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/** R : A Computer Language for Statistical Data Analysis* Copyright (C) 2001--2017 The R Core Team.* Copyright (C) 2003--2010 The R Foundation** This program is free software; you can redistribute it and/or modify* it under the terms of the GNU General Public License as published by* the Free Software Foundation; either version 2 of the License, or* (at your option) any later version.** This program is distributed in the hope that it will be useful,* but WITHOUT ANY WARRANTY; without even the implied warranty of* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the* GNU General Public License for more details.** You should have received a copy of the GNU General Public License* along with this program; if not, a copy is available at* https://www.R-project.org/Licenses/*//* Interface routines, callable from R using .Internal, for Lapack code */#ifdef HAVE_CONFIG_H# include <config.h>#endif#include <Defn.h>#include <ctype.h> /* for toupper */#include <limits.h> /* for PATH_MAX */#include <stdlib.h> /* for realpath */#ifdef HAVE_UNISTD_H# include <unistd.h> /* for realpath on some systems */#endif#ifdef HAVE_DLFCN_H# include <dlfcn.h> /* for dladdr */#endif#if defined(HAVE_REALPATH) && defined(HAVE_DECL_REALPATH) && !HAVE_DECL_REALPATHextern char *realpath(const char *path, char *resolved_path);#endif#if defined(HAVE_DLADDR) && defined(HAVE_DECL_DLADDR) && !HAVE_DECL_DLADDRextern int dladdr(void *addr, Dl_info *info);#endif#include "Lapack.h"/* NB: the handling of dims is odd here. Most are coerced to be* integers (which dimgets currently guarantees), but a couple were* used unchecked.*//* FIXME: MM would want to make these available to packages;* BUT: 1) cannot be in libRlapack {since that may be external}* 2) Pkgs cannot get it from the C-Lapack interface code {lapack.so}* since that is R-internal*/static char La_norm_type(const char *typstr){char typup;if (strlen(typstr) != 1)error(_("argument type[1]='%s' must be a character string of string length 1"),typstr);typup = (char) toupper(*typstr);if (typup == '1')typup = 'O'; /* aliases */else if (typup == 'E')typup = 'F';else if (typup != 'M' && typup != 'O' && typup != 'I' && typup != 'F')error(_("argument type[1]='%s' must be one of 'M','1','O','I','F' or 'E'"),typstr);return typup;}/* Lapack condition number approximation: currently only supports _1 or _Inf norm : */static char La_rcond_type(const char *typstr){char typup;if (strlen(typstr) != 1)error(_("argument type[1]='%s' must be a character string of string length 1"),typstr);typup = (char) toupper(*typstr);if (typup == '1')typup = 'O'; /* alias */else if (typup != 'O' && typup != 'I')error(_("argument type[1]='%s' must be one of '1','O', or 'I'"),typstr);return typup; /* 'O' or 'I' */}/* La.svd, called from svd */static SEXP La_svd(SEXP jobu, SEXP x, SEXP s, SEXP u, SEXP vt){if (!isString(jobu))error("'jobu' must be a character string");int *xdims = INTEGER(coerceVector(getAttrib(x, R_DimSymbol), INTSXP)),n = xdims[0], p = xdims[1], nprot = 2;/* work on a copy of x */double *xvals;if (!isReal(x)) {x = PROTECT(coerceVector(x, REALSXP)); nprot++;xvals = REAL(x);} else {xvals = (double *) R_alloc(n * (size_t) p, sizeof(double));Memcpy(xvals, REAL(x), n * (size_t) p);}SEXP dims = getAttrib(u, R_DimSymbol);if (TYPEOF(dims) != INTSXP) error("non-integer dim(u)");int ldu = INTEGER(dims)[0];dims = getAttrib(vt, R_DimSymbol);if (TYPEOF(dims) != INTSXP) error("non-integer dim(vt)");int ldvt = INTEGER(dims)[0];double tmp;/* min(n,p) large is implausible, but cast to be sure */int *iwork= (int *) R_alloc(8*(size_t)(n < p ? n : p), sizeof(int));/* ask for optimal size of work array */const char *ju = CHAR(STRING_ELT(jobu, 0));int info = 0, lwork = -1;F77_CALL(dgesdd)(ju, &n, &p, xvals, &n, REAL(s),REAL(u), &ldu, REAL(vt), &ldvt,&tmp, &lwork, iwork, &info);if (info != 0)error(_("error code %d from Lapack routine '%s'"), info, "dgesdd");lwork = (int) tmp;double *work = (double *) R_alloc(lwork, sizeof(double));F77_CALL(dgesdd)(ju, &n, &p, xvals, &n, REAL(s),REAL(u), &ldu, REAL(vt), &ldvt,work, &lwork, iwork, &info);if (info != 0)error(_("error code %d from Lapack routine '%s'"), info, "dgesdd");SEXP val = PROTECT(allocVector(VECSXP, 3));SEXP nm = PROTECT(allocVector(STRSXP, 3));SET_STRING_ELT(nm, 0, mkChar("d"));SET_STRING_ELT(nm, 1, mkChar("u"));SET_STRING_ELT(nm, 2, mkChar("vt"));setAttrib(val, R_NamesSymbol, nm);SET_VECTOR_ELT(val, 0, s);SET_VECTOR_ELT(val, 1, u);SET_VECTOR_ELT(val, 2, vt);UNPROTECT(nprot);return val;}/* Real, symmetric case of eigen */static SEXP La_rs(SEXP x, SEXP only_values){int *xdims, n, lwork, info = 0, ov;char jobv[2] = "U", uplo[2] = "L", range[2] = "A";SEXP z = R_NilValue;double *work, *rx, *rvalues, tmp, *rz = NULL;int liwork, *iwork, itmp, m;double vl = 0.0, vu = 0.0, abstol = 0.0;/* valgrind seems to think vu should be set, but it is documentednot to be used if range='a' */int il, iu, *isuppz;xdims = INTEGER(coerceVector(getAttrib(x, R_DimSymbol), INTSXP));n = xdims[0];if (n != xdims[1]) error(_("'x' must be a square numeric matrix"));ov = asLogical(only_values);if (ov == NA_LOGICAL) error(_("invalid '%s' argument"), "only.values");if (ov) jobv[0] = 'N'; else jobv[0] = 'V';/* work