GitHub-Proxy/eigen
1
0
Fork 0
mirror of https://gitlab.com/libeigen/eigen.git synced 2025-07-07 05:31:48 +08:00
Code Issues Packages Projects Releases Wiki Activity

bug #1479: fix failure detection in LDLT

Browse Source 
(grafted from 672bdc126b0923e6228a024ce62d1f18b05840ea
)
This commit is contained in:
Gael Guennebaud 2017-11-16 17:55:24 +01:00
parent d18877f18d
commit c20043c8fd
2 changed files with 19 additions and 0 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

2
Eigen/src/Cholesky/LDLT.h
View File

@ -376,6 +376,8 @@ template<> struct ldlt_inplace<Lower>
if((rs>0) && pivot_is_valid) if((rs>0) && pivot_is_valid)
A21 /= realAkk; A21 /= realAkk;
else if(rs>0)
ret = ret && (A21.array()==Scalar(0)).all();
if(found_zero_pivot && pivot_is_valid) ret = false; // factorization failed if(found_zero_pivot && pivot_is_valid) ret = false; // factorization failed
else if(!pivot_is_valid) found_zero_pivot = true; else if(!pivot_is_valid) found_zero_pivot = true;

17
test/cholesky.cpp
View File

@ -373,6 +373,7 @@ template<typename MatrixType> void cholesky_definiteness(const MatrixType& m)
VERIFY(ldlt.info()==Success); VERIFY(ldlt.info()==Success);
VERIFY(!ldlt.isNegative()); VERIFY(!ldlt.isNegative());
VERIFY(!ldlt.isPositive()); VERIFY(!ldlt.isPositive());
VERIFY_IS_APPROX(mat,ldlt.reconstructedMatrix());
} }
{ {
mat << 1, 2, 2, 1; mat << 1, 2, 2, 1;
@ -380,6 +381,7 @@ template<typename MatrixType> void cholesky_definiteness(const MatrixType& m)
VERIFY(ldlt.info()==Success); VERIFY(ldlt.info()==Success);
VERIFY(!ldlt.isNegative()); VERIFY(!ldlt.isNegative());
VERIFY(!ldlt.isPositive()); VERIFY(!ldlt.isPositive());
VERIFY_IS_APPROX(mat,ldlt.reconstructedMatrix());
} }
{ {
mat << 0, 0, 0, 0; mat << 0, 0, 0, 0;
@ -387,6 +389,7 @@ template<typename MatrixType> void cholesky_definiteness(const MatrixType& m)
VERIFY(ldlt.info()==Success); VERIFY(ldlt.info()==Success);
VERIFY(ldlt.isNegative()); VERIFY(ldlt.isNegative());
VERIFY(ldlt.isPositive()); VERIFY(ldlt.isPositive());
VERIFY_IS_APPROX(mat,ldlt.reconstructedMatrix());
} }
{ {
mat << 0, 0, 0, 1; mat << 0, 0, 0, 1;
@ -394,6 +397,7 @@ template<typename MatrixType> void cholesky_definiteness(const MatrixType& m)
VERIFY(ldlt.info()==Success); VERIFY(ldlt.info()==Success);
VERIFY(!ldlt.isNegative()); VERIFY(!ldlt.isNegative());
VERIFY(ldlt.isPositive()); VERIFY(ldlt.isPositive());
VERIFY_IS_APPROX(mat,ldlt.reconstructedMatrix());
} }
{ {
mat << -1, 0, 0, 0; mat << -1, 0, 0, 0;
@ -401,6 +405,7 @@ template<typename MatrixType> void cholesky_definiteness(const MatrixType& m)
VERIFY(ldlt.info()==Success); VERIFY(ldlt.info()==Success);
VERIFY(ldlt.isNegative()); VERIFY(ldlt.isNegative());
VERIFY(!ldlt.isPositive()); VERIFY(!ldlt.isPositive());
VERIFY_IS_APPROX(mat,ldlt.reconstructedMatrix());
} }
} }
@ -452,6 +457,18 @@ void cholesky_faillure_cases()
VERIFY(ldlt.info()==NumericalIssue); VERIFY(ldlt.info()==NumericalIssue);
VERIFY_IS_NOT_APPROX(mat,ldlt.reconstructedMatrix()); VERIFY_IS_NOT_APPROX(mat,ldlt.reconstructedMatrix());
} }
// bug 1479
{
mat.resize(4,4);
mat << 1, 2, 0, 1,
2, 4, 0, 2,
0, 0, 0, 1,
1, 2, 1, 1;
ldlt.compute(mat);
VERIFY(ldlt.info()==NumericalIssue);
VERIFY_IS_NOT_APPROX(mat,ldlt.reconstructedMatrix());
}
} }
template<typename MatrixType> void cholesky_verify_assert() template<typename MatrixType> void cholesky_verify_assert()