On Jun 19, 2013, at 15:58 , Berend Hasselman wrote:
>
> On 19-06-2013, at 14:17, peter dalgaard wrote:
>
>>
>>
>>
>> Thanks. I think I have it nailed down now. The culprit was indeed in our
>> reference BLAS (I had only checked the LAPACK code), cmplxblas.f to be
>> specific. Revision 530
On 19-06-2013, at 14:17, peter dalgaard wrote:
>
>
>
> Thanks. I think I have it nailed down now. The culprit was indeed in our
> reference BLAS (I had only checked the LAPACK code), cmplxblas.f to be
> specific. Revision 53001 had a number of IF statements being commented out,
> but two o
peter dalgaard gmail.com> writes:
>
>
...
>
> There could be compiler issues. It could also be that the internal LAPACK
uses a newer version than the
> external libs and a bug was introduced in between them.
Running:
N <- 100
jj <- matrix(0,N,N)
A <- exp(-0.1*(row(jj)-col(jj))^2)
min(eigen(A
On Jun 19, 2013, at 12:43 , Berend Hasselman wrote:
>
> On 19-06-2013, at 10:24, peter dalgaard wrote:
>
>>
>> On Jun 18, 2013, at 21:49 , peter dalgaard wrote:
>>
>>>
>>> On Jun 18, 2013, at 21:23 , Berend Hasselman wrote:
>>>
So it seems that the blocked algorithm is the cause
ct.org
Subject: Re: [Rd] eigen(symmetric=TRUE) for complex matrices
On some further digging, on the Lion machine, the problem seems absent from
builds against the veclib framework. I strongly suspect that the issue is the
same as PR#14964, which also affects Hermitian matrices of dimension 33x
On 19-06-2013, at 10:24, peter dalgaard wrote:
>
> On Jun 18, 2013, at 21:49 , peter dalgaard wrote:
>
>>
>> On Jun 18, 2013, at 21:23 , Berend Hasselman wrote:
>>
>>>
>>> So it seems that the blocked algorithm is the cause of the error and that
>>> using the (possibly slow) unblocked algo
On Jun 18, 2013, at 21:49 , peter dalgaard wrote:
>
> On Jun 18, 2013, at 21:23 , Berend Hasselman wrote:
>
>>
>> So it seems that the blocked algorithm is the cause of the error and that
>> using the (possibly slow) unblocked algorithm gives the correct result.
>
> Thanks Berend,
>
> The f
On Jun 18, 2013, at 21:23 , Berend Hasselman wrote:
>
> So it seems that the blocked algorithm is the cause of the error and that
> using the (possibly slow) unblocked algorithm gives the correct result.
Thanks Berend,
The finger seems to be pointing to the internal libRlapack/libRblas. The
On 18-06-2013, at 13:23, peter dalgaard wrote:
> On some further digging, on the Lion machine, the problem seems absent from
> builds against the veclib framework. I strongly suspect that the issue is the
> same as PR#14964, which also affects Hermitian matrices of dimension 33x33
> and above
1. OpenSuse 12.1 R compiled against ACML 5.3.1
> sessionInfo()
R version 3.0.1 RC (2013-05-08 r62723)
Platform: x86_64-unknown-linux-gnu (64-bit)
> A <- exp(-0.1*(row(jj)-col(jj))^2)
> min(eigen(A,T,T)$values)
[1] 2.521151e-10
> min(eigen(A+0i,T,T)$values)
[1] 2.
On 18-06-2013, at 09:57, peter dalgaard wrote:
>
> On Jun 18, 2013, at 03:30 , robin hankin wrote:
>
>> R-3.0.1 rev 62743, binary downloaded from CRAN just now; macosx 10.8.3
>>
>> Hello,
>>
>> eigen(symmetric=TRUE) behaves strangely when given complex matrices.
