[Numpy-discussion] strange behavior of numpy.random.multivariate_normal, ticket:1842
Charles R Harris
Thu Feb 16 11:35:37 CST 2012
On Thu, Feb 16, 2012 at 10:20 AM, Pauli Virtanen <email@example.com> wrote:
> 16.02.2012 18:00, Nathaniel Smith kirjoitti:
> > 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 :(
:). I believe that was one of the reasons that Von Neumann thought everyone
should work with integers and scaling factors. But he lost that battle to
the sheer convenience of floating point.
-------------- next part --------------
An HTML attachment was scrubbed...
More information about the NumPy-Discussion