-
Notifications
You must be signed in to change notification settings - Fork 23
New issue
Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.
By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.
Already on GitHub? Sign in to your account
Bug in QR solver for Tikhnov regularised matrices #98
Comments
Wouldn't the resulting operating contain infinities? (When you add something positive to the max value.) If so I think this is expected. |
I don't think this is what's happening. If you replace the matrix in Also this works with SVD and is a case we do use explicitly in Optimistix, so if it is not a bug here it should be addressed there. |
When solving against matrices of the form$A + \lambda I$ with $\lambda$ set to the max dtype value, QR solves return $\lambda I$ and for some matrices $A$ it seems not to be an issue, but for dense $A$ it is a problem.
nan
instead of zero. This does not occur with matrices of the formThis case arises in the Levenberg-Marquardt algorithm in Optimistix when the step-size goes to zero.
This failure is not silent, but it should be supported.
MWE:
The text was updated successfully, but these errors were encountered: