SCM

SCM Repository

[matrix] Annotation of /branches/Matrix-mer2/src/dppMatrix.c
ViewVC logotype

Annotation of /branches/Matrix-mer2/src/dppMatrix.c

Parent Directory Parent Directory | Revision Log Revision Log


Revision 951 - (view) (download) (as text)
Original Path: pkg/src/dppMatrix.c

1 : bates 635 #include "dppMatrix.h"
2 :    
3 :     SEXP dppMatrix_validate(SEXP obj)
4 :     {
5 :     /* int i, n = INTEGER(GET_SLOT(obj, Matrix_DimSym))[0]; */
6 :     /* double *x = REAL(GET_SLOT(obj, Matrix_xSym)); */
7 :    
8 :     /* quick but nondefinitive check on positive definiteness */
9 :     /* for (i = 0; i < n; i++) */
10 :     /* if (x[i * np1] < 0) */
11 :     /* return mkString(_("dppMatrix is not positive definite")); */
12 :     return ScalarLogical(1);
13 :     }
14 :    
15 :     SEXP dppMatrix_chol(SEXP x)
16 :     {
17 :     SEXP val = get_factors(x, "pCholesky"),
18 :     dimP = GET_SLOT(x, Matrix_DimSym),
19 :     uploP = GET_SLOT(x, Matrix_uploSym);
20 :     char *uplo = CHAR(STRING_ELT(uploP, 0));
21 :     int *dims = INTEGER(dimP), info;
22 :    
23 :     if (val != R_NilValue) return val;
24 :     dims = INTEGER(dimP);
25 :     val = PROTECT(NEW_OBJECT(MAKE_CLASS("pCholesky")));
26 :     SET_SLOT(val, Matrix_uploSym, duplicate(uploP));
27 :     SET_SLOT(val, Matrix_diagSym, mkString("N"));
28 :     SET_SLOT(val, Matrix_DimSym, duplicate(dimP));
29 :     SET_SLOT(val, Matrix_xSym, duplicate(GET_SLOT(x, Matrix_xSym)));
30 :     F77_CALL(dpptrf)(uplo, dims, REAL(GET_SLOT(val, Matrix_xSym)), &info);
31 :     UNPROTECT(1);
32 :     return set_factors(x, val, "pCholesky");
33 :     }
34 :    
35 :     static
36 :     double set_rcond(SEXP obj, char *typstr)
37 :     {
38 :     char typnm[] = {'O', '\0'}; /* always use the one norm */
39 :     SEXP rcv = GET_SLOT(obj, Matrix_rcondSym);
40 :     double rcond = get_double_by_name(rcv, typnm);
41 :    
42 :     if (R_IsNA(rcond)) {
43 :     SEXP Chol = dppMatrix_chol(obj);
44 :     int *dims = INTEGER(GET_SLOT(Chol, Matrix_DimSym)), info;
45 :     double anorm = get_norm_sp(obj, typnm);
46 :    
47 : maechler 951 F77_CALL(dppcon)(uplo_P(Chol), dims,
48 :     REAL(GET_SLOT(Chol, Matrix_xSym)), &anorm, &rcond,
49 : bates 635 (double *) R_alloc(3*dims[0], sizeof(double)),
50 :     (int *) R_alloc(dims[0], sizeof(int)), &info);
51 :     SET_SLOT(obj, Matrix_rcondSym,
52 :     set_double_by_name(rcv, rcond, typnm));
53 :     }
54 :     return rcond;
55 :     }
56 :    
57 :     SEXP dppMatrix_rcond(SEXP obj, SEXP type)
58 :     {
59 :     return ScalarReal(set_rcond(obj, CHAR(asChar(type))));
60 :     }
61 :    
62 :     SEXP dppMatrix_solve(SEXP x)
63 :     {
64 :     SEXP Chol = dppMatrix_chol(x);
65 :     SEXP val = PROTECT(NEW_OBJECT(MAKE_CLASS("dppMatrix")));
66 :     int *dims = INTEGER(GET_SLOT(x, Matrix_DimSym)), info;
67 :    
68 :     SET_SLOT(val, Matrix_uploSym, duplicate(GET_SLOT(Chol, Matrix_uploSym)));
69 :     SET_SLOT(val, Matrix_xSym, duplicate(GET_SLOT(Chol, Matrix_xSym)));
70 :     SET_SLOT(val, Matrix_DimSym, duplicate(GET_SLOT(Chol, Matrix_DimSym)));
71 : maechler 951 F77_CALL(dpptri)(uplo_P(val), dims,
72 :     REAL(GET_SLOT(val, Matrix_xSym)), &info);
73 : bates 635 UNPROTECT(1);
74 :     return val;
75 :     }
76 :    
77 : bates 654 SEXP dppMatrix_matrix_solve(SEXP a, SEXP b, SEXP classed)
78 : bates 635 {
79 : bates 654 int cl = asLogical(classed);
80 : bates 635 SEXP Chol = dppMatrix_chol(a),
81 :     val = PROTECT(NEW_OBJECT(MAKE_CLASS("dgeMatrix")));
82 :     int *adims = INTEGER(GET_SLOT(a, Matrix_DimSym)),
83 : bates 654 *bdims = (cl ? INTEGER(GET_SLOT(b, Matrix_DimSym)) :
84 : bates 652 INTEGER(getAttrib(b, R_DimSymbol)));
85 :     int n = bdims[0], nrhs = bdims[1], info;
86 :     int sz = n * nrhs;
87 : bates 635
88 : bates 654 if (!cl && !(isReal(b) && isMatrix(b)))
89 : bates 635 error(_("Argument b must be a numeric matrix"));
90 :     if (*adims != *bdims || bdims[1] < 1 || *adims < 1)
91 :     error(_("Dimensions of system to be solved are inconsistent"));
92 : bates 652 Memcpy(INTEGER(ALLOC_SLOT(val, Matrix_DimSym, INTSXP, 2)), bdims, 2);
93 : maechler 951 F77_CALL(dpptrs)(uplo_P(Chol), &n, &nrhs,
94 :     REAL(GET_SLOT(Chol, Matrix_xSym)),
95 :     Memcpy(REAL(ALLOC_SLOT(val, Matrix_xSym, REALSXP, sz)),
96 :     REAL(cl ? GET_SLOT(b, Matrix_xSym) : b), sz),
97 :     &n, &info);
98 : bates 635 UNPROTECT(1);
99 :     return val;
100 :     }

root@r-forge.r-project.org
ViewVC Help
Powered by ViewVC 1.0.0  
Thanks to:
Vienna University of Economics and Business Powered By FusionForge