This is basically a question about where to start looking for a problem.
I have a program that gives slightly different results on two Windows
computers. It is a reasonably complicated numerical optimisation, with
iterative calls to optim().
The two computers both run Windows 2000. On each computer I get the same
results in two different versions of R (1.5.1 and 1.6.0 on one, 1.5.1 and
1.6.1 on the other, the standard binaries), and the results are stable
from run to run on each machine. There's nothing lurking in the workspace.
One computer has a 2GHz Pentium 4 cpu, the other has a 0.75GHz Pentium 3.
I think the problem is with the Pentium 4 machine, since it's giving
occasional errors due to NaNs in internal parts of optim that I don't
understand, but the fault could quite possibly be in my understanding. A
good-quality dual Pentium 4 Linux system doesn't give these internal
errors in optim and seems to give the same results as the Pentium 3
machine (I haven't checked that they are all identical).