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Fix conjugate-gradient for very small rhs

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(grafted from 1141bcf794
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This commit is contained in:
Gael Guennebaud
2018-09-13 23:53:28 +02:00
parent 92cd158c01
commit bc000deaae
1 changed files with 3 additions and 2 deletions
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5
Eigen/src/IterativeLinearSolvers/ConjugateGradient.h
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@@ -50,7 +50,8 @@ void conjugate_gradient(const MatrixType& mat, const Rhs& rhs, Dest& x,
tol_error = 0;
return;
}
RealScalar threshold = tol*tol*rhsNorm2;
const RealScalar considerAsZero = (std::numeric_limits<RealScalar>::min)();
RealScalar threshold = numext::maxi(tol*tol*rhsNorm2,considerAsZero);
RealScalar residualNorm2 = residual.squaredNorm();
if (residualNorm2 < threshold)
{
@@ -58,7 +59,7 @@ void conjugate_gradient(const MatrixType& mat, const Rhs& rhs, Dest& x,
tol_error = sqrt(residualNorm2 / rhsNorm2);
return;
}
VectorType p(n);
p = precond.solve(residual); // initial search direction