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Re: randomn problem [message #53021 is a reply to message #52954]

Tue, 13 March 2007 09:25

JD Smith
Messages: 850
Registered: December 1999

Senior Member

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

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[Message index]

		Re: randomn problem By: Ben Panter on Mon, 12 March 2007 09:17
		Re: randomn problem By: Nigel Wade on Mon, 12 March 2007 09:07
		Re: randomn problem By: Paolo Grigis on Mon, 12 March 2007 02:07
		Re: randomn problem By: Ingo von Borstel on Mon, 12 March 2007 01:03
		Re: randomn problem By: David Fanning on Sun, 11 March 2007 18:10
		Re: randomn problem By: askemer on Sun, 11 March 2007 16:04
		Re: randomn problem By: David Fanning on Sun, 11 March 2007 12:41
		Re: randomn problem By: JD Smith on Tue, 13 March 2007 09:25
		Re: randomn problem By: Paolo Grigis on Tue, 13 March 2007 04:03

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