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typo

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This commit is contained in:
Gael Guennebaud 2015-06-15 15:08:51 +02:00
parent 3946c981b1
commit a546be56e0
1 changed files with 2 additions and 2 deletions
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Eigen/src/Cholesky/LDLT.h
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@ -497,9 +497,9 @@ void LDLT<_MatrixType,_UpLo>::_solve_impl(const RhsType &rhs, DstType &dst) cons
const typename Diagonal<const MatrixType>::RealReturnType vecD(vectorD());
// In some previous versions, tolerance was set to the max of 1/highest and the maximal diagonal entry * epsilon
// as motivated by LAPACK's xGELSS:
// RealScalar tolerance = numext::maxi(vectorD.array().abs().maxCoeff() *NumTraits<RealScalar>::epsilon(),RealScalar(1) / NumTraits<RealScalar>::highest());
// RealScalar tolerance = numext::maxi(vecD.array().abs().maxCoeff() * NumTraits<RealScalar>::epsilon(),RealScalar(1) / NumTraits<RealScalar>::highest());
// However, LDLT is not rank revealing, and so adjusting the tolerance wrt to the highest
// diagonal element is not well justified and to numerical issues in some cases.
// diagonal element is not well justified and leads to numerical issues in some cases.
// Moreover, Lapack's xSYTRS routines use 0 for the tolerance.
RealScalar tolerance = RealScalar(1) / NumTraits<RealScalar>::highest();