Is your model susceptible to floating-point errors?

JASSS

Volumn 9, Issue 4, 2006, Pages

  Izquierdo, Luis R ^a   Polhill, J Gary ^a  

^a NONE

Author keywords

Agent based modelling; Computer modelling; Floating point arithmetic; Floating point errors; Replication

Indexed keywords

EID: 33750591651     PISSN: 14607425     EISSN: 14607425     Source Type: Journal    
DOI: None     Document Type: Article

References (22)

1. AXELROD R M (1986) An Evolutionary Approach to Norms. American Political Science Review, 80 (4). pp. 1095-1111.
2. BOOCH G, Rumbaugh J, and Jacobson I (1999) The Unified Modeling Language User Guide. Addison-Wesley, Boston, MA.
3. CHAN T F, Golub G H, and LeVeque R J (1983) Algorithms for Computing the Sample Variance: Analysis and Recommendations. The American Statistician, 37(3). pp. 242-247.
4. FLACHE A and Macy M W (2002) Stochastic Collusion and the Power Law of Learning. Journal of Conflict Resolution, 46 (5). pp. 629-653.
5. GALAN J M and Izquierdo L R (2005) Appearances Can Be Deceiving: Lessons Learned Reimplementing Axelrod's 'Evolutionary Approach to Norms'. Journal of Artificial Societies and Social Simulation, 8 (3), http://jasss.soc.surrey.ac. uk/8/3/2.html
6. GOLDBERG D (1991) What every computer scientist should know about floating point arithmetic. ACM Computing Surveys 23 (1). pp. 5-48.
7. GOTTS N M, Polhill J G, and Law A N R (2003) Aspiration levels in a land use simulation. Cybernetics & Systems 34 (8). pp. 663-683.
8. HIGHAM N J (2002) Accuracy and Stability of Numerical Algorithms, (second ed.), Philadelphia, USA: SIAM.
9. IEEE (1985) IEEE Standard for Binary Floating-Point Arithmetic, IEEE 754-1985, New York, NY: Institute of Electrical and Electronics Engineers.
10. IZQUIERDO L R, Gotts N M, and Polhill J G (2004) Case-Based Reasoning, Social Dilemmas, and a New Equilibrium Concept. Journal of Artificial Societies and Social Simulation, 7 (3), http://jasss.soc.surrey.ac.uk/7/3/.1html
11. IZQUIERDO L R, Izquierdo S S, Gotts N M, and Polhill J G (2006) Transient and Long-Run Dynamics of Reinforcement Learning in Games. Submitted to Games and Economic Behavior.
12. JOHNSON P E (2002) Agent-Based Modeling: What I Learned from the Artificial Stock Market. Social Science Computer Review, 20. pp. 174-186.
13. KAHAN W (1998) "The improbability of probabilistic error analyses for numerical computations". Originally presented at the UCB Statistics Colloquium, 28 February 1996. Revised and updated version (version dated 10 June 1998, 12:36 referred to here) is available for download from http://www.cs.berkeley.edu/~wkahan/improber.pdf
14. KNUTH D E (1998) The Art of Computer Programming Volume 2: Seminumerical Algorithms. Third Edition. Boston, MA: Addison-Wesley.
15. LEBARON B, Arthur W B, and Palmer R (1999) Time series properties of an artificial stock market. Journal of Economic Dynamics & Control, 23. pp. 1487-1516.
16. MACY M W and Flache A (2002) Learning Dynamics in Social Dilemmas. Proceedings of the National Academy of Sciences USA, 99, Suppl. 3, pp. 7229-7236.
17. POLHILL J G, Gotts N M, and Law A N R (2001) Imitative and nonimitative strategies in a land use simulation. Cybernetics & Systems, 32 (1-2). pp. 285-307.
18. POLHILL J G and Izquierdo L R (2005) Lessons learned from converting the artificial stock market to interval arithmetic. Journal of Artificial Societies and Social Simulation, 8 (2), http://jasss.soc.surrey.ac.uk/8/2/2.html
19. POLHILL J G, Izquierdo L R, and Gotts N M (2005) The ghost in the model (and other effects of floating point arithmetic). Journal of Artificial Societies and Social Simulation, 8(1), http://jasss.soc.surrey.ac.uk/8/1/5.html
20. POLHILL J G, Izquierdo L R, and Gotts N M (2006) What every agent based modeller should know about floating point arithmetic. Environmental Modelling and Software, 21 (3), March 2006. pp. 283-309.
21. WILENSKY U (1999) NetLogo. http://ccl.northwestern.edu/netlogo/. Center for Connected Learning and Computer-Based Modeling, Northwestern University, Evanston, IL.
22. SUN MICROSYSTEMS (2000) Numerical Computation Guide. Lincoln, NE: iUniverse Inc. Available from http://docs.sun.com/source/806-3568/.