Re: Setting precision in Ruby-GSL calculations?

Ruby
1

Hi Axel, sorry for late reply.

Ruby-Gsl defines these as M= U S V^tr,
where U can have uneven dimensions, but many
authors require U to
be square (and softwares, eg. Mathematica)

This is because GSL can do so.

I still don’t know why I don’t get singular
values to higher precision …
does one have to convert to Float or something ?

All the values in Ruby/GSL including elements
in a GSL::Vector object are calculated in double
precision. But when you use e.g.
irb> p v or
irb> v.print
only 4 digits of each element are displayed using
printf() with the format “%4.3e”. This does not
mean the precision of 4 significant digits. If you
need to “see” vector elements, you can obtain
them as Ruby Float by accessing with indices as
v[0], v[1].

If you really need more higher precision better
than double, I have no idea.

Yoshiki

2

[email protected] wrote:

values to higher precision …
need to “see” vector elements, you can obtain
them as Ruby Float by accessing with indices as
v[0], v[1].

If you really need more higher precision better
than double, I have no idea.

Yoshiki
You shouldn’t need more than 64-bit (double) arithmetic for a singular
value decomposition. It’s a very stable process … in fact, it’s so
stable it’s the method of choice for solving least squares problems,
rather than the cross-multiply / Cholesky decomposition that was
commonly used in the “old days”. Cross-multiply / Cholesky is faster,
but much less stable.