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From: | Marco Caliari |
Subject: | Re: Study about accuracy of statistical software, incl. Octave |
Date: | Tue, 24 Mar 2009 19:03:36 +0100 (CET) |
User-agent: | Alpine 1.00 (DEB 882 2007-12-20) |
And Marco Caliari writes:The other deficiencies are much harder to fix. I will give a look.std() could be fixed relatively easily by calling the BLAS's routines (SNRM2, DNRM2, SCNRM2, DZNRM2) rather than relying on sqrt (sumsq (...)). The half drop in precision is a typical failure mode for implementations that don't scale. I suspect that fixing std() may fix corrcoef and help anova.
Dear Jason,I already tried with a .m implementation of dnrm2, without any improvement. For interested people, the sample vector is
v=[10000000.2,repmat([10000000.1,10000000.3],1,500)]; whose exact mean is 10000000.2 and exact standard deviation 0.1. Best regards, Marco
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