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From "Evan Ward (JIRA)" <j...@apache.org>
Subject [jira] [Created] (MATH-1024) LU and QR have different default singularity thresholds
Date Wed, 21 Aug 2013 18:23:52 GMT
Evan Ward created MATH-1024:
-------------------------------

             Summary: LU and QR have different default singularity thresholds
                 Key: MATH-1024
                 URL: https://issues.apache.org/jira/browse/MATH-1024
             Project: Commons Math
          Issue Type: Bug
    Affects Versions: 3.2
            Reporter: Evan Ward
            Priority: Minor


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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