Services & Resources / Wolfram Forums / MathGroup Archive
-----

MathGroup Archive 2012

[Date Index] [Thread Index] [Author Index]

Search the Archive

Re: Mathematica results different on different computers !

  • To: mathgroup at smc.vnet.net
  • Subject: [mg125580] Re: Mathematica results different on different computers !
  • From: Ralph Dratman <ralph.dratman at gmail.com>
  • Date: Mon, 19 Mar 2012 05:01:28 -0500 (EST)
  • Delivered-to: l-mathgroup@mail-archive0.wolfram.com
  • References: <201203180740.CAA14090@smc.vnet.net>

Num remains undefined, as far as I can see. Is that intended?

Ralph


On Sun, Mar 18, 2012 at 3:40 AM, Nabeel Butt <nabeel.butt at gmail.com> wrote:
> Hi Guys ...
>     I run a piece of code on two different computers (different hardwares)
> and I get different results.I think its something to do with overflow or
> different precision on systems ? Personally I think my laptop with an
> inferior hardware is giving me correct results. The code does involve some
> simulation but running the simulation gives the same result on one
> particular computer but different for different computers ! You can run and
> tell me what answers you are getting ....Thanks in advance....and my code
> is below :
> \[Lambda] = 0.05;
> \[Mu] = 0.05;
> T = 1;
> nn = 4;
> \[CapitalDelta]T = T/nn;
> m1 = 0.08;
> \[Sigma]1 = 0.2;
> m2 = 0.14;
> \[Sigma]2 = 0.8;
> \[Rho] = 0.1;
> mean1 = (m1 - (\[Sigma]1^2)/2)*\[CapitalDelta]T;
> var1 = (\[Sigma]1^2)*\[CapitalDelta]T;
> rmean1 = E^(mean1 + 1/2 var1);
> rvar1 = ((E^var1 - 1) E^(2*mean1 + var1));
> mean2 = (m2 - (\[Sigma]2^2)/2)*\[CapitalDelta]T;
> var2 = (\[Sigma]2^2)*\[CapitalDelta]T;
> rmean2 = E^(mean2 + 1/2 var2);
> rvar2 = ((E^var2 - 1) E^(2*mean2 + var2));
> b1 = {rk1l = 0.001, rk1u = (rmean1 + 5*Sqrt[rvar1])};
> b2 = {rk2l = 0.001, rk2u = (rmean2 + 5*Sqrt[rvar2])};
>
> dl = (rk1u - rk1l)/Num;
> dk = (rk2u - rk2l)/Num;
> \[ScriptCapitalD] =
>  TransformedDistribution[
>   Exp[ {u, v}], {u, v} \[Distributed]
>    MultinormalDistribution[{(m1 - (\[Sigma]1^2)/
>          2)*\[CapitalDelta]T, (m2 - (\[Sigma]2^2)/
>          2)*\[CapitalDelta]T}, {{\[Sigma]1^2*\[CapitalDelta]T, \
> \[Rho]*\[Sigma]1*\[Sigma]2*\[CapitalDelta]T}, {\[Rho]*\[Sigma]1*\
> \[Sigma]2*\[CapitalDelta]T, \[Sigma]2^2*\[CapitalDelta]T}}]];
> data = Parallelize[RandomVariate[\[ScriptCapitalD], 10^5]];
> ParallelEvaluate[data];
>
>
> bndry3[Num_, data_] :=
>  Module[{UU, M, \[Lambda], \[Mu], \[CapitalDelta]T, s, m, \[Sigma],
>    mean, var, rmean, rvar, rkl, rku, dr, ddist, rvals, pvals, amin,
>    amax, da, tlist, JN, some, blist, tlist1, tlist2, sol1, sol2,
>    templist, l, points, pu, pl, dp, a, b, c, zi, Nm, Nz, Na, zW,
>    m1, \[Sigma]1, m2, \[Sigma]2, \[Rho], mean1, var1, rmean1, rvar1,
>    mean2, var2, rmean2, rvar2, b1, b2, dl, dk, xvals, yvals, rk1l,
>    rk1u, rk2l, rk2u, \[ScriptCapitalD]1, dist, \[ScriptCapitalD],
>    prob, JJ},
>
>   Off[InterpolatingFunction::dmval];
>   sll[ll_, elem_] := ll[[Ordering[ll[[All, elem]]]]];
>   M = 0.5;
>   \[Lambda] = 0.05;
>   \[Mu] = 0.05;
>   \[CapitalDelta]T = T/nn;
>   s = E^(0.05*\[CapitalDelta]T);
>   m1 = 0.08;
>   \[Sigma]1 = 0.2;
>   m2 = 0.14;
>   \[Sigma]2 = 0.8;
>   \[Rho] = 0.1;
>   UU = 7;
