Thanks for the help. What bothers me is that it works on most systems and does not work on some more 'exotic' systems -- though it should work everywhere however small the user chooses the tolerance (with some warnings, maybe).
I decided I will apply my own integration routines in this example as they appear to work more reliably. Hans Werner On Wed, Jul 17, 2013 at 7:37 PM, Martyn Plummer <plumm...@iarc.fr> wrote: > On Tue, 2013-07-16 at 13:55 +0200, Hans W Borchers wrote: >> I have been told by the CRAN administrators that the following code generated >> an error on 64-bit Fedora Linux (gcc, clang) and on Solaris machines (sparc, >> x86), but runs well on all other systems): >> >> > fn <- function(x, y) ifelse(x^2 + y^2 <= 1, 1 - x^2 - y^2, 0) >> >> > tol <- 1.5e-8 >> > fy <- function(x) integrate(function(y) fn(x, y), 0, 1, >> subdivisions = 300, rel.tol = tol)$value >> > Fy <- Vectorize(fy) >> >> > xa <- -1; xb <- 1 >> > Q <- integrate(Fy, xa, xb, >> subdivisions = 300, rel.tol = tol)$value >> >> Error in integrate(Fy, xa, xb, subdivisions = 300, rel.tol = tol) : >> roundoff error was detected >> >> Obviously, this realizes a double integration, split up into two >> 1-dimensional >> integrations, and the result shall be pi/4. I wonder what a 'roundoff error' >> means in this situation. >> >> In my package, this test worked well, w/o error or warnings, since July 2011, >> on Windows, Max OS X, and Ubuntu Linux. I have no chance to test it on one of >> the above mentioned systems. Of course, I can simply disable these tests, but >> I would not like to do so w/o good reason. >> >> If there is a connection to a bug fix to integrate(), with NEWS item >> >> "integrate() reverts to the pre-2.12.0 behaviour. (PR#15219)", >> >> then I do not understand what this pre-2.12.0 behavior really means. >> >> Thanks for any help or a hint to what shall be changed. > > You can see the bug report here: > > https://bugs.r-project.org/bugzilla3/show_bug.cgi?id=15219 > > It concerns the behaviour of integrate with a small error tolerance. > From 2.12.0 to 3.0.1 integrate was not working correctly with small > error tolerance values, in the sense that small values did not improve > accuracy and the accuracy was mis-reported. > > The tolerance in your example (1.5e-8) is considerably smaller than the > default (1.2e-4). My guess is that the rounding error always existed but > was not detected due to the bug. You might try a larger tolerance. I > have tested your example and increasing the tolerance to 1.5e-7 removes > the error. > > Martyn > > >> Hans W Borchers >> >> PS: >> This kind of tricky definition in function 'fn' has caused some discussion on >> this list in July 2009. I still think it should be allowed to proceed in this >> way. >> >> ______________________________________________ >> R-devel@r-project.org mailing list >> https://stat.ethz.ch/mailman/listinfo/r-devel > > ----------------------------------------------------------------------- > This message and its attachments are strictly confiden...{{dropped:8}} ______________________________________________ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel
