Posted by
Tamas Sashalmi on
URL: http://quantlib.414.s1.nabble.com/Linux-gcc-vs-Windows-Studo-Net-2005-tp4381p4385.html
Hello Luigi,
so I've checked again. The differnces are around:
1.11022e-16
so very small.
Also there is a second solution for this (if you don't like the tolerance,
but maybe gives more problems later) if I cast the Real type to (float)
example line 295:
if ((float) point[1]!=(float) FaureDimensionTwoOfThree[i])
however if both double (Real) the original error will pop up (of course),
with a difference (diffi below)~1e-16 as I mentioned above.
I guess the solution is to use tolerance.
Thanks,
Tamas
-----------
lowdiscrepancysequences.cpp(293): error in
"LowDiscrepancyTest::testFaure": 4th draw, dimension 1 (0.111111) in 3-D
Faure sequence should have been 0.111111 diffi= 1.38778e-17
lowdiscrepancysequences.cpp(293): error in
"LowDiscrepancyTest::testFaure": 5th draw, dimension 1 (0.444444) in 3-D
Faure sequence should have been 0.444444 diffi= 5.55112e-17
lowdiscrepancysequences.cpp(293): error in
"LowDiscrepancyTest::testFaure": 7th draw, dimension 1 (0.888889) in 3-D
Faure sequence should have been 0.888889 diffi= 1.11022e-16
lowdiscrepancysequences.cpp(293): error in
"LowDiscrepancyTest::testFaure": 8th draw, dimension 1 (0.222222) in 3-D
Faure sequence should have been 0.222222 diffi= 2.77556e-17
On Thu, 02 Feb 2006 09:03:39 -0600, Luigi Ballabio
<
[hidden email]> wrote:
> On 1/22/06, Tamas Sashalmi <
[hidden email]> wrote:
>> On the 64bit problem: in the first part the error is in
>> lowdiscrepancysequences.cpp .
>> In this file there is no tolerance setting, creating one [...] will
>> solve this problem.
>
> Tamas,
> thanks. Was 1e-7 the smallest tolerance that let the tests pass?
>
> Luigi