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[Bug-gsl] Various test failures for Solaris x86/SPARC 32/64-bit with lib

From: Rich Burridge
Subject: [Bug-gsl] Various test failures for Solaris x86/SPARC 32/64-bit with libgsl 2.3
Date: Mon, 15 May 2017 12:45:28 -0700
User-agent: Mozilla/5.0 (X11; Linux x86_64; rv:45.0) Gecko/20100101 Thunderbird/45.8.0 
Hi,

I recently updated the version of libgsl in Solaris to 2.3 and saw some test
failures for the linalg, multifit and multilarge_nlinear tests.

These were:

32-bit x86:
-----------

multilarge_nlinear/test-suite.log:
...
FAIL: trust-region/steihaug-toint/solver=cholesky/scale=levenberg/powell_badly_scaled i=0 (1.09815933187144788e-05 observed vs 1.09815932969975976e-05 expected) [11113] FAIL: trust-region/steihaug-toint/solver=cholesky/scale=levenberg/powell_badly_scaled i=1 (9.10614672185895024 observed vs 9.10614673986700218 expected) [11114] FAIL: trust-region/steihaug-toint/solver=cholesky/scale=levenberg/weighted/powell_badly_scaled i=0 (1.09815933187144788e-05 observed vs 1.09815932969975976e-05 expected) [11117] FAIL: trust-region/steihaug-toint/solver=cholesky/scale=levenberg/weighted/powell_badly_scaled i=1 (9.10614672185895024 observed vs 9.10614673986700218 expected) [11118] FAIL: trust-region/steihaug-toint/solver=cholesky/scale=levenberg/powell_badly_scaled i=0 (1.09815933187144788e-05 observed vs 1.09815932969975976e-05 expected) [11621] FAIL: trust-region/steihaug-toint/solver=cholesky/scale=levenberg/powell_badly_scaled i=1 (9.10614672185895024 observed vs 9.10614673986700218 expected) [11622] FAIL: trust-region/steihaug-toint/solver=cholesky/scale=levenberg/weighted/powell_badly_scaled i=0 (1.09815933187144788e-05 observed vs 1.09815932969975976e-05 expected) [11625] FAIL: trust-region/steihaug-toint/solver=cholesky/scale=levenberg/weighted/powell_badly_scaled i=1 (9.10614672185895024 observed vs 9.10614673986700218 expected) [11626] FAIL: trust-region/steihaug-toint/solver=cholesky/scale=more/powell_badly_scaled i=0 (1.09815933187144788e-05 observed vs 1.09815932969975976e-05 expected) [12129] FAIL: trust-region/steihaug-toint/solver=cholesky/scale=more/powell_badly_scaled i=1 (9.10614672185895024 observed vs 9.10614673986700218 expected) [12130] FAIL: trust-region/steihaug-toint/solver=cholesky/scale=more/weighted/powell_badly_scaled i=0 (1.09815933187144788e-05 observed vs 1.09815932969975976e-05 expected) [12133] FAIL: trust-region/steihaug-toint/solver=cholesky/scale=more/weighted/powell_badly_scaled i=1 (9.10614672185895024 observed vs 9.10614673986700218 expected) [12134] FAIL: trust-region/steihaug-toint/solver=cholesky/scale=more/powell_badly_scaled i=0 (1.09815933187144788e-05 observed vs 1.09815932969975976e-05 expected) [12637] FAIL: trust-region/steihaug-toint/solver=cholesky/scale=more/powell_badly_scaled i=1 (9.10614672185895024 observed vs 9.10614673986700218 expected) [12638] FAIL: trust-region/steihaug-toint/solver=cholesky/scale=more/weighted/powell_badly_scaled i=0 (1.09815933187144788e-05 observed vs 1.09815932969975976e-05 expected) [12641] FAIL: trust-region/steihaug-toint/solver=cholesky/scale=more/weighted/powell_badly_scaled i=1 (9.10614672185895024 observed vs 9.10614673986700218 expected) [12642] 

----

64-bit x86:
-----------

multifit/test-suite.log:
...
FAIL: shaw gcv: n=20 p=20 lambda (1.24921780935065999e-05 observed vs 1.24921780949051038e-05 expected) [21908] 

multilarge_nlinear/test-suite.log:
[same as the 32-bit x86 failures]

----

32-bit SPARC:
-------------

linalg/test-suite.log:
...
FAIL: cholesky_decomp unscaled hilbert: ( 11, 11)[9,10]: 0.0499999999999999889 0.0500000000000000028 (0.0499999999999999889 observed vs 0.0500000000000000028 expected) [273573] FAIL: cholesky_decomp unscaled hilbert: ( 11, 11)[10,9]: 0.0499999999999999889 0.0500000000000000028 (0.0499999999999999889 observed vs 0.0500000000000000028 expected) [273583] FAIL: cholesky_decomp unscaled hilbert: ( 12, 12)[8,8]: 0.0588235294117646912 0.0588235294117647051 (0.0588235294117646912 observed vs 0.0588235294117647051 expected) [274098] FAIL: cholesky_decomp unscaled hilbert: ( 12, 12)[8,10]: 0.052631578947368432 0.0526315789473684181 
 (0.052631578947368432 observed vs 0.0526315789473684181 expected) [274100]
FAIL: cholesky_decomp unscaled hilbert: ( 12, 12)[9,9]: 0.0526315789473684043 0.0526315789473684181 (0.0526315789473684043 observed vs 0.0526315789473684181 expected) [274111] FAIL: cholesky_decomp unscaled hilbert: ( 12, 12)[10,8]: 0.052631578947368432 0.0526315789473684181 
 (0.052631578947368432 observed vs 0.0526315789473684181 expected) [274122]

multilarge_nlinear/test-suite.log:
...
FAIL: trust-region/levenberg-marquardt+accel/solver=cholesky/scale=more/kowalik i=1 (0.191282309709890019 observed vs 0.191282329034459908 expected) [3342] FAIL: trust-region/levenberg-marquardt+accel/solver=cholesky/scale=more/weighted/kowalik i=1 (0.191282309709890019 observed vs 0.191282329034459908 expected) [3348] FAIL: trust-region/levenberg-marquardt+accel/solver=cholesky/scale=more/kowalik i=1 (0.191282309709890019 observed vs 0.191282329034459908 expected) [3578] FAIL: trust-region/levenberg-marquardt+accel/solver=cholesky/scale=more/weighted/kowalik i=1 (0.191282309709890019 observed vs 0.191282329034459908 expected) [3584] FAIL: trust-region/levenberg-marquardt+accel/solver=cholesky/scale=more/kowalik i=1 (0.191282309709890019 observed vs 0.191282329034459908 expected) [3886] FAIL: trust-region/levenberg-marquardt+accel/solver=cholesky/scale=more/weighted/kowalik i=1 (0.191282309709890019 observed vs 0.191282329034459908 expected) [3892] FAIL: trust-region/levenberg-marquardt+accel/solver=cholesky/scale=more/kowalik i=1 (0.191282309709890019 observed vs 0.191282329034459908 expected) [4122] FAIL: trust-region/levenberg-marquardt+accel/solver=cholesky/scale=more/weighted/kowalik i=1 (0.191282309709890019 observed vs 0.191282329034459908 expected) [4128] 
...
FAIL: trust-region/steihaug-toint/solver=cholesky/scale=levenberg/powell_badly_scaled i=0 (1.09815933187144822e-05 observed vs 1.09815932969975976e-05 expected) [11113] FAIL: trust-region/steihaug-toint/solver=cholesky/scale=levenberg/powell_badly_scaled i=1 (9.10614672185894847 observed vs 9.10614673986700218 expected) [11114] FAIL: trust-region/steihaug-toint/solver=cholesky/scale=levenberg/weighted/powell_badly_scaled i=0 (1.09815933187144822e-05 observed vs 1.09815932969975976e-05 expected) [11117] FAIL: trust-region/steihaug-toint/solver=cholesky/scale=levenberg/weighted/powell_badly_scaled i=1 (9.10614672185894847 observed vs 9.10614673986700218 expected) [11118] FAIL: trust-region/steihaug-toint/solver=cholesky/scale=levenberg/powell_badly_scaled i=0 (1.09815933187144822e-05 observed vs 1.09815932969975976e-05 expected) [11621] FAIL: trust-region/steihaug-toint/solver=cholesky/scale=levenberg/powell_badly_scaled i=1 (9.10614672185894847 observed vs 9.10614673986700218 expected) [11622] FAIL: trust-region/steihaug-toint/solver=cholesky/scale=levenberg/weighted/powell_badly_scaled i=0 (1.09815933187144822e-05 observed vs 1.09815932969975976e-05 expected) [11625] FAIL: trust-region/steihaug-toint/solver=cholesky/scale=levenberg/weighted/powell_badly_scaled i=1 (9.10614672185894847 observed vs 9.10614673986700218 expected) [11626] FAIL: trust-region/steihaug-toint/solver=cholesky/scale=more/powell_badly_scaled i=0 (1.09815933187144822e-05 observed vs 1.09815932969975976e-05 expected) [12129] FAIL: trust-region/steihaug-toint/solver=cholesky/scale=more/powell_badly_scaled i=1 (9.10614672185894847 observed vs 9.10614673986700218 expected) [12130] FAIL: trust-region/steihaug-toint/solver=cholesky/scale=more/weighted/powell_badly_scaled i=0 (1.09815933187144822e-05 observed vs 1.09815932969975976e-05 expected) [12133] FAIL: trust-region/steihaug-toint/solver=cholesky/scale=more/weighted/powell_badly_scaled i=1 (9.10614672185894847 observed vs 9.10614673986700218 expected) [12134] FAIL: trust-region/steihaug-toint/solver=cholesky/scale=more/powell_badly_scaled i=0 (1.09815933187144822e-05 observed vs 1.09815932969975976e-05 expected) [12637] FAIL: trust-region/steihaug-toint/solver=cholesky/scale=more/powell_badly_scaled i=1 (9.10614672185894847 observed vs 9.10614673986700218 expected) [12638] FAIL: trust-region/steihaug-toint/solver=cholesky/scale=more/weighted/powell_badly_scaled i=0 (1.09815933187144822e-05 observed vs 1.09815932969975976e-05 expected) [12641] FAIL: trust-region/steihaug-toint/solver=cholesky/scale=more/weighted/powell_badly_scaled i=1 (9.10614672185894847 observed vs 9.10614673986700218 expected) [12642] 

