question on differential results in windows and debian
Hi there- I have a matrix X, calculate cX=matrixmultiply(transpose(X), X) and finally invert it by icX = linear_algebra.inverse(cX) cX is kind of ill-conditioned, which caused the icX differs a lot between windows and debian, after a tiny difference on cX across platforms. Here are the results: In windows:
x.min() -0.51187150837988826 x.max() 0.81517690875232773 cX = matrixmultiply(transpose(x), x) cX.min() -666.96857541904126 cX.max() 1073.3945530725441 import numarray.linear_algebra as la icX = la.inverse(cX) icX.min() -3287030277.3580685 icX.max() 0.0
In debian:
x.min() -0.51187150837988826 x.max() 0.81517690875232773 cX = matrixmultiply(transpose(x), x) cX.min() -666.96857541898294 cX.max() 1073.3945530726264 import numarray.linear_algebra as la icX = la.inverse(cX) icX.min() 0.0 icX.max() 84778028554.337051
I don't understand why a multiplication of a matrix and its transpose will create a tiny difference across windows and debian, which could be disastrous when inverting it. Please help me. Thanks a lot for your time! BTW, I am using Python2.4 and numarray 1.3.2 in both machines. Best, Xiangyi Xiangyi Meng Department of Agricultural and Resource Economics Room 303, Giannini Hall #3310 University of California, Berkeley Berkeley, CA 94720-3310 Tel: (510) 643-4124 Fax: (510) 643-8911 Email: meng@are.berkeley.edu
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