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Returns condition number of zero if matrix is not invertible.

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This commit is contained in:
Antonio Sánchez 2025-02-12 07:09:20 +00:00 committed by Rasmus Munk Larsen
parent 809d266b49
commit becefd59e2
2 changed files with 31 additions and 3 deletions
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5
Eigen/src/LU/FullPivLU.h
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@ -243,7 +243,10 @@ class FullPivLU : public SolverBase<FullPivLU<MatrixType_, PermutationIndex_> >
the LU decomposition.
*/
inline RealScalar rcond() const {
eigen_assert(m_isInitialized && "PartialPivLU is not initialized.");
eigen_assert(m_isInitialized && "FullPivLU is not initialized.");
if (!isInvertible()) {
return RealScalar(0);
}
return internal::rcond_estimate_helper(m_l1_norm, *this);
}

29
test/lu.cpp
View File

@ -195,6 +195,29 @@ void lu_verify_assert() {
VERIFY_RAISES_ASSERT(plu.inverse())
}
// Rank-deficient matrix returns 0.
// https://gitlab.com/libeigen/eigen/-/issues/2889
void test_2889() {
Eigen::MatrixXd A =
Eigen::MatrixXd({{0.0000000000000000, 0.0000000000000000, 1.0000000000000000, 0.0000000000000000,
0.34149999916553497, 0.0000000000000000, 0.79877008515664061},
{0.0000000000000000, 1.0000000000000000, 0.0000000000000000, 0.29200000315904617,
0.0000000000000000, -0.37149999849498272, -0.16425902650844920},
{0.0000000000000000, 0.0000000000000000, 1.0000000000000000, 0.0000000000000000,
0.34149999916553497, 0.0000000000000000, 0.79877008515664061},
{0.0000000000000000, 1.0000000000000000, 0.0000000000000000, 0.040500000119209290,
0.0000000000000000, -0.30099999904632568, -0.081170580429391403},
{1.0000000000000000, 0.0000000000000000, 0.0000000000000000, 0.0000000000000000,
0.0000000000000000, 0.0000000000000000, -0.0000000000000000},
{0.0000000000000000, 0.70710689672598170, 0.70710666564709435, 0.027000000700354562,
0.025455838867477515, -0.025455847186317101, -0.0068972271572272821},
{1.0000000000000000, 0.0000000000000000, 0.0000000000000000, 0.0000000000000000,
0.0000000000000000, 0.0000000000000000, -0.0000000000000000}});
Eigen::FullPivLU<Eigen::MatrixXd> lu_factorization(A);
double rcond = lu_factorization.rcond();
VERIFY_IS_EQUAL(rcond, 0.0);
}
EIGEN_DECLARE_TEST(lu) {
for (int i = 0; i < g_repeat; i++) {
CALL_SUBTEST_1(lu_non_invertible<Matrix3f>());
@ -229,7 +252,9 @@ EIGEN_DECLARE_TEST(lu) {
CALL_SUBTEST_7((lu_non_invertible<Matrix<float, Dynamic, 16> >()));
// Test problem size constructors
CALL_SUBTEST_9(PartialPivLU<MatrixXf>(10));
CALL_SUBTEST_9(FullPivLU<MatrixXf>(10, 20););
CALL_SUBTEST_8(PartialPivLU<MatrixXf>(10));
CALL_SUBTEST_8(FullPivLU<MatrixXf>(10, 20););
CALL_SUBTEST_9(test_2889());
}
}