Ali, If you use a linear program you might also consider using the exact simplex solver in glpk. In this case the simplex solution should be exact.
Regards, Sebastian -----Original Message----- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Michael Hennebry Sent: 15 January 2008 06:24 To: Ali Baharev Cc: glpk Subject: Re: [Help-glpk] control parameters and round-off error On Tue, 15 Jan 2008, Ali Baharev wrote: > I do not know the solution with guaranteed accuracy, it would require > a self-validating method such as interval arithmetic. I only suspect > that the solver has numerical problems as i have inconsistent results. > An error estimate on the result of the solver could help me. In what way are they inconsistent? There is an algorithm for computing sums fairly precisely. I can't think of the name right now. If doing a dot product, your roundoff should be bounded by roughly 3*eps*(sum of absolute values). A third of that is the roundoff from forming the products. With IEEE binary arithmetic, eps is the largest number such that the machine computes 1+eps to be 1. -- Michael [EMAIL PROTECTED] "Those parts of the system that you can hit with a hammer (not advised) are called Hardware; those program instructions that you can only curse at are called Software." _______________________________________________ Help-glpk mailing list [email protected] http://lists.gnu.org/mailman/listinfo/help-glpk _______________________________________________ Help-glpk mailing list [email protected] http://lists.gnu.org/mailman/listinfo/help-glpk
