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[matrix] View of /pkg/Matrix/src/dsyMatrix.c
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View of /pkg/Matrix/src/dsyMatrix.c

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Revision 3273 - (download) (as text) (annotate)
Sat Mar 24 16:29:40 2018 UTC (2 months, 4 weeks ago) by mmaechler
File size: 6356 byte(s)
2nd part of "3270": use NEW_OBJECT_OF_CLASS() everywhere
#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);
}

double get_norm_sy(SEXP obj, const char *typstr)
{
    char typnm[] = {'\0', '\0'};
    int *dims = INTEGER(GET_SLOT(obj, Matrix_DimSym));
    double *work = (double *) NULL;

    typnm[0] = La_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))));
}


SEXP dsyMatrix_rcond(SEXP obj, SEXP type)
{
    SEXP trf = dsyMatrix_trf(obj);
    int *dims = INTEGER(GET_SLOT(obj, Matrix_DimSym)), info;
    double anorm = get_norm_sy(obj, "O");
    double rcond;

    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);
    return ScalarReal(rcond);
}

SEXP dsyMatrix_solve(SEXP a)
{
    SEXP trf = dsyMatrix_trf(a);
    SEXP val = PROTECT(NEW_OBJECT_OF_CLASS("dsyMatrix"));
    int *dims = INTEGER(GET_SLOT(trf, Matrix_DimSym)), info;

    slot_dup(val, trf, Matrix_uploSym);
    slot_dup(val, trf, Matrix_xSym);
    slot_dup(val, trf, Matrix_DimSym);
    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_matrix_solve(SEXP a, SEXP b)
{
    SEXP trf = dsyMatrix_trf(a),
	val = PROTECT(dup_mMatrix_as_dgeMatrix(b));
    int *adims = INTEGER(GET_SLOT(a, Matrix_DimSym)),
	*bdims = INTEGER(GET_SLOT(val, Matrix_DimSym)),
	info;

    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(GET_SLOT(val, Matrix_xSym)),
		     bdims, &info);
    UNPROTECT(1);
    return val;
}

SEXP dsyMatrix_as_matrix(SEXP from, SEXP keep_dimnames)
{
    int n = INTEGER(GET_SLOT(from, Matrix_DimSym))[0];
    SEXP val = PROTECT(allocMatrix(REALSXP, n, n));

    make_d_matrix_symmetric(Memcpy(REAL(val),
				   REAL(GET_SLOT(from, Matrix_xSym)), n * n),
			    from);
    if(asLogical(keep_dimnames))
	setAttrib(val, R_DimNamesSymbol, R_symmetric_Dimnames(from));
    UNPROTECT(1);
    return val;
}

SEXP dsyMatrix_matrix_mm(SEXP a, SEXP b, SEXP rtP)
{
    SEXP val = PROTECT(dup_mMatrix_as_dgeMatrix(b));// incl. its dimnames
    int rt = asLogical(rtP); /* if(rt), compute b %*% a,  else  a %*% b */
    int *adims = INTEGER(GET_SLOT(a, Matrix_DimSym)),
	*bdims = INTEGER(GET_SLOT(val, Matrix_DimSym)),
	m = bdims[0], n = bdims[1];
    double one = 1., zero = 0., mn = ((double) m) * ((double) n);
    if (mn > INT_MAX)
	error(_("Matrix dimension %d x %d (= %g) is too large"), m, n, mn);
    // else: m * n will not overflow below
    double *bcp, *vx = REAL(GET_SLOT(val, Matrix_xSym));
    C_or_Alloca_TO(bcp, m * n, double);
    Memcpy(bcp, vx, m * n);

    if ((rt && n != adims[0]) || (!rt && m != adims[0]))
	error(_("Matrices are not conformable for multiplication"));
    if (m >=1 && n >= 1)
	F77_CALL(dsymm)(rt ? "R" :"L", uplo_P(a), &m, &n, &one,
			REAL(GET_SLOT(a, Matrix_xSym)), adims, bcp,
			&m, &zero, vx, &m);
    // add dimnames:
    int nd = rt ?
	1 : // v <- b %*% a : rownames(v) == rownames(b)  are already there
	0;  // v <- a %*% b : colnames(v) == colnames(b)  are already there
    SEXP nms = PROTECT(duplicate(VECTOR_ELT(GET_SLOT(a, Matrix_DimNamesSym), nd)));
    SET_VECTOR_ELT(GET_SLOT(val, Matrix_DimNamesSym), nd, nms);
    if(mn >= SMALL_4_Alloca) Free(bcp);
    UNPROTECT(2);
    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];
    const char *uplo = CHAR(STRING_ELT(uploP, 0));
    double tmp, *vx, *work;

    if (val != R_NilValue) return val;
    dims = INTEGER(dimP);
    val = PROTECT(NEW_OBJECT_OF_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;
    C_or_Alloca_TO(work, lwork, double);

    F77_CALL(dsytrf)(uplo, &n, vx, &n, perm, work, &lwork, &info);

    if(lwork >= SMALL_4_Alloca) Free(work);
    if (info) error(_("Lapack routine dsytrf returned error code %d"), info);
    UNPROTECT(1);
    return set_factors(x, val, "BunchKaufman");
}

// this is very close to lsyMatrix_as_lsp*() in ./ldense.c  -- keep synced !
SEXP dsyMatrix_as_dspMatrix(SEXP from)
{
    SEXP val = PROTECT(NEW_OBJECT_OF_CLASS("dspMatrix")),
	uplo = GET_SLOT(from, Matrix_uploSym),
	dimP = GET_SLOT(from, Matrix_DimSym);
    int n = *INTEGER(dimP);

    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);
    SET_SLOT(val, Matrix_DimNamesSym,
	     duplicate(GET_SLOT(from, Matrix_DimNamesSym)));
    SET_SLOT(val, Matrix_factorSym,
	     duplicate(GET_SLOT(from, Matrix_factorSym)));
    UNPROTECT(1);
    return val;
}

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