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When good pseudorandom numbers go bad

Notes from a data witch · published 17 May 2025

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24 May 2025
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eamoncaddigan.net
Weeknote for 2025-W21 Read at the source ↗
24 May 2025

Links from this post

Link
Host
https://en.wikipedia.org/wiki/Floating-point_arithmetic
en.wikipedia.org
https://en.wikipedia.org/wiki/IEEE_754
en.wikipedia.org
https://en.wikipedia.org/wiki/Multivariate_normal_distribution
en.wikipedia.org
https://en.wikipedia.org/wiki/Box%E2%80%93Muller_transform
en.wikipedia.org
https://en.wikipedia.org/wiki/Matrix_decomposition
en.wikipedia.org
https://en.wikipedia.org/wiki/LAPACK
en.wikipedia.org
https://en.wikipedia.org/wiki/Eigendecomposition_of_a_matrix
en.wikipedia.org
https://www.intel.com/content/www/us/en/developer/articles/technical/introduction-to-the-conditional-numerical-reproducibility-cnr.html
intel.com
https://bsky.app/profile/danpsimpson.bsky.social/post/3lp2a7on3ps2y
bsky.app
https://en.wikipedia.org/wiki/Cholesky_decomposition
en.wikipedia.org
https://projects.csail.mit.edu/gsb/old-archive/gsb-archive/gsb2000-02-11.html
projects.csail.mit.edu
https://www.youtube.com/watch?v=jvU4xWsN7-A
youtube.com
https://en.wikipedia.org/wiki/Numerical_stability
en.wikipedia.org
https://www.youtube.com/watch?v=p2oGThKmJnk
youtube.com
https://www.youtube.com/watch?v=3-s-y-tv9xA
youtube.com
https://en.wikipedia.org/wiki/Normal_matrix
en.wikipedia.org
https://www.youtube.com/watch?v=HN8CPj9AkX4
youtube.com
https://archive.org/details/algebraiceigenva0000wilk_c5b6
archive.org
https://docs.oracle.com/cd/E19957-01/806-3568/ncg_goldberg.html
docs.oracle.com
https://www.netlib.org/lapack/lug/lapack_lug.html
netlib.org
https://www.netlib.org/lapack/
netlib.org
https://github.com/Reference-LAPACK/lapack
github.com
https://journal.r-project.org/archive/2013-2/hofert.pdf
journal.r-project.org