[R] More precision problems in testing with Intel compilers

[Vadim Ogranovich]

For what it's worth. I had this very problem, i.e. the diff, this
morning (I reported it to r-devel). I was using gcc, but because my
$CFLAGS env variable was set to some value, the compilation flags were
different from the ones presumably used to produce the Rout. Once I
unset CFLAGS it worked w/o a hitch (thanks to Peter Dalgaard)

The compiler options that lead to the failure were (note that
optimization id turned off):
gcc -D__NO_MATH_INLINES -mieee-fp -DNO_PURE -Wchar-subscripts -Wformat
-Wimplicit -Wreturn-type -Wswitch -Wreorder -Wwrite-strings
-Woverloaded-virtual -Wshadow -Wno-ctor-dtor-privacy -m486 -fPIC
-DOSRELMAJOR=2 -DOSRELMINOR=4

> -----Original Message-----
> From: r-help-bounces at stat.math.ethz.ch 
> [mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Martin Maechler
> Sent: Friday, August 20, 2004 3:39 PM
> To: Samuelson, Frank*
> Cc: 'r-help at stat.math.ethz.ch '
> Subject: RE: [R] More precision problems in testing with 
> Intel compilers
> 
> >>>>> "FrankSa" == Samuelson, Frank* <Samuelson>
> >>>>>     on Thu, 19 Aug 2004 16:22:11 -0400 writes:
> 
>     FrankSa> The Intel compiled version also fails the below test:
> 
> here you give the desired output.
> What does your 'Intel compiled R' return instead?
> 
>     >> ###------------ Very big and very small
>     >> umach <- unlist(.Machine)[paste("double.x", 
> c("min","max"), sep='')]
>     >> xmin <- umach[1]
>     >> xmax <- umach[2]
>     >> tx <- unique(outer(-1:1,c(.1,1e-3,1e-7)))# 7 values  (out of 9)
>     >> tx <- unique(sort(c(outer(umach,1+tx))))# 11 values  
> (out of 14)
>     >> tx <- tx[is.finite(tx)] #-- all kept
>     >> (txp <- tx[tx >= 1])#-- Positive exponent -- 4 values
>      [1] 1.617924e+308 1.795895e+308 1.797693e+308 1.797693e+308
>     >> (txn <- tx[tx <        1])#-- Negative exponent -- 7 values
>     [1] 2.002566e-308 2.222849e-308 2.225074e-308 
> 2.225074e-308 2.225074e-308 2.227299e-308 2.447581e-308
> 
>     FrankSa> Does anyone really care about being correct to 1
>     FrankSa> unit of machine precision?  If you do, you have a
>     FrankSa> bad algorithm.  ??
> 
> We have had these tests there for a long time now and haven't 
> heard of failures before..  so this is interesting.
> DIG(7) makes us only look at 7 digits which is less than half 
> machine precision, but then there's cancellation of another 7 
> digits in some of those above which gets in the region of 
> machine precision, (but still leaves a factor of ~= 45).
> 
> Can you upload the full print-test.Rout file somewhere?
> 
> Regards,
> Martin
> 
> 
>     FrankSa> -----Original Message-----
>     FrankSa> From: Samuelson, Frank* [mailto:FWS4 at cdrh.fda.gov] 
>     FrankSa> Sent: Thursday, August 19, 2004 12:11 PM
>     FrankSa> To: 'r-help at stat.math.ethz.ch '
>     FrankSa> Subject: [R] precision problems in testing with 
> Intel compilers
> 
> 
>     FrankSa> I compiled the 1.9.1 src.rpm with the standard 
> gnu tools and it works.
>     FrankSa> I tried compiling the 1.9.1 src.rpm with the 
> Intel 8 C and FORTRAN
>     FrankSa> compilers and it bombs out during the testing phase:
> 
>     FrankSa> comparing 'd-p-q-r-tests.Rout' to 
> './d-p-q-r-tests.Rout.save' ...267c267
>     FrankSa> < df = 0.5[1] "Mean relative  difference: 5.001647e-10"
>     FrankSa> ---
>     >> df = 0.5[1] TRUE
>     FrankSa> make[3]: *** [d-p-q-r-tests.Rout] Error 1
>     FrankSa> make[3]: Leaving directory 
> `/usr/src/redhat/BUILD/R-1.9.1/tests'
>     FrankSa> make[2]: *** [test-Specific] Error 2
>     FrankSa> make[2]: Leaving directory 
> `/usr/src/redhat/BUILD/R-1.9.1/tests'
>     FrankSa> make[1]: *** [test-all-basics] Error 1
>     FrankSa> make[1]: Leaving directory 
> `/usr/src/redhat/BUILD/R-1.9.1/tests'
>     FrankSa> make: *** [check-all] Error 2
>     FrankSa> error: Bad exit status from 
> /var/tmp/rpm-tmp.63044 (%build)
>     FrankSa> ...
> 
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