On Tue, Mar 10, 2015 at 10:33 AM, <josef.p...@gmail.com> wrote: > > I got a illegal value message using MKL on Windows 64 while running the > statsmodels test suite. > > Kevin is getting the same with more information, which indicates that it > might be numpy.linalg.svd > > https://github.com/statsmodels/statsmodels/issues/2308#issuecomment-78086656 > > Is this serious? > > I'm just setting up a new computer and haven't investigated yet. > Given the name of the test class, this might be a warning for an inf or > nan, then it would be our problem in statsmodels > > What version of Numpy? Does this also happen if you aren't using MKL? The dlascl reference <http://www.netlib.org/lapack/explore-html/de/d3c/dlascl_8f.html> is here. It is possible that the problem being solved is numerically sensitive and that the treatment of underflow/overflow due to compiler flags might be producing zeros or infs.
Chuck
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