You are using the word 'failure' in a sense I do not recognize. Differences are not of themselves errors and not necessarily failures. I see 'OK', not 'ERROR' here.

For the record, other builds using MKL (but gcc not icc) show similar differences, and the top of lapack.R says

## NB: the signs of singular and eigenvectors are arbitrary,
## so there may be differences from the reference ouptut,
## especially when alternative BLAS are used.

and e.g. ?prcomp says

Note:

     The signs of the columns of the rotation matrix are arbitrary, and
     so may differ between different programs for PCA, and even between
     different builds of R.

So AFAICS this is all documented behaviour.


On 23/10/2014 09:19, Pacey, Mike wrote:
As my attachment doesn't seem to have survived transit, I'm cut'n'pasting the 
relevant failures here:

Testing examples for package 'stats'
   comparing 'stats-Ex.Rout' to 'stats-Ex.Rout.save' ...
6466c6466
< Grand Mean: 291.5937
---
Grand Mean: 291.5938
12881c12881
< Murder   -0.536  0.418  0.341  0.649
---
Murder   -0.536  0.418 -0.341  0.649
12882c12882
< Assault  -0.583  0.188  0.268 -0.743
---
Assault  -0.583  0.188 -0.268 -0.743
12883c12883
< UrbanPop -0.278 -0.873  0.378  0.134
---
UrbanPop -0.278 -0.873 -0.378  0.134
12884c12884
< Rape     -0.543 -0.167 -0.818
---
Rape     -0.543 -0.167  0.818
14628c14628
< Grand Mean: 291.5937
---
Grand Mean: 291.5938
15777c15777
< Murder   -0.54   0.42   0.34   0.65
---
Murder   -0.54   0.42  -0.34   0.65
15778c15778
< Assault  -0.58          0.27  -0.74
---
Assault  -0.58         -0.27  -0.74
15779c15779
< UrbanPop -0.28  -0.87   0.38
---
UrbanPop -0.28  -0.87  -0.38
15780c15780
< Rape     -0.54         -0.82
---
Rape     -0.54          0.82


running code in 'lapack.R' ... OK
   comparing 'lapack.Rout' to './lapack.Rout.save' ...23,31c23,31
<  [1,] -0.7245 -0.6266 -0.27350  0.08527 -0.02074 -0.004025
<  [2,] -0.4282  0.1299  0.64294 -0.55047  0.27253  0.092816
<  [3,] -0.3122  0.2804  0.33633  0.31418 -0.61632 -0.440904
<  [4,] -0.2479  0.3142  0.06931  0.44667 -0.02945  0.530120
<  [5,] -0.2064  0.3141 -0.10786  0.30242  0.35567  0.237038
<  [6,] -0.1771  0.3027 -0.22106  0.09042  0.38879 -0.260449
<  [7,] -0.1553  0.2877 -0.29281 -0.11551  0.19286 -0.420945
<  [8,] -0.1384  0.2722 -0.33784 -0.29313 -0.11633 -0.160790
<  [9,] -0.1249  0.2571 -0.36543 -0.43885 -0.46497  0.434600
---
  [1,] -0.7245  0.6266  0.27350 -0.08527  0.02074 -0.004025
  [2,] -0.4282 -0.1299 -0.64294  0.55047 -0.27253  0.092816
  [3,] -0.3122 -0.2804 -0.33633 -0.31418  0.61632 -0.440904
  [4,] -0.2479 -0.3142 -0.06931 -0.44667  0.02945  0.530120
  [5,] -0.2064 -0.3141  0.10786 -0.30242 -0.35567  0.237038
  [6,] -0.1771 -0.3027  0.22106 -0.09042 -0.38879 -0.260449
  [7,] -0.1553 -0.2877  0.29281  0.11551 -0.19286 -0.420945
  [8,] -0.1384 -0.2722  0.33784  0.29313  0.11633 -0.160790
  [9,] -0.1249 -0.2571  0.36543  0.43885  0.46497  0.434600
35,40c35,40
< [1,] -0.7365 -0.6225 -0.2550  0.06976 -0.01328 -0.001588
< [2,] -0.4433  0.1819  0.6867 -0.50860  0.19627  0.041117
< [3,] -0.3275  0.3509  0.2611  0.50474 -0.61606 -0.259216
< [4,] -0.2626  0.3922 -0.1044  0.43748  0.40834  0.638902
< [5,] -0.2204  0.3946 -0.3510 -0.01612  0.46428 -0.675827
< [6,] -0.1904  0.3832 -0.5111 -0.53856 -0.44664  0.257249
---
[1,] -0.7365  0.6225  0.2550 -0.06976  0.01328 -0.001588
[2,] -0.4433 -0.1819 -0.6867  0.50860 -0.19627  0.041117
[3,] -0.3275 -0.3509 -0.2611 -0.50474  0.61606 -0.259216
[4,] -0.2626 -0.3922  0.1044 -0.43748 -0.40834  0.638902
[5,] -0.2204 -0.3946  0.3510  0.01612 -0.46428 -0.675827
[6,] -0.1904 -0.3832  0.5111  0.53856  0.44664  0.257249


