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[matrix] View of /pkg/src/bCrosstab.c
 [matrix] / pkg / src / bCrosstab.c

View of /pkg/src/bCrosstab.c

Sat Nov 27 17:58:23 2004 UTC (15 years, 4 months ago) by bates
File size: 12954 byte(s)
`Add a call to ldl_numeric to obtain row indices of diagonal blocks of L`
```#include "bCrosstab.h"

/**
* Calculate the zero-based index in a row-wise packed lower
* triangular matrix.  This is used for the arrays of blocked sparse matrices.
*
* @param i row number (0-based)
* @param k column number (0-based)
*
* @return The 0-based index of the (i,k) element of a row-wise packed lower
* triangular matrix.
*/
static R_INLINE
int Lind(int i, int k)
{
return (i * (i + 1))/2 + k;
}

/**
* Permute an index vector
*
* @param i vector of 0-based indices
* @param nnz length of vector i
* @param perm 0-based permutation vector of length max(i)
*/
static R_INLINE
void ind_permute(int i[], int nnz, const int perm[])
{
int j;
for (j = 0; j < nnz; j++) i[j] = perm[i[j]];
}

/**
* Force indices to be in the upper triangle of a matrix
*
* @param i vector of 0-based row indices
* @param j vector of 0-based column indices
* @param nnz length of index vectors
*/
static R_INLINE
void make_upper_triangular(int i[], int j[], int nnz)
{
int k;
for (k = 0; k < nnz; k++) {
if (i[k] > j[k]) {
int tmp = i[k];
i[k] = j[k];
j[k] = tmp;
}
}
}

/**
* Create a named list of length n
*
* @param n length of list to return
* @param names names of list elements
*
* @return pointer to a named list of length n
*/
static
SEXP make_named_list(int n, char **names)
{
SEXP ans = PROTECT(allocVector(VECSXP, n)),
nms = PROTECT(allocVector(STRSXP, n));
int i;

for (i = 0; i < n; i++) SET_STRING_ELT(nms, i, mkChar(names[i]));
setAttrib(ans, R_NamesSymbol, nms);
UNPROTECT(2);
return ans;
}

static R_INLINE
int check_csc_index(const int p[], const int i[], int row, int col)
{
int k, k2 = p[col + 1];
/* use a linear search for now */
/* perhaps replace by bsearch later */
for (k = p[col]; k < k2; k++) {
if (i[k] == row) return k;
}
return -1;
}

/**
* Update a diagonal block
*
* @param ctab pointer to a blocked crosstabulation object
* @param j index of updating column
* @param i index of diagonal block to be updated
*/
static void diag_update(SEXP ctab, int j, int i)
{
SEXP db = VECTOR_ELT(ctab, Lind(i, i)),
jb = VECTOR_ELT(ctab, Lind(i, j));
SEXP dpp = GET_SLOT(db, Matrix_pSym),
jpp = GET_SLOT(jb, Matrix_pSym);
int *di = INTEGER(GET_SLOT(db, Matrix_iSym)),
*dp = INTEGER(dpp),
*ji = INTEGER(GET_SLOT(jb, Matrix_iSym)),
*jp = INTEGER(jpp),
dnc = length(dpp) - 1,
jnc = length(jpp) - 1;
int jj, extra;
/* bound the number of extra elements */
extra = 0;
for (jj = 0; jj < jnc; jj++) {
int k, kk, k2 = jp[jj + 1];
for (k = jp[jj]; k < k2; k++) {
for (kk = k; kk < k2; kk++) {
if (check_csc_index(dp, di, ji[k], ji[kk]) < 0) extra++;
}
}
}
if (!extra) return;
{
int pos, nnz = dp[dnc];
int ntot = nnz + extra;
int *Ai = Calloc(ntot, int),
*Ti = Calloc(ntot, int),
*Tj = Calloc(ntot, int);
double *Ax;