on a copy of x, since LAPACK trashes it */if (!isReal(x)) {x = coerceVector(x, REALSXP);rx = REAL(x);} else {rx = (double *) R_alloc(n * (size_t) n, sizeof(double));Memcpy(rx, REAL(x), (size_t) n * n);}PROTECT(x);SEXP values = PROTECT(allocVector(REALSXP, n));rvalues = REAL(values);if (!ov) {z = PROTECT(allocMatrix(REALSXP, n, n));rz = REAL(z);}isuppz = (int *) R_alloc(2*(size_t)n, sizeof(int));/* ask for optimal size of work arrays */lwork = -1; liwork = -1;F77_CALL(dsyevr)(jobv, range, uplo, &n, rx, &n,&vl, &vu, &il, &iu, &abstol, &m, rvalues,rz, &n, isuppz,&tmp, &lwork, &itmp, &liwork, &info);if (info != 0)error(_("error code %d from Lapack routine '%s'"), info, "dsyevr");lwork = (int) tmp;liwork = itmp;work = (double *) R_alloc(lwork, sizeof(double));iwork = (int *) R_alloc(liwork, sizeof(int));F77_CALL(dsyevr)(jobv, range, uplo, &n, rx, &n,&vl, &vu, &il, &iu, &abstol, &m, rvalues,rz, &n, isuppz,work, &lwork, iwork, &liwork, &info);if (info != 0)error(_("error code %d from Lapack routine '%s'"), info, "dsyevr");SEXP ret, nm;if (!ov) {ret = PROTECT(allocVector(VECSXP, 2));nm = PROTECT(allocVector(STRSXP, 2));SET_STRING_ELT(nm, 1, mkChar("vectors"));SET_VECTOR_ELT(ret, 1, z);UNPROTECT_PTR(z);} else {ret = PROTECT(allocVector(VECSXP, 1));nm = PROTECT(allocVector(STRSXP, 1));}SET_STRING_ELT(nm, 0, mkChar("values"));setAttrib(ret, R_NamesSymbol, nm);SET_VECTOR_ELT(ret, 0, values);UNPROTECT(4);return ret;}static SEXP unscramble(const double* imaginary, int n,const double* vecs){int i, j;SEXP s = allocMatrix(CPLXSXP, n, n);size_t N = n;for (j = 0; j < n; j++) {if (imaginary[j] != 0) {int j1 = j + 1;for (i = 0; i < n; i++) {COMPLEX(s)[i+N*j].r = COMPLEX(s)[i+N*j1].r = vecs[i + j * N];COMPLEX(s)[i+N*j1].i = -(COMPLEX(s)[i+N*j].i = vecs[i + j1 * N]);}j = j1;} else {for (i = 0; i < n; i++) {COMPLEX(s)[i+N*j].r = vecs[i + j * N];COMPLEX(s)[i+N*j].i = 0.0;}}}return s;}/* Real, general case of eigen */static SEXP La_rg(SEXP x, SEXP only_values){Rboolean vectors, complexValues;int i, n, lwork, info, *xdims, ov;double *work, *wR, *wI, *left, *right, *xvals, tmp;char jobVL[2] = "N", jobVR[2] = "N";xdims = INTEGER(coerceVector(getAttrib(x, R_DimSymbol), INTSXP));n = xdims[0];if (n != xdims[1])error(_("'x' must be a square numeric matrix"));/* work on a copy of x */if (!isReal(x)) {x = coerceVector(x, REALSXP);xvals = REAL(x);} else {xvals = (double *) R_alloc(n * (size_t)n, sizeof(double));Memcpy(xvals, REAL(x), (size_t) n * n);}PROTECT(x);ov = asLogical(only_values);if (ov == NA_LOGICAL) error(_("invalid '%s' argument"), "only.values");vectors = !ov;left = right = (double *) 0;if (vectors) {jobVR[0] = 'V';right = (double *) R_alloc(n * (size_t)n, sizeof(double));}wR = (double *) R_alloc(n, sizeof(double));wI = (double *) R_alloc(n, sizeof(double));/* ask for optimal size of work array */lwork = -1;F77_CALL(dgeev)(jobVL, jobVR, &n, xvals, &n, wR, wI,left, &n, right, &n, &tmp, &lwork, &info);if (info != 0)error(_("error code %d from Lapack routine '%s'"), info, "dgeev");lwork = (int) tmp;work = (double *) R_alloc(lwork, sizeof(double));F77_CALL(dgeev)(jobVL, jobVR, &n, xvals, &n, wR, wI,left, &n, right, &n, work, &lwork, &info);if (info != 0)error(_("error code %d from Lapack routine '%s'"), info, "dgeev");complexValues = FALSE;for (i = 0; i < n; i++)/* This test used to be !=0 for R < 2.3.0. This is OK for 0+0i */if (fabs(wI[i]) > 10 * R_AccuracyInfo.eps * fabs(wR[i])) {complexValues = TRUE;break;}SEXP ret = PROTECT(allocVector(VECSXP, 2));SEXP nm = PROTECT(allocVector(STRSXP, 2));SET_STRING_ELT(nm, 0, mkChar("values"));SET_STRING_ELT(nm, 1, mkChar("vectors"));setAttrib(ret, R_NamesSymbol, nm);SET_VECTOR_ELT(ret, 1, R_NilValue);if (complexValues) {SEXP val = allocVector(CPLXSXP, n);for (i = 0; i < n; i++) {COMPLEX(val)[i].r = wR[i];COMPLEX(val)[i].i = wI[i];}SET_VECTOR_ELT(ret, 0, val);if (vectors) SET_VECTOR_ELT(ret, 1, unscramble(wI, n, right));} else {SEXP val = allocVector(REALSXP, n);for (i = 0; i < n; i++) REAL(val)[i] = wR[i];SET_VECTOR_ELT(ret, 0, val);if(vectors) {val = allocMatrix(REALSXP, n, n);for (i = 0; i < (n * n); i++) REAL(val)[i] = right[i];SET_VECTOR_ELT(ret, 1, val);}}UNPROTECT(3);return ret;}/* norm() except for 2-norm */static SEXP La_dlange(SEXP A, SEXP type){int *xdims, m, n, nprot = 1;double *work = NULL;char typNorm[] = {'\0', '\0'};if (!isMatrix(A)) error(_("'A' must be a numeric matrix"));if (!isString(type))error(_("'type' must be a character string"));if (!isReal(A)) {A = PROTECT(coerceVector(A, REALSXP)); nprot++;}xdims = INTEGER(coerceVector(getAttrib(A, R_DimSymbol), INTSXP));m = xdims[0];n = xdims[1]; /* m x n matrix {using Lapack naming convention} */typNorm[0] = La_norm_type(CHAR(asChar(type)));SEXP val = PROTECT(allocVector(REALSXP, 1));if(*typNorm == 'I') work = (double *) R_alloc(m, sizeof(double));REAL(val)[0] = F77_CALL(dlange)(typNorm, &m, &n, REAL(A), &m, work);UNPROTECT(nprot);return val;}/* ------------------------------------------------------------ *//* Real case of rcond, for general matrices */static SEXP La_dgecon(SEXP A, SEXP norm){int *xdims, m, n, info, *iwork;double anorm, *work;char typNorm[] = {'\0', '\0'};if (!isMatrix(A)) error(_("'A' must be a numeric matrix"));if (!isString(norm))error(_("'norm' must be a character