[SciPy-User] understanding machine precision
Wed Dec 15 11:31:30 CST 2010
On 12/15/2010 06:43 AM, email@example.com wrote:
> On Tue, Dec 14, 2010 at 3:17 PM, Keith Goodman<firstname.lastname@example.org> wrote:
>> On Tue, Dec 14, 2010 at 11:38 AM,<email@example.com> wrote:
>>> On Tue, Dec 14, 2010 at 2:29 PM, Francesc Alted<firstname.lastname@example.org> wrote:
>>>> A Tuesday 14 December 2010 20:17:10 Nils Wagner escrigué:
>>>>> Hi all,
>>>>> I am using ATLAS
>>>>> python -i try_deterministic.py
>>>> That's interesting. Maybe Josef is using a threaded ATLAS? I
>>>> positively know that threading introduces variability in the order that
>>>> the computations are done. However, I'm not sure on why ATLAS has
>>>> decided to use several threads for so small matrices ((100, 10)) :-/
>>> No, I'm using an old plain ATLAS with a single CPU, but if Skipper is
>>> getting it also with 32bit mkl, then there might still be another
>>> Windows "feature" in play.
>>> Since my results are identical across python session, but not within,
>>> the results are still deterministic and cannot depend on how busy my
>>> computer is.
>> Come to think if it, one of my tests is to compare the output of each
>> new release of one of my packages with the previous release. My
>> colleague runs the test on a windows machine. He gets a difference in
>> output when there should be none. Even after pulling the installer
>> apart and installing the non-ATLAS version he sees the difference on
>> windows. It would be great to figure out what is going on.
> It looks like it's Windows32 specific, but not specific to an ATLAS or
> LAPACK version.
> I still don't have a clue why, but it looks like tests that use linalg
> have to be weakened to decimal=14 or decimal=15, larger than I thought
Can you please detail the versions of Python and numpy as well as how
each was built? Does it use sse and does it use the gcc option
Given Skipper's response, it may be due to cross-compiling (including
compiler and OS differences) as well as being at the limits of numerical
accuracy for that precision (loss of significance or precision).
(Reading gcc bug 323 (http://gcc.gnu.org/bugzilla/show_bug.cgi?id=323)
is interesting or not.)
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