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[Octave-bug-tracker] [bug #57460] Tolerance exceeded in test for "svds"


From: Markus Mützel
Subject: [Octave-bug-tracker] [bug #57460] Tolerance exceeded in test for "svds" on Windows
Date: Mon, 23 Dec 2019 02:51:56 -0500 (EST)
User-agent: Mozilla/5.0 (Windows NT 10.0; Win64; x64; rv:72.0) Gecko/20100101 Firefox/72.0

Follow-up Comment #3, bug #57460 (project octave):

I checked with an older Octave (hg id 56d94f86a659), I still had lying
around.
In that version, the test still passed with the given tolerance.
This was before the changes to the rng.

The difference is small. Changing the tolerance to "tol = 12 * eps () * norm
(s2, 1);" is enough to make the test pass.
IIUC, a factor of n/k  (~ 14.3) would still be expected if all singular values
are of approximately the same magnitude: "tol = n/k * eps () * norm (s2, 1);"

Please, correct me if that is wrong.

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