----

64-bit SPARC:
-------------

linalg/test-suite.log:
[same as the 32-bit SPARC failures]

multilarge_nlinear/test-suite.log:
[same as the 32-bit SPARC failures]

----

I don't know if they are correct or not, but the following changes made all
the tests successfully pass on both architectures and both platforms.


--- gsl-2.3/linalg/test_cholesky.c.orig 2017-05-15 10:24:36.556039332 +0000
+++ gsl-2.3/linalg/test_cholesky.c      2017-05-15 11:18:13.319778592 +0000
@@ -235,7 +235,7 @@

           create_hilbert_matrix2(m);
- test_cholesky_decomp_eps(0, m, expected_rcond, GSL_DBL_EPSILON, "cholesky_decomp unscaled hilbert"); + test_cholesky_decomp_eps(0, m, expected_rcond, N * GSL_DBL_EPSILON, "cholesky_decomp unscaled hilbert"); test_cholesky_decomp_eps(1, m, expected_rcond, N * GSL_DBL_EPSILON, "cholesky_decomp scaled hilbert"); 
         }

@@ -490,7 +490,7 @@

           create_hilbert_matrix2(m);
- test_mcholesky_decomp_eps(1, 0, m, expected_rcond, N * GSL_DBL_EPSILON, "mcholesky_decomp unscaled hilbert"); + test_mcholesky_decomp_eps(1, 0, m, expected_rcond, 128.0 * N * GSL_DBL_EPSILON, "mcholesky_decomp unscaled hilbert"); 
         }

       gsl_matrix_free(m);
@@ -798,8 +798,8 @@

           create_hilbert_matrix2(m);
- test_pcholesky_decomp_eps(0, m, expected_rcond, N * GSL_DBL_EPSILON, "pcholesky_decomp unscaled hilbert"); - test_pcholesky_decomp_eps(1, m, expected_rcond, N * GSL_DBL_EPSILON, "pcholesky_decomp scaled hilbert"); + test_pcholesky_decomp_eps(0, m, expected_rcond, 1024.0 * N * GSL_DBL_EPSILON, "pcholesky_decomp unscaled hilbert"); + test_pcholesky_decomp_eps(1, m, expected_rcond, 1024.0 * N * GSL_DBL_EPSILON, "pcholesky_decomp scaled hilbert"); 
         }

       gsl_matrix_free(m);
--- gsl-2.3/multifit/test_shaw.c.orig   2017-05-15 09:07:06.619430969 +0000
+++ gsl-2.3/multifit/test_shaw.c        2017-05-15 09:07:57.168983039 +0000
@@ -227,7 +227,7 @@
 {
   const size_t npoints = 200; /* number of points on L-curve */
   const double tol1 = 1.0e-12;
-  const double tol2 = 1.0e-10;
+  const double tol2 = 1.0e-9;
   const double tol3 = 1.0e-5;
   gsl_vector * reg_param = gsl_vector_alloc(npoints);
   gsl_vector * G = gsl_vector_alloc(npoints);
--- gsl-2.3/multilarge_nlinear/test_kowalik.c.orig 2017-05-15 11:26:18.772136287 +0000 +++ gsl-2.3/multilarge_nlinear/test_kowalik.c 2017-05-15 11:26:29.094571287 +0000 
@@ -2,7 +2,7 @@
 #define kowalik_P         4

 static double kowalik_x0[kowalik_P] = { 0.25, 0.39, 0.415, 0.39 };
-static double kowalik_epsrel = 1.0e-7;
+static double kowalik_epsrel = 1.0e-6;

 static double kowalik_J[kowalik_N * kowalik_P];
--- gsl-2.3/multilarge_nlinear/test_powell3.c.orig 2017-05-15 08:33:00.118711090 +0000 +++ gsl-2.3/multilarge_nlinear/test_powell3.c 2017-05-15 08:26:53.994741919 +0000 
@@ -2,7 +2,7 @@
 #define powell3_P         2

 static double powell3_x0[powell3_P] = { 0.0, 1.0 };
-static double powell3_epsrel = 1.0e-10;
+static double powell3_epsrel = 1.0e-6;

 static double powell3_J[powell3_N * powell3_P];


I believe the tolarance changes are needed because we use the BLAS routines
provided by the Studio libsunperf library on Solaris for performance (instead 
of the CBLAS ones).

I can easily patch our version of libgsl for these changes, but it would be
nice if you could make similar changes to the master sources (assuming they
are the correct ones).

Thanks.
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