If, as reported, the behaviour is fundamentally similar on MacOS X, Linux and IRIX then it would appear that this is a feature(bug?) of the LAPACK reference implementation and that whoever wrote the Windows version saw fit to improve on it. I don't think LAPACK ever pretended to properly handle NaNs.
Although both Linux and OSX produce an error the behavior of LAPACK is not similar.
(It would be nice if someone using Windows could try the following test too)
(1) Compile the following C code
void testdgesv(long* N, long* NRHS, double* A, long* LDA, long* IPIVOT, double* B, long* LDB, long* INFO)
{
DGESV(N, NRHS, A, LDA, IPIVOT, B, LDB, INFO);
}
(you will have to use the right combination of case and _s)
(2) Run these commands in R:
dyn.load("test.so")
N <- as.integer(3)
NRHS <- as.integer(3)
A <- matrix(as.double(NaN), 3, 3)
LDA <- as.integer(3)
IPIVOT <- integer(3)
B <- diag(3)
storage.mode(B) <- "double"
LDB <- as.integer(3)
INFO <- as.integer(0).C("testdgesv", N = N, NRHS = NRHS, A = A, LDA = LDA, IPIVOT = IPIVOT, B = B, LDB = LDB, INFO = INFO, NAOK = TRUE)
$N [1] 3
$NRHS [1] 3
$A
[,1] [,2] [,3]
[1,] NaN NaN NaN
[2,] NaN NaN NaN
[3,] NaN NaN NaN$LDA [1] 3
$IPIVOT [1] 1 2 3
$B
[,1] [,2] [,3]
[1,] 1 0 0
[2,] 0 1 0
[3,] 0 0 1$LDB [1] 3
$INFO [1] 3
//////////////////
On my Mac mini this exits with no errors or warnings (other than INFO = 3 anyway). However,
solve(A)
generates the error:
Error in solve.default(A) : Lapack routine dgesv: system is exactly singular
This behavior seems to suggest that error is generated somewhere in R, not in LAPACK.
Okay, now for the weird bit.
When I run this in Linux I get:
> .C("testdgesv", N = N, NRHS = NRHS, A = A, LDA = LDA, IPIVOT = IPIVOT, B = B, LDB = LDB, INFO = INFO, NAOK = TRUE)
$N
[1] 3
$NRHS [1] 3
$A
[,1] [,2] [,3]
[1,] NaN NaN NaN
[2,] NaN NaN NaN
[3,] NaN NaN NaN$LDA [1] 3
$IPIVOT [1] 3 2 3
$B
[,1] [,2] [,3]
[1,] NaN NaN NaN
[2,] NaN NaN NaN
[3,] NaN NaN NaN$LDB [1] 3
$INFO [1] 0
where INFO == 0 indicates "successful exit" but
> solve(A)
Error in solve.default(A) : system is computationally singular: reciprocal condition number = 0
In case it is important:
platform powerpc-apple-darwin7.8.0 arch powerpc os darwin7.8.0 system powerpc, darwin7.8.0 status major 2 minor 0.1 year 2004 month 11 day 15 language R
and
platform i686-pc-linux-gnu arch i686 os linux-gnu system i686, linux-gnu status major 2 minor 0.1 year 2004 month 11 day 15 language R
prompt> more Makevars
PKG_LIBS=${LAPACK_LIBS} ${BLAS_LIBS} ${FLIBS}______________________________________________ R-devel@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-devel
