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Re: Random timing results with 'fsolve'


From: Olaf Till
Subject: Re: Random timing results with 'fsolve'
Date: Wed, 12 Oct 2011 16:53:36 +0200
User-agent: Mutt/1.5.20 (2009-06-14)

On Wed, Oct 12, 2011 at 04:21:57PM +0200, Søren Hauberg wrote:
> ons, 12 10 2011 kl. 14:02 +0000, skrev bpabbott:
> > It does look strange.
> > 
> > 
> > Have you looked at the 2nd (function values) and 3rd (termination
> > status) outputs of fsolved?
> 
> Hmm, okay... it seems like the algorithm converges to different solution
> each time. The problem I'm solving is under-determined so it does not
> surprise me that the solver can converge to different solutions, but I
> am surprised that this happens when the solver is given the same
> starting conditions. Does 'fsolve' perform any random steps?
> 
> Søren

Wild guess: hardware floating point randomness (maybe due to
differences between processor cores?) which has only "negligible"
effect on accuracy, but could change the course of optimization in
under-determined problems...

Olaf


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