##-*- mode: org -*- * Very *Urgent* ** DONE as(m, "sparseMatrix") must work when length(m) > max.int for 'matrix' m --> see SM (3e6 x 1023) ex. in tests/Simple.R ** TODO Using "long vectors" (i.e. 64 bit indices vectors) in CHOLMOD --> cholmod_l_*() *** e.g. segfault in crossprod() Csparse_crossprod -> cholmod_att() * *Urgent* in some sense --------------------------------------------------- ** DONE qr.coef() has *wrong* (column)names, even in full-rank case: see man/qr-methods.Rd ("FIXME"); maybe related to ** DONE qr.R(), qrR() etc have *wrong* currently *lose* column/row names {compared to base R's qr.R}, see, drop0(R. <- qr.R(qx), tol=1e-15) # columns are int b1 c1 c2 b2 c3 {in man/qr-methods.Rd} ** DONE should as.matrix() eventually become a no-op, as for Rmpfr::"mpfrMatrix" ?? -- *NO!* *** Big advantages: **** 1) Functions such as base::scale.default() will work automagically **** 2) If sM <- as.matrix() .. then identical(as.matrix(sM) , sM) -- not currently !! *** Bigger drawbacks: Really I have to define Matrix methods for base functions that just worked perfectly via as.matrix **** 1a) eigen() base::eigen uses as.matrix() = asRbasematrix(); is not generic; called from nearPD() ==> I've introduced "Matrix" S4 methods (and hence made eigen() S4 generic) **** 1b) svd() same as eigen(); also called from norm(*, "2") {as eigen()} would also need "Matrix" S4 methods **** 1c) qr() needs additional dgeMatrix methods (as base::qr.default uses as.matrix()) and now warns, also, e.g., from rcond() **** 2) base :: lower.tri() and upper.tri() also use as.matrix() but are not generic => would need to make them S4 genric ***** for now: just redefinition in inst/test-tools-Matrix.R notably for CheckMatrix(), but also for use in diverse ./tests/*.R. ***** For R-devel (-> 3.5.0 in April 2018): lower.tri() / upper.tri() do *not* use as.matrix() **** 3) Documented in more than one place that base functions work thanks to as.matrix() *** How to go there: For a while as.matrix() should give deprecation warning: use as(*,"matrix") and ---- give substitute .asmatrix(), but that's not faster; simply calls as(*,"matrix") **** In R/Auxiliaries.R .Matrix.avoiding.as.matrix <- TRUE -- for experiments only **** turn off warning via options(Matrix.quiet.as.matrix = TRUE) ** TODO sparse2int() using a X[...] * Y[...] construct which is too large --> Matrix bug #1330: *** See FIXME in ./R/spModels.R and https://r-forge.r-project.org/tracker/index.php?func=detail&aid=1330&group_id=61&atid=294 ** TODO S[sel,] and S[,sel] <- value should work for sparse S and NA-containing sel. ** TODO nnzero() is too slow for a large CsparseMatrix ** TODO sparse.model.matrix(.) bug with NA's & na.action = "na.pass" => ~/R/MM/Pkg-ex/Matrix/sparse.model-bugs_EB.R ** TODO sparse.model.matrix(~ poly(x,3)) gives wrong column names => ~/R/MM/Pkg-ex/Matrix/sparse.model-bugs_EB.R ** TODO lu() should preserve dimnames in a way such that lu(A) ~= PLU =.= A can rebuild A. R/ ** TODO M[] indexing should work (but with a warning: use *dense*!) ** TODO doxygen (seed inst/Doxyfile and ../../www/doxygen/UPDATE_me.sh) now _fails_ partly, e.g., for ------- e.g., for src/Csparse.c, Csp_dense_products(...) around lines 600 ** TODO src/CHOLMOD/MatrixOps/cholmod_symmetry.c is "cool" and fast; Definitely should use it for solve() {it seems MATLAB does}; alternatively also is_sym() [in src/cs_utils.c], see below. ** TODO diagonalMatrix inherits from sparseMatrix, *BUT* "ddiMatrix" does not inherit from "dsparseMatrix", nor does "ldiMatrix" from "lparseMatrix". Seems an undesirable inconsistency. Try changing setClass("ddiMatrix", contains = c("diagonalMatrix", "dMatrix")) to setClass("ddiMatrix", contains = c("diagonalMatrix", "dsparseMatrix")) ** TODO Look at Paul Bailey's problem -- CHOLMOD error (even seg.fault for him) --> ~/R/MM/Pkg-ex/Matrix/sparseOrderedLogit.R ** TODO BunchKaufman() [and Schur()] should also get a "matrix" method, so people like RP may stop whining about its non-availability in "base R" (2015-07-09) ** TODO BunchKaufman()'s result is not really useful yet {but it is used on C level e.g. for solve(). Should define expand() method or similar, see man/BunchKaufman-methods.Rd and R/dsyMatrix.R (at end). ** TODO src/cs_utils.c : I think is_sym() [only used in Matrix_cs_to_SEXP()] can be made sped up: leave the for loops, as soon as is_lower == is_upper == 0. ** TODO kronecker(, ) should return symmetricMatrix, notably when one of the arguments is diagonal ** DONE as(, "CsparseMatrix") -> dense_to_Csparse() is inefficient: it first *copies* the matrix to a dgeMatrix {re-allocating!