On 31 May 2011 05:02, Savitsky, Terrance <savit...@rand.org> wrote: > Dr. Sanderson, I've been able to verify that my issue resides in the > inv() function (that I typically apply to small p x p matrices, where p > = 3 - 10). In particular, the new version/algorithm induces numerical > instability.
This is a bit strange, as the underlying algorithm for inv() hasn't changed. For matrix sizes <= 4x4, a fast version is used (and has been since the early days of Armadillo). For sizes >= 5x5, Lapack is used. Can you provide an example matrix which provides different results with the new Armadillo ? btw, in the new Armadillo the solve() function now calls inv() for matrix sizes <= 4x4. Otherwise it uses Lapack. > I've not yet tested that the results of the inv() computation are > generally accurate, only that they are not numerically robust > in comparison to 0.2.19. I'm up against a deadline, so I switched > back to 0.2.19, which resolves my problem, for now, but will provide > a reproducible example when finished with my work. That would be great -- as the issue affects you, it's likely to affect other people. Cheers, Conrad -- Dr Conrad Sanderson : Sr Research Scientist : NICTA : http://arma.sf.net/cs _______________________________________________ Rcpp-devel mailing list Rcpp-devel@lists.r-forge.r-project.org https://lists.r-forge.r-project.org/cgi-bin/mailman/listinfo/rcpp-devel
