eigen/Eigen
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
..
src Fix SelfAdjoingEigenSolver (#2191) 2021-04-05 11:19:09 -07:00
Cholesky Remove vim specific comments to recognoize correct file-type. 2021-02-09 09:13:09 +01:00
CholmodSupport
Core Fix NVCC+ICC issues. 2021-03-15 18:42:04 +00:00
Dense
Eigen
Eigenvalues Remove vim specific comments to recognoize correct file-type. 2021-02-09 09:13:09 +01:00
Geometry Remove vim specific comments to recognoize correct file-type. 2021-02-09 09:13:09 +01:00
Householder Remove vim specific comments to recognoize correct file-type. 2021-02-09 09:13:09 +01:00
IterativeLinearSolvers
Jacobi Remove vim specific comments to recognoize correct file-type. 2021-02-09 09:13:09 +01:00
KLUSupport
LU Remove vim specific comments to recognoize correct file-type. 2021-02-09 09:13:09 +01:00
MetisSupport
OrderingMethods
PardisoSupport
PaStiXSupport
QR Remove vim specific comments to recognoize correct file-type. 2021-02-09 09:13:09 +01:00
QtAlignedMalloc Remove vim specific comments to recognoize correct file-type. 2021-02-09 09:13:09 +01:00
Sparse
SparseCholesky
SparseCore
SparseLU
SparseQR
SPQRSupport
StdDeque
StdList
StdVector
SuperLUSupport
SVD Remove vim specific comments to recognoize correct file-type. 2021-02-09 09:13:09 +01:00
UmfPackSupport