RE: [R] More precision problems in testing with Intel compilers

2004-08-23 Thread Samuelson, Frank*
I've put up the test problems I had with 'alternate' compilers at
http://www.merrill-samuelson.com/tmp

One is the d-p-q-r test output, and one is the complete print-tests.Rout
file.

I also put up a couple of failures from the reg-tests-1 file.
Even if you don't change anything else, one of these _needs_ changing.
There's a == comparison from the output of 2 different glm calls that
fails because the operands differ by
1/2 unit of machine precision.  (I added some digits to the print 
statements for more info.)  I'd recommend an all.equal() here.

And last, all the < 100*.Machine$double.eps comparisons in nafns.R appear to
fail by a factor of about 2.5.  There are some examples with extra prints.

-Frank


-Original Message-
From: Martin Maechler [mailto:[EMAIL PROTECTED] 
Sent: Friday, August 20, 2004 6:39 PM
To: Samuelson, Frank*
Cc: '[EMAIL PROTECTED] '
Subject: RE: [R] More precision problems in testing with Intel compilers


>>>>> "FrankSa" == Samuelson, Frank* 
>>>>> on Thu, 19 Aug 2004 16:22:11 -0400 writes:

FrankSa> The Intel compiled version also fails the below test:

here you give the desired output.
What does your 'Intel compiled R' return instead?

>> ### Very big and very small
>> umach <- unlist(.Machine)[paste("double.x", c("min","max"), sep='')]
>> xmin <- umach[1]
>> xmax <- umach[2]
>> tx <- unique(outer(-1:1,c(.1,1e-3,1e-7)))# 7 values  (out of 9)
>> tx <- unique(sort(c(outer(umach,1+tx# 11 values  (out of 14)
>> tx <- tx[is.finite(tx)] #-- all kept
>> (txp <- tx[tx >= 1])#-- Positive exponent -- 4 values
 [1] 1.617924e+308 1.795895e+308 1.797693e+308 1.797693e+308
>> (txn <- tx[tx <1])#-- Negative exponent -- 7 values
[1] 2.002566e-308 2.222849e-308 2.225074e-308 2.225074e-308
2.225074e-308 2.227299e-308 2.447581e-308

FrankSa> Does anyone really care about being correct to 1
FrankSa> unit of machine precision?  If you do, you have a
FrankSa> bad algorithm.  ??

We have had these tests there for a long time now and haven't
heard of failures before..  so this is interesting.
DIG(7) makes us only look at 7 digits which is less than half machine
precision, but then there's cancellation of another 7 digits in
some of those above which gets in the region of machine precision,
(but still leaves a factor of ~= 45).

Can you upload the full print-test.Rout file somewhere?

Regards,
Martin


FrankSa> -Original Message-
FrankSa> From: Samuelson, Frank* [mailto:[EMAIL PROTECTED] 
FrankSa> Sent: Thursday, August 19, 2004 12:11 PM
FrankSa> To: '[EMAIL PROTECTED] '
FrankSa> Subject: [R] precision problems in testing with Intel compilers


FrankSa> I compiled the 1.9.1 src.rpm with the standard gnu tools and it
works.
FrankSa> I tried compiling the 1.9.1 src.rpm with the Intel 8 C and
FORTRAN
FrankSa> compilers and it bombs out during the testing phase:

FrankSa> comparing 'd-p-q-r-tests.Rout' to './d-p-q-r-tests.Rout.save'
...267c267
FrankSa> < df = 0.5[1] "Mean relative  difference: 5.001647e-10"
FrankSa> ---
>> df = 0.5[1] TRUE
FrankSa> make[3]: *** [d-p-q-r-tests.Rout] Error 1
FrankSa> make[3]: Leaving directory
`/usr/src/redhat/BUILD/R-1.9.1/tests'
FrankSa> make[2]: *** [test-Specific] Error 2
FrankSa> make[2]: Leaving directory
`/usr/src/redhat/BUILD/R-1.9.1/tests'
FrankSa> make[1]: *** [test-all-basics] Error 1
FrankSa> make[1]: Leaving directory
`/usr/src/redhat/BUILD/R-1.9.1/tests'
FrankSa> make: *** [check-all] Error 2
FrankSa> error: Bad exit status from /var/tmp/rpm-tmp.63044 (%build)
FrankSa> ...

