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[matrix] Diff of /pkg/src/Csparse.c
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Diff of /pkg/src/Csparse.c

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revision 1660, Thu Nov 2 11:05:35 2006 UTC revision 2236, Wed Jul 23 16:48:14 2008 UTC
# Line 1  Line 1 
1                          /* Sparse matrices in compressed column-oriented form */                          /* Sparse matrices in compressed column-oriented form */
2  #include "Csparse.h"  #include "Csparse.h"
3    #include "Tsparse.h"
4  #include "chm_common.h"  #include "chm_common.h"
5    
6  SEXP Csparse_validate(SEXP x)  SEXP Csparse_validate(SEXP x)
# Line 7  Line 8 
8      /* NB: we do *NOT* check a potential 'x' slot here, at all */      /* NB: we do *NOT* check a potential 'x' slot here, at all */
9      SEXP pslot = GET_SLOT(x, Matrix_pSym),      SEXP pslot = GET_SLOT(x, Matrix_pSym),
10          islot = GET_SLOT(x, Matrix_iSym);          islot = GET_SLOT(x, Matrix_iSym);
11      int j, k, sorted,      Rboolean sorted, strictly;
12        int j, k,
13          *dims = INTEGER(GET_SLOT(x, Matrix_DimSym)),          *dims = INTEGER(GET_SLOT(x, Matrix_DimSym)),
14          nrow = dims[0],          nrow = dims[0],
15          ncol = dims[1],          ncol = dims[1],
# Line 18  Line 20 
20          return mkString(_("slot p must have length = ncol(.) + 1"));          return mkString(_("slot p must have length = ncol(.) + 1"));
21      if (xp[0] != 0)      if (xp[0] != 0)
22          return mkString(_("first element of slot p must be zero"));          return mkString(_("first element of slot p must be zero"));
23      if (length(islot) != xp[ncol])      if (length(islot) < xp[ncol]) /* allow larger slots from over-allocation!*/
24          return          return
25              mkString(_("last element of slot p must match length of slots i and x"));              mkString(_("last element of slot p must match length of slots i and x"));
26      for (j = 0; j < length(islot); j++) {      for (j = 0; j < xp[ncol]; j++) {
27          if (xi[j] < 0 || xi[j] >= nrow)          if (xi[j] < 0 || xi[j] >= nrow)
28              return mkString(_("all row indices must be between 0 and nrow-1"));              return mkString(_("all row indices must be between 0 and nrow-1"));
29      }      }
30      sorted = TRUE;      sorted = TRUE; strictly = TRUE;
31      for (j = 0; j < ncol; j++) {      for (j = 0; j < ncol; j++) {
32          if (xp[j] > xp[j+1])          if (xp[j] > xp[j+1])
33              return mkString(_("slot p must be non-decreasing"));              return mkString(_("slot p must be non-decreasing"));
34          for (k = xp[j] + 1; k < xp[j + 1]; k++)          if(sorted) /* only act if >= 2 entries in column j : */
35              if (xi[k] < xi[k - 1]) sorted = FALSE;              for (k = xp[j] + 1; k < xp[j + 1]; k++) {
36                    if (xi[k] < xi[k - 1])
37                        sorted = FALSE;
38                    else if (xi[k] == xi[k - 1])
39                        strictly = FALSE;
40                }
41      }      }
42      if (!sorted) {      if (!sorted) {
43          cholmod_sparse *chx = as_cholmod_sparse(x);          CHM_SP chx = (CHM_SP) alloca(sizeof(cholmod_sparse));
44          cholmod_sort(chx, &c);          R_CheckStack();
45          Free(chx);          as_cholmod_sparse(chx, x, FALSE, TRUE); /* includes cholmod_sort() ! */
46            /* as chx = AS_CHM_SP__(x)  but  ^^^^  sorting x in_place (no copying)*/
47    
48            /* Now re-check that row indices are *strictly* increasing
49             * (and not just increasing) within each column : */
50            for (j = 0; j < ncol; j++) {
51                for (k = xp[j] + 1; k < xp[j + 1]; k++)
52                    if (xi[k] == xi[k - 1])
53                        return mkString(_("slot i is not *strictly* increasing inside a column (even after cholmod_sort)"));
54            }
55    
56        } else if(!strictly) {  /* sorted, but not strictly */
57            return mkString(_("slot i is not *strictly* increasing inside a column"));
58      }      }
59      return ScalarLogical(1);      return ScalarLogical(1);
60  }  }
61    
62    SEXP Rsparse_validate(SEXP x)
63    {
64        /* NB: we do *NOT* check a potential 'x' slot here, at all */
65        SEXP pslot = GET_SLOT(x, Matrix_pSym),
66            jslot = GET_SLOT(x, Matrix_jSym);
67        Rboolean sorted, strictly;
68        int i, k,
69            *dims = INTEGER(GET_SLOT(x, Matrix_DimSym)),
70            nrow = dims[0],
71            ncol = dims[1],
72            *xp = INTEGER(pslot),
73            *xj = INTEGER(jslot);
74    
75        if (length(pslot) != dims[0] + 1)
76            return mkString(_("slot p must have length = nrow(.) + 1"));
77        if (xp[0] != 0)
