Precision error on matrix multiplication

Posted by Wam on Stack Overflow See other posts from Stack Overflow or by Wam
Published on 2010-04-27T12:22:01Z Indexed on 2010/04/27 12:23 UTC
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Hello all,

Coding a matrix multiplication in my program, I get precision errors (inaccurate results for large matrices).

Here's my code. The current object has data stored in a flattened array, row after row. Other matrix B has data stored in a flattened array, column after column (so I can use pointer arithmetic).

protected double[,] multiply (IMatrix B)
{
    int columns = B.columns;
    int rows = Rows;
    int size = Columns;

    double[,] result = new double[rows,columns];
    for (int row = 0; row < rows; row++)
    {
       for (int col = 0; col < columns; col++)
       {
           unsafe
           {
               fixed (float* ptrThis = data)
               fixed (float* ptrB = B.Data)
               {
                   float* mePtr = ptrThis + row*rows;
                   float* bPtr = ptrB + col*columns;
                   double value = 0.0;
                   for (int i = 0; i < size; i++)
                   {
                       value += *(mePtr++) * *(bPtr++);
                   }
                   result[row, col] = value;
               }
           }
       }
    }
}

Actually, the code is a bit more complicated : I do the multiply thing for several chunks (so instead of having i from 0 to size, I go from localStart to localStop), then sum up the resulting matrices.

My problem : for a big matrix I get precision error :

NUnit.Framework.AssertionException: Error at (0,1)
    expected: <6.4209571409444209E+18>
     but was: <6.4207619776304906E+18>

Any idea ?

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