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**2990**- (**download**) (**annotate**)*Thu May 8 10:31:52 2014 UTC*(5 years, 3 months ago) by*mmaechler*File size: 15108 byte(s)

fix crossprod(<vec>, <dsyMatrix>) bug, sent from David Ruegamer, LMU. Keep dimnames in (some more of) such products

##-*- mode: org -*- * *Urgent* in some sense --------------------------------------------------- ** TODO M[<sparse 2-column Matrix>] indexing should work (but with a warning: use *dense*!) ** TODO src/CHOLMOD/MatrixOps/cholmod_symmetry.c is "cool" and fast; Definitely should use it for solve(<dgCMatrix>) {it seems MATLAB does}; alternatively also is_sym() [in src/cs_utils.c], see below. ** TODO diagonalMatrix inherits from sparseMatrix, *BUT* "ddiMatrix" does not inherit from "dsparseMatrix", nor does "ldiMatrix" from "lparseMatrix". Seems an undesirable inconsistency. Try changing setClass("ddiMatrix", contains = c("diagonalMatrix", "dMatrix")) to setClass("ddiMatrix", contains = c("diagonalMatrix", "dsparseMatrix")) ** TODO Look at Paul Bailey's problem -- CHOLMOD error (even seg.fault for him) --> ~/R/MM/Pkg-ex/Matrix/sparseOrderedLogit.R ** TODO BunchKaufman()'s result is not really useful yet {but it is used on C level e.g. for solve(<dsyMatrix>). Should define expand() method or similar, see man/BunchKaufman-methods.Rd and R/dsyMatrix.R (at end). ** TODO src/cs_utils.c : I think is_sym() [only used in Matrix_cs_to_SEXP()] can be made sped up: leave the for loops, as soon as is_lower == is_upper == 0. * New smallish ideas, relatively urgent for MM ----------------------------- ** DONE generalize new "indMatrix" class, to allow 0 repetitions of some samples, i.e., columns of all 0 s. It's mathematically more natural --> typically will be useful. ** DONE R/products.Rout -- [t]crossprod() could/should become more lenient with *vector*s *** TODO consider analagous changes to base-R [t]crossprod() ** TODO cor(<sparseMatrix>) and cov(<sparseMatrix>) at least for y=NULL ("no y"). -> ~/R/MM/Pkg-ex/Matrix/cor_sparse-propos.R <- http://stackoverflow.com/questions/5888287/ ** TODO Investigate the "band changing (and getting) ideas 'band<-' etc, from Jeremy D Silver, per posts to R-devel on Aug.26,2011 {MM: ~/R/MM/Pkg-ex/Matrix/bands-Jeremy_Silver-ex.R } ** TODO FIXME(2) and (3) in R/products.R: t(.Call(Csparse_dense_*)) ** TODO cbind2() / rbind2() for sparseMatrices: dimnames propagation should happen in C, see R/bind2.R and src/Csparse.c (Csparse_horzcat etc). ** TODO use getOption("Matrix.quiet") in more places [--> less messages/warnings] ** TODO Check for DimNames propagation in coercion and other operations. Done for (%*%, crossprod, tcrossprod) -- but not systematically checked (tests/matprod.R) *** TODO For colSums(), rowSums() ** TODO Report the problem in the Linux ldexp manual page. The second and third calls in the Synopsis should be to ldexpf and ldexpl. ** TODO provide methods for "dspMatrix" and "dppMatrix"! 2012-07: mostly(?) DONE, with Ops, etc, also pack() / unpack() ** TODO combine the C functions for multiplication by special forms and solution wrt special forms by using a 'right' argument and a 'classed' argument. [done with dgeMatrix_matrix_mm(); not yet for other classes; and for _crossprod()] ** DONE Cache '@factors' components also from R, e.g., for "Tsparse.." via .set.factors() ** TODO chol() and Cholesky() caching unfinished: the *name* [Ss][Pp][Dd]Cholesky depends on (perm, LDL, super) arguments: *** DONE .chkName.CHM(name, perm, LDL, super) and .CHM.factor.name() *** TODO use the above ** TODO partly DONE; new arg 'cache=FALSE': allow cache=FALSE to disable the caching ** TODO 0-based vs 1-based indexing: grep -nHE -e '[01]-(orig|ind|base)' *.R