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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 1893, Thu Jun 14 10:46:10 2007 UTC revision 2304, Sun Oct 26 15:27:45 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    /** "Cheap" C version of  Csparse_validate() - *not* sorting : */
7    Rboolean isValid_Csparse(SEXP x)
8    {
9        /* NB: we do *NOT* check a potential 'x' slot here, at all */
10        SEXP pslot = GET_SLOT(x, Matrix_pSym),
11            islot = GET_SLOT(x, Matrix_iSym);
12        int *dims = INTEGER(GET_SLOT(x, Matrix_DimSym)), j,
13            nrow = dims[0],
14            ncol = dims[1],
15            *xp = INTEGER(pslot),
16            *xi = INTEGER(islot);
17    
18        if (length(pslot) != dims[1] + 1)
19            return FALSE;
20        if (xp[0] != 0)
21            return FALSE;
22        if (length(islot) < xp[ncol]) /* allow larger slots from over-allocation!*/
23            return FALSE;
24        for (j = 0; j < xp[ncol]; j++) {
25            if (xi[j] < 0 || xi[j] >= nrow)
26                return FALSE;
27        }
28        for (j = 0; j < ncol; j++) {
29            if (xp[j] > xp[j + 1])
30                return FALSE;
31        }
32        return TRUE;
33    }
34    
35  SEXP Csparse_validate(SEXP x)  SEXP Csparse_validate(SEXP x)
36  {  {
37      /* NB: we do *NOT* check a potential 'x' slot here, at all */      /* NB: we do *NOT* check a potential 'x' slot here, at all */
# Line 22  Line 52 
52      if (length(islot) < xp[ncol]) /* allow larger slots from over-allocation!*/      if (length(islot) < xp[ncol]) /* allow larger slots from over-allocation!*/
53          return          return
54              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"));
55      for (j = 0; j < length(islot); j++) {      for (j = 0; j < xp[ncol]; j++) {
56          if (xi[j] < 0 || xi[j] >= nrow)          if (xi[j] < 0 || xi[j] >= nrow)
57              return mkString(_("all row indices must be between 0 and nrow-1"));              return mkString(_("all row indices must be between 0 and nrow-1"));
58      }      }
# Line 30  Line 60 
60      for (j = 0; j < ncol; j++) {      for (j = 0; j < ncol; j++) {
61          if (xp[j] > xp[j+1])          if (xp[j] > xp[j+1])
62              return mkString(_("slot p must be non-decreasing"));              return mkString(_("slot p must be non-decreasing"));
63          if(sorted)          if(sorted) /* only act if >= 2 entries in column j : */
64              for (k = xp[j] + 1; k < xp[j + 1]; k++) {              for (k = xp[j] + 1; k < xp[j + 1]; k++) {
65                  if (xi[k] < xi[k - 1])                  if (xi[k] < xi[k - 1])
66                      sorted = FALSE;                      sorted = FALSE;
# Line 39  Line 69 
69              }              }
70      }      }
71      if (!sorted) {      if (!sorted) {
72          cholmod_sparse *chx = as_cholmod_sparse(x);          return mkString(_("row indices are not sorted within columns"));
         cholmod_sort(chx, &c);  
         Free(chx);  
         /* Now re-check that row indices are *strictly* increasing  
          * (and not just increasing) within each column : */  
         for (j = 0; j < ncol; j++) {  
             for (k = xp[j] + 1; k < xp[j + 1]; k++)  
                 if (xi[k] == xi[k - 1])  
                     return mkString(_("slot i is not *strictly* increasing inside a column (even after cholmod_sort)"));  
         }  
   
73      } else if(!strictly) {  /* sorted, but not strictly */      } else if(!strictly) {  /* sorted, but not strictly */
74          return mkString(_("slot i is not *strictly* increasing inside a column"));          return mkString(_("slot i is not *strictly* increasing inside a column"));
75      }      }
76      return ScalarLogical(1);      return ScalarLogical(1);
77  }  }
78    
79    SEXP Rsparse_validate(SEXP x)
80    {
81        /* NB: we do *NOT* check a potential 'x' slot here, at all */
82        SEXP pslot = GET_SLOT(x, Matrix_pSym),
83            jslot = GET_SLOT(x, Matrix_jSym);
84        Rboolean sorted, strictly;
85        int i, k,
86            *dims = INTEGER(GET_SLOT(x, Matrix_DimSym)),
87            nrow = dims[0],
88            ncol = dims[1],
89            *xp = INTEGER(pslot),
90            *xj = INTEGER(jslot);
91    
92        if (length(pslot) != dims[0] + 1)
93            return mkString(_("slot p must have length = nrow(.) + 1"));
94        if (xp[0] != 0)
95            return mkString(_("first element of slot p must be zero"));
