use nalgebra::DVector; #[test] 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::::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::::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); }