string"));A = PROTECT(isReal(A) ? duplicate(A) : coerceVector(A, REALSXP));xdims = INTEGER(coerceVector(getAttrib(A, R_DimSymbol), INTSXP));m = xdims[0]; n = xdims[1];typNorm[0] = La_rcond_type(CHAR(asChar(norm)));SEXP val = PROTECT(allocVector(REALSXP, 1));work = (double *) R_alloc((*typNorm == 'I' && m > 4*(size_t)n) ? m : 4*(size_t)n,sizeof(double));iwork = (int *) R_alloc(m, sizeof(int));anorm = F77_CALL(dlange)(typNorm, &m, &n, REAL(A), &m, work);/* Compute the LU-decomposition and overwrite 'A' with result :*/F77_CALL(dgetrf)(&m, &n, REAL(A), &m, iwork, &info);if (info) {if (info < 0) {UNPROTECT(2);error(_("error [%d] from Lapack 'dgetrf()'"), info);}else { /* i := info > 0: LU decomp. is completed, but U[i,i] = 0* <==> singularity */#if 0warning(_("exact singularity: U[%d,%d] = 0 in LU-decomposition {Lapack 'dgetrf()'}"),info,info);#endifREAL(val)[0] = 0.; /* rcond = 0 <==> singularity */UNPROTECT(2);return val;}}F77_CALL(dgecon)(typNorm, &n, REAL(A), &n, &anorm,/* rcond = */ REAL(val),work, iwork, &info);UNPROTECT(2);if (info) error(_("error [%d] from Lapack 'dgecon()'"), info);return val;}/* Real case of kappa.tri (and also rcond for a triangular matrix) */static SEXP La_dtrcon(SEXP A, SEXP norm){int *xdims, n, nprot = 0, info;char typNorm[] = {'\0', '\0'};if (!isMatrix(A)) error(_("'A' must be a numeric matrix"));if (!isString(norm)) error(_("'norm' must be a character string"));if (!isReal(A)) {nprot++;A = PROTECT(coerceVector(A, REALSXP));}xdims = INTEGER(coerceVector(getAttrib(A, R_DimSymbol), INTSXP));n = xdims[0];if(n != xdims[1]) {UNPROTECT(nprot);error(_("'A' must be a *square* matrix"));}typNorm[0] = La_rcond_type(CHAR(asChar(norm)));nprot++;SEXP val = PROTECT(allocVector(REALSXP, 1));F77_CALL(dtrcon)(typNorm, "U", "N", &n, REAL(A), &n,REAL(val),/* work : */ (double *) R_alloc(3*(size_t)n, sizeof(double)),/* iwork: */ (int *) R_alloc(n, sizeof(int)),&info);UNPROTECT(nprot);if (info) error(_("error [%d] from Lapack 'dtrcon()'"), info);return val;}/* Complex case of rcond, for general matrices */static SEXP La_zgecon(SEXP A, SEXP norm){#ifdef HAVE_FORTRAN_DOUBLE_COMPLEXRcomplex *avals; /* copy of A, to be modified */int *dims, n, info;double anorm, *rwork;char typNorm[] = {'\0', '\0'};if (!isString(norm)) error(_("'norm' must be a character string"));if (!(isMatrix(A) && isComplex(A)))error(_("'A' must be a complex matrix"));dims = INTEGER(coerceVector(getAttrib(A, R_DimSymbol), INTSXP));n = dims[0];if(n != dims[1]) error(_("'A' must be a *square* matrix"));typNorm[0] = La_rcond_type(CHAR(asChar(norm)));SEXP val = PROTECT(allocVector(REALSXP, 1));rwork = (double *) R_alloc(2*(size_t)n, sizeof(Rcomplex));anorm = F77_CALL(zlange)(typNorm, &n, &n, COMPLEX(A), &n, rwork);/* Compute the LU-decomposition and overwrite 'x' with result;* working on a copy of A : */avals = (Rcomplex *) R_alloc((size_t)n * n, sizeof(Rcomplex));Memcpy(avals, COMPLEX(A), (size_t) n * n);F77_CALL(zgetrf)(&n, &n, avals, &n,/* iwork: */(int *) R_alloc(n, sizeof(int)),&info);if (info) {if (info < 0) {UNPROTECT(1);error(_("error [%d] from Lapack 'zgetrf()'"), info);} else {REAL(val)[0] = 0.; /* rcond = 0 <==> singularity */UNPROTECT(1);return val;}UNPROTECT(1);error(_("error [%d] from Lapack 'zgetrf()'"), info);}F77_CALL(zgecon)(typNorm, &n, avals, &n, &anorm,/* rcond = */ REAL(val),/* work : */ (Rcomplex *) R_alloc(4*(size_t)n, sizeof(Rcomplex)),rwork, &info);UNPROTECT(1);if (info) error(_("error [%d] from Lapack 'zgecon()'"), info);return val;#elseerror(_("Fortran complex functions are not available on this platform"));return R_NilValue; /* -Wall */#endif}/* Complex case of kappa.tri (and also rcond for a triangular matrix) */static SEXP La_ztrcon(SEXP A, SEXP norm){#ifdef HAVE_FORTRAN_DOUBLE_COMPLEXSEXP val;int *dims, n, info;char typNorm[] = {'\0', '\0'};if (!isString(norm))error(_("'norm' must be a character string"));if (!(isMatrix(A) && isComplex(A)))error(_("'A' must be a complex matrix"));dims = INTEGER(coerceVector(getAttrib(A, R_DimSymbol), INTSXP));n = dims[0];if(n != dims[1])error(_("'A' must be a *square* matrix"));typNorm[0] = La_rcond_type(CHAR(asChar(norm)));val = PROTECT(allocVector(REALSXP, 1));F77_CALL(ztrcon)(typNorm, "U", "N", &n, COMPLEX(A), &n,REAL(val),/* work : */ (Rcomplex *) R_alloc(2*(size_t)n, sizeof(Rcomplex)),/* rwork: */ (double *) R_alloc(n, sizeof(double)),&info);UNPROTECT(1);if (info) error(_("error [%d] from Lapack 'ztrcon()'"), info);return val;#elseerror(_("Fortran complex functions are not available on this platform"));return R_NilValue; /* -Wall */#endif}/* Complex case of solve.default: see the comments in La_solve */static SEXP La_solve_cmplx(SEXP A, SEXP Bin){#ifdef HAVE_FORTRAN_DOUBLE_COMPLEXint n, p, info, *ipiv, *Adims, *Bdims;Rcomplex *avals;SEXP B, Adn, Bdn;if (!isMatrix(A)) error(_("'a' must be a complex matrix"));Adims = INTEGER(coerceVector(getAttrib(A, R_DimSymbol), INTSXP));n = Adims[0];if(n == 0) error(_("'a' is 0-diml"));int n2 = Adims[1];if(n2 != n) error(_("'a' (%d x %d) must be square"), n, n2);Adn = getAttrib(A, R_DimNamesSymbol);if (isMatrix(Bin)) {Bdims = INTEGER(coerceVector(getAttrib(Bin, R_DimSymbol), INTSXP));p = Bdims[1];if(p == 0) error(_("no right-hand side in 'b'"));int p2 = Bdims[0];if(p2 != n)error(_("'b' (%d x %d) must be compatible with 'a' (%d x %d)"),p2, p, n, n);PROTECT(B = allocMatrix(CPLXSXP, n, p));SEXP Bindn = getAttrib(Bin, R_DimNamesSymbol);if (!isNull(Adn) || !isNull(Bindn)) {Bdn = allocVector(VECSXP, 2);if (!isNull(Adn)) SET_VECTOR_ELT(Bdn, 0, VECTOR_ELT(Adn, 1));if (!isNull(Bindn)) SET_VECTOR_ELT(Bdn, 1, VECTOR_ELT(Bindn, 1));if (!isNull(VECTOR_ELT(Bdn, 0)) && !isNull(VECTOR_ELT(Bdn, 1)))setAttrib(B, R_DimNamesSymbol, Bdn);}} else {p = 1;if(length(Bin) != n)error(_("'b' (%d x %d) must be compatible with 'a' (%d x %d)"),length(Bin), p, n, n);PROTECT(B = allocVector(CPLXSXP, n));if (!isNull(Adn)) setAttrib(B, R_NamesSymbol, VECTOR_ELT(Adn, 1));}Bin = PROTECT(coerceVector(Bin, CPLXSXP));Memcpy(COMPLEX(B), COMPLEX(Bin), (size_t)n * p);ipiv = (int *) R_alloc(n, sizeof(int));/* work on a copy of A */if(TYPEOF(A) != CPLXSXP) {A = coerceVector(A, CPLXSXP);avals = COMPLEX(A);} else {avals = (Rcomplex *) R_alloc((size_t)n * n, sizeof(Rcomplex));Memcpy(avals, COMPLEX(A), (size_t) n * n);}PROTECT(A);F77_CALL(zgesv)(&n, &p, avals, &n, ipiv, COMPLEX(B), &n, &info);if (info < 0)error(_("argument %d of Lapack routine %s had invalid value"),-info, "zgesv");if (info > 0)error(("Lapack routine zgesv: system is exactly singular"));UNPROTECT(3); /* B, Bin, A */return B;#elseerror(_("Fortran complex functions are not available on this platform"));return R_NilValue; /* -Wall */#endif}/* Complex case of qr.default */static SEXP La_qr_cmplx(SEXP Ain){#ifdef HAVE_FORTRAN_DOUBLE_COMPLEXint i, m, n, *Adims, info, lwork;Rcomplex *work, tmp;double *rwork;if (!(isMatrix(Ain) && isComplex(Ain)))error(_("'a' must be a complex matrix"));SEXP Adn = getAttrib(Ain, R_DimNamesSymbol);Adims = INTEGER(coerceVector(getAttrib(Ain, R_DimSymbol), INTSXP));m = Adims[0]; n = Adims[1];SEXP A = PROTECT(allocMatrix(CPLXSXP, m, n));Memcpy(COMPLEX(A), COMPLEX(Ain), (size_t)m * n);rwork = (double *) R_alloc(2*(size_t)n, sizeof(double));SEXP jpvt = PROTECT(allocVector(INTSXP, n));for (i = 0; i < n; i++) INTEGER(jpvt)[i] = 0;SEXP tau = PROTECT(allocVector(CPLXSXP, m < n ? m : n));lwork = -1;F77_CALL(zgeqp3)(&m, &n, COMPLEX(A), &m, INTEGER(jpvt), COMPLEX(tau),&tmp, &lwork, rwork, &info);if (info != 0)error(_("error code %d from Lapack routine '%s'"), info, "zgeqp3");lwork = (int) tmp.r;work = (Rcomplex *) R_alloc(lwork, sizeof(Rcomplex));F77_CALL(zgeqp3)(&m, &n, COMPLEX(A), &m, INTEGER(jpvt), COMPLEX(tau),work, &lwork, rwork, &info);if (info != 0)error(_("error code %d from Lapack routine '%s'"), info, "zgeqp3");SEXP val = PROTECT(allocVector(VECSXP, 4));SEXP nm = PROTECT(allocVector(STRSXP, 4));SET_STRING_ELT(nm, 0, mkChar("qr"));SET_STRING_ELT(nm, 1, mkChar("rank"));SET_STRING_ELT(nm, 2, mkChar("qraux"));SET_STRING_ELT(nm, 3, mkChar("pivot"));setAttrib(val, R_NamesSymbol, nm);// Fix up dimnames(A)if(!isNull(Adn)) {SEXP Adn2 = duplicate(Adn);SEXP cn = VECTOR_ELT(Adn, 1), cn2 = VECTOR_ELT(Adn2, 1);if(!isNull(cn)) { // pivot themfor (int j = 0; j < n; j++)SET_STRING_ELT(cn2, j, STRING_ELT(cn, INTEGER(jpvt)[j]-1));}setAttrib(A, R_DimNamesSymbol, Adn2);}SET_VECTOR_ELT(val, 0, A);SET_VECTOR_ELT(val, 1, ScalarInteger(m < n ? m : n));SET_VECTOR_ELT(val, 2, tau);SET_VECTOR_ELT(val, 3, jpvt);UNPROTECT(5);return val;#elseerror(_("Fortran complex functions are not available on this platform"));return R_NilValue; /* -Wall */#endif}/* Complex case of qr_coef */static SEXP qr_coef_cmplx(SEXP Q, SEXP Bin){#ifdef HAVE_FORTRAN_DOUBLE_COMPLEXint n, nrhs, lwork, info, k, *Bdims;SEXP B, qr = VECTOR_ELT(Q, 0), tau = VECTOR_ELT(Q, 2);Rcomplex *work, tmp;k = LENGTH(tau);if (!isMatrix(Bin)) error(_("'b' must be a complex matrix"));if (!isComplex(Bin)) B = PROTECT(coerceVector(Bin, CPLXSXP));else B = PROTECT(duplicate(Bin));n = INTEGER(coerceVector(getAttrib(qr, R_DimSymbol), INTSXP))[0];Bdims = INTEGER(coerceVector(getAttrib(Bin, R_DimSymbol), INTSXP));if(Bdims[0] != n)error(_("right-hand side should have %d not %d rows"), n, Bdims[0]);nrhs = Bdims[1];lwork = -1;F77_CALL(zunmqr)("L", "C", &n, &nrhs, &k,COMPLEX(qr), &n, COMPLEX(tau), COMPLEX(B), &n,&tmp, &lwork, &info);if (info != 0)error(_("error code %d from Lapack routine '%s'"), info, "zunmqr");lwork = (int) tmp.r;work = (Rcomplex *) R_alloc(lwork, sizeof(Rcomplex));F77_CALL(zunmqr)("L", "C", &n, &nrhs, &k,COMPLEX(qr), &n, COMPLEX(tau), COMPLEX(B), &n,work, &lwork, &info);if (info != 0)error(_("error code %d from Lapack routine '%s'"), info, "zunmqr");F77_CALL(ztrtrs)("U", "N", "N", &k, &nrhs,COMPLEX(qr), &n, COMPLEX(B), &n, &info);if (info != 0)error(_("error code %d from Lapack routine '%s'"), info, "ztrtrs");UNPROTECT(1);return B;#elseerror(_("Fortran complex functions are not available on this platform"));return R_NilValue; /* -Wall */#endif}/* Complex case of qr.qy and qr.qty */static SEXP qr_qy_cmplx(SEXP Q, SEXP Bin, SEXP trans){#ifdef HAVE_FORTRAN_DOUBLE_COMPLEXint n, nrhs, lwork, info, k, *Bdims, tr;SEXP B, qr = VECTOR_ELT(Q, 0), tau = VECTOR_ELT(Q, 2);Rcomplex *work, tmp;k = LENGTH(tau);if (!