Memcpy(Ti, di, nnz);	/* make a copy of the row indices */
pos = 0;		/* fill in the column indices */
for (jj = 0; jj < dnc; jj++) {
int j2 = dp[jj + 1];
while (pos < j2) {
Tj[pos] = jj;
pos++;
}
}
/* add the extra elements */
for (jj = 0; jj < jnc; jj++) {
int k, kk, k2 = jp[jj + 1];
for (k = jp[jj]; k < k2; k++) {
for (kk = k; kk < k2; kk++) {
if (check_csc_index(dp, di, ji[k], ji[kk]) < 0) {
Ti[pos] = ji[k];
Tj[pos] = ji[kk];
pos++;
}
}
}
}
triplet_to_col(dnc, dnc, ntot, Ti, Tj, (double *) NULL,
dp, Ai, (double *) NULL);
nnz = dp[dnc];
SET_SLOT(db, Matrix_iSym, allocVector(INTSXP, nnz));
Memcpy(INTEGER(GET_SLOT(db, Matrix_iSym)), Ai, nnz);
SET_SLOT(db, Matrix_xSym, allocVector(REALSXP, nnz));
Ax = REAL(GET_SLOT(db, Matrix_xSym));
for (j = 0; j < nnz; j++) Ax[j] = 1.;
Free(Ai); Free(Ti); Free(Tj);
return;
}
}

/**
* Update a block
*
* @param ctab pointer to a blocked crosstabulation object
* @param j index of updating column
* @param k column index of block to be updated
* @param i row index of block to be updated (j < k <= i)
*/
static void block_update(SEXP ctab, int j, int k, int i)
{
SEXP tb = VECTOR_ELT(ctab, Lind(i, k)),
ib = VECTOR_ELT(ctab, Lind(i, j)),
kb = VECTOR_ELT(ctab, Lind(k, j));
SEXP tpp = GET_SLOT(tb, Matrix_pSym),
kpp = GET_SLOT(kb, Matrix_pSym);
int *ti = INTEGER(GET_SLOT(tb, Matrix_iSym)),
*tp = INTEGER(tpp),
*ii = INTEGER(GET_SLOT(ib, Matrix_iSym)),
*ip = INTEGER(GET_SLOT(ib, Matrix_pSym)),
*ki = INTEGER(GET_SLOT(kb, Matrix_iSym)),
*kp = INTEGER(kpp),
tnc = length(tpp) - 1,
knc = length(kpp) - 1;
int jj, extra;

if (k > i || j >= k)
error("i,j,k values of %d,%d,%d do not satisfy j < k <= i",
i, j, k);
/* bound the number of extra elements */
extra = 0;
for (jj = 0; jj < knc; jj++) {
int i1, kk, i2 = ip[jj + 1], k2 = kp[jj + 1];
for (kk = kp[jj]; kk < k2; kk++) {
for (i1 = ip[jj]; i1 < i2; i1++) {
if ((check_csc_index(tp, ti, ii[i1], ki[kk]) < 0) &&
/* only update upper triangle of
* diagonal blocks */
((k != i) || (ii[i1] <= ki[kk]))) extra++;
}
}
}
if (!extra) return;
{
int pos, nnz = tp[tnc];
int ntot = nnz + extra;
int *Ai = Calloc(ntot, int),
*Ti = Calloc(ntot, int),
*Tj = Calloc(ntot, int),
*Dims = INTEGER(GET_SLOT(tb, Matrix_DimSym));
double *Ax;

Memcpy(Ti, ti, nnz);	/* make a copy of the row indices */
for (pos = 0, jj = 0; jj < tnc; jj++) {	/* fill in the column indices */
int j2 = tp[jj + 1];
for (; pos < j2; pos++) Tj[pos] = jj;
}
/* add the extra elements */
for (jj = 0; jj < knc; jj++) {
int i1, kk, i2 = ip[jj + 1], k2 = kp[jj + 1];
for (kk = kp[jj]; kk < k2; kk++) {
for (i1 = ip[jj]; i1 < i2; i1++) {
if ((check_csc_index(tp, ti, ii[i1], ki[kk]) < 0) &&
((k != i) || (ii[i1] <= ki[kk]))) {
Ti[pos] = ii[i1];
Tj[pos] = ki[kk];
pos++;
}
}
}
}
triplet_to_col(Dims[0], Dims[1], ntot, Ti, Tj, (double *) NULL,
tp, Ai, (double *) NULL);
nnz = tp[tnc];
SET_SLOT(tb, Matrix_iSym, allocVector(INTSXP, nnz));
Memcpy(INTEGER(GET_SLOT(tb, Matrix_iSym)), Ai, nnz);
SET_SLOT(tb, Matrix_xSym, allocVector(REALSXP, nnz));
Ax = REAL(GET_SLOT(tb, Matrix_xSym));
for (j = 0; j < nnz; j++) Ax[j] = 1.;
Free(Ai); Free(Ti); Free(Tj);
