Hi.
On Wed, 21 Aug 2013 18:23:52 +0000 (UTC), Evan Ward (JIRA) wrote:
Evan Ward created MATH-1024:
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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.
I could readily specify a threshold value (e.g. 1e-11) in class
"GaussNewtonOptimizer" (where the solver is instantiated), if it
is deemed more consistent.
Any objection to make the change (in "o.a.c.m.fitting.leastsquares)?
Best regards,
Gilles
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