78            return mkString(_("first element of slot p must be zero"));
79        if (length(jslot) < xp[nrow]) /* allow larger slots from over-allocation!*/
80            return
81                mkString(_("last element of slot p must match length of slots j and x"));
82        for (i = 0; i < length(jslot); i++) {
83            if (xj[i] < 0 || xj[i] >= ncol)
84                return mkString(_("all column indices must be between 0 and ncol-1"));
85        }
86        sorted = TRUE; strictly = TRUE;
87        for (i = 0; i < nrow; i++) {
88            if (xp[i] > xp[i+1])
89                return mkString(_("slot p must be non-decreasing"));
90            if(sorted)
91                for (k = xp[i] + 1; k < xp[i + 1]; k++) {
92                    if (xj[k] < xj[k - 1])
93                        sorted = FALSE;
94                    else if (xj[k] == xj[k - 1])
95                        strictly = FALSE;
96                }
97        }
98        if (!sorted)
99            /* cannot easily use cholmod_sort(.) ... -> "error out" :*/
100            return mkString(_("slot j is not increasing inside a column"));
101        else if(!strictly) /* sorted, but not strictly */
102            return mkString(_("slot j is not *strictly* increasing inside a column"));
103    
104        return ScalarLogical(1);
105    }
106    
107    
108    /* Called from ../R/Csparse.R : */
109    /* Can only return [dln]geMatrix (no symm/triang);
110     * FIXME: replace by non-CHOLMOD code ! */
111  SEXP Csparse_to_dense(SEXP x)  SEXP Csparse_to_dense(SEXP x)
112  {  {
113      cholmod_sparse *chxs = as_cholmod_sparse(x);      CHM_SP chxs = AS_CHM_SP__(x);
114      cholmod_dense *chxd = cholmod_sparse_to_dense(chxs, &c);      /* This loses the symmetry property, since cholmod_dense has none,
115         * BUT, much worse (FIXME!), it also transforms CHOLMOD_PATTERN ("n") matrices
116         * to numeric (CHOLMOD_REAL) ones : */
117        CHM_DN chxd = cholmod_sparse_to_dense(chxs, &c);
118        int Rkind = (chxs->xtype == CHOLMOD_PATTERN)? -1 : Real_kind(x);
119        R_CheckStack();
120    
121      Free(chxs);      return chm_dense_to_SEXP(chxd, 1, Rkind, GET_SLOT(x, Matrix_DimNamesSym));
     return chm_dense_to_SEXP(chxd, 1, Real_kind(x),  
                              GET_SLOT(x, Matrix_DimNamesSym));  
122  }  }
123    
124  SEXP Csparse_to_nz_pattern(SEXP x, SEXP tri)  SEXP Csparse_to_nz_pattern(SEXP x, SEXP tri)
125  {  {
126      cholmod_sparse *chxs = as_cholmod_sparse(x);      CHM_SP chxs = AS_CHM_SP__(x);
127      cholmod_sparse      CHM_SP chxcp = cholmod_copy(chxs, chxs->stype, CHOLMOD_PATTERN, &c);
128          *chxcp = cholmod_copy(chxs, chxs->stype, CHOLMOD_PATTERN, &c);      int tr = asLogical(tri);
129      int uploT = 0; char *diag = "";      R_CheckStack();
130    
131      Free(chxs);      return chm_sparse_to_SEXP(chxcp, 1/*do_free*/,
132      if (asLogical(tri)) {       /* triangular sparse matrices */                                tr ? ((*uplo_P(x) == 'U') ? 1 : -1) : 0,
133          uploT = (strcmp(CHAR(asChar(GET_SLOT(x, Matrix_uploSym))), "U")) ?                                0, tr ? diag_P(x) : "",
             -1 : 1;  
         diag = CHAR(asChar(GET_SLOT(x, Matrix_diagSym)));  
     }  
     return chm_sparse_to_SEXP(chxcp, 1, uploT, 0, diag,  
134                                GET_SLOT(x, Matrix_DimNamesSym));                                GET_SLOT(x, Matrix_DimNamesSym));
135  }  }
136    
137  SEXP Csparse_to_matrix(SEXP x)  SEXP Csparse_to_matrix(SEXP x)
138  {  {
139      cholmod_sparse *chxs = as_cholmod_sparse(x);      return chm_dense_to_matrix(cholmod_sparse_to_dense(AS_CHM_SP__(x), &c),
140      cholmod_dense *chxd = cholmod_sparse_to_dense(chxs, &c);                                 1 /*do_free*/, GET_SLOT(x, Matrix_DimNamesSym));
   
     Free(chxs);  
     return chm_dense_to_matrix(chxd, 1,  
                                GET_SLOT(x, Matrix_DimNamesSym));  
141  }  }
142    
143  SEXP Csparse_to_Tsparse(SEXP x, SEXP tri)  SEXP Csparse_to_Tsparse(SEXP x, SEXP tri)
144  {  {
145      cholmod_sparse *chxs = as_cholmod_sparse(x);      CHM_SP chxs = AS_CHM_SP__(x);
146      cholmod_triplet *chxt = cholmod_sparse_to_triplet(chxs, &c);      CHM_TR chxt = cholmod_sparse_to_triplet(chxs, &c);
147      int uploT = 0;      int tr = asLogical(tri);
148      char *diag = "";      int Rkind = (chxs->xtype != CHOLMOD_PATTERN) ? Real_kind(x) : 0;
149      int Rkind = (chxs->xtype == CHOLMOD_REAL) ? Real_kind(x) : 0;      R_CheckStack();
150    
151      Free(chxs);      return chm_triplet_to_SEXP(chxt, 1,
152      if (asLogical(tri)) {       /* triangular sparse matrices */                                 tr ? ((*uplo_P(x) == 'U') ? 1 : -1) : 0,
153          uploT = (*uplo_P(x) == 'U') ? -1 : 1;                                 Rkind, tr ? diag_P(x) : "",
