Re: [eigen] Why Eigen::PartialPivLU::setThreshold() and Eigen::Household

Re: [eigen] Why Eigen::PartialPivLU::setThreshold() and Eigen::HouseholderQR::setThreshold() does not exist ?

To: eigen <eigen@xxxxxxxxxxxxxxxxxxx>
Subject: Re: [eigen] Why Eigen::PartialPivLU::setThreshold() and Eigen::HouseholderQR::setThreshold() does not exist ?
From: Gael Guennebaud <gael.guennebaud@xxxxxxxxx>
Date: Tue, 29 Jan 2019 23:00:52 +0100
Dkim-signature: v=1; a=rsa-sha256; c=relaxed/relaxed; d=gmail.com; s=20161025; h=mime-version:references:in-reply-to:from:date:message-id:subject:to; bh=f+wC6R/DxGlEDBAXN74g4gdKDxUo53yiSjh8qaTLPEY=; b=RiGXthww1dgerooyE/KSkR2UUN32Sj+BemasW7/A7j9xdkZ9zVJON7UEsSGu8oWlxM to5U0hXgeOso/9o5qwq+Z7o+A64PdmzzkHyrEulySkILTuOw0kTv+ohvm6lN0xYsedYU HaT6uljpOzszZBu6j3HTbiDbrBwIWoiFifKBWjnwcAy9QallUYVtF1OplmIER/ike4R8 uJbpRHeFrzS5Hp38q+8DRxPGoLEwlnXjgvXc0b9LcW+CMALoMr3gJYZ+WB1iEoeSxNpo P7s70RlRVBO0z68dJpUPQzFr/LG4lKX2eeq6+iS3wm4061iRvbzoA9cKc0FEgYkAiz2j HNUA==

Hi,

this is because those two decompositions/solvers do not make use of any threshold! Thresholds only make sense for rank-revealing decompositions.

Gaël.

On Mon, Jan 28, 2019 at 10:21 AM Franck HOUSSEN <franck.houssen@xxxxxxxxx> wrote:

I expected to find setThreshold() on Eigen::HouseholderQR and
Eigen::PartialPivLU: it's not available.

How to tune threshold ?

Franck

References:
- [eigen] Why Eigen::PartialPivLU::setThreshold() and Eigen::HouseholderQR::setThreshold() does not exist ?
  - From: Franck HOUSSEN

Mail converted by MHonArc 2.6.19+