I am doing some numerical analysis exercise where I need calculate solution of linear system using a specific algorithm. My answer differs from the answer of the book by some decimal places which I believe is due to rounding errors. Is there a way where I can automatically set arithmetic to round eight decimal places after each arithmetic operation? The following is my python code.
import numpy as np
A1 = [4, -1, 0, 0, -1, 4, -1, 0,\
0, -1, 4, -1, 0, 0, -1, 4]
A1 = np.array(A1).reshape([4,4])
I = -np.identity(4)
O = np.zeros([4,4])
A = np.block([[A1, I, O, O],
[I, A1, I, O],
[O, I, A1, I],
[O, O, I, A1]])
b = np.array([1,2,3,4,5,6,7,8,9,0,1,2,3,4,5,6])
def conj_solve(A, b, pre=False):
n = len(A)
C = np.identity(n)
if pre == True:
for i in range(n):
C[i, i] = np.sqrt(A[i, i])
Ci = np.linalg.inv(C)
Ct = np.transpose(Ci)
x = np.zeros(n)
r = b - np.matmul(A, x)
w = np.matmul(Ci, r)
v = np.matmul(Ct, w)
alpha = np.dot(w, w)
for i in range(MAX_ITER):
if np.linalg.norm(v, np.infty) < TOL:
print(i+1, "steps")
print(x)
print(r)
return
u = np.matmul(A, v)
t = alpha/np.dot(v, u)
x = x + t*v
r = r - t*u
w = np.matmul(Ci, r)
beta = np.dot(w, w)
if np.abs(beta) < TOL:
if np.linalg.norm(r, np.infty) < TOL:
print(i+1, "steps")
print(x)
print(r)
return
s = beta/alpha
v = np.matmul(Ct, w) + s*v
alpha = beta
print("Max iteration exceeded")
return x
MAX_ITER = 1000
TOL = 0.05
sol = conj_solve(A, b, pre=True)
Using this, I get 2.55516527 as first element of array which should be 2.55613420.
OR, is there a language/program where I can specify the precision of arithmetic?
Precision/rounding during the calculation is unlikely to be the issue.
To test this I ran the calculation with precisions that bracket the precision you are aiming for: once with np.float64, and once with np.float32. Here is a table of the printed results, their approximate decimal precision, and the result of the calculation (ie, the first printed array value).
numpy type decimal places result
-------------------------------------------------
np.float64 15 2.55516527
np.float32 6 2.5551653
Given that these are so much in agreement, I doubt an intermediate precision of 8 decimal places is going to give an answer that's not between these two results (ie, 2.55613420 that's off in the 4th digit).
This isn't part isn't part of my answer, but is a comment on using mpmath. The questioner suggested it in the comments, and it was my first thought too, so I ran a quick test to see if it behaved how I expected with low precision calculations. It didn't, so I abandoned it (but I'm not an expert with it).
Here's my test function, basically multiplying 1/N by N and 1/N repeatedly to emphasise the error in 1/N.
def precision_test(dps=100, N=19, t=mpmath.mpf):
with mpmath.workdps(dps):
x = t(1)/t(N)
print(x)
y = x
for i in range(10000):
y *= x
y *= N
print(y)
This works as expected with, eg, np.float32:
precision_test(dps=2, N=3, t=np.float32)
# 0.33333334
# 0.3334327041164994
Note that the error has propagated into more significant digits, as expected.
But with mpmath, I could never get that to happen (testing with a range of dps and a various prime N values):
precision_test(dps=2, N=3)
# 0.33
# 0.33
Because of this test, I decided mpmath is not going to give normal results for low precision calculations.
TL;DR:
mpmath didn't behave how I expected at low precision so I abandoned it.