Skip to content

Erroneous zeros in results using Matrix package

6 messages · Roger Koenker, Simon Urbanek, Brian Ripley +1 more

#
You would be much more likely to get a response to this if you had a _smaller_ reproducible example.

url:    www.econ.uiuc.edu/~roger            Roger Koenker
email    rkoenker at uiuc.edu            Department of Economics
vox:     217-333-4558                University of Illinois
fax:       217-244-6678                Urbana, IL 61801
On Oct 15, 2013, at 11:36 AM, Braun, Michael wrote:

            
#
I suppose that is true.  But the problem does not occur in smaller examples.  It only occurs when working with very large matrices.  That's the whole point.  And to be fair, I did warn the members of the list that this is a memory-intensive example.
On Oct 15, 2013, at 1:26 PM, Roger Koenker <rkoenker at illinois.edu> wrote:

            
#
On Oct 15, 2013, at 3:10 PM, Braun, Michael wrote:

            
Isn't this related to the mysterious issue with 32-bit overflow in matrices on some OS X systems? Unfortunately I can't seem to find that thread - I recall Brian committing a work-around, so can you test more recent R? In addition, which BLAS implementation are you using?

Thanks,
Simon
#
On 15/10/2013 20:37, Simon Urbanek wrote:
That was my guess, and the workaround is in 3.0.2 so please try current 
R (as the posting guide asked to be done before posting).

  
    
#
I was unaware of the 32-bit overflow issue, and I must have missed the announcement of R-3.0.2.  I cannot update from 3.0.1 to 3.0.2 right away, for some unrelated reasons, but I will do that ASAP.  I did peruse the NEWS file for R-3.0.2, R-3.0.2-patched, and R-devel, but I did not see any items that immediately jumped out as being connected.

My installation of R links to the Intel MKL BLAS, version 11.0, Update 3.  I compiled R using clang, with flags -msse4.2 -mtune=corei7 -O2 (among some others).  I would doubt that the BLAS choice is the problem, since a simple coercion of a large identity matrix to its sparse counterpart should not have to call a BLAS routine.  I can send my Makeconf file if you think that would be useful.
On Oct 15, 2013, at 2:37 PM, Simon Urbanek <simon.urbanek at r-project.org> wrote:

            
--------------------------
Michael Braun
Associate Professor of Marketing
Cox School of Business
Southern Methodist University
Dallas, TX 75275
braunm at smu.edu
#
I just installed R-3.0.2, and the problem remains, with the exact same results.  And I did hear back from another user off-list, who also gets the same erroneous output.
On Oct 15, 2013, at 2:37 PM, Simon Urbanek <simon.urbanek at r-project.org> wrote:

            
--------------------------
Michael Braun
Associate Professor of Marketing
Cox School of Business
Southern Methodist University
Dallas, TX 75275
braunm at smu.edu