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https://issues.apache.org/jira/browse/MATH-1024?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Rob Tompkins updated MATH-1024:
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Fix Version/s: 4.X
> 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: Wish
> Affects Versions: 3.2
> Reporter: Evan Ward
> Priority: Minor
> Fix For: 4.X
>
> 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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