Draft: improvement to rcond with Higham-Tisseur #1708 (!831) · Merge requests · libeigen / eigen · GitLab

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Timothée Hornek requested to merge timotheehornek/eigen:rcond_update_higham_tisseur into master Jan 30, 2022

This is an improvement to the curent estimator for the inverse 1-norm. The current implementation uses the Hager algorithm. The Higham-Tisseur algorithm (algorithm 2.4 in http://eprints.ma.man.ac.uk/321/1/35608.pdf) extends the existing algorithm to block form.

Edited Jan 30, 2022 by Timothée Hornek