Non identical numerical results from R code vs C/C++ code?
Thanks Paul for the hints. After some tests, reducing portion of my code, I found that simply doing a naive computation of 'crossprod' in C does NOT give exactly the same results as calling the Fortran underlying routine (dsyrk) as used in the R source code. I will try the double 0.0 to see if it makes a difference. What do you mean by "You also need to be careful about conversion from integer to real, to do double conversion." ? Where are the trap in this type of conversion? Thanks. Renaud
On 10/09/2010 16:07, Paul Gilbert wrote:
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 ### UNIVERSITY OF CAPE TOWN This e-mail is subject to the UCT ICT policies and e-mail disclaimer published on our website at http://www.uct.ac.za/about/policies/emaildisclaimer/ or obtainable from +27 21 650 4500. This e-mail is intended only for the person(s) to whom it is addressed. If the e-mail has reached you in error, please notify the author. If you are not the intended recipient of the e-mail you may not use, disclose, copy, redirect or print the content. If this e-mail is not related to the business of UCT it is sent by the sender in the sender's individual capacity. ###
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