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bug #933: RealSchur, do not consider the input matrix norm to check negligible sub-diag entries. This also makes this test consistent with the complex and self-adjoint cases.

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This commit is contained in:
Gael Guennebaud 2015-01-28 16:07:51 +01:00
parent c6eb84aabc
commit a727a2c4ed
1 changed files with 4 additions and 8 deletions
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12
Eigen/src/Eigenvalues/RealSchur.h
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@ -234,7 +234,7 @@ template<typename _MatrixType> class RealSchur
typedef Matrix<Scalar,3,1> Vector3s;
Scalar computeNormOfT();
Index findSmallSubdiagEntry(Index iu, const Scalar& norm);
Index findSmallSubdiagEntry(Index iu);
void splitOffTwoRows(Index iu, bool computeU, const Scalar& exshift);
void computeShift(Index iu, Index iter, Scalar& exshift, Vector3s& shiftInfo);
void initFrancisQRStep(Index il, Index iu, const Vector3s& shiftInfo, Index& im, Vector3s& firstHouseholderVector);
@ -286,7 +286,7 @@ RealSchur<MatrixType>& RealSchur<MatrixType>::computeFromHessenberg(const HessMa
{
while (iu >= 0)
{
Index il = findSmallSubdiagEntry(iu, norm);
Index il = findSmallSubdiagEntry(iu);
// Check for convergence
if (il == iu) // One root found
@ -343,16 +343,14 @@ inline typename MatrixType::Scalar RealSchur<MatrixType>::computeNormOfT()
/** \internal Look for single small sub-diagonal element and returns its index */
template<typename MatrixType>
inline typename MatrixType::Index RealSchur<MatrixType>::findSmallSubdiagEntry(Index iu, const Scalar& norm)
inline typename MatrixType::Index RealSchur<MatrixType>::findSmallSubdiagEntry(Index iu)
{
using std::abs;
Index res = iu;
while (res > 0)
{
Scalar s = abs(m_matT.coeff(res-1,res-1)) + abs(m_matT.coeff(res,res));
if (s == 0.0)
s = norm;
if (abs(m_matT.coeff(res,res-1)) < NumTraits<Scalar>::epsilon() * s)
if (abs(m_matT.coeff(res,res-1)) <= NumTraits<Scalar>::epsilon() * s)
break;
res--;
}
@ -457,10 +455,8 @@ inline void RealSchur<MatrixType>::initFrancisQRStep(Index il, Index iu, const V
const Scalar lhs = m_matT.coeff(im,im-1) * (abs(v.coeff(1)) + abs(v.coeff(2)));
const Scalar rhs = v.coeff(0) * (abs(m_matT.coeff(im-1,im-1)) + abs(Tmm) + abs(m_matT.coeff(im+1,im+1)));
if (abs(lhs) < NumTraits<Scalar>::epsilon() * rhs)
{
break;
}
}
}
/** \internal Perform a Francis QR step involving rows il:iu and columns im:iu. */