[Rd] make check on DU4 with R-1.1.0 snapshot

Peter Dalgaard BSA p.dalgaard@biostat.ku.dk
02 Jun 2000 22:07:45 +0200


Albrecht Gebhardt <albrecht.gebhardt@uni-klu.ac.at> writes:

> > abs(X - s$u %*% D %*% t(s$v)) - Eps
>               [,1]          [,2]
> [1,] -2.109424e-15 -2.220446e-16
> [2,] -1.998401e-15 -8.881784e-16
> [3,] -2.220446e-15 -1.776357e-15
> [4,] -1.998401e-15 -1.332268e-15
> [5,] -1.998401e-15 -1.332268e-15
> [6,] -1.998401e-15  4.440892e-16
> [7,] -1.332268e-15 -2.220446e-15
> > abs(D - t(s$u) %*% X %*% s$v) - Eps
>               [,1]          [,2]
> [1,]  3.108624e-15 -8.881784e-16
> [2,] -1.165734e-15 -2.220446e-15
> 
> 4.440892e-16 and 3.108624e-15 
> 
> Eps was: 
> > Eps
> [1] 2.220446e-15
...
>  eps:  2.22044605E-16

So one of the calculations end up at about 5.3e-15 which is over 20
times the machine epsilon. OK, Hilbert matrices are nasty and AFAIR
Alpha hardware doesn't have the extended precision of Intel FPUs but
does this look reasonable enough that we should just use a bigger Eps?

-- 
   O__  ---- Peter Dalgaard             Blegdamsvej 3  
  c/ /'_ --- Dept. of Biostatistics     2200 Cph. N   
 (*) \(*) -- University of Copenhagen   Denmark      Ph: (+45) 35327918
~~~~~~~~~~ - (p.dalgaard@biostat.ku.dk)             FAX: (+45) 35327907
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