SCM

SCM Repository

[matrix] Diff of /pkg/src/dgeMatrix.c
ViewVC logotype

Diff of /pkg/src/dgeMatrix.c

Parent Directory Parent Directory | Revision Log Revision Log | View Patch Patch

pkg/src/geMatrix.c revision 461, Sat Jan 29 14:09:38 2005 UTC pkg/src/dgeMatrix.c revision 652, Wed Mar 16 01:08:36 2005 UTC
# Line 1  Line 1 
1  #include "geMatrix.h"  #include "dgeMatrix.h"
2    
3  SEXP geMatrix_validate(SEXP obj)  SEXP dgeMatrix_validate(SEXP obj)
4  {  {
5      SEXP x = GET_SLOT(obj, Matrix_xSym),      SEXP x = GET_SLOT(obj, Matrix_xSym),
6          Dim = GET_SLOT(obj, Matrix_DimSym),          Dim = GET_SLOT(obj, Matrix_DimSym),
7          fact = GET_SLOT(obj, Matrix_factorization),          fact = GET_SLOT(obj, Matrix_factorSym),
8          rc = GET_SLOT(obj, Matrix_rcondSym);          rc = GET_SLOT(obj, Matrix_rcondSym);
9      int m, n;      int m, n;
10    
11      if (length(Dim) != 2)      if (length(Dim) != 2)
12          return ScalarString(mkChar("Dim slot must have length 2"));          return mkString(_("Dim slot must have length 2"));
13      m = INTEGER(Dim)[0]; n = INTEGER(Dim)[1];      m = INTEGER(Dim)[0]; n = INTEGER(Dim)[1];
14      if (m < 0 || n < 0)      if (m < 0 || n < 0)
15          return ScalarString(mkChar("Negative value(s) in Dim"));          return mkString(_("Negative value(s) in Dim"));
16      if (length(x) != m * n)      if (length(x) != m * n)
17          return ScalarString(mkChar("length of x slot != prod(Dim)"));          return mkString(_("length of x slot != prod(Dim)"));
18        if (!isReal(x))
19            return mkString(_("x slot must be numeric \"double\""));
20      if (length(fact) > 0 && getAttrib(fact, R_NamesSymbol) == R_NilValue)      if (length(fact) > 0 && getAttrib(fact, R_NamesSymbol) == R_NilValue)
21          return ScalarString(mkChar("factorization slot must be named list"));          return mkString(_("factors slot must be named list"));
22      if (length(rc) > 0 && getAttrib(rc, R_NamesSymbol) == R_NilValue)      if (length(rc) > 0 && getAttrib(rc, R_NamesSymbol) == R_NilValue)
23          return ScalarString(mkChar("rcond slot must be named numeric vector"));          return mkString(_("rcond slot must be named numeric vector"));
24      return ScalarLogical(1);      return ScalarLogical(1);
25  }  }
26    
# Line 38  Line 40 
40                              dims, work);                              dims, work);
41  }  }
42    
43  SEXP geMatrix_norm(SEXP obj, SEXP type)  SEXP dgeMatrix_norm(SEXP obj, SEXP type)
44  {  {
45      return ScalarReal(get_norm(obj, CHAR(asChar(type))));      return ScalarReal(get_norm(obj, CHAR(asChar(type))));
46  }  }
# Line 52  Line 54 
54    
55      typnm[0] = rcond_type(typstr);      typnm[0] = rcond_type(typstr);
56      if (R_IsNA(rcond)) {      if (R_IsNA(rcond)) {
57          SEXP LU = geMatrix_LU(obj);          SEXP LU = dgeMatrix_LU(obj);
58          int *dims = INTEGER(GET_SLOT(LU, Matrix_DimSym)), info;          int *dims = INTEGER(GET_SLOT(LU, Matrix_DimSym)), info;
59          double anorm = get_norm(obj, typstr);          double anorm = get_norm(obj, typstr);
60    
61          if (dims[0] != dims[1] || dims[0] < 1)          if (dims[0] != dims[1] || dims[0] < 1)
62              error("rcond requires a square, non-empty matrix");              error(_("rcond requires a square, non-empty matrix"));
