[Rcpp-devel] trans() changed in latest RcppArmadillo
savitsky at rand.org
Tue Jun 7 17:21:37 CEST 2011
Hello Dr. Sanderson, I find no issues in RcppArmadillo 0.2.22. In fact, I was unable to reproduce the error (under 0.2.21) I found via a simple example; in my case, a simple Bayesian regression routine with unknown variances. I continue to experience a transient error that I believe derives from my end and is unrelated to Armadillo; in particular, the inversion of a matrix becomes numerically unstable, causing a crash of an MCMC routine. The error event is rare and I have been unable to duplicate it in a systematic way by running 100's of monte carlo simulations. When the error event does occur, however, successive runs will all error out unless I re-load the library which re-sets the random seed. I built a multivariate Gaussian random number generator that uses arma structures in which I use randn() that is where the error manifests.
From: Conrad Sand [mailto:conradsand.rcpp at gmail.com]
Sent: Monday, June 06, 2011 8:53 AM
To: baptiste auguie
Cc: Savitsky, Terrance; rcpp-devel at r-forge.wu-wien.ac.at
Subject: Re: [Rcpp-devel] trans() changed in latest RcppArmadillo
Hi Baptise & Terrance,
I've fixed several issues in Armadillo and released an updated version
(1.99.4). Dirk has wrapped it up in RcppArmadillo 0.2.22, which
should be hitting the mirrors soon.
Could you try your code again and let me know if you encounter any problems ?
On 1 June 2011 05:58, baptiste auguie <baptiste.auguie at googlemail.com> wrote:
> Thanks so much, Conrad!
> Best regards,
> On 31 May 2011 23:37, Conrad Sand wrote:
>> I've found the cause of the issue (involves handling of small matrices).
>> The fix is easy (and already done in the SVN repo), but I currently
>> don't have the time to roll out another release. I'll aim to release
>> a fix on the weekend, which will also give me time to double-check if
>> there is a problem in inv().
>> In the meantime I recommend sticking to the previous version of
>> Armadillo and RcppArmadillo.
>> btw, for dot products I recommend using the dot() and cdot() functions
>> -- they're generally faster than going through the multiplication
This email message is for the sole use of the intended recipient(s) and
may contain confidential information. Any unauthorized review, use,
disclosure or distribution is prohibited. If you are not the intended
recipient, please contact the sender by reply email and destroy all copies
of the original message.
More information about the Rcpp-devel