From pgilbert at bank-banque-canada.ca  Fri Sep 10 16:07:32 2010
From: pgilbert at bank-banque-canada.ca (Paul Gilbert)
Date: Fri, 10 Sep 2010 10:07:32 -0400
Subject: [Rd] Non identical numerical results from R code vs C/C++ code?
In-Reply-To: <4C8A0C86.8030307@cbio.uct.ac.za>
References: <4C8A0C86.8030307@cbio.uct.ac.za>
Message-ID: <D611103AA7EE3B4DAE7F7D49C72B291A02D5AAF7@EXMAIL2.bocad.bank-banque-canada.ca>

With fortran I have always managed to be able to get identical results
on the same computer with the same OS. You will have trouble if you
switch OS or hardware, or try the same hardware and OS with different
math libraries. All the real calculations need to be double, even
intermediate variables. Also, I've had trouble with arrays not being
initialized to double 0.0. If you initialize to single 0.0 the
straggling bits can cause differences. You also need to be careful about
conversion from integer to real, to do double conversion. I'm not sure
about C, but I would guess there are some of the same problems.

Paul

>-----Original Message-----
>From: r-devel-bounces at r-project.org [mailto:r-devel-bounces at r-
>project.org] On Behalf Of Renaud Gaujoux
>Sent: September 10, 2010 6:47 AM
>To: r-devel at r-project.org
>Subject: [Rd] Non identical numerical results from R code vs C/C++
code?
>
>Hi,
>
>suppose you have two versions of the same algorithm: one in pure R, the
>other one in C/C++ called via .Call().
>Assuming there is no bug in the implementations (i.e. they both do the
>same thing), is there any well known reason why the C/C++
implementation
>could return numerical results non identical to the one obtained from
>the pure R code? (e.g. could it be rounding errors? please explain.)
>Has anybody had a similar experience?
>
>By not identical, I mean very small differences (< 2.4 e-14), but
enough
>to have identical() returning FALSE. Maybe I should not bother, but I
>want to be sure where the differences come from, at least by mere
>curiosity.
>
>Briefly the R code perform multiple matrix product; the C code is an
>optimization of those specific products via custom for loops, where
>entries are not computed in the same order, etc... which improves both
>memory usage and speed. The result is theoretically the same.
>
>Thank you,
>Renaud
>
>--
>Renaud Gaujoux
>Computational Biology - University of Cape Town
>South Africa
>
>
>
>
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[Rd] Non identical numerical results from R code vs C/C++ code?
Paul Gilbert