}, then goes to sparse via cholmod_(l_)dense_to_sparse. ==> *** DONE Do this directly in C (also working around "too long // segfault problem we have there): matrix_to_Csparse() plus .m2dgC() etc R short cuts ** TODO extend C's matrix_to_Csparse() to optionally check for diagonal, (upper or lower) triangular, and/or symmetric case ** DONE %*% , crossprod() & tcrossprod() often return a pattern, i.e., nsparseMatrix as well *because* cholmod_ssmult() just does that even if only *one* of the two matrices is a pattern matrix. The latter case is really wrong. The above behavior seems many years old.. and sometimes is interesting and good, using Boolean arithmetic: T+T := T|T = T For 1.2-0, changed the result to return *numeric* when *one* of the two matrices is not nsparse. ==> Provide the previous functionality via a Matrix package R function: ==> We've introduced '%&%' for Matrix 1.2-0 and 'boolArith = TRUE' for crossprod/tcrossprod. ** TODO (%*% (t)crossprod, see above) Should we always return *numeric*, i.e., behave the same as for 'ndenseMatrix' or 'lsparseMatrix' or traditional logical matrices? ** DONE norm(matrix(1:4,2), type="2") should work as in base __AND__ we shold support type="2" (-> svd()) ** DONE [t]crossprod() could/should become more lenient with *vector*s: adapt R-devel (= R 3.2.0)'s rules: see misc/products-Mv.R and *.Rout -- now tests/matprod.R ("3.2.0") *** DONE for sparseVector o (sparse)vector *** DONE consider analagous changes to base-R ** DONE m %*% M (crossprod, ..) with 0-dim. result give garbage ** DONE M[i,j] should *not* drop dimnames (R-forge bug 2556, see ~/R/MM/Pkg-ex/Matrix/dimnames-prod.R) ** DONE "Math"/"Math2" *fail* entirely for sparseVectors ** DONE rbind2(, ) did not work, now is completely wrong !! (e.g. , ) * New smallish ideas, relatively urgent for MM ----------------------------- ** DONE generalize new "indMatrix" class, to allow 0 repetitions of some samples, i.e., columns of all 0 s. It's mathematically more natural --> typically will be useful. ** DONE polnish translation (e-mail!) ** DONE FIXME(2) and (3) in R/products.R: t(.Call(Csparse_dense_*)) ** TODO cor() and cov() at least for y=NULL ("no y"). -> ~/R/MM/Pkg-ex/Matrix/cor_sparse-propos.R <- http://stackoverflow.com/questions/5888287/ -> ~/R/MM/Pkg-ex/Matrix/cor_cos.R and ~/R/MM/Pkg-ex/Matrix/cor_cos_testing Provide cor.sparse() and other association measures for sparse matrices. ** TODO Add larger collection of *random matrix generator* functions, typically *sparse* ones: Have rsparseMatrix() [exported] already; then rspMat(), rUnitTri(), mkLDL() [!] in inst/test-tools-Matrix.R ; then, e.g., rBlockTri() in man/bdiag.Rd. (man/* ?; tests/* ) ** TODO port isSeq() to C [ R/Auxiliaries.R ] ** TODO Investigate the "band changing (and getting) ideas 'band<-' etc, from Jeremy D Silver, per posts to R-devel on Aug.26,2011 {MM: ~/R/MM/Pkg-ex/Matrix/bands-Jeremy_Silver-ex.R } *** TODO Similarly (maybe covered by his suggestion?): provide *inverse* of bandSparse() in the sense that if 'dg.mat' is a ("LINPACK/EISPACK"-format) dense (n x K) matrix containing K diagonals, and BS <- bandSparse(.., diagonals=dg.mat); dg.m <- getbands(BS,..) would exactly return the 'dg.mat' matrix. ** TODO finalize and activate the _unused_ code in src/t_sparseVector.c ** TODO cbind2() / rbind2() for sparseMatrices: dimnames propagation should happen in C, see R/bind2.R and src/Csparse.c (Csparse_horzcat etc). ** TODO use getOption("Matrix.quiet") in more places [--> less messages/warnings] ** DONE Check for DimNames propagation in coercion and other operations. *** DONE for (%*%, crossprod, tcrossprod), now systematically checked in tests/matprod.R *** DONE For colSums(), rowSums() [R-forge bug # 6018] --> 'FIXME' in R/colSums.R ** TODO Report the problem in the Linux ldexp manual page. The second and third calls in the Synopsis should be to ldexpf and ldexpl. ** TODO provide methods for "dspMatrix" and "dppMatrix"! 