dsyMatrix.c
#include "dsyMatrix.h"
SEXP symmetricMatrix_validate(SEXP obj)
{
SEXP val = GET_SLOT(obj, Matrix_DimSym);
if (LENGTH(val) < 2)
return mkString(_("'Dim' slot has length less than two"));
if (INTEGER(val)[0] != INTEGER(val)[1])
return mkString(_("Matrix is not square"));
if (isString(val = check_scalar_string(GET_SLOT(obj, Matrix_uploSym),
"LU", "uplo"))) return val;
return ScalarLogical(1);
}
SEXP dsyMatrix_validate(SEXP obj)
{
/* since "dsy" inherits from "symmetric", and "dMatrix", only need this:*/
return dense_nonpacked_validate(obj);
}
double get_norm_sy(SEXP obj, const char *typstr)
{
char typnm[] = {'\0', '\0'};
int *dims = INTEGER(GET_SLOT(obj, Matrix_DimSym));
double *work = (double *) NULL;
typnm[0] = norm_type(typstr);
if (*typnm == 'I' || *typnm == 'O') {
work = (double *) R_alloc(dims[0], sizeof(double));
}
return F77_CALL(dlansy)(typnm, uplo_P(obj),
dims, REAL(GET_SLOT(obj, Matrix_xSym)),
dims, work);
}
SEXP dsyMatrix_norm(SEXP obj, SEXP type)
{
return ScalarReal(get_norm_sy(obj, CHAR(asChar(type))));
}
SEXP dsyMatrix_rcond(SEXP obj, SEXP type)
{
SEXP trf = dsyMatrix_trf(obj);
char typnm[] = {'\0', '\0'};
int *dims = INTEGER(GET_SLOT(obj, Matrix_DimSym)), info;
double anorm = get_norm_sy(obj, "O");
double rcond;
typnm[0] = rcond_type(CHAR(asChar(type)));
F77_CALL(dsycon)(uplo_P(trf), dims,
REAL (GET_SLOT(trf, Matrix_xSym)), dims,
INTEGER(GET_SLOT(trf, Matrix_permSym)),
&anorm, &rcond,
(double *) R_alloc(2*dims[0], sizeof(double)),
(int *) R_alloc(dims[0], sizeof(int)), &info);
return ScalarReal(rcond);
}
SEXP dsyMatrix_solve(SEXP a)
{
SEXP trf = dsyMatrix_trf(a);
SEXP val = PROTECT(NEW_OBJECT(MAKE_CLASS("dsyMatrix")));
int *dims = INTEGER(GET_SLOT(trf, Matrix_DimSym)), info;
slot_dup(val, trf, Matrix_uploSym);
slot_dup(val, trf, Matrix_xSym);
slot_dup(val, trf, Matrix_DimSym);
F77_CALL(dsytri)(uplo_P(val), dims,
REAL(GET_SLOT(val, Matrix_xSym)), dims,
INTEGER(GET_SLOT(trf, Matrix_permSym)),
(double *) R_alloc((long) dims[0], sizeof(double)),
&info);
UNPROTECT(1);
return val;
}
SEXP dsyMatrix_matrix_solve(SEXP a, SEXP b)
{
SEXP trf = dsyMatrix_trf(a),
val = PROTECT(dup_mMatrix_as_dgeMatrix(b));
int *adims = INTEGER(GET_SLOT(a, Matrix_DimSym)),
*bdims = INTEGER(GET_SLOT(val, Matrix_DimSym)),
info;
if (*adims != *bdims || bdims[1] < 1 || *adims < 1)
error(_("Dimensions of system to be solved are inconsistent"));
F77_CALL(dsytrs)(uplo_P(trf), adims, bdims + 1,
REAL(GET_SLOT(trf, Matrix_xSym)), adims,
INTEGER(GET_SLOT(trf, Matrix_permSym)),
REAL(GET_SLOT(val, Matrix_xSym)),
bdims, &info);
UNPROTECT(1);
return val;
}
SEXP dsyMatrix_as_matrix(SEXP from, SEXP keep_dimnames)
{
int n = INTEGER(GET_SLOT(from, Matrix_DimSym))[0];
