Uploaded image for project: 'Commons Math'
  1. Commons Math
  2. MATH-1024

LU and QR have different default singularity thresholds

    XMLWordPrintableJSON

Details

    • Wish
    • Status: Open
    • Minor
    • Resolution: Unresolved
    • 3.2
    • 4.X
    • None
    • None

    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.

      Attachments

        1. ToleranceTest.java
          0.9 kB
          Evan Ward

        Issue Links

          relates to

          Bug - A problem which impairs or prevents the functions of the product. MATH-1176 QRDecomposition does not detect the matrix singularity

          • Minor - Minor loss of function, or other problem where easy workaround is present.
          • Reopened

          Activity

            People

              Unassigned Unassigned
              evanward1 Evan Ward
              Votes:
              0 Vote for this issue
              Watchers:
              3 Start watching this issue

              Dates

                Created:
                Updated: