| Re: [eigen] Precision in Cholesky Decomposition |
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- To: eigen@xxxxxxxxxxxxxxxxxxx
- Subject: Re: [eigen] Precision in Cholesky Decomposition
- From: Benoit Jacob <jacob.benoit.1@xxxxxxxxx>
- Date: Mon, 8 Jun 2009 16:44:48 +0200
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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