FIX: Remove 0.0 from candidates in solve_discrete_riccati

QuantEcon/QuantEcon.py#364
QuantEcon · Oct 25, 2017 · 5246a7d · 5246a7d
1 parent 6310172
commit 5246a7d
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Showing 2 changed files with 4 additions and 4 deletions.
diff --git a/src/matrix_eqn.jl b/src/matrix_eqn.jl
@@ -115,7 +115,7 @@ function solve_discrete_riccati(A::ScalarOrArray, B::ScalarOrArray,
     I = eye(k)
 
     current_min = Inf
-    candidates = [0.0, 0.01, 0.1, 0.25, 0.5, 1.0, 2.0, 10.0, 100.0, 10e5]
+    candidates = [0.01, 0.1, 0.25, 0.5, 1.0, 2.0, 10.0, 100.0, 10e5]
     BB = B' * B
     BTA = B' * A
 

diff --git a/test/test_matrix_eqn.jl b/test/test_matrix_eqn.jl
@@ -1,6 +1,6 @@
 @testset "Testing matrix_eqn.jl" begin
     rough_kwargs = Dict(:atol => 1e-7, :rtol => 1e-7)
-    
+
     @testset "simple test where X is all zero" begin
         A = eye(4) .* .95
         B = zeros(4, 4)
@@ -38,14 +38,14 @@
     @testset "testing ricatti golden_num_float" begin
         val = solve_discrete_riccati(1.0, 1.0, 1.0, 1.0)
         gold_ratio = (1 + sqrt(5)) / 2.
-        @test val[1] == (gold_ratio)
+        @test isapprox(val[1], gold_ratio; rough_kwargs...)
     end
 
     @testset "testing ricatti golden_num_2d" begin
         A, B, R, Q = eye(2), eye(2), eye(2), eye(2)
         gold_diag = eye(2) .* (1 + sqrt(5)) ./ 2.
         val = solve_discrete_riccati(A, B, Q, R)
-        @test val == (gold_diag)
+        @test isapprox(val, gold_diag; rough_kwargs...)
     end
 
     @testset "test tjm 1" begin