From: Prof Brian Ripley <ripley_at_stats.ox.ac.uk>

Date: Wed 23 Mar 2005 - 19:28:11 GMT

Date: Wed 23 Mar 2005 - 19:28:11 GMT

On Wed, 23 Mar 2005, Simon Urbanek wrote:

> 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.
*

Hmm: all the platforms I have tested using R's internal blas and some with external BLASes pass this test. Only those with ATLAS and Goto BLAS' fail for me.

>> 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.
*

No, but it does appears to be an external BLAS-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.
*

-- Brian D. Ripley, ripley@stats.ox.ac.uk Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595 ______________________________________________ R-devel@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-develReceived on Thu Mar 24 06:34:04 2005

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