spd matrices projection uses gs.atol

geomstats / geomstats

Computations and statistics on manifolds with geometric structures.

http://geomstats.ai

MIT License

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spd matrices projection uses gs.atol #1264

Open SaitejaUtpala opened 2 years ago

SaitejaUtpala commented 2 years ago

spd_matrices projection uses gs.atol. So output is varied based on different backend (although by small amount). I think it's better if we have same output across backends for simple operations like projection

nguigs commented 2 years ago

It really depends on the numerical precision used though. Take a matrix with eigen value 1e-6, and try the belongs method on it

with numpy backend, it would return True
with pytorch and tensorflow backends, it would return False The goal of the projection method is that the output belongs to the manifold, but the input shouldn't change if it already belongs to the manifold, so the projection depends on the backend.

SaitejaUtpala commented 2 years ago

I see. But if user changes tolerance torch.set_default_dtype(torch.float64) behaviour is not dependent ? we would still be returning based float32