>>>>> Berend Hasselman
>>>>> on Fri, 1 Feb 2019 15:59:58 +0100 writes:
>> On 1 Feb 2019, at 10:00, Martin Maechler <maech...@stat.math.ethz.ch>
wrote:
>>
>> ........
>>>> sessionInfo()
>>> R version 3.5.2 (2018-12-20)
>>> Platform: x86_64-pc-linux-gnu (64-bit)
>>> Running under: Scientific Linux release 6.4 (Carbon)
>>
>>> Matrix products: default
>>> BLAS/LAPACK:
/zdata/groups/nfsopt/intel/2018update3/compilers_and_libraries_2018.3.222/linux/mkl/lib/intel64_lin/libmkl_gf_lp64.so
>>
>>> locale:
>>> [1] C
>>
>>> attached base packages:
>>> [1] stats graphics grDevices utils datasets methods base
>>
>>> loaded via a namespace (and not attached):
>>> [1] compiler_3.5.2
>>
>> So you us Intel's MKL library for BLAS/LAPACK ..
>>
>> I also use gcc 8.2 (on Fedora 28 Linux) and R's own BLAS/LAPACK
>> and don't see such problems:
>>
>> The code
>>
>> f <- function(x) sum( log(diff(x)^2+.01) + (x[1]-1)^2 )
>> opt <- nlminb(rep(0, 10), f, lower=-1, upper=3)
>> str(opt)
>> xhat <- rep(1, 10)
>> all.equal(opt$par, xhat, tol=0) # good: 5.53 e-7
>> all.equal(opt$objective, f(xhat), tol=0) # good: 1.8 e-12
>> abs( opt$objective - f(xhat) ) < 1e-4 ## Must be TRUE
>>
>> gives
>>
>>> f <- function(x) sum( log(diff(x)^2+.01) + (x[1]-1)^2 )
>>> opt <- nlminb(rep(0, 10), f, lower=-1, upper=3)
>>> str(opt)
>> List of 6
>> $ par : num [1:10] 1 1 1 1 1 ...
>> $ objective : num -41.4
>> $ convergence: int 0
>> $ iterations : int 66
>> $ evaluations: Named int [1:2] 96 830
>> ..- attr(*, "names")= chr [1:2] "function" "gradient"
>> $ message : chr "relative convergence (4)"
>>> xhat <- rep(1, 10)
>>> all.equal(opt$par, xhat, tol=0) # good: 5.53 e-7
>> [1] "Mean relative difference: 5.534757e-07"
>>> all.equal(opt$objective, f(xhat), tol=0) # good: 1.8 e-12
>> [1] "Mean relative difference: 1.816536e-12"
>>> abs( opt$objective - f(xhat) ) < 1e-4 ## Must be TRUE
>> [1] TRUE
>>>
>>
>> for me. Maybe others can quickly run the above 7 lines and report ?
>>
> Identical result on R 3.5.2 on macOS 10.14.3 with the CRAN version of R.
> Berend Hasselman
Thank you, Berend, and Ralf (with gcc 6.2 and OpenBLAS),
for your reports.
In the mean time I also had tried Windows 32bit and 64bit, today's
R-devel version from CRAN (on a Terminal server) and also got
identical results for 64 bit and astonishingly even a bit more
accuracy for the 32 bit version.
So far, Kasper's platform is the only one where there's been a
problem, but I think it would be good to see/hear more here,
notably for people with optimized non-default BLAS/LAPACK or
system libraries...
>> Maybe there's something else unusual with your Linux
>> distribution's libraries?
>>
>> I'm not an expert on these compiler flags; have you seen what
>> the R-admin manual
>> https://cran.r-project.org/doc/manuals/R-admin.html#Linux
>> says about them?
>>
>> Best,
>> Martin
>>
>> ______________________________________________
>> R-devel@r-project.org mailing list
>> https://stat.ethz.ch/mailman/listinfo/r-devel
______________________________________________
R-devel@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-devel
