[R-pkg-devel] help with BLAS/LAPACK version debugging
If it helps, this is on Windows 10 64bit, R 4.2.0alpha, OpenBLAS
0.3.17 (single threaded, custom compiled for i7-8700K Skylake which
functions as a Haswell), but default R LAPACK since I still have not
figured out how to link to a precompiled LAPACK when building natively
on Windows.
Thanks,
Avi
# 1
set.seed(101)
d <- data.frame(z=rnorm(200),
f=factor(sample(1:10,200, replace=TRUE)))
library(lme4)
library(testthat)
fm1 <- lmer(z~ as.numeric(f) + 1|f, d)
R throws--> "boundary (singular) fit: see help('isSingular')"
fm1 at optinfo$derivs$Hessian[2,2] <- NA
expect_warning(lme4:::checkConv(fm1 at optinfo$derivs,
coefs=c(1,1),
ctrl=lmerControl()$checkConv,lbound=0),
"Problem with Hessian check")
(No warning thrown)
# 2
dd <- list(gradient = c(0.00132136676711525, 0.00898197413334856, 0),
Hessian = structure(c(195.253128051758, 962.483270645142,
0, 962.483270645142, NA, 0, 0, 0, 6542.44775390625),
dim = c(3L, 3L)))
with(dd, solve(chol(Hessian),gradient))
R throws--> Error in h(simpleError(msg, call)) :
error in evaluating the argument 'a' in selecting a method for
function 'solve': the leading minor of order 2 is not positive
definite
# 3 (Windows returns empty strings for BLAS and LAPACK)
R version 4.2.0 alpha (2022-04-03 r82074 ucrt)
Platform: x86_64-w64-mingw32/x64 (64-bit)
Running under: Windows 10 x64 (build 19043)
Matrix products: default
locale:
[1] LC_COLLATE=English_United States.utf8 LC_CTYPE=English_United
States.utf8 LC_MONETARY=English_United States.utf8
[4] LC_NUMERIC=C LC_TIME=English_United
States.utf8
attached base packages:
[1] stats graphics grDevices utils datasets methods base
other attached packages:
[1] testthat_3.1.3 lme4_1.1-29 Matrix_1.4-1
loaded via a namespace (and not attached):
[1] Rcpp_1.0.8.3 lattice_0.20-45 rprojroot_2.0.3 withr_2.5.0
brio_1.1.3 MASS_7.3-56 grid_4.2.0
[8] R6_2.5.1 nlme_3.1-157 magrittr_2.0.3 rlang_1.0.2
cli_3.2.0 minqa_1.2.4 nloptr_2.0.0
[15] boot_1.3-28 desc_1.4.1 splines_4.2.0 tools_4.2.0
pkgload_1.2.4 compiler_4.2.0
On Tue, Apr 12, 2022 at 1:18 AM Dirk Eddelbuettel <edd at debian.org> wrote:
Ben,
I fear your post is too short on specifics on versions tested, and results
seen. We need more drill-down on what-version-where and the results it got.
So to bootstrap, "here" on my personal dev box I where I tend to keep an
installation of R-devel (using its embedded LAPACK/BLAS sources) as well as
the standard R package I stand behind for Debian/Ubuntu (which tends to use
external libraries for BLAS/LAPACK).
Now, here I seem to get a different error between reference BLAS/LAPACK and
external BLAS/LAPACK:
1) R-devel (as SVN r82134)
using libRblas.so + libRlapack.so (i.e. "reference BLAS") gets me
Error in chol.default(Hessian) :
the leading minor of order 2 is not positive definite
2) R-devel as I upload to Debian, same SVN r82134
using external blas: openblas-pthread/{libblas.so.3 + libopenblasp-r0.3.20.so}
package version libopenblas0 0.3.20, liblapack 3.10.0
Error in solve.default(chol(Hessian), gradient) :
system is computationally singular: reciprocal condition number = 0
3) For what it is worth every release R version I put into Debian and which
is still available (easily, I find) via rocker/r-base or r-base images
Using 4.0.4 here (again: openblas-pthread/{libblas.so.3 + libopenblasp-r0.3.13.so}
(but possibly an older version -- libopenblas 0.3.13, liblapack 3.9.0-3)
Error in solve.default(chol(Hessian), gradient) :
system is computationally singular: reciprocal condition number = 0
I don't claim that the above is complete; I am only pointing out that both
LAPACK 0.3.9 and 0.3.10 _get me the same error_. Conrad and I recently did
dig up an issue for (Rcpp)Armadillo where 0.3.10 _was_ different from 0.3.9,
but that was for complex-value variables.
The bigger difference seems to be between using R's reference blas, and
external blas. I have for a decade+ used external BLAS even when the
official word to prefer reference BLAS. Now, and very recently NEWS in R seem
to go the same way prefering 0.3.10 where available.
I hope this helps. I can give you pointers (off-list) if you want to dig some
more via Docker and different combinations.
Cheers, Dirk
--
dirk.eddelbuettel.com | @eddelbuettel | edd at debian.org
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