Thanks to all who answered my third question. I learned something, but:
On 2017-02-09 17:44, Martin Maechler wrote:
On 9 Feb 2017, at 16:00, Göran Broström <goran.brost...@umu.se> wrote:
In my package 'glmmML' I'm using old C code and linpack in the optimizing
procedure. Specifically, one part of the code looks like this:
F77_CALL(dpoco)(*hessian, &bdim, &bdim, &rcond, work, info);
if (*info == 0){
F77_CALL(dpodi)(*hessian, &bdim, &bdim, det, &job);
........
This usually works OK, but with an ill-conditioned data set (from a user of
glmmML) it happened that the hessian was all nan. However, dpoco returned *info
= 0 (no error!) and then the call to dpodi hanged R!
I googled for C and nan and found a work-around: Change 'if ...' to
if (*info == 0 & (hessian[0][0] == hessian[0][0])){
which works as a test of hessian[0][0] (not) being NaN.
I'm using the .C interface for calling C code.
Any thoughts on how to best handle the situation? Is this a bug in dpoco? Is
there a simple way to test for any NaNs in a vector?
You should/could use macro R_FINITE to test each entry of the hessian.
In package nleqslv I test for a "correct" jacobian like this in file nleqslv.c
in function fcnjac:
for (j = 0; j < *n; j++)
for (i = 0; i < *n; i++) {
if( !R_FINITE(REAL(sexp_fjac)[(*n)*j + i]) )
error("non-finite value(s) returned by jacobian
(row=%d,col=%d)",i+1,j+1);
rjac[(*ldr)*j + i] = REAL(sexp_fjac)[(*n)*j + i];
}
A minor hint on that: While REAL(.) (or INTEGER(.) ...) is really cheap in
the R sources themselves, that is not the case in package code.
Hence, not only nicer to read but even faster is
double *fj = REAL(sexp_fjac);
for (j = 0; j < *n; j++)
for (i = 0; i < *n; i++) {
if( !R_FINITE(fj[(*n)*j + i]) )
error("non-finite value(s) returned by jacobian
(row=%d,col=%d)",i+1,j+1);
rjac[(*ldr)*j + i] = fj[(*n)*j + i];
}
[...]
isn't this even easier to read (and correct?):
for (j = 0; j < n*; j++)
for (i = 0; i < n*; i++){
if ( !R_FINITE(hessian[i][j]) ) error("blah...")
}
? In .C land, that is. (And sure, I'm afraid of ±Inf in this context.)
Thanks again, Göran
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