[Rd] eigen in beta
Paul Gilbert
pgilbert at bank-banque-canada.ca
Tue Apr 10 22:45:22 CEST 2007
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 of a polynomial determinant.
>>
>>
>> z <- t(matrix(c(
>> 0, 0, 0, 0, 0, 0, 0, 0, 0, -0.0064083373167516857,
>> -0.14786612501440565826, 0.368411802235074137,
>> 0, 0, 0, 0, 0, 0, 0, 0, 0, 0.0568624483195125444,
>> 0.08575928008564302762, -0.101993668348446601,
>> 0, 0, 0, 0, 0, 0, 0, 0, 0, 0.0039684327579889069,
>> -0.00002857482925046247, 0.202241897806646448,
>> 1, 0, 0, 0, 0, 0, 0, 0, 0, -0.0222834092601282285,
>> -0.09126708346036176145, 0.644249961695308682,
>> 0, 1, 0, 0, 0, 0, 0, 0, 0, -0.0032676036920228878,
>> 0.16985862929849462888, 0.057282326361118636,
>> 0, 0, 1, 0, 0, 0, 0, 0, 0, 0.0148488735227452068,
>> -0.06175528918915401677, 0.109566197834008949,
>> 0, 0, 0, 1, 0, 0, 0, 0, 0, -0.0392756265125193960,
>> 0.04921079262665441212, 0.078176878215115805,
>> 0, 0, 0, 0, 1, 0, 0, 0, 0, -0.0013937451966661973,
>> 0.02009823693764142133, -0.207228935136287512,
>> 0, 0, 0, 0, 0, 1, 0, 0, 0, 0.0273358858605219357,
>> 0.03830466468488327725, 0.224426004034737836,
>> 0, 0, 0, 0, 0, 0, 1, 0, 0, -0.1456426235151105919,
>> 0.28688029213315069388, 0.326933845656016908,
>> 0, 0, 0, 0, 0, 0, 0, 1, 0, 0.0164670122082246559,
>> -0.21966261349875662590, 0.036404179329694988,
>> 0, 0, 0, 0, 0, 0, 0, 0, 1, 0.0146156940584119890,
>> 0.07505490943478997090, 0.077660578370038813
>> ), 12, 12))
>>
>>
>> R-2.5.0 gives
>> > eigen(z, symmetric = FALSE, only.values = TRUE)$values
>> [1] 0.8465266+0.0000000i -0.0280087+0.6244992i -0.0280087-0.6244992i
>> [4] -0.2908409+0.5522274i -0.2908409-0.5522274i -0.6228929+0.0000000i
>> [7] 0.6177419+0.0000000i -0.5604582+0.1958709i -0.5604582-0.1958709i
>> [10] 0.1458799+0.4909300i 0.1458799-0.4909300i 0.3378356+0.0000000i
>>
>> R-2.4.1 and many, many previous versions gave
>> > eigen(z, symmetric = FALSE, only.values = TRUE)$values
>> [1] 0.8794798+0.0000000i -0.0280087+0.6244992i -0.0280087-0.6244992i
>> [4] -0.2908409+0.5522274i -0.2908409-0.5522274i -0.6228929+0.0000000i
>> [7] -0.5604582+0.1958709i -0.5604582-0.1958709i 0.5847887+0.0000000i
>> [10] 0.1458799+0.4909300i 0.1458799-0.4909300i 0.3378356+0.0000000i
>>
>> Sys.info()
>> sysname
>> release
>> "Linux"
>> "2.4.21-40.ELsmp"
>> version
>> nodename
>> "#1 SMP Thu Feb 2 22:13:55 EST 2006"
>> "mfa04559"
>> machine
>> "x86_64"
>> Paul Gilbert
>
> Hmm, I don't get that
>
>> version$version.string
>
> [1] "R version 2.5.0 beta (2007-04-10 r41105)"
>
>> eigen(z, symmetric = FALSE, only.values = TRUE)$values
>
> [1] 0.8794798+0.0000000i -0.0280087+0.6244992i -0.0280087-0.6244992i
> [4] -0.2908409+0.5522274i -0.2908409-0.5522274i -0.6228929+0.0000000i
> [7] -0.5604582+0.1958709i -0.5604582-0.1958709i 0.5847887+0.0000000i
> [10] 0.1458799+0.4909300i 0.1458799-0.4909300i 0.3378356+0.0000000i
>
>> Sys.info()
>
> sysname
> release "Linux"
> "2.6.20-1.2933.fc6"
> version nodename "#1 SMP Mon Mar 19
> 11:38:26 EDT 2007" "titmouse2.kubism.ku.dk"
> machine
> login
