ch
Subject: Re: [Rd] Inaccurate complex arithmetic of R (Matlab is accurate)
>>>>> "JN" == John Nolan
>>>>> on Tue, 4 Aug 2009 18:05:47 -0400 writes:
JN> Ravi,
JN> There has been a lot of chatter about this, and people don't seem to
st 4, 2009 8:36 pm
Subject: Re: [Rd] Inaccurate complex arithmetic of R (Matlab is accurate)
To: Ravi Varadhan
Cc: 'Martin Becker' ,
hwborch...@googlemail.com, r-de...@stat.math.ethz.ch
> Ravi,
>
> There has been a lot of chatter about this, and people don't seem to
&
.
JN> -r-devel-boun...@r-project.org wrote: -
JN> To: "'Martin Becker'"
JN> From: "Ravi Varadhan"
JN> Sent by: r-devel-boun...@r-project.org
JN> Date: 08/04/2009 10:59AM
-
-Original Message-
From: Martin Becker [mailto:martin.bec...@mx.uni-saarland.de]
Sent: Tuesday, August 04, 2009 7:34 AM
To: Ravi Varadhan
Cc: r-de...@stat.math.ethz.ch; hwborch...@googlemail.com
Subject: Re: [Rd] Inaccurate complex a
-Original Message-
From: r-devel-boun...@r-project.org on behalf of Ravi Varadhan
Sent: Tue 8/4/2009 7:59 AM
To: 'Martin Becker'
Cc: hwborch...@googlemail.com; r-de...@stat.math.ethz.ch
Subject: Re: [Rd] Inaccurate complex arithmetic of R (Matl
.jhsph.edu/agingandhealth/People/Faculty_personal_pages/Varadhan.h
tml
-Original Message-
From: Martin Becker [mailto:martin.bec...@mx.uni-saarland.de]
Sent: Tuesday, August 04, 2009 7:34 AM
To: Ravi Varadhan
Cc: r-de...@stat.math.ethz.ch; hwborch...@googlemail.com
Subject: Re: [Rd]
-Original Message-
From: Martin Becker [mailto:martin.bec...@mx.uni-saarland.de]
Sent: Tuesday, August 04, 2009 7:34 AM
To: Ravi Varadhan
Cc: r-de...@stat.math.ethz.ch; hwborch...@googlemail.com
Subject: Re: [Rd] Inaccurate complex arithmetic of R (Matlab is accurate)
Dear Ravi,
I suspect
5:50 AM
To: Ravi Varadhan
Cc: r-de...@stat.math.ethz.ch; hwborch...@googlemail.com
Subject: Re: [Rd] Inaccurate complex arithmetic of R (Matlab is accurate)
Dear Ravi,
the inaccuracy seems to creep in when powers are calculated. Apparently,
some quite general function is called to calculate the squa
> "MM" == Martin Maechler
> on Mon, 3 Aug 2009 19:30:24 +0200 writes:
> "HWB" == Hans W Borchers
> on Mon, 3 Aug 2009 13:15:11 + (UTC) writes:
>>>
HWB> Thanks for pointing out the weak point in this
HWB> computation. I tried out your suggestions an
> I suspect that, in general, you may be facing the limitations of machine
> accuracy (more precisely, IEEE 754 arithmetics on [64-bit] doubles) in
Dear Martin,
I definitely do not agree with this. Consider your own proposal of
writing the Rosenbrock function:
rosen2 <- function(x) {
I checked, and both octave and yorick use multiplication for z^i where
i is an integer, leading to better accuracy. Octave uses an integer
power if it's stored as a double if it's close enough to an integer.
See:
http://hg.savannah.gnu.org/hgweb/octave/file/fb22dd5d6242/src/xpow.cc
http://yorick.s
-Original Message-
From: Martin Becker [mailto:martin.bec...@mx.uni-saarland.de]
Sent: Monday, August 03, 2009 5:50 AM
To: Ravi Varadhan
Cc: r-de...@stat.math.ethz.ch; hwborch...@googlemail.com
Subject: Re: [Rd] Inaccurate complex arithmetic of R (Matlab is accurate)
Dear Ravi,
the inaccura
> "HWB" == Hans W Borchers
> on Mon, 3 Aug 2009 13:15:11 + (UTC) writes:
>>
HWB> Thanks for pointing out the weak point in this
HWB> computation. I tried out your suggestions and they both
HWB> deliver the correct and accurate result.
HWB> But as a general so
>
Thanks for pointing out the weak point in this computation. I tried out your
suggestions and they both deliver the correct and accurate result.
But as a general solution this approach is not feasible. We want to provide
"complex-step derivatives" as a new method for computing exact gradients, f
Dear Ravi,
the inaccuracy seems to creep in when powers are calculated. Apparently,
some quite general function is called to calculate the squares, and one
can avoid the error by reformulating the example as follows:
rosen <- function(x) {
n <- length(x)
x1 <- x[2:n]
x2 <- x[1:(n-1)]
sum(
Dear All,
Hans Borchers and I have been trying to compute "exact" derivatives in R using
the idea of complex-step derivatives that Hans has proposed. This is a really,
really cool idea. It gives "exact" derivatives with only a minimal effort
(same as that involved in computing first-order for
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