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View of /pkg/Matrix/src/dtrMatrix.c

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Revision 2586 - (download) (as text) (annotate)
Sun Jul 25 02:32:06 2010 UTC (9 years, 3 months ago) by mmaechler
File size: 8525 byte(s)
move Matrix/ directory "down"
/* double (precision) TRiangular Matrices */

#include "dtrMatrix.h"

SEXP triangularMatrix_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;
    if (isString(val = check_scalar_string(GET_SLOT(obj, Matrix_diagSym),
					   "NU", "diag"))) return val;
    return ScalarLogical(1);
}

SEXP dtrMatrix_validate(SEXP obj)
{
    /* since "dtr" inherits from "triangular", and "dMatrix", only need this:*/
    return dense_nonpacked_validate(obj);
}


static
double get_norm(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') {
	work = (double *) R_alloc(dims[0], sizeof(double));
    }
    return F77_CALL(dlantr)(typnm, uplo_P(obj), diag_P(obj), dims, dims+1,
			    REAL(GET_SLOT(obj, Matrix_xSym)), dims, work);
}


SEXP dtrMatrix_norm(SEXP obj, SEXP type)
{
    return ScalarReal(get_norm(obj, CHAR(asChar(type))));
}

SEXP dtrMatrix_rcond(SEXP obj, SEXP type)
{
    char typnm[] = {'\0', '\0'};
    int *dims = INTEGER(GET_SLOT(obj, Matrix_DimSym)), info;
    double rcond;

    typnm[0] = La_rcond_type(CHAR(asChar(type)));
    F77_CALL(dtrcon)(typnm, uplo_P(obj), diag_P(obj), dims,
		     REAL(GET_SLOT(obj, Matrix_xSym)), dims, &rcond,
		     (double *) R_alloc(3*dims[0], sizeof(double)),
		     (int *) R_alloc(dims[0], sizeof(int)), &info);
    return ScalarReal(rcond);
}

SEXP dtrMatrix_solve(SEXP a)
{
    SEXP val = PROTECT(duplicate(a));
    int info, *Dim = INTEGER(GET_SLOT(val, Matrix_DimSym));
    F77_CALL(dtrtri)(uplo_P(val), diag_P(val), Dim,
		     REAL(GET_SLOT(val, Matrix_xSym)), Dim, &info);
    UNPROTECT(1);
    return val;
}

SEXP dtrMatrix_chol2inv(SEXP a)
{
    SEXP val = PROTECT(NEW_OBJECT(MAKE_CLASS("dpoMatrix")));
    int info, n;

    slot_dup(val, a, Matrix_DimSym);
    slot_dup(val, a, Matrix_uploSym);
    slot_dup(val, a, Matrix_diagSym);
    slot_dup(val, a, Matrix_DimNamesSym);
    slot_dup(val, a, Matrix_xSym);
    n = *INTEGER(GET_SLOT(val, Matrix_DimSym));
    F77_CALL(dpotri)(uplo_P(val), &n,
		     REAL(GET_SLOT(val, Matrix_xSym)), &n, &info);
    UNPROTECT(1);
    return val;
}

SEXP dtrMatrix_matrix_solve(SEXP a, SEXP b)
{
    SEXP ans = PROTECT(dup_mMatrix_as_dgeMatrix(b));
    int *adims = INTEGER(GET_SLOT(a, Matrix_DimSym)),
	*bdims = INTEGER(GET_SLOT(ans, Matrix_DimSym));
    int n = bdims[0], nrhs = bdims[1];
    double one = 1.0;

    if (*adims != *bdims || bdims[1] < 1 || *adims < 1 || *adims != adims[1])
	error(_("Dimensions of system to be solved are inconsistent"));
    F77_CALL(dtrsm)("L", uplo_P(a), "N", diag_P(a),
		    &n, &nrhs, &one, REAL(GET_SLOT(a, Matrix_xSym)), &n,
		    REAL(GET_SLOT(ans, Matrix_xSym)), &n);
    UNPROTECT(1);
    return ans;
}

