[Rd] Problems with Lapack's eigen() on 64-bit

From: Martin Maechler <maechler_at_stat.math.ethz.ch>
Date: Tue 27 Jul 2004 - 20:51:08 EST


I'm only now realizing that we have severe problems with R on our AMD 'Opteron' and 'Athlon64' clients running Redhat Enterprise with all 64-bit libraries (AFAICS).

The Lapack problem happens for R-patched and R-devel both on the Opteron and the Athlon64.

Here are platform details:

o "gcc -v" and "g77 -v" both end with the line

   gcc version 3.2.3 20030502 (Red Hat Linux 3.2.3-34)

o I've used ...../configure --without-blas

  1. Opteron ("deb7", a dual-processor compute server):
    • uname -a : Linux deb7 2.4.21-9.0.3.ELsmp #1 SMP Tue Apr 20 19:44:29 EDT 2004 x86_64 x86_64 x86_64 GNU/Linux
    • /proc/cpuinfo contains (among much more) vendor_id : AuthenticAMD cpu family : 15 model : 5 model name : AMD Opteron(tm) Processor 248
  2. Athlon64 (a simple "new generation" client - to become my desktop soon):
    • uname -a : Linux setup-12 2.4.21-15.0.2.EL #1 Wed Jun 16 22:41:44 EDT 2004 x86_64 x86_64 x86_64 GNU/Linux
    • /proc/cpuinfo contains vendor_id : AuthenticAMD cpu family : 15 model : 14 model name : AMD Athlon(tm) 64 Processor 2800+

Now the Lapack problem, easily seen from the base eigen() example:

> eigen(cbind(1, 3:1, 1:3))

    $values
    [1] 5.7015621 1.0000000 -0.7015621

    $vectors

              [,1] [,2] [,3]

    [1,] 0.4877939 -0.7181217 -0.9576161
    [2,] 0.6172751 -0.3893848  0.2036804
    [3,] 0.6172751  0.5767849  0.2036804

which is simply plainly wrong and

    eigen(cbind(1, 3:1, 1:3), EISPACK=TRUE) gives the correct eigen values c(5, 1, 0) and corresponding eigenvectors.

IIRC, we've already dealt with a Lapack problem, and that workaround (built into R-devel's Makefiles) has been to use -ffloat-store for the compilation of src/modules/lapack/dlamc.f


Thank you for hints / suggestions.

Others with 64-bit platforms might also try to see what

   eigen(cbind(1, 3:1, 1:3))
gives there.

Martin Maechler



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https://www.stat.math.ethz.ch/mailman/listinfo/r-devel Received on Tue Jul 27 20:55:52 2004

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