From: Mikko Rasa <tdb@tdb.fi>
Date: Fri, 31 Oct 2014 08:08:04 +0000 (+0200)
Subject: Always pivot rows when inverting for better numerical stability
X-Git-Url: http://git.tdb.fi/?p=libs%2Fmath.git;a=commitdiff_plain;h=e4b75401bd773201deb00eff672ee34794479671

Always pivot rows when inverting for better numerical stability
---

diff --git a/source/linal/squarematrix.h b/source/linal/squarematrix.h
index 1cdc567..5117bb3 100644
--- a/source/linal/squarematrix.h
+++ b/source/linal/squarematrix.h
@@ -58,16 +58,16 @@ SquareMatrix<T, S> &SquareMatrix<T, S>::invert()
 	SquareMatrix<T, S> r = identity();
 	for(unsigned i=0; i<S; ++i)
 	{
-		if(this->element(i, i)==T(0))
-		{
-			unsigned pivot = i;
-			for(unsigned j=i+1; j<S; ++j)
-				if(abs(this->element(j, i))>abs(this->element(pivot, i)))
-					pivot = j;
+		unsigned pivot = i;
+		for(unsigned j=i+1; j<S; ++j)
+			if(abs(this->element(j, i))>abs(this->element(pivot, i)))
+				pivot = j;
 
-			if(pivot==i)
-				throw not_invertible();
+		if(this->element(pivot, i)==T(0))
+			throw not_invertible();
 
+		if(pivot!=i)
+		{
 			this->exchange_rows(i, pivot);
 			r.exchange_rows(i, pivot);
 		}