Thank you, Brad (and others),
> Brad Bell on Mon, 4 Feb 2019 07:21:18 -0700 writes:
> I get the failure message. To be specific:
adcomp.git> R CMD BATCH --quiet test_nlminb.R
adcomp.git> cat test_nlminb.Rout
>> 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
> [1] FALSE
ok... [I gave a version of the above which reveals a bit more ...]
> My system is described by:
adcomp.git> uname -a
> Linux localhost.localdomain 4.17.7-200.fc28.x86_64 #1 SMP Tue Jul 17
16:28:31 UTC 2018 x86_64 x86_64
> x86_64 GNU/Linux
That (uname -a) is almost only a description of your kernel + hardware
(including of where the kernel was possibly built), and by the
way, almost equivalent to R's
Sys.info()
In your case, I guess Fedora 28 Linux (which I also use, ..),
but we'd like a bit more information, notably sessionInfo()
> My version of R is described by:
> Source : R-3.5.2-2.fc28.src.rpm
The above also is not so informative.
I assume it means this is /usr/bin/R you got as a regular Fedora
package, and the above would actually by one of the output lines
of
dnf inst /usr/bin/R
Indeed, now when I also try Fedora 28's /usr/bin/R,
I do see the same problem
... and it is *also* *not* using R's own BLAS + LAPACK, but the
OpenBLAS BLAS+LAPACK combination that comes with Fedora's R,
/usr/lib64/R/lib/libRblas.so :
> R.home()
[1] "/usr/lib64/R"
> 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] 0.797 0.303 0.285 0.271 0.258 ...
$ objective : num -37.7
$ convergence: int 1
$ iterations : int 150
$ evaluations: Named int [1:2] 155 1611
..- attr(*, "names")= chr [1:2] "function" "gradient"
$ message: chr "iteration limit reached without convergence (10)"
> xhat <- rep(1, 10) # 64b Lnx/Win: -- 32bit even better
> all.equal(opt$par, xhat, tol=0) # good: 5.53 e-7
[1] "Mean relative difference: 2.233284"
> all.equal(opt$objective, f(xhat), tol=0) # good: 1.8 e-12
[1] "Mean relative difference: 0.0979214"
> print(abs(opt$objective- f(xhat) )) < 1e-4 # see 7.53 e-11 [Must be TRUE]
[1] 3.696533
[1] FALSE
> sessionInfo()
R version 3.5.2 (2018-12-20)
Platform: x86_64-redhat-linux-gnu (64-bit)
Running under: Fedora 28 (Twenty Eight)
Matrix products: default
BLAS/LAPACK: /usr/lib64/R/lib/libRblas.so
locale:
[1] LC_CTYPE=de_CH.UTF-8 LC_NUMERIC=C
[3] LC_TIME=en_US.UTF-8LC_COLLATE=de_CH.UTF-8
[5] LC_MONETARY=en_US.UTF-8LC_MESSAGES=de_CH.UTF-8
[7] LC_PAPER=de_CH.UTF-8 LC_NAME=C
[9] LC_ADDRESS=C LC_TELEPHONE=C
[11] LC_MEASUREMENT=de_CH.UTF-8 LC_IDENTIFICATION=C
attached base packages:
[1] graphics grDevices datasets stats utils methods base
other attached packages:
[1] fortunes_1.5-4 sfsmisc_1.1-3
loaded via a namespace (and not attached):
[1] compiler_3.5.2 tools_3.5.2
>
-
And indeed BLAS/LAPACK is /usr/lib64/R/lib/libRblas.so
and that is described as
$ dnf info /usr/lib64/R/lib/libRblas.so
Updating repositories.
Last metadata expiration check: 0:08:10 ago on Wed 06 Feb 2019 09:31:40 AM CET.
Installed Packages
Name : openblas-Rblas
Version : 0.3.5
Release : 1.fc28
Arch : x86_64
Size : 39 M
Source : openblas-0.3.5-1.fc28.src.rpm
Repo : @System
>From repo: updates
Summary : A version of OpenBLAS for R to use as libRblas
URL : https://github.com/xianyi/OpenBLAS/
License : BSD
Description :
: OpenBLAS is an optimized BLAS library based on GotoBLAS2 1.13 BSD
: version. The project is supported by the Lab of Parallel
Software and
: Computational Science, ISCAS. http://www.rdcps.ac.cn
---
I summarize what has been reported till:
Failure in these cases
1. Kasper K ("Scientific Linux", self compiled R, using Intel's MKL
for BLAS/LAPACK)
2. (By Bill Dunlap): Microsoft R Open (MRO) 3.4.2, also using
MKL with 12 cores
3. (By Brad Bell) : R 3.5.2 Fedora 28 (x86_64) pkg, OpenBLAS(?)
4. (by MM) : R 3.5.2 Fedora 28 (x86_64) pkg, BLAS+Lapack = OpenBLAS
Success
===
- (by MM) : R-devel, R 3.5.2 patched on FC28, *self compiled* gcc 8.2,
using R's BLAS/Lapack
- (by Ralf Stubner): R 3.5.2 from Debian Stable (gcc 6.2) + OpenBLAS
- (by Berend H.) : R 3.5.2 [from CRAN] on macOS 10.14.3 (BLAS/Lapack ??)
- (by MM) : R-devel & R 3.5.2 (from CRAN) on Windows 32-bit & 64-b
- (by Rui Barradas): R 3.5.2 on ubuntu 18.04.1, BLAS/Lapack separate,
/usr/lib/..
- (by Oliver Dechant)R 3.5.2 on Deb
