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Re: Possible loss of accuracy


From: Sergei Steshenko
Subject: Re: Possible loss of accuracy
Date: Thu, 16 May 2013 01:51:13 -0700 (PDT)

--- On Thu, 5/16/13, louis scott <address@hidden> wrote:

From: louis scott <address@hidden>
Subject: Re: Possible loss of accuracy
To: "address@hidden" <address@hidden>
Date: Thursday, May 16, 2013, 12:28 AM

Here is another.  I suspect this is one for the numerical analysts here.  This 
thread also reminds me of an earlier help request regarding numerical solution 
of planetary orbits - the results from octave diverged faster than those in 
another package.  The consensus was that the dynamics are chaotic, but one 
would still hope that the precision would be high enough so that the divergence 
agreed with his other (more precise) results.

Secondly, this makes use of ATLAS' multi core capabilities:
% getting to 1 the hard wayN = 2100; A = rand(N);tic, det(A*inv(A)), tocans = 
Inf
Elapsed time is 1.6111 seconds.
N = 2000; A = rand(N);tic, det(A*inv(A)), tocans =  1.0000Elapsed time is 1.436 
seconds.
-------------------------------------------------------
versionans = 3.6.4OS: Linux Mint 13 (Ubuntu 12.04) 64 bit.Octave compiled with 
ATLAS 3.10.1# ATLAS Configure../configure -b 64 -t 4 -D c -DPentiumCPS=3100 -Fa 
alg -fPIC \
   --prefix=/usr/local/atlas-3.10.1 \   
--with-netlib-lapack-tarfile=../../../Downloads/lapack-3.4.2.tgz 2>&1 | tee 
output.txtmake# Octave configure includes:
configured --with-blas="-lptcblas -lptf77blas -latlas"

-----------------------------------------------------------------------


Not every matrix is invertible - have a look at the session:

"
octave:10> N = 2012; A = rand(N);
octave:11> tic, det(A*inv(A)), toc
ans = Inf
Elapsed time is 38.278 seconds.
...
octave:13> N = 2012; A = rand(N);
octave:14> tic, det(A*inv(A)), toc
ans =  1.0000
".

Regards,
  Sergei.




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