Avoid SVD: consider denormalized small numbers as zero when computing the rank of the matrix
diff --git a/Eigen/src/SVD/SVDBase.h b/Eigen/src/SVD/SVDBase.h
index b893937..ad19108 100644
--- a/Eigen/src/SVD/SVDBase.h
+++ b/Eigen/src/SVD/SVDBase.h
@@ -130,9 +130,10 @@
inline Index rank() const
{
using std::abs;
+ using std::max;
eigen_assert(m_isInitialized && "JacobiSVD is not initialized.");
if(m_singularValues.size()==0) return 0;
- RealScalar premultiplied_threshold = m_singularValues.coeff(0) * threshold();
+ RealScalar premultiplied_threshold = (max)(m_singularValues.coeff(0) * threshold(), (std::numeric_limits<RealScalar>::min)());
Index i = m_nonzeroSingularValues-1;
while(i>=0 && m_singularValues.coeff(i) < premultiplied_threshold) --i;
return i+1;