>>
>>
>> The following two
On 13-06-18 12:57 AM, peter dalgaard wrote:
Coercing A to a complex matrix should make no difference, but makes
>eigen() return the wrong answer:
>
>>min(eigen(A+0i,T,T)$values)
>[1] -0.359347
>>
>
>This is very, very wrong.
Yep. I see this also on 10.6/7 (Snow Leopard, Lion) and 3.0.x, but
On some further digging, on the Lion machine, the problem seems absent from
builds against the veclib framework. I strongly suspect that the issue is the
same as PR#14964, which also affects Hermitian matrices of dimension 33x33 and
above.
At smaller dimensions, a curious effect is visible:
>
On Jun 18, 2013, at 03:30 , robin hankin wrote:
> R-3.0.1 rev 62743, binary downloaded from CRAN just now; macosx 10.8.3
>
> Hello,
>
> eigen(symmetric=TRUE) behaves strangely when given complex matrices.
>
>
> The following two lines define 'A', a 100x100 (real) symmetric matrix
> which theo
R-3.0.1 rev 62743, binary downloaded from CRAN just now; macosx 10.8.3
Hello,
eigen(symmetric=TRUE) behaves strangely when given complex matrices.
The following two lines define 'A', a 100x100 (real) symmetric matrix
which theoretical considerations [Bochner's theorem] show to be positive
defin
> "DD" == Dan Davison <[EMAIL PROTECTED]>
> on Thu, 29 Nov 2007 11:34:18 + writes:
DD> from ?eigen
DD> symmetric: if 'TRUE', the matrix is assumed to be symmetric (or
DD> Hermitian if complex) and only its lower triangle is used. If
DD> 'symmetric' is not specified,
from ?eigen
symmetric: if 'TRUE', the matrix is assumed to be symmetric (or
Hermitian if complex) and only its lower triangle is used. If
'symmetric' is not specified, the matrix is inspected for
symmetry.
I think that could mislead a naive reader as it suggests tha
Paul Gilbert wrote:
> Peter Dalgaard wrote:
>
>
>> Well, there's make check-all...
>>
> Ok, this is what I should be running. It reports
>
> running tests of LAPACK-based functions
> make[3]: Entering directory `/home/mfa/gilp/toolchain/R/src/R-beta/tests'
> running code in 'lapa
Peter Dalgaard wrote:
> Well, there's make check-all...
Ok, this is what I should be running. It reports
running tests of LAPACK-based functions
make[3]: Entering directory `/home/mfa/gilp/toolchain/R/src/R-beta/tests'
running code in 'lapack.R' ...make[3]: *** [lapack.Rout] Error 1
make
Paul Gilbert wrote:
> Prof Brian Ripley wrote:
>
>> On Wed, 11 Apr 2007, Paul Gilbert wrote:
>>
>>> Hmmm. It is a bit disconcerting that make check passes and I can get
>>> a fairly seriously wrong answer. Perhaps this test could be added to
>>> make check.
>>>
>> Well, you have l
> "PaulG" == Paul Gilbert <[EMAIL PROTECTED]>
> on Wed, 11 Apr 2007 10:51:22 -0400 writes:
PaulG> Hmmm. It is a bit disconcerting that make check passes and I can
get a
PaulG> fairly seriously wrong answer. Perhaps this test could be added to
make
PaulG> check.
Yes.
Prof Brian Ripley wrote:
> On Wed, 11 Apr 2007, Paul Gilbert wrote:
>> Hmmm. It is a bit disconcerting that make check passes and I can get
>> a fairly seriously wrong answer. Perhaps this test could be added to
>> make check.
> Well, you have learnt something new about software engineering! 'm
On Wed, 11 Apr 2007, Paul Gilbert wrote:
Hmmm. It is a bit disconcerting that make check passes and I can get a
fairly seriously wrong answer. Perhaps this test could be added to make
check.
