From p.dalgaard@biostat.ku.dk  Fri Jun  2 21:07:45 2000
From: p.dalgaard@biostat.ku.dk (Peter Dalgaard BSA)
Date: 02 Jun 2000 22:07:45 +0200
Subject: [Rd] make check on DU4 with R-1.1.0 snapshot
In-Reply-To: Albrecht Gebhardt's message of "Fri, 2 Jun 2000 21:34:36 +0200 (MET DST)"
References: <Pine.OSF.4.21.0006022021190.4127-100000@zidsrv.sci.uni-klu.ac.at>
Message-ID: <x2r9af7soe.fsf@blueberry.kubism.ku.dk>

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