我有一个不使用随机化的脚本,当我运行它时它会给出不同的答案。我希望每次运行脚本时答案都是相同的。该问题似乎仅发生在某些(病态)输入数据上。
该代码片段来自计算线性系统特定类型控制器的算法,主要包括线性代数(矩阵求逆、Riccati 方程、特征值)。
显然,这对我来说是一个主要的担忧,因为我现在不能相信我的代码能够给我正确的结果。我知道对于条件较差的数据,结果可能是错误的,但我预计始终是错误的。为什么我的 Windows 计算机上的答案并不总是相同?为什么 Linux 和 Windows 机器给出的结果不一样?
我在用着Python 2.7.9 (default, Dec 10 2014, 12:24:55) [MSC v.1500 32 bit (Intel)] on win 32
,使用 Numpy 版本 1.8.2 和 Scipy 0.14.0。 (Windows 8,64 位)。
代码如下。我还尝试在两台 Linux 机器上运行代码,脚本总是给出相同的答案(但机器给出不同的答案)。其中一台运行 Python 2.7.8、Numpy 1.8.2 和 Scipy 0.14.0。第二个是使用 Numpy 1.6.1 和 Scipy 0.12.0 运行 Python 2.7.3。
我解了 Riccati 方程三次,然后打印答案。我每次都期望相同的答案,但我得到的序列是 '1.75305103767e-09; 3.25501787302e-07; 3.25501787302e-07'。
import numpy as np
import scipy.linalg
matrix = np.matrix
A = matrix([[ 0.00000000e+00, 2.96156260e+01, 0.00000000e+00,
-1.00000000e+00],
[ -2.96156260e+01, -6.77626358e-21, 1.00000000e+00,
-2.11758237e-22],
[ 0.00000000e+00, 0.00000000e+00, 2.06196064e+00,
5.59422224e+01],
[ 0.00000000e+00, 0.00000000e+00, 2.12407340e+01,
-2.06195974e+00]])
B = matrix([[ 0. , 0. , 0. ],
[ 0. , 0. , 0. ],
[ -342.35401351, -14204.86532216, 31.22469724],
[ 1390.44997337, 342.33745324, -126.81720597]])
Q = matrix([[ 5.00000001, 0. , 0. , 0. ],
[ 0. , 5.00000001, 0. , 0. ],
[ 0. , 0. , 0. , 0. ],
[ 0. , 0. , 0. , 0. ]])
R = matrix([[ -3.75632852e+04, -0.00000000e+00, 0.00000000e+00],
[ -0.00000000e+00, -3.75632852e+04, 0.00000000e+00],
[ 0.00000000e+00, 0.00000000e+00, 4.00000000e+00]])
counter = 0
while counter < 3:
counter +=1
X = scipy.linalg.solve_continuous_are(A, B, Q, R)
print(-3449.15531628 - X[0,0])
我的 numpy 配置如下print np.show_config()
lapack_opt_info:
libraries = ['mkl_blas95', 'mkl_lapack95', 'mkl_intel_c', 'mkl_intel_thread', 'mkl_core', 'libiomp5md', 'mkl_blas95', 'mkl_lapack95', 'mkl_intel_c', 'mkl_intel_thread', 'mkl_core', 'libiomp5md']
library_dirs = ['c:/Program Files (x86)/Intel/Composer XE 2013 SP1/mkl/lib/ia32', 'C:/Program Files (x86)/Intel/Composer XE 2013 SP1/compiler/lib/ia32']
define_macros = [('SCIPY_MKL_H', None)]
include_dirs = ['c:/Program Files (x86)/Intel/Composer XE 2013 SP1/mkl/include']
blas_opt_info:
libraries = ['mkl_blas95', 'mkl_lapack95', 'mkl_intel_c', 'mkl_intel_thread', 'mkl_core', 'libiomp5md']
library_dirs = ['c:/Program Files (x86)/Intel/Composer XE 2013 SP1/mkl/lib/ia32', 'C:/Program Files (x86)/Intel/Composer XE 2013 SP1/compiler/lib/ia32']
define_macros = [('SCIPY_MKL_H', None)]
include_dirs = ['c:/Program Files (x86)/Intel/Composer XE 2013 SP1/mkl/include']
openblas_info:
NOT AVAILABLE
lapack_mkl_info:
libraries = ['mkl_blas95', 'mkl_lapack95', 'mkl_intel_c', 'mkl_intel_thread', 'mkl_core', 'libiomp5md', 'mkl_blas95', 'mkl_lapack95', 'mkl_intel_c', 'mkl_intel_thread', 'mkl_core', 'libiomp5md']
library_dirs = ['c:/Program Files (x86)/Intel/Composer XE 2013 SP1/mkl/lib/ia32', 'C:/Program Files (x86)/Intel/Composer XE 2013 SP1/compiler/lib/ia32']
define_macros = [('SCIPY_MKL_H', None)]
include_dirs = ['c:/Program Files (x86)/Intel/Composer XE 2013 SP1/mkl/include']
blas_mkl_info:
libraries = ['mkl_blas95', 'mkl_lapack95', 'mkl_intel_c', 'mkl_intel_thread', 'mkl_core', 'libiomp5md']
library_dirs = ['c:/Program Files (x86)/Intel/Composer XE 2013 SP1/mkl/lib/ia32', 'C:/Program Files (x86)/Intel/Composer XE 2013 SP1/compiler/lib/ia32']
define_macros = [('SCIPY_MKL_H', None)]
include_dirs = ['c:/Program Files (x86)/Intel/Composer XE 2013 SP1/mkl/include']
mkl_info:
libraries = ['mkl_blas95', 'mkl_lapack95', 'mkl_intel_c', 'mkl_intel_thread', 'mkl_core', 'libiomp5md']
library_dirs = ['c:/Program Files (x86)/Intel/Composer XE 2013 SP1/mkl/lib/ia32', 'C:/Program Files (x86)/Intel/Composer XE 2013 SP1/compiler/lib/ia32']
define_macros = [('SCIPY_MKL_H', None)]
include_dirs = ['c:/Program Files (x86)/Intel/Composer XE 2013 SP1/mkl/include']
None
(编辑以减少问题)