[R] solve() function freezes CLI in GNU R 3.6.3

[Jeff Newmiller]

In general, any time you deal with floating point numbers having different magnitudes, you risk pushing some low precision bits out of the result. Simply changing the sequence of calculations such as a literal polynomial evaluation versus Horner's method can obtain different results. Take a course in Numerical Analysis to learn more.

[1] https://en.m.wikipedia.org/wiki/Horner%27s_method
[2] https://en.m.wikipedia.org/wiki/Numerical_analysis

On May 13, 2020 11:57:09 AM PDT, Rasmus Liland <jral using posteo.no> wrote:
>On 2020-05-13 11:44 -0700, Jeff Newmiller wrote:
>> Depending on reproducibility in the least 
>> significant bits of floating point 
>> calculations is a bad practice. Just 
>> because you decide based on this one 
>> example that one implementation of BLAS is 
>> better than another does not mean that will 
>> be true for all specific examples. IMO you 
>> are drawing conclusions on data that is 
>> effectively random and should change your 
>> definition of "sufficient to the task".
>
>Dear Jeff,
>
>Right, so I really would have wanted OpenBLAS 
>to be as reproducible as regular BLAS in this 
>one random example, but my hands remains tied 
>on this since I do not know anything about 
>BLAS ... 
>
>More interestingly, could you dream up any 
>idea as to what might cause this difference?
>
>Best,
>Rasmus

-- 
Sent from my phone. Please excuse my brevity.