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fix under- and overflow

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This commit is contained in:
Gael Guennebaud 2011-02-06 08:23:10 +01:00
parent 9ce08b352f
commit ea99880760
1 changed files with 6 additions and 1 deletions
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7
Eigen/src/Eigenvalues/SelfAdjointEigenSolver.h
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@ -400,7 +400,9 @@ SelfAdjointEigenSolver<MatrixType>& SelfAdjointEigenSolver<MatrixType>
RealVectorType& diag = m_eivalues; RealVectorType& diag = m_eivalues;
MatrixType& mat = m_eivec; MatrixType& mat = m_eivec;
mat = matrix; // map the matrix coefficients to [-1:1] to avoid over- and underflow.
RealScalar scale = matrix.cwiseAbs().maxCoeff();
mat = matrix / scale;
m_subdiag.resize(n-1); m_subdiag.resize(n-1);
internal::tridiagonalization_inplace(mat, diag, m_subdiag, computeEigenvectors); internal::tridiagonalization_inplace(mat, diag, m_subdiag, computeEigenvectors);
@ -457,6 +459,9 @@ SelfAdjointEigenSolver<MatrixType>& SelfAdjointEigenSolver<MatrixType>
} }
} }
// scale back the eigen values
m_eivalues *= scale;
m_isInitialized = true; m_isInitialized = true;
m_eigenvectorsOk = computeEigenvectors; m_eigenvectorsOk = computeEigenvectors;
return *this; return *this;