LDLT gives NAN result for linear solve using semi-definite matrix

Submitted by Etienne Vouga

Assigned to Nobody

Link to original bugzilla bug (#241)
Version: 3.0
Operating system: Linux

LDLT is suppose to work for semi-definite symmetric matrices, but in some cases it returns a NAN result even when the system has a solution.

Example code:

#include <Eigen/Cholesky>

#include <Eigen/Core>

#include <iostream>

using namespace Eigen;

using namespace std;

int main()

{

MatrixXd A(2,2);

A << 1,1,1,1;

VectorXd rhs(2);

rhs << 0,0;

VectorXd result = A.ldlt().solve(rhs);

cout << result << endl;

}

Output:

-nan

Expected Output:

-a,

for any real number a.