2012-07: DONE with Ops, etc, also pack() / unpack(); not yet: "Math" ** TODO "corMatrix" extends "dpoMatrix".. -- but we miss a *packed* corMatrix: "copMatrix" or "crpMatrix" (well, this is "related to" the fact that we do not have too many packed matrix methods). ** TODO combine the C functions for multiplication by special forms and solution wrt special forms by using a 'right' argument and a 'classed' argument. [done with dgeMatrix_matrix_mm(); not yet for other classes; and for _crossprod()] ** DONE Cache '@factors' components also from R, e.g., for "Tsparse.." via .set.factors() ** TODO chol() and Cholesky() caching unfinished: the *name* [Ss][Pp][Dd]Cholesky depends on (perm, LDL, super) arguments: *** DONE .chkName.CHM(name, perm, LDL, super) and .CHM.factor.name() *** TODO use the above ** TODO partly DONE; new arg 'cache=FALSE': allow cache=FALSE to disable the caching ** TODO 0-based vs 1-based indexing: grep -nHE -e '[01]-(orig|ind|base)' *.R Can I find a *uniform* language '1-based indexing' or '0-origin indexing' ? *** More systemtic possible via new argumnet 'orig_1' in m_encodeInd(), m_encodeInd2() -> src/Mutils.c * Generalization of Existing Classes and Methods --------------------------- ** DONE "Math2" , "Math", "Summary": keep diagonal, triangular and symmetric Matrices when appropriate: particularly desirable for "Math2": round(), signif() ** TODO "Arith" (and Ops ?): keep diagonal, triangular and symmetric Matrices where appropr. ** TODO For triangular matrices, ensure the four rules of "triangular matrix algebra" (Golub+Van Loan 1996, 3.1.8, p.93)" *** DONE since 2008-03-06 for Csparse *** DONE since 2010-07-23 for %*% *** TODO e.g. for %*% ** TODO "d" <-> "l" coercion for all "[TCR]" sparse matrices is really trivial: "d" -> "l" : drops the 'x' slot "l" -> "d" : construct an 'x' slot of all '1' We currently have many of these conversions explicitly, e.g. setAs("dsTMatrix", "lsTMatrix", function(from) new("lsTMatrix", i = from@i, j = from@j, uplo = from@uplo, Dim = from@Dim, Dimnames = from@Dimnames)) but I would rather want to automatically construct all these coercion methods at once by a ``method constructor'', i.e., for all "dsparse*" -> "lsparse*" and vice versa. How can one do this {in a documented way} ? ** TODO Think of constructing setAs(...) calls automatically in order to basically enable all ``sensible'' as(fromMatrix, toMatrix) calls, possibly using canCoerce(.) ** TODO When we have a packed matrix, it's a waste to go through "full" to "sparse": ==> implement setAs("dspMatrix", "sparseMatrix") setAs("dppMatrix", "sparseMatrix") setAs("dtpMatrix", "sparseMatrix") and the same for "lsp" , "ltp" and "nsp" , "ntp" ! ** TODO tcrossprod(x, y) : do provide methods for y != NULL calling Lapack's DGEMM for "dense" [2005-12-xx: done for dgeMatrix at least] ** TODO Factorizations: LU done; also Schur() for *sparse* Matrices. ** TODO use .Call(Csparse_drop, M, tol) in more places, both with 'tol = 0.' to drop "values that happen to be 0" and for zapsmall() methods for Csparse* ** TODO implement .Call(Csparse_scale, ....) interfacing to cholmod_scale() in src/CHOLMOD/Include/cholmod_matrixops.h : for another function specifically for multiplying a cholmod_sparse object by a diagonal matrix. Use it in %*% and [t]crossprod methods. ** TODO make sure *all* group methods have (maybe "bail-out") setMethod for "Matrix". e.g. zapsmall() fails "badly" ** TODO %*% {also in crossprod/tcrossprod} currently always returns , since --> Csparse_dense_prod --> cholmod_sdmult and that does only return dense. When the sparse matrix is very sparse, i.e. has many rows with only zero entries, it would make much sense to return sparse. ** TODO ! loses symmetry, both for dense and sparse matrices. !M where M is "sparseMatrix", currently always gives dense. This