[Rd] stats::fft produces inconsistent results

Ben Bolker bbo|ker @end|ng |rom gm@||@com
Wed Oct 20 03:27:29 CEST 2021

   This is a long shot, but here's a plausible scenario:

   as part of its pipeline, ravetools::mvfftw computes the mean of the 
input vector **and then centers it to a mean of zero** (intentionally or 

   because variables are passed to compiled code by reference (someone 
can feel free to correct my terminology), this means that the original 
vector in R now has a mean of zero

   the first element of fft() is mean(x)*length(x), so if mean(x) has 
been forced to zero, that would explain your issue.

   I don't know about the non-reproducibility part.

On 10/19/21 7:06 PM, Dipterix Wang wrote:
> Dear R-devel Team,
> I'm developing a neuroscience signal pipeline package in R (https://github.com/dipterix/ravetools) and I noticed a weird issue that failed my unit test.
> Basically I was trying to use `fftw3` library to implement fast multivariate fft function in C++. When I tried to compare my results with stats::fft, the test result showed the first element of **expected** (which was produced by stats::fft) was zero, which, I am pretty sure, is wrong, and I can confirm that my function produces correct results.
> However, somehow I couldn’t reproduce this issue on my personal computer (osx, M1, R4.1.1), the error simply went away.
> The catch is my function produced consistent and correct results but stats::fft was not. This does not mean `stats::fft` has bugs. Instead, I suspect there could be some weird interactions between my code and stats::fft at C/C++ level, but I couldn’t figure it out why.
> +++ Details:
> Here’s the code I used for the test:
> https://github.com/dipterix/ravetools/blob/4dc35d64763304aff869d92dddad38a7f2b30637/tests/testthat/test-fftw.R#L33-L41
> ————————Test code————————
> set.seed(1)
> x <- rnorm(1000)
> dim(x) <- c(100,10)
> a <- ravetools:::mvfftw_r2c(x, 0)
> c <- apply(x, 2, stats::fft)[1:51,]
> expect_equal(a, c)
> ————————————————————————
> Here are the tests that gave me the errors:
> The test logs on win-builder
> https://win-builder.r-project.org/07586ios8AbL/00check.log
> Test logs on GitHub
> https://github.com/dipterix/ravetools/runs/3944874310?check_suite_focus=true
> —————————————— Failed tests ——————————————
>   -- Failure (test-fftw.R:41:3): mvfftw_r2c --------------------------------------
>   `a` (`actual`) not equal to `c` (`expected`).
>   actual vs expected
>                                       [,1]                    [,2]                  [,3]                  [,4]                    ...
>   - actual[1, ]     10.8887367+ 0.0000000i  -3.7808077+ 0.0000000i   2.967354+ 0.000000i   5.160186+ 0.000000i ...
>   + expected[1, ]    0.0000000+ 0.0000000i  -3.7808077+ 0.0000000i   2.967354+ 0.000000i   5.160186+ 0.000000i...
> ————————————————————————
> The first columns are different, `actual` is the results I produced via `ravetools:::mvfftw_r2c`, and `expected` was produced by `stats::fft`
> Any help or attention is very much appreciated.
> Thanks,
> - Zhengjia
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> https://stat.ethz.ch/mailman/listinfo/r-devel

Dr. Benjamin Bolker
Professor, Mathematics & Statistics and Biology, McMaster University
Director, School of Computational Science and Engineering
Graduate chair, Mathematics & Statistics

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