[ http://issues.apache.org/jira/browse/MATH-85?page=comments#action_12419184 ]
Luc Maisonobe commented on MATH-85: ----------------------------------- The problem is related to computation accuracy in a corner case. The data (110.7178495, 8915.102), (110.7264895, 8919.302), (110.7351295, 8923.502) represent three points on a perfect straigth line, with the second point exactly at the middle of the two extreme points. In this case, the sum of the squares of the errors should be exactly 0 as all points lie exactly on the estimated line. If instead of checking reg.getSumSquaredErrors() >= 0.0 I print the value, I get -7.105427357601002E-15 on my GNU/Linux box. This seems quite fair for me as the computation involves computing a subtraction close to 35.28 - 35.28, where both terms result from several former computations. This is consistent with double precision. What we observe here is simply a cancellation effect on subtraction. The result is null in the first part of the test (where the x values are 100 times smaller), slightly negative in the second part. I think the null result in the first part is only good fortune (well, it is really related to the orders of magnitude involved: x^2, y^2 and xy). I suggest to consider this is not a bug. I will add a patch with a slightly modified test case in a few minutes. > [math] SimpleRegression getSumSquaredErrors > -------------------------------------------- > > Key: MATH-85 > URL: http://issues.apache.org/jira/browse/MATH-85 > Project: Commons Math > Type: Bug > Versions: 1.1.0 > Environment: Operating System: Windows 2000 > Platform: PC > Reporter: Mark Osborn > > getSumSquaredErrors returns -ve value. See test below: > public void testSimpleRegression() { > double[] y = { 8915.102, 8919.302, 8923.502}; > double[] x = { 1.107178495, 1.107264895, 1.107351295}; > double[] x2 = { 1.107178495E2, 1.107264895E2, 1.107351295E2}; > SimpleRegression reg = new SimpleRegression(); > for (int i = 0; i < x.length; i++) { > reg.addData(x[i],y[i]); > } > assertTrue(reg.getSumSquaredErrors() >= 0.0); // OK > reg.clear(); > for (int i = 0; i < x.length; i++) { > reg.addData(x2[i],y[i]); > } > assertTrue(reg.getSumSquaredErrors() >= 0.0); // FAIL > > } -- This message is automatically generated by JIRA. - If you think it was sent incorrectly contact one of the administrators: http://issues.apache.org/jira/secure/Administrators.jspa - For more information on JIRA, see: http://www.atlassian.com/software/jira --------------------------------------------------------------------- To unsubscribe, e-mail: [EMAIL PROTECTED] For additional commands, e-mail: [EMAIL PROTECTED]
