Re: [eigen] Re: LU precision tuning

[Hauke Heibel <hauke.heibel@xxxxxxxxxxxxxx>]

Some more results including the related patch and code - this time the
tests include the QR decomposition.

After (hopefully) fixing (with Benoit's help) the creation of matrices
having a specific rank, I reran the tests. This time with increased
'repeat' variable - I set it to 200. Due to the long time it takes, I
stopped at a matrix size of 512.

The results were not only run for LU but also QR and they indicate
that for LU our bound might be a bit too tight - especially for bigger
matrices. For QR on the other hand it still looks too noisy to infer
any formula.

The 'ups' from the log-file denotes a complete failure, i.e. for all
tested precisions in the range of [eps; eps*2^19] at least one out of
200 tests failed.

- Hauke

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