SEXP dsyMatrix_as_matrix(SEXP from)
{
int n = INTEGER(GET_SLOT(from, Matrix_DimSym))[0];
SEXP val = PROTECT(allocMatrix(REALSXP, n, n));
make_symmetric(Memcpy(REAL(val),
REAL(GET_SLOT(from, Matrix_xSym)), n * n),
from, n);
setAttrib(val, R_DimNamesSymbol, GET_SLOT(from, Matrix_DimNamesSym));
UNPROTECT(1);
return val;
}
MatrixType
cholesky_invert(MatrixType a)
{
// factorize
int info = potrf(a);
if (info != 0)
{
throw std::runtime_error("potrf failed in cholesky_invert " +
std::to_string(info));
}
potri(a);
return make_symmetric(a);
}
SEXP dsyMatrix_as_dgeMatrix(SEXP from)
{
SEXP val = PROTECT(NEW_OBJECT(MAKE_CLASS("dgeMatrix"))),
rcondSym = Matrix_rcondSym;
SET_SLOT(val, Matrix_rcondSym, allocVector(REALSXP, 0));
SET_SLOT(val, Matrix_factorSym, allocVector(VECSXP, 0));
SET_SLOT(val, rcondSym, duplicate(GET_SLOT(from, rcondSym)));
SET_SLOT(val, Matrix_xSym, duplicate(GET_SLOT(from, Matrix_xSym)));
SET_SLOT(val, Matrix_DimSym,
duplicate(GET_SLOT(from, Matrix_DimSym)));
make_symmetric(REAL(GET_SLOT(val, Matrix_xSym)), from,
INTEGER(GET_SLOT(val, Matrix_DimSym))[0]);
UNPROTECT(1);
return val;
}
