[Numpy-discussion] MKL ValueError: On entry to DLASCL parameter number 5 had an illegal value

[Charles R Harris]

On Tue, Mar 10, 2015 at 10:33 AM, <josef.pktd at gmail.com> wrote:

>
> I got a illegal value message using MKL on Windows 64 while running the
> statsmodels test suite.
>
> Kevin is getting the same with more information, which indicates that it
> might be numpy.linalg.svd
>
> https://github.com/statsmodels/statsmodels/issues/2308#issuecomment-78086656
>
> Is this serious?
>
> I'm just setting up a new computer and haven't investigated yet.
> Given the name of the test class, this might be a warning for an inf or
> nan, then it would be our problem in statsmodels
>
>
What version of Numpy? Does this also happen if you aren't using MKL?
The dlascl
reference <http://www.netlib.org/lapack/explore-html/de/d3c/dlascl_8f.html>
is here. It is possible that the problem being solved is numerically
sensitive and that the treatment of underflow/overflow due to compiler
flags might be producing zeros or infs.

Chuck
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