On Jan 15, 2009, at 12:25 PM, Charles C. Berry wrote:
This is what I get on windows XP:
tcp1-tcp2
[,1] [,2] [,3]
[1,] -2.861023e-06 -4.768372e-07 -4.768372e-07
[2,] -4.768372e-07 -3.814697e-06 2.622604e-06
[3,] -4.768372e-07 2.622604e-06 -5.960464e-08
but on my Gentoo Linux Intel Core 2 Duo:
print(tcp1-tcp2,digits=20)
[,1] [,2] [,3]
[1,] 0 0 0
[2,] 0 0 0
[3,] 0 0 0
So, it would seem to be that the floating point calcs on my Windows
box, David's Mac, and whatever system you are using are not as
accurate as they might be.
For the record; on an Intel Mac (Leopard) with Urbanek's compilation
of R 2.8.1
> print(tcp1-tcp2,digits=20)
[,1] [,2] [,3]
[1,] 0 0 0
[2,] 0 0 0
[3,] 0 0 0
--
David Winsemius
It is well known that rounding error can play havoc with
crossproducts (particularly when the range of magnitudes of the
numbers is wide as it is here), which is why matrix decompositions
are generally used for solving least squares problems.
The internal code for crossprod and tcrossprod is different, so the
computations are likely done in a different order, which would account
for the difference in tcp1 and tcp2 . Ultimately, array.c and blas.f
SUBROUTINE
DSYRK have the code if you want to dig into it.
So to summarize: the difference is not due to R per se, but in the
limited accuracy of floating point calcs on the system used.
HTH,
Chuck
snip
______________________________________________
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
