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Avoid division by very small entries when extracting singularvalues, and explicitly handle the 1x1 complex case.

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This commit is contained in:
Gael Guennebaud 2016-07-12 17:22:03 +02:00
parent e2aa58b631
commit b4343aa67e
1 changed files with 15 additions and 4 deletions
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19
Eigen/src/SVD/JacobiSVD.h
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@ -694,6 +694,16 @@ JacobiSVD<MatrixType, QRPreconditioner>::compute(const MatrixType& matrix, unsig
/*** step 2. The main Jacobi SVD iteration. ***/ /*** step 2. The main Jacobi SVD iteration. ***/
RealScalar maxDiagEntry = m_workMatrix.cwiseAbs().diagonal().maxCoeff(); RealScalar maxDiagEntry = m_workMatrix.cwiseAbs().diagonal().maxCoeff();
// For a 1x1 complex matrix this boils down in cancelling the imaginary part
// This needs to be done explicitly because the "svd_precondition_2x2_block_to_be_real"
// wont't be applied as there is no 2x2 blocks!
if(NumTraits<Scalar>::IsComplex && m_diagSize==1 && abs(numext::imag(m_workMatrix.coeff(0,0)))>considerAsZero)
{
RealScalar z = abs(m_workMatrix.coeff(0,0));
if(computeU()) m_matrixU.col(0) *= m_workMatrix.coeff(0,0)/z;
m_workMatrix.coeffRef(0,0) = z;
}
bool finished = false; bool finished = false;
while(!finished) while(!finished)
{ {
@ -713,7 +723,7 @@ JacobiSVD<MatrixType, QRPreconditioner>::compute(const MatrixType& matrix, unsig
{ {
finished = false; finished = false;
// perform SVD decomposition of 2x2 sub-matrix corresponding to indices p,q to make it diagonal // perform SVD decomposition of 2x2 sub-matrix corresponding to indices p,q to make it diagonal
// the complex to real operation returns true is the updated 2x2 block is not already diagonal // the complex to real operation returns true if the updated 2x2 block is not already diagonal
if(internal::svd_precondition_2x2_block_to_be_real<MatrixType, QRPreconditioner>::run(m_workMatrix, *this, p, q, maxDiagEntry)) if(internal::svd_precondition_2x2_block_to_be_real<MatrixType, QRPreconditioner>::run(m_workMatrix, *this, p, q, maxDiagEntry))
{ {
JacobiRotation<RealScalar> j_left, j_right; JacobiRotation<RealScalar> j_left, j_right;
@ -738,9 +748,10 @@ JacobiSVD<MatrixType, QRPreconditioner>::compute(const MatrixType& matrix, unsig
for(Index i = 0; i < m_diagSize; ++i) for(Index i = 0; i < m_diagSize; ++i)
{ {
RealScalar a = abs(m_workMatrix.coeff(i,i)); // At this stage, m_workMatrix.coeff(i,i) is supposed to be real.
m_singularValues.coeffRef(i) = a; RealScalar a = numext::real(m_workMatrix.coeff(i,i));
if(computeU() && (a!=RealScalar(0))) m_matrixU.col(i) *= m_workMatrix.coeff(i,i)/a; m_singularValues.coeffRef(i) = abs(a);
if(computeU() && (a<RealScalar(0))) m_matrixU.col(i) = -m_matrixU.col(i);
} }
m_singularValues *= scale; m_singularValues *= scale;