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

# Diff of /pkg/src/Csparse.c

revision 1867, Mon Jun 4 17:13:02 2007 UTC revision 2312, Sat Jan 10 14:01:26 2009 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)  /** "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 */      /* NB: we do *NOT* check a potential 'x' slot here, at all */
10      SEXP pslot = GET_SLOT(x, Matrix_pSym),      SEXP pslot = GET_SLOT(x, Matrix_pSym),
11          islot = GET_SLOT(x, Matrix_iSym);          islot = GET_SLOT(x, Matrix_iSym);
12      int j, k, sorted,      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) {
36        return Csparse_validate_(x, FALSE);
37    }
38
39    SEXP Csparse_validate2(SEXP x, SEXP maybe_modify) {
40        return Csparse_validate_(x, asLogical(maybe_modify));
41    }
42
43    SEXP Csparse_validate_(SEXP x, Rboolean maybe_modify)
44    {
45        /* NB: we do *NOT* check a potential 'x' slot here, at all */
46        SEXP pslot = GET_SLOT(x, Matrix_pSym),
47            islot = GET_SLOT(x, Matrix_iSym);
48        Rboolean sorted, strictly;
49        int j, k,
50          *dims = INTEGER(GET_SLOT(x, Matrix_DimSym)),          *dims = INTEGER(GET_SLOT(x, Matrix_DimSym)),
51          nrow = dims[0],          nrow = dims[0],
52          ncol = dims[1],          ncol = dims[1],
# Line 18  Line 57
57          return mkString(_("slot p must have length = ncol(.) + 1"));          return mkString(_("slot p must have length = ncol(.) + 1"));
58      if (xp[0] != 0)      if (xp[0] != 0)
59          return mkString(_("first element of slot p must be zero"));          return mkString(_("first element of slot p must be zero"));
60      if (length(islot) != xp[ncol])      if (length(islot) < xp[ncol]) /* allow larger slots from over-allocation!*/
61          return          return
62              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"));
63      for (j = 0; j < length(islot); j++) {      for (j = 0; j < xp[ncol]; j++) {
64          if (xi[j] < 0 || xi[j] >= nrow)          if (xi[j] < 0 || xi[j] >= nrow)
65              return mkString(_("all row indices must be between 0 and nrow-1"));              return mkString(_("all row indices must be between 0 and nrow-1"));
66      }      }
67      sorted = TRUE;      sorted = TRUE; strictly = TRUE;
68      for (j = 0; j < ncol; j++) {      for (j = 0; j < ncol; j++) {
69          if (xp[j] > xp[j+1])          if (xp[j] > xp[j+1])
70              return mkString(_("slot p must be non-decreasing"));              return mkString(_("slot p must be non-decreasing"));
71          for (k = xp[j] + 1; k < xp[j + 1]; k++)          if(sorted) /* only act if >= 2 entries in column j : */
72              if (xi[k] < xi[k - 1]) sorted = FALSE;              for (k = xp[j] + 1; k < xp[j + 1]; k++) {
73                    if (xi[k] < xi[k - 1])
74                        sorted = FALSE;
75                    else if (xi[k] == xi[k - 1])
76                        strictly = FALSE;
77                }
78      }      }
79      if (!sorted) {      if (!sorted) {
80          cholmod_sparse *chx = as_cholmod_sparse(x);          if(maybe_modify) {
81          cholmod_sort(chx, &c);              CHM_SP chx = (CHM_SP) alloca(sizeof(cholmod_sparse));
82          Free(chx);              R_CheckStack();
83                as_cholmod_sparse(chx, x, FALSE, TRUE);/*-> cholmod_l_sort() ! */
84                /* as chx = AS_CHM_SP__(x)  but  ^^^^ sorting x in_place !!! */
85
86                /* Now re-check that row indices are *strictly* increasing
87                 * (and not just increasing) within each column : */
88                for (j = 0; j < ncol; j++) {
89                    for (k = xp[j] + 1; k < xp[j + 1]; k++)
90                        if (xi[k] == xi[k - 1])
91                            return mkString(_("slot i is not *strictly* increasing inside a column (even after cholmod_l_sort)"));
92                }
93            } else { /* no modifying sorting : */
94                return mkString(_("row indices are not sorted within columns"));
95            }
96        } else if(!strictly) {  /* sorted, but not strictly */
97            return mkString(_("slot i is not *strictly* increasing inside a column"));
98        }
99        return ScalarLogical(1);
100    }
101
102    SEXP Rsparse_validate(SEXP x)
103    {
104        /* NB: we do *NOT* check a potential 'x' slot here, at all */
105        SEXP pslot = GET_SLOT(x, Matrix_pSym),
106            jslot = GET_SLOT(x, Matrix_jSym);
107        Rboolean sorted, strictly;
108        int i, k,
109            *dims = INTEGER(GET_SLOT(x, Matrix_DimSym)),