96        if (length(jslot) < xp[nrow]) /* allow larger slots from over-allocation!*/
97            return
98                mkString(_("last element of slot p must match length of slots j and x"));
99        for (i = 0; i < length(jslot); i++) {
100            if (xj[i] < 0 || xj[i] >= ncol)
101                return mkString(_("all column indices must be between 0 and ncol-1"));
102        }
103        sorted = TRUE; strictly = TRUE;
104        for (i = 0; i < nrow; i++) {
105            if (xp[i] > xp[i+1])
106                return mkString(_("slot p must be non-decreasing"));
107            if(sorted)
108                for (k = xp[i] + 1; k < xp[i + 1]; k++) {
109                    if (xj[k] < xj[k - 1])
110                        sorted = FALSE;
111                    else if (xj[k] == xj[k - 1])
112                        strictly = FALSE;
113                }
114        }
115        if (!sorted)
116            /* cannot easily use cholmod_l_sort(.) ... -> "error out" :*/
117            return mkString(_("slot j is not increasing inside a column"));
118        else if(!strictly) /* sorted, but not strictly */
119            return mkString(_("slot j is not *strictly* increasing inside a column"));
120    
121        return ScalarLogical(1);
122    }
123    
124    
125  /* Called from ../R/Csparse.R : */  /* Called from ../R/Csparse.R : */
126  /* Can only return [dln]geMatrix (no symm/triang);  /* Can only return [dln]geMatrix (no symm/triang);
127   * FIXME: replace by non-CHOLMOD code ! */   * FIXME: replace by non-CHOLMOD code ! */
128  SEXP Csparse_to_dense(SEXP x)  SEXP Csparse_to_dense(SEXP x)
129  {  {
130      cholmod_sparse *chxs = as_cholmod_sparse(x);      CHM_SP chxs = AS_CHM_SP__(x);
131      /* This loses the symmetry property, since cholmod_dense has none,      /* This loses the symmetry property, since cholmod_dense has none,
132       * BUT, much worse (FIXME!), it also transforms CHOLMOD_PATTERN ("n") matrices       * BUT, much worse (FIXME!), it also transforms CHOLMOD_PATTERN ("n") matrices
133       * to numeric (CHOLMOD_REAL) ones : */       * to numeric (CHOLMOD_REAL) ones : */
134      cholmod_dense *chxd = cholmod_sparse_to_dense(chxs, &c);      CHM_DN chxd = cholmod_l_sparse_to_dense(chxs, &c);
135      int Rkind = (chxs->xtype == CHOLMOD_PATTERN)? -1 : Real_kind(x);      int Rkind = (chxs->xtype == CHOLMOD_PATTERN)? -1 : Real_kind(x);
136        R_CheckStack();
137    
     Free(chxs);  
138      return chm_dense_to_SEXP(chxd, 1, Rkind, GET_SLOT(x, Matrix_DimNamesSym));      return chm_dense_to_SEXP(chxd, 1, Rkind, GET_SLOT(x, Matrix_DimNamesSym));
139  }  }
140    
141  SEXP Csparse_to_nz_pattern(SEXP x, SEXP tri)  SEXP Csparse_to_nz_pattern(SEXP x, SEXP tri)
142  {  {
143      cholmod_sparse *chxs = as_cholmod_sparse(x);      CHM_SP chxs = AS_CHM_SP__(x);
144      cholmod_sparse      CHM_SP chxcp = cholmod_l_copy(chxs, chxs->stype, CHOLMOD_PATTERN, &c);
         *chxcp = cholmod_copy(chxs, chxs->stype, CHOLMOD_PATTERN, &c);  
145      int tr = asLogical(tri);      int tr = asLogical(tri);
146        R_CheckStack();
147    
148      Free(chxs);      return chm_sparse_to_SEXP(chxcp, 1/*do_free*/,
     return chm_sparse_to_SEXP(chxcp, 1,  
149                                tr ? ((*uplo_P(x) == 'U') ? 1 : -1) : 0,                                tr ? ((*uplo_P(x) == 'U') ? 1 : -1) : 0,
150                                0, tr ? diag_P(x) : "",                                0, tr ? diag_P(x) : "",
151                                GET_SLOT(x, Matrix_DimNamesSym));                                GET_SLOT(x, Matrix_DimNamesSym));
# Line 88  Line 153 
153    
154  SEXP Csparse_to_matrix(SEXP x)  SEXP Csparse_to_matrix(SEXP x)
155  {  {
156      cholmod_sparse *chxs = as_cholmod_sparse(x);      return chm_dense_to_matrix(cholmod_l_sparse_to_dense(AS_CHM_SP__(x), &c),
157      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));  
158  }  }
159    
160  SEXP Csparse_to_Tsparse(SEXP x, SEXP tri)  SEXP Csparse_to_Tsparse(SEXP x, SEXP tri)
161  {  {
162      cholmod_sparse *chxs = as_cholmod_sparse(x);      CHM_SP chxs = AS_CHM_SP__(x);
163      cholmod_triplet *chxt = cholmod_sparse_to_triplet(chxs, &c);      CHM_TR chxt = cholmod_l_sparse_to_triplet(chxs, &c);
164      int tr = asLogical(tri);      int tr = asLogical(tri);
165      int Rkind = (chxs->xtype != CHOLMOD_PATTERN) ? Real_kind(x) : 0;      int Rkind = (chxs->xtype != CHOLMOD_PATTERN) ? Real_kind(x) : 0;
166        R_CheckStack();
