>>>>> peter dalgaard <[email protected]>
>>>>> on Fri, 16 Sep 2016 13:33:11 +0200 writes:
> On 16 Sep 2016, at 12:41 , Alexis Sarda <[email protected]> wrote:
>> Hello,
>>
>> while testing the crossprod() function under Linux, I noticed the
following:
>>
>> set.seed(883)
>> x <- rnorm(100)
>> x %*% x - sum(x^2) # equal to 1.421085e-14
>>
>> Is this difference normal? It seems to be rather large for double
precision.
>>
> It's less than .Machine$double.eps, relative (!) to x %*% x ~= 100.
indeed!
Still, it gives exactly 0 on my platform(s), where I'm using R's
own version of BLAS / Lapack.
Are you perhaps using an "optimized" BLAS / LAPACK , i.e, one
that is fast but slightly less so accurate ?
Martin Maechler,
ETH Zurich
> -pd
>> Regards,
>> Alexis.
>>
>> [[alternative HTML version deleted]]
>>
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> --
> Peter Dalgaard, Professor,
> Center for Statistics, Copenhagen Business School
> Solbjerg Plads 3, 2000 Frederiksberg, Denmark
> Phone: (+45)38153501
> Office: A 4.23
> Email: [email protected] Priv: [email protected]
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