On 25-04-2010, at 22:22, Andreas Noack Jensen wrote: ... > On Mac I quite randomly get very weird results from the subroutine. It is > like the initial values explodes to fx 2e+290 even for identical calls > without random number generation. Most results are identical to results I > get from a pure R code but at some calls they explode in a non systematic > fashion. ...
I have experimented with your stuff.
Find attached the R files needed to run my test.
Below is what I have done together with the R output.
As you can see the third column of the result matrix is weird.
This result is independent from setting the seed.
Some sort of initialisation issue?
Since I haven't got a clue what rmfilter does and my memory needs some
refreshing wrt dgemm,
I can't pinpoint the problem.
Berend
I am (still) using the gfortran from gfortran-4.2.3.dmg
------------------------------------------------------------------
I made the rmfilter.so with
MAKEFLAGS="FCFLAGS=-O2" R CMD SHLIB rmfilter.f90
NB. had to do it since this gfortran doesn't accept the -mtune=core2 option!!
----------------------------------------------------------------------
sessionInfo()
R version 2.10.1 Patched (2010-04-07 r51689)
x86_64-apple-darwin9.8.0
locale:
[1] en_GB/en_GB/C/C/en_GB/en_GB
attached base packages:
[1] stats graphics grDevices utils datasets methods base
------------------------------------------------------------------
Mac OS X 10.6.3 Intel
------------------------------------------------------------------
I ran this test job
dyn.load('rmfilter.so')
source("rmfilter.R")
set.seed(407)
eps <- matrix(rnorm(30), ncol = 3)
eps
z <- rmfilter(eps, array(diag(3)*0.5, c(3,3,2)))
z
with this as output
>
> dyn.load('rmfilter.so')
> source("rmfilter.R")
>
> set.seed(407)
>
> eps <- matrix(rnorm(30), ncol = 3)
> eps
[,1] [,2] [,3]
[1,] 0.841081288 1.7100891 0.9161884
[2,] 1.072881139 1.1351244 -0.4314795
[3,] -0.543593265 -1.0828613 -0.6333517
[4,] 0.441951763 -1.0539372 -1.8468529
[5,] 0.004920633 -0.9635668 0.6060301
[6,] -0.731256023 0.4951620 -1.9168646
[7,] -1.216400546 -1.5097126 1.1407077
[8,] -0.210674189 -1.1110270 -0.3563495
[9,] -0.378021236 -1.5624664 -2.5094364
[10,] -0.939183015 -0.2886860 2.1596868
>
> z <- rmfilter(eps, array(diag(3)*0.5, c(3,3,2)))
> z
[,1] [,2] [,3]
[1,] 0.8410813 1.7100891 1.018209e+277
[2,] 1.4934218 1.9901689 1.018209e+277
[3,] 0.6236583 0.7672677 1.018209e+277
[4,] 1.5004918 0.3247811 1.018209e+277
[5,] 1.0669957 -0.4175424 1.018209e+277
[6,] 0.5524877 0.4487814 1.018209e+277
[7,] -0.4066589 -1.4940931 1.018209e+277
[8,] -0.1377598 -1.6336829 1.018209e+277
[9,] -0.6502306 -3.1263543 1.018209e+277
[10,] -1.3331782 -2.6687046 1.018209e+277
attr(,"tsp")
[1] 1 10 1
rmfilter.R
Description: Binary data
test1.R
Description: Binary data
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