Rev 1862 | Rev 2200 | Go to most recent revision | Blame | Compare with Previous | Last modification | View Log | Download | RSS feed
#include "dsyMatrix.h"SEXP symmetricMatrix_validate(SEXP obj){SEXP val = GET_SLOT(obj, Matrix_DimSym);if (LENGTH(val) < 2)return mkString(_("'Dim' slot has length less than two"));if (INTEGER(val)[0] != INTEGER(val)[1])return mkString(_("Matrix is not square"));if (isString(val = check_scalar_string(GET_SLOT(obj, Matrix_uploSym),"LU", "uplo"))) return val;return ScalarLogical(1);}SEXP dsyMatrix_validate(SEXP obj){return symmetricMatrix_validate(obj);/* see ./dspMatrix.c for how to do further checks */}double get_norm_sy(SEXP obj, char *typstr){char typnm[] = {'\0', '\0'};int *dims = INTEGER(GET_SLOT(obj, Matrix_DimSym));double *work = (double *) NULL;typnm[0] = norm_type(typstr);if (*typnm == 'I' || *typnm == 'O') {work = (double *) R_alloc(dims[0], sizeof(double));}return F77_CALL(dlansy)(typnm, uplo_P(obj),dims, REAL(GET_SLOT(obj, Matrix_xSym)),dims, work);}SEXP dsyMatrix_norm(SEXP obj, SEXP type){return ScalarReal(get_norm_sy(obj, CHAR(asChar(type))));}staticdouble set_rcond_sy(SEXP obj, char *typstr){char typnm[] = {'\0', '\0'};SEXP rcv = GET_SLOT(obj, Matrix_rcondSym);double rcond;typnm[0] = rcond_type(typstr);rcond = get_double_by_name(rcv, typnm);if (R_IsNA(rcond)) {SEXP trf = dsyMatrix_trf(obj);int *dims = INTEGER(GET_SLOT(obj, Matrix_DimSym)), info;double anorm = get_norm_sy(obj, "O");F77_CALL(dsycon)(uplo_P(trf), dims,REAL (GET_SLOT(trf, Matrix_xSym)), dims,INTEGER(GET_SLOT(trf, Matrix_permSym)),&anorm, &rcond,(double *) R_alloc(2*dims[0], sizeof(double)),(int *) R_alloc(dims[0], sizeof(int)), &info);SET_SLOT(obj, Matrix_rcondSym,set_double_by_name(rcv, rcond, typnm));}return rcond;}SEXP dsyMatrix_rcond(SEXP obj, SEXP type){return ScalarReal(set_rcond_sy(obj, CHAR(asChar(type))));}staticvoid make_symmetric(double *to, SEXP from, int n){int i, j;if (*uplo_P(from) == 'U') {for (j = 0; j < n; j++) {for (i = j+1; i < n; i++) {to[i + j*n] = to[j + i*n];}}} else {for (j = 1; j < n; j++) {for (i = 0; i < j && i < n; i++) {to[i + j*n] = to[j + i*n];}}}}SEXP dsyMatrix_solve(SEXP a){SEXP trf = dsyMatrix_trf(a);SEXP val = PROTECT(NEW_OBJECT(MAKE_CLASS("dsyMatrix")));int *dims = INTEGER(GET_SLOT(trf, Matrix_DimSym)), info;SET_SLOT(val, Matrix_uploSym, duplicate(GET_SLOT(trf, Matrix_uploSym)));SET_SLOT(val, Matrix_xSym, duplicate(GET_SLOT(trf, Matrix_xSym)));SET_SLOT(val, Matrix_DimSym, duplicate(GET_SLOT(trf, Matrix_DimSym)));SET_SLOT(val, Matrix_rcondSym, duplicate(GET_SLOT(a, Matrix_rcondSym)));F77_CALL(dsytri)(uplo_P(val), dims,REAL(GET_SLOT(val, Matrix_xSym)), dims,INTEGER(GET_SLOT(trf, Matrix_permSym)),(double *) R_alloc((long) dims[0], sizeof(double)),&info);UNPROTECT(1);return val;}SEXP dsyMatrix_dgeMatrix_solve(SEXP a, SEXP b){SEXP trf = dsyMatrix_trf(a),val = PROTECT(NEW_OBJECT(MAKE_CLASS("dgeMatrix")));int *adims = INTEGER(GET_SLOT(a, Matrix_DimSym)),*bdims = INTEGER(GET_SLOT(b, Matrix_DimSym)),info;if (*adims != *bdims || bdims[1] < 1 || *adims < 1)error(_("Dimensions of system to be solved are inconsistent"));SET_SLOT(val, Matrix_DimSym, duplicate(GET_SLOT(b, Matrix_DimSym)));SET_SLOT(val, Matrix_xSym, duplicate(GET_SLOT(b, Matrix_xSym)));F77_CALL(dsytrs)(uplo_P(trf), adims, bdims + 1,REAL(GET_SLOT(trf, Matrix_xSym)), adims,INTEGER(GET_SLOT(trf, Matrix_permSym)),REAL(GET_SLOT(val, Matrix_xSym)),bdims, &info);UNPROTECT(1);return val;}SEXP dsyMatrix_matrix_solve(SEXP a, SEXP b){SEXP trf = dsyMatrix_trf(a),val = PROTECT(duplicate(b));int *adims = INTEGER(GET_SLOT(a, Matrix_DimSym)),*bdims = INTEGER(getAttrib(b, R_DimSymbol)),info;if (!