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Re: Study about accuracy of statistical software, incl. Octave
From: |
Jaroslav Hajek |
Subject: |
Re: Study about accuracy of statistical software, incl. Octave |
Date: |
Tue, 24 Mar 2009 19:38:08 +0100 |
On Tue, Mar 24, 2009 at 7:03 PM, Marco Caliari <address@hidden> wrote:
>> And Marco Caliari writes:
>>>
>>> The other deficiencies are much harder to fix. I will give a look.
>>
>> std() could be fixed relatively easily by calling the BLAS's
>> routines (SNRM2, DNRM2, SCNRM2, DZNRM2) rather than relying on
>> sqrt (sumsq (...)). The half drop in precision is a typical
>> failure mode for implementations that don't scale. I suspect
>> that fixing std() may fix corrcoef and help anova.
>
> Dear Jason,
>
> I already tried with a .m implementation of dnrm2, without any improvement.
> For interested people, the sample vector is
>
> v=[10000000.2,repmat([10000000.1,10000000.3],1,500)];
>
> whose exact mean is 10000000.2 and exact standard deviation 0.1.
>
> Best regards,
>
> Marco
>
What do you mean by "exact mean" here? I don't think any of the three
numbers are exactly representable in IEEE floating-point. It would be
better to choose numbers that have an exact representation, such as
1e7 + 0.25, 1e7 + 0.5, 1.7 + 0.75 or such. Otherwise, you can't avoid
introducing errors just by writing these numbers.
Btw., the new Octave's norm() uses a sum-scale algorithm, so it won't
overflow unless the result overflows. See liboctave/oct-norm.cc for
details.
--
RNDr. Jaroslav Hajek
computing expert & GNU Octave developer
Aeronautical Research and Test Institute (VZLU)
Prague, Czech Republic
url: www.highegg.matfyz.cz
- Study about accuracy of statistical software, incl. Octave, Ivan Sutoris, 2009/03/22
- Re: Study about accuracy of statistical software, incl. Octave, Marco Caliari, 2009/03/24
- Re: Study about accuracy of statistical software, incl. Octave, Jason Riedy, 2009/03/24
- Re: Study about accuracy of statistical software, incl. Octave, Marco Caliari, 2009/03/24
- Re: Study about accuracy of statistical software, incl. Octave,
Jaroslav Hajek <=
- Re: Study about accuracy of statistical software, incl. Octave, Marco Caliari, 2009/03/24
- Re: Study about accuracy of statistical software, incl. Octave, John W. Eaton, 2009/03/24
- Re: Study about accuracy of statistical software, incl. Octave, Marco Caliari, 2009/03/25
- Re: Study about accuracy of statistical software, incl. Octave, Jaroslav Hajek, 2009/03/24
- Re: Study about accuracy of statistical software, incl. Octave, David Thompson, 2009/03/24
- Re: Study about accuracy of statistical software, incl. Octave, Jason Riedy, 2009/03/24
- Re: Study about accuracy of statistical software, incl. Octave, Jaroslav Hajek, 2009/03/24
- Re: Study about accuracy of statistical software, incl. Octave, Marco Caliari, 2009/03/25