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Fix underflow in JacoviSVD's complex to real preconditioner

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This commit is contained in:
Gael Guennebaud 2016-04-13 22:49:51 +02:00
parent f4e12272f1
commit feef39e2d1
1 changed files with 9 additions and 3 deletions
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12
Eigen/src/SVD/JacobiSVD.h
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@ -368,9 +368,15 @@ struct svd_precondition_2x2_block_to_be_real<MatrixType, QRPreconditioner, true>
if(n==0)
{
z = abs(work_matrix.coeff(p,q)) / work_matrix.coeff(p,q);
work_matrix.row(p) *= z;
if(svd.computeU()) svd.m_matrixU.col(p) *= conj(z);
// make sure firt column is zero (deflation)
work_matrix.coeffRef(p,p) = work_matrix.coeffRef(q,p) = Scalar(0);
if(work_matrix.coeff(p,q)!=Scalar(0))
{
// work_matrix.coeff(p,q) can be zero if work_matrix.coeff(q,p) is not zero but small enough to underflow when computing n
z = abs(work_matrix.coeff(p,q)) / work_matrix.coeff(p,q);
work_matrix.row(p) *= z;
if(svd.computeU()) svd.m_matrixU.col(p) *= conj(z);
}
if(work_matrix.coeff(q,q)!=Scalar(0))
{
z = abs(work_matrix.coeff(q,q)) / work_matrix.coeff(q,q);