         diag = diag_P(x);  
     }  
     return chm_triplet_to_SEXP(chxt, 1, uploT, Rkind, diag,  
154                                 GET_SLOT(x, Matrix_DimNamesSym));                                 GET_SLOT(x, Matrix_DimNamesSym));
155  }  }
156    
157  /* this used to be called  sCMatrix_to_gCMatrix(..)   [in ./dsCMatrix.c ]: */  /* this used to be called  sCMatrix_to_gCMatrix(..)   [in ./dsCMatrix.c ]: */
158  SEXP Csparse_symmetric_to_general(SEXP x)  SEXP Csparse_symmetric_to_general(SEXP x)
159  {  {
160      cholmod_sparse *chx = as_cholmod_sparse(x), *chgx;      CHM_SP chx = AS_CHM_SP__(x), chgx;
161      int Rkind = (chx->xtype == CHOLMOD_REAL) ? Real_kind(x) : 0;      int Rkind = (chx->xtype != CHOLMOD_PATTERN) ? Real_kind(x) : 0;
162        R_CheckStack();
163    
164      if (!(chx->stype))      if (!(chx->stype))
165          error(_("Nonsymmetric matrix in Csparse_symmetric_to_general"));          error(_("Nonsymmetric matrix in Csparse_symmetric_to_general"));
166      chgx = cholmod_copy(chx, /* stype: */ 0, chx->xtype, &c);      chgx = cholmod_copy(chx, /* stype: */ 0, chx->xtype, &c);
167      /* xtype: pattern, "real", complex or .. */      /* xtype: pattern, "real", complex or .. */
     Free(chx);  
168      return chm_sparse_to_SEXP(chgx, 1, 0, Rkind, "",      return chm_sparse_to_SEXP(chgx, 1, 0, Rkind, "",
169                                GET_SLOT(x, Matrix_DimNamesSym));                                GET_SLOT(x, Matrix_DimNamesSym));
170  }  }
171    
172  SEXP Csparse_general_to_symmetric(SEXP x, SEXP uplo)  SEXP Csparse_general_to_symmetric(SEXP x, SEXP uplo)
173  {  {
174      cholmod_sparse *chx = as_cholmod_sparse(x), *chgx;      CHM_SP chx = AS_CHM_SP__(x), chgx;
175      int uploT = (*CHAR(asChar(uplo)) == 'U') ? -1 : 1;      int uploT = (*CHAR(STRING_ELT(uplo,0)) == 'U') ? 1 : -1;
176      int Rkind = (chx->xtype == CHOLMOD_REAL) ? Real_kind(x) : 0;      int Rkind = (chx->xtype != CHOLMOD_PATTERN) ? Real_kind(x) : 0;
177        R_CheckStack();
178    
179      chgx = cholmod_copy(chx, /* stype: */ uploT, chx->xtype, &c);      chgx = cholmod_copy(chx, /* stype: */ uploT, chx->xtype, &c);
180      /* xtype: pattern, "real", complex or .. */      /* xtype: pattern, "real", complex or .. */
     Free(chx);  
181      return chm_sparse_to_SEXP(chgx, 1, 0, Rkind, "",      return chm_sparse_to_SEXP(chgx, 1, 0, Rkind, "",
182                                GET_SLOT(x, Matrix_DimNamesSym));                                GET_SLOT(x, Matrix_DimNamesSym));
183  }  }
184    
185  SEXP Csparse_transpose(SEXP x, SEXP tri)  SEXP Csparse_transpose(SEXP x, SEXP tri)
186  {  {
187      cholmod_sparse *chx = as_cholmod_sparse(x);      /* TODO: lgCMatrix & igC* currently go via double prec. cholmod -
188      int Rkind = (chx->xtype == CHOLMOD_REAL) ? Real_kind(x) : 0;       *       since cholmod (& cs) lacks sparse 'int' matrices */
189      cholmod_sparse *chxt = cholmod_transpose(chx, (int) chx->xtype, &c);      CHM_SP chx = AS_CHM_SP__(x);
190        int Rkind = (chx->xtype != CHOLMOD_PATTERN) ? Real_kind(x) : 0;
191        CHM_SP chxt = cholmod_transpose(chx, chx->xtype, &c);
192      SEXP dn = PROTECT(duplicate(GET_SLOT(x, Matrix_DimNamesSym))), tmp;      SEXP dn = PROTECT(duplicate(GET_SLOT(x, Matrix_DimNamesSym))), tmp;
193      int uploT = 0; char *diag = "";      int tr = asLogical(tri);
194        R_CheckStack();
195    
     Free(chx);  
196      tmp = VECTOR_ELT(dn, 0);    /* swap the dimnames */      tmp = VECTOR_ELT(dn, 0);    /* swap the dimnames */
197      SET_VECTOR_ELT(dn, 0, VECTOR_ELT(dn, 1));      SET_VECTOR_ELT(dn, 0, VECTOR_ELT(dn, 1));
198      SET_VECTOR_ELT(dn, 1, tmp);      SET_VECTOR_ELT(dn, 1, tmp);
199      UNPROTECT(1);      UNPROTECT(1);
200      if (asLogical(tri)) {       /* triangular sparse matrices */      return chm_sparse_to_SEXP(chxt, 1, /* SWAP 'uplo' for triangular */
201          uploT = (*uplo_P(x) == 'U') ? -1 : 1;                                tr ? ((*uplo_P(x) == 'U') ? -1 : 1) : 0,
202          diag = diag_P(x);                                Rkind, tr ? diag_P(x) : "", dn);
     }  
     return chm_sparse_to_SEXP(chxt, 1, uploT, Rkind, diag, dn);  
203  }  }
204    
205  SEXP Csparse_Csparse_prod(SEXP a, SEXP b)  SEXP Csparse_Csparse_prod(SEXP a, SEXP b)
206  {  {
207      cholmod_sparse      CHM_SP
208          *cha = as_cholmod_sparse(a),          cha = AS_CHM_SP(a),
209          *chb = as_cholmod_sparse(b);          chb = AS_CHM_SP(b),
210      cholmod_sparse *chc = cholmod_ssmult(cha, chb, 0, cha->xtype, 1, &c);          chc = cholmod_ssmult(cha, chb, /*out_stype:*/ 0,
211                                 cha->xtype, /*out sorted:*/ 1, &c);
212        const char *cl_a = class_P(a), *cl_b = class_P(b);
213        char diag[] = {'\0', '\0'};
214        int uploT = 0;
