[Rd] Numerical accuracy of matrix multiplication

2016-09-16 Thread Alexis Sarda
Hello, while testing the crossprod() function under Linux, I noticed the following: set.seed(883) x <- rnorm(100) x %*% x - sum(x^2) # equal to 1.421085e-14 Is this difference normal? It seems to be rather large for double precision. Regards, Alexis. [[alternative HTML version deleted]

Re: [Rd] Numerical accuracy of matrix multiplication

2016-09-20 Thread Alexis Sarda
I just realized that I was actually using a different random number generator, could that be a valid reason for the discrepancy? The code should be: RNGkind("L'Ecuyer") set.seed(883) x <- rnorm(100) x %*% x - sum(x^2) # equal to 1.421085e-14 Regards, Alexis Sarda. On Tue,