>   mean1 = (m1 - (\[Sigma]1^2)/2)*\[CapitalDelta]T;
>   var1 = (\[Sigma]1^2)*\[CapitalDelta]T;
>   rmean1 = E^(mean1 + 1/2 var1);
>   rvar1 = ((E^var1 - 1) E^(2*mean1 + var1));
>   mean2 = (m2 - (\[Sigma]2^2)/2)*\[CapitalDelta]T;
>   var2 = (\[Sigma]2^2)*\[CapitalDelta]T;
>   rmean2 = E^(mean2 + 1/2 var2);
>   rvar2 = ((E^var2 - 1) E^(2*mean2 + var2));
>   b1 = {rk1l = 0.001, rk1u = (rmean1 + 5*Sqrt[rvar1])};
>   b2 = {rk2l = 0.001, rk2u = (rmean2 + 5*Sqrt[rvar2])};
>
>   dl = (rk1u - rk1l)/Num;
>   dk = (rk2u - rk2l)/Num;
>   \[ScriptCapitalD] =
>    TransformedDistribution[
>     Exp[ {u, v}], {u, v} \[Distributed]
>      MultinormalDistribution[{(m1 - (\[Sigma]1^2)/
>            2)*\[CapitalDelta]T, (m2 - (\[Sigma]2^2)/
>            2)*\[CapitalDelta]T}, {{\[Sigma]1^2*\[CapitalDelta]T, \
> \[Rho]*\[Sigma]1*\[Sigma]2*\[CapitalDelta]T}, {\[Rho]*\[Sigma]1*\
> \[Sigma]2*\[CapitalDelta]T, \[Sigma]2^2*\[CapitalDelta]T}}]];
>
>   \[ScriptCapitalD]1 = SmoothKernelDistribution[data];
>
>   g[x_, y_] := Evaluate[CDF[\[ScriptCapitalD]1, {x, y}]];
>
>
>   fx1[r_] := PDF[LogNormalDistribution[mean1, Sqrt[var1]], r];
>   fx2[r_] := CDF[LogNormalDistribution[mean1, Sqrt[var1]], r];
>   pu = 1;
>   pl = 0;
>   dp = (pu - pl)/Num;
>   gx1[p_] := InverseCDF[LogNormalDistribution[mean1, Sqrt[var1]], p];
>   xvals =
>    Flatten[{rk1l, Table[gx1[i + dp], {i, pl, pu - 2*dp, dp}], rk1u}];
>
>   fy1[r_] := PDF[LogNormalDistribution[mean2, Sqrt[var2]], r];
>   fy2[r_] := CDF[LogNormalDistribution[mean2, Sqrt[var2]], r];
>   pu = 1;
>   pl = 0;
>   dp = (pu - pl)/Num;
>   gy1[p_] := InverseCDF[LogNormalDistribution[mean2, Sqrt[var2]], p];
>   yvals =
>    Flatten[{rk2l, Table[gy1[i + dp], {i, pl, pu - 2*dp, dp}], rk2u}];
>
>
>
>
>   f[x_, y_] := Evaluate[PDF[\[ScriptCapitalD]1, {x, y}]];
>
>   dist =
>    Flatten[Table[{prob = (NIntegrate[
>
>          f[x, y], {x, xvals[[i]], xvals[[i + 1]]}, {y, yvals[[j=
]],
>           yvals[[j + 1]]}, AccuracyGoal -> 4]); {NIntegrate[
>         x*(f[x, y])/prob
>         , {x, xvals[[i]], xvals[[i + 1]]}, {y, yvals[[j]],
>          yvals[[j + 1]]}, AccuracyGoal -> 4],
>        NIntegrate[
>         y*(f[x, y])/(prob), {x, xvals[[i]], xvals[[i + 1]]}, {y,
>          yvals[[j]], yvals[[j + 1]]}, AccuracyGoal -> 4]},
>
>       prob}, {i, 1, Num}, {j, 1, Num}], 1];
>
>
>   amin = N[0.001];
>   amax = N[0.999];
>   da = 0.01;
>
>   (*dist/.{{x_Real,y_Real},z_Real}->x+y+z*)
>   tlist1 = Parallelize[ParallelEvaluate[
>      Off[FindMinimum::reged]];
>     ParallelEvaluate[Off[FindMaximum::lstol]]; Table[{a,
>       {l =
>         Max[templist = {(sol1 = Flatten[Last[NestList[{{#[[1,1]]/2},
>
>                    Reverse[
>                    Last[sll[
>                    Flatten[
>                    Table[{{\[Xi]}, (Total[(dist /. {{r_Real, S_Real},
>                     p_Real} -> (Log[(S + \[Xi] (r -
>                    S) + \[Mu] (\[Xi] - a) S)]*p))])},{\[Xi],
>                    If[(#[[2, 2, 1]] - 2*#[[1, 1]]) >=
>                    0, (#[[2, 2, 1]] - 2*#[[1, 1]]), 0],
>                    If[(#[[2, 2, 1]] + 2*#[[1, 1]]) <=
>                    a, (#[[2, 2, 1]] + 2*#[[1, 1]]), a], #[[1, 1]]}],
>                    0], 2]]]} & ,
