FIX: Remove 0.0 from candidates in solve_discrete_riccati (#364)

* FIX: Remove 0.0 from `candidates` in `solve_discrete_riccati` Fix #356 * TEST: Set atol in `test_robust_rule_vs_simple`
QuantEcon · Oct 25, 2017 · f7a7c69 · f7a7c69
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diff --git a/quantecon/matrix_eqn.py b/quantecon/matrix_eqn.py
@@ -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:

diff --git a/quantecon/tests/test_robustlq.py b/quantecon/tests/test_robustlq.py
@@ -78,9 +78,10 @@ def test_robust_rule_vs_simple(self):
         assert_allclose(Kr, Ks, rtol=1e-4)
         assert_allclose(Pr, Ps, rtol=1e-4)
 
+        atol = 1e-10
         assert_allclose(Fr_pf, Fs_pf, rtol=1e-4)
-        assert_allclose(Kr_pf, Ks_pf, rtol=1e-4)
-        assert_allclose(Pr_pf, Ps_pf, rtol=1e-4)
+        assert_allclose(Kr_pf, Ks_pf, rtol=1e-4, atol=atol)
+        assert_allclose(Pr_pf, Ps_pf, rtol=1e-4, atol=atol)
 
 
     def test_f2k_and_k2f(self):