[Rd] NaN and linear algebra
Prof Brian Ripley
ripley at stats.ox.ac.uk
Wed Mar 23 20:28:11 CET 2005
On Wed, 23 Mar 2005, Simon Urbanek wrote:
> 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.
Hmm: all the platforms I have tested using R's internal blas and some
with external BLASes pass this test. Only those with ATLAS and Goto
BLAS' fail for me.
>> 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.
No, but it does appears to be an external BLAS-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.
--
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)
1 South Parks Road, +44 1865 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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