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[Octave-bug-tracker] [bug #44130] mvncdf outputs different results for s

From: Pham
Subject: [Octave-bug-tracker] [bug #44130] mvncdf outputs different results for same input parameters
Date: Fri, 30 Jan 2015 06:29:29 +0000
User-agent: Mozilla/5.0 (X11; Linux x86_64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/39.0.2171.99 Safari/537.36


                 Summary: mvncdf outputs different results for same input
                 Project: GNU Octave
            Submitted by: dkgpoctave
            Submitted on: ven. 30 janv. 2015 06:29:28 GMT
                Category: Octave Forge Package
                Severity: 3 - Normal
                Priority: 5 - Normal
              Item Group: Inaccurate Result
                  Status: None
             Assigned to: None
         Originator Name: 
        Originator Email: 
             Open/Closed: Open
         Discussion Lock: Any
                 Release: 3.8.1
        Operating System: GNU/Linux



Hi all,
I've just "discovered" that executing mvncdf several times with the exact same
input parameters yields different numerical results. 

I expected that the function yield exactly the same result.

Here is a minimal working example (from the doc
<http://octave.sourceforge.net/statistics/function/mvncdf.html>) : 

x = [1 2];
mu = [0.5 1.5];
sigma = [1.0 0.5; 0.5 1.0];
p1 = mvncdf (x, mu, sigma)
p2 = mvncdf (x, mu, sigma)

The outputs are : 

p1 = 0.54658
p2 = 0.54624

I get other (different) results when exiting and restarting Octave.

Computer setup : 
Xubuntu 14.04.1 LTS x86_64
octave from official repos


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