[R-SIG-Mac] NaN and linear algebra

[stefano iacus]

No, blas/veclib is tested, so aprt this extreme case you should report 
some other more commonly used cases in which something fails on OS X.  
This will help us to work it out.
As said, I'll try some tests without using veclib and let you know.

I've fowarded this mail to r-devel, which seems to be the right place, 
so for future msg on the subject please use r-devel.
stefano
On 19/mar/05, at 17:44, David Firth wrote:

> 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
>> --------------------------------------
>
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