110            nrow = dims[0],
111            ncol = dims[1],
112            *xp = INTEGER(pslot),
113            *xj = INTEGER(jslot);
114
115        if (length(pslot) != dims[0] + 1)
116            return mkString(_("slot p must have length = nrow(.) + 1"));
117        if (xp[0] != 0)
118            return mkString(_("first element of slot p must be zero"));
119        if (length(jslot) < xp[nrow]) /* allow larger slots from over-allocation!*/
120            return
121                mkString(_("last element of slot p must match length of slots j and x"));
122        for (i = 0; i < length(jslot); i++) {
123            if (xj[i] < 0 || xj[i] >= ncol)
124                return mkString(_("all column indices must be between 0 and ncol-1"));
125        }
126        sorted = TRUE; strictly = TRUE;
127        for (i = 0; i < nrow; i++) {
128            if (xp[i] > xp[i+1])
129                return mkString(_("slot p must be non-decreasing"));
130            if(sorted)
131                for (k = xp[i] + 1; k < xp[i + 1]; k++) {
132                    if (xj[k] < xj[k - 1])
133                        sorted = FALSE;
134                    else if (xj[k] == xj[k - 1])
135                        strictly = FALSE;
136                }
137      }      }
138        if (!sorted)
139            /* cannot easily use cholmod_l_sort(.) ... -> "error out" :*/
140            return mkString(_("slot j is not increasing inside a column"));
141        else if(!strictly) /* sorted, but not strictly */
142            return mkString(_("slot j is not *strictly* increasing inside a column"));
143
144      return ScalarLogical(1);      return ScalarLogical(1);
145  }  }
146
147
148  /* Called from ../R/Csparse.R : */  /* Called from ../R/Csparse.R : */
149  /* Can only return [dln]geMatrix (no symm/triang);  /* Can only return [dln]geMatrix (no symm/triang);
150   * FIXME: replace by non-CHOLMOD code ! */   * FIXME: replace by non-CHOLMOD code ! */
151  SEXP Csparse_to_dense(SEXP x)  SEXP Csparse_to_dense(SEXP x)
152  {  {
153      cholmod_sparse *chxs = as_cholmod_sparse(x);      CHM_SP chxs = AS_CHM_SP__(x);
154      /* This loses the symmetry property, since cholmod_dense has none,      /* This loses the symmetry property, since cholmod_dense has none,
155       * BUT, much worse (FIXME!), it also transforms CHOLMOD_PATTERN ("n") matrices       * BUT, much worse (FIXME!), it also transforms CHOLMOD_PATTERN ("n") matrices
156       * to numeric (CHOLMOD_REAL) ones : */       * to numeric (CHOLMOD_REAL) ones : */
157      cholmod_dense *chxd = cholmod_sparse_to_dense(chxs, &c);      CHM_DN chxd = cholmod_l_sparse_to_dense(chxs, &c);
158      int Rkind = (chxs->xtype == CHOLMOD_PATTERN)? -1 : Real_kind(x);      int Rkind = (chxs->xtype == CHOLMOD_PATTERN)? -1 : Real_kind(x);
159        R_CheckStack();
160
Free(chxs);
161      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));
162  }  }
163
164  SEXP Csparse_to_nz_pattern(SEXP x, SEXP tri)  SEXP Csparse_to_nz_pattern(SEXP x, SEXP tri)
165  {  {
166      cholmod_sparse *chxs = as_cholmod_sparse(x);      CHM_SP chxs = AS_CHM_SP__(x);
167      cholmod_sparse      CHM_SP chxcp = cholmod_l_copy(chxs, chxs->stype, CHOLMOD_PATTERN, &c);
*chxcp = cholmod_copy(chxs, chxs->stype, CHOLMOD_PATTERN, &c);
168      int tr = asLogical(tri);      int tr = asLogical(tri);
169        R_CheckStack();
170
171      Free(chxs);      return chm_sparse_to_SEXP(chxcp, 1/*do_free*/,
return chm_sparse_to_SEXP(chxcp, 1,
172                                tr ? ((*uplo_P(x) == 'U') ? 1 : -1) : 0,                                tr ? ((*uplo_P(x) == 'U') ? 1 : -1) : 0,
173                                0, tr ? diag_P(x) : "",                                0, tr ? diag_P(x) : "",
174                                GET_SLOT(x, Matrix_DimNamesSym));                                GET_SLOT(x, Matrix_DimNamesSym));
# Line 72  Line 176
176
177  SEXP Csparse_to_matrix(SEXP x)  SEXP Csparse_to_matrix(SEXP x)
178  {  {
179      cholmod_sparse *chxs = as_cholmod_sparse(x);      return chm_dense_to_matrix(cholmod_l_sparse_to_dense(AS_CHM_SP__(x), &c),
180      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));
181  }  }
182
183  SEXP Csparse_to_Tsparse(SEXP x, SEXP tri)  SEXP Csparse_to_Tsparse(SEXP x, SEXP tri)
184  {  {
185      cholmod_sparse *chxs = as_cholmod_sparse(x);      CHM_SP chxs = AS_CHM_SP__(x);
186      cholmod_triplet *chxt = cholmod_sparse_to_triplet(chxs, &c);      CHM_TR chxt = cholmod_l_sparse_to_triplet(chxs, &c);
187      int tr = asLogical(tri);      int tr = asLogical(tri);
