From d.firth at warwick.ac.uk  Mon Mar 21 10:25:58 2005
From: d.firth at warwick.ac.uk (David Firth)
Date: Mon Mar 21 10:26:08 2005
Subject: [Rd] Re: [R-SIG-Mac] NaN and linear algebra
In-Reply-To: <5fdd4a0b66dba89a53eecb50fd4205c4@unimi.it>
References: <ad7bc81d30cdbed3e7f4b210318adf93@warwick.ac.uk>
	<p06210211be5e36bd7c33@[128.115.153.6]>
	<05b117504a886b06c399b67f965479cf@warwick.ac.uk>
	<5fdd4a0b66dba89a53eecb50fd4205c4@unimi.it>
Message-ID: <c6f32aae84bcbcc9d3b4f4a437c7620d@warwick.ac.uk>

I am sorry that I wasn't clear.  All that I meant was that *this* 
problem can result in different behaviour in "ordinary" statistical 
applications.  For example, if the objective function in a call to 
optim() involves calling one of these linear algebra routines, the 
result may be NaN (on systems other than Mac OS X) --- which optim will 
typically handle sensibly --- or something else (an error, or perhaps 
some consequence of getting 0 for the determinant) under Mac OS X .

Probably this was obvious to you.  Apologies if I misled you into 
thinking that there was some other problem I knew about.

Best regards,
David

On 20 Mar, 2005, at 15:08, stefano iacus wrote:

> 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
>>>>
>>>> _______________________________________________
>>>> R-SIG-Mac mailing list
>>>> R-SIG-Mac@stat.math.ethz.ch
>>>> https://stat.ethz.ch/mailman/listinfo/r-sig-mac
>>>
>>>
>>> -- 
>>> --------------------------------------
>>> Don MacQueen
>>> Environmental Protection Department
>>> Lawrence Livermore National Laboratory
>>> Livermore, CA, USA
>>> --------------------------------------
>>
>> _______________________________________________
>> R-SIG-Mac mailing list
>> R-SIG-Mac@stat.math.ethz.ch
>> https://stat.ethz.ch/mailman/listinfo/r-sig-mac
>>
>


[Rd] Re: [R-SIG-Mac] NaN and linear algebra
David Firth