[R] 64-bit programming

helgito@hi.is helgito at hi.is
Tue Sep 11 15:29:27 CEST 2001

> Why do you think REAL*16 will give you increased accuracy?  Accuracy has a
> lot more to do with the algorithms used and their convergence criteria.
> As R is a statistical package, numerical accuracy is almost always
> secondary to data uncertainty.

I tested a Solaris fotran compiler on a Sun and it allowed REAL*16 whereas
a GNU fortran on the same machine did not.  It seems to me that that the
numerical accuracy compared to REAL*8 on an Intel-86 machine was not
proportional. The Intel machines have a numerical stack of lenght 80 so if
the Fortran program is well optimized you should not loose as as many digits
as you might expect.
REAL*8 gives about 15 digits in floating-point.  It was my hope that REAL*16
would give around 30.  In my simple experiment it seemed that I only got
about 20-25.
Maybe the Sun or the compiler does not use a stack as the Intel-86 machines.

I want to add several hundred thousand numbers, and their squares, which some
are range from  maybe 10^(-6) to 1 or more.
With crude programming I fear that I am loosing important digits.

I was wondering whether I should apply for a Sun station or wait further



> --

Helgi Tomasson                                       FAX:  354-552-6806
University of Iceland                                PHONE:354-525-4571
Faculty of Economics and Business Administration     email:helgito at rhi.hi.is
Oddi v/ Sturlugotu
IS-101 Reykjavik

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