Example #1
0
SEXP sparseQR_coef(SEXP qr, SEXP y)
{
    SEXP ans = PROTECT(dup_mMatrix_as_dgeMatrix(y)),
	qslot = GET_SLOT(qr, install("q"));
    CSP V = AS_CSP(GET_SLOT(qr, install("V"))),
	R = AS_CSP(GET_SLOT(qr, install("R")));
    int *ydims = INTEGER(GET_SLOT(ans, Matrix_DimSym)),
	*q = INTEGER(qslot),
	j, lq = LENGTH(qslot), m = R->m, n = R->n;
    double *ax = REAL(GET_SLOT(ans, Matrix_xSym)),
	*x = Alloca(m, double);
    R_CheckStack();
    R_CheckStack();

    /* apply row permutation and multiply by Q' */
    sparseQR_Qmult(V, REAL(GET_SLOT(qr, install("beta"))),
		   INTEGER(GET_SLOT(qr, Matrix_pSym)), 1,
		   REAL(GET_SLOT(ans, Matrix_xSym)), ydims);
    for (j = 0; j < ydims[1]; j++) {
	double *aj = ax + j * m;
	cs_usolve(R, aj);
	if (lq) {
	    cs_ipvec(q, aj, x, n);
	    Memcpy(aj, x, n);
	}
    }
    UNPROTECT(1);
    return ans;
}
Example #2
0
SEXP dgeMatrix_svd(SEXP x, SEXP nnu, SEXP nnv)
{
    int /* nu = asInteger(nnu),
	   nv = asInteger(nnv), */
	*dims = INTEGER(GET_SLOT(x, Matrix_DimSym));
    double *xx = REAL(GET_SLOT(x, Matrix_xSym));
    SEXP val = PROTECT(allocVector(VECSXP, 3));

    if (dims[0] && dims[1]) {
	int m = dims[0], n = dims[1], mm = (m < n)?m:n,
	    lwork = -1, info;
	double tmp, *work;
	int *iwork = Alloca(8 * mm, int);
	R_CheckStack();

	SET_VECTOR_ELT(val, 0, allocVector(REALSXP, mm));
	SET_VECTOR_ELT(val, 1, allocMatrix(REALSXP, m, mm));
	SET_VECTOR_ELT(val, 2, allocMatrix(REALSXP, mm, n));
	F77_CALL(dgesdd)("S", &m, &n, xx, &m,
			 REAL(VECTOR_ELT(val, 0)),
			 REAL(VECTOR_ELT(val, 1)), &m,
			 REAL(VECTOR_ELT(val, 2)), &mm,
			 &tmp, &lwork, iwork, &info);
	lwork = (int) tmp;
	work = Alloca(lwork, double);
	R_CheckStack();
	F77_CALL(dgesdd)("S", &m, &n, xx, &m,
			 REAL(VECTOR_ELT(val, 0)),
			 REAL(VECTOR_ELT(val, 1)), &m,
			 REAL(VECTOR_ELT(val, 2)), &mm,
			 work, &lwork, iwork, &info);

    }
Example #3
0
/**
 * Return a CHOLMOD copy of the cached Cholesky decomposition with the
 * required perm, LDL and super attributes.  If Imult is nonzero,
 * update the numeric values before returning.
 *
 * If no cached copy is available then evaluate one, cache it (for
 * zero Imult), and return a copy.
 *
 * @param Ap     dsCMatrix object
 * @param perm   integer indicating if permutation is required (>0),
 *               forbidden (0) or optional (<0)
 * @param LDL    integer indicating if the LDL' form is required (>0),
 *               forbidden (0) or optional (<0)
 * @param super  integer indicating if the supernodal form is required (>0),
 *               forbidden (0) or optional (<0)
 * @param Imult  numeric multiplier of I in  |A + Imult * I|
 */
static CHM_FR
internal_chm_factor(SEXP Ap, int perm, int LDL, int super, double Imult)
{
    SEXP facs = GET_SLOT(Ap, Matrix_factorSym);
    SEXP nms = getAttrib(facs, R_NamesSymbol);
    int sup, ll;
    CHM_FR L;
    CHM_SP A = AS_CHM_SP__(Ap);
    R_CheckStack();

    if (LENGTH(facs)) {
	for (int i = 0; i < LENGTH(nms); i++) { /* look for a match in cache */
	    if (chk_nm(CHAR(STRING_ELT(nms, i)), perm, LDL, super)) {
		L = AS_CHM_FR(VECTOR_ELT(facs, i));
		R_CheckStack();
		/* copy the factor so later it can safely be cholmod_l_free'd */
		L = cholmod_l_copy_factor(L, &c);
		if (Imult) cholmod_l_factorize_p(A, &Imult, (int*)NULL, 0, L, &c);
		return L;
	    }
	}
    }
				/* No cached factor - create one */
    sup = c.supernodal;		/* save current settings */
    ll = c.final_ll;

    c.final_ll = (LDL == 0) ? 1 : 0;
    c.supernodal = (super > 0) ? CHOLMOD_SUPERNODAL : CHOLMOD_SIMPLICIAL;

