Skip to content
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

Fix waltman regression test #291

Merged
merged 1 commit into from
Jul 27, 2024
Merged

Fix waltman regression test #291

merged 1 commit into from
Jul 27, 2024

Conversation

ChrisRackauckas
Copy link
Member

My current understanding is we hit a 1 in a gazillion chance case where the factorizations are both fine but the numerical error causes one to give a solution that goes just below zero and errors purely due to how the numerical errors align. I cannot find anything actually different between the solves other than the factorization, and as shown in the text file there, the factorizations give the same value at essentially every step to about 16 digits of accuracy. The abstol on this is 21 digits of accuracy because there are some values that shouldn't go below zero, and so it seems that this random difference in the LU actually makes a difference here, and so it's not a real broken test but really just a random fluctuation.

My current understanding is we hit a 1 in a gazillion chance case where the factorizations are both fine but the numerical error causes one to give a solution that goes just below zero and errors purely due to how the numerical errors align. I cannot find anything actually different between the solves other than the factorization, and as shown in the text file there, the factorizations give the same value at essentially every step to about 16 digits of accuracy. The abstol on this is 21 digits of accuracy because there are some values that shouldn't go below zero, and so it seems that this random difference in the LU actually makes a difference here, and so it's not a real broken test but really just a random fluctuation.
@ChrisRackauckas
Copy link
Member Author

See JuliaLinearAlgebra/RecursiveFactorization.jl#96 for more details

@ChrisRackauckas ChrisRackauckas merged commit f522df3 into master Jul 27, 2024
8 checks passed
@ChrisRackauckas ChrisRackauckas deleted the waltman_regression branch July 27, 2024 22:55
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
None yet
Development

Successfully merging this pull request may close these issues.

1 participant