| Re: [eigen] Re: LU precision tuning |
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- To: eigen@xxxxxxxxxxxxxxxxxxx
- Subject: Re: [eigen] Re: LU precision tuning
- From: Hauke Heibel <hauke.heibel@xxxxxxxxxxxxxx>
- Date: Mon, 11 May 2009 11:40:09 +0200
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I could not help but thought about it again. The way we are currently
creating orthogonal matrices involves the QR decomposition and the
eps2 in QR was always computed as
RealScalar eps2 = precision<RealScalar>()*precision<RealScalar>();
Maybe this caused problems with the orthogonal matrices computed via
QR. I am wondering whether this code
http://rafb.net/p/K58Ni284.html
maybe more appropriate for the creation of random orthogonal matrices.
The code uses Gram-Schmidt orthogonalization to do so.
I will give it a try when I come back from lunch.
- Hauke