167    
     Free(chxs);  
168      return chm_triplet_to_SEXP(chxt, 1,      return chm_triplet_to_SEXP(chxt, 1,
169                                 tr ? ((*uplo_P(x) == 'U') ? 1 : -1) : 0,                                 tr ? ((*uplo_P(x) == 'U') ? 1 : -1) : 0,
170                                 Rkind, tr ? diag_P(x) : "",                                 Rkind, tr ? diag_P(x) : "",
# Line 113  Line 174 
174  /* this used to be called  sCMatrix_to_gCMatrix(..)   [in ./dsCMatrix.c ]: */  /* this used to be called  sCMatrix_to_gCMatrix(..)   [in ./dsCMatrix.c ]: */
175  SEXP Csparse_symmetric_to_general(SEXP x)  SEXP Csparse_symmetric_to_general(SEXP x)
176  {  {
177      cholmod_sparse *chx = as_cholmod_sparse(x), *chgx;      CHM_SP chx = AS_CHM_SP__(x), chgx;
178      int Rkind = (chx->xtype != CHOLMOD_PATTERN) ? Real_kind(x) : 0;      int Rkind = (chx->xtype != CHOLMOD_PATTERN) ? Real_kind(x) : 0;
179        R_CheckStack();
180    
181      if (!(chx->stype))      if (!(chx->stype))
182          error(_("Nonsymmetric matrix in Csparse_symmetric_to_general"));          error(_("Nonsymmetric matrix in Csparse_symmetric_to_general"));
183      chgx = cholmod_copy(chx, /* stype: */ 0, chx->xtype, &c);      chgx = cholmod_l_copy(chx, /* stype: */ 0, chx->xtype, &c);
184      /* xtype: pattern, "real", complex or .. */      /* xtype: pattern, "real", complex or .. */
     Free(chx);  
185      return chm_sparse_to_SEXP(chgx, 1, 0, Rkind, "",      return chm_sparse_to_SEXP(chgx, 1, 0, Rkind, "",
186                                GET_SLOT(x, Matrix_DimNamesSym));                                GET_SLOT(x, Matrix_DimNamesSym));
187  }  }
188    
189  SEXP Csparse_general_to_symmetric(SEXP x, SEXP uplo)  SEXP Csparse_general_to_symmetric(SEXP x, SEXP uplo)
190  {  {
191      cholmod_sparse *chx = as_cholmod_sparse(x), *chgx;      CHM_SP chx = AS_CHM_SP__(x), chgx;
192      int uploT = (*CHAR(asChar(uplo)) == 'U') ? 1 : -1;      int uploT = (*CHAR(STRING_ELT(uplo,0)) == 'U') ? 1 : -1;
193      int Rkind = (chx->xtype != CHOLMOD_PATTERN) ? Real_kind(x) : 0;      int Rkind = (chx->xtype != CHOLMOD_PATTERN) ? Real_kind(x) : 0;
194        R_CheckStack();
195    
196      chgx = cholmod_copy(chx, /* stype: */ uploT, chx->xtype, &c);      chgx = cholmod_l_copy(chx, /* stype: */ uploT, chx->xtype, &c);
197      /* xtype: pattern, "real", complex or .. */      /* xtype: pattern, "real", complex or .. */
     Free(chx);  
198      return chm_sparse_to_SEXP(chgx, 1, 0, Rkind, "",      return chm_sparse_to_SEXP(chgx, 1, 0, Rkind, "",
199                                GET_SLOT(x, Matrix_DimNamesSym));                                GET_SLOT(x, Matrix_DimNamesSym));
200  }  }
201    
202  SEXP Csparse_transpose(SEXP x, SEXP tri)  SEXP Csparse_transpose(SEXP x, SEXP tri)
203  {  {
204      cholmod_sparse *chx = as_cholmod_sparse(x);      /* TODO: lgCMatrix & igC* currently go via double prec. cholmod -
205         *       since cholmod (& cs) lacks sparse 'int' matrices */
206        CHM_SP chx = AS_CHM_SP__(x);
207      int Rkind = (chx->xtype != CHOLMOD_PATTERN) ? Real_kind(x) : 0;      int Rkind = (chx->xtype != CHOLMOD_PATTERN) ? Real_kind(x) : 0;
208      cholmod_sparse *chxt = cholmod_transpose(chx, (int) chx->xtype, &c);      CHM_SP chxt = cholmod_l_transpose(chx, chx->xtype, &c);
209      SEXP dn = PROTECT(duplicate(GET_SLOT(x, Matrix_DimNamesSym))), tmp;      SEXP dn = PROTECT(duplicate(GET_SLOT(x, Matrix_DimNamesSym))), tmp;
210      int tr = asLogical(tri);      int tr = asLogical(tri);
211        R_CheckStack();
212    
     Free(chx);  
213      tmp = VECTOR_ELT(dn, 0);    /* swap the dimnames */      tmp = VECTOR_ELT(dn, 0);    /* swap the dimnames */
214      SET_VECTOR_ELT(dn, 0, VECTOR_ELT(dn, 1));      SET_VECTOR_ELT(dn, 0, VECTOR_ELT(dn, 1));
215      SET_VECTOR_ELT(dn, 1, tmp);      SET_VECTOR_ELT(dn, 1, tmp);
# Line 158  Line 221 
221    
222  SEXP Csparse_Csparse_prod(SEXP a, SEXP b)  SEXP Csparse_Csparse_prod(SEXP a, SEXP b)
223  {  {
224      cholmod_sparse      CHM_SP
225          *cha = as_cholmod_sparse(a),          cha = AS_CHM_SP(a),
226          *chb = as_cholmod_sparse(b);          chb = AS_CHM_SP(b),
227      cholmod_sparse *chc = cholmod_ssmult(cha, chb, 0, cha->xtype, 1, &c);          chc = cholmod_l_ssmult(cha, chb, /*out_stype:*/ 0,
228                                 cha->xtype, /*out sorted:*/ 1, &c);
229        const char *cl_a = class_P(a), *cl_b = class_P(b);
230        char diag[] = {'\0', '\0'};
231        int uploT = 0;