63          F77_CALL(dgecon)(typnm,          F77_CALL(dgecon)(typnm,
64                           dims, REAL(GET_SLOT(LU, Matrix_xSym)),                           dims, REAL(GET_SLOT(LU, Matrix_xSym)),
65                           dims, &anorm, &rcond,                           dims, &anorm, &rcond,
# Line 69  Line 71 
71      return rcond;      return rcond;
72  }  }
73    
74  SEXP geMatrix_rcond(SEXP obj, SEXP type)  SEXP dgeMatrix_rcond(SEXP obj, SEXP type)
75  {  {
76    return ScalarReal(set_rcond(obj, CHAR(asChar(type))));    return ScalarReal(set_rcond(obj, CHAR(asChar(type))));
77  }  }
78    
79  SEXP geMatrix_crossprod(SEXP x)  SEXP dgeMatrix_crossprod(SEXP x)
80  {  {
81      SEXP val = PROTECT(NEW_OBJECT(MAKE_CLASS("poMatrix")));      SEXP val = PROTECT(NEW_OBJECT(MAKE_CLASS("dpoMatrix")));
82      int *Dims = INTEGER(GET_SLOT(x, Matrix_DimSym)),      int *Dims = INTEGER(GET_SLOT(x, Matrix_DimSym)),
83          *vDims;          *vDims;
84      int i, n = Dims[1];      int i, n = Dims[1];
85      int nsqr = n * n;      int nsqr = n * n;
86      double one = 1.0, *xvals, zero = 0.0;      double one = 1.0, *xvals, zero = 0.0;
87    
88      SET_SLOT(val, Matrix_factorization, allocVector(VECSXP, 0));      SET_SLOT(val, Matrix_factorSym, allocVector(VECSXP, 0));
89      SET_SLOT(val, Matrix_rcondSym, allocVector(REALSXP, 0));      SET_SLOT(val, Matrix_rcondSym, allocVector(REALSXP, 0));
90      SET_SLOT(val, Matrix_uploSym, ScalarString(mkChar("U")));      SET_SLOT(val, Matrix_uploSym, mkString("U"));
91      SET_SLOT(val, Matrix_DimSym, allocVector(INTSXP, 2));      SET_SLOT(val, Matrix_DimSym, allocVector(INTSXP, 2));
92      vDims = INTEGER(GET_SLOT(val, Matrix_DimSym));      vDims = INTEGER(GET_SLOT(val, Matrix_DimSym));
93      vDims[0] = vDims[1] = n;      vDims[0] = vDims[1] = n;
# Line 99  Line 101 
101      return val;      return val;
102  }  }
103    
104  SEXP geMatrix_geMatrix_crossprod(SEXP x, SEXP y)  SEXP dgeMatrix_dgeMatrix_crossprod(SEXP x, SEXP y)
105  {  {
106      SEXP val = PROTECT(NEW_OBJECT(MAKE_CLASS("geMatrix")));      SEXP val = PROTECT(NEW_OBJECT(MAKE_CLASS("dgeMatrix")));
107      int *xDims = INTEGER(GET_SLOT(x, Matrix_DimSym)),      int *xDims = INTEGER(GET_SLOT(x, Matrix_DimSym)),
108          *yDims = INTEGER(GET_SLOT(y, Matrix_DimSym)),          *yDims = INTEGER(GET_SLOT(y, Matrix_DimSym)),
109          *vDims;          *vDims;
# Line 109  Line 111 
111      double one = 1.0, zero = 0.0;      double one = 1.0, zero = 0.0;
112    
113      SET_SLOT(val, Matrix_rcondSym, allocVector(REALSXP, 0));      SET_SLOT(val, Matrix_rcondSym, allocVector(REALSXP, 0));
114      SET_SLOT(val, Matrix_factorization, allocVector(VECSXP, 0));      SET_SLOT(val, Matrix_factorSym, allocVector(VECSXP, 0));
115      SET_SLOT(val, Matrix_DimSym, allocVector(INTSXP, 2));      SET_SLOT(val, Matrix_DimSym, allocVector(INTSXP, 2));
116      vDims = INTEGER(GET_SLOT(val, Matrix_DimSym));      vDims = INTEGER(GET_SLOT(val, Matrix_DimSym));
117      if ((*xDims) > 0 && (*yDims) > 0 && n > 0 && m > 0) {      if ((*xDims) > 0 && (*yDims) > 0 && n > 0 && m > 0) {
118          if (*xDims != *yDims)          if (*xDims != *yDims)
119              error("Dimensions of x and y are not compatible for crossprod");              error(_("Dimensions of x and y are not compatible for crossprod"));
