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MathGroup Archive 2002

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Re: Re: re: Accuracy and Precision

  • To: mathgroup at smc.vnet.net
  • Subject: [mg37204] Re: [mg37177] Re: re: Accuracy and Precision
  • From: "Allan Hayes" <hay at haystack.demon.co.uk>
  • Date: Wed, 16 Oct 2002 14:26:32 -0400 (EDT)
  • References: <000001c274ec$9bd226a0$0300a8c0@HolyCow>
  • Sender: owner-wri-mathgroup at wolfram.com

Bobby,

You rightly point out that care should be exercised when using (high
precision) bigfloats, but this should not obscure the proper use of them.
I have suggested some uses that are valid subject to circumstances (raising
precision) or essential (converting exact numbers to bigfloats to avoid
impossible demands on memory and time) - Daniel Lichtblau gave others.

>However, if the coefficients and powers of your example series were not
> perfectly known, what then?

We need to distinguish between having an exact value which is imperfectly
known and not having an exact value - having a range of values.

If I may speculate a little more on "real" uses:
- If we have inaccurately known parameters that do have definite values we
may still want to calculae accurately over possible ranges of the parameter;
and if the definite values give distinctive outcomes then testing with high
accuracy inputs is a way of getting a more accurate determination of the
real value -
rather like using an inverse function.
- if parameters do not have a definite value then we are into statistics,
however we might still need to know the outcomes of inputing accurate values
to get an idea of the behaviour of the process.


Allan

---------------------
Allan Hayes
Mathematica Training and Consulting
Leicester UK
www.haystack.demon.co.uk
hay at haystack.demon.co.uk
Voice: +44 (0)116 271 4198
Fax: +44 (0)870 164 0565


----- Original Message -----
From: "DrBob" <drbob at bigfoot.com>
To: mathgroup at smc.vnet.net
Subject: [mg37204] RE: [mg37177] Re: re: Accuracy and Precision


> You're using SetPrecision when infinite precision is a meaningful option
> -- when there's no doubt about the coefficients and powers in the
> series.  Bignums clearly make the computation faster in that case.
>
> However, if the coefficients and powers of your example series were not
> perfectly known, what then?  If they begin life as machine numbers,
> adding arbitrary digits serves no purpose.  Yes, plots may get smoother
> as more digits are added, but they would not converge to a "correct"
> result -- merely to a precise one.
>
> (In the chemistry industry where my wife works, the difference between
> accuracy and precision is well known.  Precision means getting the same
> answer over and over --- whether it's right or not.  Accuracy means
> getting the right answer --- whether it's precise or not.  It's low
> variance versus small bias.)
>
> Modify your example like this:
>
> ser = N@Normal[Series[Cos[#], {#, 0, 200}]];
> Timing[pts = With[{ss =
>       ser}, Table[SetPrecision[{#, ss}, 80] &@x, {x, 50., 70., .1}]];]
> ListPlot[pts, PlotJoined -> True, PlotRange -> All];
> MaxMemoryUsed[]
>
> Once the series coefficients have lost precision, you can't get it back
> again.  Furthermore, in using SetPrecision, there's a danger that one
> could THINK he has regained it.
>
> Bobby
>
> -----Original Message-----
> From: Allan Hayes [mailto:hay at haystack.demon.co.uk]
To: mathgroup at smc.vnet.net
> Sent: Tuesday, October 15, 2002 3:18 AM
> To: mathgroup at smc.vnet.net
> Subject: [mg37204] [mg37177] Re: re: Accuracy and Precision
>
>
> "Mark Coleman" <mark at markscoleman.com> wrote in message
> news:aobg22$hrn$1 at smc.vnet.net...
> > Greetings,
> >
> > I have read with great interest this lively debate on numerical
> prcesion
> and
> > accuracy. As I work in the fields of finance and economics, where we
> feel
> > ourselves blessed if we get three digits of accuracy, I'm curious as
> to
> what
> > scientific endeavors require 50+ digits of precision? As I recall
> there
> are
> > some areas, such as high energy physics and some elements of
> astronomy,
> that
> > might require so many digits in some circumstances. Are there others?
> >
> > Thanks
> >
> > -Mark
>
>
> Mark,
>
> There may be occasions when the outcome of a "real" process is so
> sensitive
> to changes in input that unless we know very precisely what the input is
> then we can know very little about the outcome - chaotic processes are
> of
> this kind. The difficulty is real and no amount of computer power or
> clever
> progamming will do much about it.
>
> Another situation is when the the process is not so sensitive but
> calculating with our formula or programme introduces accumulates
> significant
> errors.
>
> Here is a very artificial example of the latter (I time the computation
> and
> find the MaximumMemory used in the session as we go through the
> example):
>
>     ser=Normal[Series[Cos[#],{#,0,200}]];
>
>     MaxMemoryUsed[]
>
>         1714248
>
> Calculating with machine number does not show much of a pattern ( I
> have
> deleted the graphics - please evaluate the code),
>
>
>     pts= With[{ss=ser},Table[ {#,ss}&[x],
>           {x,50.,70., .1}]];//Timing
>     ListPlot[pts, PlotJoined->True];
>     MaxMemoryUsed[]
>
>         {5.11 Second,Null}
>
>         1723840
>
> Using bigfloat inputs with precision 20 shows some pattern:
>
>     pts= With[{ss=ser},Table[ {#,ss}&[SetPrecision[x,20]],
>           {x,50.,70., .1}]];//Timing
>     ListPlot[pts, PlotJoined->True,PlotRange\[Rule]All];
>     MaxMemoryUsed[]
>
>         {17.52 Second,Null}
>
>         1759664
>
>
> Precision 40 does very well:
>
>     pts= With[{ss=ser},Table[ {#,ss}&[SetPrecision[x,40]],
>           {x,50.,70., .1}]];//Timing
>     ListPlot[pts, PlotJoined->True,PlotRange\[Rule]All];
>     MaxMemoryUsed[]
>
>         {19.38 Second,Null}
>
>         1797072
>
> Now we might think the correct outcomes are showing up, and use an
> interpolating function for further , and faster, calculation.
>
>     f=Interpolation[pts]
>
>         InterpolatingFunction[{{50.000000,70.00000}},<>]
>
>     pts= Table[ f[x],{x,50, 70, .1}];//Timing
>     ListPlot[pts, PlotJoined->True,PlotRange\[Rule]All];
>     MaxMemoryUsed[]
>
>         {0.33 Second,Null}
>
>
> As a matter of interest, this is what happens if we substitute exact
> numbers
> (rationals and integers) for reals--
> the computation takes an excessively long time and quite a bit more
> memory.
>
>     pts= With[{ss=ser},Table[ {#,ss}&[SetPrecision[x,Infinity]],
>           {x,50.,70., .1}]];//Timing
>     ListPlot[pts, PlotJoined->True,PlotRange\[Rule]All];
>     MaxMemoryUsed[]
>
>         {992.28 Second,Null}
>
>         2413808
>
> This also shows that we may in fact want to replace exact inputs with
> bigfloats.
>
>
> I should be interested to hear of other example, really "real" one in
> particular. I imagine that there are many situations where trends and
> shapes
> are more important than specific values.
>
> --
> Allan
>
> ---------------------
> Allan Hayes
> Mathematica Training and Consulting
> Leicester UK
> www.haystack.demon.co.uk
> hay at haystack.demon.co.uk
> Voice: +44 (0)116 271 4198
> Fax: +44 (0)870 164 0565
>
>
> >
> >
> > <snip>
> >
> >
> >
>
>
>
>
>
>
>
>
>




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