No error on Windows 10, R.3.5.2 patched, Rblas compiled with OpenBLAS 0.20, Rlapack is base.
> 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$par, xhat, tol=0) [1] "Mean relative difference: 3.266165e-07" > all.equal(opt$objective, f(xhat), tol=0) [1] "Mean relative difference: 6.722005e-13" > abs( opt$objective - f(xhat) ) < 1e-4 [1] TRUE > sessionInfo() R version 3.5.2 Patched (2018-12-26 r75909) Platform: x86_64-w64-mingw32/x64 (64-bit) Running under: Windows >= 8 x64 (build 9200) Matrix products: default locale: [1] LC_COLLATE=English_United States.1252 LC_CTYPE=English_United States.1252 [3] LC_MONETARY=English_United States.1252 LC_NUMERIC=C [5] LC_TIME=English_United States.1252 attached base packages: [1] stats graphics grDevices utils datasets methods base loaded via a namespace (and not attached): [1] compiler_3.5.2 tools_3.5.2 yaml_2.2.0 On Fri, Feb 1, 2019 at 3:24 PM Rui Barradas <ruipbarra...@sapo.pt> wrote: > > Hello, > > R 3.5.2 on ubuntu 18.04. sessionInfo() at the end. > Works with me, same results, cannot reproduce the error. > > > f <- function(x) sum( log(diff(x)^2+.01) + (x[1]-1)^2 ) > opt <- nlminb(rep(0, 10), f, lower=-1, upper=3) > str(opt) > > xhat <- rep(1, 10) > all.equal(opt$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 > > > > ______________________________________________ > > 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 ______________________________________________ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel
