RE: [R] More precision problems in testing with Intel compilers
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* Samuelson 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
RE: [R] More precision problems in testing with Intel compilers
FrankSa == Samuelson, Frank* Samuelson 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
RE: [R] More precision problems in testing with Intel compilers
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* Samuelson 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 __ [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
RE: [R] More precision problems in testing with Intel compilers
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) ... __ [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