[R-SIG-Mac] NaN and linear algebra

[David Firth]

Dear Don, Bill and Stefano

Many thanks for your helpful replies on this.  I do think this is 
pretty serious: the example I gave is an extreme one, but in real 
problems (e.g., calls to optim()) this sort of thing can and does 
result in different behaviour on the Mac than on other systems.  And 
that has to be a Bad Thing.

I'm unsure whether it is better to press Apple to improve vecLib, or to 
test R with an alternative BLAS (and if successful, recommend using 
that BLAS in place of vecLib).  Or both.  Unfortunately I don't know 
enough about these routines and the relevant standards to pursue either 
route myself.

Best regards,
David

>
>
> At 11:57 AM +0000 3/16/05, David Firth wrote:
>> I don't know whether this is a bug, or a problem with the way I built 
>> R 2.0.1 (under Mac OS 10.3 on a G5), or something else.  Can anyone 
>> else confirm (or otherwise) that this happens in their R 2.0.1 on Mac 
>> OS X?
>>
>>  >  d<-matrix(NaN,3,3)
>>>   d
>>     [,1] [,2] [,3]
>> [1,]  NaN  NaN  NaN
>> [2,]  NaN  NaN  NaN
>> [3,]  NaN  NaN  NaN
>>>   solve(d)
>> Error in solve.default(d) : Lapack routine dgesv: system is exactly 
>> singular
>>>   chol(d)
>> Error in chol(d) : the leading minor of order 1 is not positive 
>> definite
>>>   det(d)
>> [1] 0
>>
>> Doing the same thing on a Windows setup gave a different (and more 
>> useful, I think) result
>>
>>>  d<-matrix(NaN,3,3)
>>>  d
>>     [,1] [,2] [,3]
>> [1,]  NaN  NaN  NaN
>> [2,]  NaN  NaN  NaN
>> [3,]  NaN  NaN  NaN
>>>  solve(d)
>>     [,1] [,2] [,3]
>> [1,]  NaN  NaN  NaN
>> [2,]  NaN  NaN  NaN
>> [3,]  NaN  NaN  NaN
>>>  chol(d)
>>     [,1] [,2] [,3]
>> [1,]  NaN  NaN  NaN
>> [2,]    0  NaN  NaN
>> [3,]    0    0  NaN
>>>  det(d)
>> [1] NaN
>>
>> Any thoughts?
>> David
>>
>> Professor David Firth
>> Dept of Statistics
>> University of Warwick
>> Coventry CV4 7AL
>> United Kingdom
>>
>> Voice: +44 (0)247 657 2581
>> Fax:   +44 (0)247 652 4532
>> Web:   http://www.warwick.ac.uk/go/dfirth
>>
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>
>
> -- 
> --------------------------------------
> Don MacQueen
> Environmental Protection Department
> Lawrence Livermore National Laboratory
> Livermore, CA, USA
> --------------------------------------