Hi All, When addressing an error in one of my packages in the CRAN check at CRAN, I found something strange which, I believe, is unrelated to my package. I am not sure whether it is a bug or a known issue. Therefore, I would like to have advice from experts here.
The error at CRAN check occurred in a test, and only on R-devel with MKL. No issues on all other platforms. The test compares two sets of random numbers, supposed to be identical because generated from the same seed. However, when I tried that in R-devel (2023-08-15 r84957) on Ubuntu 22.04.3 LTS, linked to MKL (2023.2.0), I found that this is not the case in one situation. I don't know why but somehow only one particular set of means and covariance matrix, among many others in the code, led to that problem. Please find below the code to reproduce the means and the covariance matrix (pardon me for the long code): mu0 <- structure(c(0.52252416853188655, 0.39883382931927774, 1.6296642535174521, 2.9045763671121816, -0.19816874840500939, 0.42610841566522556, 0.30155498531316366, 1.0339601619394503, 3.4125587827873192, 13.125481598475405, 19.275480386183503, 658.94225353462195, 1.0997193726987393, 9.9980286642877214, 6.4947188998602092, -12.952617780813679, 8.4991882784024799, 106.82209520278377, 0.19623712449219838), class = c("numeric")) sigma0 <- structure(c(0.0047010182215945009, 1.4688424622163808e-17, -2.5269697696885822e-17, -1.2451516929358655e-18, 3.6553475725253408e-19, 3.2092363914356227e-19, -2.6341938382508503e-18, 8.6439582878287556e-19, -1.295240602054123e-17, 1.1154057497258702e-18, -8.2407621704807367e-33, -1.0891686096304908e-15, -2.6800671450262819e-18, -0.00092251429799113333, -1.4833018148344697e-16, 2.2888892242132203e-16, -3.5128615476876035e-18, 2.8004770623734002e-33, 2.0818099301348832e-34, 1.294907062174661e-17, 0.012788608283099183, 1.5603789410838518e-15, 1.0425182851251724e-16, 2.758318745465066e-17, -9.7047963858148572e-18, -7.4685438142667792e-17, -1.9426723638193857e-17, -7.8775307262071738e-17, -4.0773523140359949e-17, 4.1212975037936416e-18, -1.199934828824835e-14, 2.301740948367742e-17, -2.5410883836579325e-18, -0.129172198695584, -1.9922957470809647e-14, 1.7077690739402761e-16, 1.663702957392817e-30, 5.5362608501514495e-32, -2.5575000656645995e-17, 7.3879960338026333e-16, 0.052246980157830372, -0.007670030643844231, -1.5468402204507243e-17, 1.0518757786432683e-17, 2.9992131812421253e-16, 1.6588830885081527e-17, -8.3276045185697992e-16, -3.3713008849128695e-15, 1.5823980389961169e-17, 2.2243227896948194e-15, -3.2071920299461956e-17, 5.0187645877462975e-18, -7.4622951185527265e-15, -0.44701112744184102, -1.854066605407503e-16, -5.2511356793649759e-30, -6.7993385117653912e-32, -1.5343740968067595e-18, -3.6785921616583949e-17, 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-5.6584069489838701e-20, 1.6491214275041756e-19, 6.3584544371811611e-22, 4.4921015596154276e-33, -3.1054789027110318e-31, -1.1913370661394943e-30, 3.0677051354054613e-33, 5.8136140932799355e-30, -4.0289214710854143e-33, 6.392220812489477e-19, 6.2007829741095621e-17, 1.0190707777780152e-17, 9.6388161040420896e-18, -4.3748284667364627e-18, 0.0054985968634936964), dim = c(19L, 19L), class = c("matrix")) If I run the following several times, given that the same seed is used, I expect the numbers generated are the same: set.seed(1234) MASS::mvrnorm(n = 5, mu = mu0, Sigma = sigma0)[1, 1:5] However, this is not the case: > set.seed(1234) > MASS::mvrnorm(n = 5, mu = mu0, Sigma = sigma0)[1, 1:5] [1] 0.4851605 0.5704446 1.6873036 2.7645014 -0.2020908 > set.seed(1234) > MASS::mvrnorm(n = 5, mu = mu0, Sigma = sigma0)[1, 1:5] [1] 0.4851605 0.5704446 1.6872818 2.7644787 -0.2023346 > set.seed(1234) > MASS::mvrnorm(n = 5, mu = mu0, Sigma = sigma0)[1, 1:5] [1] 0.4851605 0.5704446 1.6872818 2.7644787 -0.2023346 > set.seed(1234) > MASS::mvrnorm(n = 5, mu = mu0, Sigma = sigma0)[1, 1:5] [1] 0.4851605 0.5704446 1.6873036 2.7645014 -0.2020908 It seems that the numbers in some columns alternate between two versions. I understand that MKL can yield random numbers different from those generated in the "standard R", due to the output of eigen() used in MASS::mvrnorm(). However, should the numbers generated identical if the same seed is used? This is the sessionInfo() output. I used a fresh installation of Ubuntu, installed MKL, and then compiled R-devel. > sessionInfo() R Under development (unstable) (2023-08-15 r84957) Platform: x86_64-pc-linux-gnu Running under: Ubuntu 22.04.3 LTS Matrix products: default BLAS/LAPACK: /opt/intel/oneapi/mkl/2023.2.0/lib/intel64/libmkl_rt.so.2; LAPACK version 3.10.1 locale: [1] LC_CTYPE=en_US.UTF-8 LC_NUMERIC=C [3] LC_TIME=en_US.UTF-8 LC_COLLATE=en_US.UTF-8 [5] LC_MONETARY=en_US.UTF-8 LC_MESSAGES=en_US.UTF-8 [7] LC_PAPER=en_US.UTF-8 LC_NAME=C [9] LC_ADDRESS=C LC_TELEPHONE=C [11] LC_MEASUREMENT=en_US.UTF-8 LC_IDENTIFICATION=C time zone: Asia/Shanghai tzcode source: system (glibc) attached base packages: [1] stats graphics grDevices utils datasets methods base loaded via a namespace (and not attached): [1] MASS_7.3-60.1 compiler_4.4.0 I cannot create the same MKL R-devel machine used in CRAN checks. Therefore, I am not 100% certain whether the cause of the error is the same. Nevertheless, this phenomenon, non-identical random numbers generated even with the same seed, can explain the error I encountered. Regards, Shu Fai ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.