215      SEXP dn = allocVector(VECSXP, 2);      SEXP dn = allocVector(VECSXP, 2);
216        R_CheckStack();
217    
218      Free(cha); Free(chb);      /* Preserve triangularity and even unit-triangularity if appropriate.
219         * Note that in that case, the multiplication itself should happen
220         * faster.  But there's no support for that in CHOLMOD */
221    
222        /* UGLY hack -- rather should have (fast!) C-level version of
223         *       is(a, "triangularMatrix") etc */
224        if (cl_a[1] == 't' && cl_b[1] == 't')
225            /* FIXME: fails for "Cholesky","BunchKaufmann"..*/
226            if(*uplo_P(a) == *uplo_P(b)) { /* both upper, or both lower tri. */
227                uploT = (*uplo_P(a) == 'U') ? 1 : -1;
228                if(*diag_P(a) == 'U' && *diag_P(b) == 'U') { /* return UNIT-triag. */
229                    /* "remove the diagonal entries": */
230                    chm_diagN2U(chc, uploT, /* do_realloc */ FALSE);
231                    diag[0]= 'U';
232                }
233                else diag[0]= 'N';
234            }
235      SET_VECTOR_ELT(dn, 0,       /* establish dimnames */      SET_VECTOR_ELT(dn, 0,       /* establish dimnames */
236                     duplicate(VECTOR_ELT(GET_SLOT(a, Matrix_DimNamesSym), 0)));                     duplicate(VECTOR_ELT(GET_SLOT(a, Matrix_DimNamesSym), 0)));
237      SET_VECTOR_ELT(dn, 1,      SET_VECTOR_ELT(dn, 1,
238                     duplicate(VECTOR_ELT(GET_SLOT(b, Matrix_DimNamesSym), 1)));                     duplicate(VECTOR_ELT(GET_SLOT(b, Matrix_DimNamesSym), 1)));
239      return chm_sparse_to_SEXP(chc, 1, 0, 0, "", dn);      return chm_sparse_to_SEXP(chc, 1, uploT, /*Rkind*/0, diag, dn);
240  }  }
241    
242  SEXP Csparse_Csparse_crossprod(SEXP a, SEXP b, SEXP trans)  SEXP Csparse_Csparse_crossprod(SEXP a, SEXP b, SEXP trans)
243  {  {
244      int tr = asLogical(trans);      int tr = asLogical(trans);
245      cholmod_sparse      CHM_SP
246          *cha = as_cholmod_sparse(a),          cha = AS_CHM_SP(a),
247          *chb = as_cholmod_sparse(b);          chb = AS_CHM_SP(b),
248      cholmod_sparse *chTr, *chc;          chTr, chc;
249        const char *cl_a = class_P(a), *cl_b = class_P(b);
250        char diag[] = {'\0', '\0'};
251        int uploT = 0;
252      SEXP dn = allocVector(VECSXP, 2);      SEXP dn = allocVector(VECSXP, 2);
253        R_CheckStack();
254    
255  /*     cholmod_sparse *chTr = cholmod_transpose(cha, 1, &c); */      chTr = cholmod_transpose((tr) ? chb : cha, chb->xtype, &c);
 /*     cholmod_sparse *chc = cholmod_ssmult(chTr, chb, 0, cha->xtype, 1, &c); */  
   
     if (tr)  
         chTr = cholmod_transpose(chb, chb->xtype, &c);  
     else  
         chTr = cholmod_transpose(cha, cha->xtype, &c);  
256      chc = cholmod_ssmult((tr) ? cha : chTr, (tr) ? chTr : chb,      chc = cholmod_ssmult((tr) ? cha : chTr, (tr) ? chTr : chb,
257                           0, cha->xtype, 1, &c);                           /*out_stype:*/ 0, cha->xtype, /*out sorted:*/ 1, &c);
258        cholmod_free_sparse(&chTr, &c);
259    
260      Free(cha); Free(chb); cholmod_free_sparse(&chTr, &c);      /* Preserve triangularity and unit-triangularity if appropriate;
261         * see Csparse_Csparse_prod() for comments */
262        if (cl_a[1] == 't' && cl_b[1] == 't')
263            if(*uplo_P(a) != *uplo_P(b)) { /* one 'U', the other 'L' */
264                uploT = (*uplo_P(b) == 'U') ? 1 : -1;
265                if(*diag_P(a) == 'U' && *diag_P(b) == 'U') { /* return UNIT-triag. */
266                    chm_diagN2U(chc, uploT, /* do_realloc */ FALSE);
267                    diag[0]= 'U';
268                }
269                else diag[0]= 'N';
270            }
271    
272      SET_VECTOR_ELT(dn, 0,       /* establish dimnames */      SET_VECTOR_ELT(dn, 0,       /* establish dimnames */
273                     duplicate(VECTOR_ELT(GET_SLOT(a, Matrix_DimNamesSym), (tr) ? 0 : 1)));                     duplicate(VECTOR_ELT(GET_SLOT(a, Matrix_DimNamesSym), (tr) ? 0 : 1)));
274      SET_VECTOR_ELT(dn, 1,      SET_VECTOR_ELT(dn, 1,
275                     duplicate(VECTOR_ELT(GET_SLOT(b, Matrix_DimNamesSym), (tr) ? 0 : 1)));                     duplicate(VECTOR_ELT(GET_SLOT(b, Matrix_DimNamesSym), (tr) ? 0 : 1)));
