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From "Evan Ward (JIRA)" <j...@apache.org>
Subject [jira] [Updated] (MATH-1024) LU and QR have different default singularity thresholds
Date Fri, 23 Aug 2013 14:24:52 GMT

     [ https://issues.apache.org/jira/browse/MATH-1024?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
]

Evan Ward updated MATH-1024:
----------------------------

    Attachment: ToleranceTest.java

test default tolerances for LU and QR are 1e-11
                
> 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
>         Attachments: ToleranceTest.java
>
>
> 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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