Comments (4)
I couldn't reproduce the exact result you had. On my laptop, this results in the following:
A little bit smaller residuals, and a different pattern. Apparently the rounding behavior on my laptop is somewhat different than on collab. If you use double precision though, the differences are ~1.e-15.
So I think this isn't a problem with the method per se. Just single-precision floating point errors accumulating. But they are a fair bit higher than the single-precision epsilon value, so I switched the code to use double precision for the phases, which basically fixed it. cf. #1234
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Hum interesting, I wouldn't have guessed platform-specific discrepancies at that level. But ok, if you recover 1e-15 using double precision then you are right it's not related to an approximation in this formula used to compute the phase.
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The first equation is nominally exact, but can have rounding errors. The line you pointed to was intended to get back to |z|=1, which it does to the accuracy of the data type. So the errors are just that numerical rounding errors can add up, maybe semi-coherently, rather than purely randomly. And apparently differently on different systems. That surprised me too, FWIW.
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Done. #1234
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