R devel - Feb 2020 - round(x, dig) [was "Development version of R fails tests .."]

G'day all,

I have daily scripts running to install the patched version of the
current R version and the development version of R on my linux box
(Ubuntu 18.04.4 LTS).

The last development version that was successfully compiled and
installed was "R Under development (unstable) (2020-01-25 r77715)" on
27 January.  Since then the script always fails as a regression test
seems to fail.  Specifically, in the tests/ subdirectory of my build
directory I have a file reg-tests-1d.Rout.fail which ends with:
> ## more than half of the above were rounded *down* in R <= 3.6.x
> ## Some "wrong" test cases from CRAN packages (partly relying on
wrong R <= 3.6.x behavior)
> stopifnot(exprs = {
+     all.equal(round(10.7775, digits=3), 10.778, tolerance = 1e-12) # even
tol=0, was 10.777
+     all.equal(round(12345 / 1000,   2), 12.35 , tolerance = 1e-12) # even
tol=0, was 12.34 in Rd
+     all.equal(round(9.18665, 4),        9.1866, tolerance = 1e-12) # even
tol=0, was  9.1867
+ })
Error: round(10.7775, digits = 3) and 10.778 are not equal:
  Mean relative difference: 9.27902e-05
Execution halted

This happens while the 32bit architecture is installed,  which is a bit
surprising as I get the following results for the last installed
version of R's development version:

R Under development (unstable) (2020-01-25 r77715) -- "Unsuffered
Consequences"
Copyright (C) 2020 The R Foundation for Statistical Computing 
Platform: x86_64-pc-linux-gnu/32 (32-bit)
[...]
> round(10.7775, digits=3)
[1] 10.778

and

R Under development (unstable) (2020-01-25 r77715) -- "Unsuffered
Consequences"
Copyright (C) 2020 The R Foundation for Statistical Computing 
Platform: x86_64-pc-linux-gnu/64 (64-bit) 
[...]
> round(10.7775, digits=3)
[1] 10.778


On the other hand, the R 3.6.2 version, that I mainly use at the moment,
gives the following results:

R version 3.6.2 (2019-12-12) -- "Dark and Stormy Night"
Copyright (C) 2019 The R Foundation for Statistical Computing
Platform: x86_64-pc-linux-gnu/32 (32-bit)
[...]
> round(10.7775, digits=3)
[1] 10.777

and

R version 3.6.2 (2019-12-12) -- "Dark and Stormy Night"
Copyright (C) 2019 The R Foundation for Statistical Computing
Platform: x86_64-pc-linux-gnu/64 (64-bit)
[...]
> round(10.7775, digits=3)
[1] 10.777


So it seems as if the behaviour of round() has changed between R 3.6.2
and the development version.  But I do not understand why this test all
of a sudden failed if the results from the last successfully installed
development version of R suggest that the test should be passed.

Thanks in advance for any insight and tips.

Cheers,

	Berwin

The only observation I can make is that the change to round() was made
in r77727 whereas your R-devel appears to be r77715 (so would not
exhibit the fixed behaviour).  My guess is that there was a perpetual
installation failure after r77715 but that the test folder was still
retrieved and used.

