[eigen] Checking if a dense linear system is solvable?

[Helmut Jarausch <jarausch@xxxxxxxxxxxxxxxxxxx>]

Hi,

unfortunately, the dense linear solvers don't have an .info() method.
Invoked with a singular matrix I just get "+-inf".
Checking the determinant isn't an option since, e.g.,
0.1*IdentyMatrix(100,100) has a determinant of  1E-100 although it has  
only a condition number of 100.

I suggest one either adds an info-method or one returns a vector  
(matrix) with zero rows.

What do think about that.

Probably, the solve method should have an additional parameter with a  
sensible default,
giving a (relative) tolerance for deciding if a pivot element has to be  
considered as zero.

Helmut.