Lacking accuracy in ColPivHouseholderQR

Submitted by ett..@..thz.ch

Assigned to Nobody

Link to original bugzilla bug (#941)
Version: 3.2

Description

Created attachment 532
Matrix causing the problem

For the attached matrix, ColPivHouseholderQR yields a decomposition error

(AP - QR).norm()

of 4.28e-11 (using Scalar = double), i.e. it loses 5 orders of magnitude.

For comparison, non-pivoting HouseholderQR achieves a decomposition error of 1.98e-16, and also the pivoting QR implementation of Matlab achieves a decomposition error of 4.11e-16.

Attachment 532, "Matrix causing the problem":
mat.txt