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

Savitsky, Terrance savitsky at rand.org
Mon May 30 18:18:20 CEST 2011


Hello Dr. Sanderson.  Thank you, so much, for your work; along with the
work of Dirk and Romain, your tools make it possible for me to have
impact I otherwise would never achieve.  Anyway, I separately tested my
(typical) use of trans() in a simple code and received no problems.  I
have various Rcpp-written functions that perform Bayesian regression
modeling; so I'm simulating samples from a set of conditional
distributions.   Until last night, I'd used these functions for some
months on a particular dataset without incident (though I've
intermittently tuned them for speed and functionality).  Anyway, further
analysis suggests that I'm experiencing numerical instability not
previously an issue.  I noted that Armadillo included some changes for
faster inverse computation on small size matrices.  Was there an
algorithm change that might allow such instability?  I intend to test by
replacing inv() with pinv().

Thanks, Terrance 

-----Original Message-----
From: Conrad Sand [mailto:conradsand.rcpp at gmail.com] 
Sent: Monday, May 30, 2011 6:34 AM
To: rcpp-devel at r-forge.wu-wien.ac.at
Cc: Savitsky, Terrance
Subject: Re: trans() changed in latest RcppArmadillo

On 30 May 2011, Terrance Savitsky wrote:
> Hello, After upgrading to the 0.2.21 release of RcppArmadillo, my
> previously working code (across many functions) ceased working (on a
> Windows XP installation).  I re-installed the previous version
(0.2.20)
> from CRAN (via a server location not yet updated to 0.2.21); didn't
fix it.
> The timing may be a coincidence, though reading the post on
> trans() encourages me to make this post.  While I use 'trans' across
my
> functions, it is not applied on complex-valued matrices; only
> real-valued.  So the prior post wouldn't explain my issue.

Hi, I'm the main author of Armadillo.

I'm interested in hearing about all regressions -- can you provide
more details ?

There have been a lot of changes between Armadillo 1.2 and the latest
beta (1.99.3).  I'd like to shake out all known bugs before releasing
2.0.


Cheers,
Conrad

--
Dr Conrad Sanderson : Sr Research Scientist : NICTA :
http://arma.sf.net/cs

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