Hello,
I investigated also and found (by elimination) that the problem is due
to "qr" which does not give the same results accross different versions
of Scilab. It seems to a know issue and is due to varying conventions
between versions of LAPACK for the diagonal of r in [q,r]=qr(a).
S.
Le 30/06/2015 09:18, Clément David a écrit :
Hello Stéphane,
Sorry for the lag but I tried to investigate a little bit !
Did you try to reproduce on a reduced test case which does not depends
on fsqp ?
For the 5.5.2 release, I did not notice anything that might impact the
behavior of fsqp.
--
Clément
Le lundi 22 juin 2015 à 14:35 +0200, Stéphane Mottelet a écrit :
Hello Scilab devmasters !
I have noticed subtle (but real) differences between successive
versions
of Scilab, here's the whole story:
I use fsqp to solve an optimization problem where the computation of
the
cost function and its gradient uses a lot of sparse/full matrix
products, and I noticed different convergence behaviour of the same
code
depending on the Scilab version.
E.g. with Scilab 5.5.0 and 5.5.1 fsqp converges within the prescribed
tolerance (norm of the gradient), but with 5.5.2 fsqp stops its
iterations without reaching it. When relaxing the tolerance
successful
convergence is obtained but I got slightly different results at the
end.
I am wondering about which pathway I should follow to identify the
problem, so my questions are the following :
-is it possible that the scilab version which has been used to
compile
fsqp could produce such a behaviour ?
-did the sparse/sparse and sparse/full product routines change
recently ?
Best regards,
S.
_______________________________________________
dev mailing list
[email protected]
http://lists.scilab.org/mailman/listinfo/dev
--
Département de Génie Informatique
EA 4297 Transformations Intégrées de la Matière Renouvelable
Université de Technologie de Compiègne - CS 60319
60203 Compiègne cedex
_______________________________________________
dev mailing list
[email protected]
http://lists.scilab.org/mailman/listinfo/dev