[Gretl-devel] Re: MPI bootstrap failures depending on number of iterations
On Wed, 3 Nov 2021, Sven Schreiber wrote:
Hi,
I'm struggling with a hard-to-pinpoint problem involving MPI - this is
in relation to the johansensmall package and a pending update.
I cannot yet give very much detail, but in a certain special context for
a lower number of specified bootstrap iterations the thing runs fine,
whereas when cranking up that iteration number, it basically fails with
the typical obscure message from gretlmpi that an external command
failed. So the algorithm and code per se do not seem to be wrong, or
else it would always fail.
My suspicion for now is related to some kind of memory limitation or a
similar constraint. Is that conceivable? How would one check for that?
Could it be that there is an extreme corner case, that occurs with very
small probability, that makes some command fail with error under very
extreme circumstances?
Something like generating a 2x2 matrix with numerical rank one (just the
first example that crosses my mind).
This would explain why the problem occurs only with a very high number of
replications.
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Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
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