188      int Rkind = (chxs->xtype != CHOLMOD_PATTERN) ? Real_kind(x) : 0;      int Rkind = (chxs->xtype != CHOLMOD_PATTERN) ? Real_kind(x) : 0;
189        R_CheckStack();
190
Free(chxs);
191      return chm_triplet_to_SEXP(chxt, 1,      return chm_triplet_to_SEXP(chxt, 1,
192                                 tr ? ((*uplo_P(x) == 'U') ? 1 : -1) : 0,                                 tr ? ((*uplo_P(x) == 'U') ? 1 : -1) : 0,
193                                 Rkind, tr ? diag_P(x) : "",                                 Rkind, tr ? diag_P(x) : "",
# Line 97  Line 197
197  /* this used to be called  sCMatrix_to_gCMatrix(..)   [in ./dsCMatrix.c ]: */  /* this used to be called  sCMatrix_to_gCMatrix(..)   [in ./dsCMatrix.c ]: */
198  SEXP Csparse_symmetric_to_general(SEXP x)  SEXP Csparse_symmetric_to_general(SEXP x)
199  {  {
200      cholmod_sparse *chx = as_cholmod_sparse(x), *chgx;      CHM_SP chx = AS_CHM_SP__(x), chgx;
201      int Rkind = (chx->xtype != CHOLMOD_PATTERN) ? Real_kind(x) : 0;      int Rkind = (chx->xtype != CHOLMOD_PATTERN) ? Real_kind(x) : 0;
202        R_CheckStack();
203
204      if (!(chx->stype))      if (!(chx->stype))
205          error(_("Nonsymmetric matrix in Csparse_symmetric_to_general"));          error(_("Nonsymmetric matrix in Csparse_symmetric_to_general"));
206      chgx = cholmod_copy(chx, /* stype: */ 0, chx->xtype, &c);      chgx = cholmod_l_copy(chx, /* stype: */ 0, chx->xtype, &c);
207      /* xtype: pattern, "real", complex or .. */      /* xtype: pattern, "real", complex or .. */
Free(chx);
208      return chm_sparse_to_SEXP(chgx, 1, 0, Rkind, "",      return chm_sparse_to_SEXP(chgx, 1, 0, Rkind, "",
209                                GET_SLOT(x, Matrix_DimNamesSym));                                GET_SLOT(x, Matrix_DimNamesSym));
210  }  }
211
212  SEXP Csparse_general_to_symmetric(SEXP x, SEXP uplo)  SEXP Csparse_general_to_symmetric(SEXP x, SEXP uplo)
213  {  {
214      cholmod_sparse *chx = as_cholmod_sparse(x), *chgx;      CHM_SP chx = AS_CHM_SP__(x), chgx;
215      int uploT = (*CHAR(asChar(uplo)) == 'U') ? 1 : -1;      int uploT = (*CHAR(STRING_ELT(uplo,0)) == 'U') ? 1 : -1;
216      int Rkind = (chx->xtype != CHOLMOD_PATTERN) ? Real_kind(x) : 0;      int Rkind = (chx->xtype != CHOLMOD_PATTERN) ? Real_kind(x) : 0;
217        R_CheckStack();
218
219      chgx = cholmod_copy(chx, /* stype: */ uploT, chx->xtype, &c);      chgx = cholmod_l_copy(chx, /* stype: */ uploT, chx->xtype, &c);
220      /* xtype: pattern, "real", complex or .. */      /* xtype: pattern, "real", complex or .. */
Free(chx);
221      return chm_sparse_to_SEXP(chgx, 1, 0, Rkind, "",      return chm_sparse_to_SEXP(chgx, 1, 0, Rkind, "",
222                                GET_SLOT(x, Matrix_DimNamesSym));                                GET_SLOT(x, Matrix_DimNamesSym));
223  }  }
224
225  SEXP Csparse_transpose(SEXP x, SEXP tri)  SEXP Csparse_transpose(SEXP x, SEXP tri)
226  {  {
227      cholmod_sparse *chx = as_cholmod_sparse(x);      /* TODO: lgCMatrix & igC* currently go via double prec. cholmod -
228         *       since cholmod (& cs) lacks sparse 'int' matrices */
229        CHM_SP chx = AS_CHM_SP__(x);
230      int Rkind = (chx->xtype != CHOLMOD_PATTERN) ? Real_kind(x) : 0;      int Rkind = (chx->xtype != CHOLMOD_PATTERN) ? Real_kind(x) : 0;
231      cholmod_sparse *chxt = cholmod_transpose(chx, (int) chx->xtype, &c);      CHM_SP chxt = cholmod_l_transpose(chx, chx->xtype, &c);
232      SEXP dn = PROTECT(duplicate(GET_SLOT(x, Matrix_DimNamesSym))), tmp;      SEXP dn = PROTECT(duplicate(GET_SLOT(x, Matrix_DimNamesSym))), tmp;
233      int tr = asLogical(tri);      int tr = asLogical(tri);
234        R_CheckStack();
235
Free(chx);
236      tmp = VECTOR_ELT(dn, 0);    /* swap the dimnames */      tmp = VECTOR_ELT(dn, 0);    /* swap the dimnames */
237      SET_VECTOR_ELT(dn, 0, VECTOR_ELT(dn, 1));      SET_VECTOR_ELT(dn, 0, VECTOR_ELT(dn, 1));
238      SET_VECTOR_ELT(dn, 1, tmp);      SET_VECTOR_ELT(dn, 1, tmp);
# Line 142  Line 244
244
245  SEXP Csparse_Csparse_prod(SEXP a, SEXP b)  SEXP Csparse_Csparse_prod(SEXP a, SEXP b)
246  {  {
247      cholmod_sparse      CHM_SP
248          *cha = as_cholmod_sparse(a),          cha = AS_CHM_SP(a),
249          *chb = as_cholmod_sparse(b);          chb = AS_CHM_SP(b),
250      cholmod_sparse *chc = cholmod_ssmult(cha, chb, 0, cha->xtype, 1, &c);          chc = cholmod_l_ssmult(cha, chb, /*out_stype:*/ 0,
251                                 cha->xtype, /*out sorted:*/ 1, &c);
252        const char *cl_a = class_P(a), *cl_b = class_P(b);
253        char diag[] = {'\0', '\0'};
254        int uploT = 0;
