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From: Massimo on 1 Nov 2009 19:24
Hi,

I would like to know if it makes any sense that the same routine, which I run on my local machine and on a unix server using Matlab 2009b in both cases, returns slightly different results.
Basically I am solving a bellman equation through value function iteration: this code involves several iterations with many fmincon evaluations...
Please let me know if you need further info.

Thanks
From: Sebastiaan on 2 Nov 2009 04:16
"Massimo" <giovanma(a)bc.edu> wrote in message <hcl8r1$rsq$1(a)fred.mathworks.com>...
> Hi,
>
> I would like to know if it makes any sense that the same routine, which I run on my local machine and on a unix server using Matlab 2009b in both cases, returns slightly different results.
> Basically I am solving a bellman equation through value function iteration: this code involves several iterations with many fmincon evaluations...
> Please let me know if you need further info.
>
> Thanks
You can always expect differences at the level of numerical precision, for doubles (relatively) ~1e-17.

It can also be that the Unix server runs a multithreaded Matlab and your local machine only single threaded, which already causes a difference.

So the question is, how slightly different are the results?

Sebastiaan
From: Massimo on 2 Nov 2009 18:26
Ok so I tried the following experiment:
I run my code on 3 machines with MATLAB 2009b.
1) my laptop which has Matlab win64
2) my desktop at work which has Matlab win32
3) Unix cluster which has Matlab linux 64bits

now the numerical differences between 2) and 3) are in the order of 1e-16 as you said.
Instead the maximum differences between 1) and either 2) or 3) are in the order of 0.002, which for my problem is quite a big number.
The codes are exactly the same for both cases..

please give me a hint for this dilemma.

Thanks
> You can always expect differences at the level of numerical precision, for doubles (relatively) ~1e-17.
>
> It can also be that the Unix server runs a multithreaded Matlab and your local machine only single threaded, which already causes a difference.
>
> So the question is, how slightly different are the results?
>
> Sebastiaan
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