Fix bug 1218 #1236
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Fix bug 1218 #1236
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Wouldn't it be better to implement something like Welford's algorithm? |
sebcrozet
approved these changes
Apr 30, 2023
| @@ -111,6 +111,7 @@ serde_json = "1.0" | |||
| rand_xorshift = "0.3" | |||
| rand_isaac = "0.3" | |||
| criterion = { version = "0.4", features = ["html_reports"] } | |||
| nalgebra = { path = ".", features = ["debug", "compare", "rand", "macros"]} | |||
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Thanks. Did it because rust-analyzer was giving errors whenever I opened the tests folder, since it only parses the code reachable with the default features
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Thanks! |
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A proposed fix to bug 1218. The bug was a typical case of Catastrophic cancellation, where the variance was computed as$E[X^2] - E[X]^2$ and not as $E[(X-E[X])^2]$ . The bug is fixed now, the only downside I see is the usage of two folds over the array, one of which is for computation of the mean of the matrix entries $E[X]$ . Looking forward to any feedback.