This PR attaches the sequence of all objective function values visited by _spg_optim to the results that it returns. It also adds tests for the convergence status of cor_nearest_factor.
_spg_optim returns history of objective function values
I was also trying out different things today, but didn't see anything that would be a likely cause.
ARPACK svds on Ubuntu 32 might need to be checking.
I was trying out different starting values and different lam_min and lam_max.
One thing I also added in my version is to check the number of iterations:
adding 'iterations': itr to the return Bunch in _spg_optim.
I was a bit surprised that it takes around 1000 iterations.
I'm merging this as another trial to figure out what's going on.
(I didn't have time to add my changes.)
start value: uses ARPACK svds which changed across scipy versions
convergence criterium: When I was fiddling with lam_min and lam_max, the iterations stopped too early. (not sure whether it was supposed to or not)