only makes sense when M is ``really sparse''. ** TODO diag(m) <- val currently automatically works via m[cbind(i,i)] <- val This (`[<-` method) is now "smart" for diagonalMatrix, but needs also to be for triangularMatrix, and probably also "dense*general*Matrix" since the above currently goes via "matrix" and back instead of using the 'x' slot directly; in particular, the triangular* "class property" is lost! [current ??] ** TODO The "[<-" now uses src/t_Csparse_subassign.c and no longer explodes memory. *However* it is still too slow when the replacment region is large. * Cholesky(), chol() etc --------------------------------------------------- ** chol() should ``work'': proper result or "good" error message. (mostly done ?) ** example(Cholesky, echo=FALSE) ; cm <- chol(mtm); str(cm); str(mtm) shows that chol() does not seem to make use of an already present factorization and rather uses one with more '0' in x slot. ** examples for solve( Cholesky(.), b, system = c("A", "LDLt"....)) probably rather in man/CHMfactor-class.Rd than man/Cholesky.Rd ** LDL() looks relatively easy; via "tCsparse_diag()" {diagonal entries of *triangular* Csparse} --> see comment in determinant() in R/dsCMatrix.R, will give faster determinant ** Allow Cholesky(A,..) when A is not symmetric *AND* we really _mean_ to factorize AA' ( + beta * I) ** update(Cholesky(..), *): make *also* use of the possibility to update with non-symmetric A and then AA' + mult * I is really meant. .updateCHMfactor() ## allows that already(?) ** TODO add examples (and tests!) for update(, ..) and Cholesky(......, Imult), also tests for hidden {hence no examples} ldetL2up() { R/CHMfactor.R }; see ex in man/wrld_1deg.Rd MM: See e.g. ~/R/MM/Pkg-ex/Matrix/CholUpdate.R -- for solve(, ) ** TODO implement fast diag() via calling new src/Csparse.c's diag_tC_ptr() . - diag_tC_ptr() functionality now exported via R/dsCMatrix.R .diag.dsC() : the name is silly, but functionality nice. See (hidden) example in man/Cholesky.Rd ** TODO chol() gives "temporarily disabled" but should give the *symbolic* factorization; similarly Cholesky(.) is not enabled * "Basic" new functionality -- "nice to have" (non-urgent) ----------------- ** TODO tr(A %*% B) {and even tr(A %*% B %*% C) ...} are also needed frequently in some computations {conditional normal distr. ...}. Since this can be done faster than by sum(diag(A %*% B)) even for traditional matrices, e.g. sum(A * t(B)) or {sometimes even faster for "full" mat} crossprod(as.vector(A), as.vector(t(B))) and even more so for, e.g. %*% {used in Soeren's 'gR' computations}, we should also provide a generic and methods. ** TODO diag(A %*% B) might look like a "generalization" of tr(A %*% B), but as the above tricks show, is not really. Still, it's well worth to provide diag.prod(A, B): Well, if A %*% B is square, diag(A %*% B) === colSums(t(A) * B) and we should probably teach people about that ! ** TODO eigen() should become generic, and get a method at least for diagonal, but also for symmetric -> dsyMatrix [LAPACK dsyev() uses UPLO !], but also simply for dgeMatrix (without going via tradition matrices). What about Sparse? There's fill-in, but it may still be sensible, e.g. mlist <- list(1, 2:3, diag(x=5:3), 27, cbind(1,3:6), 100:101) ee <- eigen(tcrossprod(bdiag(lapply(mlist, as.matrix)))) Matrix( signif(ee$vectors, 3) ) * Everything else aka "Miscellaneous" -------------------------------------- ** TODO qr.R(qr(x)) may differ for the "same" matrix, depending on it being sparse or dense: "qr.R() may differ from qr.R() because of permutations" *** TODO column names are *not* produced, whereas dense qr.R(.) *has* column names. *** DONE We provide `qrR()` .. but not entirely happily: Users are still a bit frustrated and it currently influences rcond() as well. ** TODO rcond() for square currently goes via *dense* -- BAD -- can we go via qr() in any case? In some cases, e.g. lmer()'s "Lambda" (block triangular, small blocks) rcond(L) := 1 / (norm(L) * norm(solve(L))) is simple {and remains sparse, as solve(L) is still block triangular} ** facmul() has no single method defined; it