>                   {{a/4}, {-100, {a/2}}}, UU]][[2]]])[[1]], (sol2 
>               Flatten[Last[NestList[{{#[[1, 1]]/2},
>
>                    Reverse[
>                    Last[sll[
>                    Flatten[
>                    Table[{{\[Xi]}, (Total[
>                    dist /. {{r_Real, S_Real},
>                    p_Real} -> (Log[(S + \[Xi] (r -
>                    S) - \[Lambda] (\[Xi] - a) S)]*p)])}, {\[Xi],
>                    If[(#[[2, 2, 1]] - 2*#[[1, 1]]) >=
>                    a, (#[[2, 2, 1]] - 2*#[[1, 1]]), a],
>                    If[(#[[2, 2, 1]] + 2*#[[1, 1]]) <= (
>                    1 + a*\[Lambda])/(
>                    1 + \[Lambda]), (#[[2, 2, 1]] + 2*#[[1, 1]]), (
>                    1 + a*\[Lambda])/(1 + \[Lambda])],#[[1, 1]]}],
>                    0], 2]]]} & ,
>                   {{0.25*((1 + a*\[Lambda])/(1 + \[Lambda]) -
>                    a)}, {-100, {0.5*(a + (1 + a*\[Lambda])/(
>                    1 + \[Lambda]))}}}, UU]][[2]]])[[1]],
>            Total[dist /. {{r_Real, S_Real}, p_Real} ->
>               Log[(S + a (r - S))]*p]}],
>        If[templist[[3]] == l, 3,
>         Flatten[Position[templist, l]][[1]]],
>        Piecewise[{{0, templist[[3]] == l}, {sol1[[2]],
>           templist[[1]] == l}, {sol2[[2]],
>           templist[[2]] == l}}]}}, {a, amin, amax, da}]];
>   (*points=Select[tlist,#[[2,2]]==3&]/.{a_,{J_,
>   I_,\[CapitalDelta]_}}->a
>   Graphics[Point[points],Axes->True]*)
>   (*points=Select[Flatten[templist/.{{x_,y_},{z_,w_}}->{{x,y},{w}},
>   1],#[[2]][[1]]==3&]/.{{x_,y_},{w_}}->{x,y};*)
>   (*points=Select[tlist,#[[2,2]]==3&]/.{x_,{z_,w_}}->x;
>   points*)
>   JN = Interpolation[tlist1 /. {x_, {z_, w_, y_}} -> {x, z}];
>   (*PN=Interpolation[tlist/.{x_,{z_,w_,y_}}->{x,y}];*)
>   (*Off[InterpolatingFunction::dmval];*)
>   (*Plot[JN[x],{x,0,1}]*)
>   some = NestList[(JJ = #[[2]]; {tlist = Parallelize[ParallelEval=
uate[
>           Off[FindMinimum::reged]];
>          ParallelEvaluate[Off[FindMaximum::lstol]];
>          ParallelEvaluate[Off[InterpolatingFunction::dmval]];
>          Table[(*nlist=(#[[1]]/.{x_,{z_,w_,y_}}->y);*){a,
>            {l =
>              Max[templist = {(sol1 =
>                    Flatten[Last[NestList[{{#[[1, 1]]/=
2},
>
>                    Reverse[
>                    Last[sll[
>                    Flatten[
>                    Table[{{\[Xi]}, (Total[
>                    dist /. {{r_Real, S_Real},
>                    p_Real} -> (((Log[(S + \[Xi] (r -
>                    S) + \[Mu] (\[Xi] - a) S)] +
>                    JJ[(\[Xi]*
>                    r)/(S + \[Xi] (r - S) + \[Mu] (\[X=
i] - a) S)])*
>                    p))])}, {\[Xi],
>                    If[(#[[2, 2, 1]] - 2*#[[1, 1]]) >=
=
>                    0, (#[[2, 2, 1]] - 2*#[[1, 1]]), 0=
],
>                    If[(#[[2, 2, 1]] + 2*#[[1, 1]]) <=
=
>                    a, (#[[2, 2, 1]] + 2*#[[1, 1]]), a=
], #[[1, 1]]}],
>                    0], 2]]]} & ,
>                    {{a/4}, {-100, {a/2}}}, UU]][[2]]]=
)[[1]], (sol2 =
>                    Flatten[Last[NestList[{{#[[1, 1]]/=
2},
>
>                    Reverse[
>                    Last[sll[
>                    Flatten[
>                    Table[{{\[Xi]}, (Total[