    if (perm) {			/* obtain fill-reducing permutation */
	L = cholmod_l_analyze(A, &c);
    } else {			/* require identity permutation */
	/* save current settings */
	int nmethods = c.nmethods, ord0 = c.method[0].ordering,
	    postorder = c.postorder;
	c.nmethods = 1; c.method[0].ordering = CHOLMOD_NATURAL; c.postorder = FALSE;
	L = cholmod_l_analyze(A, &c);
	/* and now restore */
	c.nmethods = nmethods; c.method[0].ordering = ord0; c.postorder = postorder;
    }
    if (!cholmod_l_factorize_p(A, &Imult, (int*)NULL, 0 /*fsize*/, L, &c))
	error(_("Cholesky factorization failed"));
    c.supernodal = sup;		/* restore previous settings */
    c.final_ll = ll;

    if (!Imult) {		/* cache the factor */
	char fnm[12] = "sPDCholesky";
	if (super > 0) fnm[0] = 'S';
	if (perm == 0) fnm[1] = 'p';
	if (LDL == 0) fnm[2] = 'd';
	set_factors(Ap, chm_factor_to_SEXP(L, 0), fnm);
    }
    return L;
}
Example #4
0
SEXP dgCMatrix_matrix_solve(SEXP Ap, SEXP b, SEXP give_sparse)
{
    Rboolean sparse = asLogical(give_sparse);
    if(sparse) {
	// FIXME: implement this
	error(_("dgCMatrix_matrix_solve(.., sparse=TRUE) not yet implemented"));

	/* Idea: in the  for(j = 0; j < nrhs ..) loop below, build the *sparse* result matrix
	 * ----- *column* wise -- which is perfect for dgCMatrix
	 * --> build (i,p,x) slots "increasingly" [well, allocate in batches ..]
	 *
	 * --> maybe first a protoype in R
	 */

    }
    SEXP ans = PROTECT(dup_mMatrix_as_dgeMatrix(b)),
	lu, qslot;
    CSP L, U;
    int *bdims = INTEGER(GET_SLOT(ans, Matrix_DimSym)), *p, *q;
    int j, n = bdims[0], nrhs = bdims[1];
    double *ax = REAL(GET_SLOT(ans, Matrix_xSym)),
	*x = Alloca(n, double);
    R_CheckStack();

    if (isNull(lu = get_factors(Ap, "LU"))) {
	install_lu(Ap, /* order = */ 1, /* tol = */ 1.0, /* err_sing = */ TRUE);
	lu = get_factors(Ap, "LU");
    }
    qslot = GET_SLOT(lu, install("q"));
    L = AS_CSP__(GET_SLOT(lu, install("L")));
    U = AS_CSP__(GET_SLOT(lu, install("U")));
    R_CheckStack();

    p = INTEGER(GET_SLOT(lu, Matrix_pSym));
    q = LENGTH(qslot) ? INTEGER(qslot) : (int *) NULL;

    if (U->n != n || nrhs < 1 || n < 1)
	error(_("Dimensions of system to be solved are inconsistent"));
    for (j = 0; j < nrhs; j++) {
	cs_pvec(p, ax + j * n, x, n);  /* x = b(p) */
	cs_lsolve(L, x);	       /* x = L\x */
	cs_usolve(U, x);	       /* x = U\x */
	if (q)			       /* r(q) = x , hence r = Q' U{^-1} L{^-1} P b = A^{-1} b */
	    cs_ipvec(q, x, ax + j * n, n);
	else
	    Memcpy(ax + j * n, x, n);
    }
    UNPROTECT(1);
    return ans;
}
Example #5
0
SEXP sparseQR_resid_fitted(SEXP qr, SEXP y, SEXP resid)
{
    SEXP ans = PROTECT(dup_mMatrix_as_dgeMatrix(y));
    CSP V = AS_CSP(GET_SLOT(qr, install("V")));
    int *ydims = INTEGER(GET_SLOT(ans, Matrix_DimSym)),
	*p = INTEGER(GET_SLOT(qr, Matrix_pSym)),
	i, j, m = V->m, n = V->n, res = asLogical(resid);
    double *ax = REAL(GET_SLOT(ans, Matrix_xSym)),
	*beta = REAL(GET_SLOT(qr, install("beta")));
    R_CheckStack();

    /* apply row permutation and multiply by Q' */
    sparseQR_Qmult(V, beta, p, 1, ax, ydims);
    for (j = 0; j < ydims[1]; j++) {
	if (res)		/* zero first n rows */
	    for (i = 0; i < n; i++) ax[i + j * m] = 0;
	else 			/* zero last m - n rows */
	    for (i = n; i < m; i++) ax[i + j * m] = 0;
    }
    /* multiply by Q and apply inverse row permutation */
    sparseQR_Qmult(V, beta, p, 0, ax, ydims);

