Hello,
R 3.5.2 on ubuntu 18.04. sessionInfo() at the end.
Works with me, same results, cannot reproduce the error.
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$par, xhat, tol=0) # good: 5.53 e-7
#[1] "Mean relative difference: 5.534757e-07"
all.equal(opt$objective, f(xhat), tol=0) # good: 1.8 e-12
#[1] "Mean relative difference: 1.816536e-12"
abs( opt$objective - f(xhat) ) < 1e-4 ## Must be TRUE
#[1] TRUE
Hope this helps,
Rui Barradas
sessionInfo()
R version 3.5.2 (2018-12-20)
Platform: x86_64-pc-linux-gnu (64-bit)
Running under: Ubuntu 18.04.1 LTS
Matrix products: default
BLAS: /usr/lib/x86_64-linux-gnu/blas/libblas.so.3.7.1
LAPACK: /usr/lib/x86_64-linux-gnu/lapack/liblapack.so.3.7.1
locale:
[1] LC_CTYPE=pt_PT.UTF-8 LC_NUMERIC=C
[3] LC_TIME=pt_PT.UTF-8 LC_COLLATE=pt_PT.UTF-8
[5] LC_MONETARY=pt_PT.UTF-8 LC_MESSAGES=pt_PT.UTF-8
[7] LC_PAPER=pt_PT.UTF-8 LC_NAME=C
[9] LC_ADDRESS=C LC_TELEPHONE=C
[11] LC_MEASUREMENT=pt_PT.UTF-8 LC_IDENTIFICATION=C
attached base packages:
[1] stats graphics grDevices utils datasets methods base
loaded via a namespace (and not attached):
[1] Rcpp_1.0.0 rstudioapi_0.8 bindr_0.1.1 magrittr_1.5
[5] tidyselect_0.2.5 munsell_0.5.0 colorspace_1.3-2 lattice_0.20-38
[9] R6_2.3.0 rlang_0.3.0.1 stringr_1.3.1 plyr_1.8.4
[13] dplyr_0.7.8 tools_3.5.2 grid_3.5.2 yaml_2.2.0
[17] assertthat_0.2.0 tibble_1.4.2 crayon_1.3.4 bindrcpp_0.2.2
[21] purrr_0.2.5 reshape2_1.4.3 glue_1.3.0 stringi_1.2.4
[25] compiler_3.5.2 pillar_1.3.1 scales_1.0.0 lubridate_1.7.4
[29] pkgconfig_2.0.2 zoo_1.8-4
Às 09:00 de 01/02/2019, Martin Maechler escreveu:
Kasper Kristensen via R-devel
on Mon, 28 Jan 2019 08:56:39 +0000 writes:
> I've noticed unstable behavior of nlminb on some Linux
> systems. The problem can be reproduced by compiling
> R-3.5.2 using gcc-8.2 and running the following snippet:
> f <- function(x) sum( log(diff(x)^2+.01) + (x[1]-1)^2 )
> opt <- nlminb(rep(0, 10), f, lower=-1, upper=3)
> xhat <- rep(1, 10)
> abs( opt$objective - f(xhat) ) < 1e-4 ## Must be TRUE
> The example works perfectly when removing the bounds. However, when
bounds are added the snippet returns 'FALSE'.
> An older R version (3.4.4), compiled using the same gcc-8.2, did not
have the problem. Between the two versions R has changed the flags to compile
Fortran sources:
> < SAFE_FFLAGS = -O2 -fomit-frame-pointer -ffloat-store
> ---
>> SAFE_FFLAGS = -O2 -fomit-frame-pointer -msse2 -mfpmath=sse
> Reverting to the old SAFE_FFLAGS 'solves' the problem.
>> 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 ?
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
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