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Fix deflation in BDCSVD.

Antonio Sánchezrequested to merge
cantonios/eigen:svd into master

Fixes #2491 (closed).

There were a couple issues with deflation44. Went back to the original paper to fix:

  • swapped role of i, j to be more consistent with the paper
  • use hypot instead of sqrt(c^2 + r^2) for better numeric stability
  • original code copied over the wrong diagonal element, which led to incorrect comparisons in future deflation44 steps, and a non-strictly-increasing diagonal.

With these changes, we now converge for the edge case of a large constant matrix - the diagonal is now guaranteed to be strictly increasing as described in the paper, so we no longer need the hack to avoid singularities in the perturbation step.

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