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Re: Study about accuracy of statistical software, incl. Octave


From: Jason Riedy
Subject: Re: Study about accuracy of statistical software, incl. Octave
Date: Tue, 24 Mar 2009 15:49:21 -0400
User-agent: Gnus/5.13 (Gnus v5.13) Emacs/23.0.91 (gnu/linux)

And Jaroslav Hajek writes:
> But what is the correct answer? Just writing those numbers into Octave
> introduces an error ~ 3e-17. I *don't* expect the "correct" answer is
> 1e7 + 0.2. You can't expect Octave to guess your actual numbers.

I do expect better than a single precision result from std(), however.
I'll try to poke at what happens (esp. using DNRM2) this week, although
I'd love for someone to beat me to it...

Jason


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