[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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