Re: SVD routine error?

Posted by Ferdinando M. Ametrano-3 on Feb 23, 2004; 6:23am
URL: http://quantlib.414.s1.nabble.com/SVD-routine-error-tp2794p2796.html

Luigi wrote:
>Actually, there was an error in the definition of norm() in the test.
>With the correct definition your routine seems to be good to 1e-12.
>
>The bad news is that the error in norm() was hiding a bug in pseudoSqrt().
>Apparently, the thing couldn't calculate a sqrt to save its life.
>Nando, can you take a look at it?
it's now fixed in the CVS: the error in norm() was hiding a bug in the test
case code, not in pseudoSqrt()

ciao -- Nando