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Fix overflow when checking SVD accuracy

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This commit is contained in:
Gael Guennebaud 2015-06-23 15:05:20 +02:00
parent b0d08869a9
commit c3e398d138
1 changed files with 5 additions and 1 deletions
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6
test/svd_common.h
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@ -33,6 +33,7 @@ void svd_check_full(const MatrixType& m, const SvdType& svd)
}; };
typedef typename MatrixType::Scalar Scalar; typedef typename MatrixType::Scalar Scalar;
typedef typename MatrixType::RealScalar RealScalar;
typedef Matrix<Scalar, RowsAtCompileTime, RowsAtCompileTime> MatrixUType; typedef Matrix<Scalar, RowsAtCompileTime, RowsAtCompileTime> MatrixUType;
typedef Matrix<Scalar, ColsAtCompileTime, ColsAtCompileTime> MatrixVType; typedef Matrix<Scalar, ColsAtCompileTime, ColsAtCompileTime> MatrixVType;
@ -40,7 +41,10 @@ void svd_check_full(const MatrixType& m, const SvdType& svd)
sigma.diagonal() = svd.singularValues().template cast<Scalar>(); sigma.diagonal() = svd.singularValues().template cast<Scalar>();
MatrixUType u = svd.matrixU(); MatrixUType u = svd.matrixU();
MatrixVType v = svd.matrixV(); MatrixVType v = svd.matrixV();
VERIFY_IS_APPROX(m, u * sigma * v.adjoint()); RealScalar scaling = m.cwiseAbs().maxCoeff();
if(scaling<=(std::numeric_limits<RealScalar>::min)())
scaling = RealScalar(1);
VERIFY_IS_APPROX(m/scaling, u * (sigma/scaling) * v.adjoint());
VERIFY_IS_UNITARY(u); VERIFY_IS_UNITARY(u);
VERIFY_IS_UNITARY(v); VERIFY_IS_UNITARY(v);
} }