(isReal(b) && isMatrix(b)))error(_("Argument b must be a numeric matrix"));if (*adims != *bdims || bdims[1] < 1 || *adims < 1)error(_("Dimensions of system to be solved are inconsistent"));F77_CALL(dsytrs)(uplo_P(trf), adims, bdims + 1,REAL(GET_SLOT(trf, Matrix_xSym)), adims,INTEGER(GET_SLOT(trf, Matrix_permSym)),REAL(val), bdims, &info);UNPROTECT(1);return val;}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;}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;}SEXP dsyMatrix_dgeMatrix_mm(SEXP a, SEXP b){int *adims = INTEGER(GET_SLOT(a, Matrix_DimSym)),*bdims = INTEGER(GET_SLOT(b, Matrix_DimSym)),*cdims,m = adims[0], n = bdims[1], k = adims[1];SEXP val = PROTECT(NEW_OBJECT(MAKE_CLASS("dgeMatrix")));double one = 1., zero = 0.;if (bdims[0] != k)error(_("Matrices are not conformable for multiplication"));if (m < 1 || n < 1 || k < 1)error(_("Matrices with zero extents cannot be multiplied"));SET_SLOT(val, Matrix_factorSym, allocVector(VECSXP, 0));SET_SLOT(val, Matrix_rcondSym, allocVector(REALSXP, 0));SET_SLOT(val, Matrix_xSym, allocVector(REALSXP, m * n));SET_SLOT(val, Matrix_DimSym, allocVector(INTSXP, 2));cdims = INTEGER(GET_SLOT(val, Matrix_DimSym));cdims[0] = m; cdims[1] = n;F77_CALL(dsymm)("L", uplo_P(a), adims, bdims+1, &one,REAL(GET_SLOT(a, Matrix_xSym)), adims,REAL(GET_SLOT(b, Matrix_xSym)), bdims,&zero, REAL(GET_SLOT(val, Matrix_xSym)), adims);UNPROTECT(1);return val;}SEXP dsyMatrix_dgeMatrix_mm_R(SEXP a, SEXP b){int *adims = INTEGER(GET_SLOT(a, Matrix_DimSym)),*bdims = INTEGER(GET_SLOT(b, Matrix_DimSym)),*cdims,m = adims[0], n = bdims[1], k = adims[1];SEXP val = PROTECT(NEW_OBJECT(MAKE_CLASS("dgeMatrix")));double one = 1., zero = 0.;if (bdims[0] != k)error(_("Matrices are not conformable for multiplication"));if (m < 1 || n < 1 || k < 1)error(_("Matrices with zero extents cannot be multiplied"));SET_SLOT(val, Matrix_rcondSym, allocVector(REALSXP, 0));SET_SLOT(val, Matrix_factorSym, allocVector(VECSXP, 0));SET_SLOT(val, Matrix_xSym, allocVector(REALSXP, m * n));SET_SLOT(val, Matrix_DimSym, allocVector(INTSXP, 2));cdims = INTEGER(GET_SLOT(val, Matrix_DimSym));cdims[0] = m; cdims[1] = n;F77_CALL(dsymm)("R", uplo_P(a), adims, bdims+1, &one,REAL(GET_SLOT(a, Matrix_xSym)), adims,REAL(GET_SLOT(b, Matrix_xSym)), bdims,&zero, REAL(GET_SLOT(val, Matrix_xSym)), adims);UNPROTECT(1);return val;}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];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 = Calloc(lwork, double);F77_CALL(dsytrf)(uplo, &n, vx, &n, perm, work, &lwork, &info);if (info) error(_("Lapack routine dsytrf returned error code %d"), info);UNPROTECT(1);Free(work);return set_factors(x, val, "BunchKaufman");}SEXP dsyMatrix_as_dspMatrix(SEXP from){SEXP val = PROTECT(NEW_OBJECT(MAKE_CLASS("dspMatrix"))),uplo = GET_SLOT(from, Matrix_uploSym),dimP = GET_SLOT(from, Matrix_DimSym);int n = *INTEGER(dimP);SET_SLOT(val, Matrix_rcondSym,duplicate(GET_SLOT(from, Matrix_rcondSym)));SET_SLOT(val, Matrix_DimSym, duplicate(dimP));SET_SLOT(val, Matrix_uploSym, duplicate(uplo));full_to_packed_double(REAL(ALLOC_SLOT(val, Matrix_xSym, REALSXP, (n*(n+1))/2)),REAL(GET_SLOT(from, Matrix_xSym)), n,*CHAR(STRING_ELT(uplo, 0)) == 'U' ? UPP : LOW, NUN);UNPROTECT(1);return val;}