276      return chm_sparse_to_SEXP(chc, 1, 0, 0, "", dn);      return chm_sparse_to_SEXP(chc, 1, uploT, /*Rkind*/0, diag, dn);
277  }  }
278    
279  SEXP Csparse_dense_prod(SEXP a, SEXP b)  SEXP Csparse_dense_prod(SEXP a, SEXP b)
280  {  {
281      cholmod_sparse *cha = as_cholmod_sparse(a);      CHM_SP cha = AS_CHM_SP(a);
282      SEXP b_M = PROTECT(mMatrix_as_dgeMatrix(b));      SEXP b_M = PROTECT(mMatrix_as_dgeMatrix(b));
283      cholmod_dense *chb = as_cholmod_dense(b_M);      CHM_DN chb = AS_CHM_DN(b_M);
284      cholmod_dense *chc =      CHM_DN chc = cholmod_allocate_dense(cha->nrow, chb->ncol, cha->nrow,
285          cholmod_allocate_dense(cha->nrow, chb->ncol, cha->nrow, chb->xtype, &c);                                          chb->xtype, &c);
286      SEXP dn = allocVector(VECSXP, 2);      SEXP dn = PROTECT(allocVector(VECSXP, 2));
287      double alpha[] = {1,0}, beta[] = {0,0};      double one[] = {1,0}, zero[] = {0,0};
288        R_CheckStack();
289    
290      cholmod_sdmult(cha, 0, alpha, beta, chb, chc, &c);      cholmod_sdmult(cha, 0, one, zero, chb, chc, &c);
     Free(cha); Free(chb);  
     UNPROTECT(1);  
291      SET_VECTOR_ELT(dn, 0,       /* establish dimnames */      SET_VECTOR_ELT(dn, 0,       /* establish dimnames */
292                     duplicate(VECTOR_ELT(GET_SLOT(a, Matrix_DimNamesSym), 0)));                     duplicate(VECTOR_ELT(GET_SLOT(a, Matrix_DimNamesSym), 0)));
293      SET_VECTOR_ELT(dn, 1,      SET_VECTOR_ELT(dn, 1,
294                     duplicate(VECTOR_ELT(GET_SLOT(b_M, Matrix_DimNamesSym), 1)));                     duplicate(VECTOR_ELT(GET_SLOT(b_M, Matrix_DimNamesSym), 1)));
295        UNPROTECT(2);
296      return chm_dense_to_SEXP(chc, 1, 0, dn);      return chm_dense_to_SEXP(chc, 1, 0, dn);
297  }  }
298    
299  SEXP Csparse_dense_crossprod(SEXP a, SEXP b)  SEXP Csparse_dense_crossprod(SEXP a, SEXP b)
300  {  {
301      cholmod_sparse *cha = as_cholmod_sparse(a);      CHM_SP cha = AS_CHM_SP(a);
302      SEXP b_M = PROTECT(mMatrix_as_dgeMatrix(b));      SEXP b_M = PROTECT(mMatrix_as_dgeMatrix(b));
303      cholmod_dense *chb = as_cholmod_dense(b_M);      CHM_DN chb = AS_CHM_DN(b_M);
304      cholmod_dense *chc =      CHM_DN chc = cholmod_allocate_dense(cha->ncol, chb->ncol, cha->ncol,
305          cholmod_allocate_dense(cha->ncol, chb->ncol, cha->ncol, chb->xtype, &c);                                          chb->xtype, &c);
306      SEXP dn = allocVector(VECSXP, 2);      SEXP dn = PROTECT(allocVector(VECSXP, 2));
307      double alpha[] = {1,0}, beta[] = {0,0};      double one[] = {1,0}, zero[] = {0,0};
308        R_CheckStack();
309    
310      cholmod_sdmult(cha, 1, alpha, beta, chb, chc, &c);      cholmod_sdmult(cha, 1, one, zero, chb, chc, &c);
     Free(cha); Free(chb);  
     UNPROTECT(1);  
311      SET_VECTOR_ELT(dn, 0,       /* establish dimnames */      SET_VECTOR_ELT(dn, 0,       /* establish dimnames */
312                     duplicate(VECTOR_ELT(GET_SLOT(a, Matrix_DimNamesSym), 1)));                     duplicate(VECTOR_ELT(GET_SLOT(a, Matrix_DimNamesSym), 1)));
313      SET_VECTOR_ELT(dn, 1,      SET_VECTOR_ELT(dn, 1,
314                     duplicate(VECTOR_ELT(GET_SLOT(b_M, Matrix_DimNamesSym), 1)));                     duplicate(VECTOR_ELT(GET_SLOT(b_M, Matrix_DimNamesSym), 1)));
315        UNPROTECT(2);
316      return chm_dense_to_SEXP(chc, 1, 0, dn);      return chm_dense_to_SEXP(chc, 1, 0, dn);
317  }  }
318    
319  /* Computes   x'x  or  x x'  -- see Csparse_Csparse_crossprod above for  x'y and x y' */  /* Computes   x'x  or  x x' -- *also* for Tsparse (triplet = TRUE)
320       see Csparse_Csparse_crossprod above for  x'y and x y' */
321  SEXP Csparse_crossprod(SEXP x, SEXP trans, SEXP triplet)  SEXP Csparse_crossprod(SEXP x, SEXP trans, SEXP triplet)
322  {  {
323      int trip = asLogical(triplet),      int trip = asLogical(triplet),
324          tr   = asLogical(trans); /* gets reversed because _aat is tcrossprod */          tr   = asLogical(trans); /* gets reversed because _aat is tcrossprod */
325      cholmod_triplet      CHM_TR cht = trip ? AS_CHM_TR(x) : (CHM_TR) NULL;
326          *cht = trip ? as_cholmod_triplet(x) : (cholmod_triplet*) NULL;      CHM_SP chcp, chxt,
327      cholmod_sparse *chcp, *chxt,          chx = (trip ?
