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
..
2021-04-05 11:19:09 -07:00
2021-03-15 18:42:04 +00:00
2017-11-10 14:11:22 +01:00
2017-11-27 22:11:57 +01:00