[Rd] "make check" fails on lapack.R and stats-Ex.R

[Pacey, Mike]

Hi folks,

I suspect this is a request for a sanity check than a bug report:

I've been successfully compiling an optimised version of R for several years using the Intel compiler and MKL. I've just test-run the new Intel 15.0 compiler suite, and I'm seeing a few numeric failures that I don't see using the same build method with Intel 13.0. I've attached the output of "make check". Build details are below.

The most notable failures are in lapack.R, though I see from the comments in the output that different lapack and blas libraries may produce different signs for some outputs which can be safely ignored. My linear algebra's a bit rusty, so I'd like a sanity check: can all the sign differences be safely ignored in the attached output? (And a possible RFC: at least for the purposes of make check, can the scripts output abs() values for all cases where sign isn't an issue?)

The other failures are in stats-Ex.R. It looks like most of the problem lines are outputs from a PCA-like function, so their sign differences might due to the eigenvalue exception comment in lapack.R.

The final failures are in the "Grand Total" lines from stats-Ex.R. The values differ in the 7th sig fig, so a pretty small relative error. I think I'm using compiler flags that rule out any fast-math imprecisions - so I'm wondering if this result is actually within the acceptable variation of the IEE 754 standard?

Build details:

OS is Scientific Linux 6.4, architecture is Westmere.

"icc -v" gives: icc version 15.0.0 (gcc version 4.4.7 compatibility)

Environment variables are:

export CC=icc
export CFLAGS="-O3 -xHOST -axCORE-AVX-I -fp-model precise"
export FC=ifort
export F77=ifort
export FFLAGS="-O3 -xHOST -axCORE-AVX-I -fp-model precise"
export FCFLAGS="-O3 -xHOST -axCORE-AVX-I -fp-model precise"
export CXX=icpc
export CXXFLAGS="-O3 -xHOST -axCORE-AVX-I -fp-model precise"
export JAVA_HOME=/etc/alternatives/java_sdk_1.6.0

Configure command is:

./configure --with-blas=-mkl=sequential --with-lapack=-mkl=sequential --disable-openmp --with-tcl-config=/usr/shared_apps/packages/tcl-8.5.12/lib/tclConfig.sh --with-tk-config=/usr/shared_apps/packages/tk-8.5.12/lib/tkConfig.sh

Regards,
Mike.

-----

Dr Mike Pacey,                                          Email: M.Pacey at lancaster.ac.uk<mailto:M.Pacey at lancaster.ac.uk>
HPC Manager,                                            Phone: 01524 510659
Information Systems Services,            Fax: 01524 594459
ISS Building, Lancaster University,
Lancaster LA1 4WA