Prof Brian Ripley <[EMAIL PROTECTED]> writes: > On 21 Apr 2004, Peter Dalgaard wrote: > ... > > I have this down to the use of R_alloc in the vect() function (line > > 40, optim.c). Replacing with S_alloc (which zeros memory) removes the > > issue for me on this machine and on the Opteron. Could you please > > verify on other platforms? And if anyone actually understands the code > > could you verify that it makes sense to require the workspace to be > > initialized? > > Zeroing the workspace is not a requirement of the original L-BFGS-B code > that I can see. Given that it was originally in Fortran, and Fortran > often does zero it seems a likely symptom, but it does mean that a > variable is being used uninitialized somewhere in the code (converted to > C). It would be better to leave vect alone and to zero the workspace with > a memset call in lbfgsb. (Incidentally, I don't know why S_alloc does not > use memset -- we do require standard C and use in seeral other places.)
Yes, sorry but it got a bit late when I sent that. I found this by backtracking, so I know quite well where the problem is: The allocation of "wa" on line 1020 in optim.c, specifically the wa[lsnd] part in setulb which becomes snd in mainlb and wn1 in formk. Parts of wn1 never get initialized. This appears to be *relatively* harmless, except that sometimes there are NaN which propagate to wn and into dpofa(), etc. -- O__ ---- Peter Dalgaard Blegdamsvej 3 c/ /'_ --- Dept. of Biostatistics 2200 Cph. N (*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918 ~~~~~~~~~~ - ([EMAIL PROTECTED]) FAX: (+45) 35327907 ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-devel
