[Numpy-discussion] strange behavior of numpy.random.multivariate_normal, ticket:1842

Pauli Virtanen pav@iki...
Thu Feb 16 11:20:38 CST 2012


Hi,

16.02.2012 18:00, Nathaniel Smith kirjoitti:
[clip]
> I agree, but the behavior is still surprising -- people reasonably
> expect something like svd to be deterministic. So there's probably a
> doc bug for alerting people that their reasonable expectation is, in
> fact, wrong :-).

The problem here is that these warnings should in principle appear in
the documentation of every numerical algorithm that contains branches
chosen on the basis of floating point data. For example, optimization
algorithms --- they terminate after a tolerance is satisfied, and so the
results can contain similar quasi-random error much larger than the
rounding error, tol > |err| >> eps.

Floating point sucks, it's full of gotchas for all ages :(

Something like a FAQ could be good place to answer this, alongside more
basic floating point questions.

	Pauli



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