(isMatrix(Bin) && isComplex(Bin)))error(_("'b' must be a complex matrix"));tr = asLogical(trans);if(tr == NA_LOGICAL) error(_("invalid '%s' argument"), "trans");if (!isReal(Bin)) B = PROTECT(coerceVector(Bin, CPLXSXP));else B = PROTECT(duplicate(Bin));n = INTEGER(coerceVector(getAttrib(qr, R_DimSymbol), INTSXP))[0];Bdims = INTEGER(coerceVector(getAttrib(B, R_DimSymbol), INTSXP));if(Bdims[0] != n)error(_("right-hand side should have %d not %d rows"), n, Bdims[0]);nrhs = Bdims[1];lwork = -1;F77_CALL(zunmqr)("L", tr ? "C" : "N", &n, &nrhs, &k,COMPLEX(qr), &n, COMPLEX(tau), COMPLEX(B), &n,&tmp, &lwork, &info);if (info != 0)error(_("error code %d from Lapack routine '%s'"), info, "zunmqr");lwork = (int) tmp.r;work = (Rcomplex *) R_alloc(lwork, sizeof(Rcomplex));F77_CALL(zunmqr)("L", tr ? "C" : "N", &n, &nrhs, &k,COMPLEX(qr), &n, COMPLEX(tau), COMPLEX(B), &n,work, &lwork, &info);if (info != 0)error(_("error code %d from Lapack routine '%s'"), info, "zunmqr");UNPROTECT(1);return B;#elseerror(_("Fortran complex functions are not available on this platform"));return R_NilValue; /* -Wall */#endif}static SEXP La_svd_cmplx(SEXP jobu, SEXP x, SEXP s, SEXP u, SEXP v){#ifdef HAVE_FORTRAN_DOUBLE_COMPLEXif (!(isString(jobu)))error(_("'jobu' must be a character string"));int *xdims = INTEGER(coerceVector(getAttrib(x, R_DimSymbol), INTSXP));int n = xdims[0], p = xdims[1];const char *jz = CHAR(STRING_ELT(jobu, 0));/* The underlying LAPACK, specifically ZLARF, does not work with* long arrays */if ((double)n * (double)p > INT_MAX)error(_("matrices of 2^31 or more elements are not supported"));/* work on a copy of x */Rcomplex *xvals = (Rcomplex *) R_alloc(n * (size_t) p, sizeof(Rcomplex));Memcpy(xvals, COMPLEX(x), n * (size_t) p);int *iwork= (int *) R_alloc(8*(size_t)(n < p ? n : p), sizeof(int));size_t mn0 = (n < p ? n : p), mn1 = (n > p ? n : p), lrwork;if (strcmp(jz, "N")) {size_t f1 = 5 * mn1 + 7, f2 = 2 * mn1 + 2 * mn0 + 1;lrwork = (f1 > f2 ? f1 : f2) * mn0;// 7 replaces 5: bug 111 in http://www.netlib.org/lapack/Errata/index2.html} else lrwork = 7 * mn0;double *rwork = (double *) R_alloc(lrwork, sizeof(double));/* ask for optimal size of lwork array */int lwork = -1, info;Rcomplex tmp;int ldu, ldv;SEXP dims = getAttrib(u, R_DimSymbol);if (TYPEOF(dims) != INTSXP) error("non-integer dims");ldu = INTEGER(dims)[0];dims = getAttrib(v, R_DimSymbol);if (TYPEOF(dims) != INTSXP) error("non-integer dims");ldv = INTEGER(dims)[0];F77_CALL(zgesdd)(jz, &n, &p, xvals, &n, REAL(s),COMPLEX(u), &ldu, COMPLEX(v), &ldv,&tmp, &lwork, rwork, iwork, &info);if (info != 0)error(_("error code %d from Lapack routine '%s'"), info, "zgesdd");lwork = (int) tmp.r;Rcomplex *work = (Rcomplex *) R_alloc(lwork, sizeof(Rcomplex));F77_CALL(zgesdd)(jz, &n, &p, xvals, &n, REAL(s),COMPLEX(u), &ldu, COMPLEX(v), &ldv,work, &lwork, rwork, iwork, &info);if (info != 0)error(_("error code %d from Lapack routine '%s'"), info, "zgesdd");SEXP val = PROTECT(allocVector(VECSXP, 3));SEXP nm = PROTECT(allocVector(STRSXP, 3));SET_STRING_ELT(nm, 0, mkChar("d"));SET_STRING_ELT(nm, 1, mkChar("u"));SET_STRING_ELT(nm, 2, mkChar("vt"));setAttrib(val, R_NamesSymbol, nm);SET_VECTOR_ELT(val, 0, s);SET_VECTOR_ELT(val, 1, u);SET_VECTOR_ELT(val, 2, v);UNPROTECT(2);return val;#elseerror(_("Fortran complex functions are not available on this platform"));return R_NilValue; /* -Wall */#endif}/* Complex, symmetric case of eigen */static SEXP La_rs_cmplx(SEXP xin, SEXP only_values){#ifdef HAVE_FORTRAN_DOUBLE_COMPLEXint *xdims, n, lwork, info, ov;char jobv[2] = "N", uplo[2] = "L";Rcomplex *work, *rx, tmp;double *rwork, *rvalues;xdims = INTEGER(coerceVector(getAttrib(xin, R_DimSymbol), INTSXP));n = xdims[0];if (n != xdims[1]) error(_("'x' must be a square complex matrix"));ov = asLogical(only_values);if (ov == NA_LOGICAL) error(_("invalid '%s' argument"), "only.values");if (ov) jobv[0] = 'N'; else jobv[0] = 'V';SEXP x = PROTECT(allocMatrix(CPLXSXP, n, n));rx = COMPLEX(x);Memcpy(rx, COMPLEX(xin), (size_t) n * n);SEXP values = PROTECT(allocVector(REALSXP, n));rvalues = REAL(values);rwork = (double *) R_alloc((3*(size_t)n-2) > 1 ? 3*(size_t)n-2 : 1,sizeof(double));/* ask for optimal size of work array */lwork = -1;F77_CALL(zheev)(jobv, uplo, &n, rx, &n, rvalues, &tmp, &lwork, rwork,&info);if (info != 0)error(_("error code %d from Lapack routine '%s'"), info, "zheev");lwork = (int) tmp.r;work = (Rcomplex *) R_alloc(lwork, sizeof(Rcomplex));F77_CALL(zheev)(jobv, uplo, &n, rx, &n, rvalues, work, &lwork, rwork,&info);if (info != 0)error(_("error code %d from Lapack routine '%s'"), info, "zheev");SEXP ret, nm;if (!ov) {ret = PROTECT(allocVector(VECSXP, 2));nm = PROTECT(allocVector(STRSXP, 2));SET_STRING_ELT(nm, 1, mkChar("vectors"));SET_VECTOR_ELT(ret, 1, x);} else {ret = PROTECT(allocVector(VECSXP, 1));nm = PROTECT(allocVector(STRSXP, 1));}SET_STRING_ELT(nm, 0, mkChar("values"));setAttrib(ret, R_NamesSymbol, nm);SET_VECTOR_ELT(ret, 0, values);UNPROTECT(4);return ret;#elseerror(_("Fortran complex functions are not available on this platform"));return R_NilValue; /* -Wall */#endif}/* Complex, general case of eigen */static SEXP La_rg_cmplx(SEXP x, SEXP only_values){#ifdef HAVE_FORTRAN_DOUBLE_COMPLEXint n, lwork, info, *xdims, ov;Rcomplex *work, *left, *right, *xvals, tmp;double *rwork;char jobVL[2] = "N", jobVR[2] = "N";SEXP ret, nm, values, val = R_NilValue;xdims = INTEGER(coerceVector(getAttrib(x, R_DimSymbol), INTSXP));n = xdims[0];if (n != xdims[1]) error(_("'x' must be a square numeric matrix"));/* work on a copy of x */xvals = (Rcomplex *) R_alloc((size_t)n * n, sizeof(Rcomplex));Memcpy(xvals, COMPLEX(x), (size_t) n * n);ov = asLogical(only_values);if (ov == NA_LOGICAL) error(_("invalid '%s' argument"), "only.values");left = right = (Rcomplex *) 0;if (!ov) {jobVR[0] = 'V';PROTECT(val = allocMatrix(CPLXSXP, n, n));right = COMPLEX(val);}PROTECT(values = allocVector(CPLXSXP, n));rwork = (double *) R_alloc(2*(size_t)n, sizeof(double));/* ask for optimal size of work array */lwork = -1;F77_CALL(zgeev)(jobVL, jobVR, &n, xvals, &n, COMPLEX(values),left, &n, right, &n, &tmp, &lwork, rwork, &info);if (info != 0)error(_("error code %d from Lapack routine '%s'"), info, "zgeev");lwork = (int) tmp.r;work = (Rcomplex *) R_alloc(lwork, sizeof(Rcomplex));F77_CALL(zgeev)(jobVL, jobVR, &n, xvals, &n, COMPLEX(values),left, &n, right, &n, work, &lwork, rwork, &info);if (info != 0)error(_("error code %d from Lapack routine '%s'"), info, "zgeev");if(!ov){ret = PROTECT(allocVector(VECSXP, 2));nm = PROTECT(allocVector(STRSXP, 2));SET_STRING_ELT(nm, 1, mkChar("vectors"));SET_VECTOR_ELT(ret, 1, val);} else {ret = PROTECT(allocVector(VECSXP, 1));nm = PROTECT(allocVector(STRSXP, 1));}SET_STRING_ELT(nm, 0, mkChar("values"));SET_VECTOR_ELT(ret, 0, values);setAttrib(ret, R_NamesSymbol, nm);UNPROTECT(ov ? 3 : 4);return ret;#elseerror(_("Fortran complex functions are not available on this platform"));return R_NilValue; /* -Wall */#endif}/* ------------------------------------------------------------ */static SEXP La_chol(SEXP A, SEXP pivot, SEXP stol){if (!isMatrix(A)) error(_("'a' must be a numeric matrix"));SEXP ans = PROTECT(isReal(A) ? duplicate(A): coerceVector(A, REALSXP));SEXP adims = getAttrib(A, R_DimSymbol);if (TYPEOF(adims) != INTSXP) error("non-integer dims");int m = INTEGER(adims)[0], n = INTEGER(adims)[1];if (m != n) error(_("'a' must be a square matrix"));if (m <= 0) error(_("'a' must have dims > 0"));size_t N = n;for (int j = 0; j < n; j++) /* zero the lower triangle */for (int i = j+1; i < n; i++) REAL(ans)[i + N * j] = 0.;int piv = asInteger(pivot);if (piv != 0 && piv != 1) error("invalid '%s' value", "pivot");if(!piv) {int info;F77_CALL(dpotrf)("Upper", &m, REAL(ans), &m, &info);if (info != 0) {if (info > 0)error(_("the leading minor of order %d is not positive definite"),info);error(_("argument %d of Lapack routine %s had invalid value"),-info, "dpotrf");}} else {double tol = asReal(stol);SEXP piv = PROTECT(allocVector(INTSXP, m));int *ip = INTEGER(piv);double *work = (double *) R_alloc(2 * (size_t)m, sizeof(double));int rank, info;F77_CALL(dpstrf)("U", &m, REAL(ans), &m, ip, &rank, &tol, work, &info);if (info != 0) {if (info > 0)warning(_("the matrix is either rank-deficient or indefinite"));elseerror(_("argument %d of Lapack routine %s had invalid value"),-info, "dpstrf");}setAttrib(ans, install("pivot"), piv);SEXP s_rank = install("rank");setAttrib(ans, s_rank, ScalarInteger(rank));SEXP cn, dn = getAttrib(ans, R_DimNamesSymbol);if (!isNull(dn) && !isNull(cn = VECTOR_ELT(dn, 1))) {// need to pivot the colnamesSEXP dn2 = PROTECT(duplicate(dn));SEXP cn2 = VECTOR_ELT(dn2, 1);for(int i = 0; i < m; i++)SET_STRING_ELT(cn2, i, STRING_ELT(cn, ip[i] - 1)); // base 1setAttrib(ans, R_DimNamesSymbol, dn2);UNPROTECT(1);}UNPROTECT(1); // piv}UNPROTECT(1); // ansreturn ans;}static SEXP La_chol2inv(SEXP A, SEXP size){int sz = asInteger(size);if (sz == NA_INTEGER || sz < 1) {error(_("'size' argument must be a positive integer"));return R_NilValue; /* -Wall */} else {SEXP ans, Amat = A; /* -Wall: we initialize here as for the 1x1 case */int m = 1, n = 1, nprot = 0;if (sz == 1 && !isMatrix(A) && isReal(A)) {/* nothing to do; m = n = 1; ... */} else if (isMatrix(A)) {SEXP adims = getAttrib(A, R_DimSymbol);if (TYPEOF(adims) != INTSXP) error("non-integer dims");Amat = PROTECT(coerceVector(A, REALSXP)); nprot++;m = INTEGER(adims)[0]; n = INTEGER(adims)[1];} else error(_("'a' must be a numeric matrix"));if (sz > n) { UNPROTECT(nprot); error(_("'size' cannot exceed ncol(x) = %d"), n); }if (sz > m) { UNPROTECT(nprot); error(_("'size' cannot exceed nrow(x) = %d"), m); }ans = PROTECT(allocMatrix(REALSXP, sz, sz)); nprot++;size_t M = m, SZ = sz;for (int j = 0; j < sz; j++) {for (int i = 0; i <= j; i++)REAL(ans)[i + j * SZ] = REAL(Amat)[i + j * M];}int info;F77_CALL(dpotri)("Upper", &sz, REAL(ans), &sz, &info);if (info != 0) {UNPROTECT(nprot);if (info > 0)error(_("element (%d, %d) is zero, so the inverse cannot be computed"),info, info);error(_("argument %d of Lapack routine %s had invalid value"),-info, "dpotri");}for (int j = 0; j < sz; j++)for (int i = j+1; i < sz; i++)REAL(ans)[i + j * SZ] = REAL(ans)[j + i * SZ];UNPROTECT(nprot);return ans;}}/* ------------------------------------------------------------ *//* Real case of solve.default */static SEXP La_solve(SEXP A, SEXP Bin, SEXP tolin){int n, p;double *avals, anorm, rcond, tol = asReal(tolin), *work;SEXP B, Adn, Bdn;if (!(isMatrix(A) &&(TYPEOF(A) == REALSXP || TYPEOF(A) == INTSXP || TYPEOF(A) == LGLSXP)))error(_("'a' must be a numeric matrix"));int *Adims = INTEGER(coerceVector(getAttrib(A, R_DimSymbol), INTSXP));n = Adims[0];if(n == 0) error(_("'a' is 0-diml"));int n2 = Adims[1];if(n2 != n) error(_("'a' (%d x %d) must be square"), n, n2);Adn = getAttrib(A, R_DimNamesSymbol);if (isMatrix(Bin)) {int *Bdims = INTEGER(coerceVector(getAttrib(Bin, R_DimSymbol), INTSXP));p = Bdims[1];if(p == 0) error(_("no right-hand side in 'b'"));int p2 = Bdims[0];if(p2 != n)error(_("'b' (%d x %d) must be compatible with 'a' (%d x %d)"),p2, p, n, n);PROTECT(B = allocMatrix(REALSXP, n, p));SEXP Bindn = getAttrib(Bin, R_DimNamesSymbol);// This is somewhat odd, but Matrix relies on dropping NULL dimnamesif (!isNull(Adn) || !isNull(Bindn)) {// rownames(ans) = colnames(A), colnames(ans) = colnames(Bin)Bdn = allocVector(VECSXP, 2);if (!isNull(Adn)) SET_VECTOR_ELT(Bdn, 0, VECTOR_ELT(Adn, 1));if (!isNull(Bindn)) SET_VECTOR_ELT(Bdn, 1, VECTOR_ELT(Bindn, 1));if (!isNull(VECTOR_ELT(Bdn, 0)) || !isNull(VECTOR_ELT(Bdn, 1)))setAttrib(B, R_DimNamesSymbol, Bdn);}} else {p = 1;if(length(Bin) != n)error(_("'b' (%d x %d) must be compatible with 'a' (%d x %d)"),length(Bin), p, n, n);PROTECT(B = allocVector(REALSXP, n));if (!isNull(Adn)) setAttrib(B, R_NamesSymbol, VECTOR_ELT(Adn, 1));}PROTECT(Bin = coerceVector(Bin, REALSXP));Memcpy(REAL(B), REAL(Bin), (size_t)n * p);int *ipiv = (int *) R_alloc(n, sizeof(int));/* work on a copy of A */if (!isReal(A)) {A = coerceVector(A, REALSXP);avals = REAL(A);} else {avals = (double *) R_alloc((size_t)n * n, sizeof(double));Memcpy(avals, REAL(A), (size_t)n * n);}PROTECT(A);int info;F77_CALL(dgesv)(&n, &p, avals, &n, ipiv, REAL(B), &n, &info);if (info < 0)error(_("argument %d of Lapack routine %s had invalid value"),-info, "dgesv");if (info > 0)error(_("Lapack routine %s: system is exactly singular: U[%d,%d] = 0"),"dgesv", info, info);if(tol > 0) {char one[2] = "1";anorm = F77_CALL(dlange)(one, &n, &n, REAL(A), &n, (double*) NULL);work = (double *) R_alloc(4*(size_t)n, sizeof(double));F77_CALL(dgecon)(one, &n, avals, &n, &anorm, &rcond, work, ipiv, &info);if (rcond < tol)error(_("system is computationally singular: reciprocal condition number = %g"),rcond);}UNPROTECT(3); /* B, Bin, A */return B;}/* Real case of qr.default */static SEXP La_qr(SEXP Ain){int m, n;if (!isMatrix(Ain)) error(_("'a' must be a numeric matrix"));SEXP Adn = getAttrib(Ain, R_DimNamesSymbol);int *Adims = INTEGER(coerceVector(getAttrib(Ain, R_DimSymbol), INTSXP));m = Adims[0]; n = Adims[1];SEXP A;if (!isReal(Ain)) {A = PROTECT(coerceVector(Ain, REALSXP));} else {A = PROTECT(allocMatrix(REALSXP, m, n));Memcpy(REAL(A), REAL(Ain), (size_t)m * n);}SEXP jpvt = PROTECT(allocVector(INTSXP, n));for (int i = 0; i < n; i++) INTEGER(jpvt)[i] = 0;SEXP tau = PROTECT(allocVector(REALSXP, m < n ? m : n));int info, lwork = -1;double tmp;F77_CALL(dgeqp3)(&m, &n, REAL(A), &m, INTEGER(jpvt), REAL(tau),&tmp, &lwork, &info);if (info < 0)error(_("error code %d from Lapack routine '%s'"), info, "dgeqp3");lwork = (int) tmp;double *work = (double *) R_alloc(lwork, sizeof(double));F77_CALL(dgeqp3)(&m, &n, REAL(A), &m, INTEGER(jpvt), REAL(tau),work, &lwork, &info);if (info < 0)error(_("error code %d from Lapack routine '%s'"), info, "dgeqp3");SEXP val = PROTECT(allocVector(VECSXP, 4));SEXP nm = PROTECT(allocVector(STRSXP, 4));SET_STRING_ELT(nm, 0, mkChar("qr"));SET_STRING_ELT(nm, 1, mkChar("rank"));SET_STRING_ELT(nm, 2, mkChar("qraux"));SET_STRING_ELT(nm, 3, mkChar("pivot"));setAttrib(val, R_NamesSymbol, nm);// Fix up dimnames(A)if(!isNull(Adn)) {SEXP Adn2 = duplicate(Adn);SEXP cn = VECTOR_ELT(Adn, 1), cn2 = VECTOR_ELT(Adn2, 1);if(!isNull(cn)) { // pivot themfor (int j = 0; j < n; j++)SET_STRING_ELT(cn2, j, STRING_ELT(cn, INTEGER(jpvt)[j]-1));}setAttrib(A, R_DimNamesSymbol, Adn2);}SET_VECTOR_ELT(val, 0, A);SET_VECTOR_ELT(val, 1, ScalarInteger(m < n ? m : n));SET_VECTOR_ELT(val, 2, tau);SET_VECTOR_ELT(val, 3, jpvt);UNPROTECT(5);return val;}/* Real case of qr.coef */static SEXP qr_coef_real(SEXP Q, SEXP Bin){if (!isMatrix(Bin)) error(_("'b' must be a numeric matrix"));SEXP B = PROTECT(isReal(Bin) ? duplicate(Bin) : coerceVector(Bin, REALSXP)),qr = VECTOR_ELT(Q, 0), // qr$qrtau = VECTOR_ELT(Q, 2); // qr$qrauxint k = LENGTH(tau),n = INTEGER(coerceVector(getAttrib(qr, R_DimSymbol), INTSXP))[0],*Bdims = INTEGER(coerceVector(getAttrib(B, R_DimSymbol), INTSXP));if(Bdims[0] != n)error(_("right-hand side should have %d not %d rows"), n, Bdims[0]);int nrhs = Bdims[1],lwork = -1, info;double tmp;F77_CALL(dormqr)("L", "T", &n, &nrhs, &k,REAL(qr), &n, REAL(tau), REAL(B), &n,&tmp, &lwork, &info);if (info != 0)error(_("error code %d from Lapack routine '%s'"), info, "dormqr [tmp]");lwork = (int) tmp;double *work = (double *) R_alloc(lwork, sizeof(double));F77_CALL(dormqr)("L", "T", &n, &nrhs, &k,REAL(qr), &n, REAL(tau), REAL(B), &n,work, &lwork, &info);if (info != 0)error(_("error code %d from Lapack routine '%s'"), info, "dormqr [work]");F77_CALL(dtrtrs)("U", "N", "N", &k, &nrhs,REAL(qr), &n, REAL(B), &n, &info);if (info != 0)error(_("error code %d from Lapack routine '%s'"), info, "dtrtrs");UNPROTECT(1);return B;}/* Real case of qr.qy and qr.aty */static SEXP qr_qy_real(SEXP Q, SEXP Bin, SEXP trans){int n, nrhs, k, *Bdims, tr;SEXP B, qr = VECTOR_ELT(Q, 0), tau = VECTOR_ELT(Q, 2);double *work, tmp;k = LENGTH(tau);if (!isMatrix(Bin)) error(_("'b' must be a numeric matrix"));tr = asLogical(trans);if(tr == NA_LOGICAL) error(_("invalid '%s' argument"), "trans");B = PROTECT(isReal(Bin) ? duplicate(Bin) : coerceVector(Bin, REALSXP));n = INTEGER(coerceVector(getAttrib(qr, R_DimSymbol), INTSXP))[0];Bdims = INTEGER(coerceVector(getAttrib(B, R_DimSymbol), INTSXP));if(Bdims[0] != n)error(_("right-hand side should have %d not %d rows"), n, Bdims[0]);nrhs = Bdims[1];int lwork = -1, info;F77_CALL(dormqr)("L", tr ? "T" : "N", &n, &nrhs, &k,REAL(qr), &n, REAL(tau), REAL(B), &n,&tmp, &lwork, &info);if (info != 0)error(_("error code %d from Lapack routine '%s'"), info, "dormqr");lwork = (int) tmp;work = (double *) R_alloc(lwork, sizeof(double));F77_CALL(dormqr)("L", tr ? "T" : "N", &n, &nrhs, &k,REAL(qr), &n, REAL(tau), REAL(B), &n,work, &lwork, &info);if (info != 0)error(_("error code %d from Lapack routine '%s'"), info, "dormqr");UNPROTECT(1);return B;}/* TODO : add a *complex* version, using LAPACK ZGETRF() */static SEXP det_ge_real(SEXP Ain, SEXP logarithm){int info, sign = 1, useLog = asLogical(logarithm);double modulus = 0.0; /* -Wall */if (!isMatrix(Ain)) error(_("'a' must be a numeric matrix"));if (useLog == NA_LOGICAL) error(_("argument 'logarithm' must be logical"));SEXP A = PROTECT(isReal(Ain) ? duplicate(Ain): coerceVector(Ain, REALSXP));int *Adims = INTEGER(coerceVector(getAttrib(Ain, R_DimSymbol), INTSXP));int n = Adims[0];if (Adims[1] != n) error(_("'a' must be a square matrix"));int *jpvt = (int *) R_alloc(n, sizeof(int));F77_CALL(dgetrf)(&n, &n, REAL(A), &n, jpvt, &info);if (info < 0)error(_("error code %d from Lapack routine '%s'"), info, "dgetrf");else if (info > 0) { /* Singular matrix: U[i,i] (i := info) is 0 *//*warning("Lapack dgetrf(): singular matrix: U[%d,%d]=0", info,info);*/modulus =#ifdef _not_quite_/* unfortunately does not work -- FIXME */(ISNAN(REAL(A)[(info-1)*n + (info-1)])) /* pivot is NA/NaN */? R_NaN :#endif(useLog ? R_NegInf : 0.);}else {for (int i = 0; i < n; i++) if (jpvt[i] != (i + 1)) sign = -sign;if (useLog) {modulus = 0.0;size_t N1 = n+1;for (int i = 0; i < n; i++) {double dii = REAL(A)[i * N1]; /* ith diagonal element */modulus += log(dii < 0 ? -dii : dii);if (dii < 0) sign = -sign;}} else {modulus = 1.0;size_t N1 = n+1;for (int i = 0; i < n; i++) modulus *= REAL(A)[i * N1];if (modulus < 0) {modulus = -modulus;sign = -sign;}}}SEXP val = PROTECT(allocVector(VECSXP, 2));SEXP nm = PROTECT(allocVector(STRSXP, 2));SET_STRING_ELT(nm, 0, mkChar("modulus"));SET_STRING_ELT(nm, 1, mkChar("sign"));setAttrib(val, R_NamesSymbol, nm);SET_VECTOR_ELT(val, 0, ScalarReal(modulus));SEXP s_logarithm = install("logarithm");setAttrib(VECTOR_ELT(val, 0), s_logarithm, ScalarLogical(useLog));SET_VECTOR_ELT(val, 1, ScalarInteger(sign));setAttrib(val, R_ClassSymbol, ScalarString(mkChar("det")));UNPROTECT(3);return val;}static SEXP mod_do_lapack(SEXP call, SEXP op, SEXP args, SEXP env){SEXP ans = R_NilValue;switch(PRIMVAL(op)) {case 0: ans = La_qr_cmplx(CAR(args)); break;case 1: ans = La_rs(CAR(args), CADR(args)); break;case 2: ans = La_rs_cmplx(CAR(args), CADR(args)); break;case 3: ans = La_rg(CAR(args), CADR(args)); break;case 41: ans = La_rg_cmplx(CAR(args), CADR(args)); break;case 5: ans = La_rs(CAR(args), CADR(args)); break;case 51: ans = La_rs_cmplx(CAR(args), CADR(args)); break;case 6: ans = La_dlange(CAR(args), CADR(args)); break;case 7: ans = La_dgecon(CAR(args), CADR(args)); break;case 8: ans = La_dtrcon(CAR(args), CADR(args)); break;case 9: ans = La_zgecon(CAR(args), CADR(args)); break;case 10: ans = La_ztrcon(CAR(args), CADR(args)); break;case 11: ans = La_solve_cmplx(CAR(args), CADR(args)); break;case 100: ans = La_solve(CAR(args), CADR(args), CADDR(args)); break;case 101: ans = La_qr(CAR(args)); break;case 200: ans = La_chol(CAR(args), CADR(args), CADDR(args)); break;case 201: ans = La_chol2inv(CAR(args), CADR(args)); break;case 300: ans = qr_coef_real(CAR(args), CADR(args)); break;case 301: ans = qr_qy_real(CAR(args), CADR(args), CADDR(args)); break;case 302: ans = det_ge_real(CAR(args), CADR(args)); break;case 303: ans = qr_coef_cmplx(CAR(args), CADR(args)); break;case 304: ans = qr_qy_cmplx(CAR(args), CADR(args), CADDR(args)); break;case 400:{SEXP a1, a2, a3, a4;a1 = CAR(args); args = CDR(args);a2 = CAR(args); args = CDR(args);a3 = CAR(args); args = CDR(args);a4 = CAR(args); args = CDR(args);ans = La_svd(a1, a2, a3, a4, CAR(args));break;}case 401:{SEXP a1, a2, a3, a4;a1 = CAR(args); args = CDR(args);a2 = CAR(args); args = CDR(args);a3 = CAR(args); args = CDR(args);a4 = CAR(args); args = CDR(args);ans = La_svd_cmplx(a1, a2, a3, a4, CAR(args));break;}case 1000:{int major, minor, patch;char str[20];F77_CALL(ilaver)(&major, &minor, &patch);snprintf(str, 20, "%d.%d.%d", major, minor, patch);ans = mkString(str);break;}case 1001:{#if defined(HAVE_DLADDR) && defined(HAVE_REALPATH)Dl_info dl_info;// dladdr has first arg void * on Solaris. This is not POSIX.if (dladdr((void *) F77_NAME(ilaver), &dl_info)) {char buf[PATH_MAX+1];char *res = realpath(dl_info.dli_fname, buf);if (res) {ans = mkString(res);break;}}#endifans = mkString(""); /* LAPACK library not known */break;}}// switchreturn ans;}/* ------------------------------------------------------------ */#include <Rmodules/Rlapack.h>#include <R_ext/Rdynload.h>voidR_init_lapack(DllInfo *info){R_LapackRoutines *tmp;tmp = Calloc(1, R_LapackRoutines);tmp->do_lapack = mod_do_lapack;R_setLapackRoutines(tmp);}