From maechler at stat.math.ethz.ch  Wed Apr 11 09:33:36 2007
From: maechler at stat.math.ethz.ch (Martin Maechler)
Date: Wed, 11 Apr 2007 09:33:36 +0200
Subject: [Rd] eigen in beta
In-Reply-To: <Pine.LNX.4.64.0704110734210.1007@gannet.stats.ox.ac.uk>
References: <461BCE69.2020409@bank-banque-canada.ca>
	<Pine.LNX.4.64.0704101854560.32417@gannet.stats.ox.ac.uk>
	<461BD7E9.1050200@bank-banque-canada.ca>
	<461BEDCB.7090805@biostat.ku.dk>
	<Pine.LNX.4.64.0704110734210.1007@gannet.stats.ox.ac.uk>
Message-ID: <17948.36688.835545.286274@stat.math.ethz.ch>

I've also tried 

 on  Redhat EL4    (x86_64)  [but with /usr/local/..  gcc/gfortran 4.1.1]
 and FC6           (ix86 & x86_64)
 and Ubuntu dapper (x86_64)

and never got the wrong results.

>>>>> "BDR" == Prof Brian Ripley <ripley at stats.ox.ac.uk>
>>>>>     on Wed, 11 Apr 2007 07:43:38 +0100 (BST) writes:

    BDR> All the systems I tried this on give the 'correct'
    BDR> answer, including x86_64 Linux, FC5 (gcc 4.1.1) i686
    BDR> Linux, FC5 ix86 Windows (both gcc 3.4.5 and gcc
    BDR> pre-4.3.0) Sparc Solaris, with gcc3, gcc4 and SunPro
    BDR> compilers.

    BDR> Mainly with R 2.5.0 beta, some with R-devel (where the
    BDR> code is unchanged).

    BDR> We have seen problems specific to RHEL's Fortran
    BDR> compilers on x86_64 several times before. I would
    BDR> strongly recommend compiler updates.


    BDR> On Tue, 10 Apr 2007, Peter Dalgaard wrote:

