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a fix for spurious NaNs #1

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a fix for spurious NaNs #1

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7f51915
fix NaNs due to double underflow
Sep 3, 2018
465157d
fix NaNs due to double underflow - update ChangeLog
Sep 3, 2018
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6 changes: 6 additions & 0 deletions ChangeLog
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@@ -1,3 +1,9 @@
2018-09-03 Fabien Le Floc'h <fabien@2ipi.com>
* DESCRIPTION (Version): New version is 1.6-1

* src/solve.QP.compact.f, src/solve.QP.f : Changed temp variable
calculation to avoid NaNs related to double underflow.

2013-04-17 Berwin A Turlach <Berwin.Turlach@gmail.com>

* DESCRIPTION (Version): New versin is 1.5-5
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10 changes: 5 additions & 5 deletions DESCRIPTION
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@@ -1,16 +1,16 @@
Package: quadprog
Type: Package
Title: Functions to solve Quadratic Programming Problems.
Version: 1.5-5
Date: 2013-04-17
Version: 1.6-1
Date: 2018-09-03
Author: S original by Berwin A. Turlach <Berwin.Turlach@gmail.com> R
port by Andreas Weingessel <Andreas.Weingessel@ci.tuwien.ac.at>
Maintainer: Berwin A. Turlach <Berwin.Turlach@gmail.com>
Maintainer: Berwin A. Turlach <Berwin.Turlach@gmail.com>, Fabien Le Floc'h <fabien@2ipi.com>
Description: This package contains routines and documentation for
solving quadratic programming problems.
Depends: R (>= 2.15.0)
License: GPL (>= 2)
Packaged: 2013-04-17 08:35:43 UTC; berwin
Packaged: 2018-09-03 08:35:43 UTC; fabien
NeedsCompilation: yes
Repository: CRAN
Date/Publication: 2013-04-17 13:42:49
Date/Publication: 2018-09-03 13:42:49
4 changes: 2 additions & 2 deletions src/solve.QP.compact.f
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Expand Up @@ -419,7 +419,7 @@ subroutine qpgen1(dmat, dvec, fddmat, n, sol, lagr, crval, amat,
if (work(i) .EQ. 0.d0) goto 160
gc = max(abs(work(i-1)),abs(work(i)))
gs = min(abs(work(i-1)),abs(work(i)))
temp = sign(gc*sqrt(1+gs*gs/(gc*gc)), work(i-1))
temp = sign(gc*sqrt(1+(gs/gc)*(gs/gc)), work(i-1))
gc = work(i-1)/temp
gs = work(i)/temp
c
Expand Down Expand Up @@ -507,7 +507,7 @@ subroutine qpgen1(dmat, dvec, fddmat, n, sol, lagr, crval, amat,
if (work(l1) .EQ. 0.d0) goto 798
gc = max(abs(work(l1-1)),abs(work(l1)))
gs = min(abs(work(l1-1)),abs(work(l1)))
temp = sign(gc*sqrt(1+gs*gs/(gc*gc)), work(l1-1))
temp = sign(gc*sqrt(1+(gs/gc)*(gs/gc)), work(l1-1))
gc = work(l1-1)/temp
gs = work(l1)/temp
c
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4 changes: 2 additions & 2 deletions src/solve.QP.f
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Expand Up @@ -410,7 +410,7 @@ subroutine qpgen2(dmat, dvec, fddmat, n, sol, lagr, crval, amat,
if (work(i) .EQ. 0.d0) goto 160
gc = max(abs(work(i-1)),abs(work(i)))
gs = min(abs(work(i-1)),abs(work(i)))
temp = sign(gc*sqrt(1+gs*gs/(gc*gc)), work(i-1))
temp = sign(gc*sqrt(1+(gs/gc)*(gs/gc)), work(i-1))
gc = work(i-1)/temp
gs = work(i)/temp
c
Expand Down Expand Up @@ -498,7 +498,7 @@ subroutine qpgen2(dmat, dvec, fddmat, n, sol, lagr, crval, amat,
if (work(l1) .EQ. 0.d0) goto 798
gc = max(abs(work(l1-1)),abs(work(l1)))
gs = min(abs(work(l1-1)),abs(work(l1)))
temp = sign(gc*sqrt(1+gs*gs/(gc*gc)), work(l1-1))
temp = sign(gc*sqrt(1+(gs/gc)*(gs/gc)), work(l1-1))
gc = work(l1-1)/temp
gs = work(l1)/temp
c
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