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

Martyn Plummer plummerm at iarc.fr
Thu Oct 23 11:46:28 CEST 2014


On Thu, 2014-10-23 at 08:19 +0000, Pacey, Mike wrote:
> As my attachment doesn't seem to have survived transit, I'm cut'n'pasting the relevant failures here:
> 
> Testing examples for package 'stats'
>   comparing 'stats-Ex.Rout' to 'stats-Ex.Rout.save' ...
> 6466c6466
> < Grand Mean: 291.5937
> ---
> > Grand Mean: 291.5938

I see the same thing, but it is not as bad as it looks. The actual value
is 291.59375 so a small amount of numerical error can make the rounding
to 4 decimal places go either way:

> print(fit[[1]]$coefficients, digits=16)
      (Intercept) 
291.5937500000002 

Note that MKL sacrifices reproducibility (and hence precision) for
speed. See more details here:

https://software.intel.com/en-us/articles/run-reproducibility-with-intel-mkl-and-the-intel-compilers

Martyn

> 12881c12881
> < Murder   -0.536  0.418  0.341  0.649
> ---
> > Murder   -0.536  0.418 -0.341  0.649
> 12882c12882
> < Assault  -0.583  0.188  0.268 -0.743
> ---
> > Assault  -0.583  0.188 -0.268 -0.743
> 12883c12883
> < UrbanPop -0.278 -0.873  0.378  0.134
> ---
> > UrbanPop -0.278 -0.873 -0.378  0.134
> 12884c12884
> < Rape     -0.543 -0.167 -0.818       
> ---
> > Rape     -0.543 -0.167  0.818       
> 14628c14628
> < Grand Mean: 291.5937
> ---
> > Grand Mean: 291.5938
> 15777c15777
> < Murder   -0.54   0.42   0.34   0.65 
> ---
> > Murder   -0.54   0.42  -0.34   0.65 
> 15778c15778
> < Assault  -0.58          0.27  -0.74 
> ---
> > Assault  -0.58         -0.27  -0.74 
> 15779c15779
> < UrbanPop -0.28  -0.87   0.38        
> ---
> > UrbanPop -0.28  -0.87  -0.38        
> 15780c15780
> < Rape     -0.54         -0.82        
> ---
> > Rape     -0.54          0.82       
> 
> 
> running code in 'lapack.R' ... OK
>   comparing 'lapack.Rout' to './lapack.Rout.save' ...23,31c23,31
> <  [1,] -0.7245 -0.6266 -0.27350  0.08527 -0.02074 -0.004025
> <  [2,] -0.4282  0.1299  0.64294 -0.55047  0.27253  0.092816
> <  [3,] -0.3122  0.2804  0.33633  0.31418 -0.61632 -0.440904
> <  [4,] -0.2479  0.3142  0.06931  0.44667 -0.02945  0.530120
> <  [5,] -0.2064  0.3141 -0.10786  0.30242  0.35567  0.237038
> <  [6,] -0.1771  0.3027 -0.22106  0.09042  0.38879 -0.260449
> <  [7,] -0.1553  0.2877 -0.29281 -0.11551  0.19286 -0.420945
> <  [8,] -0.1384  0.2722 -0.33784 -0.29313 -0.11633 -0.160790
> <  [9,] -0.1249  0.2571 -0.36543 -0.43885 -0.46497  0.434600
> ---
> >  [1,] -0.7245  0.6266  0.27350 -0.08527  0.02074 -0.004025
> >  [2,] -0.4282 -0.1299 -0.64294  0.55047 -0.27253  0.092816
> >  [3,] -0.3122 -0.2804 -0.33633 -0.31418  0.61632 -0.440904
> >  [4,] -0.2479 -0.3142 -0.06931 -0.44667  0.02945  0.530120
> >  [5,] -0.2064 -0.3141  0.10786 -0.30242 -0.35567  0.237038
> >  [6,] -0.1771 -0.3027  0.22106 -0.09042 -0.38879 -0.260449
> >  [7,] -0.1553 -0.2877  0.29281  0.11551 -0.19286 -0.420945
> >  [8,] -0.1384 -0.2722  0.33784  0.29313  0.11633 -0.160790
> >  [9,] -0.1249 -0.2571  0.36543  0.43885  0.46497  0.434600
> 35,40c35,40
> < [1,] -0.7365 -0.6225 -0.2550  0.06976 -0.01328 -0.001588
> < [2,] -0.4433  0.1819  0.6867 -0.50860  0.19627  0.041117
> < [3,] -0.3275  0.3509  0.2611  0.50474 -0.61606 -0.259216
> < [4,] -0.2626  0.3922 -0.1044  0.43748  0.40834  0.638902
> < [5,] -0.2204  0.3946 -0.3510 -0.01612  0.46428 -0.675827
> < [6,] -0.1904  0.3832 -0.5111 -0.53856 -0.44664  0.257249
> ---
> > [1,] -0.7365  0.6225  0.2550 -0.06976  0.01328 -0.001588
> > [2,] -0.4433 -0.1819 -0.6867  0.50860 -0.19627  0.041117
> > [3,] -0.3275 -0.3509 -0.2611 -0.50474  0.61606 -0.259216
> > [4,] -0.2626 -0.3922  0.1044 -0.43748 -0.40834  0.638902
> > [5,] -0.2204 -0.3946  0.3510  0.01612 -0.46428 -0.675827
> > [6,] -0.1904 -0.3832  0.5111  0.53856  0.44664  0.257249
> 
> 
> -----Original Message-----
> From: r-devel-bounces at r-project.org [mailto:r-devel-bounces at r-project.org] On Behalf Of Pacey, Mike
> Sent: 22 October 2014 17:02
> To: r-devel at r-project.org
> Subject: [Rd] "make check" fails on lapack.R and stats-Ex.R
> 
> 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
> 
> ______________________________________________
> R-devel at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-devel

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