[Rd] optim-Bug (PR#6720)

[ripley at stats.ox.ac.uk]

Well, I've spent an hour tracking down exactly that.  We need to zero the 
snd array, and I have tested and am about to commit code to do that.  (We 
need to do it at that point, as lbfgsb is part of the R-API.)

I think there is an underlying error in the code logic, but this change 
causes it to restart and so proceed successfully.

Brian

On 21 Apr 2004, Peter Dalgaard wrote:

> Prof Brian Ripley <ripley at stats.ox.ac.uk> writes:
> 
> > On 21 Apr 2004, Peter Dalgaard wrote:
> > 
> ...
> > > I have this down to the use of R_alloc in the vect() function (line
> > > 40, optim.c). Replacing with S_alloc (which zeros memory) removes the
> > > issue for me on this machine and on the Opteron. Could you please
> > > verify on other platforms? And if anyone actually understands the code
> > > could you verify that it makes sense to require the workspace to be
> > > initialized?
> > 
> > Zeroing the workspace is not a requirement of the original L-BFGS-B code 
> > that I can see.  Given that it was originally in Fortran, and Fortran 
> > often does zero it seems a likely symptom, but it does mean that a 
> > variable is being used uninitialized somewhere in the code (converted to 
> > C).  It would be better to leave vect alone and to zero the workspace with 
> > a memset call in lbfgsb.  (Incidentally, I don't know why S_alloc does not 
> > use memset -- we do require standard C and use in seeral other places.)
> 
> Yes, sorry but it got a bit late when I sent that. I found this by
> backtracking, so I know quite well where the problem is: The
> allocation of "wa" on line 1020 in optim.c, specifically the wa[lsnd]
> part in setulb which becomes snd in mainlb and wn1 in formk. Parts of
> wn1 never get initialized. This appears to be *relatively* harmless,
> except that sometimes there are NaN which propagate to wn and into
> dpofa(), etc.
> 
> 

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
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