120          vDims[0] = m; vDims[1] = n;          vDims[0] = m; vDims[1] = n;
121          SET_SLOT(val, Matrix_xSym, allocVector(REALSXP, m * n));          SET_SLOT(val, Matrix_xSym, allocVector(REALSXP, m * n));
122          F77_CALL(dgemm)("T", "N", xDims + 1, yDims + 1, xDims, &one,          F77_CALL(dgemm)("T", "N", xDims + 1, yDims + 1, xDims, &one,
# Line 127  Line 129 
129      return val;      return val;
130  }  }
131    
132  SEXP geMatrix_matrix_crossprod(SEXP x, SEXP y)  SEXP dgeMatrix_matrix_crossprod(SEXP x, SEXP y)
133  {  {
134      SEXP val = PROTECT(NEW_OBJECT(MAKE_CLASS("geMatrix")));      SEXP val = PROTECT(NEW_OBJECT(MAKE_CLASS("dgeMatrix")));
135      int *xDims = INTEGER(GET_SLOT(x, Matrix_DimSym)),      int *xDims = INTEGER(GET_SLOT(x, Matrix_DimSym)),
136          *yDims = INTEGER(getAttrib(y, R_DimSymbol)),          *yDims = INTEGER(getAttrib(y, R_DimSymbol)),
137          *vDims;          *vDims;
# Line 137  Line 139 
139      double one = 1.0, zero = 0.0;      double one = 1.0, zero = 0.0;
140    
141      if (!(isMatrix(y) && isReal(y)))      if (!(isMatrix(y) && isReal(y)))
142          error("Argument y must be a numeric (real) matrix");          error(_("Argument y must be a numeric (real) matrix"));
143      SET_SLOT(val, Matrix_rcondSym, allocVector(REALSXP, 0));      SET_SLOT(val, Matrix_rcondSym, allocVector(REALSXP, 0));
144      SET_SLOT(val, Matrix_factorization, allocVector(VECSXP, 0));      SET_SLOT(val, Matrix_factorSym, allocVector(VECSXP, 0));
145      SET_SLOT(val, Matrix_DimSym, allocVector(INTSXP, 2));      SET_SLOT(val, Matrix_DimSym, allocVector(INTSXP, 2));
146      vDims = INTEGER(GET_SLOT(val, Matrix_DimSym));      vDims = INTEGER(GET_SLOT(val, Matrix_DimSym));
147      if ((*xDims) > 0 && (*yDims) > 0 && n > 0 && m > 0) {      if ((*xDims) > 0 && (*yDims) > 0 && n > 0 && m > 0) {
148          if (*xDims != *yDims)          if (*xDims != *yDims)
149              error("Dimensions of x and y are not compatible for crossprod");              error(_("Dimensions of x and y are not compatible for crossprod"));
150          vDims[0] = m; vDims[1] = n;          vDims[0] = m; vDims[1] = n;
151          SET_SLOT(val, Matrix_xSym, allocVector(REALSXP, m * n));          SET_SLOT(val, Matrix_xSym, allocVector(REALSXP, m * n));
152          F77_CALL(dgemm)("T", "N", xDims + 1, yDims + 1, xDims, &one,          F77_CALL(dgemm)("T", "N", xDims + 1, yDims + 1, xDims, &one,
# Line 157  Line 159 
159      return val;      return val;
160  }  }
161    
162  SEXP geMatrix_getDiag(SEXP x)  SEXP dgeMatrix_getDiag(SEXP x)
163  {  {
164      int *dims = INTEGER(GET_SLOT(x, Matrix_DimSym));      int *dims = INTEGER(GET_SLOT(x, Matrix_DimSym));
165      int i, m = dims[0], nret = (m < dims[1]) ? m : dims[1];      int i, m = dims[0], nret = (m < dims[1]) ? m : dims[1];
# Line 171  Line 173 
173      return ret;      return ret;
174  }  }
175    
176  SEXP geMatrix_LU(SEXP x)  SEXP dgeMatrix_LU(SEXP x)
177  {  {
178      SEXP val = get_factorization(x, "LU");      SEXP val = get_factors(x, "LU");
179      int *dims, npiv, info;      int *dims, npiv, info;
180    
181      if (val != R_NilValue) return val;      if (val != R_NilValue) return val;
