Re: [Rd] NaN and linear algebra

From: Simon Urbanek <simon.urbanek_at_r-project.org>
Date: Wed 23 Mar 2005 - 18:28:09 GMT

On Mar 22, 2005, at 6:19 PM, Bill Northcott wrote:

> On 23/03/2005, at 12:55 AM, Simon Urbanek wrote:
>
> You may prefer the error, but it is not in the sprit of robust
> arithmetic. ie
> > d<-matrix(NaN,3,3)
> > f<-solve(d)
> Error in solve.default(d) : Lapack routine dgesv: system is exactly
> singular
> > f
> Error: Object "f" not found

For the record: this is the behavior on all platforms I tested (Mac, Linux, IRIX) - the only platform with a different result is reportedly Windows. So what I was saying is that this is not "IEEE-754 non-compliance of MacOS X" as you put it.

> Clearly det(d) returning 0 is wrong. As a result based on a
> computation including a NaN, it should return NaN.

That's exactly what I was pointing out, and, yes, this is a bug in vecLib.

@Martin: I guess the most simple test for this would be probably is.nan(det(matrix(NaN,2,2)))

>> 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?
>
> However, this problem is in the Apple library not R.

Since you're referencing the "solve" problem here, again, it's not.

As I was explaining the the previous e-mail, there are at least two completely separate issues - handling of NaNs in solve and determinant of NaN matrices. The latter is a bug in vecLib, the first one is not an OS X specific problem. Many R functions will object to taking NaN inputs such as qr.solve which was the previous implementation of solve. At any rate this is error handling in R and not Lapack. The "example" on the top doesn't make any sense because when you type "f" you know that it doesn't exist and both are R errors. If you used that in a script you have both choices: abort and that point or continue with whatever fallback you choose.

Cheers,
Simon



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