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Some imprecision when using e.g. the MKL #9

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privefl opened this issue Apr 8, 2021 · 1 comment
Open

Some imprecision when using e.g. the MKL #9

privefl opened this issue Apr 8, 2021 · 1 comment
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@privefl
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privefl commented Apr 8, 2021

See e.g. some CRAN results

  ══ Failed tests ════════════════════════════════════════════════════════════════
  ── Failure (test-OGK.R:20:3): covrob_ogk() is the same as rrcov::CovOgk() ──────
  test$cov not equal to true@cov.
  100/100 mismatches (average diff: 1.24)
  [1] 1573.58 - 1572.62 ==  0.9638
  [2]  -45.33 -  -45.47 ==  0.1386
  [3]   60.79 -   60.56 ==  0.2347
  [4]   10.94 -   10.97 == -0.0234
  [5]   54.04 -   54.10 == -0.0619
  [6]  -88.90 -  -88.69 == -0.2101
  [7]   18.48 -   18.37 ==  0.1138
  [8]   -7.16 -   -7.07 == -0.0851
  [9]   39.44 -   39.53 == -0.0885

What to do about it?
Not my fault that matrix operations are less precise with MKL, and also the difference is not that large.

@privefl privefl added the help wanted Extra attention is needed label Apr 8, 2021
@privefl
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privefl commented Apr 8, 2021

For now, I'll skip this test on CRAN so that the package is not removed, but finding a solution to this "problem" would be useful.

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