looks like a good idea though (instead of the infamous qr.qy, qr.qty,.... functions) ** TODO symmpart() and skewpart() for *sparse* matrices still use (x +/- t(x))/2 and could be made more efficient. Consider going via asTuniq() or something very close to .Arith.Csparse() in R/Ops.R For a traditional "matrix" object, we should speedup, using C code .. ** TODO many setAs(*, "[dl]..Matrix") are still needed, as long as e.g. replCmat() uses as_CspClass() and drop0(.) which itself call as_CspClass() quite a bit. --> try to replace these by as(*, "CsparseMatrix"); forceSymmetric, etc. ** writeMM(obj, file=stdout()) creates file "1" since file is silently assumed to be a string, i.e. cannot be a connection. An R (instead of C) version should be pretty simple, and would work with connections automatically ["lsparse" become either "real" or "pattern", "depending if they have NAs or not]. ** o still works via sparse in some cases, but could return in the same cases where o does. ** look at solve.QP.compact() in \pkg{quadprog} and how to do that using our sparse matrices. Maybe this needs to be re-implemented using CHOLMOD routines. ** We allow "over-allocated" (i,x)-slots for CsparseMatrix objects, as per Csparse_validate() and the tests in tests/validObj.R. This is as in CHOLMOD/CSparse, where nzmax (>= .@p[n]) corresponds to length(.@i), and makes sense e.g. for M[.,.] <- v assignments which could allocate in chunks and would not need to re-allocate anything in many cases. HOWEVER, replCmat() in R/Csparse.R is still far from making use of that. ** DONE Thanks to base::rbind, cbind now doing S4 dispatch on C level: no Need anymore:... [[actually the contrary: do deprecate rbind2() etc eventually!]] advertize rbind2() / cbind2() and (rather?) rBind() / cBind() ------ ----- in all vignettes / talks / ... !! People erronously try rbind/cbind see that they don't work and then reinvent the wheel! --> Consider using the new 'dotMethods' functionality to define cbind() and rbind() versions that work with Matrix. The "Rmpfr" package does that now. ** TODO In all(M1 == M2) for sparse large matrices M1, M2 (e.g. M2 <- M1 !), the intermediate 'M1 == M2' typically is dense, hence potentially using humongous amount of memory. We should/could devise something like allCompare(M1, M2, `==`) which would remain sparse in all its computations. -------- ** Reconsider the linkages in the include files for the SuiteSparse packages. It may be better simply to add all the src//Include directories to the include path for all compilations. I don't think there is a big overhead. Right now we need to modify the include file src/SPQR/Include/SuiteSparseQR_C.h so that it does not expect to have src/UFsparse and src/CHOLMOD/Include on the include path. Maybe just those two should be added to the include path. ** (systematically check that LAPACK-calling functions check for 0-dimensional input themselves; LAPACK gives an integer error code) ** the f[,5762] <- thisCol now go via Csparse_subassign() call ... [ in tests/indexing.R ]. Still would be nice to be able to use abIndex (see replTmat in R/Tsparse.R) ** {IS THIS CURRENT?} Sept. 2009: Subject: chol2inv() |-> solve() when testing and documenting chol2inv(), I found that it's pretty simple to also define a method for "CHMfactor" objects, namely simply the solve(*, Diagonal(.) "A") method. This is not particularly exciting, and also does *not*, I think help for defining a chol2inv() method for *sparse* (upper) triangular matrices. ** sort(, partial=..), needed, for mean(*, trim = .) or median(). Note that defining xtfrm() does not "help" (as sort() then goes via dense index). See "mean" in R/Matrix.R ** TODO How can we ensure that inst/include/cholmod.h remains correct and equivalent to src/CHOLMOD/Include/cholmod_core.h and siblings ??? {currently need to do this manually (Emacs M-x compare-windows) for the typedefs} ** DONE SMALL_4_Alloca := 10000; check all uses of alloca()/Alloca() in src/*.[ch] ensuring that the *size* allocated cannot grow with the vector/matrix/nnzero sizes of the input. [see the change needed in svn r2770 in src/dtCMatrix.c !]