mailRe: Convergence on different systems


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Posted by Edward d'Auvergne on December 02, 2006 - 16:03:
Convergence when using Newton optimisation in relax (or in any
application) should be quite fast.  The Newton algorithm has what is
known as quadratic convergence - the fastest type of convergence.  In
comparison steepest descent has linear convergence and the BFGS
algorithm has super-linear convergence.  For more details see, for
example, Nocedal, J. and S. J. Wright: 1999, Numerical Optimization,
Springer Series in Operations Research, New York: Springer-Verlag.
Because of the quadratic convergence, tiny parameter differences will
most likely never occur and hence the convergence tests for identical
values won't be an issue.  These tests for identical values will not
increase the amount of CPU time required relative to approximate value
tests where a small tolerance is added.

The only problem is if you continually change CPU architectures,
operating systems, etc., during the running of the 'full_analysis.py'
script.  It should be fine though if the same diffusion tensor is
optimised on the same machine.

Cheers,

Edward


On 12/2/06, Sebastien Morin <sebastien.morin.1@xxxxxxxxx> wrote:
Hi

I used the full_analysis.py script until convergence for the 4 diffusion
models (sphere, prolate, oblate, ellipsoid), each on one different
computer. Those computer, however, are quite similar, all 32-bits x86
Gentoo Linux with same kernel, gcc, python, etc.

For the final run, I switched on a different system, our dual core
pseudo 64-bits NMR console computer running Red Hat Enterprise 4 with
almost everything different from our Gentoo workstations which are
really more up-to-date. Before starting the final run, I wanted to check
if number rounding would be the same... Well, is wasn't and the run with
the ellipsoid diffusion model ended up saying it wasn't converged yet :

#####################
# Convergence tests #
#####################
Chi-squared test:
    chi2 (k-1): 7022.7261139599996
    chi2 (k):   7022.7261139563052
    The chi-squared value has not converged.
Identical model-free models test:
    The model-free models have converged.
Identical parameter test:
    Spin system: 26 PHE
    Parameter:   S2f
    Value (k-1): 0.84811676720047557
    Value (k):   0.84811676720047491
    The model-free parameters have not converged.
Convergence:
    [ No ]

As is obvious, the differences are really small, but still relax thinks
it's enough to spend many hours more trying to get absolute reproducibility.

My question.

Is it really necessary to get convergence on so small digits ? Probably
yes, as it was designed this way... So, if yes, why ? Isn't it a problem
for multi-computer processing ?

Thanks !


Séb :)


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