255      SEXP dn = allocVector(VECSXP, 2);      SEXP dn = allocVector(VECSXP, 2);
256        R_CheckStack();
257
258      Free(cha); Free(chb);      /* Preserve triangularity and even unit-triangularity if appropriate.
259         * Note that in that case, the multiplication itself should happen
260         * faster.  But there's no support for that in CHOLMOD */
261
262        /* UGLY hack -- rather should have (fast!) C-level version of
263         *       is(a, "triangularMatrix") etc */
264        if (cl_a[1] == 't' && cl_b[1] == 't')
265            /* FIXME: fails for "Cholesky","BunchKaufmann"..*/
266            if(*uplo_P(a) == *uplo_P(b)) { /* both upper, or both lower tri. */
267                uploT = (*uplo_P(a) == 'U') ? 1 : -1;
268                if(*diag_P(a) == 'U' && *diag_P(b) == 'U') { /* return UNIT-triag. */
269                    /* "remove the diagonal entries": */
270                    chm_diagN2U(chc, uploT, /* do_realloc */ FALSE);
271                    diag[0]= 'U';
272                }
273                else diag[0]= 'N';
274            }
275      SET_VECTOR_ELT(dn, 0,       /* establish dimnames */      SET_VECTOR_ELT(dn, 0,       /* establish dimnames */
276                     duplicate(VECTOR_ELT(GET_SLOT(a, Matrix_DimNamesSym), 0)));                     duplicate(VECTOR_ELT(GET_SLOT(a, Matrix_DimNamesSym), 0)));
277      SET_VECTOR_ELT(dn, 1,      SET_VECTOR_ELT(dn, 1,
278                     duplicate(VECTOR_ELT(GET_SLOT(b, Matrix_DimNamesSym), 1)));                     duplicate(VECTOR_ELT(GET_SLOT(b, Matrix_DimNamesSym), 1)));
279      return chm_sparse_to_SEXP(chc, 1, 0, 0, "", dn);      return chm_sparse_to_SEXP(chc, 1, uploT, /*Rkind*/0, diag, dn);
280  }  }
281
282  SEXP Csparse_Csparse_crossprod(SEXP a, SEXP b, SEXP trans)  SEXP Csparse_Csparse_crossprod(SEXP a, SEXP b, SEXP trans)
283  {  {
284      int tr = asLogical(trans);      int tr = asLogical(trans);
285      cholmod_sparse      CHM_SP
286          *cha = as_cholmod_sparse(a),          cha = AS_CHM_SP(a),
287          *chb = as_cholmod_sparse(b);          chb = AS_CHM_SP(b),
288      cholmod_sparse *chTr, *chc;          chTr, chc;
289        const char *cl_a = class_P(a), *cl_b = class_P(b);
290        char diag[] = {'\0', '\0'};
291        int uploT = 0;
292      SEXP dn = allocVector(VECSXP, 2);      SEXP dn = allocVector(VECSXP, 2);
293        R_CheckStack();
294
295  /*     cholmod_sparse *chTr = cholmod_transpose(cha, 1, &c); */      chTr = cholmod_l_transpose((tr) ? chb : cha, chb->xtype, &c);
296  /*     cholmod_sparse *chc = cholmod_ssmult(chTr, chb, 0, cha->xtype, 1, &c); */      chc = cholmod_l_ssmult((tr) ? cha : chTr, (tr) ? chTr : chb,
297                             /*out_stype:*/ 0, cha->xtype, /*out sorted:*/ 1, &c);
298      if (tr)      cholmod_l_free_sparse(&chTr, &c);
299          chTr = cholmod_transpose(chb, chb->xtype, &c);
300      else      /* Preserve triangularity and unit-triangularity if appropriate;
301          chTr = cholmod_transpose(cha, cha->xtype, &c);       * see Csparse_Csparse_prod() for comments */
302      chc = cholmod_ssmult((tr) ? cha : chTr, (tr) ? chTr : chb,      if (cl_a[1] == 't' && cl_b[1] == 't')
303                           0, cha->xtype, 1, &c);          if(*uplo_P(a) != *uplo_P(b)) { /* one 'U', the other 'L' */
304                uploT = (*uplo_P(b) == 'U') ? 1 : -1;
305      Free(cha); Free(chb); cholmod_free_sparse(&chTr, &c);              if(*diag_P(a) == 'U' && *diag_P(b) == 'U') { /* return UNIT-triag. */
306                    chm_diagN2U(chc, uploT, /* do_realloc */ FALSE);
307                    diag[0]= 'U';
308                }
309                else diag[0]= 'N';
310            }
311
312      SET_VECTOR_ELT(dn, 0,       /* establish dimnames */      SET_VECTOR_ELT(dn, 0,       /* establish dimnames */
313                     duplicate(VECTOR_ELT(GET_SLOT(a, Matrix_DimNamesSym), (tr) ? 0 : 1)));                     duplicate(VECTOR_ELT(GET_SLOT(a, Matrix_DimNamesSym), (tr) ? 0 : 1)));
314      SET_VECTOR_ELT(dn, 1,      SET_VECTOR_ELT(dn, 1,
