Re: [eigen] Re: LU precision tuning |

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*To*: eigen@xxxxxxxxxxxxxxxxxxx*Subject*: Re: [eigen] Re: LU precision tuning*From*: Benoit Jacob <jacob.benoit.1@xxxxxxxxx>*Date*: Mon, 11 May 2009 16:08:05 +0200*Dkim-signature*: v=1; a=rsa-sha256; c=relaxed/relaxed; d=gmail.com; s=gamma; h=domainkey-signature:mime-version:received:in-reply-to:references :date:message-id:subject:from:to:content-type :content-transfer-encoding; bh=E1fEvW65/WDFUAkTTgBIxp684T98f8x07/MFtUIxUak=; b=VbntYCYGQQWI8td7muXwBGyqmyDlKRR6UclC5kwR6zeOPTjyJ5BKFGWAkbL/BRjYaM DsxfZmJPhZzu5/Ezr/CdzvuXX+3UzbjQD4aLJ1hARkpS056acboKvAXJDOs+dEfOEW0C JB58x0vnA+VTTcSBIMazpy3sQNSbqApB/BJ/I=*Domainkey-signature*: a=rsa-sha1; c=nofws; d=gmail.com; s=gamma; h=mime-version:in-reply-to:references:date:message-id:subject:from:to :content-type:content-transfer-encoding; b=ddELkeafxE6dx1p01RgDWarV09ilK9G8REmCgs6kfI6cym2attxXfMnB48yqfizodx XM/pwMeeTaRROsEjuw8qi2xNxz76lp9eoZr+KnWMPDtvOUetwhxwadiVHcRPvKOmNDl5 utxM+umcHvWouP6K6R+f1xx/UYXo6ygU9xFhA=

2009/5/11, Hauke Heibel <hauke.heibel@xxxxxxxxxxxxxx>: >> I'll commit that tomorrow, just a slight >> modification of your patch to default to "epsilon*size". > > You have to take care here. In case the user passes his own precision, > it needs to ensured that that will be used instead of the pre-defined > epsilon*size. The default parameter for the ctor can not be set to the > size of the matrix and thus I would set it to zero and in case > precision<=zero is passed to the function we set > precision=precision*size. Yep, we'll have 2 separate ctors, but they'll both call a common compute() function. > >> Also, there's a problem in your create...() function for rectangular >> sizes: it's d that should be rectangular, not a; the matrix m you >> create is always square as a product of 3 square matrices. I'll take >> care of that. > > I don't get it. I create 'a' being row \times cols and 'd' being cols > \times 1 and finally 'b' cols \times cols. Then, after multiplication > you arrive at > > m = a * d.asDiagonal() * b > (rows cols) * (cols cols) * (cols cols) = (rows cols) > Aha, the misunderstanding comes from an error in our current QR. Normally, in the QR decomposition, Q is always square, it's R that adapts to the rectangular size. http://en.wikipedia.org/wiki/QR_decomposition#Rectangular_matrix But here in our QR, it's Q that adapts to the rectangular size. Another problem --> so i wouldn't currently consider it reliable for non-square matrices. (I mark that on my TODO...) Cheers, Benoit

**Follow-Ups**:**Re: [eigen] Re: LU precision tuning***From:*Márton Danóczy

**References**:**[eigen] LU precision tuning***From:*Benoit Jacob

**[eigen] Re: LU precision tuning***From:*Benoit Jacob

**[eigen] Re: LU precision tuning***From:*Benoit Jacob

**Re: [eigen] Re: LU precision tuning***From:*Hauke Heibel

**Re: [eigen] Re: LU precision tuning***From:*Benoit Jacob

**Re: [eigen] Re: LU precision tuning***From:*Hauke Heibel

**Re: [eigen] Re: LU precision tuning***From:*Benoit Jacob

**Re: [eigen] Re: LU precision tuning***From:*Benoit Jacob

**Re: [eigen] Re: LU precision tuning***From:*Benoit Jacob

**Re: [eigen] Re: LU precision tuning***From:*Hauke Heibel

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