[Rcpp-devel] trans() changed in latest RcppArmadillo

Conrad Sand conradsand.rcpp at gmail.com
Wed Jun 8 04:06:01 CEST 2011

For tiny matrices (ie. <= 4x4), Armadillo by default uses fast
algorithms for det(), inv() and solve().

In rare instances these fast algorithms may not be as precise as the
standard algorithms found in Lapack.

As such, in the updated version of Armadillo I've added an option to
det(), inv() and solve() to force the use of the standard "slow"

On 8 June 2011 01:21, Savitsky, Terrance <savitsky at rand.org> wrote:
> 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.
> ...

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