232      SEXP dn = allocVector(VECSXP, 2);      SEXP dn = allocVector(VECSXP, 2);
233        R_CheckStack();
234    
235      Free(cha); Free(chb);      /* Preserve triangularity and even unit-triangularity if appropriate.
236         * Note that in that case, the multiplication itself should happen
237         * faster.  But there's no support for that in CHOLMOD */
238    
239        /* UGLY hack -- rather should have (fast!) C-level version of
240         *       is(a, "triangularMatrix") etc */
241        if (cl_a[1] == 't' && cl_b[1] == 't')
242            /* FIXME: fails for "Cholesky","BunchKaufmann"..*/
243            if(*uplo_P(a) == *uplo_P(b)) { /* both upper, or both lower tri. */
244                uploT = (*uplo_P(a) == 'U') ? 1 : -1;
245                if(*diag_P(a) == 'U' && *diag_P(b) == 'U') { /* return UNIT-triag. */
246                    /* "remove the diagonal entries": */
247                    chm_diagN2U(chc, uploT, /* do_realloc */ FALSE);
248                    diag[0]= 'U';
249                }
250                else diag[0]= 'N';
251            }
252      SET_VECTOR_ELT(dn, 0,       /* establish dimnames */      SET_VECTOR_ELT(dn, 0,       /* establish dimnames */
253                     duplicate(VECTOR_ELT(GET_SLOT(a, Matrix_DimNamesSym), 0)));                     duplicate(VECTOR_ELT(GET_SLOT(a, Matrix_DimNamesSym), 0)));
254      SET_VECTOR_ELT(dn, 1,      SET_VECTOR_ELT(dn, 1,
255                     duplicate(VECTOR_ELT(GET_SLOT(b, Matrix_DimNamesSym), 1)));                     duplicate(VECTOR_ELT(GET_SLOT(b, Matrix_DimNamesSym), 1)));
256      return chm_sparse_to_SEXP(chc, 1, 0, 0, "", dn);      return chm_sparse_to_SEXP(chc, 1, uploT, /*Rkind*/0, diag, dn);
257  }  }
258    
259  SEXP Csparse_Csparse_crossprod(SEXP a, SEXP b, SEXP trans)  SEXP Csparse_Csparse_crossprod(SEXP a, SEXP b, SEXP trans)
260  {  {
261      int tr = asLogical(trans);      int tr = asLogical(trans);
262      cholmod_sparse      CHM_SP
263          *cha = as_cholmod_sparse(a),          cha = AS_CHM_SP(a),
264          *chb = as_cholmod_sparse(b);          chb = AS_CHM_SP(b),
265      cholmod_sparse *chTr, *chc;          chTr, chc;
266        const char *cl_a = class_P(a), *cl_b = class_P(b);
267        char diag[] = {'\0', '\0'};
268        int uploT = 0;
269      SEXP dn = allocVector(VECSXP, 2);      SEXP dn = allocVector(VECSXP, 2);
270        R_CheckStack();
271    
272  /*     cholmod_sparse *chTr = cholmod_transpose(cha, 1, &c); */      chTr = cholmod_l_transpose((tr) ? chb : cha, chb->xtype, &c);
273  /*     cholmod_sparse *chc = cholmod_ssmult(chTr, chb, 0, cha->xtype, 1, &c); */      chc = cholmod_l_ssmult((tr) ? cha : chTr, (tr) ? chTr : chb,
274                             /*out_stype:*/ 0, cha->xtype, /*out sorted:*/ 1, &c);
275      if (tr)      cholmod_l_free_sparse(&chTr, &c);
276          chTr = cholmod_transpose(chb, chb->xtype, &c);  
277      else      /* Preserve triangularity and unit-triangularity if appropriate;
278          chTr = cholmod_transpose(cha, cha->xtype, &c);       * see Csparse_Csparse_prod() for comments */
279      chc = cholmod_ssmult((tr) ? cha : chTr, (tr) ? chTr : chb,      if (cl_a[1] == 't' && cl_b[1] == 't')
280                           0, cha->xtype, 1, &c);          if(*uplo_P(a) != *uplo_P(b)) { /* one 'U', the other 'L' */
281                uploT = (*uplo_P(b) == 'U') ? 1 : -1;
282      Free(cha); Free(chb); cholmod_free_sparse(&chTr, &c);              if(*diag_P(a) == 'U' && *diag_P(b) == 'U') { /* return UNIT-triag. */
283                    chm_diagN2U(chc, uploT, /* do_realloc */ FALSE);
284                    diag[0]= 'U';
285                }
286                else diag[0]= 'N';
287            }
288    
289      SET_VECTOR_ELT(dn, 0,       /* establish dimnames */      SET_VECTOR_ELT(dn, 0,       /* establish dimnames */
290                     duplicate(VECTOR_ELT(GET_SLOT(a, Matrix_DimNamesSym), (tr) ? 0 : 1)));                     duplicate(VECTOR_ELT(GET_SLOT(a, Matrix_DimNamesSym), (tr) ? 0 : 1)));
291      SET_VECTOR_ELT(dn, 1,      SET_VECTOR_ELT(dn, 1,
292                     duplicate(VECTOR_ELT(GET_SLOT(b, Matrix_DimNamesSym), (tr) ? 0 : 1)));                     duplicate(VECTOR_ELT(GET_SLOT(b, Matrix_DimNamesSym), (tr) ? 0 : 1)));
