Hello, > sessionInfo() R version 3.5.2 (2018-12-20) Platform: x86_64-pc-linux-gnu (64-bit) Running under: Debian GNU/Linux 9 (stretch)
Matrix products: default BLAS/LAPACK: /opt/intel/compilers_and_libraries_2019.1.144/linux/mkl/lib/intel64_lin/libmkl_rt.so locale: [1] LC_CTYPE=en_CA.UTF-8 LC_NUMERIC=C [3] LC_TIME=en_CA.UTF-8 LC_COLLATE=en_CA.UTF-8 [5] LC_MONETARY=en_CA.UTF-8 LC_MESSAGES=en_CA.UTF-8 [7] LC_PAPER=en_CA.UTF-8 LC_NAME=C [9] LC_ADDRESS=C LC_TELEPHONE=C [11] LC_MEASUREMENT=en_CA.UTF-8 LC_IDENTIFICATION=C attached base packages: [1] stats graphics grDevices utils datasets methods base loaded via a namespace (and not attached): [1] compiler_3.5.2 > f <- function(x) sum( log(diff(x)^2+.01) + (x[1]-1)^2 ) > opt <- nlminb(rep(0, 10), f, lower=-1, upper=3) > str(opt) List of 6 $ par : num [1:10] 1 1 1 1 1 ... $ objective : num -41.4 $ convergence: int 0 $ iterations : int 67 $ evaluations: Named int [1:2] 98 850 ..- attr(*, "names")= chr [1:2] "function" "gradient" $ message : chr "relative convergence (4)" > xhat <- rep(1, 10) > all.equal(opt$par, xhat, tol=0) # good: 5.53 e-7 [1] "Mean relative difference: 5.349781e-07" > all.equal(opt$objective, f(xhat), tol=0) # good: 1.8 e-12 [1] "Mean relative difference: 3.812222e-12" > abs( opt$objective - f(xhat) ) < 1e-4 ## Must be TRUE [1] TRUE On 2019-02-01 4:23 p.m., Rui Barradas wrote: > Hello, > > R 3.5.2 on ubuntu 18.04. sessionInfo() at the end. > Works with me, same results, cannot reproduce the error. > > > f <- function(x) sum( log(diff(x)^2+.01) + (x[1]-1)^2 ) > opt <- nlminb(rep(0, 10), f, lower=-1, upper=3) > str(opt) > > xhat <- rep(1, 10) > all.equal(opt$par, xhat, tol=0) # good: 5.53 e-7 > #[1] "Mean relative difference: 5.534757e-07" > all.equal(opt$objective, f(xhat), tol=0) # good: 1.8 e-12 > #[1] "Mean relative difference: 1.816536e-12" > abs( opt$objective - f(xhat) ) < 1e-4 ## Must be TRUE > #[1] TRUE > > > Hope this helps, > > Rui Barradas > > > sessionInfo() > R version 3.5.2 (2018-12-20) > Platform: x86_64-pc-linux-gnu (64-bit) > Running under: Ubuntu 18.04.1 LTS > > Matrix products: default > BLAS: /usr/lib/x86_64-linux-gnu/blas/libblas.so.3.7.1 > LAPACK: /usr/lib/x86_64-linux-gnu/lapack/liblapack.so.3.7.1 > > locale: > [1] LC_CTYPE=pt_PT.UTF-8 LC_NUMERIC=C > [3] LC_TIME=pt_PT.UTF-8 LC_COLLATE=pt_PT.UTF-8 > [5] LC_MONETARY=pt_PT.UTF-8 LC_MESSAGES=pt_PT.UTF-8 > [7] LC_PAPER=pt_PT.UTF-8 LC_NAME=C > [9] LC_ADDRESS=C LC_TELEPHONE=C > [11] LC_MEASUREMENT=pt_PT.UTF-8 LC_IDENTIFICATION=C > > attached base packages: > [1] stats graphics grDevices utils datasets methods base > > loaded via a namespace (and not attached): > [1] Rcpp_1.0.0 rstudioapi_0.8 bindr_0.1.1 magrittr_1.5 > [5] tidyselect_0.2.5 munsell_0.5.0 colorspace_1.3-2 lattice_0.20-38 > [9] R6_2.3.0 rlang_0.3.0.1 stringr_1.3.1 plyr_1.8.4 > [13] dplyr_0.7.8 tools_3.5.2 grid_3.5.2 yaml_2.2.0 > [17] assertthat_0.2.0 tibble_1.4.2 crayon_1.3.4 bindrcpp_0.2.2 > [21] purrr_0.2.5 reshape2_1.4.3 glue_1.3.0 stringi_1.2.4 > [25] compiler_3.5.2 pillar_1.3.1 scales_1.0.0 lubridate_1.7.4 > [29] pkgconfig_2.0.2 zoo_1.8-4 > > > > > Às 09:00 de 01/02/2019, Martin Maechler escreveu: >>>>>>> Kasper Kristensen via R-devel >>>>>>> on Mon, 28 Jan 2019 08:56:39 +0000 writes: >> >> > I've noticed unstable behavior of nlminb on