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

5 messages · Conrad Sand, Baptiste Auguie, Savitsky, Terrance

Baptiste Auguie
# 
Thanks so much, Conrad!

Best regards,

Baptiste
On 31 May 2011 23:37, Conrad Sand <conradsand.rcpp at gmail.com> wrote:
5 days later
Conrad Sand
# 
Hi Baptise & Terrance,

I've fixed several issues in Armadillo and released an updated version
(1.99.4).  Dirk has wrapped it up in RcppArmadillo 0.2.22, which
should be hitting the mirrors soon.

Could you try your code again and let me know if you encounter any problems ?

With regards,
Conrad
On 1 June 2011 05:58, baptiste auguie <baptiste.auguie at googlemail.com> wrote:
Baptiste Auguie
# 
Hi Conrad, all,

Thanks for the fixes and fast release. I have just tested
RcppArmadillo_0.2.22 on my code and it works fine.

Best regards,

baptiste
On 7 June 2011 03:52, Conrad Sand <conradsand.rcpp at gmail.com> wrote:
Savitsky, Terrance
# 
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.  When the error event does occur, however, successive runs will all error out unless I re-load the library which re-sets the random seed.  I built a multivariate Gaussian random number generator that uses arma structures in which I use randn() that is where the error manifests. 

Terrance   

-----Original Message-----
From: Conrad Sand [mailto:conradsand.rcpp at gmail.com] 
Sent: Monday, June 06, 2011 8:53 AM
To: baptiste auguie
Cc: Savitsky, Terrance; rcpp-devel at r-forge.wu-wien.ac.at
Subject: Re: [Rcpp-devel] trans() changed in latest RcppArmadillo

Hi Baptise & Terrance,

I've fixed several issues in Armadillo and released an updated version
(1.99.4).  Dirk has wrapped it up in RcppArmadillo 0.2.22, which
should be hitting the mirrors soon.

Could you try your code again and let me know if you encounter any problems ?

With regards,
Conrad
On 1 June 2011 05:58, baptiste auguie <baptiste.auguie at googlemail.com> wrote:
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Conrad Sand
# 
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: