| Re: [eigen] Precision in Cholesky Decomposition |
[ Thread Index |
Date Index
| More lists.tuxfamily.org/eigen Archives
]
- To: eigen@xxxxxxxxxxxxxxxxxxx
- Subject: Re: [eigen] Precision in Cholesky Decomposition
- From: Scott Stephens <stephens.js@xxxxxxxxx>
- Date: Mon, 8 Jun 2009 10:31:54 -0500
- 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=UWSWgC5M9xKvUudCnIsqRR2vmN3R5n7lZB98nwXnguQ=; b=Z7gl30P2yzLBvk8HyHj/4E7Sy8UbmA6KKBWH3jOB/7ZC8k5hBWMzXhvJ+jDyaLFLj5 RHo/t85SccY0KbqN28COJ9CyVMZ59N1Wp6rgIouTJ7htjbiIH3gscBQ0Tgc4IdRsRQOf 6h3n6OE0vkgZ3ANhTnEOzo/A/r4NpgrfvOSaI=
- 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=S6AWJ6qJd1jn7pJ5M8dtV8oSQt3hg4CXROAX1tXKGymwWdklinrfEzOA6T9oYfZf2a Jdn65R48YMb9MSrG9b2cu6xyP9uS2xacBOfy4hXgQ9gZKPMmbeOaWUhRn+cMlBAZ37a+ XdpGVEZ0FgSLc/oLuctShKqtYAUpYjIJHoJVw=
The development branch works! Thanks for the tip Benoit.
On Mon, Jun 8, 2009 at 9:44 AM, Benoit Jacob<jacob.benoit.1@xxxxxxxxx> wrote:
> 2009/6/8 Scott Stephens <stephens.js@xxxxxxxxx>:
>> I am using Eigen 2.0.2; I will try the development branch.
>>
>> I just double checked the precision necessary, and 1e-16 works, but
>> 1e-15 does not. The condition number of the matrix is
>> 2525609.87787008 (computed in MATLAB), so it would seem to be okay by
>> your 1e15 criterion.
>
> Indeed, that's a very reasonable condition number for double
> precision, so it just seems that you hit the problems that existed in
> the LLT implementation in Eigen 2.0.
>
> Here's hoping that the development branch works for you! Keep us posted.
>
> Benoit
>
>
>