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numerical conditioning issue
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scottshambaugh authored Feb 19, 2024
1 parent 6f4ec03 commit 673e767
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5 changes: 5 additions & 0 deletions CHANGELOG.md
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Expand Up @@ -27,6 +27,11 @@
### Removed


## [0.11.1] - 2024-02-19
### Changed
* Fix underflow issue in dvars


## [0.11.0] - 2023-11-05
### Added
* Python 3.12 support
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2 changes: 1 addition & 1 deletion src/monaco/dvars_sensitivity.py
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Expand Up @@ -269,7 +269,7 @@ def calc_L(phi : np.ndarray,
M = np.ones((m, 1))
R = calc_R(phi, X)
Rinv = np.linalg.inv(R)
Rdet = max(np.linalg.det(R), 1e-12) # Protect for poor conditioning
Rdet = max(scipy.linalg.det(R), 1e-12) # Protect for poor conditioning

mu = np.linalg.inv(M.T @ Rinv @ M) @ (M.T @ Rinv @ Y)

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