182      dims = INTEGER(GET_SLOT(x, Matrix_DimSym));      dims = INTEGER(GET_SLOT(x, Matrix_DimSym));
183      if (dims[0] < 1 || dims[1] < 1)      if (dims[0] < 1 || dims[1] < 1)
184          error("Cannot factor a matrix with zero extents");          error(_("Cannot factor a matrix with zero extents"));
185      npiv = (dims[0] <dims[1]) ? dims[0] : dims[1];      npiv = (dims[0] <dims[1]) ? dims[0] : dims[1];
186      val = PROTECT(NEW_OBJECT(MAKE_CLASS("LU")));      val = PROTECT(NEW_OBJECT(MAKE_CLASS("LU")));
187      SET_SLOT(val, Matrix_xSym, duplicate(GET_SLOT(x, Matrix_xSym)));      SET_SLOT(val, Matrix_xSym, duplicate(GET_SLOT(x, Matrix_xSym)));
188      SET_SLOT(val, Matrix_DimSym, duplicate(GET_SLOT(x, Matrix_DimSym)));      SET_SLOT(val, Matrix_DimSym, duplicate(GET_SLOT(x, Matrix_DimSym)));
     SET_SLOT(val, install("pivot"), allocVector(INTSXP, npiv));  
189      F77_CALL(dgetrf)(dims, dims + 1, REAL(GET_SLOT(val, Matrix_xSym)),      F77_CALL(dgetrf)(dims, dims + 1, REAL(GET_SLOT(val, Matrix_xSym)),
190                       dims, INTEGER(GET_SLOT(val, install("pivot"))),                       dims,
191                         INTEGER(ALLOC_SLOT(val, Matrix_permSym, INTSXP, npiv)),
192                       &info);                       &info);
193      if (info) error("Lapack routine dgetrf returned error code %d", info);      if (info)
194            error(_("Lapack routine %s returned error code %d"), "dgetrf", info);
195      UNPROTECT(1);      UNPROTECT(1);
196      return set_factorization(x, val, "LU");      return set_factors(x, val, "LU");
197  }  }
198    
199  SEXP geMatrix_determinant(SEXP x, SEXP logarithm)  SEXP dgeMatrix_determinant(SEXP x, SEXP logarithm)
200  {  {
201      int lg = asLogical(logarithm);      int lg = asLogical(logarithm);
202      SEXP lu = geMatrix_LU(x);      SEXP lu = dgeMatrix_LU(x);
203      int *dims = INTEGER(GET_SLOT(lu, Matrix_DimSym)),      int *dims = INTEGER(GET_SLOT(lu, Matrix_DimSym)),
204          *jpvt = INTEGER(GET_SLOT(lu, install("pivot"))),          *jpvt = INTEGER(GET_SLOT(lu, Matrix_permSym)),
205          i, n = dims[0], sign = 1;          i, n = dims[0], sign = 1;
206      double *luvals = REAL(GET_SLOT(lu, Matrix_xSym)), modulus;      double *luvals = REAL(GET_SLOT(lu, Matrix_xSym)), modulus;
207    
208      if (n != dims[1])      if (n != dims[1])
209          error("Determinant requires a square matrix");          error(_("Determinant requires a square matrix"));
210      for (i = 0; i < n; i++) if (jpvt[i] != (i + 1)) sign = -sign;      for (i = 0; i < n; i++) if (jpvt[i] != (i + 1)) sign = -sign;
211      if (lg) {      if (lg) {
212          modulus = 0.0;          modulus = 0.0;
# Line 224  Line 227 
227      return as_det_obj(modulus, lg, sign);      return as_det_obj(modulus, lg, sign);
228  }  }
229    
230  SEXP geMatrix_solve(SEXP a)  SEXP dgeMatrix_solve(SEXP a)
231  {  {
232      SEXP val = PROTECT(NEW_OBJECT(MAKE_CLASS("geMatrix"))),      SEXP val = PROTECT(NEW_OBJECT(MAKE_CLASS("dgeMatrix"))),
233          lu = geMatrix_LU(a);          lu = dgeMatrix_LU(a);
234      int *dims = INTEGER(GET_SLOT(lu, Matrix_DimSym)),      int *dims = INTEGER(GET_SLOT(lu, Matrix_DimSym)),
235          *pivot = INTEGER(GET_SLOT(lu, install("pivot")));          *pivot = INTEGER(GET_SLOT(lu, Matrix_permSym));
236      double *x, tmp;      double *x, tmp;
