Scale by power of two when computing stableNorm
@chhtz
Submitted by Christoph HertzbergAssigned to Nobody
Link to original bugzilla bug (#1666)
Version: 3.4 (development)
Description
Currently stableNorm scales by the actual inverse of the maximum element. This requires at least one division and is less accurate than scaling by the next power of two.
This also applies to the scaling done by most Eigenvalue or singular value decompositions.
Somewhat related SO question/answer:
https://stackoverflow.com/questions/54297525/fast-way-to-get-a-close-power-of-2-number-floating-point
Edited by Eigen Bugzilla