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Tip revision: 900993ec067e1c21274ca194fa8bb074673e31df authored by Martin Maechler on 02 April 2018, 09:38:38 UTC
version 1.2-13
Tip revision: 900993e
TODO
##-*- 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(<sparseVector>) .. 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(<non-square dgeMatrix>)
**** 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[<sparse 2-column Matrix>] 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(<dgCMatrix>)  {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(<dsyMatrix>).   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(<symmetric>, <symmetric>) should return symmetricMatrix, notably
   when one of the arguments is diagonal
** DONE as(<traditional_matrix>, "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 <nsparseMatrix> %*% <sparseMatrix>, 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(<sparse>, <dense>) did not work, now is completely wrong !! (e.g. <dgC>, <dge>)
* 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(<sparseMatrix>) and cov(<sparseMatrix>)  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 <dtr> %*% <dtr>
*** TODO e.g. for  <ltr> %*% <dtC>
** 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(<pMatrix>) fails "badly"

** TODO <sparse> %*% <dense>  {also in crossprod/tcrossprod}  currently always
  returns <dense>, 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 ! <symmetricMatrix>  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(<CHMsimpl>) looks relatively easy; via  "tCsparse_diag()"
   {diagonal entries of *triangular* Csparse}
  --> see comment in determinant(<dsC>) 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(<CHMfactor>, ..) 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(<CHM>, <type>)

** TODO implement fast diag(<triangularCsparse>) 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(<nsCMatrix>)  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.  <sparse> %*% <dense>
  {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(<sparse>) may differ from qr.R(<dense>) 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(<sparseMatrix>)  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].
** <diagMatrix> o <ddenseMatrix> still works via sparse in some cases, but
  could return <diagMatrix> in the same cases where <diagMatrix> o <numeric> 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/<nm>/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(<CHMfactor>)

  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(<sparseVector>, 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 !]

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