Add tests to ensure SVD error decreases monotonically with rank#564
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I'm fine having a test for this (as in future we may move to approximate SVD solvers) but i'm a bit confused why we need it currently.
Right now the method svd(A) should guarantee this property. Did you see some issues with monotonicity here in your work?
I haven't seen any issues with monotonicity, Tapio wanted to ensure that the truncated SVD error decreases monotonically. If this is already guaranteed by an upstream method we don't need to add redundant tests. |
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It's ok, merge away! Right now it's guaranteed but maybe in future it won't be. I'm ok with redundancy for tests |
This PR adds a small unit test to ensure that a truncated SVD's error decreases monotonically as rank increases. No existing functionality is changed.