[Rcpp-devel] trans() changed in latest RcppArmadillo

Dr. Sanderson, I've been able to verify that my issue resides in the
inv() function (that I typically apply to small p x p matrices, where p
= 3 - 10).  In particular, the new version/algorithm induces numerical
instability.

This is a bit strange, as the underlying algorithm for inv() hasn't
changed.  For matrix sizes <= 4x4, a fast version is used (and has
been since the early days of Armadillo).  For sizes >= 5x5, Lapack is
used.

Can you provide an example matrix which provides different results
with the new Armadillo ?

btw, in the new Armadillo the solve() function now calls inv() for
matrix sizes <= 4x4.  Otherwise it uses Lapack.

 I've not yet tested that the results of the inv() computation are
generally accurate, only that they are not numerically robust
in comparison to 0.2.19.  I'm up against a deadline, so I switched
back to 0.2.19, which resolves my problem, for now, but will provide
a reproducible example when finished with my work.

That would be great -- as the issue affects you, it's likely to affect
other people.


Cheers,
Conrad

--
Dr Conrad Sanderson : Sr Research Scientist : NICTA : http://arma.sf.net/cs