293      return chm_sparse_to_SEXP(chc, 1, 0, 0, "", dn);      return chm_sparse_to_SEXP(chc, 1, uploT, /*Rkind*/0, diag, dn);
294  }  }
295    
296  SEXP Csparse_dense_prod(SEXP a, SEXP b)  SEXP Csparse_dense_prod(SEXP a, SEXP b)
297  {  {
298      cholmod_sparse *cha = as_cholmod_sparse(a);      CHM_SP cha = AS_CHM_SP(a);
299      SEXP b_M = PROTECT(mMatrix_as_dgeMatrix(b));      SEXP b_M = PROTECT(mMatrix_as_dgeMatrix(b));
300      cholmod_dense *chb = as_cholmod_dense(b_M);      CHM_DN chb = AS_CHM_DN(b_M);
301      cholmod_dense *chc =      CHM_DN chc = cholmod_l_allocate_dense(cha->nrow, chb->ncol, cha->nrow,
302          cholmod_allocate_dense(cha->nrow, chb->ncol, cha->nrow, chb->xtype, &c);                                          chb->xtype, &c);
303      SEXP dn = allocVector(VECSXP, 2);      SEXP dn = PROTECT(allocVector(VECSXP, 2));
304      double alpha[] = {1,0}, beta[] = {0,0};      double one[] = {1,0}, zero[] = {0,0};
305        R_CheckStack();
306    
307      cholmod_sdmult(cha, 0, alpha, beta, chb, chc, &c);      cholmod_l_sdmult(cha, 0, one, zero, chb, chc, &c);
     Free(cha); Free(chb);  
     UNPROTECT(1);  
308      SET_VECTOR_ELT(dn, 0,       /* establish dimnames */      SET_VECTOR_ELT(dn, 0,       /* establish dimnames */
309                     duplicate(VECTOR_ELT(GET_SLOT(a, Matrix_DimNamesSym), 0)));                     duplicate(VECTOR_ELT(GET_SLOT(a, Matrix_DimNamesSym), 0)));
310      SET_VECTOR_ELT(dn, 1,      SET_VECTOR_ELT(dn, 1,
311                     duplicate(VECTOR_ELT(GET_SLOT(b_M, Matrix_DimNamesSym), 1)));                     duplicate(VECTOR_ELT(GET_SLOT(b_M, Matrix_DimNamesSym), 1)));
312        UNPROTECT(2);
313      return chm_dense_to_SEXP(chc, 1, 0, dn);      return chm_dense_to_SEXP(chc, 1, 0, dn);
314  }  }
315    
316  SEXP Csparse_dense_crossprod(SEXP a, SEXP b)  SEXP Csparse_dense_crossprod(SEXP a, SEXP b)
317  {  {
318      cholmod_sparse *cha = as_cholmod_sparse(a);      CHM_SP cha = AS_CHM_SP(a);
319      SEXP b_M = PROTECT(mMatrix_as_dgeMatrix(b));      SEXP b_M = PROTECT(mMatrix_as_dgeMatrix(b));
320      cholmod_dense *chb = as_cholmod_dense(b_M);      CHM_DN chb = AS_CHM_DN(b_M);
321      cholmod_dense *chc =      CHM_DN chc = cholmod_l_allocate_dense(cha->ncol, chb->ncol, cha->ncol,
322          cholmod_allocate_dense(cha->ncol, chb->ncol, cha->ncol, chb->xtype, &c);                                          chb->xtype, &c);
323      SEXP dn = allocVector(VECSXP, 2);      SEXP dn = PROTECT(allocVector(VECSXP, 2));
324      double alpha[] = {1,0}, beta[] = {0,0};      double one[] = {1,0}, zero[] = {0,0};
325        R_CheckStack();
326    
327      cholmod_sdmult(cha, 1, alpha, beta, chb, chc, &c);      cholmod_l_sdmult(cha, 1, one, zero, chb, chc, &c);
     Free(cha); Free(chb);  
     UNPROTECT(1);  
328      SET_VECTOR_ELT(dn, 0,       /* establish dimnames */      SET_VECTOR_ELT(dn, 0,       /* establish dimnames */
329                     duplicate(VECTOR_ELT(GET_SLOT(a, Matrix_DimNamesSym), 1)));                     duplicate(VECTOR_ELT(GET_SLOT(a, Matrix_DimNamesSym), 1)));
330      SET_VECTOR_ELT(dn, 1,      SET_VECTOR_ELT(dn, 1,
331                     duplicate(VECTOR_ELT(GET_SLOT(b_M, Matrix_DimNamesSym), 1)));                     duplicate(VECTOR_ELT(GET_SLOT(b_M, Matrix_DimNamesSym), 1)));
332        UNPROTECT(2);
333      return chm_dense_to_SEXP(chc, 1, 0, dn);      return chm_dense_to_SEXP(chc, 1, 0, dn);
334  }  }
335    
336  /* 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)
337       see Csparse_Csparse_crossprod above for  x'y and x y' */
338  SEXP Csparse_crossprod(SEXP x, SEXP trans, SEXP triplet)  SEXP Csparse_crossprod(SEXP x, SEXP trans, SEXP triplet)
339  {  {
340      int trip = asLogical(triplet),      int trip = asLogical(triplet),
341          tr   = asLogical(trans); /* gets reversed because _aat is tcrossprod */          tr   = asLogical(trans); /* gets reversed because _aat is tcrossprod */
342      cholmod_triplet      CHM_TR cht = trip ? AS_CHM_TR(x) : (CHM_TR) NULL;
343          *cht = trip ? as_cholmod_triplet(x) : (cholmod_triplet*) NULL;      CHM_SP chcp, chxt,
344      cholmod_sparse *chcp, *chxt,          chx = (trip ?
