diff --git a/src/mlpack/tests/gmm_test.cpp b/src/mlpack/tests/gmm_test.cpp
index def7d4c849..83b9fd3f5b 100644
--- a/src/mlpack/tests/gmm_test.cpp
+++ b/src/mlpack/tests/gmm_test.cpp
@@ -211,7 +211,7 @@ BOOST_AUTO_TEST_CASE(GMMTrainEMMultipleGaussians)
     for (size_t row = 0; row < dims; row++)
       for (size_t col = 0; col < dims; col++)
         BOOST_REQUIRE_CLOSE(gmm.Component(sortTry[i]).Covariance()(row, col),
-            (covars[sortRef[i]])(row, col), 0.001);
+            (covars[sortRef[i]])(row, col), 0.05);
 
     // Check the weight.
     BOOST_REQUIRE_CLOSE(gmm.Weights()[sortTry[i]], weights[sortRef[i]],