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RE: [R] More precision problems in testing with Intel compilers

2004-08-20 Thread Vadim Ogranovich
For what it's worth. I had this very problem, i.e. the diff, this
morning (I reported it to r-devel). I was using gcc, but because my
$CFLAGS env variable was set to some value, the compilation flags were
different from the ones presumably used to produce the Rout. Once I
unset CFLAGS it worked w/o a hitch (thanks to Peter Dalgaard)

The compiler options that lead to the failure were (note that
optimization id turned off):
gcc -D__NO_MATH_INLINES -mieee-fp -DNO_PURE -Wchar-subscripts -Wformat
-Wimplicit -Wreturn-type -Wswitch -Wreorder -Wwrite-strings
-Woverloaded-virtual -Wshadow -Wno-ctor-dtor-privacy -m486 -fPIC
-DOSRELMAJOR=2 -DOSRELMINOR=4

> -Original Message-
> From: [EMAIL PROTECTED] 
> [mailto:[EMAIL PROTECTED] On Behalf Of Martin Maechler
> Sent: Friday, August 20, 2004 3:39 PM
> To: Samuelson, Frank*
> Cc: '[EMAIL PROTECTED] '
> Subject: RE: [R] More precision problems in testing with 
> Intel compilers
> 
> >>>>> "FrankSa" == Samuelson, Frank* 
> >>>>> on Thu, 19 Aug 2004 16:22:11 -0400 writes:
> 
> FrankSa> The Intel compiled version also fails the below test:
> 
> here you give the desired output.
> What does your 'Intel compiled R' return instead?
> 
> >> ### Very big and very small
> >> umach <- unlist(.Machine)[paste("double.x", 
> c("min","max"), sep='')]
> >> xmin <- umach[1]
> >> xmax <- umach[2]
> >> tx <- unique(outer(-1:1,c(.1,1e-3,1e-7)))# 7 values  (out of 9)
> >> tx <- unique(sort(c(outer(umach,1+tx# 11 values  
> (out of 14)
> >> tx <- tx[is.finite(tx)] #-- all kept
> >> (txp <- tx[tx >= 1])#-- Positive exponent -- 4 values
>  [1] 1.617924e+308 1.795895e+308 1.797693e+308 1.797693e+308
> >> (txn <- tx[tx <1])#-- Negative exponent -- 7 values
> [1] 2.002566e-308 2.222849e-308 2.225074e-308 
> 2.225074e-308 2.225074e-308 2.227299e-308 2.447581e-308
> 
> FrankSa> Does anyone really care about being correct to 1
> FrankSa> unit of machine precision?  If you do, you have a
> FrankSa> bad algorithm.  ??
> 
> We have had these tests there for a long time now and haven't 
> heard of failures before..  so this is interesting.
> DIG(7) makes us only look at 7 digits which is less than half 
> machine precision, but then there's cancellation of another 7 
> digits in some of those above which gets in the region of 
> machine precision, (but still leaves a factor of ~= 45).
> 
> Can you upload the full print-test.Rout file somewhere?
> 
> Regards,
> Martin
> 
> 
> FrankSa> -Original Message-
> FrankSa> From: Samuelson, Frank* [mailto:[EMAIL PROTECTED] 
> FrankSa> Sent: Thursday, August 19, 2004 12:11 PM
> FrankSa> To: '[EMAIL PROTECTED] '
> FrankSa> Subject: [R] precision problems in testing with 
> Intel compilers
> 
> 
> FrankSa> I compiled the 1.9.1 src.rpm with the standard 
> gnu tools and it works.
> FrankSa> I tried compiling the 1.9.1 src.rpm with the 
> Intel 8 C and FORTRAN
> FrankSa> compilers and it bombs out during the testing phase:
> 
> FrankSa> comparing 'd-p-q-r-tests.Rout' to 
> './d-p-q-r-tests.Rout.save' ...267c267
> FrankSa> < df = 0.5[1] "Mean relative  difference: 5.001647e-10"
> FrankSa> ---
> >> df = 0.5[1] TRUE
> FrankSa> make[3]: *** [d-p-q-r-tests.Rout] Error 1
> FrankSa> make[3]: Leaving directory 
> `/usr/src/redhat/BUILD/R-1.9.1/tests'
> FrankSa> make[2]: *** [test-Specific] Error 2
> FrankSa> make[2]: Leaving directory 
> `/usr/src/redhat/BUILD/R-1.9.1/tests'
> FrankSa> make[1]: *** [test-all-basics] Error 1
> FrankSa> make[1]: Leaving directory 
> `/usr/src/redhat/BUILD/R-1.9.1/tests'
> FrankSa> make: *** [check-all] Error 2
> FrankSa> error: Bad exit status from 
> /var/tmp/rpm-tmp.63044 (%build)
> FrankSa> ...
> 
> __
> [EMAIL PROTECTED] mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide! 
> http://www.R-project.org/posting-guide.html
>

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RE: [R] More precision problems in testing with Intel compilers

2004-08-20 Thread Martin Maechler
> "FrankSa" == Samuelson, Frank* 
> on Thu, 19 Aug 2004 16:22:11 -0400 writes:

FrankSa> The Intel compiled version also fails the below test:

here you give the desired output.
What does your 'Intel compiled R' return instead?

