[Rd] Non identical numerical results from R code vs C/C++ code?

[Renaud Gaujoux]

Thanks Paul for the hints.
After some tests, reducing portion of my code, I found that simply doing 
a naive computation of 'crossprod' in C does NOT give exactly the same 
results as calling the Fortran underlying routine (dsyrk) as used in the 
R source code.
I will try the double 0.0 to see if it makes a difference.

What do you mean by

"You also need to be careful about
conversion from integer to real, to do double conversion."


?
Where are the trap in this type of conversion?
Thanks.

Renaud

On 10/09/2010 16:07, Paul Gilbert wrote:
> With fortran I have always managed to be able to get identical results
> on the same computer with the same OS. You will have trouble if you
> switch OS or hardware, or try the same hardware and OS with different
> math libraries. All the real calculations need to be double, even
> intermediate variables. Also, I've had trouble with arrays not being
> initialized to double 0.0. If you initialize to single 0.0 the
> straggling bits can cause differences. You also need to be careful about
> conversion from integer to real, to do double conversion. I'm not sure
> about C, but I would guess there are some of the same problems.
>
> Paul
>
>    
>> -----Original Message-----
>> From: r-devel-bounces at r-project.org [mailto:r-devel-bounces at r-
>> project.org] On Behalf Of Renaud Gaujoux
>> Sent: September 10, 2010 6:47 AM
>> To: r-devel at r-project.org
>> Subject: [Rd] Non identical numerical results from R code vs C/C++
>>      
> code?
>    
>> Hi,
>>
>> suppose you have two versions of the same algorithm: one in pure R, the
>> other one in C/C++ called via .Call().
>> Assuming there is no bug in the implementations (i.e. they both do the
>> same thing), is there any well known reason why the C/C++
>>      
> implementation
>    
>> could return numerical results non identical to the one obtained from
>> the pure R code? (e.g. could it be rounding errors? please explain.)
>> Has anybody had a similar experience?
>>
>> By not identical, I mean very small differences (<  2.4 e-14), but
>>      
> enough
>    
>> to have identical() returning FALSE. Maybe I should not bother, but I
>> want to be sure where the differences come from, at least by mere
>> curiosity.
>>
>> Briefly the R code perform multiple matrix product; the C code is an
>> optimization of those specific products via custom for loops, where
>> entries are not computed in the same order, etc... which improves both
>> memory usage and speed. The result is theoretically the same.
>>
>> Thank you,
>> Renaud
>>
>> --
>> Renaud Gaujoux
>> Computational Biology - University of Cape Town
>> South Africa
>>
>>
>>
>>
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