[SciPy-Dev] DST I precision (was ANN: SciPy 0.11.0 release candidate 1)

Ralf Gommers ralf.gommers@googlemail....
Wed Jul 25 12:56:40 CDT 2012


On Tue, Jul 24, 2012 at 10:09 PM, Matt Terry <matt.terry@gmail.com> wrote:

> Nope.  The tolerances are based on what worked on my macbook, but I
> didn't have machines to do further testing.
>

Thanks Matt. Changed in master now.

Ralf


> The correct values are from fftw.  Compared to fftw the algorithms in
> fftpack are not as accurate.  That and i would be very careful about
> believing the 15th decimal of anything.
>
> -matt
>
> On Mon, Jul 23, 2012 at 1:37 AM, Ralf Gommers
> <ralf.gommers@googlemail.com> wrote:
> >
> >
> > On Sat, Jul 21, 2012 at 9:57 PM, Ralf Gommers <
> ralf.gommers@googlemail.com>
> > wrote:
> >>
> >>
> >>
> >> On Sat, Jul 21, 2012 at 6:06 PM, John Hassler <hasslerjc@comcast.net>
> >> wrote:
> >>>
> >>>
> >>> On 7/21/2012 10:43 AM, Ralf Gommers wrote:
> >>>
> >>>
> >>> On Fri, Jul 20, 2012 at 9:57 PM, John Hassler <hasslerjc@comcast.net>
> >>> wrote:
> >>>
> >>>> ======================================================================
> >>>> FAIL: test_definition (test_real_transforms.TestDSTIDouble)
> >>>>
> >>>> ----------------------------------------------------------------------
> >>>> Traceback (most recent call last):
> >>>>   File
> >>>>
> "C:\Python32\lib\site-packages\scipy\fftpack\tests\test_real_transforms.py",
> >>>> line 213, in test_definition
> >>>>     err_msg="Size %d failed" % i)
> >>>>   File "C:\Python32\lib\site-packages\numpy\testing\utils.py", line
> 800,
> >>>> in assert_array_almost_equal
> >>>>     header=('Arrays are not almost equal to %d decimals' % decimal))
> >>>>   File "C:\Python32\lib\site-packages\numpy\testing\utils.py", line
> 636,
> >>>> in assert_array_compare
> >>>>     raise AssertionError(msg)
> >>>> AssertionError:
> >>>> Arrays are not almost equal to 15 decimals
> >>>> Size 256 failed
> >>>> (mismatch 3.515625%)
> >>>>  x: array([  1.00000000e+00,  -5.03902743e-01,   3.33300126e-01,
> >>>>         -2.51913719e-01,   1.99940224e-01,  -1.67900640e-01,
> >>>>          1.42771743e-01,  -1.25881543e-01,   1.11000399e-01,...
> >>>>  y: array([  1.00000000e+00,  -5.03902743e-01,   3.33300126e-01,
> >>>>         -2.51913719e-01,   1.99940224e-01,  -1.67900640e-01,
> >>>>          1.42771743e-01,  -1.25881543e-01,   1.11000399e-01,...
> >>>
> >>>
> >>> This looks like the test precision being a little too high. Could you
> >>> adjust it to decimal=14 or lower, and tell us when the test passes on
> your
> >>> machine?
> >>>
> >>> Thanks,
> >>> Ralf
> >>>
> >>>
> >>> decimal = 14 passes.
> >>> john
> >>
> >>
> >> This test and the failure look a bit odd, so I just want to make sure:
> is
> >> it OK to lower the test precision? DST II passes with decimal=15 and
> DST III
> >> with decimal=16, so not sure why DST I is worse. Looks like this test
> could
> >> use some improvement:
> >>
> >>             # XXX: we divide by np.max(y) because the tests fail
> >> otherwise. We
> >>             # should really use something like
> assert_array_approx_equal.
> >> The
> >>             # difference is due to fftw using a better algorithm w.r.t
> >> error
> >>             # propagation compared to the ones from fftpack.
> >>             assert_array_almost_equal(y / np.max(y), yr / np.max(y),
> >> decimal=self.dec,
> >>                     err_msg="Size %d failed" % i)
> >>
> >
> > Actually I get a failure myself for DSTIIIDouble, only with Python 2.4.
> It
> > seems that the DST test tolerances are set much higher than the DCT ones.
> > Lowering them all to decimal=14 would make sense to avoid further
> failures.
> > Any objections?
> >
> > Ralf
> >
> >
> >
> > _______________________________________________
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> > SciPy-Dev@scipy.org
> > http://mail.scipy.org/mailman/listinfo/scipy-dev
> >
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