    UNPROTECT(1);
    return ans;
}
Example #6
0
/**
 * Apply Householder transformations and the row permutation P to y
 *
 * @param a sparse matrix containing the vectors defining the
 *        Householder transformations
 * @param beta scaling factors for the Householder transformations
 * @param y contents of a V->m by nrhs dense matrix
 * @param p 0-based permutation vector of length V->m
 * @param nrhs number of right hand sides (i.e. ncol(y))
 * @param trans logical value - if TRUE create Q'y[p] otherwise Qy[p]
 */
static
void sparseQR_Qmult(cs *V, double *beta, int *p, int trans,
		    double *y, int *ydims)
{
    int j, k, m = V->m, n = V->n;
    double *x = Alloca(m, double);	/* workspace */
    R_CheckStack();

    if (ydims[0] != m)
	error(_("Dimensions of system are inconsistent"));
    for (j = 0; j < ydims[1]; j++) {
	double *yj = y + j * m;
	if (trans) {
	    cs_pvec(p, yj, x, m);	/* x(0:m-1) = y(p(0:m-1, j)) */
	    Memcpy(yj, x, m);	/* replace it */
	    for (k = 0 ; k < n ; k++)   /* apply H[1]...H[n] */
		cs_happly(V, k, beta[k], yj);
	} else {
	    for (k = n - 1 ; k >= 0 ; k--) /* apply H[n]...H[1] */
		cs_happly(V, k, beta[k], yj);
	    cs_ipvec(p, yj, x, m); /* inverse permutation */
	    Memcpy(yj, x, m);
	}
    }
}
Example #7
0
SEXP dsyMatrix_trf(SEXP x)
{
    SEXP val = get_factors(x, "BunchKaufman"),
	dimP = GET_SLOT(x, Matrix_DimSym),
	uploP = GET_SLOT(x, Matrix_uploSym);
    int *dims = INTEGER(dimP), *perm, info;
    int lwork = -1, n = dims[0];
    const char *uplo = CHAR(STRING_ELT(uploP, 0));
    double tmp, *vx, *work;

    if (val != R_NilValue) return val;
    dims = INTEGER(dimP);
    val = PROTECT(NEW_OBJECT(MAKE_CLASS("BunchKaufman")));
    SET_SLOT(val, Matrix_uploSym, duplicate(uploP));
    SET_SLOT(val, Matrix_diagSym, mkString("N"));
    SET_SLOT(val, Matrix_DimSym, duplicate(dimP));
    vx = REAL(ALLOC_SLOT(val, Matrix_xSym, REALSXP, n * n));
    AZERO(vx, n * n);
    F77_CALL(dlacpy)(uplo, &n, &n, REAL(GET_SLOT(x, Matrix_xSym)), &n, vx, &n);
    perm = INTEGER(ALLOC_SLOT(val, Matrix_permSym, INTSXP, n));
    F77_CALL(dsytrf)(uplo, &n, vx, &n, perm, &tmp, &lwork, &info);
    lwork = (int) tmp;
    work = Alloca(lwork, double);
    R_CheckStack();
    F77_CALL(dsytrf)(uplo, &n, vx, &n, perm, work, &lwork, &info);
    if (info) error(_("Lapack routine dsytrf returned error code %d"), info);
    UNPROTECT(1);
    return set_factors(x, val, "BunchKaufman");
}
Example #8
0
/**
 * "Indexing" aka subsetting : Compute  x[i,j], also for vectors i and j
 * Working via CHOLMOD_submatrix, see ./CHOLMOD/MatrixOps/cholmod_submatrix.c
 * @param x CsparseMatrix
 * @param i row     indices (0-origin), or NULL (R's)
 * @param j columns indices (0-origin), or NULL
 *
 * @return x[i,j]  still CsparseMatrix --- currently, this loses dimnames
 */
SEXP Csparse_submatrix(SEXP x, SEXP i, SEXP j)
{
    CHM_SP chx = AS_CHM_SP(x); /* << does diagU2N() when needed */
    int rsize = (isNull(i)) ? -1 : LENGTH(i),
	csize = (isNull(j)) ? -1 : LENGTH(j);
    int Rkind = (chx->xtype != CHOLMOD_PATTERN) ? Real_kind(x) : 0;
    R_CheckStack();

    if (rsize >= 0 && !isInteger(i))
	error(_("Index i must be NULL or integer"));
    if (csize >= 0 && !isInteger(j))
	error(_("Index j must be NULL or integer"));

    if (!chx->stype) {/* non-symmetric Matrix */
	return chm_sparse_to_SEXP(cholmod_submatrix(chx,
						    (rsize < 0) ? NULL : INTEGER(i), rsize,
						    (csize < 0) ? NULL : INTEGER(j), csize,
						    TRUE, TRUE, &c),
				  1, 0, Rkind, "",
				  /* FIXME: drops dimnames */ R_NilValue);
    }
				/* for now, cholmod_submatrix() only accepts "generalMatrix" */
    CHM_SP tmp = cholmod_copy(chx, /* stype: */ 0, chx->xtype, &c);
    CHM_SP ans = cholmod_submatrix(tmp,
				   (rsize < 0) ? NULL : INTEGER(i), rsize,
				   (csize < 0) ? NULL : INTEGER(j), csize,
				   TRUE, TRUE, &c);
    cholmod_free_sparse(&tmp, &c);
    return chm_sparse_to_SEXP(ans, 1, 0, Rkind, "", R_NilValue);
}
Example #9
0
SEXP Csparse_diagN2U(SEXP x)
{
    const char *cl = class_P(x);
    /* dtCMatrix, etc; [1] = the second character =?= 't' for triangular */
    if (cl[1] != 't' || *diag_P(x) != 'N') {
	/* "trivially fast" when not triangular (<==> no 'diag' slot),
	   or already *unit* triangular */
	return (x);
    }
    else { /* triangular with diag='N'): now drop the diagonal */
	/* duplicate, since chx will be modified: */
	SEXP xx = PROTECT(duplicate(x));
	CHM_SP chx = AS_CHM_SP__(xx);
	int uploT = (*uplo_P(x) == 'U') ? 1 : -1,
	    Rkind = (chx->xtype != CHOLMOD_PATTERN) ? Real_kind(x) : 0;
	R_CheckStack();