On Sat, 8 Feb 2020 at 19:27, Berwin A Turlach <berwin.turlach at
gmail.com> wrote:
>
> G'day all,
>
> I have daily scripts running to install the patched version of the
> current R version and the development version of R on my linux box
> (Ubuntu 18.04.4 LTS).
>
> The last development version that was successfully compiled and
> installed was "R Under development (unstable) (2020-01-25
r77715)" on
> 27 January.  Since then the script always fails as a regression test
> seems to fail.  Specifically, in the tests/ subdirectory of my build
> directory I have a file reg-tests-1d.Rout.fail which ends with:
>
> > ## more than half of the above were rounded *down* in R <= 3.6.x
> > ## Some "wrong" test cases from CRAN packages (partly
relying on wrong R <= 3.6.x behavior)
> > stopifnot(exprs = {
> +     all.equal(round(10.7775, digits=3), 10.778, tolerance = 1e-12) # even
tol=0, was 10.777
> +     all.equal(round(12345 / 1000,   2), 12.35 , tolerance = 1e-12) # even
tol=0, was 12.34 in Rd
> +     all.equal(round(9.18665, 4),        9.1866, tolerance = 1e-12) # even
tol=0, was  9.1867
> + })
> Error: round(10.7775, digits = 3) and 10.778 are not equal:
>   Mean relative difference: 9.27902e-05
> Execution halted
>
> This happens while the 32bit architecture is installed,  which is a bit
> surprising as I get the following results for the last installed
> version of R's development version:
>
> R Under development (unstable) (2020-01-25 r77715) -- "Unsuffered
Consequences"
> Copyright (C) 2020 The R Foundation for Statistical Computing
> Platform: x86_64-pc-linux-gnu/32 (32-bit)
> [...]
> > round(10.7775, digits=3)
> [1] 10.778
>
> and
>
> R Under development (unstable) (2020-01-25 r77715) -- "Unsuffered
Consequences"
> Copyright (C) 2020 The R Foundation for Statistical Computing
> Platform: x86_64-pc-linux-gnu/64 (64-bit)
> [...]
> > round(10.7775, digits=3)
> [1] 10.778
>
>
> On the other hand, the R 3.6.2 version, that I mainly use at the moment,
> gives the following results:
>
> R version 3.6.2 (2019-12-12) -- "Dark and Stormy Night"
> Copyright (C) 2019 The R Foundation for Statistical Computing
> Platform: x86_64-pc-linux-gnu/32 (32-bit)
> [...]
> > round(10.7775, digits=3)
> [1] 10.777
>
> and
>
> R version 3.6.2 (2019-12-12) -- "Dark and Stormy Night"
> Copyright (C) 2019 The R Foundation for Statistical Computing
> Platform: x86_64-pc-linux-gnu/64 (64-bit)
> [...]
> > round(10.7775, digits=3)
> [1] 10.777
>
>
> So it seems as if the behaviour of round() has changed between R 3.6.2
> and the development version.  But I do not understand why this test all
> of a sudden failed if the results from the last successfully installed
> development version of R suggest that the test should be passed.
>
> Thanks in advance for any insight and tips.
>
> Cheers,
>
>         Berwin
>
> ______________________________________________
> R-devel at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-devel

>>>>> Hugh Parsonage 
>>>>>     on Sat, 8 Feb 2020 21:12:43 +1100 writes:
    > The only observation I can make is that the change to
    > round() was made in r77727 whereas your R-devel appears to
    > be r77715 (so would not exhibit the fixed behaviour).  My
    > guess is that there was a perpetual installation failure
    > after r77715 but that the test folder was still retrieved
    > and used.


    > On Sat, 8 Feb 2020 at 19:27, Berwin A Turlach <berwin.turlach at
gmail.com> wrote:
    >> 
    >> G'day all,
    >> 
    >> I have daily scripts running to install the patched version of the
    >> current R version and the development version of R on my linux box
    >> (Ubuntu 18.04.4 LTS).
    >> 
    >> The last development version that was successfully compiled and
    >> installed was "R Under development (unstable) (2020-01-25
r77715)" on
    >> 27 January.  Since then the script always fails as a regression
test
    >> seems to fail.  Specifically, in the tests/ subdirectory of my
build
    >> directory I have a file reg-tests-1d.Rout.fail which ends with:
    >> 
    >> > ## more than half of the above were rounded *down* in R <=
3.6.x
    >> > ## Some "wrong" test cases from CRAN packages
(partly relying on wrong R <= 3.6.x behavior)
    >> > stopifnot(exprs = {
    >> +     all.equal(round(10.7775, digits=3), 10.778, tolerance =
1e-12) # even tol=0, was 10.777
    >> +     all.equal(round(12345 / 1000,   2), 12.35 , tolerance =
1e-12) # even tol=0, was 12.34 in Rd
    >> +     all.equal(round(9.18665, 4),        9.1866, tolerance =
1e-12) # even tol=0, was  9.1867
    >> + })
    >> Error: round(10.7775, digits = 3) and 10.778 are not equal:

    >> Mean relative difference: 9.27902e-05
    >> Execution halted
    >> 
    >> This happens while the 32bit architecture is installed,  which is a
bit
    >> surprising as I get the following results for the last installed
    >> version of R's development version:
    >> 
    >> R Under development (unstable) (2020-01-25 r77715) --
"Unsuffered Consequences"
    >> Copyright (C) 2020 The R Foundation for Statistical Computing
    >> Platform: x86_64-pc-linux-gnu/32 (32-bit)
    >> [...]
    >> > round(10.7775, digits=3)
    >> [1] 10.778
    >> 
    >> and
    >> 
    >> R Under development (unstable) (2020-01-25 r77715) --
"Unsuffered Consequences"
    >> Copyright (C) 2020 The R Foundation for Statistical Computing
    >> Platform: x86_64-pc-linux-gnu/64 (64-bit)
    >> [...]
    >> > round(10.7775, digits=3)
    >> [1] 10.778
    >> 
    >> 
    >> On the other hand, the R 3.6.2 version, that I mainly use at the
moment,
    >> gives the following results:
    >> 
    >> R version 3.6.2 (2019-12-12) -- "Dark and Stormy Night"
    >> Copyright (C) 2019 The R Foundation for Statistical Computing
    >> Platform: x86_64-pc-linux-gnu/32 (32-bit)
    >> [...]
    >> > round(10.7775, digits=3)
    >> [1] 10.777
    >> 
    >> and
    >> 
    >> R version 3.6.2 (2019-12-12) -- "Dark and Stormy Night"
    >> Copyright (C) 2019 The R Foundation for Statistical Computing
    >> Platform: x86_64-pc-linux-gnu/64 (64-bit)
    >> [...]
    >> > round(10.7775, digits=3)
    >> [1] 10.777
    >> 
    >> 
    >> So it seems as if the behaviour of round() has changed between R
3.6.2
    >> and the development version.  But I do not understand why this test
all
    >> of a sudden failed if the results from the last successfully
installed
    >> development version of R suggest that the test should be passed.
    >> 
    >> Thanks in advance for any insight and tips.
    >> 
    >> Cheers,
    >> Berwin

Note that r77727 was the last of a few commits I made related to
dealing with R's bug report PR#17668:
  https://bugs.r-project.org/bugzilla/show_bug.cgi?id=17668

which itself triggered an involved dialogue, mostly online,
visible at the PR's URL above.

It lead me to also write an R package 'round' (in order to
compare R 3.6.x and later's round() versions, comparing them etc)
with a (not entirely polished) package vignette
that explains how rounding to decimal digits is not at all
trivial and why and how I ended (*) improving R's
round(x, digits) algorithm in R-devel.

The CRAN version of the package
    https://cran.r-project.org/package=round

    install.packages("round")
    
is not quite current, notably its vignette isn't and so I have
mentioned in the above thread
( https://bugs.r-project.org/bugzilla/show_bug.cgi?id=17668#c8 )
that the latest version of the vignette is also available as

     https://stat.ethz.ch/~maechler/R/Rounding.html

You can install and load the devel version of 'round' by

   remotes::install_gitlab("mmaechler/round") 
   require("round")

and then look a bit at the different versions of round(.)  using

   example(roundX)

i.e. using round::roundX(x, digits, version)

For those who read so far:  I'm really interested in getting
critical (constructive) feedback and comments about what I've
written there (in the bugzilla report, and the package vignette).
It seems almost nobody till now has had much interest and time to delve
into the somewhat intriguing issues.

