[Numpy-discussion] multivariate_normal issue with 'size' argument

Fri May 24 10:00:47 EDT 2013

On Fri, May 24, 2013 at 9:47 AM, Warren Weckesser
<warren.weckesser at gmail.com> wrote:
> On 5/24/13, Peter Cock <p.j.a.cock at googlemail.com> wrote:
>> On Fri, May 24, 2013 at 2:15 PM, Robert Kern <robert.kern at gmail.com> wrote:
>>> On Fri, May 24, 2013 at 9:12 AM, Peter Cock <p.j.a.cock at googlemail.com>
>>> wrote:
>>>> On Fri, May 24, 2013 at 1:59 PM, Emanuele Olivetti
>>>> <emanuele at relativita.com> wrote:
>>>>> Interesting. Anyone able to reproduce what I observe?
>>>>>
>>>>> Emanuele
>>>>
>>>>
>>>> Yes, I can reproduce this IndexError under Mac OS X:
>>>>
>>>> $ which python2.7
>>>> /usr/bin/python2.7
>>>> $ python2.7
>>>> Python 2.7.2 (default, Oct 11 2012, 20:14:37)
>>>> [GCC 4.2.1 Compatible Apple Clang 4.0 (tags/Apple/clang-418.0.60)] on
>>>> darwin
>>>> Type "help", "copyright", "credits" or "license" for more information.
>>>
>>> Can everyone please report whether they have a 32-bit build of Python
>>> or a 64-bit build? That's probably the most relevant factor.
>>
>> It seems to affect all of 32 bit Windows XP, 64 bit Mac, 32 bit Linux,
>> and 64 bit Linux
>> for some versions of NumPy...  Thus far the only non-failure I've seen
>> is 64 bit Linux,
>> Python 2.6.6 with NumPy 1.6.2 (other Python/NumPy installs on this
>> machine do fail).
>>
>> Its a bit strange - I don't see any obvious pattern.
>>
>> Peter
>>
>> -------------------------------------------
>>
>> Failures:
>>
>> My Python installs on this Mac all seem to be 64bit (and fail),
>>
>> $ python3.3
>> Python 3.3.1 (default, Apr  8 2013, 17:54:08)
>> [GCC 4.2.1 Compatible Apple Clang 4.0 ((tags/Apple/clang-421.0.57))] on
>> darwin
>> Type "help", "copyright", "credits" or "license" for more information.
>>>>> import sys;print("%x" % sys.maxsize, sys.maxsize > 2**32)
>> 7fffffffffffffff True
>>>>> import numpy as np
>>>>> print(np.random.multivariate_normal(mean=np.zeros(2), cov=np.eye(2),
>>>>> size=1))
>> [[ 1.80932387  0.85894164]]
>>>>> print(np.random.multivariate_normal(mean=np.zeros(2), cov=np.eye(2),
>>>>> size=np.int64(1)))
>> Traceback (most recent call last):
>>   File "<stdin>", line 1, in <module>
>>   File "mtrand.pyx", line 4161, in
>> mtrand.RandomState.multivariate_normal
>> (numpy/random/mtrand/mtrand.c:19140)
>> IndexError: invalid index to scalar variable.
>>>>> np.__version__
>> '1.7.1'
>>>>> quit()
>>
>> This also affects NumPy 1.5 so this isn't a recent regression:
>>
>> $ python3.2
>> Python 3.2 (r32:88445, Feb 28 2011, 17:04:33)
>> [GCC 4.2.1 (Apple Inc. build 5664)] on darwin
>> Type "help", "copyright", "credits" or "license" for more information.
>>>>> import sys;print("%x" % sys.maxsize, sys.maxsize > 2**32)
>> 7fffffffffffffff True
>>>>> import numpy as np
>>>>> print(np.random.multivariate_normal(mean=np.zeros(2), cov=np.eye(2),
>>>>> size=1))
>> [[ 1.11403341 -1.67856405]]
>>>>> print(np.random.multivariate_normal(mean=np.zeros(2), cov=np.eye(2),
>>>>> size=np.int64(1)))
>> Traceback (most recent call last):
>>   File "<stdin>", line 1, in <module>
>>   File "mtrand.pyx", line 3954, in
>> mtrand.RandomState.multivariate_normal
>> (numpy/random/mtrand/mtrand.c:17234)
>> IndexError: invalid index to scalar variable.
