Interesting. I've been staring at the code but the algorithm itself
shouldn't be losing precision. On the other hand, there are those
"stopping conditions" that I had taken from the C implementation of
the author of the Cholesky-OMP paper. If it's as you say, it could be
that when it fails, OMP stops one iteration early, but it should raise
a warning when doing so. Allow me to run the debugger on the gist.

Vlad

On Wed, Oct 19, 2011 at 6:54 PM, Alejandro Weinstein
<[email protected]> wrote:
> On Tue, Oct 18, 2011 at 7:49 PM, Alexandre Gramfort
> <[email protected]> wrote:
>> could you open an issue with a small test script with one X and y that
>> produce a different result using both implementations?
>
> Here it is:
>
> https://github.com/scikit-learn/scikit-learn/issues/403
>
> I notice that when it fails, the support of the orthogonal_mp
> solutions is "almost" correct. For example, in the issue, the support
> is missing one index. It is like if orthogonal_mp is exiting the loop
> one iteration too soon.
>
> Alejandro.
>
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