nk027/sanic

Return failed CG guess

nk027 opened this issue · 1 comments

nk027 commented

Currently, CG estimates that fail to converge lead to an error. It might make sense to change this to a warning, and return the latest guess -- especially if the number of iterations is capped. Happens here:

sanic/src/solve_iterative.cpp

Line 39 in d64bf0b

Rcpp::stop("Solving failed.");

nk027 commented

As of bbf4930, the function throws a warning and returns the latest guess (generally Nan).