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Fix Loewner threshold sharing across matrices in a batch - #45
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lucas-heck wants to merge 1 commit into
Open
lucas-heck wants to merge 1 commit into
lucas-heck wants to merge 1 commit into
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Problem
get_loewner_thresholdused the largest absolute eigenvalue across the entire batch to scale a shared threshold, so large large eigenvalues could affect unrelated matrices during gradient computation (quite rare thought).Fix
Compute the threshold independently for each matrix using its own largest absolute eigenvalue.
Validation
Added regression test to check that one matrix won't influence another.