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Fix bug #286: Infinite loop in JacobiSVD with denormals

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This commit is contained in:
Jitse Niesen 2011-09-27 14:25:02 +01:00
parent 961a825b97
commit 17c321617d
2 changed files with 21 additions and 5 deletions
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10
Eigen/src/SVD/JacobiSVD.h
View File

@ -590,6 +590,9 @@ JacobiSVD<MatrixType, QRPreconditioner>::compute(const MatrixType& matrix, unsig
// only worsening the precision of U and V as we accumulate more rotations
const RealScalar precision = RealScalar(2) * NumTraits<Scalar>::epsilon();
// limit for very small denormal numbers to be considered zero in order to avoid infinite loops (see bug 286)
const RealScalar considerAsZero = RealScalar(2) * std::numeric_limits<RealScalar>::denorm_min();
/*** step 1. The R-SVD step: we use a QR decomposition to reduce to the case of a square matrix */
if(!internal::qr_preconditioner_impl<MatrixType, QRPreconditioner, internal::PreconditionIfMoreColsThanRows>::run(*this, matrix)
@ -617,10 +620,11 @@ JacobiSVD<MatrixType, QRPreconditioner>::compute(const MatrixType& matrix, unsig
{
// if this 2x2 sub-matrix is not diagonal already...
// notice that this comparison will evaluate to false if any NaN is involved, ensuring that NaN's don't
// keep us iterating forever.
// keep us iterating forever. Similarly, small denormal numbers are considered zero.
using std::max;
if((max)(internal::abs(m_workMatrix.coeff(p,q)),internal::abs(m_workMatrix.coeff(q,p)))
> (max)(internal::abs(m_workMatrix.coeff(p,p)),internal::abs(m_workMatrix.coeff(q,q)))*precision)
RealScalar threshold = (max)(considerAsZero, precision * (max)(internal::abs(m_workMatrix.coeff(p,p)),
internal::abs(m_workMatrix.coeff(q,q))));
if((max)(internal::abs(m_workMatrix.coeff(p,q)),internal::abs(m_workMatrix.coeff(q,p))) > threshold)
{
finished = false;

16
test/jacobisvd.cpp
View File

@ -244,6 +244,17 @@ void jacobisvd_inf_nan()
svd.compute(m, ComputeFullU | ComputeFullV);
}
// Regression test for bug 286: JacobiSVD loops indefinitely with some
// matrices containing denormal numbers.
void jacobisvd_bug286()
{
Matrix2d M;
M << -7.90884e-313, -4.94e-324,
0, 5.60844e-313;
JacobiSVD<Matrix2d> svd;
svd.compute(M); // just check we don't loop indefinitely
}
void jacobisvd_preallocate()
{
Vector3f v(3.f, 2.f, 1.f);
@ -280,8 +291,6 @@ void jacobisvd_preallocate()
internal::set_is_malloc_allowed(false);
svd2.compute(m, ComputeFullU|ComputeFullV);
internal::set_is_malloc_allowed(true);
}
void test_jacobisvd()
@ -336,4 +345,7 @@ void test_jacobisvd()
// Check that preallocation avoids subsequent mallocs
CALL_SUBTEST_9( jacobisvd_preallocate() );
// Regression check for bug 286
CALL_SUBTEST_2( jacobisvd_bug286() );
}