>                    dist /. {{r_Real, S_Real},
>                    p_Real} -> ((Log[(S + \[Xi] (r -
>                    S) - \[Lambda] (\[Xi] - a) S)] +
>                    JJ[(\[Xi]*
>                    r)/(S + \[Xi] (r - S) - \[Lambda] =
(\[Xi] -
>                    a) S)])*p)])}, {\[Xi],
>                    If[(#[[2, 2, 1]] - 2*#[[1, 1]]) >=
=
>                    a, (#[[2, 2, 1]] - 2*#[[1, 1]]), a=
],
>                    If[(#[[2, 2, 1]] + 2*#[[1, 1]]) <=
= (
>                    1 + a*\[Lambda])/(
>                    1 + \[Lambda]), (#[[2, 2, 1]] + 2*=
#[[1, 1]]), (
>                    1 + a*\[Lambda])/(1 + \[Lambda])],=
 #[[1, 1]]}],
>                    0], 2]]]} & ,
>                    {{0.25*((1 + a*\[Lambda])/(1 + \[L=
ambda]) -
>                    a)}, {-100, {0.5*(a + (1 + a*\[Lam=
bda])/(
>                    1 + \[Lambda]))}}}, UU]][[2]]])[[1=
]],
>
>                 Total[dist /. {{r_Real, S_Real},
>                    p_Real} -> (Log[(S + a (r - S))] +
>                    JJ[(a*r)/(a*r + (1 - a) S)])*p]}],
>             If[templist[[3]] == l, 3,
>              Flatten[Position[templist, l]][[1]]],
>             Piecewise[{{0, templist[[3]] == l}, {sol1[[2]=
],
>                templist[[1]] == l}, {sol2[[2]],
>                templist[[2]] == l}}]}}, {a, amin, ama=
x, da}]],
>        Interpolation[
>         tlist /. {x_, {z_, w_, y_}} -> {x, z}]}) &, {tlist1, JN},
>     nn - 1]];
> stuff = Table[{1/NN, bndry3[NN, data]}, {NN, 4, 7}];
> listn[a_] := {#[[1]], #[[2]][[4, 2]][a]} & /@ stuff;
> a = 0.5;
> g1 = ListPlot[listn[a], PlotStyle -> {Red, PointSize[Large]}]
> _________________________________________________________________________=
_______
> <http://t2.gstatic.com/images?q=tbn:ANd9GcRd4WJa3qO12skxxSAppQ9HimoQsMP=
5o--uCIe7yxZahJqlkN4z>
> "We have not succeeded in answering all our problems.The answers we have
> found only serve to raise a whole set of new questions.In some ways we fe=
el
> that we are as confused as ever,but we believe we are confused on a highe=
r
> level and about more important things!! Haha"
> "One day we  definitely get to see all the beauty present in this world
> !!!"
> "Life can only be understood going backwards but it must be lived going
> forwards!"
> _________________________________________________________________________=
_______
> THIS MESSAGE IS ONLY INTENDED FOR THE USE OF THE INTENDED
> RECIPIENT(S) AND MAY CONTAIN INFORMATION THAT IS PRIVILEGED,
> PROPRIETARY AND/OR CONFIDENTIAL. If you are not the intended
> recipient, you are hereby notified that any review, retransmission,
> dissemination, distribution, copying, conversion to hard copy or
> other use of this communication is strictly prohibited. If you are
> not the intended recipient and have received this message in error,
> please notify me by return e-mail and delete this message from your
> system. Nabeel Butt Inc.
>
>
>
>
>
> Nabeel Butt
> UWO,London
> Ontario, Canada



  • Prev by Date: Re: Rationalized Fitting
  • Next by Date: Re: Mathematica results different on different computers !
  • Previous by thread: Mathematica results different on different computers !
  • Next by thread: Re: Mathematica results different on different computers !