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From Phil Steitz <phil.ste...@gmail.com>
Subject Re: svn commit: r772114 - in /commons/proper/math/trunk/src: java/org/apache/commons/math/stat/regression/ test/org/apache/commons/math/stat/regression/
Date Wed, 06 May 2009 15:48:10 GMT
Thanks, Luc. I am fine with the change. You're right that in this (and
lots if other cases), we should be either looking at relative error or
setting tolerances by element.

On 5/6/09, luc.maisonobe@free.fr <luc.maisonobe@free.fr> wrote:
> The first element in the reference table has a large magnitude (3.48e6). The
> error tolerance was 1.0e-8 which was 14 digits smaller. The change from
> RealMatrix to RealVector scheduled the numeric operations differently,
> despite the same values should theoretically be computed (the matrix used
> was a 1x1 matrix from which the trace was extracted, now we compute a
> vectorial dot product which leads to a double).
> After the change, the resulting value was about -3482258.63459583 (last
> significant digit changed). This seemed acceptable to me. A better change
> would probably have been to replace an absolute threshold by a relative
> threshold.
>
> Do you want me to revert the change ?
>
> Luc
>
> ----- "Phil Steitz" <phil.steitz@gmail.com> a écrit :
>
>> >
>> >      /**
>> >
>> > Modified:
>> commons/proper/math/trunk/src/test/org/apache/commons/math/stat/regression/OLSMultipleLinearRegressionTest.java
>> > URL:
>> http://svn.apache.org/viewvc/commons/proper/math/trunk/src/test/org/apache/commons/math/stat/regression/OLSMultipleLinearRegressionTest.java?rev=772114&r1=772113&r2=772114&view=diff
>> >
>> ==============================================================================
>> > ---
>> commons/proper/math/trunk/src/test/org/apache/commons/math/stat/regression/OLSMultipleLinearRegressionTest.java
>> (original)
>> > +++
>> commons/proper/math/trunk/src/test/org/apache/commons/math/stat/regression/OLSMultipleLinearRegressionTest.java
>> Wed May  6 09:40:13 2009
>> > @@ -139,7 +139,7 @@
>> >            new double[]{-3482258.63459582, 15.0618722713733,
>> >                  -0.358191792925910E-01,-2.02022980381683,
>> >                  -1.03322686717359,-0.511041056535807E-01,
>> > -                 1829.15146461355}, 1E-8); //
>> > +                 1829.15146461355}, 2E-8); //
>> >
>> What caused this?
>>
>> Phil
>>
>>
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