[Rd] "LAPACK routine DGESDD gave error code -12" with Debian (PR#2822)

[rdiaz at cnio.es]

Dear All,

Under Debian GNU/Linux La.svd (with method = "dgesdd") sometimes gives the 
error

"Error in La.svd(data, nu = 0, nv = min(nrow, ncol), method = "dgesdd") : 
	LAPACK routine DGESDD gave error code -12"

It seems not to depend on the data per se, but on the relationship between 
numbers of rows and columns. 

For example, if the number of columns is 100, La.svd will fail when the number 
of rows is 56, but not if it is 55 or 57. It will not fail if we use 
"dgesvd". If the number of columns is 51, La.svd fails when the number of 
rows is between 29 and 50 if we use "dgesdd".

This happens if I use the latest deb packages (and thus ATLAS, etc). It does 
not happen if I build R in this same machine with "--without-blas" (where 
make check reports no errors). In case it matters, the bug does not show up 
in a different machine with Windwos 2000 and the Rblas.dll linked against 
ATLAS provided in http://cran.r-project.org/bin/windows/contrib/ATLAS/P4).

I understand this is probably related to the issues mentioned in R-admin about 
LAPACK 3.0 and some of the issues recently discussed in this list by M. 
Burger, D. Bates and D. Eddelbuettel. Are there any workarounds (besides not 
using ATLAS at all?).


Ramón

********************************
An example of failure:
> ## ncol = 100
> nrow <- 56
> ncol <- 100
> data <- matrix(1:(nrow * ncol), ncol = ncol)
> ## you get the errors if you use any other data
> ## such as data <- matrix(rnorm(nrow * ncol), ncol = ncol)
> svd(data) ## error
> La.svd(data, nu = 0,
             nv = min(nrow, ncol), method = "dgesdd") ## error
> La.svd(data, nu = 0,
             nv = min(nrow, ncol), method = "dgesvd") ## OK

> ##ncol = 51; it fails with nrow in [29, 50]
*************************

> ## version that crashes
> version 
         _                
platform i386-pc-linux-gnu
arch     i386             
os       linux-gnu        
system   i386, linux-gnu  
status                    
major    1                
minor    7.0              
year     2003             
month    04               
day      16               
language R        
*****************************
> ## version "--without-blas" that does not crash
> version
         _  
platform i686-pc-linux-gnu
arch     i686             
os       linux-gnu        
system   i686, linux-gnu  
status                    
major    1                
minor    7.0              
year     2003             
month    04               
day      16               
language R   


-----
Ramón Díaz-Uriarte
Bioinformatics Unit
Centro Nacional de Investigaciones Oncológicas (CNIO)
(Spanish National Cancer Center)
Melchor Fernández Almagro, 3
28029 Madrid (Spain)
Fax: +-34-91-224-6972
Phone: +-34-91-224-6900

http://bioinfo.cnio.es/~rdiaz