SEXP val = PROTECT(allocMatrix(REALSXP, n, n));
make_d_matrix_symmetric(Memcpy(REAL(val),
REAL(GET_SLOT(from, Matrix_xSym)), n * n),
from);
if(asLogical(keep_dimnames))
setAttrib(val, R_DimNamesSymbol, GET_SLOT(from, Matrix_DimNamesSym));
UNPROTECT(1);
return val;
}
SEXP dsyMatrix_matrix_mm(SEXP a, SEXP b, SEXP rtP)
{
SEXP val = PROTECT(dup_mMatrix_as_dgeMatrix(b));
int rt = asLogical(rtP); /* if(rt), compute b %*% a, else a %*% b */
int *adims = INTEGER(GET_SLOT(a, Matrix_DimSym)),
*bdims = INTEGER(GET_SLOT(val, Matrix_DimSym)),
m = bdims[0], n = bdims[1];
double one = 1., zero = 0.;
double *vx = REAL(GET_SLOT(val, Matrix_xSym));
double *bcp = Memcpy(Alloca(m * n, double), vx, m * n);
R_CheckStack();
if ((rt && n != adims[0]) || (!rt && m != adims[0]))
error(_("Matrices are not conformable for multiplication"));
if (m < 1 || n < 1)
error(_("Matrices with zero extents cannot be multiplied"));
F77_CALL(dsymm)(rt ? "R" :"L", uplo_P(a), &m, &n, &one,
REAL(GET_SLOT(a, Matrix_xSym)), adims, bcp,
&m, &zero, vx, &m);
UNPROTECT(1);
return val;
}
SEXP dsyMatrix_trf(SEXP x)
{
SEXP val = get_factors(x, "BunchKaufman"),
dimP = GET_SLOT(x, Matrix_DimSym),
uploP = GET_SLOT(x, Matrix_uploSym);
int *dims = INTEGER(dimP), *perm, info;
int lwork = -1, n = dims[0];
const char *uplo = CHAR(STRING_ELT(uploP, 0));
double tmp, *vx, *work;
if (val != R_NilValue) return val;
dims = INTEGER(dimP);
val = PROTECT(NEW_OBJECT(MAKE_CLASS("BunchKaufman")));
SET_SLOT(val, Matrix_uploSym, duplicate(uploP));
SET_SLOT(val, Matrix_diagSym, mkString("N"));
SET_SLOT(val, Matrix_DimSym, duplicate(dimP));
vx = REAL(ALLOC_SLOT(val, Matrix_xSym, REALSXP, n * n));
AZERO(vx, n * n);
F77_CALL(dlacpy)(uplo, &n, &n, REAL(GET_SLOT(x, Matrix_xSym)), &n, vx, &n);
perm = INTEGER(ALLOC_SLOT(val, Matrix_permSym, INTSXP, n));
F77_CALL(dsytrf)(uplo, &n, vx, &n, perm, &tmp, &lwork, &info);
lwork = (int) tmp;
work = Alloca(lwork, double);
R_CheckStack();
F77_CALL(dsytrf)(uplo, &n, vx, &n, perm, work, &lwork, &info);
if (info) error(_("Lapack routine dsytrf returned error code %d"), info);
UNPROTECT(1);
return set_factors(x, val, "BunchKaufman");
}
SEXP dsyMatrix_as_dspMatrix(SEXP from)
{
SEXP val = PROTECT(NEW_OBJECT(MAKE_CLASS("dspMatrix"))),
uplo = GET_SLOT(from, Matrix_uploSym),
dimP = GET_SLOT(from, Matrix_DimSym);
int n = *INTEGER(dimP);
SET_SLOT(val, Matrix_DimSym, duplicate(dimP));
SET_SLOT(val, Matrix_uploSym, duplicate(uplo));
full_to_packed_double(
REAL(ALLOC_SLOT(val, Matrix_xSym, REALSXP, (n*(n+1))/2)),
REAL(GET_SLOT(from, Matrix_xSym)), n,
*CHAR(STRING_ELT(uplo, 0)) == 'U' ? UPP : LOW, NUN);
SET_SLOT(val, Matrix_DimNamesSym,
duplicate(GET_SLOT(from, Matrix_DimNamesSym)));
UNPROTECT(1);
return val;
}