Can I find a *uniform* language '1-based indexing' or '0-origin indexing' ? *** More systemtic possible via new argumnet 'orig_1' in m_encodeInd(), m_encodeInd2() -> src/Mutils.c * Generalization of Existing Classes and Methods --------------------------- ** TODO "Math2" , "Math", "Arith": keep triangular and symmetric Matrices when appropriate: particularly desirable for "Math2": round(), signif() ** TODO For triangular matrices, ensure the four rules of "triangular matrix algebra" (Golub+Van Loan 1996, 3.1.8, p.93)" *** DONE since 2008-03-06 for Csparse *** DONE since 2010-07-23 for <dtr> %*% <dtr> *** TODO e.g. for <ltr> %*% <dtC> ** TODO "d" <-> "l" coercion for all "[TCR]" sparse matrices is really trivial: "d" -> "l" : drops the 'x' slot "l" -> "d" : construct an 'x' slot of all '1' We currently have many of these conversions explicitly, e.g. setAs("dsTMatrix", "lsTMatrix", function(from) new("lsTMatrix", i = from@i, j = from@j, uplo = from@uplo, Dim = from@Dim, Dimnames = from@Dimnames)) but I would rather want to automatically construct all these coercion methods at once by a ``method constructor'', i.e., for all "dsparse*" -> "lsparse*" and vice versa. How can one do this {in a documented way} ? ** TODO Think of constructing setAs(...) calls automatically in order to basically enable all ``sensible'' as(fromMatrix, toMatrix) calls, possibly using canCoerce(.) ** TODO When we have a packed matrix, it's a waste to go through "full" to "sparse": ==> implement setAs("dspMatrix", "sparseMatrix") setAs("dppMatrix", "sparseMatrix") setAs("dtpMatrix", "sparseMatrix") and the same for "lsp" , "ltp" and "nsp" , "ntp" ! ** TODO tcrossprod(x, y) : do provide methods for y != NULL calling Lapack's DGEMM for "dense" [2005-12-xx: done for dgeMatrix at least] ** TODO Factorizations: LU done; also Schur() for *sparse* Matrices. ** TODO use .Call(Csparse_drop, M, tol) in more places, both with 'tol = 0.' to drop "values that happen to be 0" and for zapsmall() methods for Csparse* ** TODO implement .Call(Csparse_scale, ....) interfacing to cholmod_scale() in src/CHOLMOD/Include/cholmod_matrixops.h : for another function specifically for multiplying a cholmod_sparse object by a diagonal matrix. Use it in %*% and [t]crossprod methods. ** TODO make sure *all* group methods have (maybe "bail-out") setMethod for "Matrix". e.g. zapsmall(<pMatrix>) fails "badly" ** TODO rbind2(<sparse>, <dense>) does not work (e.g. <dgC>, <dge>) ** TODO <sparse> %*% <dense> {also in crossprod/tcrossprod} currently always returns <dense>, since --> Csparse_dense_prod --> cholmod_sdmult and that does only return dense. When the sparse matrix is very sparse, i.e. has many rows with only zero entries, it would make much sense to return sparse. ** TODO ! <symmetricMatrix> loses symmetry, both for dense and sparse matrices. !M where M is "sparseMatrix", currently always gives dense. This only makes sense when M is ``really sparse''. ** TODO diag(m) <- val currently automatically works via m[cbind(i,i)] <- val This (`[<-` method) is now "smart" for diagonalMatrix, but needs also to be for triangularMatrix, and probably also "dense*general*Matrix" since the above currently goes via "matrix" and back instead of using the 'x' slot directly; in particular, the triangular* "class property" is lost! [current ??] ** TODO The "[<-" now uses src/t_Csparse_subassign.c and no longer explodes memory. *However* it is still too slow when the replacment region is large. * Cholesky(), chol() etc --------------------------------------------------- ** chol() should ``work'': proper result or "good" error message. (mostly done ?) ** example(Cholesky, echo=FALSE) ; cm <- chol(mtm); str(cm); str(mtm) shows