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
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