|[eigen] Re: Custom Scalar in QR|
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I have noticed strange behavior when HousholderQR (default branch) is used with mpfr::mpreal.Accuracy is lost when QR is applied to rectangular matrix, m < n.//typedef double RealScalar;typedef mpfr::mpreal RealScalar;typedef Eigen::Matrix< RealScalar, Dynamic, Dynamic> RealMatrix;int m = 2, n = 4;RealMatrix a(m,n);RealMatrix r, q;srand(0);a..setRandom();HouseholderQR<RealMatrix> qr(a);r = qr.matrixQR().triangularView<Upper>();q = qr.householderQ();RealScalar e = (a-q*r).norm();std::cout <<"A-Q*R = "<< e << std::endl; // should be of machine epsilon scaleOutput for "double" (correct):A-Q*R = 2.88444e-016Output for "mpreal" (accuracy is lost):A-Q*R = 1.40222This affects "default" branch. Branch 3.2 (with all recent updates) produces correct result.Similar situation happens with dense LU.Decided to report issue in the mail-list since it is appeared very recently and probably can be fixed quickly while it is "hot".Would appreciate any ideas/advice what (recent) changes might cause the issue.Thanks in advance,Pavel.
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