comp.lang.idl-pvwave archive - RDF feed
type: channel
description: Messages from Usenet group comp.lang.idl-pvwave, compiled by Paulo Penteado
items: Re: randomn problem

Re: randomn problem
type: item
description: askemer@gmail.com writes: > I was playing around with randomn and noticed some weird behavior: > > IDL> print, stddev(randomn(seed, 1e7)) > > I consistently get back numbers around ~0.992. I've tried it on a > different computer, and the result was not exactly the same, but > similar. If I change 1e7 to 1e8, the problem gets worse, and I get > ~0.853. I've tried the syntax with floats, integers, and longs, and I > still get the same answer. Does anyone know what could be going on? IDL> print, !version { x86 Win32 Windows Microsoft Windows 6.3 Mar 23 2006 32 64} IDL> print, stddev(randomn(seed, 1e7)) 0.999961 IDL> print, stddev(randomn(seed, 1e7, /double)) 1.0000060 Don't know. :-( Cheers, David -- David Fanning, Ph.D. Fanning Software Consulting, Inc. Coyote's Guide to IDL Programming: http://www.dfanning.com/ Sepore ma de ni thui. ("Perhaps thou speakest truth.")
creator: David Fanning
date: 2007-03-11T19:41:03-00:00

Re: randomn problem
type: item
description: Hmm, that's funny. I've tried it on Linux and on OSX. I wonder if print, stddev(randomn(seed, 1e8)) works on your computer too? If so, it could be a problem with my memory allocation. -Andy
creator: askemer
date: 2007-03-11T23:04:39-00:00

Re: randomn problem
type: item
description: askemer@gmail.com writes: > Hmm, that's funny. I've tried it on Linux and on OSX. I wonder if > print, stddev(randomn(seed, 1e8)) works on your computer too? If so, > it could be a problem with my memory allocation. I can't allocate enough memory to make that big of an array on my system. Cheers, David -- David Fanning, Ph.D. Fanning Software Consulting, Inc. Coyote's Guide to IDL Programming: http://www.dfanning.com/ Sepore ma de ni thui. ("Perhaps thou speakest truth.")
creator: David Fanning
date: 2007-03-12T01:10:08-00:00

Re: randomn problem
type: item
description: Hi, > I was playing around with randomn and noticed some weird behavior: > > IDL> print, stddev(randomn(seed, 1e7)) > > I consistently get back numbers around ~0.992. I've tried it on a IDL> print, !version { x86 linux unix linux 6.1 Jul 14 2004 32 64} IDL> print, stddev(randomn(seed,1e7)) 1.00015 IDL> print, stddev(randomn(seed,1e7)) 1.00013 IDL> print, stddev(randomn(seed,1e7)) 0.999803 IDL> print, stddev(randomn(seed,1e7)) 0.999735 IDL> print, stddev(randomn(seed,1e7)) 0.999860 IDL> print, stddev(randomn(seed,1e7)) 0.999887 IDL> print, stddev(randomn(seed,1e7)) 1.00021 IDL> print, stddev(randomn(seed,1e7)) 0.999798 IDL> print, stddev(randomn(seed,1e7)) 1.00019 I cannot test it reasonably with 10^8 elements, either. Sorry, no idea. Best regards, Ingo -- Ingo von Borstel <newsgroups@planetmaker.de> Public Key: http://www.planetmaker.de/ingo.asc If you need an urgent reply, replace newsgroups by vgap.
creator: Ingo von Borstel
date: 2007-03-12T08:03:02-00:00

Re: randomn problem
type: item
description: The problem does not lie with randomn, but with stddev. If you compute it using double precision instead, the problem should solve itsef. Example: a=fltarr(3e7) a[0:3e7/2]=1. print,stddev(a) 0.528791 print,stddev(a,/double) 0.50000000 Ciao, Paolo askemer@gmail.com wrote: > Hi all, > > I was playing around with randomn and noticed some weird behavior: > > IDL> print, stddev(randomn(seed, 1e7)) > > I consistently get back numbers around ~0.992. I've tried it on a > different computer, and the result was not exactly the same, but > similar. If I change 1e7 to 1e8, the problem gets worse, and I get > ~0.853. I've tried the syntax with floats, integers, and longs, and I > still get the same answer. Does anyone know what could be going on? > > -Andy >
creator: Paolo Grigis
date: 2007-03-12T09:07:42-00:00