/* to bu used for all three: '%*%', crossprod() and tcrossprod() */
SEXP dtrMatrix_matrix_mm(SEXP a, SEXP b, SEXP right, SEXP trans)
{
    /* Because a must be square, the size of the answer, val,
     * is the same as the size of b */
    SEXP val = PROTECT(dup_mMatrix_as_dgeMatrix(b));
    int rt = asLogical(right); /* if(rt), compute b %*% op(a),  else  op(a) %*% b */
    int tr = asLogical(trans);/* if true, use t(a) */
    int *adims = INTEGER(GET_SLOT(a, Matrix_DimSym)),
	*bdims = INTEGER(GET_SLOT(val, Matrix_DimSym));
    int m = bdims[0], n = bdims[1];
    double one = 1.;

    if (adims[0] != adims[1])
	error(_("dtrMatrix must be square"));
    if ((rt && adims[0] != n) || (!rt && adims[1] != m))
	error(_("Matrices are not conformable for multiplication"));
    if (m < 1 || n < 1) {
/* 	error(_("Matrices with zero extents cannot be multiplied")); */
	} else /* BLAS */
	F77_CALL(dtrmm)(rt ? "R" : "L", uplo_P(a),
			/*trans_A = */ tr ? "T" : "N",
			diag_P(a), &m, &n, &one,
			REAL(GET_SLOT(a, Matrix_xSym)), adims,
			REAL(GET_SLOT(val, Matrix_xSym)), &m);
    UNPROTECT(1);
    return val;
}

SEXP dtrMatrix_dtrMatrix_mm(SEXP a, SEXP b, SEXP right, SEXP trans)
{
    /* to be called from "%*%" and crossprod(), tcrossprod(),
     * from  ../R/products.R
     *
     * TWO cases : (1) result is triangular  <=> uplo are equal
     * ===         (2) result is "general"
     */
    SEXP val,/* = in case (2):  PROTECT(dup_mMatrix_as_dgeMatrix(b)); */
	d_a = GET_SLOT(a, Matrix_DimSym),
	uplo_a = GET_SLOT(a, Matrix_uploSym),
	diag_a = GET_SLOT(a, Matrix_diagSym);
    /* if(rt), compute b %*% a,  else  a %*% b */
    int rt = asLogical(right);
    int tr = asLogical(trans);/* if true, use t(a) */
    int *adims = INTEGER(d_a), n = adims[0];
    double *valx;
    const char
	*uplo_a_ch = CHAR(STRING_ELT(uplo_a, 0)), /* = uplo_P(a) */
	*diag_a_ch = CHAR(STRING_ELT(diag_a, 0)); /* = diag_P(a) */
    Rboolean same_uplo = (*uplo_a_ch == *uplo_P(b)), uDiag_b;