315                     duplicate(VECTOR_ELT(GET_SLOT(b, Matrix_DimNamesSym), (tr) ? 0 : 1)));                     duplicate(VECTOR_ELT(GET_SLOT(b, Matrix_DimNamesSym), (tr) ? 0 : 1)));
316      return chm_sparse_to_SEXP(chc, 1, 0, 0, "", dn);      return chm_sparse_to_SEXP(chc, 1, uploT, /*Rkind*/0, diag, dn);
317  }  }
318
319  SEXP Csparse_dense_prod(SEXP a, SEXP b)  SEXP Csparse_dense_prod(SEXP a, SEXP b)
320  {  {
321      cholmod_sparse *cha = as_cholmod_sparse(a);      CHM_SP cha = AS_CHM_SP(a);
322      SEXP b_M = PROTECT(mMatrix_as_dgeMatrix(b));      SEXP b_M = PROTECT(mMatrix_as_dgeMatrix(b));
323      cholmod_dense *chb = as_cholmod_dense(b_M);      CHM_DN chb = AS_CHM_DN(b_M);
324      cholmod_dense *chc =      CHM_DN chc = cholmod_l_allocate_dense(cha->nrow, chb->ncol, cha->nrow,
325          cholmod_allocate_dense(cha->nrow, chb->ncol, cha->nrow, chb->xtype, &c);                                          chb->xtype, &c);
326      SEXP dn = allocVector(VECSXP, 2);      SEXP dn = PROTECT(allocVector(VECSXP, 2));
327      double alpha[] = {1,0}, beta[] = {0,0};      double one[] = {1,0}, zero[] = {0,0};
328        R_CheckStack();
329
330      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);
331      SET_VECTOR_ELT(dn, 0,       /* establish dimnames */      SET_VECTOR_ELT(dn, 0,       /* establish dimnames */
332                     duplicate(VECTOR_ELT(GET_SLOT(a, Matrix_DimNamesSym), 0)));                     duplicate(VECTOR_ELT(GET_SLOT(a, Matrix_DimNamesSym), 0)));
333      SET_VECTOR_ELT(dn, 1,      SET_VECTOR_ELT(dn, 1,
334                     duplicate(VECTOR_ELT(GET_SLOT(b_M, Matrix_DimNamesSym), 1)));                     duplicate(VECTOR_ELT(GET_SLOT(b_M, Matrix_DimNamesSym), 1)));
335        UNPROTECT(2);
336      return chm_dense_to_SEXP(chc, 1, 0, dn);      return chm_dense_to_SEXP(chc, 1, 0, dn);
337  }  }
338
339  SEXP Csparse_dense_crossprod(SEXP a, SEXP b)  SEXP Csparse_dense_crossprod(SEXP a, SEXP b)
340  {  {
341      cholmod_sparse *cha = as_cholmod_sparse(a);      CHM_SP cha = AS_CHM_SP(a);
342      SEXP b_M = PROTECT(mMatrix_as_dgeMatrix(b));      SEXP b_M = PROTECT(mMatrix_as_dgeMatrix(b));
343      cholmod_dense *chb = as_cholmod_dense(b_M);      CHM_DN chb = AS_CHM_DN(b_M);
344      cholmod_dense *chc =      CHM_DN chc = cholmod_l_allocate_dense(cha->ncol, chb->ncol, cha->ncol,
345          cholmod_allocate_dense(cha->ncol, chb->ncol, cha->ncol, chb->xtype, &c);                                          chb->xtype, &c);
346      SEXP dn = allocVector(VECSXP, 2);      SEXP dn = PROTECT(allocVector(VECSXP, 2));
347      double alpha[] = {1,0}, beta[] = {0,0};      double one[] = {1,0}, zero[] = {0,0};
348        R_CheckStack();
349
350      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);
351      SET_VECTOR_ELT(dn, 0,       /* establish dimnames */      SET_VECTOR_ELT(dn, 0,       /* establish dimnames */
352                     duplicate(VECTOR_ELT(GET_SLOT(a, Matrix_DimNamesSym), 1)));                     duplicate(VECTOR_ELT(GET_SLOT(a, Matrix_DimNamesSym), 1)));
353      SET_VECTOR_ELT(dn, 1,      SET_VECTOR_ELT(dn, 1,
354                     duplicate(VECTOR_ELT(GET_SLOT(b_M, Matrix_DimNamesSym), 1)));                     duplicate(VECTOR_ELT(GET_SLOT(b_M, Matrix_DimNamesSym), 1)));
355        UNPROTECT(2);
356      return chm_dense_to_SEXP(chc, 1, 0, dn);      return chm_dense_to_SEXP(chc, 1, 0, dn);
357  }  }
358
359  /* 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)
360       see Csparse_Csparse_crossprod above for  x'y and x y' */
361  SEXP Csparse_crossprod(SEXP x, SEXP trans, SEXP triplet)  SEXP Csparse_crossprod(SEXP x, SEXP trans, SEXP triplet)
362  {  {
363      int trip = asLogical(triplet),      int trip = asLogical(triplet),
364          tr   = asLogical(trans); /* gets reversed because _aat is tcrossprod */          tr   = asLogical(trans); /* gets reversed because _aat is tcrossprod */
365      cholmod_triplet      CHM_TR cht = trip ? AS_CHM_TR(x) : (CHM_TR) NULL;
366          *cht = trip ? as_cholmod_triplet(x) : (cholmod_triplet*) NULL;      CHM_SP chcp, chxt,
367      cholmod_sparse *chcp, *chxt,          chx = (trip ?
