dppMatrix.c
#include "dppMatrix.h"
SEXP dppMatrix_validate(SEXP obj)
{
/* int i, n = INTEGER(GET_SLOT(obj, Matrix_DimSym))[0]; */
/* double *x = REAL(GET_SLOT(obj, Matrix_xSym)); */
/* quick but nondefinitive check on positive definiteness */
/* for (i = 0; i < n; i++) */
/* if (x[i * np1] < 0) */
/* return mkString(_("dppMatrix is not positive definite")); */
return dspMatrix_validate(obj);
}
SEXP dppMatrix_chol(SEXP x)
{
SEXP val = get_factors(x, "pCholesky"),
dimP = GET_SLOT(x, Matrix_DimSym),
uploP = GET_SLOT(x, Matrix_uploSym);
const char *uplo = CHAR(STRING_ELT(uploP, 0));
int *dims = INTEGER(dimP), info;
if (val != R_NilValue) return val;
dims = INTEGER(dimP);
val = PROTECT(NEW_OBJECT(MAKE_CLASS("pCholesky")));
SET_SLOT(val, Matrix_uploSym, duplicate(uploP));
SET_SLOT(val, Matrix_diagSym, mkString("N"));
SET_SLOT(val, Matrix_DimSym, duplicate(dimP));
slot_dup(val, x, Matrix_xSym);
F77_CALL(dpptrf)(uplo, dims, REAL(GET_SLOT(val, Matrix_xSym)), &info);
if (info) {
if(info > 0) /* e.g. x singular */
error(_("the leading minor of order %d is not positive definite"),
info);
else /* should never happen! */
error(_("Lapack routine %s returned error code %d"), "dpptrf", info);
}
UNPROTECT(1);
return set_factors(x, val, "pCholesky");
}
SEXP dppMatrix_rcond(SEXP obj, SEXP type)
{
SEXP Chol = dppMatrix_chol(obj);
char typnm[] = {'O', '\0'}; /* always use the one norm */
int *dims = INTEGER(GET_SLOT(Chol, Matrix_DimSym)), info;
double anorm = get_norm_sp(obj, typnm), rcond;
F77_CALL(dppcon)(uplo_P(Chol), dims,
REAL(GET_SLOT(Chol, Matrix_xSym)), &anorm, &rcond,
(double *) R_alloc(3*dims[0], sizeof(double)),
(int *) R_alloc(dims[0], sizeof(int)), &info);
return ScalarReal(rcond);
}
SEXP dppMatrix_solve(SEXP x)
{
SEXP Chol = dppMatrix_chol(x);
SEXP val = PROTECT(NEW_OBJECT(MAKE_CLASS("dppMatrix")));
int *dims = INTEGER(GET_SLOT(x, Matrix_DimSym)), info;
slot_dup(val, Chol, Matrix_uploSym);
slot_dup(val, Chol, Matrix_xSym);
slot_dup(val, Chol, Matrix_DimSym);
F77_CALL(dpptri)(uplo_P(val), dims,
REAL(GET_SLOT(val, Matrix_xSym)), &info);
UNPROTECT(1);
return val;
}
SEXP dppMatrix_matrix_solve(SEXP a, SEXP b)
{
SEXP val = PROTECT(dup_mMatrix_as_dgeMatrix(b));
SEXP Chol = dppMatrix_chol(a);
int *adims = INTEGER(GET_SLOT(a, Matrix_DimSym)),
*bdims = INTEGER(GET_SLOT(val, Matrix_DimSym));
int n = bdims[0], nrhs = bdims[1], info;
if (*adims != *bdims || bdims[1] < 1 || *adims < 1)
error(_("Dimensions of system to be solved are inconsistent"));
F77_CALL(dpptrs)(uplo_P(Chol), &n, &nrhs,
REAL(GET_SLOT(Chol, Matrix_xSym)),
REAL(GET_SLOT(val, Matrix_xSym)), &n, &info);
UNPROTECT(1);
return val;
}