    if (INTEGER(GET_SLOT(b, Matrix_DimSym))[0] != n)
	/* validity checking already "assures" square matrices ... */
	error(_("dtrMatrices in %*% must have matching (square) dim."));
    if(same_uplo) {
	/* ==> result is triangular -- "dtrMatrix" !
	 * val := dup_mMatrix_as_dtrMatrix(b) : */
	int sz = n * n;
	val = PROTECT(NEW_OBJECT(MAKE_CLASS("dtrMatrix")));
	SET_SLOT(val, Matrix_uploSym, duplicate(uplo_a));
	SET_SLOT(val, Matrix_DimSym,  duplicate(d_a));
	SET_DimNames(val, b);
	valx = REAL(ALLOC_SLOT(val, Matrix_xSym, REALSXP, sz));
	Memcpy(valx, REAL(GET_SLOT(b, Matrix_xSym)), sz);
	if((uDiag_b = *diag_P(b) == 'U')) { /* unit-diagonal b --> */
	    int i, np1 = n + 1; /* may contain garbage in diagonal */
	    for (i = 0; i < n; i++)
		valx[i * (n+1)] = 1.;
	}
    } else { /* different "uplo" ==> result is "dgeMatrix" ! */
	val = PROTECT(dup_mMatrix_as_dgeMatrix(b));
    }
    if (n >= 1) {
	double alpha = 1.;
	/* Level 3 BLAS - DTRMM(): Compute one of the matrix multiplication operations
	 * B := alpha*op( A )*B ["L"], or B := alpha*B*op( A ) ["R"],
	 *	where trans_A determines  op(A):=  A   "N"one  or
	 *				  op(A):= t(A) "T"ransposed */
	F77_CALL(dtrmm)(rt ? "R" : "L", uplo_a_ch,
			/*trans_A = */ tr ? "T" : "N", diag_a_ch, &n, &n, &alpha,
			REAL(GET_SLOT(a, Matrix_xSym)), adims,
			REAL(GET_SLOT(val, Matrix_xSym)), &n);
    }
    if(same_uplo) {
	make_d_matrix_triangular(valx, a); /* set "other triangle" to 0 */
	if(*diag_a_ch == 'U' && uDiag_b) /* result remains uni-diagonal */
	    SET_SLOT(val, Matrix_diagSym, duplicate(diag_a));
    }
    UNPROTECT(1);
    return val;
}


SEXP dtrMatrix_as_matrix(SEXP from, SEXP keep_dimnames)
{
    int *Dim = INTEGER(GET_SLOT(from, Matrix_DimSym));
    int m = Dim[0], n = Dim[1];
    SEXP val = PROTECT(allocMatrix(REALSXP, m, n));
    make_d_matrix_triangular(Memcpy(REAL(val),
				    REAL(GET_SLOT(from, Matrix_xSym)), m * n),
			     from);
    if(asLogical(keep_dimnames))
	setAttrib(val, R_DimNamesSymbol, GET_SLOT(from, Matrix_DimNamesSym));
    UNPROTECT(1);
    return val;
}

#define GET_trMatrix_Diag(_C_TYPE_, _SEXPTYPE_, _SEXP_, _ONE_)		\
    int i, n = INTEGER(GET_SLOT(x, Matrix_DimSym))[0];			\
    SEXP x_x = GET_SLOT(x, Matrix_xSym);				\
									\
    SEXP ret = PROTECT(allocVector(_SEXPTYPE_, n));			\
    _C_TYPE_ *rv = _SEXP_(ret),						\
	     *xv = _SEXP_(x_x);						\
									\
    if ('U' == diag_P(x)[0]) {						\
	for (i = 0; i < n; i++) rv[i] = _ONE_;				\
    } else {								\
	for (i = 0; i < n; i++) rv[i] = xv[i * (n + 1)];		\
    }									\
    UNPROTECT(1);							\
    return ret


SEXP dtrMatrix_getDiag(SEXP x) {
    GET_trMatrix_Diag(double, REALSXP, REAL, 1.);
}

SEXP ltrMatrix_getDiag(SEXP x) {
    GET_trMatrix_Diag(  int, LGLSXP, LOGICAL, 1);
}

SEXP dtrMatrix_as_dtpMatrix(SEXP from)
{
    SEXP val = PROTECT(NEW_OBJECT(MAKE_CLASS("dtpMatrix"))),
	uplo = GET_SLOT(from, Matrix_uploSym),
	diag = GET_SLOT(from, Matrix_diagSym),
	dimP = GET_SLOT(from, Matrix_DimSym);
    int n = *INTEGER(dimP);

    SET_SLOT(val, Matrix_DimSym, duplicate(dimP));
    SET_SLOT(val, Matrix_diagSym, duplicate(diag));
    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,
	*CHAR(STRING_ELT(diag, 0)) == 'U' ? UNT : NUN);
    UNPROTECT(1);
    return val;
}

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