From e2886d34ef54e1c36777ff14d1d43db6ac5cab4d Mon Sep 17 00:00:00 2001 From: Gael Guennebaud Date: Sun, 5 Aug 2012 09:57:31 +0200 Subject: [PATCH] Fix precision regression when attempting to fix underflow issues. (transplanted from af824091be78c82212cef4b2fb085a083fbebc5e ) --- Eigen/src/Eigenvalues/SelfAdjointEigenSolver.h | 11 ++++++++++- 1 file changed, 10 insertions(+), 1 deletion(-) diff --git a/Eigen/src/Eigenvalues/SelfAdjointEigenSolver.h b/Eigen/src/Eigenvalues/SelfAdjointEigenSolver.h index acc5576fe..24c78b4b2 100644 --- a/Eigen/src/Eigenvalues/SelfAdjointEigenSolver.h +++ b/Eigen/src/Eigenvalues/SelfAdjointEigenSolver.h @@ -743,7 +743,16 @@ static void tridiagonal_qr_step(RealScalar* diag, RealScalar* subdiag, Index sta // RealScalar e2 = abs2(subdiag[end-1]); // RealScalar mu = diag[end] - e2 / (td + (td>0 ? 1 : -1) * sqrt(td*td + e2)); // This explain the following, somewhat more complicated, version: - RealScalar mu = diag[end] - (e / (td + (td>0 ? 1 : -1))) * (e / hypot(td,e)); + RealScalar mu = diag[end]; + if(td==0) + mu -= abs(e); + else + { + RealScalar e2 = abs2(subdiag[end-1]); + RealScalar h = hypot(td,e); + if(e2==0) mu -= (e / (td + (td>0 ? 1 : -1))) * (e / h); + else mu -= e2 / (td + (td>0 ? h : -h)); + } RealScalar x = diag[start] - mu; RealScalar z = subdiag[start];