[Rd] eigen in beta
Martin Maechler
maechler at stat.math.ethz.ch
Wed Apr 11 09:33:36 CEST 2007
I've also tried
on Redhat EL4 (x86_64) [but with /usr/local/.. gcc/gfortran 4.1.1]
and FC6 (ix86 & x86_64)
and Ubuntu dapper (x86_64)
and never got the wrong results.
>>>>> "BDR" == Prof Brian Ripley <ripley at stats.ox.ac.uk>
>>>>> on Wed, 11 Apr 2007 07:43:38 +0100 (BST) writes:
BDR> All the systems I tried this on give the 'correct'
BDR> answer, including x86_64 Linux, FC5 (gcc 4.1.1) i686
BDR> Linux, FC5 ix86 Windows (both gcc 3.4.5 and gcc
BDR> pre-4.3.0) Sparc Solaris, with gcc3, gcc4 and SunPro
BDR> compilers.
BDR> Mainly with R 2.5.0 beta, some with R-devel (where the
BDR> code is unchanged).
BDR> We have seen problems specific to RHEL's Fortran
BDR> compilers on x86_64 several times before. I would
BDR> strongly recommend compiler updates.
BDR> On Tue, 10 Apr 2007, Peter Dalgaard wrote:
>> Paul Gilbert wrote:
>>> Here is the example. Pehaps others could check on other
>>> platforms. It is only the first eigenvalue that is
>>> different. I am relatively sure the old values are
>>> correct, since I compare with an alternate calculation
>>> using the expansion of a polynomial determinant.
>>>
>>>
>>> z <- t(matrix(c( 0, 0, 0, 0, 0, 0, 0, 0, 0,
>>> -0.0064083373167516857, -0.14786612501440565826,
>>> 0.368411802235074137, 0, 0, 0, 0, 0, 0, 0, 0, 0,
>>> 0.0568624483195125444, 0.08575928008564302762,
>>> -0.101993668348446601, 0, 0, 0, 0, 0, 0, 0, 0, 0,
>>> 0.0039684327579889069, -0.00002857482925046247,
>>> 0.202241897806646448, 1, 0, 0, 0, 0, 0, 0, 0, 0,
>>> -0.0222834092601282285, -0.09126708346036176145,
>>> 0.644249961695308682, 0, 1, 0, 0, 0, 0, 0, 0, 0,
>>> -0.0032676036920228878, 0.16985862929849462888,
>>> 0.057282326361118636, 0, 0, 1, 0, 0, 0, 0, 0, 0,
>>> 0.0148488735227452068, -0.06175528918915401677,
>>> 0.109566197834008949, 0, 0, 0, 1, 0, 0, 0, 0, 0,
>>> -0.0392756265125193960, 0.04921079262665441212,
>>> 0.078176878215115805, 0, 0, 0, 0, 1, 0, 0, 0, 0,
>>> -0.0013937451966661973, 0.02009823693764142133,
>>> -0.207228935136287512, 0, 0, 0, 0, 0, 1, 0, 0, 0,
>>> 0.0273358858605219357, 0.03830466468488327725,
>>> 0.224426004034737836, 0, 0, 0, 0, 0, 0, 1, 0, 0,
>>> -0.1456426235151105919, 0.28688029213315069388,
>>> 0.326933845656016908, 0, 0, 0, 0, 0, 0, 0, 1, 0,
>>> 0.0164670122082246559, -0.21966261349875662590,
>>> 0.036404179329694988, 0, 0, 0, 0, 0, 0, 0, 0, 1,
>>> 0.0146156940584119890, 0.07505490943478997090,
>>> 0.077660578370038813 ), 12, 12))
>>>
>>>
>>> R-2.5.0 gives > eigen(z, symmetric = FALSE, only.values
>>> = TRUE)$values [1] 0.8465266+0.0000000i
>>> -0.0280087+0.6244992i -0.0280087-0.6244992i [4]
>>> -0.2908409+0.5522274i -0.2908409-0.5522274i
>>> -0.6228929+0.0000000i [7] 0.6177419+0.0000000i
>>> -0.5604582+0.1958709i -0.5604582-0.1958709i [10]
>>> 0.1458799+0.4909300i 0.1458799-0.4909300i
>>> 0.3378356+0.0000000i
>>>
>>> R-2.4.1 and many, many previous versions gave > eigen(z,
>>> symmetric = FALSE, only.values = TRUE)$values [1]
>>> 0.8794798+0.0000000i -0.0280087+0.6244992i
>>> -0.0280087-0.6244992i [4] -0.2908409+0.5522274i
>>> -0.2908409-0.5522274i -0.6228929+0.0000000i [7]
>>> -0.5604582+0.1958709i -0.5604582-0.1958709i
>>> 0.5847887+0.0000000i [10] 0.1458799+0.4909300i
>>> 0.1458799-0.4909300i 0.3378356+0.0000000i
>>>
>>> Sys.info() sysname release "Linux" "2.4.21-40.ELsmp"
>>> version nodename "#1 SMP Thu Feb 2 22:13:55 EST 2006"
>>> "mfa04559" machine "x86_64"
>>>
>>> Paul Gilbert
>> Hmm, I don't get that
>>
>>> version$version.string
>> [1] "R version 2.5.0 beta (2007-04-10 r41105)"
>>> eigen(z, symmetric = FALSE, only.values = TRUE)$values
