Multiplication of complex conjugate numbers wrong in Octave 3.0.5 mingw32

[Jaroslav Hajek]

On Sat, May 23, 2009 at 5:40 PM, FélixB
<felix.buehlmann at acousticimplants.com> wrote:
>
>
> Benjamin Lindner wrote:
>>
>> FélixB wrote:
>>> Hello,
>>>
>>> I get an error when multiplying complex conjugate numbers (see example
>>> below). The diagonal of the matrix should be real. I have not this error
>>> with version 3.0.3 (MSVC).
>>>
>>> octave:5> a = rand(10000,2)+j*rand(10000,2);
>>> octave:6> imag(diag(a'*a))
>>> ans =
>>>
>>>   -2.6396e-014
>>>   -2.2185e-014
>>>
>>> Félix
>>>
>>
>> Octave is not a symbolic math tool, it's a numerical math tool.
>> Thus it uses floating-point arithmetic.
>> Floating-point arithmetic shows roundoff errors like the ones you
>> describe here, it's inherent.
>> So it's not an error, this is floating point arithmetic.
>>
>> benjamin
>> _______________________________________________
>> Bug-octave mailing list
>> Bug-octave at octave.org
>> https://www-old.cae.wisc.edu/mailman/listinfo/bug-octave
>>
>>
> Thank's Benjamin for your answer, but I think there is a bug. As said
> before, I get the correct answer in version 3.0.3 (i.e no imaginary part).
> See please the example below which give the correct answer with a matrix of
> 10000x1, but a different result when duplicated in a 10000x2 matrix .
>
> I never seen such an error in previous version.
>
> Thank's for you help.
>
> octave:15> a=rand(10000,1)+j*rand(10000,1);
> octave:16> imag(a'*a)
> ans = 0
> octave:17> b=[a,a];
> octave:18> imag(b'*b)
> ans =
>
>  -2.4536e-014  -2.4536e-014
>  -2.4536e-014  -2.4536e-014
> --

Matrix multiplication is handled by the BLAS library, so if the two
versions come with different BLASes, the difference is understandable.
Floating point multiplication is not associative, so reordering
operations may break expectations.
Example:
octave:1> a = complex(rand(4,1),rand(4,1));
octave:2> imag(a'*a)
ans = 0
octave:3> sum([imag(a).*real(a); -real(a).*imag(a)])
ans = -1.1102e-16
octave:4>

Is there any real problem you're having with this?


-- 
RNDr. Jaroslav Hajek
computing expert & GNU Octave developer
Aeronautical Research and Test Institute (VZLU)
Prague, Czech Republic
url: www.highegg.matfyz.cz