368          *chx = trip ? cholmod_triplet_to_sparse(cht, cht->nnz, &c)                 cholmod_l_triplet_to_sparse(cht, cht->nnz, &c) :
369          : as_cholmod_sparse(x);                 AS_CHM_SP(x));
370      SEXP dn = PROTECT(allocVector(VECSXP, 2));      SEXP dn = PROTECT(allocVector(VECSXP, 2));
371        R_CheckStack();
372
373      if (!tr)      if (!tr) chxt = cholmod_l_transpose(chx, chx->xtype, &c);
374          chxt = cholmod_transpose(chx, chx->xtype, &c);      chcp = cholmod_l_aat((!tr) ? chxt : chx, (int *) NULL, 0, chx->xtype, &c);
375      chcp = cholmod_aat((!tr) ? chxt : chx, (int *) NULL, 0, chx->xtype, &c);      if(!chcp) {
376      if(!chcp)          UNPROTECT(1);
377          error(_("Csparse_crossprod(): error return from cholmod_aat()"));          error(_("Csparse_crossprod(): error return from cholmod_l_aat()"));
378      cholmod_band_inplace(0, chcp->ncol, chcp->xtype, chcp, &c);      }
379        cholmod_l_band_inplace(0, chcp->ncol, chcp->xtype, chcp, &c);
380      chcp->stype = 1;      chcp->stype = 1;
381      if (trip) {      if (trip) cholmod_l_free_sparse(&chx, &c);
382          cholmod_free_sparse(&chx, &c);      if (!tr) cholmod_l_free_sparse(&chxt, &c);
383          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,
384                     duplicate(VECTOR_ELT(GET_SLOT(x, Matrix_DimNamesSym),                     duplicate(VECTOR_ELT(GET_SLOT(x, Matrix_DimNamesSym),
385                                          (tr) ? 0 : 1)));                                          (tr) ? 0 : 1)));
386      SET_VECTOR_ELT(dn, 1, duplicate(VECTOR_ELT(dn, 0)));      SET_VECTOR_ELT(dn, 1, duplicate(VECTOR_ELT(dn, 0)));
# Line 261  Line 390
390
391  SEXP Csparse_drop(SEXP x, SEXP tol)  SEXP Csparse_drop(SEXP x, SEXP tol)
392  {  {
393      cholmod_sparse *chx = as_cholmod_sparse(x),      const char *cl = class_P(x);
394          *ans = cholmod_copy(chx, chx->stype, chx->xtype, &c);      /* dtCMatrix, etc; [1] = the second character =?= 't' for triangular */
395        int tr = (cl[1] == 't');
396        CHM_SP chx = AS_CHM_SP__(x);
397        CHM_SP ans = cholmod_l_copy(chx, chx->stype, chx->xtype, &c);
398      double dtol = asReal(tol);      double dtol = asReal(tol);
399      int Rkind = (chx->xtype != CHOLMOD_PATTERN) ? Real_kind(x) : 0;      int Rkind = (chx->xtype != CHOLMOD_PATTERN) ? Real_kind(x) : 0;
400        R_CheckStack();
401
402      if(!cholmod_drop(dtol, ans, &c))      if(!cholmod_l_drop(dtol, ans, &c))
403          error(_("cholmod_drop() failed"));          error(_("cholmod_l_drop() failed"));
404      Free(chx);      return chm_sparse_to_SEXP(ans, 1,
405      return chm_sparse_to_SEXP(ans, 1, 0, Rkind, "",                                tr ? ((*uplo_P(x) == 'U') ? 1 : -1) : 0,
406                                  Rkind, tr ? diag_P(x) : "",
407                                GET_SLOT(x, Matrix_DimNamesSym));                                GET_SLOT(x, Matrix_DimNamesSym));
408  }  }
409

410  SEXP Csparse_horzcat(SEXP x, SEXP y)  SEXP Csparse_horzcat(SEXP x, SEXP y)
411  {  {
412      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;
413      int Rkind = 0; /* only for "d" - FIXME */      int Rkind = 0; /* only for "d" - FIXME */
414        R_CheckStack();
415
ans = cholmod_horzcat(chx, chy, 1, &c);
Free(chx); Free(chy);
416      /* FIXME: currently drops dimnames */      /* FIXME: currently drops dimnames */
417      return chm_sparse_to_SEXP(ans, 1, 0, Rkind, "", R_NilValue);      return chm_sparse_to_SEXP(cholmod_l_horzcat(chx, chy, 1, &c),
418                                  1, 0, Rkind, "", R_NilValue);
419  }  }
420
421  SEXP Csparse_vertcat(SEXP x, SEXP y)  SEXP Csparse_vertcat(SEXP x, SEXP y)
422  {  {
423      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;
424      int Rkind = 0; /* only for "d" - FIXME */      int Rkind = 0; /* only for "d" - FIXME */
425        R_CheckStack();
426
ans = cholmod_vertcat(chx, chy, 1, &c);
Free(chx); Free(chy);
427      /* FIXME: currently drops dimnames */      /* FIXME: currently drops dimnames */
428      return chm_sparse_to_SEXP(ans, 1, 0, Rkind, "", R_NilValue);      return chm_sparse_to_SEXP(cholmod_l_vertcat(chx, chy, 1, &c),
429                                  1, 0, Rkind, "", R_NilValue);
430  }  }
431
432  SEXP Csparse_band(SEXP x, SEXP k1, SEXP k2)  SEXP Csparse_band(SEXP x, SEXP k1, SEXP k2)
433  {  {
434      cholmod_sparse *chx = as_cholmod_sparse(x), *ans;      CHM_SP chx = AS_CHM_SP__(x);
435      int Rkind = (chx->xtype != CHOLMOD_PATTERN) ? Real_kind(x) : 0;      int Rkind = (chx->xtype != CHOLMOD_PATTERN) ? Real_kind(x) : 0;
436        CHM_SP ans = cholmod_l_band(chx, asInteger(k1), asInteger(k2), chx->xtype, &c);
437        R_CheckStack();
438
ans = cholmod_band(chx, asInteger(k1), asInteger(k2), chx->xtype, &c);
Free(chx);
439      return chm_sparse_to_SEXP(ans, 1, 0, Rkind, "",      return chm_sparse_to_SEXP(ans, 1, 0, Rkind, "",
440                                GET_SLOT(x, Matrix_DimNamesSym));                                GET_SLOT(x, Matrix_DimNamesSym));
