[SciPy-Dev] [SciPy-User] ANN: SciPy 0.11.0 release candidate 2

[Ralf Gommers]

On Sat, Sep 8, 2012 at 7:46 PM, <josef.pktd at gmail.com> wrote:

> On Sat, Sep 8, 2012 at 1:33 PM, Matthew Brett <matthew.brett at gmail.com>
> wrote:
> > Hi,
> >
> > On Sat, Sep 8, 2012 at 5:31 PM, Ralf Gommers <ralf.gommers at gmail.com>
> wrote:
> >>
> >>
> >> On Tue, Aug 14, 2012 at 3:35 PM, John Hassler <hasslerjc at comcast.net>
> wrote:
> >>>
> >>>
> >>> On 8/14/2012 7:21 AM, Pauli Virtanen wrote:
> >>> > Ralf Gommers <ralf.gommers <at> gmail.com> writes:
> >>> > [clip]
> >>> >> Does anyone have an idea about that test_singular failure?
> >>> > That's very likely some problem with the underlying LAPACK library.
> >>> > I think the problem solved is close to a numerical instability.
> >>> >
> >>> > The failing comparison compares eigenvalues computed by
> >>> >
> >>> >      eig(A, B)
> >>> >      eig(A, B, left=False, right=False)
> >>> >
> >>> > which differ solely in passing 'N' vs. 'V' to DGGEV. The eigenvalue
> >>> > property of the former is also checked and seems to pass.
> Interestingly,
> >>> > the result obtained from the two seems to differ (therefore, the
> latter
> >>> > is probably wrong), which appears to point to a LAPACK issue.
> >>> >
> >>> > Here, it would be interesting to know if the problem occurs with
> >>> > the official Scipy binaries, or something else.
> >>> >
> >>>
> >>> I installed rc2 on Python 2.7.3.  Same problem.  I get the
> test_singular
> >>> error on some, but not all, of the runs.  Both are win32-superpack from
> >>> http://sourceforge.net/projects/scipy/files/scipy/0.11.0rc2/.
> >>>
> >>> The error occurs on less than half but more than 1/3 (based on a very
> >>> small sample) of the runs on both 2.7 and 3.2.
> >>>
> >>> I've been working on computers for more than 50 years.  Somehow, I had
> >>> developed the delusion that they were deterministic .....
> >>> john
> >>
> >>
> >> What are we going to do about this one? I'm tempted to open a ticket
> for it
> >> and mark it as knownfail on Windows for now, since it's a corner case.
> >
> > I have noticed that windows SVD appears to give different answers from
> > repeated runs on the same matrix, differing in terms of sign flips,
> > but valid SVDs.  I've no idea why, but I had to adjust the tests in
> > our code to allow for this.
> >
> > I guess we should make sure the returned results are correct, and fail
> > otherwise.  But maybe we do not require two runs to give the same
> > answer.  Could that explain the problem?
>
> I'm only paying partial attention and not up-to-date, just a few tries:
>
> with b1 running (I removed a crashing qz sort for float test)
> (py27b) E:\Josef\testing\tox\py27b\Scripts>python -c "import
> scipy.linalg; scipy.linalg.test()"
> the tests always pass
>
> runinng the test specifically, I get the test failure each time
> (py27b) E:\Josef\testing\tox\py27b\Scripts>nosetests -v
>
> "E:\Josef\testing\tox\py27b\Lib\site-packages\scipy-0.11.0b1-py2.7-win32.egg\scipy\linalg\tests\test_decomp.py":TestEig.test_singular
>
> (mismatch 25.0%)
>  x: array([ -3.74550285e-01 +0.00000000e+00j,
>         -5.17716907e-17 -1.15230800e-08j,
>         -5.17716907e-17 +1.15230800e-08j,   2.00000000e+00
> +0.00000000e+00j])
>  y: array([ -2.45037885e-01 +0.00000000e+00j,
>          5.17637463e-16 -4.01120590e-08j,
>          5.17637463e-16 +4.01120590e-08j,   2.00000000e+00
> +0.00000000e+00j])
>
> running the example (just checking eigenvalues), I get different
> answers if the A,B matrices are int or float and then not always the
> same
>
> >>> import scipy
> >>> scipy.__version__
> '0.9.0'
>
> >>> linalg.eigvals(a,b)
> array([ 2.00000000 +0.j, -0.00000080 +0.j,  0.00000080 +0.j,
>        -0.35915547 +0.j,         nan nanj])
> >>> linalg.eigvals(a.astype(float),b)
> array([ 2.00000000+0.j        , -0.00000000+0.00000018j,
>        -0.00000000-0.00000018j,         nan        nanj,
> 0.57825572+0.j        ])
> >>> linalg.eigvals(a.astype(float),b.astype(float))
> array([ 2.00000000+0.j        , -0.00000000+0.00000018j,
>        -0.00000000-0.00000018j,         nan        nanj,
> 0.57825572+0.j        ])
>
>
> >>> linalg.eigvals(a, b)
> array([ 2.00000000 +0.j, -0.00000080 +0.j,  0.00000080 +0.j,
>        -0.35915547 +0.j,         nan nanj])
> >>> linalg.eigvals(a+0j, b +0j)
> array([ 2.00000000+0.j        , -0.00000000-0.00000002j,
>         0.00000000+0.00000002j,  0.39034698+0.j        ,
>                nan        nanj])
> >>> linalg.eigvals(a.astype(float),b.astype(float))
> array([ 2.00000000 +0.j, -0.00000080 +0.j,  0.00000080 +0.j,
>        -0.35915547 +0.j,         nan nanj])
>
> >>> linalg.eig(a, b)[0]
> array([ 2.00000000 +0.j, -0.00000080 +0.j,  0.00000080 +0.j,
>        -0.35915547 +0.j,         nan nanj])
> >>> linalg.eig(a.astype(float),b.astype(float))[0]
> array([ 2.00000000+0.j        , -0.00000000+0.00000018j,
>        -0.00000000-0.00000018j,         nan        nanj,  0.57825572+0.j
>
> >>> a.dtype, b.dtype
> (dtype('int32'), dtype('int32'))
>
> Windows 7, python 32bit on 64bit machine


Opened http://projects.scipy.org/scipy/ticket/1735 for this.

Ralf
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