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Fix precision regression when attempting to fix underflow issues.

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This commit is contained in:
Gael Guennebaud 2012-08-05 09:57:31 +02:00
parent c73c3ec2f8
commit af824091be
1 changed files with 10 additions and 1 deletions
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11
Eigen/src/Eigenvalues/SelfAdjointEigenSolver.h
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@ -743,7 +743,16 @@ static void tridiagonal_qr_step(RealScalar* diag, RealScalar* subdiag, Index sta
// RealScalar e2 = abs2(subdiag[end-1]);
// RealScalar mu = diag[end] - e2 / (td + (td>0 ? 1 : -1) * sqrt(td*td + e2));
// This explain the following, somewhat more complicated, version:
RealScalar mu = diag[end] - (e / (td + (td>0 ? 1 : -1))) * (e / hypot(td,e));
RealScalar mu = diag[end];
if(td==0)
mu -= abs(e);
else
{
RealScalar e2 = abs2(subdiag[end-1]);
RealScalar h = hypot(td,e);
if(e2==0) mu -= (e / (td + (td>0 ? 1 : -1))) * (e / h);
else mu -= e2 / (td + (td>0 ? h : -h));
}
RealScalar x = diag[start] - mu;
RealScalar z = subdiag[start];