Antonio Sanchez 90187a33e1 Fix SelfAdjoingEigenSolver (#2191)
Adjust the relaxation step to use the condition
```
abs(subdiag[i]) <= epsilon * sqrt(abs(diag[i]) + abs(diag[i+1]))
```
for setting the subdiagonal entry to zero.

Also adjust Wilkinson shift for small `e = subdiag[end-1]` -
I couldn't find a reference for the original, and it was not
consistent with the Wilkinson definition.

Fixes #2191.
2021-04-05 11:19:09 -07:00
2018-03-11 10:01:44 -04:00
2021-04-05 11:19:09 -07:00
2021-04-02 22:06:27 +00:00
2012-07-15 10:20:59 -04:00

Eigen is a C++ template library for linear algebra: matrices, vectors, numerical solvers, and related algorithms.

For more information go to http://eigen.tuxfamily.org/.

For pull request, bug reports, and feature requests, go to https://gitlab.com/libeigen/eigen.

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