The source project of this merge request has been removed.
Always do pivoting in luDecomposition
Currently, the LU decomposition of DenseMatrix
only pivots if the diagonal entry is small. This probably improves performance (?) but seems to cause numerical instabilities in some cases.
This merge request consists of two commits. The first one adds a matrix to fmatrixtest.cc
that is not correctly inverted (the matrix' condition is about 2 according to matlab). The second commit always enables pivoting and thus fixes the test. Not sure if this is the correct fix, an increase in the pivoting threshold might also work.