Default method fails on poorly conditioned matrices about thewalrus HOT 4 OPEN

Hey @jacobhilton! We're taking a look at this — will get back to you as soon as we can!

from thewalrus.

@jacobhilton we think you may have found a bug, but it appears to be a relatively extreme edge case. There is likely a deeper numerical research project that needs to be done here.

It might be worth you checking out this page on matrix conditioning or elsewhere to see if you can find a criterion for which this can be dealt with as a special case.

from thewalrus.

Thanks. Upon reflection, I think the condition number is probably not a good criterion. For example, all three methods work fine on a matrix of ones, which is singular. I don't know exactly what criterion would make sense as I don't understand the trace algorithm well enough and haven't tried to debug where it's going wrong in this particular case. I wouldn't be surprised if there's some intermediate matrix involved that needs to be well conditioned. For my use case, I will probably just stick to the recursive method – I just thought you'd want to know about the issue.

from thewalrus.

@jacobhilton thanks so much for bringing this to our attention! I think we'll leave the issue open, as we didn't / haven't come to a satisfactory solution. That said, we're not too concerned with the behaviour since it's an edge case.

from thewalrus.