eigen in beta

Hmmm.  It is a bit disconcerting that make check passes and I can get a 
fairly seriously wrong answer. Perhaps this test could be added to make 
check.
Well, you have learnt something new about software engineering!  'make 
check' is supposed to test the operation of R, not compilers.
Whether or not the one answer is correct may be questionable, but 
there is no question that

prod(eigen(z, symmetric = FALSE, only.values = TRUE)$values ) *
prod(eigen(solve(z), symmetric = FALSE, only.values = TRUE)$values )
 [1] 1.01677-0i

is wrong. (The product of the determinants should equal the determinant of 
the product, and the determinant of I is 1.)

On this machine I am using GNU Fortran (GCC 3.2.3 20030502 (Red Hat Linux 
3.2.3-54)) 3.2.3 20030502 (Red Hat Linux 3.2.3-54),  which is a bit old but 
not really old. (I am using gcc 4.1.1 on my home machine, but the failing 
machine is suppose to be fairly new and "supported." (There is an OS upgrade 
planned.)  Should I really be thinking of this as an old compiler?  Is the
Yes, a known bad compiler, as searching the list archives would have 
found out.  Don't use anything older that gcc 3.4.x on x86_64 Linux.
compiler the most likely problem or is it possible I have a bad BLAS 
configuration, or something else? Previous versions of R have compiled 
without problems on this machine. (I am never very sure where to find all the 
information to report for a problem like this. Is there a simple way to get 
all the relevant information?)

Paul Gilbert

Prof Brian Ripley wrote:
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
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eigen in beta

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