[Rd] Numerical instability in new R Windows development version
Duncan Murdoch
murdoch.duncan at gmail.com
Mon Jan 30 19:53:04 CET 2012
This did turn out to be a bug in the new toolchain, and Brian Ripley has
devised a patch and put together a new one. I've uploaded a new
Rtools215.exe, which should be available for download tomorrow, and
builds of R-patched and R-devel will soon use it. Everything takes a
while to propagate to the volunteers and systems that build binaries and
the mirrors, but we should all be up to date by the end of the week or so.
Thanks for the report!
Duncan Murdoch
On 27/01/2012 7:23 AM, Hans W Borchers wrote:
> I have a question concerning the new Windows toolchain for R>= 2.14.2.
> When trying out my package 'pracma' on the win-builder development version
> it will stop with the following error message:
>
> > f3<- function(x, y) sqrt((1 - (x^2 + y^2)) * (x^2 + y^2<= 1))
> > dblquad(f3, -1, 1, -1, 1) # 2.094395124 , i.e. 2/3*pi , err = 2e-8
> Warning in sqrt((1 - (x^2 + y^2)) * (x^2 + y^2<= 1)) : NaNs produced
> Warning in sqrt((1 - (x^2 + y^2)) * (x^2 + y^2<= 1)) : NaNs produced
> Error in integrate(function(y) f(x, y), ya, yb, subdivisions = subdivs, :
> non-finite function value
> Calls: dblquad ...
> <Anonymous> -> f -> do.call -> mapply -> <Anonymous> -> integrate
> Execution halted
> ** running examples for arch 'x64' ... ERROR
> Running examples in 'pracma-Ex.R' failed
>
> This probably means that the following expression got negative for some
> values x, y:
>
> (1 - (x^2 + y^2)) * (x^2 + y^2<= 1)
>
> It appears to be an often used trick in numerical analysis. One advantage is
> that a function using it is immediately vectorized while an expression such
> as, e.g., "max(0, 1 - (x^2 + y^2))" is not.
>
> The example runs fine on Debian Linux and Mac OS X 32-/64-bit architectures.
> In my understanding the approach is correct and, as said above, often used in
> numerical applications.
>
> Can someone explain to me why this fails for the Windows 64-bit compiler and
> what I should use instead. Thanks.
>
> Hans Werner Borchers
> ABB Corporate Research
>
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