Re: [eigen] Precision in Cholesky Decomposition

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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

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