> "i686" "pd"
> user "pd"
>
>
> And
>
>> version$version.string
>
> [1] "R version 2.5.0 beta (2007-04-09 r41098)"
>
>> eigen(z, symmetric = FALSE, only.values = TRUE)$values
>
> [1] 0.8794798+0.0000000i -0.0280087+0.6244992i -0.0280087-0.6244992i
> [4] -0.2908409+0.5522274i -0.2908409-0.5522274i -0.6228929+0.0000000i
> [7] -0.5604582+0.1958709i -0.5604582-0.1958709i 0.5847887+0.0000000i
> [10] 0.1458799+0.4909300i 0.1458799-0.4909300i 0.3378356+0.0000000i
>
>> Sys.info()
>
> sysname
> release "Linux"
> "2.6.18.8-0.1-default"
> version nodename "#1 SMP Fri Mar 2
> 13:51:59 UTC 2007" "viggo"
> machine
> login
> "x86_64" "pd"
> user "pd"
>
>
> The latter should be the actual build used in the current beta tarball
> (which is what you used, right?).
Yes.
> version$version.string
[1] "R version 2.5.0 beta (2007-04-09 r41098)"
I didn't do anything special, just ./configure and make. I am just
rebuild and here is the configure output. (I can never find this
information if I don't save it. Where is it saved?)
R is now configured for x86_64-unknown-linux-gnu
Source directory: .
Installation directory: /usr/local
C compiler: gcc -std=gnu99 -g -O2
Fortran 77 compiler: g77 -g -O2
C++ compiler: g++ -g -O2
Fortran 90/95 compiler: g77 -g -O2
Obj-C compiler: -g -O2
Interfaces supported: X11, tcltk
External libraries: readline
Additional capabilities: PNG, JPEG, iconv, MBCS, NLS
Options enabled: shared BLAS, R profiling
Recommended packages: yes
configure: WARNING: you cannot build info or HTML versions of the R manuals
I suppose there are some more details about my configuration I need to
find somewhere.
Paul
>
> I would suspect one of the following:
>
> - RHEL compilers
> - over-optimizing compiler settings
> - system blas/lapack libraries
> - system glibc
>
> but Brian probably has more concrete information.
>
>> Prof Brian Ripley wrote:
>>
>>
>>
>>> 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 Gilbert wrote:
>>>
>>>
>>>
>>>> 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
>>>> ====================================================================================
>>>>
>>>>
>>>> La version française suit le texte anglais.
>>>>
>>>> ------------------------------------------------------------------------------------
>>>>
>>>>
>>>> This email may contain privileged and/or confidential
>>>> inform...{{dropped}}
>>>>
>>>> ______________________________________________
>>>> R-devel at r-project.org mailing list
>>>> https://stat.ethz.ch/mailman/listinfo/r-devel
>>>>
>>>>
>>>
>> ====================================================================================
>>
>>
>> La version française suit le texte anglais.
>>
>> ------------------------------------------------------------------------------------
>>
>>
>> This email may contain privileged and/or confidential
>> inform...{{dropped}}
>>
>> ______________________________________________
>> R-devel at r-project.org mailing list
>> https://stat.ethz.ch/mailman/listinfo/r-devel
>>
>
>
>
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