NaN and linear algebra
I am sorry that I wasn't clear. All that I meant was that *this* problem can result in different behaviour in "ordinary" statistical applications. For example, if the objective function in a call to optim() involves calling one of these linear algebra routines, the result may be NaN (on systems other than Mac OS X) --- which optim will typically handle sensibly --- or something else (an error, or perhaps some consequence of getting 0 for the determinant) under Mac OS X . Probably this was obvious to you. Apologies if I misled you into thinking that there was some other problem I knew about. Best regards, David
On 20 Mar, 2005, at 15:08, stefano iacus wrote:
No, blas/veclib is tested, so aprt this extreme case you should report some other more commonly used cases in which something fails on OS X. This will help us to work it out. As said, I'll try some tests without using veclib and let you know. I've fowarded this mail to r-devel, which seems to be the right place, so for future msg on the subject please use r-devel. stefano On 19/mar/05, at 17:44, David Firth wrote:
Dear Don, Bill and Stefano Many thanks for your helpful replies on this. I do think this is pretty serious: the example I gave is an extreme one, but in real problems (e.g., calls to optim()) this sort of thing can and does result in different behaviour on the Mac than on other systems. And that has to be a Bad Thing. I'm unsure whether it is better to press Apple to improve vecLib, or to test R with an alternative BLAS (and if successful, recommend using that BLAS in place of vecLib). Or both. Unfortunately I don't know enough about these routines and the relevant standards to pursue either route myself. Best regards, David
At 11:57 AM +0000 3/16/05, David Firth wrote:
I don't know whether this is a bug, or a problem with the way I built R 2.0.1 (under Mac OS 10.3 on a G5), or something else. Can anyone else confirm (or otherwise) that this happens in their R 2.0.1 on Mac OS X?
> d<-matrix(NaN,3,3) d
[,1] [,2] [,3] [1,] NaN NaN NaN [2,] NaN NaN NaN [3,] NaN NaN NaN
solve(d)
Error in solve.default(d) : Lapack routine dgesv: system is exactly singular
chol(d)
Error in chol(d) : the leading minor of order 1 is not positive definite
det(d)
[1] 0 Doing the same thing on a Windows setup gave a different (and more useful, I think) result
d<-matrix(NaN,3,3) d
[,1] [,2] [,3] [1,] NaN NaN NaN [2,] NaN NaN NaN [3,] NaN NaN NaN
solve(d)
[,1] [,2] [,3] [1,] NaN NaN NaN [2,] NaN NaN NaN [3,] NaN NaN NaN
chol(d)
[,1] [,2] [,3] [1,] NaN NaN NaN [2,] 0 NaN NaN [3,] 0 0 NaN
det(d)
[1] NaN Any thoughts? David Professor David Firth Dept of Statistics University of Warwick Coventry CV4 7AL United Kingdom Voice: +44 (0)247 657 2581 Fax: +44 (0)247 652 4532 Web: http://www.warwick.ac.uk/go/dfirth
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-- -------------------------------------- Don MacQueen Environmental Protection Department Lawrence Livermore National Laboratory Livermore, CA, USA --------------------------------------
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