Well, you have learnt something new about software engineering! 'make
check' is supposed to test th
Hmmm. It is a bit disconcerting that make check passes and I can get a
fairly seriously wrong answer. Perhaps this test could be added to make
check. Whether or not the one answer is correct may be questionable, but
there is no question that
prod(eigen(z, symmetric = FALSE, only.values = TRU
I've also tried
on Redhat EL4(x86_64) [but with /usr/local/.. gcc/gfortran 4.1.1]
and FC6 (ix86 & x86_64)
and Ubuntu dapper (x86_64)
and never got the wrong results.
> "BDR" == Prof Brian Ripley <[EMAIL PROTECTED]>
> on Wed, 11 Apr 2007 07:43:38 +0100 (BST) write
All the systems I tried this on give the 'correct' answer, including
x86_64 Linux, FC5 (gcc 4.1.1)
i686 Linux, FC5
ix86 Windows (both gcc 3.4.5 and gcc pre-4.3.0)
Sparc Solaris, with gcc3, gcc4 and SunPro compilers.
Mainly with R 2.5.0 beta, some with R-devel (where the code is unchanged).
We h
Peter Dalgaard wrote:
> Paul Gilbert wrote:
>
>> Here is the example. Pehaps others could check on other platforms. It
>> is only the first eigenvalue that is different. I am relatively sure
>> the old values are correct, since I compare with an alternate
>> calculation using the expansion o
Paul Gilbert wrote:
> Here is the example. Pehaps others could check on other platforms. It is
> only the first eigenvalue that is different. I am relatively sure the
> old values are correct, since I compare with an alternate calculation
> using the expansion of a polynomial determinant.
>
>
>
Here is another check that R-2.4.1 is right. This should give 1.
prod(eigen(z, symmetric = FALSE, only.values = TRUE)$values ) *
prod(eigen(solve(z), symmetric = FALSE, only.values = TRUE)$values )
R-2.4.1 gives
[1] 1+0i
R-2.5.0 gives
[1] 1.01677-0i
Paul
Paul Gilbert wrote:
> Here is the exa
Here is the example. Pehaps others could check on other platforms. It is
only the first eigenvalue that is different. I am relatively sure the
old values are correct, since I compare with an alternate calculation
using the expansion of a polynomial determinant.
z <- t(matrix(c(
0, 0, 0, 0, 0
We are only aware of better behaviour from LAPACK 3.1 (which is what I
suppose you are talking about, that is R compiled with its internal
LAPACK).
But in at least one case that means finding a complex set of eigenvalues
where previously a real one was found.
On Tue, 10 Apr 2007, Paul Gilber
I am having some trouble with a case where eigen in R-beta gives a
different largest value than in previous versions of R. Other values
seem to be the same. Before I spend too much time, is anyone aware of a
problem (symmetric = FALSE, only.values = TRUE).
