)) > 0;
if(k == 0)
*sign = newSign;
else if(*sign != newSign)
*sign = 0;
}
}
return true;