328          *chx = trip ? cholmod_triplet_to_sparse(cht, cht->nnz, &c)                 cholmod_triplet_to_sparse(cht, cht->nnz, &c) :
329          : as_cholmod_sparse(x);                 AS_CHM_SP(x));
330      SEXP dn = PROTECT(allocVector(VECSXP, 2));      SEXP dn = PROTECT(allocVector(VECSXP, 2));
331        R_CheckStack();
332    
333      if (!tr)      if (!tr) chxt = cholmod_transpose(chx, chx->xtype, &c);
         chxt = cholmod_transpose(chx, chx->xtype, &c);  
334      chcp = cholmod_aat((!tr) ? chxt : chx, (int *) NULL, 0, chx->xtype, &c);      chcp = cholmod_aat((!tr) ? chxt : chx, (int *) NULL, 0, chx->xtype, &c);
335      if(!chcp)      if(!chcp) {
336            UNPROTECT(1);
337          error(_("Csparse_crossprod(): error return from cholmod_aat()"));          error(_("Csparse_crossprod(): error return from cholmod_aat()"));
338        }
339      cholmod_band_inplace(0, chcp->ncol, chcp->xtype, chcp, &c);      cholmod_band_inplace(0, chcp->ncol, chcp->xtype, chcp, &c);
340      chcp->stype = 1;      chcp->stype = 1;
341      if (trip) {      if (trip) cholmod_free_sparse(&chx, &c);
         cholmod_free_sparse(&chx, &c);  
         Free(cht);  
     } else {  
         Free(chx);  
     }  
342      if (!tr) cholmod_free_sparse(&chxt, &c);      if (!tr) cholmod_free_sparse(&chxt, &c);
343                                  /* create dimnames */      SET_VECTOR_ELT(dn, 0,       /* establish dimnames */
     SET_VECTOR_ELT(dn, 0,  
344                     duplicate(VECTOR_ELT(GET_SLOT(x, Matrix_DimNamesSym),                     duplicate(VECTOR_ELT(GET_SLOT(x, Matrix_DimNamesSym),
345                                          (tr) ? 0 : 1)));                                          (tr) ? 0 : 1)));
346      SET_VECTOR_ELT(dn, 1, duplicate(VECTOR_ELT(dn, 0)));      SET_VECTOR_ELT(dn, 1, duplicate(VECTOR_ELT(dn, 0)));
# Line 263  Line 350 
350    
351  SEXP Csparse_drop(SEXP x, SEXP tol)  SEXP Csparse_drop(SEXP x, SEXP tol)
352  {  {
353      cholmod_sparse *chx = as_cholmod_sparse(x),      const char *cl = class_P(x);
354          *ans = cholmod_copy(chx, chx->stype, chx->xtype, &c);      /* dtCMatrix, etc; [1] = the second character =?= 't' for triangular */
355        int tr = (cl[1] == 't');
356        CHM_SP chx = AS_CHM_SP__(x);
357        CHM_SP ans = cholmod_copy(chx, chx->stype, chx->xtype, &c);
358      double dtol = asReal(tol);      double dtol = asReal(tol);
359      int Rkind = (chx->xtype == CHOLMOD_REAL) ? Real_kind(x) : 0;      int Rkind = (chx->xtype != CHOLMOD_PATTERN) ? Real_kind(x) : 0;
360        R_CheckStack();
361    
362      if(!cholmod_drop(dtol, ans, &c))      if(!cholmod_drop(dtol, ans, &c))
363          error(_("cholmod_drop() failed"));          error(_("cholmod_drop() failed"));
364      Free(chx);      return chm_sparse_to_SEXP(ans, 1,
365      /* FIXME: currently drops dimnames */                                tr ? ((*uplo_P(x) == 'U') ? 1 : -1) : 0,
366      return chm_sparse_to_SEXP(ans, 1, 0, Rkind, "", R_NilValue);                                Rkind, tr ? diag_P(x) : "",
367                                  GET_SLOT(x, Matrix_DimNamesSym));
368  }  }
369    
   
370  SEXP Csparse_horzcat(SEXP x, SEXP y)  SEXP Csparse_horzcat(SEXP x, SEXP y)
371  {  {
372      cholmod_sparse *chx = as_cholmod_sparse(x),      CHM_SP chx = AS_CHM_SP__(x), chy = AS_CHM_SP__(y);
         *chy = as_cholmod_sparse(y), *ans;  
373      int Rkind = 0; /* only for "d" - FIXME */      int Rkind = 0; /* only for "d" - FIXME */
374        R_CheckStack();
375    
     ans = cholmod_horzcat(chx, chy, 1, &c);  
     Free(chx); Free(chy);  
376      /* FIXME: currently drops dimnames */      /* FIXME: currently drops dimnames */
377      return chm_sparse_to_SEXP(ans, 1, 0, Rkind, "", R_NilValue);      return chm_sparse_to_SEXP(cholmod_horzcat(chx, chy, 1, &c),
378                                  1, 0, Rkind, "", R_NilValue);
379  }  }
380    
381  SEXP Csparse_vertcat(SEXP x, SEXP y)  SEXP Csparse_vertcat(SEXP x, SEXP y)
382  {  {
383      cholmod_sparse *chx = as_cholmod_sparse(x),      CHM_SP chx = AS_CHM_SP__(x), chy = AS_CHM_SP__(y);
         *chy = as_cholmod_sparse(y), *ans;  
384      int Rkind = 0; /* only for "d" - FIXME */      int Rkind = 0; /* only for "d" - FIXME */
385        R_CheckStack();
386    
     ans = cholmod_vertcat(chx, chy, 1, &c);  
     Free(chx); Free(chy);  
387      /* FIXME: currently drops dimnames */      /* FIXME: currently drops dimnames */
388      return chm_sparse_to_SEXP(ans, 1, 0, Rkind, "", R_NilValue);      return chm_sparse_to_SEXP(cholmod_vertcat(chx, chy, 1, &c),
389                                  1, 0, Rkind, "", R_NilValue);
390  }  }
391    
392  SEXP Csparse_band(SEXP x, SEXP k1, SEXP k2)  SEXP Csparse_band(SEXP x, SEXP k1, SEXP k2)
393  {  {
394      cholmod_sparse *chx = as_cholmod_sparse(x), *ans;      CHM_SP chx = AS_CHM_SP__(x);
395      int Rkind = (chx->xtype == CHOLMOD_REAL) ? Real_kind(x) : 0;      int Rkind = (chx->xtype != CHOLMOD_PATTERN) ? Real_kind(x) : 0;
396        CHM_SP ans = cholmod_band(chx, asInteger(k1), asInteger(k2), chx->xtype, &c);
397        R_CheckStack();
398    
399      ans = cholmod_band(chx, asInteger(k1), asInteger(k2), chx->xtype, &c);      return chm_sparse_to_SEXP(ans, 1, 0, Rkind, "",
