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Change default QR tolerance to match SPQR (#557)
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corbett5 authored and dkarrasch committed Nov 2, 2024
commit d2a80a6741d721a3dfebf42d5a12531133fb23c7
2 changes: 1 addition & 1 deletion src/solvers/spqr.jl
Original file line number Diff line number Diff line change
Expand Up @@ -146,7 +146,7 @@ Matrix{T}(Q::QRSparseQ) where {T} = lmul!(Q, Matrix{T}(I, size(Q, 1), min(size(Q

# From SPQR manual p. 6
_default_tol(A::AbstractSparseMatrixCSC) =
20*sum(size(A))*eps(real(eltype(A)))*maximum(norm(view(A, :, i)) for i in 1:size(A, 2))
20*sum(size(A))*eps()*maximum(norm(view(A, :, i)) for i in 1:size(A, 2))

"""
qr(A::SparseMatrixCSC; tol=_default_tol(A), ordering=ORDERING_DEFAULT) -> QRSparse
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