	chm_diagN2U(chx, uploT, /* do_realloc */ FALSE);

	UNPROTECT(1);
	return chm_sparse_to_SEXP(chx, /*dofree*/ 0/* or 1 ?? */,
				  uploT, Rkind, "U",
				  GET_SLOT(x, Matrix_DimNamesSym));
    }
}
Example #10
0
// called from package MatrixModels's R code:
SEXP dgCMatrix_cholsol(SEXP x, SEXP y)
{
    /* Solve Sparse Least Squares X %*% beta ~= y  with dense RHS y,
     * where X = t(x) i.e. we pass  x = t(X)  as argument,
     * via  "Cholesky(X'X)" .. well not really:
     * cholmod_factorize("x", ..) finds L in  X'X = L'L directly */
    CHM_SP cx = AS_CHM_SP(x);
    /* FIXME: extend this to work in multivariate case, i.e. y a matrix with > 1 column ! */
    CHM_DN cy = AS_CHM_DN(coerceVector(y, REALSXP)), rhs, cAns, resid;
    CHM_FR L;
    int n = cx->ncol;/* #{obs.} {x = t(X) !} */
    double one[] = {1,0}, zero[] = {0,0}, neg1[] = {-1,0};
    const char *nms[] = {"L", "coef", "Xty", "resid", ""};
    SEXP ans = PROTECT(Rf_mkNamed(VECSXP, nms));
    R_CheckStack();

    if (n < cx->nrow || n <= 0)
	error(_("dgCMatrix_cholsol requires a 'short, wide' rectangular matrix"));
    if (cy->nrow != n)
	error(_("Dimensions of system to be solved are inconsistent"));
    rhs = cholmod_allocate_dense(cx->nrow, 1, cx->nrow, CHOLMOD_REAL, &c);
    /* cholmod_sdmult(A, transp, alpha, beta, X, Y, &c):
     *		Y := alpha*(A*X) + beta*Y or alpha*(A'*X) + beta*Y ;
     * here: rhs := 1 * x %*% y + 0 =  x %*% y =  X'y  */
    if (!(cholmod_sdmult(cx, 0 /* trans */, one, zero, cy, rhs, &c)))
	error(_("cholmod_sdmult error (rhs)"));
    L = cholmod_analyze(cx, &c);
    if (!cholmod_factorize(cx, L, &c))
	error(_("cholmod_factorize failed: status %d, minor %d from ncol %d"),
	      c.status, L->minor, L->n);
/* FIXME: Do this in stages so an "effects" vector can be calculated */
    if (!(cAns = cholmod_solve(CHOLMOD_A, L, rhs, &c)))
	error(_("cholmod_solve (CHOLMOD_A) failed: status %d, minor %d from ncol %d"),
	      c.status, L->minor, L->n);
    /* L : */
    SET_VECTOR_ELT(ans, 0, chm_factor_to_SEXP(L, 0));
    /* coef : */
    SET_VECTOR_ELT(ans, 1, allocVector(REALSXP, cx->nrow));
    Memcpy(REAL(VECTOR_ELT(ans, 1)), (double*)(cAns->x), cx->nrow);
    /* X'y : */
/* FIXME: Change this when the "effects" vector is available */
    SET_VECTOR_ELT(ans, 2, allocVector(REALSXP, cx->nrow));
    Memcpy(REAL(VECTOR_ELT(ans, 2)), (double*)(rhs->x), cx->nrow);
    /* resid := y */
    resid = cholmod_copy_dense(cy, &c);
    /* cholmod_sdmult(A, transp, alp, bet, X, Y, &c):
     *		Y := alp*(A*X) + bet*Y or alp*(A'*X) + beta*Y ;
     * here: resid := -1 * x' %*% coef + 1 * y = y - X %*% coef  */
    if (!(cholmod_sdmult(cx, 1/* trans */, neg1, one, cAns, resid, &c)))
	error(_("cholmod_sdmult error (resid)"));
    /* FIXME: for multivariate case, i.e. resid  *matrix* with > 1 column ! */
    SET_VECTOR_ELT(ans, 3, allocVector(REALSXP, n));
    Memcpy(REAL(VECTOR_ELT(ans, 3)), (double*)(resid->x), n);

    cholmod_free_factor(&L, &c);
    cholmod_free_dense(&rhs, &c);
    cholmod_free_dense(&cAns, &c);
    UNPROTECT(1);
    return ans;
}
Example #11
0
//main function used .Call()
SEXP doCollisionTest(SEXP num, SEXP n, SEXP m)
{
        if (!isNumeric(num) || !isNumeric(n) || !isNumeric(m))
            error(_("invalid argument"));
        
