I am trying to compare the accuracy of various mathematical libraries. In doing so I compute the value of some function (say sine) for a given domain for all of them. In return I get several sequences of numbers each different.
My question is does anyone know of a good way to compare them? Keep in mind that except for some well known values (e.g., sin(0), sin(pi/2), ..., sin(2pi), ... multiples of pi) we do not really know the real mathematical value). So how can I compare the sequences to decide say the least biased.
you can use ALGLIB. It is a cross-platform open source numerical analysis and data processing library.
Thank you Surjit. I will have a look. I was also thinking in terms of what method to use to compare the libraries? Not sure how to pick a good baseline when comparing a library?
Most people don't evaluate the libraries by programming, usually done by talking with people that have made their choice previously.
That said, libraries are usually evaluated by accuracy and time. You can use trig identities for accuracy and timing, for example sin(x)^2 + cos(x)^2 = 1.0. Here's a link.
https://en.wikipedia.org/wiki/List_of_trigonometric_identities
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