Re: Mathematica results different on different computers !
- To: mathgroup at smc.vnet.net
- Subject: [mg125560] Re: Mathematica results different on different computers !
- From: Nabeel Butt <nabeel.butt at gmail.com>
- Date: Mon, 19 Mar 2012 04:54:29 -0500 (EST)
- Delivered-to: l-mathgroup@mail-archive0.wolfram.com
- References: <201203180740.CAA14090@smc.vnet.net>
Hi Ralph...Num initially wasn't intended BUT the code would run fine even without defining it bec the later code doesnt use it(sometimes bad habits dont go away easily---as youll notice my code does have alot of other bad behaviours which I am trying to give up !)...Very curious to know the output !..... Thanks ! :) ________________________________________________________________________________ <http://t2.gstatic.com/images?q=tbn:ANd9GcRd4WJa3qO12skxxSAppQ9HimoQsMP5o--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 feel that we are as confused as ever,but we believe we are confused on a higher 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 On Sun, Mar 18, 2012 at 2:39 PM, Ralph Dratman <ralph.dratman at gmail.com>wrote: > 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[ParallelEvaluate[ > > 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] (\[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)] + > > 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 + \[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))] + > > 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, amax, 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:ANd9GcRd4WJa3qO12skxxSAppQ9HimoQsMP5o--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 > feel > > that we are as confused as ever,but we believe we are confused on a > higher > > 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 >
- References:
- Mathematica results different on different computers !
- From: Nabeel Butt <nabeel.butt@gmail.com>
- Mathematica results different on different computers !