        
        //temporary working variables
        int lenSample  = asInteger( n ); //length of the sample 'num'
        int nbUrns = asInteger( m ); //number of urns
        
        int * rNum = INTEGER( num ); // vector of length n with random urn numbers
        
        int * Urns = (int *) R_alloc(nbUrns, sizeof(int));
        
        //result
        int *nbCollision = (int *) R_alloc(1, sizeof(int));
        SEXP resultinR; //result in R
        PROTECT(resultinR = allocVector(INTSXP, 1)); //allocate an integer
        /*
         if(resultinR == NULL) Rprintf("zog\n");
         else Rprintf("toooo2\n");*/
        
        nbCollision = INTEGER( resultinR ); //plug the C pointer on the R type
        
        R_CheckStack();
        
        //computation step        
        collisionTest(rNum, lenSample, nbUrns, Urns, nbCollision);
        
        UNPROTECT(1);
        
        return resultinR;
}
Example #12
0
SEXP dense_to_Csparse(SEXP x)
{
    CHM_DN chxd = AS_CHM_xDN(PROTECT(mMatrix_as_geMatrix(x)));
    /* cholmod_dense_to_sparse() in CHOLMOD/Core/ below does only work for
       "REAL" 'xtypes', i.e. *not* for "nMatrix".
       ===> need "_x" in above AS_CHM_xDN() call.

       Also it cannot keep symmetric / triangular, hence the
       as_geMatrix() above.  Note that this is already a *waste* for
       symmetric matrices; However, we could conceivably use an
       enhanced cholmod_dense_to_sparse(), with an extra boolean
       argument for symmetry.
    */
    CHM_SP chxs = cholmod_dense_to_sparse(chxd, 1, &c);
    int Rkind = (chxd->xtype == CHOLMOD_REAL) ? Real_KIND2(x) : 0;
    /* Note: when 'x' was integer Matrix, Real_KIND(x) = -1, but *_KIND2(.) = 0 */
    R_CheckStack();

    UNPROTECT(1);
    /* chm_sparse_to_SEXP() *could* deal with symmetric
     * if chxs had such an stype; and we should be able to use uplo below */
    return chm_sparse_to_SEXP(chxs, 1, 0/*TODO: uplo_P(x) if x has an uplo slot*/,
			      Rkind, "",
			      isMatrix(x) ? getAttrib(x, R_DimNamesSymbol)
			      : GET_SLOT(x, Matrix_DimNamesSym));
}
Example #13
0
SEXP Csparse_dense_prod(SEXP a, SEXP b)
{
    CHM_SP cha = AS_CHM_SP(a);
    SEXP b_M = PROTECT(mMatrix_as_dgeMatrix(b));
    CHM_DN chb = AS_CHM_DN(b_M);
    CHM_DN chc = cholmod_l_allocate_dense(cha->nrow, chb->ncol, cha->nrow,
					chb->xtype, &c);
    SEXP dn = PROTECT(allocVector(VECSXP, 2));
    double one[] = {1,0}, zero[] = {0,0};
    int nprot = 2;
    R_CheckStack();
    /* Tim Davis, please FIXME:  currently (2010-11) *fails* when  a  is a pattern matrix:*/
    if(cha->xtype == CHOLMOD_PATTERN) {
	/* warning(_("Csparse_dense_prod(): cholmod_sdmult() not yet implemented for pattern./ ngCMatrix" */
	/* 	  " --> slightly inefficient coercion")); */

	// This *fails* to produce a CHOLMOD_REAL ..
	// CHM_SP chd = cholmod_l_copy(cha, cha->stype, CHOLMOD_REAL, &c);
	// --> use our Matrix-classes
	SEXP da = PROTECT(nz2Csparse(a, x_double)); nprot++;
	cha = AS_CHM_SP(da);
    }
    cholmod_l_sdmult(cha, 0, one, zero, chb, chc, &c);
    SET_VECTOR_ELT(dn, 0,	/* establish dimnames */
		   duplicate(VECTOR_ELT(GET_SLOT(a, Matrix_DimNamesSym), 0)));
    SET_VECTOR_ELT(dn, 1,
		   duplicate(VECTOR_ELT(GET_SLOT(b_M, Matrix_DimNamesSym), 1)));
    UNPROTECT(nprot);
    return chm_dense_to_SEXP(chc, 1, 0, dn);
}
Example #14
0
static SEXP mkCharUcs(wchar_t *name)
{
    int n = wcslen(name), N = 3*n+1;
    char buf[N];
    R_CheckStack();
    wcstombs(buf, name, N); buf[N-1] = '\0';
    return mkCharCE(buf, CE_UTF8);
}
Example #15
0
SEXP destructive_CHM_update(SEXP object, SEXP parent, SEXP mult)
{
    CHM_FR L = AS_CHM_FR(object);
    CHM_SP A = AS_CHM_SP__(parent);
    R_CheckStack();

