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FIX: Remove 0.0 from candidates in solve_discrete_riccati #364

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Oct 25, 2017
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FIX: Remove 0.0 from candidates in solve_discrete_riccati #364

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FIX: Remove 0.0 from `candidates` in `solve_discrete_riccati`
oyamad Oct 25, 2017
6aea839
TEST: Set atol in `test_robust_rule_vs_simple`
oyamad Oct 25, 2017
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2 changes: 1 addition & 1 deletion quantecon/matrix_eqn.py
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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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5 changes: 3 additions & 2 deletions quantecon/tests/test_robustlq.py
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Expand Up @@ -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):
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