[Rcpp-devel] trans() changed in latest RcppArmadillo
For tiny matrices (ie. <= 4x4), Armadillo by default uses fast algorithms for det(), inv() and solve(). In rare instances these fast algorithms may not be as precise as the standard algorithms found in Lapack. As such, in the updated version of Armadillo I've added an option to det(), inv() and solve() to force the use of the standard "slow" algorithms: http://arma.sourceforge.net/docs.html#inv
On 8 June 2011 01:21, Savitsky, Terrance <savitsky at rand.org> wrote:
Hello Dr. Sanderson, ?I find no issues in RcppArmadillo 0.2.22. In fact, I was unable to reproduce the error (under 0.2.21) I found via a simple example; in my case, a simple Bayesian regression routine with unknown variances. ? I continue to experience a transient error that I believe derives from my end and is unrelated to Armadillo; in particular, the inversion of a matrix becomes numerically unstable, causing a crash of an MCMC routine. ?The error event is rare and I have been unable to duplicate it in a systematic way by running 100's of monte carlo simulations. ...