a bug and a question

Jim Lindsey <jlindsey at alpha.luc.ac.be> writes:

The question: I am getting various reports that R under MS-Windows and
X-Windows/Linux on the same machine behaves very differently for nlm
convergence in my libraries. Under Linux, convergence is easy with
many starting values, but under MS they have to be very close to the
MLE. Does anyone have experience with this and or an explanation?
Is the math used different in the two systems?
  Jim

Not entirely unlikely. The FPU should be the same of course, but the C
and math libraries link to a Microsoft DLL, which I have heard people
speak badly about before. 

Particularly the IEEE exception handling could be causing trouble if
an iterative method wanders near the boundary of a functions domain.
That is pure speculation, though, I suppose Guido and Brian will know
more.

I think Peter points to the origin of the problem.
  Consider that under MSWindows: (i) the source is the Unix one
  (at least for  the computational part); 
  (ii) the compiler is one that many of us are using under Unix
  (egcs 1.1); (iii) the assembler is more or less the same used
  under Linux (or other ix386/Unix) BUT the libc and libm
  are  completly different.
  
  Anyway, I would like to get a couple of examples to play with.
  
  g.
  (ps) I have just tested Machine()$double.rounding, but is
  equal to 5 at least on my son's Win95 machine (the one
  from which I am connected in this moment) and, at least in this
  moment.





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