that chol() does not seem to make use of an already present factorization and rather uses one with more '0' in x slot. ** examples for solve( Cholesky(.), b, system = c("A", "LDLt"....)) probably rather in man/CHMfactor-class.Rd than man/Cholesky.Rd ** LDL(<CHMsimpl>) looks relatively easy; via "tCsparse_diag()" {diagonal entries of *triangular* Csparse} --> see comment in determinant(<dsC>) in R/dsCMatrix.R, will give faster determinant ** Allow Cholesky(A,..) when A is not symmetric *AND* we really _mean_ to factorize AA' ( + beta * I) ** update(Cholesky(..), *): make *also* use of the possibility to update with non-symmetric A and then AA' + mult * I is really meant. .updateCHMfactor() ## allows that already(?) ** TODO add examples (and tests!) for update(<CHMfactor>, ..) and Cholesky(......, Imult), also tests for hidden {hence no examples} ldetL2up() { R/CHMfactor.R }; see ex in man/wrld_1deg.Rd MM: See e.g. ~/R/MM/Pkg-ex/Matrix/CholUpdate.R -- for solve(<CHM>, <type>) ** TODO implement fast diag(<triangularCsparse>) via calling new src/Csparse.c's diag_tC_ptr() . - diag_tC_ptr() functionality now exported via R/dsCMatrix.R .diag.dsC() : the name is silly, but functionality nice. See (hidden) example in man/Cholesky.Rd ** TODO chol(<nsCMatrix>) gives "temporarily disabled" but should give the *symbolic* factorization; similarly Cholesky(.) is not enabled * "Basic" new functionality -- "nice to have" (non-urgent) ----------------- ** TODO tr(A %*% B) {and even tr(A %*% B %*% C) ...} are also needed frequently in some computations {conditional normal distr. ...}. Since this can be done faster than by sum(diag(A %*% B)) even for traditional matrices, e.g. sum(A * t(B)) or {even faster for "full" mat} crossprod(as.vector(A), as.vector(B)) and even more so for, e.g. <sparse> %*% <dense> {used in Soeren's 'gR' computations}, we should also provide a generic and methods. ** TODO diag(A %*% B) might look like a "generalization" of tr(A %*% B), but as the above tricks show, is not really. Still, it's well worth to provide diag.prod(A, B): Well, if A %*% B is square, diag(A %*% B) === colSums(t(A) * B) and we should probably teach people about that ! ** TODO eigen() should become generic, and get a method at least for diagonal, but also for symmetric -> dsyMatrix [LAPACK dsyev() uses UPLO !], but also simply for dgeMatrix (without going via tradition matrices). What about Sparse? There's fill-in, but it may still be sensible, e.g. mlist <- list(1, 2:3, diag(x=5:3), 27, cbind(1,3:6), 100:101) ee <- eigen(tcrossprod(bdiag(lapply(mlist, as.matrix)))) Matrix( signif(ee$vectors, 3) ) * Everything else aka "Miscellaneous" -------------------------------------- ** qr.R(qr(x)) may differ for the "same" matrix, depending on it being sparse or dense: "qr.R(<sparse>) may differ from qr.R(<dense>) because of permutations" This is not really acceptable and currently influences rcond() as well. ** facmul() has no single method defined; it looks like a good idea though (instead of the infamous qr.qy, qr.qty,.... functions) ** TODO symmpart() and skewpart() for *sparse* matrices still use (x +/- t(x))/2 and could be made more efficient. Consider going via asTuniq() or something very close to .Arith.Csparse() in R/Ops.R For a traditional "matrix" object, we should speedup, using C code .. ** TODO many setAs(*, "[dl]..Matrix") are still needed, as long as e.g. replCmat() uses as_CspClass() and drop0(.) which itself call as_CspClass() quite a bit. --> try to replace these by as(*, "CsparseMatrix"); forceSymmetric, etc. ** writeMM(obj, file=stdout()) creates file "1" since file is silently assumed to be a string, i.e. cannot be a connection. An R (instead of C) version should be