237      int info, lwork = -1;      int info, lwork = -1;
238    
239    
240      if (dims[0] != dims[1]) error("Solve requires a square matrix");      if (dims[0] != dims[1]) error(_("Solve requires a square matrix"));
     SET_SLOT(val, Matrix_rcondSym, allocVector(REALSXP, 0));  
     SET_SLOT(val, Matrix_factorization, allocVector(VECSXP, 0));  
241      SET_SLOT(val, Matrix_xSym, duplicate(GET_SLOT(lu, Matrix_xSym)));      SET_SLOT(val, Matrix_xSym, duplicate(GET_SLOT(lu, Matrix_xSym)));
242      x = REAL(GET_SLOT(val, Matrix_xSym));      x = REAL(GET_SLOT(val, Matrix_xSym));
243      SET_SLOT(val, Matrix_DimSym, duplicate(GET_SLOT(lu, Matrix_DimSym)));      SET_SLOT(val, Matrix_DimSym, duplicate(GET_SLOT(lu, Matrix_DimSym)));
# Line 249  Line 250 
250      return val;      return val;
251  }  }
252    
253  SEXP geMatrix_geMatrix_mm(SEXP a, SEXP b)  SEXP dgeMatrix_matrix_solve(SEXP a, SEXP b, SEXP classed)
254    {
255        int cl = asLogical(classed);
256        SEXP val = PROTECT(NEW_OBJECT(MAKE_CLASS("dgeMatrix"))),
257            lu = dgeMatrix_LU(a);
258        int *adims = INTEGER(GET_SLOT(lu, Matrix_DimSym)),
259            *bdims = INTEGER(cl ? GET_SLOT(b, Matrix_DimSym) :
260                             getAttrib(b, R_DimSymbol));
261        int info, n = bdims[0], nrhs = bdims[1];
262        int sz = n * nrhs;
263    
264        if (*adims != *bdims || bdims[1] < 1 || *adims < 1 || *adims != adims[1])
265            error(_("Dimensions of system to be solved are inconsistent"));
266        Memcpy(INTEGER(ALLOC_SLOT(val, Matrix_DimSym, INTSXP, 2)), bdims, 2);
267        F77_CALL(dgetrs)("N", &n, &nrhs, REAL(GET_SLOT(val, Matrix_xSym)), &n,
268                         INTEGER(GET_SLOT(lu, Matrix_permSym)),
269                         Memcpy(REAL(ALLOC_SLOT(val, Matrix_xSym, REALSXP, sz)),
270                                REAL(cl ? GET_SLOT(b, Matrix_xSym):b), sz),
271                         &n, &info);
272        UNPROTECT(1);
273        return val;
274    }
275    
276    SEXP dgeMatrix_matrix_mm(SEXP a, SEXP b, SEXP classed, SEXP right)
277  {  {
278        int cl = asLogical(classed), rt = asLogical(right);
279        SEXP val = PROTECT(NEW_OBJECT(MAKE_CLASS("dgeMatrix")));
280      int *adims = INTEGER(GET_SLOT(a, Matrix_DimSym)),      int *adims = INTEGER(GET_SLOT(a, Matrix_DimSym)),
281          *bdims = INTEGER(GET_SLOT(b, Matrix_DimSym)),          *bdims = INTEGER(cl ? GET_SLOT(b, Matrix_DimSym) :
282          *cdims,                           getAttrib(b, R_DimSymbol)),
283          m = adims[0], n = bdims[1], k = adims[1];          *cdims = INTEGER(ALLOC_SLOT(val, Matrix_DimSym, INTSXP, 2));
     SEXP val = PROTECT(NEW_OBJECT(MAKE_CLASS("geMatrix")));  
     char *trans = "N";  
284      double one = 1., zero = 0.;      double one = 1., zero = 0.;
285    
286        if (asLogical(right)) {
287            int m = bdims[0], n = adims[1], k = bdims[1];
288            if (adims[0] != k)
289                error(_("Matrices are not conformable for multiplication"));
290            if (m < 1 || n < 1 || k < 1)
291                error(_("Matrices with zero extents cannot be multiplied"));
292            cdims[0] = m; cdims[1] = n;
293            F77_CALL(dgemm) ("N", "N", &m, &n, &k, &one,
294                             REAL(cl ? GET_SLOT(b, Matrix_xSym) : b), &m,