    return chm_factor_to_SEXP(chm_factor_update(L, A, asReal(mult)), 0);
}
Example #16
0
/* Modified version of Tim Davis's cs_lu_mex.c file for MATLAB */
void install_lu(SEXP Ap, int order, double tol, Rboolean err_sing)
{
    // (order, tol) == (1, 1) by default, when called from R.
    SEXP ans;
    css *S;
    csn *N;
    int n, *p, *dims;
    CSP A = AS_CSP__(Ap), D;
    R_CheckStack();

    n = A->n;
    if (A->m != n)
	error(_("LU decomposition applies only to square matrices"));
    if (order) {		/* not using natural order */
	order = (tol == 1) ? 2	/* amd(S'*S) w/dense rows or I */
	    : 1;		/* amd (A+A'), or natural */
    }
    S = cs_sqr(order, A, /*qr = */ 0);	/* symbolic ordering */
    N = cs_lu(A, S, tol);	/* numeric factorization */
    if (!N) {
	if(err_sing)
	    error(_("cs_lu(A) failed: near-singular A (or out of memory)"));
	else {
	    /* No warning: The useR should be careful :
	     * Put  NA  into  "LU" factor */
	    set_factors(Ap, ScalarLogical(NA_LOGICAL), "LU");
	    return;
	}
    }
    cs_dropzeros(N->L);		/* drop zeros from L and sort it */
    D = cs_transpose(N->L, 1);
    cs_spfree(N->L);
    N->L = cs_transpose(D, 1);
    cs_spfree(D);
    cs_dropzeros(N->U);		/* drop zeros from U and sort it */
    D = cs_transpose(N->U, 1);
    cs_spfree(N->U);
    N->U = cs_transpose(D, 1);
    cs_spfree(D);
    p = cs_pinv(N->pinv, n);	/* p=pinv' */
    ans = PROTECT(NEW_OBJECT(MAKE_CLASS("sparseLU")));
    dims = INTEGER(ALLOC_SLOT(ans, Matrix_DimSym, INTSXP, 2));
    dims[0] = n; dims[1] = n;
    SET_SLOT(ans, install("L"),
	     Matrix_cs_to_SEXP(N->L, "dtCMatrix", 0));
    SET_SLOT(ans, install("U"),
	     Matrix_cs_to_SEXP(N->U, "dtCMatrix", 0));
    Memcpy(INTEGER(ALLOC_SLOT(ans, Matrix_pSym, /* "p" */
			      INTSXP, n)), p, n);
    if (order)
	Memcpy(INTEGER(ALLOC_SLOT(ans, install("q"),
				  INTSXP, n)), S->q, n);
    cs_nfree(N);
    cs_sfree(S);
    cs_free(p);
    UNPROTECT(1);
    set_factors(Ap, ans, "LU");
}
Example #17
0
SEXP Csparse_validate_(SEXP x, Rboolean maybe_modify)
{
    /* NB: we do *NOT* check a potential 'x' slot here, at all */
    SEXP pslot = GET_SLOT(x, Matrix_pSym),
	islot = GET_SLOT(x, Matrix_iSym);
    Rboolean sorted, strictly;
    int j, k,
	*dims = INTEGER(GET_SLOT(x, Matrix_DimSym)),
	nrow = dims[0],
	ncol = dims[1],
	*xp = INTEGER(pslot),
	*xi = INTEGER(islot);

    if (length(pslot) != dims[1] + 1)
	return mkString(_("slot p must have length = ncol(.) + 1"));
    if (xp[0] != 0)
	return mkString(_("first element of slot p must be zero"));
    if (length(islot) < xp[ncol]) /* allow larger slots from over-allocation!*/
	return
	    mkString(_("last element of slot p must match length of slots i and x"));
    for (j = 0; j < xp[ncol]; j++) {
	if (xi[j] < 0 || xi[j] >= nrow)
	    return mkString(_("all row indices must be between 0 and nrow-1"));
    }
    sorted = TRUE; strictly = TRUE;
    for (j = 0; j < ncol; j++) {
	if (xp[j] > xp[j + 1])
	    return mkString(_("slot p must be non-decreasing"));
	if(sorted) /* only act if >= 2 entries in column j : */
	    for (k = xp[j] + 1; k < xp[j + 1]; k++) {
		if (xi[k] < xi[k - 1])
		    sorted = FALSE;
		else if (xi[k] == xi[k - 1])
		    strictly = FALSE;
	    }
    }
    if (!sorted) {
	if(maybe_modify) {
	    CHM_SP chx = (CHM_SP) alloca(sizeof(cholmod_sparse));
	    R_CheckStack();
	    as_cholmod_sparse(chx, x, FALSE, TRUE);/*-> cholmod_l_sort() ! */
	    /* as chx = AS_CHM_SP__(x)  but  ^^^^ sorting x in_place !!! */

