| Re: [eigen] MAXITER in the Eigenvalue module |
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On Tue, 1 Jun 2010, Benoit Jacob wrote:
> [Currently, maximum number of iterations is 30. ]
Hardcoding values like 30 is no good practice. No magic value is the
right one. In my experience that tends to grow like the logarithm of
the matrix size. It would be worth doing some experiments to see what
is the "worst case" number f(n) of iterations needed out of 1000
matrices of size n, and try to infer a formula. It can't be worse than
just taking f(n)=30 for all n.
Of course the value should not be hard-coded. On the other hand, LAPACK's
routine DLAHQR (with the same algorithm as we use) gets away with it, so
it does not seem very urgent. I'll put the value in a new member variable
and perhaps add getter and setter methods, as Gael suggests. The
experiments you suggest are very sensible, I doubt I'll be doing them very
soon.
> [ What to do when maximum number of iterations is reached and
> algorithm has not converged? ]
It would be good, then, to have an "info" field telling the outcome of
the iterative algorithm, like in LAPACK. Something the user could
query with a method like info().
That sounds good. An info() method returning an enum with possible values
Success and NoConvergence.
However, what do we do with MatrixBase::eigenvalues() and
MatrixBase::operatorNorm() ? They use eigensolver objects internally.
Would it be okay to document that these methods may return rubbish in the
very rare case the iterations did not converge, or is there a better
solutions? The only alternative I see is to remove these methods and force
users to use the eigensolver themselves.
> [ Should compute() return a bool indicating success? ]
I don't exactly know why, but I'm not a fan of using methods return
values to report on success/error.
Fair enough. I can imagine that idioms like "if (!foo.compute())" are a
bit confusing.
Between returning void and *this, I would like to return *this in all
compute() methods, because that costs nearly nothing and pleases users
who like to do method chaining.
OK.
Jitse