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

[Conrad Sand]

On 31 May 2011 05:02, Savitsky, Terrance <savitsky at 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