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  1. Commons Math
  2. MATH-1024

LU and QR have different default singularity thresholds

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    Details

    • Type: Wish
    • Status: Open
    • Priority: Minor
    • Resolution: Unresolved
    • Affects Version/s: 3.2
    • Fix Version/s: 4.X
    • Labels:
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      Description

      LU uses 1e-11 and QR uses 0. This means by default QR never throws a Singularity exception. This caused divergence to go unreported in GaussNewtonOptimizer when it uses QR. I think a consistent default should be chosen. I will make the threshold explicit in GaussNewton.

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        1. ToleranceTest.java
          0.9 kB
          Evan Ward

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              • Assignee:
                Unassigned
                Reporter:
                evanward1 Evan Ward
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                • Created:
                  Updated: