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FIX: Remove 0.0 from candidates in solve_discrete_riccati#364

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mmcky merged 2 commits intomasterfrom
fix-riccati
Oct 25, 2017
Merged

FIX: Remove 0.0 from candidates in solve_discrete_riccati#364
mmcky merged 2 commits intomasterfrom
fix-riccati

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@oyamad
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@oyamad oyamad commented Oct 25, 2017

Fix #356

@oyamad
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oyamad commented Oct 25, 2017

test_robust_rule_vs_simple fails with a very small difference:

======================================================================
FAIL: test_robust_rule_vs_simple (quantecon.tests.test_robustlq.TestRBLQControl)
----------------------------------------------------------------------
Traceback (most recent call last):
 File "/home/travis/build/QuantEcon/QuantEcon.py/quantecon/tests/test_robustlq.py", line 82, in test_robust_rule_vs_simple
 assert_allclose(Kr_pf, Ks_pf, rtol=1e-4)
 File "/home/travis/miniconda/lib/python3.6/site-packages/numpy/testing/utils.py", line 1395, in assert_allclose
 verbose=verbose, header=header, equal_nan=equal_nan)
 File "/home/travis/miniconda/lib/python3.6/site-packages/numpy/testing/utils.py", line 778, in assert_array_compare
 raise AssertionError(msg)
AssertionError:
Not equal to tolerance rtol=0.0001, atol=0
(mismatch 66.66666666666666%)
 x: array([[ -4.332446e-25, -8.620690e+01, -3.903128e-17]])
 y: array([[ -3.704241e-25, -8.620690e+01, -3.003457e-17]])
x = np.array([[ -4.332446e-25, -8.620690e+01, -3.903128e-17]])
y = np.array([[ -3.704241e-25, -8.620690e+01, -3.003457e-17]])
x - y
array([[ -6.28205000e-26,   0.00000000e+00,  -8.99671000e-18]])

I am going to set atol to a small positive value.

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Coverage Status

Coverage increased (+0.02%) to 94.79% when pulling 6aea839 on fix-riccati into ea900c4 on master.

@oyamad oyamad requested a review from jstac October 25, 2017 02:59
@mmcky mmcky merged commit f7a7c69 into master Oct 25, 2017
@mmcky mmcky deleted the fix-riccati branch October 25, 2017 03:09
oyamad added a commit to QuantEcon/QuantEcon.jl that referenced this pull request Oct 25, 2017
sglyon pushed a commit to QuantEcon/QuantEcon.jl that referenced this pull request Oct 25, 2017
* FIX: Remove 0.0 from `candidates` in `solve_discrete_riccati`

QuantEcon/QuantEcon.py#364

* FIX: Replace `isfinite(cn)` with `cn * eps() < 1` in solve_discrete_riccati

QuantEcon/QuantEcon.py#361
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4 participants