Re: Re: Numerical Problem
- To: mathgroup at smc.vnet.net
- Subject: [mg107143] Re: [mg107063] Re: Numerical Problem
- From: Daniel Lichtblau <danl at wolfram.com>
- Date: Thu, 4 Feb 2010 06:24:45 -0500 (EST)
- References: <hjulg2$sfk$1@smc.vnet.net> <201002020825.DAA08585@smc.vnet.net> <201002031111.GAA19569@smc.vnet.net>
Tony Harker wrote: > Dear Steve, > > I agree with all you say: the result returned by Version 5 was > anomalous (and obscured the very point I was originally trying to make with > the example, taken from a course, about the different characteristics of > explicit, predictor-corrector, and implicit methods of the same order). I'm > happy with what version 7 is doing -- but I was surprised when I saw the > difference between versions 5 and 7. > > Tony To see what an anomaly your example was, try this variation. You will not get "nice" results on any platform. epcm[h_, y_List, f_List] := y + 1/2*h*(f.y + f.(y + h*f.y)) app[0] = {3., -1.}; mat = {{997, 2997}, {-999, -2999}}; Do[Print[InputForm[app[j] = epcm[1/10., app[j - 1], mat]]], {j, 1, 10}] Remains true if you use precision tricks (though raising precision will maintain reasonable results longer. The reason, as Steve alluded or maybe stated outright, is that we can represent exactly ratios of 2/1 in floating point approximations. And this is what happens to the vector components of your original example, when extended precision downsizes to fit into standard double precision reals. Cannot do this when the ratio is 3/1, and that's the case for the component magnitudes of the eigenvector corresponding to the smaller eigenvalue of the matrix above. Daniel Lichtblau Wolfram Research
- References:
- Re: Numerical Problem
- From: schochet123 <schochet123@gmail.com>
- Re: Re: Numerical Problem
- From: "Tony Harker" <a.harker@ucl.ac.uk>
- Re: Numerical Problem