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MathGroup Archive 2002

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Re: Off by 0.00000001, Why?

  • To: mathgroup at smc.vnet.net
  • Subject: [mg37390] Re: [mg37378] Off by 0.00000001, Why?
  • From: "Steven T. Hatton" <hattons at globalsymmetry.com>
  • Date: Sat, 26 Oct 2002 02:03:22 -0400 (EDT)
  • Organization: Global Symmetry
  • References: <768AB868-E81E-11D6-86DE-0003938BF55C@jeol.com>
  • Sender: owner-wri-mathgroup at wolfram.com

On Friday 25 October 2002 09:34 am, you wrote:

> This is not surprising.  First of all as you correctly pointed out the
> Mathematica routines you are calling may have changed and therefore
> produce different results. 

This is not a high priority for me, but it would be nice to know how to 
identify the source of such discrepancies.

> Secondly your OS and hardware platform may
> not be identical and in my experience the same compiler may produce
> different results on different hardware and OS combinations due to
> different optimizations applied to floating point expressions.
> Finally, Intel chips have floating point registers that are actually 80
> bits wide.  Thus they perform some floating point operations
> differently than a pure 64 bit machine because they may use 80 bits for
> intermediate results.  See
> http://www.validlab.com/goldberg/addendum.html for a reasonable summary
> of the issues with floating point computations on different
> architectures.

I *believe* Java trys to create a platform neutral computing environment which 
insures results will be uniform across platforms.  IIRC, I read something 
about this kind of thing in the Mathematica documentation.  There are ways of 
manipulating the content of atoms which can be used to optimize performance, 
but they are discouraged because they can lead to the kinds of discrepancies 
were are discussing.... Indeed, see A.1.4 of the Mathematica Book: (4.2, Help 
Browser)

"As an optimization for some special kinds of computations, the raw data in 
Mathematica atomic objects can be given explicitly using Raw[head, 
"hexstring"]. The data is specified as a string of hexadecimal digits, 
corresponding to an array of bytes. When no special output form exists, 
InputForm prints special objects using Raw. The behavior of Raw differs from 
one implementation of Mathematica to another; its general use is strongly 
discouraged. "

> > Any thoughts on this?
>
> If your floating point calculations are mission critical you have to
> use a compiler which allows you to control whether floating point
> expressions are optimized.  Also you have to use a CPU architecture
> whose behavior you understand.  Finally all of your algorithms must be
> analyzed to guarantee you understand and have compensated for the
> floating point model of your compiler and CPU.  This is why mission
> critical code such as for NASA is typically audited by a team before
> being committed to production code.

I do seem to recall a lost probe not too long ago.  Seems someone forgot to 
convert from miles to kilometers, or something like that. To my mind that was 
just plain stupidity.  They should never have been using imperial units in 
the first place. 

Nonetheless, this demonstrates the kinds of things which can creep into your 
calculations.  Suppose the Auditors come in and bless everything off, and the 
next week you get a brand new computer. Not realizing that the hardware will 
influence the outcome of your calculation, you copy everything over to the 
new system, give the nice lady at WRI a call to get your new password, and 
run the calculations 10 times faster, but based on assumptions which are 
inconsistent with your current environment.  Ooops,  "Houston, we've got a 
problem."

> Regards,
>
> Ssezi

-- 
STH
Hatton's Law: 
"There is only One inviolable Law."



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