345          *chx = trip ? cholmod_triplet_to_sparse(cht, cht->nnz, &c)                 cholmod_l_triplet_to_sparse(cht, cht->nnz, &c) :
346          : as_cholmod_sparse(x);                 AS_CHM_SP(x));
347      SEXP dn = PROTECT(allocVector(VECSXP, 2));      SEXP dn = PROTECT(allocVector(VECSXP, 2));
348        R_CheckStack();
349    
350      if (!tr)      if (!tr) chxt = cholmod_l_transpose(chx, chx->xtype, &c);
351          chxt = cholmod_transpose(chx, chx->xtype, &c);      chcp = cholmod_l_aat((!tr) ? chxt : chx, (int *) NULL, 0, chx->xtype, &c);
352      chcp = cholmod_aat((!tr) ? chxt : chx, (int *) NULL, 0, chx->xtype, &c);      if(!chcp) {
353      if(!chcp)          UNPROTECT(1);
354          error(_("Csparse_crossprod(): error return from cholmod_aat()"));          error(_("Csparse_crossprod(): error return from cholmod_l_aat()"));
355      cholmod_band_inplace(0, chcp->ncol, chcp->xtype, chcp, &c);      }
356        cholmod_l_band_inplace(0, chcp->ncol, chcp->xtype, chcp, &c);
357      chcp->stype = 1;      chcp->stype = 1;
358      if (trip) {      if (trip) cholmod_l_free_sparse(&chx, &c);
359          cholmod_free_sparse(&chx, &c);      if (!tr) cholmod_l_free_sparse(&chxt, &c);
360          Free(cht);      SET_VECTOR_ELT(dn, 0,       /* establish dimnames */
     } else {  
         Free(chx);  
     }  
     if (!tr) cholmod_free_sparse(&chxt, &c);  
                                 /* create dimnames */  
     SET_VECTOR_ELT(dn, 0,  
361                     duplicate(VECTOR_ELT(GET_SLOT(x, Matrix_DimNamesSym),                     duplicate(VECTOR_ELT(GET_SLOT(x, Matrix_DimNamesSym),
362                                          (tr) ? 0 : 1)));                                          (tr) ? 0 : 1)));
363      SET_VECTOR_ELT(dn, 1, duplicate(VECTOR_ELT(dn, 0)));      SET_VECTOR_ELT(dn, 1, duplicate(VECTOR_ELT(dn, 0)));
# Line 277  Line 367 
367    
368  SEXP Csparse_drop(SEXP x, SEXP tol)  SEXP Csparse_drop(SEXP x, SEXP tol)
369  {  {
370      cholmod_sparse *chx = as_cholmod_sparse(x),      const char *cl = class_P(x);
371          *ans = cholmod_copy(chx, chx->stype, chx->xtype, &c);      /* dtCMatrix, etc; [1] = the second character =?= 't' for triangular */
372        int tr = (cl[1] == 't');
373        CHM_SP chx = AS_CHM_SP__(x);
374        CHM_SP ans = cholmod_l_copy(chx, chx->stype, chx->xtype, &c);
375      double dtol = asReal(tol);      double dtol = asReal(tol);
376      int Rkind = (chx->xtype != CHOLMOD_PATTERN) ? Real_kind(x) : 0;      int Rkind = (chx->xtype != CHOLMOD_PATTERN) ? Real_kind(x) : 0;
377        R_CheckStack();
378    
379      if(!cholmod_drop(dtol, ans, &c))      if(!cholmod_l_drop(dtol, ans, &c))
380          error(_("cholmod_drop() failed"));          error(_("cholmod_l_drop() failed"));
381      Free(chx);      return chm_sparse_to_SEXP(ans, 1,
382      return chm_sparse_to_SEXP(ans, 1, 0, Rkind, "",                                tr ? ((*uplo_P(x) == 'U') ? 1 : -1) : 0,
383                                  Rkind, tr ? diag_P(x) : "",
384                                GET_SLOT(x, Matrix_DimNamesSym));                                GET_SLOT(x, Matrix_DimNamesSym));
385  }  }
386    
   
387  SEXP Csparse_horzcat(SEXP x, SEXP y)  SEXP Csparse_horzcat(SEXP x, SEXP y)
388  {  {
389      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;  
390      int Rkind = 0; /* only for "d" - FIXME */      int Rkind = 0; /* only for "d" - FIXME */
391        R_CheckStack();
392    
     ans = cholmod_horzcat(chx, chy, 1, &c);  
     Free(chx); Free(chy);  
393      /* FIXME: currently drops dimnames */      /* FIXME: currently drops dimnames */
394      return chm_sparse_to_SEXP(ans, 1, 0, Rkind, "", R_NilValue);      return chm_sparse_to_SEXP(cholmod_l_horzcat(chx, chy, 1, &c),
395                                  1, 0, Rkind, "", R_NilValue);
396  }  }
397    
398  SEXP Csparse_vertcat(SEXP x, SEXP y)  SEXP Csparse_vertcat(SEXP x, SEXP y)
399  {  {
400      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;  
401      int Rkind = 0; /* only for "d" - FIXME */      int Rkind = 0; /* only for "d" - FIXME */
402        R_CheckStack();
403    
     ans = cholmod_vertcat(chx, chy, 1, &c);  
     Free(chx); Free(chy);  
404      /* FIXME: currently drops dimnames */      /* FIXME: currently drops dimnames */
405      return chm_sparse_to_SEXP(ans, 1, 0, Rkind, "", R_NilValue);      return chm_sparse_to_SEXP(cholmod_l_vertcat(chx, chy, 1, &c),
406                                  1, 0, Rkind, "", R_NilValue);
407  }  }
408    
409  SEXP Csparse_band(SEXP x, SEXP k1, SEXP k2)  SEXP Csparse_band(SEXP x, SEXP k1, SEXP k2)
410  {  {
411      cholmod_sparse *chx = as_cholmod_sparse(x), *ans;      CHM_SP chx = AS_CHM_SP__(x);
412      int Rkind = (chx->xtype != CHOLMOD_PATTERN) ? Real_kind(x) : 0;      int Rkind = (chx->xtype != CHOLMOD_PATTERN) ? Real_kind(x) : 0;
413        CHM_SP ans = cholmod_l_band(chx, asInteger(k1), asInteger(k2), chx->xtype, &c);
414        R_CheckStack();
415    
     ans = cholmod_band(chx, asInteger(k1), asInteger(k2), chx->xtype, &c);  
     Free(chx);  
416      return chm_sparse_to_SEXP(ans, 1, 0, Rkind, "",      return chm_sparse_to_SEXP(ans, 1, 0, Rkind, "",
