[Rd] NaN and linear algebra
Simon Urbanek
simon.urbanek at r-project.org
Wed Mar 23 19:28:09 CET 2005
On Mar 22, 2005, at 6:19 PM, Bill Northcott wrote:
> On 23/03/2005, at 12:55 AM, Simon Urbanek wrote:
>
> You may prefer the error, but it is not in the sprit of robust
> arithmetic. ie
> > d<-matrix(NaN,3,3)
> > f<-solve(d)
> Error in solve.default(d) : Lapack routine dgesv: system is exactly
> singular
> > f
> Error: Object "f" not found
For the record: this is the behavior on all platforms I tested (Mac,
Linux, IRIX) - the only platform with a different result is
reportedly Windows. So what I was saying is that this is not
"IEEE-754 non-compliance of MacOS X" as you put it.
> Clearly det(d) returning 0 is wrong. As a result based on a
> computation including a NaN, it should return NaN.
That's exactly what I was pointing out, and, yes, this is a bug in
vecLib.
@Martin: I guess the most simple test for this would be probably
is.nan(det(matrix(NaN,2,2)))
>> Many functions in R will actually bark at NaN inputs (e.g. qr,
>> eigen, ...) - maybe you're saying that we should check for NaNs in
>> solve before proceeding and raising an error?
>
> However, this problem is in the Apple library not R.
Since you're referencing the "solve" problem here, again, it's not.
As I was explaining the the previous e-mail, there are at least two
completely separate issues - handling of NaNs in solve and
determinant of NaN matrices. The latter is a bug in vecLib, the first
one is not an OS X specific problem. Many R functions will object to
taking NaN inputs such as qr.solve which was the previous
implementation of solve. At any rate this is error handling in R and
not Lapack. The "example" on the top doesn't make any sense because
when you type "f" you know that it doesn't exist and both are R
errors. If you used that in a script you have both choices: abort and
that point or continue with whatever fallback you choose.
Cheers,
Simon
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