pretty simple, and would work with connections automatically ["lsparse" become either "real" or "pattern", "depending if they have NAs or not]. ** <diagMatrix> o <ddenseMatrix> still works via sparse in some cases, but could return <diagMatrix> in the same cases where <diagMatrix> o <numeric> does. ** look at solve.QP.compact() in \pkg{quadprog} and how to do that using our sparse matrices. Maybe this needs to be re-implemented using CHOLMOD routines. ** We allow "over-allocated" (i,x)-slots for CsparseMatrix objects, as per Csparse_validate() and the tests in tests/validObj.R. This is as in CHOLMOD/CSparse, where nzmax (>= .@p[n]) corresponds to length(.@i), and makes sense e.g. for M[.,.] <- v assignments which could allocate in chunks and would not need to re-allocate anything in many cases. HOWEVER, replCmat() in R/Csparse.R is still far from making use of that. ** TODO advertize rbind2() / cbind2() and (rather?) rBind() / cBind() ------ ----- in all vignettes / talks / ... !! People erronously try rbind/cbind see that they don't work and then reinvent the wheel! --> Consider using the new 'dotMethods' functionality to define cbind() and rbind() versions that work with Matrix. The "Rmpfr" package does that now. ** TODO In all(M1 == M2) for sparse large matrices M1, M2 (e.g. M2 <- M1 !), the intermediate 'M1 == M2' typically is dense, hence potentially using humongous amount of memory. We should/could devise something like allCompare(M1, M2, `==`) which would remain sparse in all its computations. -------- ** Reconsider the linkages in the include files for the SuiteSparse packages. It may be better simply to add all the src/<nm>/Include directories to the include path for all compilations. I don't think there is a big overhead. Right now we need to modify the include file src/SPQR/Include/SuiteSparseQR_C.h so that it does not expect to have src/UFsparse and src/CHOLMOD/Include on the include path. Maybe just those two should be added to the include path. ** (systematically check that LAPACK-calling functions check for 0-dimensional input themselves; LAPACK gives an integer error code) ** the f[,5762] <- thisCol now go via Csparse_subassign() call ... [ in tests/indexing.R ]. Still would be nice to be able to use abIndex (see replTmat in R/Tsparse.R) ** {IS THIS CURRENT?} Sept. 2009: Subject: chol2inv() |-> solve(<CHMfactor>) when testing and documenting chol2inv(), I found that it's pretty simple to also define a method for "CHMfactor" objects, namely simply the solve(*, Diagonal(.) "A") method. This is not particularly exciting, and also does *not*, I think help for defining a chol2inv() method for *sparse* (upper) triangular matrices. ** sort(<sparseVector>, partial=..), needed, for mean(*, trim = .) or median(). Note that defining xtfrm() does not "help" (as sort() then goes via dense index). See "mean" in R/Matrix.R ** TODO rcond(<sparseMatrix>) for square currently goes via *dense* -- BAD -- can we go via qr() in any case? In some cases, e.g. lmer()'s "Lambda" (block triangular, small blocks) rcond(L) := 1 / (norm(L) * norm(solve(L))) is simple {and remains sparse, as solve(L) is still block triangular} ** TODO How can we ensure that inst/include/cholmod.h remains correct and equivalent to src/CHOLMOD/Include/cholmod_core.h and siblings ??? {currently need to do this manually (Emacs M-x compare-windows) for the typedefs} ** finalize and activate the new *unused* code in src/t_sparseVector.c ** check all uses of alloca()/Alloca() in src/*.[ch] ensuring that the *size* allocated cannot grow with the vector/matrix/nnzero sizes of the input. [see the change needed in svn r2770 in src/dtCMatrix.c !]

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