Paul Gilbert
==
> "BDR" == Prof Brian Ripley <[EMAIL PROTECTED]>
> on Mon, 19 Mar 2007 13:37:15 + (GMT) writes:
BDR> On Mon, 19 Mar 2007, Martin Maechler wrote:
>>> "Duncan" == Duncan Murdoch <[EMAIL PROTECTED]>
>>> on Mon, 19 Mar 2007 09:01:39 -0400 writes:
>>
Duncan>
On Mon, 19 Mar 2007, Martin Maechler wrote:
>> "Duncan" == Duncan Murdoch <[EMAIL PROTECTED]>
>> on Mon, 19 Mar 2007 09:01:39 -0400 writes:
>
>Duncan> On 3/19/2007 6:48 AM, Martin Maechler wrote:
>>>> "BDR" == Prof Brian Ripley <[EMAIL PROTECTED]>
>>>> on Sun, 18 Ma
On 3/19/2007 9:12 AM, Martin Maechler wrote:
>> "Duncan" == Duncan Murdoch <[EMAIL PROTECTED]>
>> on Mon, 19 Mar 2007 09:01:39 -0400 writes:
>
> Duncan> On 3/19/2007 6:48 AM, Martin Maechler wrote:
> >>> "BDR" == Prof Brian Ripley <[EMAIL PROTECTED]>
> >>> on Sun, 1
> "Duncan" == Duncan Murdoch <[EMAIL PROTECTED]>
> on Mon, 19 Mar 2007 09:01:39 -0400 writes:
Duncan> On 3/19/2007 6:48 AM, Martin Maechler wrote:
>>> "BDR" == Prof Brian Ripley <[EMAIL PROTECTED]>
>>> on Sun, 18 Mar 2007 06:51:58 + (GMT) writes:
>>
BDR
On 3/19/2007 6:48 AM, Martin Maechler wrote:
>> "BDR" == Prof Brian Ripley <[EMAIL PROTECTED]>
>> on Sun, 18 Mar 2007 06:51:58 + (GMT) writes:
>
> BDR> On Sat, 17 Mar 2007, Spencer Graves wrote:
> >> Hi, All:
> >> Attached please find a symmetric, indefinite matrix for
> "BDR" == Prof Brian Ripley <[EMAIL PROTECTED]>
> on Sun, 18 Mar 2007 06:51:58 + (GMT) writes:
BDR> On Sat, 17 Mar 2007, Spencer Graves wrote:
>> Hi, All:
>> Attached please find a symmetric, indefinite matrix for which
>> 'eigen(...)$vectors' included NAs:
>
On Sat, 17 Mar 2007, Spencer Graves wrote:
> Hi, All:
> Attached please find a symmetric, indefinite matrix for which
> 'eigen(...)$vectors' included NAs:
>> load("eigenBug.Rdata")
>> sum(is.na(eigen(eigenBug)$vectors))
> [1] 5670
>> sessioninfo()
> Error: could not find function "sessioninf
Hi, All:
Attached please find a symmetric, indefinite matrix for which
'eigen(...)$vectors' included NAs:
> load("eigenBug.Rdata")
> sum(is.na(eigen(eigenBug)$vectors))
[1] 5670
> sessioninfo()
Error: could not find function "sessioninfo"
> sessionInfo()
R version 2.4.1 (2006-12-18)
i386
> "BDR" == Prof Brian Ripley <[EMAIL PROTECTED]>
> on Tue, 10 Jan 2006 15:01:00 + (GMT) writes:
BDR> I haven't seen most of this thread, but this is a classic case of
passing
BDR> integers instead of doubles. And indeed
BDR> else if(is.numeric(x)) {
BDR> storage
Prof Brian Ripley <[EMAIL PROTECTED]> writes:
> I haven't seen most of this thread, but this is a classic case of
> passing integers instead of doubles. And indeed
>
> else if(is.numeric(x)) {
> storage.mode(x) <- "double"
>
> has been removed from eigen.R in R-devel in r36952. So t
I haven't seen most of this thread, but this is a classic case of passing
integers instead of doubles. And indeed
else if(is.numeric(x)) {
storage.mode(x) <- "double"
has been removed from eigen.R in R-devel in r36952. So that's the
culprit.
