May I request you to let me know the steps python follows in order to compute covariance matrix using the inbuilt syntax.
np.cov(cov_mat) . >>cov_mat = np.stack((x, y), axis = 0) >>np.cov(cov_mat) On Sun, Oct 11, 2020 at 9:14 AM Grant Edwards <grant.b.edwa...@gmail.com> wrote: > On 2020-10-10, Peter J. Holzer <hjp-pyt...@hjp.at> wrote: > > On 2020-10-07 07:53:55 +0200, Marco Sulla wrote: > >> If you want to avoid float problems, you can use Decimal: > > > > Decimal doesn't avoid floating point problems, because it is a floating > > point format. For example: > > [...] > > > >>> from decimal import * > > >>> a = Decimal(3) > > >>> a > > Decimal('3') > > >>> b = Decimal(1E50) > > >>> b > > Decimal('100000000000000007629769841091887003294964970946560') > > [...] > > There are two problems with your code: > > 1. You meant Decimal('1e50'). What you typed creates a Decimal value > from the IEEE 64-bit floating point value closest to 1e50. > > 2. You need to increase the context precision. It defaults to 28, > and you're example needs it to be at least 51: > > >>> getcontext().prec = 100 > >>> a = Decimal(3) > >>> b = Decimal('1e50') > >>> c = Decimal(2) > >>> a + b - c - b > Decimal('1') > >>> b - b + a - c > Decimal('1') > >>> a + (b - b) - c > Decimal('1') > >>> a + b - b - c > Decimal('1') > > Like other floating point systems, you still need to know what you're > doing if you want to get the "right" results. > > -- > Grant > > -- > https://mail.python.org/mailman/listinfo/python-list > -- https://mail.python.org/mailman/listinfo/python-list