295                             REAL(GET_SLOT(a, Matrix_xSym)), &k, &zero,
296                             REAL(ALLOC_SLOT(val, Matrix_xSym, REALSXP, m * n)),
297                             &m);
298        } else {
299            int m = adims[0], n = bdims[1], k = adims[1];
300    
301      if (bdims[0] != k)      if (bdims[0] != k)
302          error("Matrices are not conformable for multiplication");              error(_("Matrices are not conformable for multiplication"));
303      if (m < 1 || n < 1 || k < 1)      if (m < 1 || n < 1 || k < 1)
304          error("Matrices with zero extents cannot be multiplied");              error(_("Matrices with zero extents cannot be multiplied"));
     SET_SLOT(val, Matrix_rcondSym, allocVector(REALSXP, 0));  
     SET_SLOT(val, Matrix_factorization, allocVector(VECSXP, 0));  
     SET_SLOT(val, Matrix_xSym, allocVector(REALSXP, m * n));  
     SET_SLOT(val, Matrix_DimSym, allocVector(INTSXP, 2));  
     cdims = INTEGER(GET_SLOT(val, Matrix_DimSym));  
305      cdims[0] = m; cdims[1] = n;      cdims[0] = m; cdims[1] = n;
306      F77_CALL(dgemm)(trans, trans, adims, bdims+1, bdims, &one,          F77_CALL(dgemm)
307                      REAL(GET_SLOT(a, Matrix_xSym)), adims,              ("N", "N", &m, &n, &k, &one, REAL(GET_SLOT(a, Matrix_xSym)),
308                      REAL(GET_SLOT(b, Matrix_xSym)), bdims,               &m, REAL(cl ? GET_SLOT(b, Matrix_xSym) : b), &k, &zero,
309                      &zero, REAL(GET_SLOT(val, Matrix_xSym)), adims);               REAL(ALLOC_SLOT(val, Matrix_xSym, REALSXP, m * n)), &m);
310        }
311      UNPROTECT(1);      UNPROTECT(1);
312      return val;      return val;
313  }  }
314    
315  SEXP geMatrix_svd(SEXP x, SEXP nnu, SEXP nnv)  
316    SEXP dgeMatrix_svd(SEXP x, SEXP nnu, SEXP nnv)
317  {  {
318      int /* nu = asInteger(nnu),      int /* nu = asInteger(nnu),
319             nv = asInteger(nnv), */             nv = asInteger(nnv), */
# Line 342  Line 378 
378   *   *
379   * @return matrix exponential of x   * @return matrix exponential of x
380   */   */
381  SEXP geMatrix_exp(SEXP x)  SEXP dgeMatrix_exp(SEXP x)
382  {  {
383      SEXP val = PROTECT(duplicate(x));      SEXP val = PROTECT(duplicate(x));
384      int *Dims = INTEGER(GET_SLOT(x, Matrix_DimSym));      int *Dims = INTEGER(GET_SLOT(x, Matrix_DimSym));
# Line 359  Line 395 
395          one = 1., trshift, zero = 0.;          one = 1., trshift, zero = 0.;
396    
397      if (nc < 1 || Dims[0] != nc)      if (nc < 1 || Dims[0] != nc)
398          error("Matrix exponential requires square, non-null matrix");          error(_("Matrix exponential requires square, non-null matrix"));
399    
400      /* FIXME: Add special treatment for nc == 1 */      /* FIXME: Add special treatment for nc == 1 */
401    
# Line 373  Line 409 
409    
410      /* Preconditioning 2. Balancing with dgebal. */      /* Preconditioning 2. Balancing with dgebal. */
411      F77_CALL(dgebal)("P", &nc, v, &nc, &ilo, &ihi, perm, &j);      F77_CALL(dgebal)("P", &nc, v, &nc, &ilo, &ihi, perm, &j);
412      if (j) error("geMatrix_exp: LAPACK routine dgebal returned %d", j);      if (j) error(_("dgeMatrix_exp: LAPACK routine dgebal returned %d"), j);
413      F77_CALL(dgebal)("S", &nc, v, &nc, &ilos, &ihis, scale, &j);      F77_CALL(dgebal)("S", &nc, v, &nc, &ilos, &ihis, scale, &j);
