Re: [Rcpp-devel] R & RcppArmadillo decomposition disagreement

2013-05-31 Thread Dirk Eddelbuettel
On 31 May 2013 at 16:35, Colin Rundel wrote: | I think that I've actually found the issue, the liblapack.so and libblas.so installed in my /usr/lib/R/lib/ were actually from the revolution-mkl package and not from r-base-core. Once I purged that package everything seems to be working. Not sure

Re: [Rcpp-devel] R & RcppArmadillo decomposition disagreement

2013-05-31 Thread Colin Rundel
I think that I've actually found the issue, the liblapack.so and libblas.so installed in my /usr/lib/R/lib/ were actually from the revolution-mkl package and not from r-base-core. Once I purged that package everything seems to be working. Not sure what criteria the g++ linker was using to chose

Re: [Rcpp-devel] R & RcppArmadillo decomposition disagreement

2013-05-31 Thread Dirk Eddelbuettel
Hi Colin, On 31 May 2013 at 15:31, Colin Rundel wrote: | For certain operations R does _not_ go to lapack but uses its own. I can | never remember if chol() was one of them -- but this suggests it. As I | mentioned in my earlier email you probably really have to follow the chol() |

Re: [Rcpp-devel] R & RcppArmadillo decomposition disagreement

2013-05-31 Thread Simon Zehnder
Hi Colin, I also found an article referring to a blog of Dirk: http://techyoubaji.blogspot.de/2012/12/r-uses-different-blas-and-lapack.html Maybe it is interesting for you. Best Simon On May 31, 2013, at 9:55 PM, Simon Zehnder wrote: > Isn't this actually an option when installing R > (ht

Re: [Rcpp-devel] R & RcppArmadillo decomposition disagreement

2013-05-31 Thread Simon Zehnder
Isn't this actually an option when installing R (http://www.cran.r-project.org/doc/manuals/R-admin.html)? If it hasn't been explicitly stated in the configure stage of R via --with-lapack, R uses its internal routines. Best Simon On May 31, 2013, at 9:31 PM, Colin Rundel wrote: >> For cer

Re: [Rcpp-devel] R & RcppArmadillo decomposition disagreement

2013-05-31 Thread Colin Rundel
> For certain operations R does _not_ go to lapack but uses its own. I can > never remember if chol() was one of them -- but this suggests it. As I > mentioned in my earlier email you probably really have to follow the chol() > call all the way down (in the sources). I've followed both calls to t

Re: [Rcpp-devel] R & RcppArmadillo decomposition disagreement

2013-05-31 Thread Dirk Eddelbuettel
On 31 May 2013 at 02:05, Colin Rundel wrote: | | > reference blas (packages libblas3 and liblapack) | > atlas (package libatlas3-base or a tuned variant) | > open-blas (package libopenblas-base) | | I had been playing around with update-alternatives to swap between the thre

Re: [Rcpp-devel] R & RcppArmadillo decomposition disagreement

2013-05-30 Thread Colin Rundel
> reference blas (packages libblas3 and liblapack) > atlas (package libatlas3-base or a tuned variant) > open-blas (package libopenblas-base) I had been playing around with update-alternatives to swap between the three, but just in case this was causing issues I've used apt

Re: [Rcpp-devel] R & RcppArmadillo decomposition disagreement

2013-05-30 Thread Dirk Eddelbuettel
On 30 May 2013 at 20:46, Colin Rundel wrote: | Hi everyone, | | I have recently run into a strange situation with RcppArmadillo and was hoping someone might have some insight. I am working with a moderately sized (820x820) covariance matrix in C++ which causes arms::chol to fail. In trying to

Re: [Rcpp-devel] R & RcppArmadillo decomposition disagreement

2013-05-30 Thread alexios ghalanos
No problem on my windows machine (and returned values checked are equal). R version 3.0.1 (2013-05-16) Platform: x86_64-w64-mingw32/x64 (64-bit) [1] RcppArmadillo_0.3.800.1 Rcpp_0.10.3 -Alexios On 31/05/2013 01:46, Colin Rundel wrote: Hi everyone, I have recently run into a strange situation

[Rcpp-devel] R & RcppArmadillo decomposition disagreement

2013-05-30 Thread Colin Rundel
Hi everyone, I have recently run into a strange situation with RcppArmadillo and was hoping someone might have some insight. I am working with a moderately sized (820x820) covariance matrix in C++ which causes arms::chol to fail. In trying to diagnose the issue I have written out the offending