>> [1] 0.8794798+0.0000000i -0.0280087+0.6244992i
>> -0.0280087-0.6244992i [4] -0.2908409+0.5522274i
>> -0.2908409-0.5522274i -0.6228929+0.0000000i [7]
>> -0.5604582+0.1958709i -0.5604582-0.1958709i
>> 0.5847887+0.0000000i [10] 0.1458799+0.4909300i
>> 0.1458799-0.4909300i 0.3378356+0.0000000i
>>> Sys.info()
>> sysname release "Linux" "2.6.20-1.2933.fc6" version
>> nodename "#1 SMP Mon Mar 19 11:38:26 EDT 2007"
>> "titmouse2.kubism.ku.dk" machine login "i686" "pd" user
>> "pd"
>>
>>
>>
>> And
>>
>>> version$version.string
>> [1] "R version 2.5.0 beta (2007-04-09 r41098)"
>>> eigen(z, symmetric = FALSE, only.values = TRUE)$values
>> [1] 0.8794798+0.0000000i -0.0280087+0.6244992i
>> -0.0280087-0.6244992i [4] -0.2908409+0.5522274i
>> -0.2908409-0.5522274i -0.6228929+0.0000000i [7]
>> -0.5604582+0.1958709i -0.5604582-0.1958709i
>> 0.5847887+0.0000000i [10] 0.1458799+0.4909300i
>> 0.1458799-0.4909300i 0.3378356+0.0000000i
>>> Sys.info()
>> sysname release "Linux" "2.6.18.8-0.1-default" version
>> nodename "#1 SMP Fri Mar 2 13:51:59 UTC 2007" "viggo"
>> machine login "x86_64" "pd" user "pd"
>>
>>
>>
>> The latter should be the actual build used in the current
>> beta tarball (which is what you used, right?).
>>
>> I would suspect one of the following:
>>
>> - RHEL compilers - over-optimizing compiler settings -
>> system blas/lapack libraries - system glibc
>>
>> but Brian probably has more concrete information.
>>
>>> Prof Brian Ripley wrote:
>>>
>>>
>>>> We are only aware of better behaviour from LAPACK 3.1
>>>> (which is what I suppose you are talking about, that is
>>>> R compiled with its internal LAPACK).
>>>>
>>>> But in at least one case that means finding a complex
>>>> set of eigenvalues where previously a real one was
>>>> found.
>>>>
>>>> On Tue, 10 Apr 2007, Paul Gilbert wrote:
>>>>
>>>>
>>>>> I am having some trouble with a case where eigen in
>>>>> R-beta gives a different largest value than in
>>>>> previous versions of R. Other values seem to be the
>>>>> same. Before I spend too much time, is anyone aware of
>>>>> a problem (symmetric = FALSE, only.values = TRUE).
>>>>>
>>>>> Paul Gilbert
>>>>> ====================================================================================
>>>>>
>>>>>
>>>>> La version française suit le texte anglais.
>>>>>
>>>>> ------------------------------------------------------------------------------------
>>>>>
>>>>>
>>>>> This email may contain privileged and/or confidential
>>>>> inform...{{dropped}}
>>>>>
>>>>> ______________________________________________
>>>>> R-devel at r-project.org mailing list
>>>>> https://stat.ethz.ch/mailman/listinfo/r-devel
>>>>>
>>>>>
>>> ====================================================================================
>>>
>>> La version française suit le texte anglais.
>>>
>>> ------------------------------------------------------------------------------------
>>>
>>> This email may contain privileged and/or confidential
>>> inform...{{dropped}}
>>>
>>> ______________________________________________
>>> R-devel at r-project.org mailing list
>>> https://stat.ethz.ch/mailman/listinfo/r-devel
>>>
>> ______________________________________________
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>>
BDR> -- Brian D. Ripley, ripley at stats.ox.ac.uk Professor of
BDR> Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
BDR> University of Oxford, Tel: +44 1865 272861 (self) 1
BDR> South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG,
BDR> UK Fax: +44 1865
BDR> 272595______________________________________________
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