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FIX: Remove 0.0 from candidates in solve_discrete_riccati
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Fix #356
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oyamad committed Oct 25, 2017
1 parent ea900c4 commit c570368
Showing 1 changed file with 1 addition and 1 deletion.
2 changes: 1 addition & 1 deletion quantecon/matrix_eqn.py
Original file line number Diff line number Diff line change
Expand Up @@ -160,7 +160,7 @@ def solve_discrete_riccati(A, B, Q, R, N=None, tolerance=1e-10, max_iter=500):

# == Choose optimal value of gamma in R_hat = R + gamma B'B == #
current_min = np.inf
candidates = (0.0, 0.01, 0.1, 0.25, 0.5, 1.0, 2.0, 10.0, 100.0, 10e5)
candidates = (0.01, 0.1, 0.25, 0.5, 1.0, 2.0, 10.0, 100.0, 10e5)
BB = dot(B.T, B)
BTA = dot(B.T, A)
for gamma in candidates:
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