400      Free(chx);                                GET_SLOT(x, Matrix_DimNamesSym));
     return chm_sparse_to_SEXP(ans, 1, 0, Rkind, "", R_NilValue);  
401  }  }
402    
403  SEXP Csparse_diagU2N(SEXP x)  SEXP Csparse_diagU2N(SEXP x)
404  {  {
405      cholmod_sparse *chx = as_cholmod_sparse(x);      const char *cl = class_P(x);
406      cholmod_sparse *eye = cholmod_speye(chx->nrow, chx->ncol, chx->xtype, &c);      /* dtCMatrix, etc; [1] = the second character =?= 't' for triangular */
407        if (cl[1] != 't' || *diag_P(x) != 'U') {
408            /* "trivially fast" when not triangular (<==> no 'diag' slot),
409               or not *unit* triangular */
410            return (x);
411        }
412        else { /* unit triangular (diag='U'): "fill the diagonal" & diag:= "N" */
413            CHM_SP chx = AS_CHM_SP__(x);
414            CHM_SP eye = cholmod_speye(chx->nrow, chx->ncol, chx->xtype, &c);
415      double one[] = {1, 0};      double one[] = {1, 0};
416      cholmod_sparse *ans = cholmod_add(chx, eye, one, one, TRUE, TRUE, &c);          CHM_SP ans = cholmod_add(chx, eye, one, one, TRUE, TRUE, &c);
417      int uploT = (strcmp(CHAR(asChar(GET_SLOT(x, Matrix_uploSym))), "U")) ?          int uploT = (*uplo_P(x) == 'U') ? 1 : -1;
418          -1 : 1;          int Rkind = (chx->xtype != CHOLMOD_PATTERN) ? Real_kind(x) : 0;
     int Rkind = (chx->xtype == CHOLMOD_REAL) ? Real_kind(x) : 0;  
419    
420      Free(chx); cholmod_free_sparse(&eye, &c);          R_CheckStack();
421            cholmod_free_sparse(&eye, &c);
422      return chm_sparse_to_SEXP(ans, 1, uploT, Rkind, "N",      return chm_sparse_to_SEXP(ans, 1, uploT, Rkind, "N",
423                                duplicate(GET_SLOT(x, Matrix_DimNamesSym)));                                    GET_SLOT(x, Matrix_DimNamesSym));
424        }
425    }
426    
427    SEXP Csparse_diagN2U(SEXP x)
428    {
429        const char *cl = class_P(x);
430        /* dtCMatrix, etc; [1] = the second character =?= 't' for triangular */
431        if (cl[1] != 't' || *diag_P(x) != 'N') {
432            /* "trivially fast" when not triangular (<==> no 'diag' slot),
433               or already *unit* triangular */
434            return (x);
435        }
436        else { /* triangular with diag='N'): now drop the diagonal */
437            /* duplicate, since chx will be modified: */
438            CHM_SP chx = AS_CHM_SP__(duplicate(x));
439            int uploT = (*uplo_P(x) == 'U') ? 1 : -1,
440                Rkind = (chx->xtype != CHOLMOD_PATTERN) ? Real_kind(x) : 0;
441            R_CheckStack();
442    
443            chm_diagN2U(chx, uploT, /* do_realloc */ FALSE);
444    
445            return chm_sparse_to_SEXP(chx, /*dofree*/ 0/* or 1 ?? */,
446                                      uploT, Rkind, "U",
447                                      GET_SLOT(x, Matrix_DimNamesSym));
448        }
449  }  }
450    
451  SEXP Csparse_submatrix(SEXP x, SEXP i, SEXP j)  SEXP Csparse_submatrix(SEXP x, SEXP i, SEXP j)
452  {  {
453      cholmod_sparse *chx = as_cholmod_sparse(x);      CHM_SP chx = AS_CHM_SP__(x);
454      int rsize = (isNull(i)) ? -1 : LENGTH(i),      int rsize = (isNull(i)) ? -1 : LENGTH(i),
455          csize = (isNull(j)) ? -1 : LENGTH(j);          csize = (isNull(j)) ? -1 : LENGTH(j);
456      int Rkind = (chx->xtype == CHOLMOD_REAL) ? Real_kind(x) : 0;      int Rkind = (chx->xtype != CHOLMOD_PATTERN) ? Real_kind(x) : 0;
457        R_CheckStack();
458    
459      if (rsize >= 0 && !isInteger(i))      if (rsize >= 0 && !isInteger(i))
460          error(_("Index i must be NULL or integer"));          error(_("Index i must be NULL or integer"));
461      if (csize >= 0 && !isInteger(j))      if (csize >= 0 && !isInteger(j))
462          error(_("Index j must be NULL or integer"));          error(_("Index j must be NULL or integer"));
463    
464      return chm_sparse_to_SEXP(cholmod_submatrix(chx, INTEGER(i), rsize,      return chm_sparse_to_SEXP(cholmod_submatrix(chx, INTEGER(i), rsize,
465                                                  INTEGER(j), csize,                                                  INTEGER(j), csize,
466                                                  TRUE, TRUE, &c),                                                  TRUE, TRUE, &c),
467                                1, 0, Rkind, "", R_NilValue);                                1, 0, Rkind, "",
468                                  /* FIXME: drops dimnames */ R_NilValue);
469    }
470    
471    SEXP Csparse_MatrixMarket(SEXP x, SEXP fname)
472    {
473        FILE *f = fopen(CHAR(asChar(fname)), "w");
474    
475        if (!f)
476            error(_("failure to open file \"%s\" for writing"),
477                  CHAR(asChar(fname)));
478        if (!cholmod_write_sparse(f, AS_CHM_SP(x),
479                                  (CHM_SP)NULL, (char*) NULL, &c))
480            error(_("cholmod_write_sparse returned error code"));
481        fclose(f);
482        return R_NilValue;
483    }
484    
485    
486    /**
487     * Extract the diagonal entries from *triangular* Csparse matrix  __or__ a
488     * cholmod_sparse factor (LDL = TRUE).
