fix(deps): update to libslope 0.3.1

jolars · Feb 6, 2024 · bac6f93 · bac6f93
1 parent 0872c25
commit bac6f93
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Showing 3 changed files with 11 additions and 3 deletions.
diff --git a/src/slope/constants.h b/src/slope/constants.h
@@ -0,0 +1,8 @@
+/**
+ * @internal
+ * @file
+ * @brief Definitions of constants used in libslope
+ */
+#pragma once
+
+const double EPSILON = 1e-10;
diff --git a/src/slope/slope.h b/src/slope/slope.h
@@ -7,6 +7,7 @@
 
 #include "cd.h"
 #include "clusters.h"
+#include "constants.h"
 #include "helpers.h"
 #include "math.h"
 #include "objectives.h"
@@ -390,7 +391,7 @@ class Slope
 
         dual_gaps.emplace_back(dual_gap);
 
-        double tol_scaled = std::abs(primal) * this->tol;
+        double tol_scaled = (std::abs(primal) + EPSILON) * this->tol;
 
         if (this->print_level > 1) {
           std::cout << indent(1) << "IRLS iteration: " << it_outer << std::endl
@@ -431,7 +432,7 @@ class Slope
 
             double dual_gap_inner = primal_inner - dual_inner;
 
-            double tol_inner = std::abs(primal_inner) * this->tol;
+            double tol_inner = (std::abs(primal_inner) + EPSILON) * this->tol;
 
             if (this->print_level > 2) {
               std::cout << indent(2) << "iteration: " << it << std::endl

diff --git a/src/slope/slope_threshold.cpp b/src/slope/slope_threshold.cpp
@@ -42,7 +42,6 @@ slopeThreshold(const double x,
     }
 
     return { x - sign_x * lo, 0 };
-
   } else {
     int end = clusters.pointer(j + 1);
     double hi = lambdas.segment(end - cluster_size, cluster_size).sum();