[Quantlib-dev] pseudoSqrt() and rankReducedSqrt()

[Li, P. <pet...@wa...>]

Hi, Luigi,

in pseudoSqrt.cpp the checking of symmetric matrix may fail due to
rounding errors in construction of a matrix.=20

For safety, line 235 and 343

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           QL_REQUIRE(matrix[i][j] =3D=3D matrix[j][i],

                           "matrix not symmetric");

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should be changed to  QL_REQUIRE(fabs(matrix[i][j] -matrix[j][i])<
QL_EPSILON ,

                           "matrix not symmetric");

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The current check thinks=20

0.026098788171586292  0.026098788171586288 are different.=20

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Thanks.

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Peter Li=20

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