	    /* Now re-check that row indices are *strictly* increasing
	     * (and not just increasing) within each column : */
	    for (j = 0; j < ncol; j++) {
		for (k = xp[j] + 1; k < xp[j + 1]; k++)
		    if (xi[k] == xi[k - 1])
			return mkString(_("slot i is not *strictly* increasing inside a column (even after cholmod_l_sort)"));
	    }
	} else { /* no modifying sorting : */
	    return mkString(_("row indices are not sorted within columns"));
	}
    } else if(!strictly) {  /* sorted, but not strictly */
	return mkString(_("slot i is not *strictly* increasing inside a column"));
    }
    return ScalarLogical(1);
}
Example #18
0
SEXP CHMfactor_update(SEXP object, SEXP parent, SEXP mult)
{
    CHM_FR L = AS_CHM_FR(object), Lcp;
    CHM_SP A = AS_CHM_SP__(parent);
    R_CheckStack();

    Lcp = cholmod_copy_factor(L, &c);
    return chm_factor_to_SEXP(chm_factor_update(Lcp, A, asReal(mult)), 1);
}
Example #19
0
SEXP Csparse_band(SEXP x, SEXP k1, SEXP k2)
{
    CHM_SP chx = AS_CHM_SP__(x);
    int Rkind = (chx->xtype != CHOLMOD_PATTERN) ? Real_kind(x) : 0;
    CHM_SP ans = cholmod_l_band(chx, asInteger(k1), asInteger(k2), chx->xtype, &c);
    R_CheckStack();

    return chm_sparse_to_SEXP(ans, 1, 0, Rkind, "",
			      GET_SLOT(x, Matrix_DimNamesSym));
}
Example #20
0
/* FIXME: Probably should fold this function into MCMC_S */
static void MCMC_T(SEXP x, double sigma)
{
    int *Gp = Gp_SLOT(x), nt = (DIMS_SLOT(x))[nt_POS];
    double **st = Alloca(nt, double*);
    int *nc = Alloca(nt, int), *nlev = Alloca(nt, int);
    R_CheckStack();

    if (ST_nc_nlev(GET_SLOT(x, lme4_STSym), Gp, st, nc, nlev) < 2) return;
    error("Code for non-trivial theta_T not yet written");
}
Example #21
0
SEXP dsCMatrix_matrix_solve(SEXP a, SEXP b)
{
    CHM_FR L = internal_chm_factor(a, -1, -1, -1, 0.);
    CHM_DN cx, cb = AS_CHM_DN(PROTECT(mMatrix_as_dgeMatrix(b)));
    R_CheckStack();

    cx = cholmod_l_solve(CHOLMOD_A, L, cb, &c);
    cholmod_l_free_factor(&L, &c);
    UNPROTECT(1);
    return chm_dense_to_SEXP(cx, 1, 0, /*dimnames = */ R_NilValue);
}
Example #22
0
SEXP Csparse_vertcat(SEXP x, SEXP y)
{
    CHM_SP chx = AS_CHM_SP__(x), chy = AS_CHM_SP__(y);
    int Rk_x = (chx->xtype != CHOLMOD_PATTERN) ? Real_kind(x) : 0,
	Rk_y = (chy->xtype != CHOLMOD_PATTERN) ? Real_kind(y) : 0,
	Rkind = /* logical if both x and y are */ (Rk_x == 1 && Rk_y == 1) ? 1 : 0;
    R_CheckStack();

    /* TODO: currently drops dimnames - and we fix at R level */
    return chm_sparse_to_SEXP(cholmod_l_vertcat(chx, chy, 1, &c),
			      1, 0, Rkind, "", R_NilValue);
}
Example #23
0
SEXP Csparse_general_to_symmetric(SEXP x, SEXP uplo)
{
    CHM_SP chx = AS_CHM_SP__(x), chgx;
    int uploT = (*CHAR(STRING_ELT(uplo,0)) == 'U') ? 1 : -1;
    int Rkind = (chx->xtype != CHOLMOD_PATTERN) ? Real_kind(x) : 0;
    R_CheckStack();

    chgx = cholmod_l_copy(chx, /* stype: */ uploT, chx->xtype, &c);
    /* xtype: pattern, "real", complex or .. */
    return chm_sparse_to_SEXP(chgx, 1, 0, Rkind, "",
			      GET_SLOT(x, Matrix_DimNamesSym));
}
Example #24
0
// FIXME: do not go via CHM (should not be too hard, to just *drop* the x-slot, right?
SEXP Csparse_to_nz_pattern(SEXP x, SEXP tri)
{
    CHM_SP chxs = AS_CHM_SP__(x);
    CHM_SP chxcp = cholmod_l_copy(chxs, chxs->stype, CHOLMOD_PATTERN, &c);
    int tr = asLogical(tri);
    R_CheckStack();

    return chm_sparse_to_SEXP(chxcp, 1/*do_free*/,
			      tr ? ((*uplo_P(x) == 'U') ? 1 : -1) : 0,
			      0, tr ? diag_P(x) : "",
			      GET_SLOT(x, Matrix_DimNamesSym));
}
Example #25
0
/* Can only return [dln]geMatrix (no symm/triang);
 * FIXME: replace by non-CHOLMOD code ! */
SEXP Csparse_to_dense(SEXP x)
{
    CHM_SP chxs = AS_CHM_SP__(x);
    /* This loses the symmetry property, since cholmod_dense has none,
     * BUT, much worse (FIXME!), it also transforms CHOLMOD_PATTERN ("n") matrices
     * to numeric (CHOLMOD_REAL) ones : */
    CHM_DN chxd = cholmod_l_sparse_to_dense(chxs, &c);
    int Rkind = (chxs->xtype == CHOLMOD_PATTERN)? -1 : Real_kind(x);
    R_CheckStack();