some Linux >> > systems. The problem can be reproduced by compiling >> > R-3.5.2 using gcc-8.2 and running the following snippet: >> >> > f <- function(x) sum( log(diff(x)^2+.01) + (x[1]-1)^2 ) >> > opt <- nlminb(rep(0, 10), f, lower=-1, upper=3) >> > xhat <- rep(1, 10) >> > abs( opt$objective - f(xhat) ) < 1e-4 ## Must be TRUE >> >> > The example works perfectly when removing the bounds. However, >> when bounds are added the snippet returns 'FALSE'. >> >> > An older R version (3.4.4), compiled using the same gcc-8.2, >> did not have the problem. Between the two versions R has changed the >> flags to compile Fortran sources: >> >> > < SAFE_FFLAGS = -O2 -fomit-frame-pointer -ffloat-store >> > --- >> >> SAFE_FFLAGS = -O2 -fomit-frame-pointer -msse2 -mfpmath=sse >> >> > Reverting to the old SAFE_FFLAGS 'solves' the problem. >> >> >> sessionInfo() >> > R version 3.5.2 (2018-12-20) >> > Platform: x86_64-pc-linux-gnu (64-bit) >> > Running under: Scientific Linux release 6.4 (Carbon) >> >> > Matrix products: default >> > BLAS/LAPACK: >> /zdata/groups/nfsopt/intel/2018update3/compilers_and_libraries_2018.3.222/linux/mkl/lib/intel64_lin/libmkl_gf_lp64.so >> >> >> > locale: >> > [1] C >> >> > attached base packages: >> > [1] stats graphics grDevices utils datasets methods >> base >> >> > loaded via a namespace (and not attached): >> > [1] compiler_3.5.2 >> >> So you us Intel's MKL library for BLAS/LAPACK .. >> >> I also use gcc 8.2 (on Fedora 28 Linux) and R's own BLAS/LAPACK >> and don't see such problems: >> >> The code >> >> f <- function(x) sum( log(diff(x)^2+.01) + (x[1]-1)^2 ) >> opt <- nlminb(rep(0, 10), f, lower=-1, upper=3) >> str(opt) >> xhat <- rep(1, 10) >> all.equal(opt$par, xhat, tol=0) # good: 5.53 e-7 >> all.equal(opt$objective, f(xhat), tol=0) # good: 1.8 e-12 >> abs( opt$objective - f(xhat) ) < 1e-4 ## Must be TRUE >> >> gives >> >>> f <- function(x) sum( log(diff(x)^2+.01) + (x[1]-1)^2 ) >>> opt <- nlminb(rep(0, 10), f, lower=-1, upper=3) >>> str(opt) >> List of 6 >> $ par : num [1:10] 1 1 1 1 1 ... >> $ objective : num -41.4 >> $ convergence: int 0 >> $ iterations : int 66 >> $ evaluations: Named int [1:2] 96 830 >> ..- attr(*, "names")= chr [1:2] "function" "gradient" >> $ message : chr "relative convergence (4)" >>> xhat <- rep(1, 10) >>> all.equal(opt$par, xhat, tol=0) # good: 5.53 e-7 >> [1] "Mean relative difference: 5.534757e-07" >>> all.equal(opt$objective, f(xhat), tol=0) # good: 1.8 e-12 >> [1] "Mean relative difference: 1.816536e-12" >>> abs( opt$objective - f(xhat) ) < 1e-4 ## Must be TRUE >> [1] TRUE >>> >> >> for me. Maybe others can quickly run the above 7 lines and report ? >> >> Maybe there's something else unusual with your Linux >> distribution's libraries? >> >> I'm not an expert on these compiler flags; have you seen what >> the R-admin manual >> https://cran.r-project.org/doc/manuals/R-admin.html#Linux >> says about them? >> >> Best, >> Martin >> >> ______________________________________________ >> R-devel@r-project.org mailing list >> https://stat.ethz.ch/mailman/listinfo/r-devel >> > > ______________________________________________ > R-devel@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-devel ______________________________________________ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel