Is this an issue with the Apple-supplied Lapack?

Or the Apple-supplied BLAS.

You have not told us how R was built on your machine, but if this was the CRAN build you have a choice of BLAS. (See the list archives, but AFAIR, you can swap links between libRblas.0dylib and libRblas.veclib.dylib in /Library/Frameworks/R.framework/Resources/lib.) (On that build AFAICS the Lapack used is the R one.)

I think your example is actually random (it uses 10-fold CV?) in which case that might have been the difference between machines.

With a lot of patience, I got the example to run on my own build which uses the recipe in the R-admin manual (veclib for both BLAS and LAPACK). With the CRAN build of R using libRblas.0.dylib, it ran for a lot longer than with libRblas.veclib.dylib, but eventually gave the same error.

On Mon, 8 Dec 2008, Gad Abraham wrote:

Hi,

I'm running a regression in R 2.8.0 on some microarray data, and I'm getting an error from Lapack on OS X 10.5.5. Strangely, this doesn't happen on Ubuntu Intrepid Linux. Output from mac (data is 30MB file):

library(penalized)
Loading required package: survival
Loading required package: splines
load(url("http://www.csse.unimelb.edu.au/~gabraham/data7390.RData";))

BTW, actually on www.cs.mu.oz.au, and curl (I tried to download on my Mac which does not have wget) doesn't follow redirects by default.

y <- as.numeric(grp) - 1
p1 <- optL2(y, t(expr), model="logistic", fold=10)
lambda= 1       cvl= -163.4474
lambda= 10      cvl= -132.9067
lambda= 100     cvl= -106.7209
lambda= 1000    cvl= -89.36501
lambda= 10000   cvl= -86.67437
lambda= 1e+05   cvl= -91.18407
lambda= 38814.64        cvl= -89.47968
lambda= 62185.36        cvl= -90.40736
lambda= 24370.73        cvl= -88.4695
lambda= 15443.91        Error in qr.coef(qr(a, LAPACK = TRUE), b) :
 error code 191 from Lapack routine 'dtrtrs'
Error: Matrix inversion failed. Please increase lambda1 and/or lambda2
sessionInfo()
R version 2.8.0 (2008-10-20)
i386-apple-darwin8.11.1

locale:
en_AU.UTF-8/en_AU.UTF-8/C/C/en_AU.UTF-8/en_AU.UTF-8

attached base packages:
[1] splines   stats     graphics  grDevices utils     datasets  methods
[8] base

other attached packages:
[1] penalized_0.9-22 survival_2.34-1


As I said, on Ubuntu Intrepid, the same code works fine, using liblapack3gf version 3.1.1-0.4ubuntu1.


Is this an issue with the Apple-supplied Lapack?


Thanks,
Gad

--
Gad Abraham
Dept. CSSE and NICTA
The University of Melbourne
Parkville 3010, Victoria, Australia
email: [EMAIL PROTECTED]
web: http://www.csse.unimelb.edu.au/~gabraham

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Brian D. Ripley,                  [EMAIL PROTECTED]
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
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