]> gitweb.michael.orlitzky.com - octave.d.git/commit
random_positive_definite_matrix.m: add condmax parameter
authorMichael Orlitzky <michael@orlitzky.com>
Sat, 11 Apr 2026 10:28:18 +0000 (06:28 -0400)
committerMichael Orlitzky <michael@orlitzky.com>
Sun, 12 Apr 2026 01:06:45 +0000 (21:06 -0400)
commitfe04b7f74963527814d992b556ba250f7d607cec
treece2885ef18464bc0ca45d68cfac8ebd4ff707420
parentb9f404c5839d49b3d9934d10f3847bb3f2a7350e
random_positive_definite_matrix.m: add condmax parameter

We are getting some rare test failures due to these random
positive-definite matrices having huge condition numbers.
In the PCGM case...

  * cond(A)=52879791.988025, diff=0.014173772186
  * cond(A)=4545512.611295, diff=0.000072462950
  * cond(A)=5394929.793492, diff=0.000019629413
  * etc.

To avoid that problem consistently, we add a "condmax" parameter to
the random matrix generator. The default (1000) is conservative to
ensure that the tests pass even when we are not preconditioning.
random_positive_definite_matrix.m