414      if (j) error("geMatrix_exp: LAPACK routine dgebal returned %d", j);      if (j) error(_("dgeMatrix_exp: LAPACK routine dgebal returned %d"), j);
415    
416      /* Preconditioning 3. Scaling according to infinity norm */      /* Preconditioning 3. Scaling according to infinity norm */
417      inf_norm = F77_CALL(dlange)("I", &nc, &nc, v, &nc, work);      inf_norm = F77_CALL(dlange)("I", &nc, &nc, v, &nc, work);
# Line 413  Line 449 
449    
450      /* Pade' approximation is solve(dpp, npp) */      /* Pade' approximation is solve(dpp, npp) */
451      F77_CALL(dgetrf)(&nc, &nc, dpp, &nc, pivot, &j);      F77_CALL(dgetrf)(&nc, &nc, dpp, &nc, pivot, &j);
452      if (j) error("geMatrix_exp: dgetrf returned error code %d", j);      if (j) error(_("dgeMatrix_exp: dgetrf returned error code %d"), j);
453      F77_CALL(dgetrs)("N", &nc, &nc, dpp, &nc, pivot, npp, &nc, &j);      F77_CALL(dgetrs)("N", &nc, &nc, dpp, &nc, pivot, npp, &nc, &j);
454      if (j) error("geMatrix_exp: dgetrs returned error code %d", j);      if (j) error(_("dgeMatrix_exp: dgetrs returned error code %d"), j);
455      Memcpy(v, npp, ncsqr);      Memcpy(v, npp, ncsqr);
456    
457      /* Now undo all of the preconditioning */      /* Now undo all of the preconditioning */
# Line 465  Line 501 
501      UNPROTECT(1);      UNPROTECT(1);
502      return val;      return val;
503  }  }
504    
505    SEXP dgeMatrix_Schur(SEXP x, SEXP vectors)
506    {
507        int *dims = INTEGER(GET_SLOT(x, Matrix_DimSym));
508        int vecs = asLogical(vectors), info, izero = 0, lwork = -1, n = dims[0];
509        double *work, tmp;
510        char *nms[] = {"WR", "WI", "T", "Z", ""};
511        SEXP val = PROTECT(Matrix_make_named(VECSXP, nms));
512    
513        if (n != dims[1] || n < 1)
514            error(_("dgeMatrix_Schur: argument x must be a non-null square matrix"));
515        SET_VECTOR_ELT(val, 0, allocVector(REALSXP, n));
516        SET_VECTOR_ELT(val, 1, allocVector(REALSXP, n));
517        SET_VECTOR_ELT(val, 2, allocMatrix(REALSXP, n, n));
518        Memcpy(REAL(VECTOR_ELT(val, 2)), REAL(GET_SLOT(x, Matrix_xSym)), n * n);
519        SET_VECTOR_ELT(val, 3, allocMatrix(REALSXP, vecs ? n : 0, vecs ? n : 0));
520        F77_CALL(dgees)(vecs ? "V" : "N", "N", NULL, dims, (double *) NULL, dims, &izero,
521                        (double *) NULL, (double *) NULL, (double *) NULL, dims,
522                        &tmp, &lwork, (int *) NULL, &info);
523        if (info) error(_("dgeMatrix_Schur: first call to dgees failed"));
524        lwork = (int) tmp;
525        work = Calloc(lwork, double);
526        F77_CALL(dgees)(vecs ? "V" : "N", "N", NULL, dims, REAL(VECTOR_ELT(val, 2)), dims,
527                        &izero, REAL(VECTOR_ELT(val, 0)), REAL(VECTOR_ELT(val, 1)),
528                        REAL(VECTOR_ELT(val, 3)), dims, work, &lwork,
529                        (int *) NULL, &info);
530        if (info) error(_("dgeMatrix_Schur: dgees returned code %d"), info);
531        Free(work);
532        UNPROTECT(1);
533        return val;
534    }

Legend:
Removed from v.461  
changed lines
  Added in v.652

root@r-forge.r-project.org
ViewVC Help
Powered by ViewVC 1.0.0  
Thanks to:
Vienna University of Economics and Business Powered By FusionForge