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Correction errors found #67

@BertheasLeo

Description

@BertheasLeo

Hello,

We found 2 errors in the source code.

The first one is due to an error in compilation on windows where sighandler is not defined.
We need to add in eo/src/eoSIGContinue.h (line 36) :

#include <csignal>
typedef void (*sighandler_t)(int);
#include "eoContinue.h"

The second one was observed during test on the CMAES algorithm where the solution was converging on a area and at a certain point got a switched and diverged a lot without success to reconverging on a area. We found out that it was due to the covaraince matrix where an utilisation of a eigen fonction wasn't working as it has to be with like it seems to be an "aliasing issue".
So in edo/src/edoEstimatorNormalAdaptive.h (line 236):

Matrix mD = eigensolver.eigenvalues().asDiagonal();
// from variance to standard deviations
// Correction
mD = mD.cwiseSqrt();

Thanks

Best regards

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