>>>>> np.__version__
>> '1.5.0'
>>
>> $ python3.1
>> Python 3.1.2 (r312:79147, Nov 15 2010, 16:28:52)
>> [GCC 4.2.1 (Apple Inc. build 5664)] on darwin
>> Type "help", "copyright", "credits" or "license" for more information.
>>>>> import sys;print("%x" % sys.maxsize, sys.maxsize > 2**32)
>> 7fffffffffffffff True
>>>>> import numpy as np
>>>>> print(np.random.multivariate_normal(mean=np.zeros(2), cov=np.eye(2),
>>>>> size=1))
>> [[ 0.3834108  -0.31124203]]
>>>>> print(np.random.multivariate_normal(mean=np.zeros(2), cov=np.eye(2),
>>>>> size=np.int64(1)))
>> Traceback (most recent call last):
>>   File "<stdin>", line 1, in <module>
>>   File "mtrand.pyx", line 3954, in
>> mtrand.RandomState.multivariate_normal
>> (numpy/random/mtrand/mtrand.c:17234)
>> IndexError: invalid index to scalar variable.
>>>>> np.__version__
>> '1.5.0'
>>>>> quit()
>>
>> And on my 32 bit Windows XP box,
>>
>> Python 2.7 (r27:82525, Jul  4 2010, 09:01:59) [MSC v.1500 32 bit
>> (Intel)] on win32
>> Type "help", "copyright", "credits" or "license" for more information.
>>>>> import sys;print("%x" % sys.maxsize, sys.maxsize > 2**32)
>> ('7fffffff', False)
>>>>> import numpy as np
>>>>> print(np.random.multivariate_normal(mean=np.zeros(2), cov=np.eye(2),
>>>>> size=1))
>> [[-0.35072523 -0.58046885]]
>>>>> print(np.random.multivariate_normal(mean=np.zeros(2), cov=np.eye(2),
>>>>> size=np.int64(1)))
>> Traceback (most recent call last):
>>   File "<stdin>", line 1, in <module>
>>   File "mtrand.pyx", line 3954, in
>> mtrand.RandomState.multivariate_normal
>> (numpy\random\mtrand\mtrand.c:17234)
>> IndexError: invalid index to scalar variable.
>>>>> np.__version__
>> '1.5.0'
>>>>>
>>
>> Python 3.3.0 (v3.3.0:bd8afb90ebf2, Sep 29 2012, 10:55:48) [MSC v.1600
>> 32 bit (Intel)] on win32
>> Type "help", "copyright", "credits" or "license" for more information.
>>>>> import numpy as np
>>>>> print(np.random.multivariate_normal(mean=np.zeros(2), cov=np.eye(2),
>>>>> size=1))
>> [[-0.00453374  0.2210342 ]]
>>>>> print(np.random.multivariate_normal(mean=np.zeros(2), cov=np.eye(2),
>>>>> size=np.int64(1)))
>> Traceback (most recent call last):
>>   File "<stdin>", line 1, in <module>
>>   File "mtrand.pyx", line 4142, in
>> mtrand.RandomState.multivariate_normal
>> (numpy\random\mtrand\mtrand.c:19128)
>> IndexError: invalid index to scalar variable.
>>>>>
>>>>> np.__version__
>> '1.7.0rc2'
>>
>> Here's a couple of runs from an old 32 bit Linux machine which also
>> shows the problem:
>>
>> $ python2.7
>> Python 2.7 (r27:82500, Nov 12 2010, 14:19:08)
>> [GCC 4.1.2 20070626 (Red Hat 4.1.2-13)] on linux2
>> Type "help", "copyright", "credits" or "license" for more information.
>>>>> import sys;print("%x" % sys.maxsize, sys.maxsize > 2**32)
>> ('7fffffff', False)
>>>>> import numpy as np
>>>>> print(np.random.multivariate_normal(mean=np.zeros(2), cov=np.eye(2),
>>>>> size=1))
>> [[ 0.40887932 -0.09872295]]
>>>>> print(np.random.multivariate_normal(mean=np.zeros(2), cov=np.eye(2),
>>>>> size=np.int64(1)))
>> Traceback (most recent call last):
>>   File "<stdin>", line 1, in <module>
>>   File "mtrand.pyx", line 3952, in
>> mtrand.RandomState.multivariate_normal
>> (numpy/random/mtrand/mtrand.c:17027)
>> IndexError: invalid index to scalar variable.
