[Rd] Numerical accuracy of matrix multiplication

[peter dalgaard]

On 16 Sep 2016, at 12:41 , Alexis Sarda <alexis.sarda at gmail.com> wrote:

> Hello,
> 
> while testing the crossprod() function under Linux, I noticed the following:
> 
> set.seed(883)
> x <- rnorm(100)
> x %*% x - sum(x^2) # equal to 1.421085e-14
> 
> Is this difference normal? It seems to be rather large for double precision.
> 

It's less than .Machine$double.eps, relative (!) to x  %*% x ~= 100.

-pd

> Regards,
> Alexis.
> 
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Peter Dalgaard, Professor,
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