[Numpy-discussion] strange behavior of numpy.random.multivariate_normal, ticket:1842

[Gael Varoquaux]

On Thu, Feb 16, 2012 at 05:00:29PM +0000, Nathaniel Smith wrote:
> I agree, but the behavior is still surprising -- people reasonably
> expect something like svd to be deterministic.

People are wrong then. Trust me, I work enough with ill-conditionned
problems, including SVDs, to know that the algorithms are not
deterministic. You can improve them by controlling the random starting
point, but in many case it is not enough. Decreasing the tolerance on the
algorithm may help (I don't know if we can control that with the lapack
interface), but at the cost of a lot of computing time.

G