All the systems I tried this on give the 'correct' answer, including
x86_64 Linux, FC5 (gcc 4.1.1) i686 Linux, FC5 ix86 Windows (both gcc 3.4.5 and gcc pre-4.3.0) Sparc Solaris, with gcc3, gcc4 and SunPro compilers. Mainly with R 2.5.0 beta, some with R-devel (where the code is unchanged).We have seen problems specific to RHEL's Fortran compilers on x86_64 several times before. I would strongly recommend compiler updates.
On Tue, 10 Apr 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 GilbertHmm, I don't get thatversion$version.string[1] "R version 2.5.0 beta (2007-04-10 r41105)"eigen(z, symmetric = FALSE, only.values = TRUE)$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+0.0000000iSys.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" Andversion$version.string[1] "R version 2.5.0 beta (2007-04-09 r41098)"eigen(z, symmetric = FALSE, only.values = TRUE)$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+0.0000000iSys.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?). 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@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@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel______________________________________________ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel
-- Brian D. Ripley, [EMAIL PROTECTED] Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595
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