On 23/03/2005, at 12:55 AM, Simon Urbanek wrote:
As I see it, the MacOS X behaviour is not IEEE-754 compliant.

I had a quick look at the IEEE web site and it seems quite clear that NaNs should not cause errors, but propagate through calculations to be tested at some appropriate (not too frequent) point.

This is not quite correct and in fact irrelevant to the problem you describe. NaNs may or may not signal, depending on how they are used. Certain operations on NaN must signal by the IEEE-754 standard. The error you get is not a trap, and it's not a result of a signal check, either. The whole problem is that depending on which algorithm is used, the NaNs will be used different ways and thus may or may not use signaling operations.

It may not violate the letter of IEEE-754 because matrix calculations are not covered, but it certainly violates the spirit that arithmetic should be robust and programs should not halt on these sorts of errors.

I don't consider the `solve' error a bug - in fact I would rather get an error telling me that something is wrong (although I agree that the error is misleading - the error given in Linux is a bit more helpful) than getting a wrong result.

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


If I would mark something in your example as a bug that would be det(m)=0, because it should return NaN (remember, NaN==NaN is FALSE; furthermore if det was calculated inefficiently using Laplace expansion, the result would be NaN according to IEEE rules). det=0 is consistent with the error given, though. Should we check this in R before calling Lapack - if the vector contains NaNs, det/determinant should return NaN right away?

Clearly det(d) returning 0 is wrong. As a result based on a computation including a NaN, it should return NaN. The spirit of IEEE-754 is that the programmer should choose the appropriate point at which to check for NaNs. I would interpret this to mean the R programmer not the R library developer. Surely that is why R provides the is.nan function.


> d
[,1] [,2] [,3]
[1,] NaN NaN NaN
[2,] NaN NaN NaN
[3,] NaN NaN NaN
> is.nan(solve(d))
Error in solve.default(d) : Lapack routine dgesv: system is exactly singular


This is against the spirit of IEEE-754 because it halts the program.

> is.nan(det(d))
[1] FALSE

That is plain wrong.


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.

Bill Northcott

______________________________________________
R-devel@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-devel

Reply via email to