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Add a couple of additional catastrophic cancellation variance checks

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This commit is contained in:
Sébastien Crozet 2023-04-30 14:53:12 +02:00
parent 6c241a3200
commit 2521fd9851
1 changed files with 10 additions and 2 deletions
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12
tests/core/variance.rs
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@ -1,10 +1,18 @@
use nalgebra::DVector;
#[test]
fn test_variance_new() {
fn test_variance_catastrophic_cancellation() {
let long_repeating_vector = DVector::repeat(10_000, 100000000.0);
assert_eq!(long_repeating_vector.variance(), 0.0);
let short_vec = DVector::from_vec(vec![1., 2., 3.]);
assert_eq!(short_vec.variance(), 2.0 / 3.0);
let short_vec =
DVector::<f64>::from_vec(vec![1.0e8 + 4.0, 1.0e8 + 7.0, 1.0e8 + 13.0, 1.0e8 + 16.0]);
assert_eq!(short_vec.variance(), 22.5);
let short_vec =
DVector::<f64>::from_vec(vec![1.0e9 + 4.0, 1.0e9 + 7.0, 1.0e9 + 13.0, 1.0e9 + 16.0]);
assert_eq!(short_vec.variance(), 22.5);
}