Best regards,
Martin Maechler
ETH Zurich and R Core team

On Sat, Feb 8, 2020 at 9:27 AM Berwin A Turlach
<berwin.turlach at gmail.com> wrote:
>
> G'day all,
>
> I have daily scripts running to install the patched version of the
> current R version and the development version of R on my linux box
> (Ubuntu 18.04.4 LTS).
>
> The last development version that was successfully compiled and
> installed was "R Under development (unstable) (2020-01-25
r77715)" on
> 27 January.  Since then the script always fails as a regression test
> seems to fail.  Specifically, in the tests/ subdirectory of my build
> directory I have a file reg-tests-1d.Rout.fail which ends with:
>
> > ## more than half of the above were rounded *down* in R <= 3.6.x
> > ## Some "wrong" test cases from CRAN packages (partly
relying on wrong R <= 3.6.x behavior)
> > stopifnot(exprs = {
> +     all.equal(round(10.7775, digits=3), 10.778, tolerance = 1e-12) # even
tol=0, was 10.777
> +     all.equal(round(12345 / 1000,   2), 12.35 , tolerance = 1e-12) # even
tol=0, was 12.34 in Rd
> +     all.equal(round(9.18665, 4),        9.1866, tolerance = 1e-12) # even
tol=0, was  9.1867
> + })
> Error: round(10.7775, digits = 3) and 10.778 are not equal:
>   Mean relative difference: 9.27902e-05
> Execution halted
>
> This happens while the 32bit architecture is installed,  which is a bit
> surprising as I get the following results for the last installed
> version of R's development version
There are two independent, but slightly related issues here:

First, as Martin already explained, the round() function was recently
improved, and some very strict tests were added to confirm the new
behavior. That explains why you see different round() results in R 4.0
from R 3.6.2. The bugzilla thread explains why:
https://bugs.r-project.org/bugzilla/show_bug.cgi?id=17668

The second issue has to do with numeric precision on 32-bit systems,
which is why I think you are getting this error. We ran into the same
problem on Windows where results on 32-bit are slightly off, including
(but not limited to) edge-cases in rounding. This has always been the
case, but the 32-bit inaccuracies have increased for recent versions
of GCC.

In general, the main difference in float precision between i686 and
x86_64 could come from whether it uses x87 (with 80 bit floats as
intermediates, as long as all intermediates are stored in registers)
or sse2 for general math. Depending on what the tests do, you can get
test failures (i.e. different results) if intermediates use different
precision, if the test reference is calculated assuming rounding all
intermediates to a certain length between each step.

The solution: to get the same results on 32-bit as on 64-bit, you need
to build R with these extra gcc flags: -mfpmath=sse -msse2. As
explained in
https://gcc.gnu.org/onlinedocs/gcc-8.3.0/gcc/x86-Options.html#x86-Options
the -mfpmath=sse is the default for x86-64 but not for i686. As of
r77719 we have made sse the default on Windows and now we get
consistent results on 32-bit and 64-bit, including the round() edge
cases.

I think the intention was to add something similar in R's autoconf
script to enable sse on 32-bit unix systems, but seemingly this hasn't
happened. For now I think you should be able to make your 32-bit
checks succeed if you build R with CFLAGS=-mfpmath=sse -msse2.

G'day Jeroen,

On Sun, 9 Feb 2020 01:04:24 +0100
Jeroen Ooms <jeroen at berkeley.edu> wrote:
> I think the intention was to add something similar in R's autoconf
> script to enable sse on 32-bit unix systems, but seemingly this hasn't
> happened. For now I think you should be able to make your 32-bit
> checks succeed if you build R with CFLAGS=-mfpmath=sse -msse2.
Just for the record, adding

  CFLAGS="-mfpmath=sse -msse2"

to the config.site file used to compile the 32bit version of R's
development version fixed the problem indeed.  The installation script
ran from the command line with out error to the end, and every day
since then at this crontab'd time.

Looks as if it would be good indeed if R's autoconf script would enable
sse on 32-bit unix systems. :)

Thank you for the solution.

Cheers,

	Berwin