441  }  }
442
443  SEXP Csparse_diagU2N(SEXP x)  SEXP Csparse_diagU2N(SEXP x)
444  {  {
445      if (*diag_P(x) != 'U') {/* "trivially fast" when there's no 'diag' slot at all */      const char *cl = class_P(x);
446        /* dtCMatrix, etc; [1] = the second character =?= 't' for triangular */
447        if (cl[1] != 't' || *diag_P(x) != 'U') {
448            /* "trivially fast" when not triangular (<==> no 'diag' slot),
449               or not *unit* triangular */
450          return (x);          return (x);
451      }      }
452      else {      else { /* unit triangular (diag='U'): "fill the diagonal" & diag:= "N" */
453          cholmod_sparse *chx = as_cholmod_sparse(x);          CHM_SP chx = AS_CHM_SP__(x);
454          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);
455          double one[] = {1, 0};          double one[] = {1, 0};
456          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);
457          int uploT = (*uplo_P(x) == 'U') ? 1 : -1;          int uploT = (*uplo_P(x) == 'U') ? 1 : -1;
458          int Rkind = (chx->xtype != CHOLMOD_PATTERN) ? Real_kind(x) : 0;          int Rkind = (chx->xtype != CHOLMOD_PATTERN) ? Real_kind(x) : 0;
459
460          Free(chx); cholmod_free_sparse(&eye, &c);          R_CheckStack();
461            cholmod_l_free_sparse(&eye, &c);
462          return chm_sparse_to_SEXP(ans, 1, uploT, Rkind, "N",          return chm_sparse_to_SEXP(ans, 1, uploT, Rkind, "N",
463                                    GET_SLOT(x, Matrix_DimNamesSym));                                    GET_SLOT(x, Matrix_DimNamesSym));
464      }      }
465  }  }
466
467    SEXP Csparse_diagN2U(SEXP x)
468    {
469        const char *cl = class_P(x);
470        /* dtCMatrix, etc; [1] = the second character =?= 't' for triangular */
471        if (cl[1] != 't' || *diag_P(x) != 'N') {
472            /* "trivially fast" when not triangular (<==> no 'diag' slot),
473               or already *unit* triangular */
474            return (x);
475        }
476        else { /* triangular with diag='N'): now drop the diagonal */
477            /* duplicate, since chx will be modified: */
478            CHM_SP chx = AS_CHM_SP__(duplicate(x));
479            int uploT = (*uplo_P(x) == 'U') ? 1 : -1,
480                Rkind = (chx->xtype != CHOLMOD_PATTERN) ? Real_kind(x) : 0;
481            R_CheckStack();
482
483            chm_diagN2U(chx, uploT, /* do_realloc */ FALSE);
484
485            return chm_sparse_to_SEXP(chx, /*dofree*/ 0/* or 1 ?? */,
486                                      uploT, Rkind, "U",
487                                      GET_SLOT(x, Matrix_DimNamesSym));
488        }
489    }
490
491  SEXP Csparse_submatrix(SEXP x, SEXP i, SEXP j)  SEXP Csparse_submatrix(SEXP x, SEXP i, SEXP j)
492  {  {
493      cholmod_sparse *chx = as_cholmod_sparse(x);      CHM_SP chx = AS_CHM_SP__(x);
494      int rsize = (isNull(i)) ? -1 : LENGTH(i),      int rsize = (isNull(i)) ? -1 : LENGTH(i),
495          csize = (isNull(j)) ? -1 : LENGTH(j);          csize = (isNull(j)) ? -1 : LENGTH(j);
496      int Rkind = (chx->xtype != CHOLMOD_PATTERN) ? Real_kind(x) : 0;      int Rkind = (chx->xtype != CHOLMOD_PATTERN) ? Real_kind(x) : 0;
497        R_CheckStack();
498
499      if (rsize >= 0 && !isInteger(i))      if (rsize >= 0 && !isInteger(i))
500          error(_("Index i must be NULL or integer"));          error(_("Index i must be NULL or integer"));
501      if (csize >= 0 && !isInteger(j))      if (csize >= 0 && !isInteger(j))
502          error(_("Index j must be NULL or integer"));          error(_("Index j must be NULL or integer"));
503
504      return chm_sparse_to_SEXP(cholmod_submatrix(chx, INTEGER(i), rsize,      return chm_sparse_to_SEXP(cholmod_l_submatrix(chx, INTEGER(i), rsize,
505                                                  INTEGER(j), csize,                                                  INTEGER(j), csize,
506                                                  TRUE, TRUE, &c),                                                  TRUE, TRUE, &c),
507                                1, 0, Rkind, "",                                1, 0, Rkind, "",
508                                /* FIXME: drops dimnames */ R_NilValue);                                /* FIXME: drops dimnames */ R_NilValue);
509  }  }
510
511    SEXP Csparse_MatrixMarket(SEXP x, SEXP fname)
512    {
513        FILE *f = fopen(CHAR(asChar(fname)), "w");
514
515        if (!f)
516            error(_("failure to open file \"%s\" for writing"),
517                  CHAR(asChar(fname)));
518        if (!cholmod_l_write_sparse(f, AS_CHM_SP(x),
519                                  (CHM_SP)NULL, (char*) NULL, &c))
520            error(_("cholmod_l_write_sparse returned error code"));
521        fclose(f);
522        return R_NilValue;
523    }
524
525
526    /**
527     * Extract the diagonal entries from *triangular* Csparse matrix  __or__ a
528     * cholmod_sparse factor (LDL = TRUE).
