Study about accuracy of statistical software, incl. Octave

[Marco Caliari]

> And Marco Caliari writes:
>> The other deficiencies are much harder to fix. I will give a look.
>
> std() could be fixed relatively easily by calling the BLAS's
> routines (SNRM2, DNRM2, SCNRM2, DZNRM2) rather than relying on
> sqrt (sumsq (...)).  The half drop in precision is a typical
> failure mode for implementations that don't scale.  I suspect
> that fixing std() may fix corrcoef and help anova.

Dear Jason,

I already tried with a .m implementation of dnrm2, without any 
improvement. For interested people, the sample vector is

v=[10000000.2,repmat([10000000.1,10000000.3],1,500)];

whose exact mean is 10000000.2 and exact standard deviation 0.1.

Best regards,

Marco