[SciPy-Dev] DST I precision (was ANN: SciPy 0.11.0 release candidate 1)

[Matt Terry]

Nope.  The tolerances are based on what worked on my macbook, but I
didn't have machines to do further testing.

The correct values are from fftw.  Compared to fftw the algorithms in
fftpack are not as accurate.  That and i would be very careful about
believing the 15th decimal of anything.

-matt

On Mon, Jul 23, 2012 at 1:37 AM, Ralf Gommers
<ralf.gommers at googlemail.com> wrote:
>
>
> On Sat, Jul 21, 2012 at 9:57 PM, Ralf Gommers <ralf.gommers at googlemail.com>
> wrote:
>>
>>
>>
>> On Sat, Jul 21, 2012 at 6:06 PM, John Hassler <hasslerjc at comcast.net>
>> wrote:
>>>
>>>
>>> On 7/21/2012 10:43 AM, Ralf Gommers wrote:
>>>
>>>
>>> On Fri, Jul 20, 2012 at 9:57 PM, John Hassler <hasslerjc at comcast.net>
>>> wrote:
>>>
>>>> ======================================================================
>>>> FAIL: test_definition (test_real_transforms.TestDSTIDouble)
>>>>
>>>> ----------------------------------------------------------------------
>>>> Traceback (most recent call last):
>>>>   File
>>>> "C:\Python32\lib\site-packages\scipy\fftpack\tests\test_real_transforms.py",
>>>> line 213, in test_definition
>>>>     err_msg="Size %d failed" % i)
>>>>   File "C:\Python32\lib\site-packages\numpy\testing\utils.py", line 800,
>>>> in assert_array_almost_equal
>>>>     header=('Arrays are not almost equal to %d decimals' % decimal))
>>>>   File "C:\Python32\lib\site-packages\numpy\testing\utils.py", line 636,
>>>> in assert_array_compare
>>>>     raise AssertionError(msg)
>>>> AssertionError:
>>>> Arrays are not almost equal to 15 decimals
>>>> Size 256 failed
>>>> (mismatch 3.515625%)
>>>>  x: array([  1.00000000e+00,  -5.03902743e-01,   3.33300126e-01,
>>>>         -2.51913719e-01,   1.99940224e-01,  -1.67900640e-01,
>>>>          1.42771743e-01,  -1.25881543e-01,   1.11000399e-01,...
>>>>  y: array([  1.00000000e+00,  -5.03902743e-01,   3.33300126e-01,
>>>>         -2.51913719e-01,   1.99940224e-01,  -1.67900640e-01,
>>>>          1.42771743e-01,  -1.25881543e-01,   1.11000399e-01,...
>>>
>>>
>>> This looks like the test precision being a little too high. Could you
>>> adjust it to decimal=14 or lower, and tell us when the test passes on your
>>> machine?
>>>
>>> Thanks,
>>> Ralf
>>>
>>>
>>> decimal = 14 passes.
>>> john
>>
>>
>> This test and the failure look a bit odd, so I just want to make sure: is
>> it OK to lower the test precision? DST II passes with decimal=15 and DST III
>> with decimal=16, so not sure why DST I is worse. Looks like this test could
>> use some improvement:
>>
>>             # XXX: we divide by np.max(y) because the tests fail
>> otherwise. We
>>             # should really use something like assert_array_approx_equal.
>> The
>>             # difference is due to fftw using a better algorithm w.r.t
>> error
>>             # propagation compared to the ones from fftpack.
>>             assert_array_almost_equal(y / np.max(y), yr / np.max(y),
>> decimal=self.dec,
>>                     err_msg="Size %d failed" % i)
>>
>
> Actually I get a failure myself for DSTIIIDouble, only with Python 2.4. It
> seems that the DST test tolerances are set much higher than the DCT ones.
> Lowering them all to decimal=14 would make sense to avoid further failures.
> Any objections?
>
> Ralf
>
>
>
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