529     *
530     * @param n  dimension of the matrix.
531     * @param x_p  'p' (column pointer) slot contents
532     * @param x_x  'x' (non-zero entries) slot contents
533     * @param perm 'perm' (= permutation vector) slot contents; only used for "diagBack"
534     * @param resultKind a (SEXP) string indicating which kind of result is desired.
535     *
536     * @return  a SEXP, either a (double) number or a length n-vector of diagonal entries
537     */
538    SEXP diag_tC_ptr(int n, int *x_p, double *x_x, int *perm, SEXP resultKind)
539    /*                                ^^^^^^ FIXME[Generalize] to int / ... */
540    {
541        const char* res_ch = CHAR(STRING_ELT(resultKind,0));
542        enum diag_kind { diag, diag_backpermuted, trace, prod, sum_log
543        } res_kind = ((!strcmp(res_ch, "trace")) ? trace :
544                      ((!strcmp(res_ch, "sumLog")) ? sum_log :
545                       ((!strcmp(res_ch, "prod")) ? prod :
546                        ((!strcmp(res_ch, "diag")) ? diag :
547                         ((!strcmp(res_ch, "diagBack")) ? diag_backpermuted :
548                          -1)))));
549        int i, n_x, i_from = 0;
550        SEXP ans = PROTECT(allocVector(REALSXP,
551    /*                                 ^^^^  FIXME[Generalize] */
552                                       (res_kind == diag ||
553                                        res_kind == diag_backpermuted) ? n : 1));
554        double *v = REAL(ans);
555    /*  ^^^^^^      ^^^^  FIXME[Generalize] */
556
557    #define for_DIAG(v_ASSIGN)                                              \
558        for(i = 0; i < n; i++, i_from += n_x) {                             \
559            /* looking at i-th column */                                    \
560            n_x = x_p[i+1] - x_p[i];/* #{entries} in this column */ \
561            v_ASSIGN;                                                       \
562        }
563
564        /* NOTA BENE: we assume  -- uplo = "L" i.e. lower triangular matrix
565         *            for uplo = "U" (makes sense with a "dtCMatrix" !),
566         *            should use  x_x[i_from + (nx - 1)] instead of x_x[i_from],
567         *            where nx = (x_p[i+1] - x_p[i])
568         */
569
570        switch(res_kind) {
571        case trace:
572            v[0] = 0.;
573            for_DIAG(v[0] += x_x[i_from]);
574            break;
575
576        case sum_log:
577            v[0] = 0.;
578            for_DIAG(v[0] += log(x_x[i_from]));
579            break;
580
581        case prod:
582            v[0] = 1.;
583            for_DIAG(v[0] *= x_x[i_from]);
584            break;
585
586        case diag:
587            for_DIAG(v[i] = x_x[i_from]);
588            break;
589
590        case diag_backpermuted:
591            for_DIAG(v[i] = x_x[i_from]);
592
593            warning(_("resultKind = 'diagBack' (back-permuted) is experimental"));
594            /* now back_permute : */
595            for(i = 0; i < n; i++) {
596                double tmp = v[i]; v[i] = v[perm[i]]; v[perm[i]] = tmp;
597                /*^^^^ FIXME[Generalize] */
598            }
599            break;
600
601        default: /* -1 from above */
602            error("diag_tC(): invalid 'resultKind'");
603            /* Wall: */ ans = R_NilValue; v = REAL(ans);
604        }
605
606        UNPROTECT(1);
607        return ans;
608    }
609
610    /**
611     * Extract the diagonal entries from *triangular* Csparse matrix  __or__ a
612     * cholmod_sparse factor (LDL = TRUE).
613     *
614     * @param pslot  'p' (column pointer)   slot of Csparse matrix/factor
615     * @param xslot  'x' (non-zero entries) slot of Csparse matrix/factor
616     * @param perm_slot  'perm' (= permutation vector) slot of corresponding CHMfactor;
617     *                   only used for "diagBack"
618     * @param resultKind a (SEXP) string indicating which kind of result is desired.
619     *
620     * @return  a SEXP, either a (double) number or a length n-vector of diagonal entries
621     */
622    SEXP diag_tC(SEXP pslot, SEXP xslot, SEXP perm_slot, SEXP resultKind)
623    {
624        int n = length(pslot) - 1, /* n = ncol(.) = nrow(.) */
625            *x_p  = INTEGER(pslot),
626            *perm = INTEGER(perm_slot);
627        double *x_x = REAL(xslot);
628    /*  ^^^^^^        ^^^^ FIXME[Generalize] to INTEGER(.) / LOGICAL(.) / ... xslot !*/
629
630        return diag_tC_ptr(n, x_p, x_x, perm, resultKind);
631    }

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