[BTW, x86 is not 64-bit, which is x86
On 10 Jan 2006, at 14:14, Peter Dalgaard wrote:
>
>>> Strange and semi-random results on SuSE 9.3 as well:
>>>
>>>
eigen(matrix(1:100,10,10))$values
>>> [1] 5.4e-311+ 0.0e+00i -2.5e-311+3.7e-311i -2.5e-311-3.7e-311i
>>> [4] 2.5e-312+ 0.0e+00i -2.4e-312+ 0.0e+00i 3.2e-317+ 0.0e+00i
>>>
Hin-Tak Leung <[EMAIL PROTECTED]> writes:
> Peter Dalgaard wrote:
> > Robin Hankin <[EMAIL PROTECTED]> writes:
> >
> >>Hi
> >>
> >>I am having difficulty with eigen() on R-devel_2006-01-05.tar.gz
> >>
> >>Specifically, in R-2.2.0 I get expected behaviour:
> >>
> >>
> >> > eigen(matrix(1:100,10,
Peter Dalgaard wrote:
> Robin Hankin <[EMAIL PROTECTED]> writes:
>
>
>>Hi
>>
>>I am having difficulty with eigen() on R-devel_2006-01-05.tar.gz
>>
>>Specifically, in R-2.2.0 I get expected behaviour:
>>
>>
>> > eigen(matrix(1:100,10,10),FALSE,TRUE)$values
>>[1] 5.208398e+02+0.00e+00i -1.5
Peter Dalgaard <[EMAIL PROTECTED]> writes:
> Robin Hankin <[EMAIL PROTECTED]> writes:
>
> > Hi
> >
> > I am having difficulty with eigen() on R-devel_2006-01-05.tar.gz
> >
> > Specifically, in R-2.2.0 I get expected behaviour:
> >
> >
> > > eigen(matrix(1:100,10,10),FALSE,TRUE)$values
> >
Robin Hankin <[EMAIL PROTECTED]> writes:
> Hi
>
> I am having difficulty with eigen() on R-devel_2006-01-05.tar.gz
>
> Specifically, in R-2.2.0 I get expected behaviour:
>
>
> > eigen(matrix(1:100,10,10),FALSE,TRUE)$values
> [1] 5.208398e+02+0.00e+00i -1.583980e+01+0.00e+00i
> [3]
Hi
I am having difficulty with eigen() on R-devel_2006-01-05.tar.gz
Specifically, in R-2.2.0 I get expected behaviour:
> eigen(matrix(1:100,10,10),FALSE,TRUE)$values
[1] 5.208398e+02+0.00e+00i -1.583980e+01+0.00e+00i
[3] -4.805412e-15+0.00e+00i 1.347691e-15+4.487511e-15i
[5]
On 31 July 2005 at 03:53, [EMAIL PROTECTED] wrote:
| Full_Name: P Kapat
| Version: 2.1.1 (2005-06-20)
| OS: GNU/Linux 2.6.8-2-386, Debian testing
| Submission from: (NULL) (65.24.56.41)
|
|
| Relevant Bugs Ids : 7987, 7989
|
| H is a 100x100 singular but symmetric matrix (a matrix defining the
Full_Name: P Kapat
Version: 2.1.1 (2005-06-20)
OS: GNU/Linux 2.6.8-2-386, Debian testing
Submission from: (NULL) (65.24.56.41)
Relevant Bugs Ids : 7987, 7989
H is a 100x100 singular but symmetric matrix (a matrix defining the
neighbourhood structure for a spatial data) available from..
http://ww
I would presume this is another manifestation of what I reported
(reproduced below) on 2003-12-01.
[EMAIL PROTECTED] wrote:
>Full_Name: cajo ter Braak
>Version: 2.1.1
>OS: Windows
>Submission from: (NULL) (137.224.10.105)
>
>
># I would like to attach the matrix C in the Rdata file; it is 50x50 a
I would presume this is another manifestation of what I reported
(reproduced below) on 2003-12-01.
[EMAIL PROTECTED] wrote:
>Full_Name: cajo ter Braak
>Version: 2.1.1
>OS: Windows
>Submission from: (NULL) (137.224.10.105)
>
>
># I would like to attach the matrix C in the Rdata file; it is 50x50 a
Full_Name: cajo ter Braak
Version: 2.1.1
OS: Windows
Submission from: (NULL) (137.224.10.105)
# I would like to attach the matrix C in the Rdata file; it is 50x50 and comes
from a geostatistical problem (spherical covariogram)
> rm(list=ls(all=TRUE))
> load(file= "test.eigen.Rdata")
> ls()
[1] "
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