[Scilab-Dev] floating point operations in different versions of Scilab

[Stéphane Mottelet]

Hello,

I investigated also and found (by elimination) that the problem is due 
to "qr" which does not give the same results accross different versions 
of Scilab. It seems to a know issue and is due to varying conventions 
between versions of LAPACK for the diagonal of r in [q,r]=qr(a).

S.

Le 30/06/2015 09:18, Clément David a écrit :
> Hello Stéphane,
>
> Sorry for the lag but I tried to investigate a little bit !
>
> Did you try to reproduce on a reduced test case which does not depends
> on fsqp ?
>
> For the 5.5.2 release, I did not notice anything that might impact the
> behavior of fsqp.
>
> --
> Clément
>
> Le lundi 22 juin 2015 à 14:35 +0200, Stéphane Mottelet a écrit :
>> Hello Scilab devmasters !
>>
>> I have noticed subtle (but real) differences between successive
>> versions
>> of Scilab, here's the whole story:
>>
>> I use fsqp to solve an optimization problem where the computation of
>> the
>> cost function and its gradient uses a lot of sparse/full matrix
>> products, and I noticed different convergence behaviour of the same
>> code
>> depending on the Scilab version.
>>
>> E.g. with Scilab 5.5.0 and 5.5.1 fsqp converges within the prescribed
>>
>> tolerance (norm of the gradient), but with 5.5.2 fsqp stops its
>> iterations without reaching it. When relaxing the tolerance
>> successful
>> convergence is obtained but I got slightly different results at the
>> end.
>>
>> I am wondering about which pathway I should follow to identify the
>> problem, so my questions are the following :
>>
>> -is it possible that the scilab version which has been used to
>> compile
>> fsqp could produce such a behaviour ?
>> -did the sparse/sparse and sparse/full product routines change
>> recently ?
>>
>> Best regards,
>>
>> S.
>>
>>
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Département de Génie Informatique
EA 4297 Transformations Intégrées de la Matière Renouvelable
Université de Technologie de Compiègne -  CS 60319
60203 Compiègne cedex