Unit test 'randomGaussian' fails (at :~3~:)

[mpilgrem]

On Windows 10, after the changes made in #332 that allow the repository's packages to build, unit test 'randomGaussian' fails, as follows:

stack --resolver nightly-2020-07-24 ghci --flag hmatrix:openblas
...
>   Numeric.LinearAlgebra.Tests.runTests 20
...
------ some unit tests
### Failure in: 9
...\\\\hmatrix\\\\packages\\\\tests\\\\src\\Numeric\\LinearAlgebra\\Tests.hs:75
randomGaussian
Cases: 52  Tried: 52  Errors: 0  Failures: 1
*** Exception: ExitFailure 1

The unit test in question is:

randomTestGaussian = (unSym c) :~3~: unSym (snd (meanCov dat))
  where
    a = (3><3) [1,2,3,
                2,4,0,
               -2,2,1]
    m = 3 |> [1,2,3]
    c = mTm a
    dat = gaussianSample 7 (10^6) m c

Experimenting in GHCi, the left-hand side evaluates to:

(3><3)
 [ 9.0,  6.0,  1.0
 , 6.0, 24.0,  8.0
 , 1.0,  8.0, 10.0 ]

and the right-hand side evaluates to:

(3><3)
 [  8.988938780040986,   5.98560251630079, 0.9945909287025282
 ,   5.98560251630079, 23.984218859673046,   8.00202383985934
 , 0.9945909287025282,   8.00202383985934, 10.007232034009721 ]

which is not close enough for :~3~:. It is, however, close enough for :~2~: to pass.

[mpilgrem]

I closed the issue prematurely - I still have the problem after updating MSYS2 packages (including to mingw-w64-x86_64-openblas 0.3.10-2). The right-hand side now evaluates to:

(3><3)
 [  9.004319638634618, 6.0018136158093975, 0.9978510096653478
 , 6.0018136158093975,    24.037654590196,  8.033168755772563
 , 0.9978510096653478,  8.033168755772563,  10.02595645538819 ]