From e19ac9e917c564799ab2515dec71942f63d8ab7c Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?S=C3=A9bastien=20Villemot?= <sebastien@dynare.org>
Date: Mon, 27 Jan 2020 23:16:13 +0100
Subject: [PATCH] Testsuite: increase numerical tolerance for sw_minimal.mod
test
Needed for some runners, e.g. lupi
(cherry picked from commit 7f02fe5a78adcd08235f639b6b2424116ea750a7)
---
tests/minimal_state_space_system/sw_minimal.mod | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
diff --git a/tests/minimal_state_space_system/sw_minimal.mod b/tests/minimal_state_space_system/sw_minimal.mod
index 2ced78e1a0..844fdb2149 100644
--- a/tests/minimal_state_space_system/sw_minimal.mod
+++ b/tests/minimal_state_space_system/sw_minimal.mod
@@ -425,7 +425,7 @@ Sigmay_min = minSS.C*Sigmax_min*minSS.C' + minSS.D*M_.Sigma_e*minSS.D';
([Sigmay_full(:) - Sigmay_min(:)]')
sqrt(([diag(Sigmay_full), diag(Sigmay_min)]'))
dx = norm( Sigmay_full - Sigmay_min, Inf);
-if dx > 1e-8
+if dx > 2e-8
error(sprintf('something wrong with minimal state space computations, as numerical error is %d',dx))
else
fprintf('numerical error for moments computed from minimal state system is %d\n',dx)
--
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