    >> Paul Gilbert wrote:
    >>> Here is the example. Pehaps others could check on other
    >>> platforms. It is only the first eigenvalue that is
    >>> different.  I am relatively sure the old values are
    >>> correct, since I compare with an alternate calculation
    >>> using the expansion of a polynomial determinant.
    >>> 
    >>> 
    >>> z <- t(matrix(c( 0, 0, 0, 0, 0, 0, 0, 0, 0,
    >>> -0.0064083373167516857, -0.14786612501440565826,
    >>> 0.368411802235074137, 0, 0, 0, 0, 0, 0, 0, 0, 0,
    >>> 0.0568624483195125444, 0.08575928008564302762,
    >>> -0.101993668348446601, 0, 0, 0, 0, 0, 0, 0, 0, 0,
    >>> 0.0039684327579889069, -0.00002857482925046247,
    >>> 0.202241897806646448, 1, 0, 0, 0, 0, 0, 0, 0, 0,
    >>> -0.0222834092601282285, -0.09126708346036176145,
    >>> 0.644249961695308682, 0, 1, 0, 0, 0, 0, 0, 0, 0,
    >>> -0.0032676036920228878, 0.16985862929849462888,
    >>> 0.057282326361118636, 0, 0, 1, 0, 0, 0, 0, 0, 0,
    >>> 0.0148488735227452068, -0.06175528918915401677,
    >>> 0.109566197834008949, 0, 0, 0, 1, 0, 0, 0, 0, 0,
    >>> -0.0392756265125193960, 0.04921079262665441212,
    >>> 0.078176878215115805, 0, 0, 0, 0, 1, 0, 0, 0, 0,
    >>> -0.0013937451966661973, 0.02009823693764142133,
    >>> -0.207228935136287512, 0, 0, 0, 0, 0, 1, 0, 0, 0,
    >>> 0.0273358858605219357, 0.03830466468488327725,
    >>> 0.224426004034737836, 0, 0, 0, 0, 0, 0, 1, 0, 0,
    >>> -0.1456426235151105919, 0.28688029213315069388,
    >>> 0.326933845656016908, 0, 0, 0, 0, 0, 0, 0, 1, 0,
    >>> 0.0164670122082246559, -0.21966261349875662590,
    >>> 0.036404179329694988, 0, 0, 0, 0, 0, 0, 0, 0, 1,
    >>> 0.0146156940584119890, 0.07505490943478997090,
    >>> 0.077660578370038813 ), 12, 12))
    >>> 
    >>> 
    >>> R-2.5.0 gives > eigen(z, symmetric = FALSE, only.values
    >>> = TRUE)$values [1] 0.8465266+0.0000000i
    >>> -0.0280087+0.6244992i -0.0280087-0.6244992i [4]
    >>> -0.2908409+0.5522274i -0.2908409-0.5522274i
    >>> -0.6228929+0.0000000i [7] 0.6177419+0.0000000i
    >>> -0.5604582+0.1958709i -0.5604582-0.1958709i [10]
    >>> 0.1458799+0.4909300i 0.1458799-0.4909300i
    >>> 0.3378356+0.0000000i
    >>> 
    >>> R-2.4.1 and many, many previous versions gave > eigen(z,
    >>> symmetric = FALSE, only.values = TRUE)$values [1]
    >>> 0.8794798+0.0000000i -0.0280087+0.6244992i
    >>> -0.0280087-0.6244992i [4] -0.2908409+0.5522274i
    >>> -0.2908409-0.5522274i -0.6228929+0.0000000i [7]
    >>> -0.5604582+0.1958709i -0.5604582-0.1958709i
    >>> 0.5847887+0.0000000i [10] 0.1458799+0.4909300i
    >>> 0.1458799-0.4909300i 0.3378356+0.0000000i
    >>> 
    >>> Sys.info() sysname release "Linux" "2.4.21-40.ELsmp"
    >>> version nodename "#1 SMP Thu Feb 2 22:13:55 EST 2006"
    >>> "mfa04559" machine "x86_64"
    >>> 
    >>> Paul Gilbert
    >> Hmm, I don't get that
    >> 
    >>> version$version.string
    >> [1] "R version 2.5.0 beta (2007-04-10 r41105)"
    >>> eigen(z, symmetric = FALSE, only.values = TRUE)$values
    >> [1] 0.8794798+0.0000000i -0.0280087+0.6244992i
    >> -0.0280087-0.6244992i [4] -0.2908409+0.5522274i
    >> -0.2908409-0.5522274i -0.6228929+0.0000000i [7]
    >> -0.5604582+0.1958709i -0.5604582-0.1958709i
    >> 0.5847887+0.0000000i [10] 0.1458799+0.4909300i
    >> 0.1458799-0.4909300i 0.3378356+0.0000000i
    >>> Sys.info()
    >> sysname release "Linux" "2.6.20-1.2933.fc6" version
    >> nodename "#1 SMP Mon Mar 19 11:38:26 EDT 2007"
    >> "titmouse2.kubism.ku.dk" machine login "i686" "pd" user
    >> "pd"
    >> 
    >> 
    >> 
    >> And
    >> 
    >>> version$version.string
    >> [1] "R version 2.5.0 beta (2007-04-09 r41098)"
    >>> eigen(z, symmetric = FALSE, only.values = TRUE)$values
    >> [1] 0.8794798+0.0000000i -0.0280087+0.6244992i
    >> -0.0280087-0.6244992i [4] -0.2908409+0.5522274i
    >> -0.2908409-0.5522274i -0.6228929+0.0000000i [7]
    >> -0.5604582+0.1958709i -0.5604582-0.1958709i
    >> 0.5847887+0.0000000i [10] 0.1458799+0.4909300i
    >> 0.1458799-0.4909300i 0.3378356+0.0000000i
    >>> Sys.info()
    >> sysname release "Linux" "2.6.18.8-0.1-default" version
    >> nodename "#1 SMP Fri Mar 2 13:51:59 UTC 2007" "viggo"
    >> machine login "x86_64" "pd" user "pd"
    >> 
    >> 
    >> 
    >> The latter should be the actual build used in the current
    >> beta tarball (which is what you used, right?).
    >> 
    >> I would suspect one of the following:
    >> 
    >> - RHEL compilers - over-optimizing compiler settings -
    >> system blas/lapack libraries - system glibc
    >> 
    >> but Brian probably has more concrete information.
    >> 
    >>> Prof Brian Ripley wrote:
    >>> 
    >>> 
    >>>> We are only aware of better behaviour from LAPACK 3.1
    >>>> (which is what I suppose you are talking about, that is
    >>>> R compiled with its internal LAPACK).
    >>>> 
    >>>> But in at least one case that means finding a complex
    >>>> set of eigenvalues where previously a real one was
    >>>> found.
    >>>> 
    >>>> On Tue, 10 Apr 2007, Paul Gilbert wrote:
    >>>> 
    >>>> 
    >>>>> I am having some trouble with a case where eigen in
    >>>>> R-beta gives a different largest value than in
    >>>>> previous versions of R. Other values seem to be the
    >>>>> same. Before I spend too much time, is anyone aware of
    >>>>> a problem (symmetric = FALSE, only.values = TRUE).
    >>>>> 
    >>>>> Paul Gilbert
    >>>>> ====================================================================================
    >>>>> 
    >>>>> 
    >>>>> La version fran?aise suit le texte anglais.
    >>>>> 
    >>>>> ------------------------------------------------------------------------------------
    >>>>> 
    >>>>> 
    >>>>> This email may contain privileged and/or confidential
    >>>>> inform...{{dropped}}
    >>>>> 
    >>>>> ______________________________________________
    >>>>> R-devel at r-project.org mailing list
    >>>>> https://stat.ethz.ch/mailman/listinfo/r-devel
    >>>>> 
    >>>>> 
    >>> ====================================================================================
    >>> 
    >>> La version fran?aise suit le texte anglais.
    >>> 
    >>> ------------------------------------------------------------------------------------
    >>> 
    >>> This email may contain privileged and/or confidential
    >>> inform...{{dropped}}
    >>> 
    >>> ______________________________________________
    >>> R-devel at r-project.org mailing list
    >>> https://stat.ethz.ch/mailman/listinfo/r-devel
    >>> 
    >>  ______________________________________________
    >> R-devel at r-project.org mailing list
    >> https://stat.ethz.ch/mailman/listinfo/r-devel
    >> 

    BDR> -- Brian D. Ripley, ripley at stats.ox.ac.uk Professor of
    BDR> Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
    BDR> University of Oxford, Tel: +44 1865 272861 (self) 1
    BDR> South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG,
    BDR> UK Fax: +44 1865
    BDR> 272595______________________________________________
    BDR> R-devel at r-project.org mailing list
    BDR> https://stat.ethz.ch/mailman/listinfo/r-devel



[Rd] eigen in beta
Martin Maechler