-----Original Message-----
From: r-devel-boun...@r-project.org [mailto:r-devel-boun...@r-project.org] On 
Behalf Of Pacey, Mike
Sent: 22 October 2014 17:02
To: r-devel@r-project.org
Subject: [Rd] "make check" fails on lapack.R and stats-Ex.R

Hi folks,

I suspect this is a request for a sanity check than a bug report:

I've been successfully compiling an optimised version of R for several years using the 
Intel compiler and MKL. I've just test-run the new Intel 15.0 compiler suite, and I'm 
seeing a few numeric failures that I don't see using the same build method with Intel 
13.0. I've attached the output of "make check". Build details are below.

The most notable failures are in lapack.R, though I see from the comments in 
the output that different lapack and blas libraries may produce different signs 
for some outputs which can be safely ignored. My linear algebra's a bit rusty, 
so I'd like a sanity check: can all the sign differences be safely ignored in 
the attached output? (And a possible RFC: at least for the purposes of make 
check, can the scripts output abs() values for all cases where sign isn't an 
issue?)

The other failures are in stats-Ex.R. It looks like most of the problem lines 
are outputs from a PCA-like function, so their sign differences might due to 
the eigenvalue exception comment in lapack.R.

The final failures are in the "Grand Total" lines from stats-Ex.R. The values 
differ in the 7th sig fig, so a pretty small relative error. I think I'm using compiler 
flags that rule out any fast-math imprecisions - so I'm wondering if this result is 
actually within the acceptable variation of the IEE 754 standard?

Build details:

OS is Scientific Linux 6.4, architecture is Westmere.

"icc -v" gives: icc version 15.0.0 (gcc version 4.4.7 compatibility)

Environment variables are:

export CC=icc
export CFLAGS="-O3 -xHOST -axCORE-AVX-I -fp-model precise"
export FC=ifort
export F77=ifort
export FFLAGS="-O3 -xHOST -axCORE-AVX-I -fp-model precise"
export FCFLAGS="-O3 -xHOST -axCORE-AVX-I -fp-model precise"
export CXX=icpc
export CXXFLAGS="-O3 -xHOST -axCORE-AVX-I -fp-model precise"
export JAVA_HOME=/etc/alternatives/java_sdk_1.6.0

Configure command is:

./configure --with-blas=-mkl=sequential --with-lapack=-mkl=sequential 
--disable-openmp 
--with-tcl-config=/usr/shared_apps/packages/tcl-8.5.12/lib/tclConfig.sh 
--with-tk-config=/usr/shared_apps/packages/tk-8.5.12/lib/tkConfig.sh

Regards,
Mike.

-----

Dr Mike Pacey,                                          Email: 
m.pa...@lancaster.ac.uk<mailto:m.pa...@lancaster.ac.uk>
HPC Manager,                                            Phone: 01524 510659
Information Systems Services,            Fax: 01524 594459
ISS Building, Lancaster University,
Lancaster LA1 4WA

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--
Brian D. Ripley,                  rip...@stats.ox.ac.uk
Emeritus Professor of Applied Statistics, University of Oxford
1 South Parks Road, Oxford OX1 3TG, UK

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