>>>>> np.__version__
>> '1.4.1'
>>>>> quit()
>>
>> $ python3.3
>> Python 3.3.0 (default, Oct 31 2012, 13:19:08)
>> [GCC 4.1.2 20070626 (Red Hat 4.1.2-13)] on linux
>> Type "help", "copyright", "credits" or "license" for more information.
>>>>> import sys;print("%x" % sys.maxsize, sys.maxsize > 2**32)
>> 7fffffff False
>>>>> import numpy as np
>>>>> print(np.random.multivariate_normal(mean=np.zeros(2), cov=np.eye(2),
>>>>> size=1))
>> [[-0.16796654 -1.71312415]]
>>>>> print(np.random.multivariate_normal(mean=np.zeros(2), cov=np.eye(2),
>>>>> size=np.int64(1)))
>> Traceback (most recent call last):
>>   File "<stdin>", line 1, in <module>
>>   File "mtrand.pyx", line 4127, in
>> mtrand.RandomState.multivariate_normal
>> (numpy/random/mtrand/mtrand.c:18657)
>> IndexError: invalid index to scalar variable.
>>>>> np.__version__
>> '1.7.0b2'
>>>>> quit()
>>
>> And a more up to date 64 bit Linux machine where this fails on
>> some versions of NumPy:
>>
>> $ python3.3
>> Python 3.3.1 (default, Apr  8 2013, 14:38:06)
>> [GCC 4.4.6 20120305 (Red Hat 4.4.6-4)] on linux
>> Type "help", "copyright", "credits" or "license" for more information.
>>>>> import sys;print("%x" % sys.maxsize, sys.maxsize > 2**32)
>> 7fffffffffffffff True
>>>>> import numpy as np
>>>>> print(np.random.multivariate_normal(mean=np.zeros(2), cov=np.eye(2),
>>>>> size=1))
>> [[-0.18862683 -0.92177665]]
>>>>> print(np.random.multivariate_normal(mean=np.zeros(2), cov=np.eye(2),
>>>>> size=np.int64(1)))
>> Traceback (most recent call last):
>>   File "<stdin>", line 1, in <module>
>>   File "mtrand.pyx", line 4127, in
>> mtrand.RandomState.multivariate_normal
>> (numpy/random/mtrand/mtrand.c:18657)
>> IndexError: invalid index to scalar variable.
>>>>> np.__version__
>> '1.7.0b2'
>>>>> quit()
>>
>> -------------------------------------------
>> Successes
>> -------------------------------------------
>>
>> 64 bit Linux:
>>
>> $ python2.6
>> Python 2.6.6 (r266:84292, Sep 11 2012, 08:34:23)
>> [GCC 4.4.6 20120305 (Red Hat 4.4.6-4)] on linux2
>> Type "help", "copyright", "credits" or "license" for more information.
>>>>> import sys;print("%x" % sys.maxsize, sys.maxsize > 2**32)
>> ('7fffffffffffffff', True)
>>>>> import numpy as np
>>>>> print(np.random.multivariate_normal(mean=np.zeros(2), cov=np.eye(2),
>>>>> size=1))
>> [[-0.27469218 -2.12911784]]
>>>>> print(np.random.multivariate_normal(mean=np.zeros(2), cov=np.eye(2),
>>>>> size=np.int64(1)))
>> [[ 0.02609307  0.32485211]]
>>>>> np.__version__
>> '1.6.2'
>>>>> quit()
>>
>>
>
>
> Peter: wow, that's a lot of tests!
>
> Two more data points:
> On Ubuntu 12.04, using 64 bit builds of Python 2.7.4 (from Anaconda
> 1.5.0), and numpy built from source: numpy 1.6.1 gives the error, but
> 1.6.2 does not.

I also get them on Windows 64 (gohlke binaries)
python 3.2 with numpy 1.6.1
python 3.3 with numpy '1.7.0rc1'

Josef
>
> Warren
>
>
>>
>> Peter
>> _______________________________________________
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