Re: [Rd] NaN and linear algebra

From: Simon Urbanek <simon.urbanek_at_r-project.org>
Date: Tue 22 Mar 2005 - 13:55:06 GMT

Bill,

On Mar 21, 2005, at 10:31 PM, Bill Northcott wrote:

> As I see it, the MacOS X behaviour is not IEEE-754 compliant.
>
> I had a quick look at the IEEE web site and it seems quite clear
> that NaNs should not cause errors, but propagate through
> calculations to be tested at some appropriate (not too frequent)
> point.

This is not quite correct and in fact irrelevant to the problem you describe. NaNs may or may not signal, depending on how they are used. Certain operations on NaN must signal by the IEEE-754 standard. The error you get is not a trap, and it's not a result of a signal check, either. The whole problem is that depending on which algorithm is used, the NaNs will be used different ways and thus may or may not use signaling operations.

I don't consider the `solve' error a bug - in fact I would rather get an error telling me that something is wrong (although I agree that the error is misleading - the error given in Linux is a bit more helpful) than getting a wrong result.

If I would mark something in your example as a bug that would be det (m)=0, because it should return NaN (remember, NaN==NaN is FALSE; furthermore if det was calculated inefficiently using Laplace expansion, the result would be NaN according to IEEE rules). det=0 is consistent with the error given, though. Should we check this in R before calling Lapack - if the vector contains NaNs, det/determinant should return NaN right away?

Many functions in R will actually bark at NaN inputs (e.g. qr, eigen, ...) - maybe you're saying that we should check for NaNs in solve before proceeding and raising an error?

Cheers,
Simon



R-devel@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-devel Received on Wed Mar 23 00:57:59 2005

This archive was generated by hypermail 2.1.8 : Mon 20 Feb 2006 - 03:21:02 GMT