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e2aa58b631
This also fix serious issues with x387 for which values can be much smaller than the smallest denormal!
56 lines
1.7 KiB
C++
56 lines
1.7 KiB
C++
// This file is part of Eigen, a lightweight C++ template library
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// for linear algebra.
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//
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// Copyright (C) 2009-2010 Benoit Jacob <jacob.benoit.1@gmail.com>
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// Copyright (C) 2013-2016 Gael Guennebaud <gael.guennebaud@inria.fr>
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//
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// This Source Code Form is subject to the terms of the Mozilla
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// Public License v. 2.0. If a copy of the MPL was not distributed
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// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
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#ifndef EIGEN_REALSVD2X2_H
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#define EIGEN_REALSVD2X2_H
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namespace Eigen {
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namespace internal {
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template<typename MatrixType, typename RealScalar, typename Index>
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void real_2x2_jacobi_svd(const MatrixType& matrix, Index p, Index q,
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JacobiRotation<RealScalar> *j_left,
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JacobiRotation<RealScalar> *j_right)
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{
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using std::sqrt;
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using std::abs;
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Matrix<RealScalar,2,2> m;
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m << numext::real(matrix.coeff(p,p)), numext::real(matrix.coeff(p,q)),
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numext::real(matrix.coeff(q,p)), numext::real(matrix.coeff(q,q));
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JacobiRotation<RealScalar> rot1;
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RealScalar t = m.coeff(0,0) + m.coeff(1,1);
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RealScalar d = m.coeff(1,0) - m.coeff(0,1);
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if(abs(d) < (std::numeric_limits<RealScalar>::min)())
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{
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rot1.s() = RealScalar(0);
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rot1.c() = RealScalar(1);
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}
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else
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{
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// If d!=0, then t/d cannot overflow because the magnitude of the
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// entries forming d are not too small compared to the ones forming t.
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RealScalar u = t / d;
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RealScalar tmp = sqrt(RealScalar(1) + numext::abs2(u));
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rot1.s() = RealScalar(1) / tmp;
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rot1.c() = u / tmp;
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}
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m.applyOnTheLeft(0,1,rot1);
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j_right->makeJacobi(m,0,1);
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*j_left = rot1 * j_right->transpose();
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}
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} // end namespace internal
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} // end namespace Eigen
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#endif // EIGEN_REALSVD2X2_H
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