[eigen-commits] commit/eigen2: bjacob: make jacobi SVD more robust after experimenting with very nasty matrices... |
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1 new changeset in eigen2:
http://www.bitbucket.org/eigen/eigen2/changeset/3b7b990232d0/
changeset: r1418:3b7b990232d0
user: bjacob
date: 2009-08-13 00:23:39
summary: make jacobi SVD more robust after experimenting with very nasty matrices...
it turns out to be better to repeat the jacobi steps on a given (p,q) pair until it
is diagonal to machine precision, before going to the next (p,q) pair. it's also
an optimization as experiments show that in a majority of cases this allows to find out
that the (p,q) pair is already diagonal to machine precision.
affected #: 2 files (620 bytes)
Repository URL: http://bitbucket.org/eigen/eigen2/
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