    return chm_dense_to_SEXP(chxd, 1, Rkind, GET_SLOT(x, Matrix_DimNamesSym));
}
Example #26
0
SEXP CHMfactor_updown(SEXP upd, SEXP C_, SEXP L_)
{
    CHM_FR L = AS_CHM_FR(L_), Lcp;
    CHM_SP C = AS_CHM_SP__(C_);
    int update = asInteger(upd);
    R_CheckStack();

    Lcp = cholmod_copy_factor(L, &c);
    int r = cholmod_updown(update, C, Lcp, &c);
    if(!r) error(_("cholmod_updown() returned %d"), r);
    return chm_factor_to_SEXP(Lcp, 1);
}
Example #27
0
//main function used .Call()
SEXP doPokerTest(SEXP hands, SEXP n, SEXP d)
{
/*    if(n == NULL) Rprintf("blii\n");
    else Rprintf("toooo\n"); 
    */
        if (!isNumeric(hands))
                error(_("invalid argument zogzog"));
        if(!isNumeric(n))
                error(_("invalid argument***********"));
        if(!isNumeric(d))
                error(_("invalid argument________"));

    //Rprintf("zogzog\n");    
        //temporary working variables
        int dim  = asInteger( d ); //dimension of vector
        int nbh = asInteger( n ); //number of observed hands
    //Rprintf("zogzog\n");

        
        int *rHands = INTEGER( hands ); // 'n'x'd' matrix of obs. hands 
    /*
    if(rHands == NULL) Rprintf("blii1\n");
    else Rprintf("toooo1\n"); 
    */
    SEXP dims = getAttrib(hands, R_DimSymbol); //extract dimensions
/*
    if(INTEGER(dims) == NULL  ) Rprintf("blii2\n");
    else Rprintf("toooo2\n"); 
*/
    
    if (nbh != INTEGER(dims)[0] || dim != INTEGER(dims)[1])
        error(_("invalid argument hands"));
    
	
        //result
        int *valuePresent = (int *) R_alloc(dim, sizeof(int));
        SEXP resultinR; //result in R
        PROTECT(resultinR = allocVector(INTSXP, dim)); //allocate a d vector
/*
        if(resultinR == NULL) Rprintf("zog\n");
    else Rprintf("toooo2\n");*/
    
    valuePresent = INTEGER( resultinR ); //plug the C pointer on the R type
	
        R_CheckStack();
	
        //computation step        
        pokerTest(rHands, nbh, dim, valuePresent);
	
        UNPROTECT(1);
	
        return resultinR;
}
Example #28
0
/* Should generalize this, also for ltT -> lgC --
 * along the lines in ./TMatrix_as.c  ..... or drop completely : */
SEXP dtTMatrix_as_dgCMatrix(SEXP x)
{
    CHM_TR tx = AS_CHM_TR(x);
    CHM_SP cx = cholmod_triplet_to_sparse(tx, tx->nzmax, &c);
    R_CheckStack();

    /* FIXME
    * int Rkind = (tx->xtype == CHOLMOD_REAL) ? Real_kind(x) : 0;
    */
    return chm_sparse_to_SEXP(cx, 1/*do_free*/, 0, /*Rkind*/ 0, "",
                              GET_SLOT(x, Matrix_DimNamesSym));
}
Example #29
0
SEXP dsCMatrix_Csparse_solve(SEXP a, SEXP b)
{
    CHM_FR L = internal_chm_factor(a, -1, -1, -1, 0.);
    CHM_SP cx, cb = AS_CHM_SP(b);
    R_CheckStack();

    cx = cholmod_l_spsolve(CHOLMOD_A, L, cb, &c);
    cholmod_l_free_factor(&L, &c);
    return chm_sparse_to_SEXP(cx, /*do_free*/ 1, /*uploT*/ 0,
			      /*Rkind*/ 0, /*diag*/ "N",
			      /*dimnames = */ R_NilValue);
}
Example #30
0
/* this used to be called  sCMatrix_to_gCMatrix(..)   [in ./dsCMatrix.c ]: */
SEXP Csparse_symmetric_to_general(SEXP x)
{
    CHM_SP chx = AS_CHM_SP__(x), chgx;
    int Rkind = (chx->xtype != CHOLMOD_PATTERN) ? Real_kind(x) : 0;
    R_CheckStack();

    if (!(chx->stype))
	error(_("Nonsymmetric matrix in Csparse_symmetric_to_general"));
    chgx = cholmod_l_copy(chx, /* stype: */ 0, chx->xtype, &c);
    /* xtype: pattern, "real", complex or .. */
    return chm_sparse_to_SEXP(chgx, 1, 0, Rkind, "",
			      GET_SLOT(x, Matrix_DimNamesSym));
}