[Rd] can this happen?

Peter Dalgaard BSA p.dalgaard@biostat.ku.dk
Wed Dec 4 18:24:05 2002

Thomas Lumley <tlumley@u.washington.edu> writes:

> This is basically a question about where to start looking for a problem.
> I have a program that gives slightly different results on two Windows
> computers.   It is a reasonably complicated numerical optimisation, with
> iterative calls to optim().
> The two computers both run Windows 2000. On each computer I get the same
> results in two different versions of R (1.5.1 and 1.6.0 on one, 1.5.1 and
> 1.6.1 on the other, the standard binaries), and the results are stable
> from run to run on each machine. There's nothing lurking in the workspace.
> One computer has a 2GHz Pentium 4 cpu, the other has a 0.75GHz Pentium 3.
> I think the problem is with the Pentium 4 machine, since it's giving
> occasional errors due to NaNs in internal parts of optim that I don't
> understand, but the fault could quite possibly be in my understanding. A
> good-quality dual Pentium 4 Linux system doesn't give these internal
> errors in optim and seems to give the same results as the Pentium 3
> machine (I haven't checked that they are all identical).

I believe that there's a lot of FP activity inside msvcrt.dll (if I
remember the name correctly) so if that isn't the same between the
machines, it might explain things.

   O__  ---- Peter Dalgaard             Blegdamsvej 3  
  c/ /'_ --- Dept. of Biostatistics     2200 Cph. N   
 (*) \(*) -- University of Copenhagen   Denmark      Ph: (+45) 35327918
~~~~~~~~~~ - (p.dalgaard@biostat.ku.dk)             FAX: (+45) 35327907