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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
spdlearn:mainfrom
lucas-heck:fix/loewner-batch-threshold
Open

lucas-heck wants to merge 1 commit into
spdlearn:mainfrom
lucas-heck:fix/loewner-batch-threshold

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@lucas-heck

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Problem

get_loewner_threshold used 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.

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