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Fix GeneralizedEigenSolver when requesting for eigenvalues only.

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(grafted from a87cff20df5129c364c4675f05ceb6d451188f6c
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This commit is contained in:
Gael Guennebaud 2018-07-14 09:38:49 +02:00
parent ae6e5caa40
commit ab3fa2e123
2 changed files with 9 additions and 3 deletions
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5
Eigen/src/Eigenvalues/GeneralizedEigenSolver.h
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@ -311,7 +311,6 @@ GeneralizedEigenSolver<MatrixType>::compute(const MatrixType& A, const MatrixTyp
// Aliases: // Aliases:
Map<VectorType> v(reinterpret_cast<Scalar*>(m_tmp.data()), size); Map<VectorType> v(reinterpret_cast<Scalar*>(m_tmp.data()), size);
ComplexVectorType &cv = m_tmp; ComplexVectorType &cv = m_tmp;
const MatrixType &mZ = m_realQZ.matrixZ();
const MatrixType &mS = m_realQZ.matrixS(); const MatrixType &mS = m_realQZ.matrixS();
const MatrixType &mT = m_realQZ.matrixT(); const MatrixType &mT = m_realQZ.matrixT();
@ -351,7 +350,7 @@ GeneralizedEigenSolver<MatrixType>::compute(const MatrixType& A, const MatrixTyp
} }
} }
} }
m_eivec.col(i).real().noalias() = mZ.transpose() * v; m_eivec.col(i).real().noalias() = m_realQZ.matrixZ().transpose() * v;
m_eivec.col(i).real().normalize(); m_eivec.col(i).real().normalize();
m_eivec.col(i).imag().setConstant(0); m_eivec.col(i).imag().setConstant(0);
} }
@ -400,7 +399,7 @@ GeneralizedEigenSolver<MatrixType>::compute(const MatrixType& A, const MatrixTyp
/ (alpha*mT.coeffRef(j,j) - static_cast<Scalar>(beta*mS.coeffRef(j,j))); / (alpha*mT.coeffRef(j,j) - static_cast<Scalar>(beta*mS.coeffRef(j,j)));
} }
} }
m_eivec.col(i+1).noalias() = (mZ.transpose() * cv); m_eivec.col(i+1).noalias() = (m_realQZ.matrixZ().transpose() * cv);
m_eivec.col(i+1).normalize(); m_eivec.col(i+1).normalize();
m_eivec.col(i) = m_eivec.col(i+1).conjugate(); m_eivec.col(i) = m_eivec.col(i+1).conjugate();
} }

7
test/eigensolver_generalized_real.cpp
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@ -77,6 +77,13 @@ template<typename MatrixType> void generalized_eigensolver_real(const MatrixType
GeneralizedEigenSolver<MatrixType> eig2(a.adjoint() * a,b.adjoint() * b); GeneralizedEigenSolver<MatrixType> eig2(a.adjoint() * a,b.adjoint() * b);
eig2.compute(a.adjoint() * a,b.adjoint() * b); eig2.compute(a.adjoint() * a,b.adjoint() * b);
} }
// check without eigenvectors
{
GeneralizedEigenSolver<MatrixType> eig1(spdA, spdB, true);
GeneralizedEigenSolver<MatrixType> eig2(spdA, spdB, false);
VERIFY_IS_APPROX(eig1.eigenvalues(), eig2.eigenvalues());
}
} }
void test_eigensolver_generalized_real() void test_eigensolver_generalized_real()