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Draft: Fix Jacobi SVD's overflow issue, through more checks in Jacobi Rotations.
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Draft: Fix Jacobi SVD's overflow issue, through more checks in Jacobi Rotations.
Xinle Liu
requested to merge
liuxl/eigen:jacobi-svd
into
master
Nov 04, 2021
Overview
13
Commits
3
Pipelines
4
Changes
2
Reference issue
#1798
What does this implement/fix?
Avoid initial division
(x - z)/ 2y
in
Jacobi Rotation
, and scale vars before computing L2 norms when needed.
This will help to reduce
underflow
and
overflow
issues in
JacobiSVD
computations.
Edited
Nov 06, 2021
by
Xinle Liu
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