Re: randomn problem
type: item
description: > askemer@gmail.com wrote: >> Hi all, >> >> I was playing around with randomn and noticed some weird behavior: >> >> IDL> print, stddev(randomn(seed, 1e7)) >> >> I consistently get back numbers around ~0.992. I've tried it on a >> different computer, and the result was not exactly the same, but >> similar. If I change 1e7 to 1e8, the problem gets worse, and I get >> ~0.853. I've tried the syntax with floats, integers, and longs, and I >> still get the same answer. Does anyone know what could be going on? >> >> -Andy >> Paolo Grigis wrote: > The problem does not lie with randomn, but with > stddev. If you compute it using double precision > instead, the problem should solve itsef. Example: > > a=fltarr(3e7) > a[0:3e7/2]=1. > > print,stddev(a) > 0.528791 > print,stddev(a,/double) > 0.50000000 > > Ciao, > Paolo > Something also changed between IDL 6.1 and IDL 6.2: IDL Version 6.1 (linux x86 m32). (c) 2004, Research Systems, Inc. IDL> print, stddev(randomn(seed,1e8)) % Compiled module: STDDEV. % Compiled module: MOMENT. 1.00003 IDL Version 6.2 (linux x86 m32). (c) 2005, Research Systems, Inc. IDL> print, stddev(randomn(seed,1e8)) % Compiled module: STDDEV. % Compiled module: MOMENT. 0.970528 Maybe the algorithm has been changed to one which propogates more round-off error? -- Nigel Wade, System Administrator, Space Plasma Physics Group, University of Leicester, Leicester, LE1 7RH, UK E-mail : nmw@ion.le.ac.uk Phone : +44 (0)116 2523548, Fax : +44 (0)116 2523555
creator: Nigel Wade
date: 2007-03-12T16:07:29-00:00

Re: randomn problem
type: item
description: Nigel Wade wrote: > Something also changed between IDL 6.1 and IDL 6.2: > Maybe the algorithm has been changed to one which propogates more round-off > error? It would seem that it didn't get better in 6.3: IDL> print, !version { x86 linux unix linux 6.3 Mar 23 2006 32 64} IDL> print, stddev(randomn(seed, 1e8)) % Compiled module: STDDEV. 0.852648 IDL> print, stddev(randomn(seed, 1e8, /double) ) 1.0000419 Ben -- Ben Panter, Edinburgh, UK. Email false, http://www.benpanter.co.uk or you could try ben at ^^^^^^^^^^^^^^^
creator: Ben Panter
date: 2007-03-12T16:17:53-00:00

Re: randomn problem
type: item
description: Ben Panter wrote: > Nigel Wade wrote: > >> Something also changed between IDL 6.1 and IDL 6.2: >> Maybe the algorithm has been changed to one which propogates more >> round-off >> error? > > It would seem that it didn't get better in 6.3: > > IDL> print, !version > { x86 linux unix linux 6.3 Mar 23 2006 32 64} > > IDL> print, stddev(randomn(seed, 1e8)) > % Compiled module: STDDEV. > 0.852648 > > IDL> print, stddev(randomn(seed, 1e8, /double) ) > 1.0000419 > > Ben > Ok, let's try to understand what's going on. stddev calls moment which uses the built-in function total. The moment algorithm did not change in recent versions. We actually expect total to fail to sum 1d8 small floats accurately in single precision, whereas this should be no problem in double precision. But it looks like in some versions of IDL double precision is used even when the input is float and no /double keyword is set. To test this, we can use the following commands: n=10L^7 a=replicate(0.1,n) print,'TOTAL A:(SINGLE PREC.):',total(a) print,'TOTAL A (DOUBLE PREC.): ',total(a,/double) The output is (the exact value will depend on the hardware) TOTAL A:(SINGLE PREC.): 1.08794e+06 TOTAL A (DOUBLE PREC.): 1000000.0 in 5.4,5.5, 6.2 and 6.3 and TOTAL A:(SINGLE PREC.): 1.00000e+06 TOTAL A (DOUBLE PREC.): 1000000.0 in 5.6 and 6.0. So, I would guess that in these two versions, the total is internally computed in double precision even when /double is not set. Or may this be due to a different way in threading the "total" operation? Ciao, Paolo
creator: Paolo Grigis
date: 2007-03-13T11:03:15-00:00

Re: randomn problem
type: item
description: On Sun, 11 Mar 2007 16:04:39 -0700, askemer wrote: > Hmm, that's funny. I've tried it on Linux and on OSX. I wonder if print, > stddev(randomn(seed, 1e8)) works on your computer too? If so, it could be > a problem with my memory allocation. > > -Andy Clearly accumulating round-off: IDL> print, stddev(randomn(seed, 1e8)) 0.927200 In fact stddev.pro uses MOMENT, which goes to some trouble to avoid round-off, as follows: Resid = X - Mean ; Var = TOTAL(Resid^2, Double = Double) / (nX-1.0);Simple formula ; Numerically-stable "two-pass" formula, which offers less ; round-off error. Page 613, Numerical Recipes in C. Var = (TOTAL(Resid^2, Double = Double) - $ (TOTAL(Resid, Double = Double)^2)/nX)/(nX-1.0) Though in this case it doesn't do much to help. JD
creator: JD Smith
date: 2007-03-13T16:25:34-00:00