return;
}
}

/**
* Permute the levels of one of the grouping factors in a bCrosstab object
*
* @param ctab Pointer to a bCrosstab object
* @param nf number of factors in ctab
* @param jj index (0-based) of the factor levels to permute
* @param ncj number of columns in level jj
* @param perm permutation (0-based) to apply
* @param pperm inverse of the permutation
*/
void bCrosstab_permute(SEXP ctab, int nf, int jj,
const int perm[], const int iperm[])
{
SEXP trip, ipt, jpt;
int j, nnz;

for (j = 0; j < nf; j++) {
int ind = (j < jj ? Lind(jj, j) : Lind(j, jj));
SEXP csc = VECTOR_ELT(ctab, ind);
int *Dims = INTEGER(GET_SLOT(csc, Matrix_DimSym));

trip = csc_to_triplet(csc);
ipt = GET_SLOT(trip, Matrix_iSym);
nnz = length(ipt);
jpt = GET_SLOT(trip, Matrix_jSym);
if (j <= jj) ind_permute(INTEGER(ipt), nnz, iperm);
if (j >= jj) ind_permute(INTEGER(jpt), nnz, iperm);
if (j == jj)
make_upper_triangular(INTEGER(ipt), INTEGER(jpt), nnz);
triplet_to_col(Dims[0], Dims[1], nnz, INTEGER(ipt),
INTEGER(jpt),
REAL(GET_SLOT(trip, Matrix_xSym)),
INTEGER(GET_SLOT(csc, Matrix_pSym)),
INTEGER(GET_SLOT(csc, Matrix_iSym)),
REAL(GET_SLOT(csc, Matrix_xSym)));
}
}

static void
factor_levels_permute(SEXP dest, SEXP src, const int perm[],
const int iperm[])
{
SEXP dlev = getAttrib(dest, R_LevelsSymbol),
slev = getAttrib(src, R_LevelsSymbol);
int nlev = length(dlev), flen = length(dest);
int *d = INTEGER(dest), *s = INTEGER(src), i;

if (length(slev) != nlev)
error("number of levels in src and dest must match");
if (length(src) != flen)
error("length of src and dest must match");
for (i = 0; i < nlev; i++)
SET_STRING_ELT(dlev, i, STRING_ELT(slev, perm[i]));
for (i = 0; i < flen; i++)
d[i] = 1 + iperm[s[i]-1];
}

SEXP bCrosstab_convert(SEXP bCtab)
{
char *anms[] = {"flist", "L", "Linv", "perm", "Parent"};
SEXP flist = VECTOR_ELT(bCtab, 0),
ctab = PROTECT(duplicate(VECTOR_ELT(bCtab, 1))),
ans = PROTECT(make_named_list(5, anms));
SEXP fcp, perm, L, Linv, Parent;
int ctbl = length(ctab), j, nf = length(flist);

if (ctbl != (nf*(nf + 1))/2)
error("length of ctab = %d is not permisable", ctbl);
SET_VECTOR_ELT(ans, 0, duplicate(flist));
SET_VECTOR_ELT(ans, 1, allocVector(VECSXP, ctbl));
SET_VECTOR_ELT(ans, 2, allocVector(VECSXP, nf));
SET_VECTOR_ELT(ans, 3, allocVector(VECSXP, nf));
SET_VECTOR_ELT(ans, 4, allocVector(VECSXP, nf));
fcp = VECTOR_ELT(ans, 0);
L = VECTOR_ELT(ans, 1);
setAttrib(L, R_NamesSymbol, duplicate(getAttrib(ctab, R_NamesSymbol)));
Linv = VECTOR_ELT(ans, 2);
setAttrib(Linv, R_NamesSymbol, duplicate(getAttrib(flist, R_NamesSymbol)));
perm = VECTOR_ELT(ans, 3);
setAttrib(perm, R_NamesSymbol, duplicate(getAttrib(flist, R_NamesSymbol)));
Parent = VECTOR_ELT(ans, 4);
setAttrib(Parent, R_NamesSymbol, duplicate(getAttrib(flist, R_NamesSymbol)));
for (j = 0; j < nf; j++) {
int dind = Lind(j, j), i, k;
SEXP ctd = VECTOR_ELT(ctab, dind); /* diagonal in crosstab */
SEXP Dimslot = GET_SLOT(ctd, Matrix_DimSym),
Linvj, Ljj, cpp = GET_SLOT(ctd, Matrix_pSym),
cip = GET_SLOT(ctd, Matrix_iSym);
int *Lp, *Linvp, *Perm, *cp = INTEGER(cpp),