417                                GET_SLOT(x, Matrix_DimNamesSym));                                GET_SLOT(x, Matrix_DimNamesSym));
418  }  }
419    
420  SEXP Csparse_diagU2N(SEXP x)  SEXP Csparse_diagU2N(SEXP x)
421  {  {
422      if (*diag_P(x) != 'U') {/* "trivially fast" when there's no 'diag' slot at all */      const char *cl = class_P(x);
423        /* dtCMatrix, etc; [1] = the second character =?= 't' for triangular */
424        if (cl[1] != 't' || *diag_P(x) != 'U') {
425            /* "trivially fast" when not triangular (<==> no 'diag' slot),
426               or not *unit* triangular */
427          return (x);          return (x);
428      }      }
429      else {      else { /* unit triangular (diag='U'): "fill the diagonal" & diag:= "N" */
430          cholmod_sparse *chx = as_cholmod_sparse(x);          CHM_SP chx = AS_CHM_SP__(x);
431          cholmod_sparse *eye = cholmod_speye(chx->nrow, chx->ncol, chx->xtype, &c);          CHM_SP eye = cholmod_l_speye(chx->nrow, chx->ncol, chx->xtype, &c);
432          double one[] = {1, 0};          double one[] = {1, 0};
433          cholmod_sparse *ans = cholmod_add(chx, eye, one, one, TRUE, TRUE, &c);          CHM_SP ans = cholmod_l_add(chx, eye, one, one, TRUE, TRUE, &c);
434          int uploT = (*uplo_P(x) == 'U') ? 1 : -1;          int uploT = (*uplo_P(x) == 'U') ? 1 : -1;
435          int Rkind = (chx->xtype != CHOLMOD_PATTERN) ? Real_kind(x) : 0;          int Rkind = (chx->xtype != CHOLMOD_PATTERN) ? Real_kind(x) : 0;
436    
437          Free(chx); cholmod_free_sparse(&eye, &c);          R_CheckStack();
438            cholmod_l_free_sparse(&eye, &c);
439          return chm_sparse_to_SEXP(ans, 1, uploT, Rkind, "N",          return chm_sparse_to_SEXP(ans, 1, uploT, Rkind, "N",
440                                    GET_SLOT(x, Matrix_DimNamesSym));                                    GET_SLOT(x, Matrix_DimNamesSym));
441      }      }
442  }  }
443    
444    SEXP Csparse_diagN2U(SEXP x)
445    {
446        const char *cl = class_P(x);
447        /* dtCMatrix, etc; [1] = the second character =?= 't' for triangular */
448        if (cl[1] != 't' || *diag_P(x) != 'N') {
449            /* "trivially fast" when not triangular (<==> no 'diag' slot),
450               or already *unit* triangular */
451            return (x);
452        }
453        else { /* triangular with diag='N'): now drop the diagonal */
454            /* duplicate, since chx will be modified: */
455            CHM_SP chx = AS_CHM_SP__(duplicate(x));
456            int uploT = (*uplo_P(x) == 'U') ? 1 : -1,
457                Rkind = (chx->xtype != CHOLMOD_PATTERN) ? Real_kind(x) : 0;
458            R_CheckStack();
459    
460            chm_diagN2U(chx, uploT, /* do_realloc */ FALSE);
461    
462            return chm_sparse_to_SEXP(chx, /*dofree*/ 0/* or 1 ?? */,
463                                      uploT, Rkind, "U",
464                                      GET_SLOT(x, Matrix_DimNamesSym));
465        }
466    }
467    
468  SEXP Csparse_submatrix(SEXP x, SEXP i, SEXP j)  SEXP Csparse_submatrix(SEXP x, SEXP i, SEXP j)
469  {  {
470      cholmod_sparse *chx = as_cholmod_sparse(x);      CHM_SP chx = AS_CHM_SP__(x);
471      int rsize = (isNull(i)) ? -1 : LENGTH(i),      int rsize = (isNull(i)) ? -1 : LENGTH(i),
472          csize = (isNull(j)) ? -1 : LENGTH(j);          csize = (isNull(j)) ? -1 : LENGTH(j);
473      int Rkind = (chx->xtype != CHOLMOD_PATTERN) ? Real_kind(x) : 0;      int Rkind = (chx->xtype != CHOLMOD_PATTERN) ? Real_kind(x) : 0;
474        R_CheckStack();
475    
476      if (rsize >= 0 && !isInteger(i))      if (rsize >= 0 && !isInteger(i))
477          error(_("Index i must be NULL or integer"));          error(_("Index i must be NULL or integer"));
478      if (csize >= 0 && !isInteger(j))      if (csize >= 0 && !isInteger(j))
479          error(_("Index j must be NULL or integer"));          error(_("Index j must be NULL or integer"));
480    
481      return chm_sparse_to_SEXP(cholmod_submatrix(chx, INTEGER(i), rsize,      return chm_sparse_to_SEXP(cholmod_l_submatrix(chx, INTEGER(i), rsize,
482                                                  INTEGER(j), csize,                                                  INTEGER(j), csize,
483                                                  TRUE, TRUE, &c),                                                  TRUE, TRUE, &c),
484                                1, 0, Rkind, "",                                1, 0, Rkind, "",
485                                /* FIXME: drops dimnames */ R_NilValue);                                /* FIXME: drops dimnames */ R_NilValue);
486  }  }
487    
488    SEXP Csparse_MatrixMarket(SEXP x, SEXP fname)
489    {
490        FILE *f = fopen(CHAR(asChar(fname)), "w");
491    
492        if (!f)
493            error(_("failure to open file \"%s\" for writing"),
494                  CHAR(asChar(fname)));
495        if (!cholmod_l_write_sparse(f, AS_CHM_SP(x),
496                                  (CHM_SP)NULL, (char*) NULL, &c))
497            error(_("cholmod_l_write_sparse returned error code"));
498        fclose(f);
499        return R_NilValue;
500    }
501    
502    
503    /**
504     * Extract the diagonal entries from *triangular* Csparse matrix  __or__ a
505     * cholmod_sparse factor (LDL = TRUE).