>> ### Very big and very small
>> umach <- unlist(.Machine)[paste("double.x", c("min","max"), sep='')]
>> xmin <- umach[1]
>> xmax <- umach[2]
>> tx <- unique(outer(-1:1,c(.1,1e-3,1e-7)))# 7 values  (out of 9)
>> tx <- unique(sort(c(outer(umach,1+tx# 11 values  (out of 14)
>> tx <- tx[is.finite(tx)] #-- all kept
>> (txp <- tx[tx >= 1])#-- Positive exponent -- 4 values
 [1] 1.617924e+308 1.795895e+308 1.797693e+308 1.797693e+308
>> (txn <- tx[tx <1])#-- Negative exponent -- 7 values
[1] 2.002566e-308 2.222849e-308 2.225074e-308 2.225074e-308 2.225074e-308 
2.227299e-308 2.447581e-308

FrankSa> Does anyone really care about being correct to 1
FrankSa> unit of machine precision?  If you do, you have a
FrankSa> bad algorithm.  ??

We have had these tests there for a long time now and haven't
heard of failures before..  so this is interesting.
DIG(7) makes us only look at 7 digits which is less than half machine
precision, but then there's cancellation of another 7 digits in
some of those above which gets in the region of machine precision,
(but still leaves a factor of ~= 45).

Can you upload the full print-test.Rout file somewhere?

Regards,
Martin


FrankSa> -Original Message-
FrankSa> From: Samuelson, Frank* [mailto:[EMAIL PROTECTED] 
FrankSa> Sent: Thursday, August 19, 2004 12:11 PM
FrankSa> To: '[EMAIL PROTECTED] '
FrankSa> Subject: [R] precision problems in testing with Intel compilers


FrankSa> I compiled the 1.9.1 src.rpm with the standard gnu tools and it works.
FrankSa> I tried compiling the 1.9.1 src.rpm with the Intel 8 C and FORTRAN
FrankSa> compilers and it bombs out during the testing phase:

FrankSa> comparing 'd-p-q-r-tests.Rout' to './d-p-q-r-tests.Rout.save' ...267c267
FrankSa> < df = 0.5[1] "Mean relative  difference: 5.001647e-10"
FrankSa> ---
>> df = 0.5[1] TRUE
FrankSa> make[3]: *** [d-p-q-r-tests.Rout] Error 1
FrankSa> make[3]: Leaving directory `/usr/src/redhat/BUILD/R-1.9.1/tests'
FrankSa> make[2]: *** [test-Specific] Error 2
FrankSa> make[2]: Leaving directory `/usr/src/redhat/BUILD/R-1.9.1/tests'
FrankSa> make[1]: *** [test-all-basics] Error 1
FrankSa> make[1]: Leaving directory `/usr/src/redhat/BUILD/R-1.9.1/tests'
FrankSa> make: *** [check-all] Error 2
FrankSa> error: Bad exit status from /var/tmp/rpm-tmp.63044 (%build)
FrankSa> ...

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RE: [R] More precision problems in testing with Intel compilers

2004-08-19 Thread Samuelson, Frank*
The Intel compiled version also fails the below test:

> ### Very big and very small
> umach <- unlist(.Machine)[paste("double.x", c("min","max"), sep='')]
> xmin <- umach[1]
> xmax <- umach[2]
> tx <- unique(outer(-1:1,c(.1,1e-3,1e-7)))# 7 values  (out of 9)
> tx <- unique(sort(c(outer(umach,1+tx# 11 values  (out of 14)
> tx <- tx[is.finite(tx)] #-- all kept
> (txp <- tx[tx >= 1])#-- Positive exponent -- 4 values
[1] 1.617924e+308 1.795895e+308 1.797693e+308 1.797693e+308
> (txn <- tx[tx <1])#-- Negative exponent -- 7 values
[1] 2.002566e-308 2.222849e-308 2.225074e-308 2.225074e-308 2.225074e-308
2.227299e-308 2.447581e-308


Does anyone really care about being correct to 1 unit of machine precision?
If you do, you have a bad algorithm.



-Original Message-
From: Samuelson, Frank* [mailto:[EMAIL PROTECTED] 
Sent: Thursday, August 19, 2004 12:11 PM
To: '[EMAIL PROTECTED] '
Subject: [R] precision problems in testing with Intel compilers


I compiled the 1.9.1 src.rpm with the standard gnu tools and it works.
I tried compiling the 1.9.1 src.rpm with the Intel 8 C and FORTRAN
compilers and it bombs out during the testing phase:

comparing 'd-p-q-r-tests.Rout' to './d-p-q-r-tests.Rout.save' ...267c267
< df = 0.5[1] "Mean relative  difference: 5.001647e-10"
---
> df = 0.5[1] TRUE
make[3]: *** [d-p-q-r-tests.Rout] Error 1
make[3]: Leaving directory `/usr/src/redhat/BUILD/R-1.9.1/tests'
make[2]: *** [test-Specific] Error 2
make[2]: Leaving directory `/usr/src/redhat/BUILD/R-1.9.1/tests'
make[1]: *** [test-all-basics] Error 1
make[1]: Leaving directory `/usr/src/redhat/BUILD/R-1.9.1/tests'
make: *** [check-all] Error 2
error: Bad exit status from /var/tmp/rpm-tmp.63044 (%build)
...

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