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handle negative eigenvalues

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This commit is contained in:
conrad
2021-12-09 22:56:37 +10:00
parent 98876ab174
commit 2dd7cfd123
1 changed files with 5 additions and 3 deletions
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include/armadillo_bits/op_rank_meat.hpp
+5 -3
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@@ -120,14 +120,16 @@ op_rank::apply_sym(uword& out, Mat<eT>& A, typename get_pod_type<eT>::result tol
if(status == false) { out = uword(0); return false; }
const uword v_n_elem = v.n_elem;
const T* v_mem = v.memptr();
T* v_mem = v.memptr();
if(v_n_elem == 0) { out = uword(0); return true; }
// TODO: eigenvalues can be negative, so need to pre-process v with std::abs()
T max_abs_v = T(0);
for(uword i=0; i < v_n_elem; ++i) { const T val = std::abs(v_mem[i]); v_mem[i] = val; if(val > max_abs_v) { max_abs_v = val; } }
// set tolerance to default if it hasn't been specified
if(tol == T(0)) { tol = (std::max)(A.n_rows, A.n_cols) * v_mem[v_n_elem-1] * std::numeric_limits<T>::epsilon(); }
if(tol == T(0)) { tol = (std::max)(A.n_rows, A.n_cols) * max_abs_v * std::numeric_limits<T>::epsilon(); }
uword count = 0;