506     *
507     * @param n  dimension of the matrix.
508     * @param x_p  'p' (column pointer) slot contents
509     * @param x_x  'x' (non-zero entries) slot contents
510     * @param perm 'perm' (= permutation vector) slot contents; only used for "diagBack"
511     * @param resultKind a (SEXP) string indicating which kind of result is desired.
512     *
513     * @return  a SEXP, either a (double) number or a length n-vector of diagonal entries
514     */
515    SEXP diag_tC_ptr(int n, int *x_p, double *x_x, int *perm, SEXP resultKind)
516    /*                                ^^^^^^ FIXME[Generalize] to int / ... */
517    {
518        const char* res_ch = CHAR(STRING_ELT(resultKind,0));
519        enum diag_kind { diag, diag_backpermuted, trace, prod, sum_log
520        } res_kind = ((!strcmp(res_ch, "trace")) ? trace :
521                      ((!strcmp(res_ch, "sumLog")) ? sum_log :
522                       ((!strcmp(res_ch, "prod")) ? prod :
523                        ((!strcmp(res_ch, "diag")) ? diag :
524                         ((!strcmp(res_ch, "diagBack")) ? diag_backpermuted :
525                          -1)))));
526        int i, n_x, i_from = 0;
527        SEXP ans = PROTECT(allocVector(REALSXP,
528    /*                                 ^^^^  FIXME[Generalize] */
529                                       (res_kind == diag ||
530                                        res_kind == diag_backpermuted) ? n : 1));
531        double *v = REAL(ans);
532    /*  ^^^^^^      ^^^^  FIXME[Generalize] */
533    
534    #define for_DIAG(v_ASSIGN)                                              \
535        for(i = 0; i < n; i++, i_from += n_x) {                             \
536            /* looking at i-th column */                                    \
537            n_x = x_p[i+1] - x_p[i];/* #{entries} in this column */ \
538            v_ASSIGN;                                                       \
539        }
540    
541        /* NOTA BENE: we assume  -- uplo = "L" i.e. lower triangular matrix
542         *            for uplo = "U" (makes sense with a "dtCMatrix" !),
543         *            should use  x_x[i_from + (nx - 1)] instead of x_x[i_from],
544         *            where nx = (x_p[i+1] - x_p[i])
545         */
546    
547        switch(res_kind) {
548        case trace:
549            v[0] = 0.;
550            for_DIAG(v[0] += x_x[i_from]);
551            break;
552    
553        case sum_log:
554            v[0] = 0.;
555            for_DIAG(v[0] += log(x_x[i_from]));
556            break;
557    
558        case prod:
559            v[0] = 1.;
560            for_DIAG(v[0] *= x_x[i_from]);
561            break;
562    
563        case diag:
564            for_DIAG(v[i] = x_x[i_from]);
565            break;
566    
567        case diag_backpermuted:
568            for_DIAG(v[i] = x_x[i_from]);
569    
570            warning(_("resultKind = 'diagBack' (back-permuted) is experimental"));
571            /* now back_permute : */
572            for(i = 0; i < n; i++) {
573                double tmp = v[i]; v[i] = v[perm[i]]; v[perm[i]] = tmp;
574                /*^^^^ FIXME[Generalize] */
575            }
576            break;
577    
578        default: /* -1 from above */
579            error("diag_tC(): invalid 'resultKind'");
580            /* Wall: */ ans = R_NilValue; v = REAL(ans);
581        }
582    
583        UNPROTECT(1);
584        return ans;
585    }
586    
587    /**
588     * Extract the diagonal entries from *triangular* Csparse matrix  __or__ a
589     * cholmod_sparse factor (LDL = TRUE).
590     *
591     * @param pslot  'p' (column pointer)   slot of Csparse matrix/factor
592     * @param xslot  'x' (non-zero entries) slot of Csparse matrix/factor
593     * @param perm_slot  'perm' (= permutation vector) slot of corresponding CHMfactor;
594     *                   only used for "diagBack"
595     * @param resultKind a (SEXP) string indicating which kind of result is desired.
596     *
597     * @return  a SEXP, either a (double) number or a length n-vector of diagonal entries
598     */
599    SEXP diag_tC(SEXP pslot, SEXP xslot, SEXP perm_slot, SEXP resultKind)
600    {
601        int n = length(pslot) - 1, /* n = ncol(.) = nrow(.) */
602            *x_p  = INTEGER(pslot),
603            *perm = INTEGER(perm_slot);
604        double *x_x = REAL(xslot);
605    /*  ^^^^^^        ^^^^ FIXME[Generalize] to INTEGER(.) / LOGICAL(.) / ... xslot !*/
606    
607        return diag_tC_ptr(n, x_p, x_x, perm, resultKind);
608    }

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