489     *
490     * @param n  dimension of the matrix.
491     * @param x_p  'p' (column pointer) slot contents
492     * @param x_x  'x' (non-zero entries) slot contents
493     * @param perm 'perm' (= permutation vector) slot contents; only used for "diagBack"
494     * @param resultKind a (SEXP) string indicating which kind of result is desired.
495     *
496     * @return  a SEXP, either a (double) number or a length n-vector of diagonal entries
497     */
498    SEXP diag_tC_ptr(int n, int *x_p, double *x_x, int *perm, SEXP resultKind)
499    /*                                ^^^^^^ FIXME[Generalize] to int / ... */
500    {
501        const char* res_ch = CHAR(STRING_ELT(resultKind,0));
502        enum diag_kind { diag, diag_backpermuted, trace, prod, sum_log
503        } res_kind = ((!strcmp(res_ch, "trace")) ? trace :
504                      ((!strcmp(res_ch, "sumLog")) ? sum_log :
505                       ((!strcmp(res_ch, "prod")) ? prod :
506                        ((!strcmp(res_ch, "diag")) ? diag :
507                         ((!strcmp(res_ch, "diagBack")) ? diag_backpermuted :
508                          -1)))));
509        int i, n_x, i_from = 0;
510        SEXP ans = PROTECT(allocVector(REALSXP,
511    /*                                 ^^^^  FIXME[Generalize] */
512                                       (res_kind == diag ||
513                                        res_kind == diag_backpermuted) ? n : 1));
514        double *v = REAL(ans);
515    /*  ^^^^^^      ^^^^  FIXME[Generalize] */
516    
517    #define for_DIAG(v_ASSIGN)                                              \
518        for(i = 0; i < n; i++, i_from += n_x) {                             \
519            /* looking at i-th column */                                    \
520            n_x = x_p[i+1] - x_p[i];/* #{entries} in this column */ \
521            v_ASSIGN;                                                       \
522        }
523    
524        /* NOTA BENE: we assume  -- uplo = "L" i.e. lower triangular matrix
525         *            for uplo = "U" (makes sense with a "dtCMatrix" !),
526         *            should use  x_x[i_from + (nx - 1)] instead of x_x[i_from],
527         *            where nx = (x_p[i+1] - x_p[i])
528         */
529    
530        switch(res_kind) {
531        case trace:
532            v[0] = 0.;
533            for_DIAG(v[0] += x_x[i_from]);
534            break;
535    
536        case sum_log:
537            v[0] = 0.;
538            for_DIAG(v[0] += log(x_x[i_from]));
539            break;
540    
541        case prod:
542            v[0] = 1.;
543            for_DIAG(v[0] *= x_x[i_from]);
544            break;
545    
546        case diag:
547            for_DIAG(v[i] = x_x[i_from]);
548            break;
549    
550        case diag_backpermuted:
551            for_DIAG(v[i] = x_x[i_from]);
552    
553            warning(_("resultKind = 'diagBack' (back-permuted) is experimental"));
554            /* now back_permute : */
555            for(i = 0; i < n; i++) {
556                double tmp = v[i]; v[i] = v[perm[i]]; v[perm[i]] = tmp;
557                /*^^^^ FIXME[Generalize] */
558            }
559            break;
560    
561        default: /* -1 from above */
562            error("diag_tC(): invalid 'resultKind'");
563            /* Wall: */ ans = R_NilValue; v = REAL(ans);
564        }
565    
566        UNPROTECT(1);
567        return ans;
568    }
569    
570    /**
571     * Extract the diagonal entries from *triangular* Csparse matrix  __or__ a
572     * cholmod_sparse factor (LDL = TRUE).
573     *
574     * @param pslot  'p' (column pointer)   slot of Csparse matrix/factor
575     * @param xslot  'x' (non-zero entries) slot of Csparse matrix/factor
576     * @param perm_slot  'perm' (= permutation vector) slot of corresponding CHMfactor;
577     *                   only used for "diagBack"
578     * @param resultKind a (SEXP) string indicating which kind of result is desired.
579     *
580     * @return  a SEXP, either a (double) number or a length n-vector of diagonal entries
581     */
582    SEXP diag_tC(SEXP pslot, SEXP xslot, SEXP perm_slot, SEXP resultKind)
583    {
584        int n = length(pslot) - 1, /* n = ncol(.) = nrow(.) */
585            *x_p  = INTEGER(pslot),
586            *perm = INTEGER(perm_slot);
587        double *x_x = REAL(xslot);
588    /*  ^^^^^^        ^^^^ FIXME[Generalize] to INTEGER(.) / LOGICAL(.) / ... xslot !*/
589    
590        return diag_tC_ptr(n, x_p, x_x, perm, resultKind);
591  }  }

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