I just realized that I was actually using a different random number
generator, could that be a valid reason for the discrepancy?
The code should be:
RNGkind("L'Ecuyer")
set.seed(883)
x <- rnorm(100)
x %*% x - sum(x^2) # equal to 1.421085e-14
Regards,
Alexis Sarda.
On Tue, Sep 20, 2016 at 5:27 PM, Martin Maechler <[email protected]
> wrote:
> >>>>> 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]]
> >>
> >> ______________________________________________
> >> [email protected] mailing list
> >> https://stat.ethz.ch/mailman/listinfo/r-devel
>
> > --
> > 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]
>
> > ______________________________________________
> > [email protected] mailing list
> > https://stat.ethz.ch/mailman/listinfo/r-devel
>
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