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[Octave-bug-tracker] [bug #38875] strange errors using sqp
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From: |
Lachlan Andrew |
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Subject: |
[Octave-bug-tracker] [bug #38875] strange errors using sqp |
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Date: |
Tue, 01 Mar 2016 01:13:04 +0000 |
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User-agent: |
Mozilla/5.0 (X11; Ubuntu; Linux x86_64; rv:44.0) Gecko/20100101 Firefox/44.0 |
Follow-up Comment #12, bug #38875 (project octave):
Nice ideas, Julien.
Are these "robust" in the sense of numerical stability, or just in the sense
of always getting an answer? In the case of comment #4, the error was around
10^-15, but I don't see anything in the code that will stop when numerical
precision is exhausted.
If they can be made numerically stable, perhaps they should be put in chol
itself, rather than as a hack in __qp__. What do you think?
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