*ci = INTEGER(cip), *parent,
ncj = length(cpp) - 1,
nnz = length(cip);
double *dtmp;

SET_VECTOR_ELT(Parent, j, allocVector(INTSXP, ncj));
parent = INTEGER(VECTOR_ELT(Parent, j));
SET_VECTOR_ELT(perm, j, allocVector(INTSXP, ncj));
Perm = INTEGER(VECTOR_ELT(perm, j));
SET_VECTOR_ELT(L, dind, NEW_OBJECT(MAKE_CLASS("cscMatrix")));
Ljj = VECTOR_ELT(L, dind);
SET_VECTOR_ELT(Linv, j, NEW_OBJECT(MAKE_CLASS("cscMatrix")));
Linvj = VECTOR_ELT(Linv, j);
SET_SLOT(Ljj, Matrix_DimSym, duplicate(Dimslot));
SET_SLOT(Linvj, Matrix_DimSym, duplicate(Dimslot));
SET_SLOT(Ljj, Matrix_factorization, allocVector(VECSXP, 0));
SET_SLOT(Linvj, Matrix_factorization, allocVector(VECSXP, 0));
SET_SLOT(Ljj, Matrix_pSym, allocVector(INTSXP, ncj + 1));
SET_SLOT(Linvj, Matrix_pSym, allocVector(INTSXP, ncj + 1));
Lp = INTEGER(GET_SLOT(Ljj, Matrix_pSym));
Linvp = INTEGER(GET_SLOT(Linvj, Matrix_pSym));
if (nnz > ncj) {	/* calculate fill-reducing permutation */
int *Li, *Lnz = Calloc(ncj, int), *tmp = Calloc(ncj, int), info;

ssc_metis_order(ncj, cp, ci, Perm, tmp);
/* apply to the crosstabulation */
bCrosstab_permute(ctab, nf, j, Perm, tmp);
/* apply to the factor */
factor_levels_permute(VECTOR_ELT(fcp, j),
VECTOR_ELT(flist, j), Perm, tmp);
/* symbolic analysis to get Parent */
ldl_symbolic(ncj, cp, ci, Lp, parent, Lnz, tmp,
(int *) NULL, (int *) NULL);
/* decompose the identity to get the row pointers */
dtmp = REAL(GET_SLOT(ctd, Matrix_xSym));
for (i = 0; i < nnz; i++) dtmp[i] = 0.; /* initialize */
/* diagonal el is last element in the column */
for (i = 0; i < ncj; i++) dtmp[cp[i+1] - 1] = 1.;
nnz = Lp[ncj];
SET_SLOT(Ljj, Matrix_iSym, allocVector(INTSXP, nnz));
SET_SLOT(Ljj, Matrix_xSym, allocVector(REALSXP, nnz));
info = ldl_numeric(ncj, cp, ci, dtmp, Lp, parent, Lnz,
INTEGER(GET_SLOT(Ljj, Matrix_iSym)),
REAL(GET_SLOT(Ljj, Matrix_xSym)),
(double *) R_alloc(ncj, sizeof(double)),	/* D */
(double *) R_alloc(ncj, sizeof(double)),	/* Y */
(int *) R_alloc(ncj, sizeof(int)),	/* Pattern */
(int *) R_alloc(ncj, sizeof(int)),	/* Flag */
(int *) NULL, (int *) NULL);
if (info < ncj) error("identity matrix is not positive definite?");
Free(Lnz); Free(tmp);
} else {
for (i = 0; i <= ncj; i++) {
Lp[i] = 0;
parent[i] = -1;
Perm[i] = i;
}
SET_SLOT(Ljj, Matrix_iSym, allocVector(INTSXP, 0));
SET_SLOT(Ljj, Matrix_xSym, allocVector(REALSXP, 0));
}
/* Derive the diagonal block of Linv */
nnz = parent_inv_ap(ncj, 0, parent, Linvp);
SET_SLOT(Linvj, Matrix_iSym, allocVector(INTSXP, nnz));
parent_inv_ai(ncj, 0, parent, INTEGER(GET_SLOT(Linvj, Matrix_iSym)));
SET_SLOT(Linvj, Matrix_xSym, allocVector(REALSXP, nnz));
dtmp = REAL(GET_SLOT(Linvj, Matrix_xSym));
for (i = 0; i < nnz; i++) dtmp[i] = 1.;
/* FIXME: Update any blocks below the diagonal in this column if necessary*/
for (k = j+1; k < nf; k++) { /* update remaining columns, if any */
for (i = k; i < nf; i++) block_update(ctab, j, k, i);
}
for (i= 0; i < j; i++) { /* copy blocks to the left */
SET_VECTOR_ELT(L, Lind(j,i), duplicate(VECTOR_ELT(ctab, Lind(j,i))));
}
}
UNPROTECT(2);
return ans;
}

```