From ripley at stats.ox.ac.uk  Wed Apr 11 08:43:38 2007
From: ripley at stats.ox.ac.uk (Prof Brian Ripley)
Date: Wed, 11 Apr 2007 07:43:38 +0100 (BST)
Subject: [Rd] eigen in beta
In-Reply-To: <461BEDCB.7090805@biostat.ku.dk>
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>
Message-ID: <Pine.LNX.4.64.0704110734210.1007@gannet.stats.ox.ac.uk>

All the systems I tried this on give the 'correct' answer, including

x86_64 Linux, FC5 (gcc 4.1.1)
i686 Linux, FC5
ix86 Windows (both gcc 3.4.5 and gcc pre-4.3.0)
Sparc Solaris, with gcc3, gcc4 and SunPro compilers.

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

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


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
>

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595


[Rd] eigen in beta
Prof Brian Ripley