Revision 1e790220feb1cb3f461915da11954d8b7fcb4c6b authored by Martin Maechler on 23 December 2013, 00:00:00 UTC, committed by Gabor Csardi on 23 December 2013, 00:00:00 UTC
1 parent d1f70fa
dpoMatrix.c
#include "dpoMatrix.h"
SEXP dpoMatrix_validate(SEXP obj)
{
int i, n = INTEGER(GET_SLOT(obj, Matrix_DimSym))[0];
int np1 = n + 1;
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(_("dpoMatrix is not positive definite"));
return ScalarLogical(1);
}
SEXP dpoMatrix_chol(SEXP x)
{
SEXP val = get_factors(x, "Cholesky"),
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;
int n = dims[0];
double *vx;
if (val != R_NilValue) return val;// use x@factors$Cholesky if available
dims = INTEGER(dimP);
val = PROTECT(NEW_OBJECT(MAKE_CLASS("Cholesky")));
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);
if (n > 0) {
F77_CALL(dpotrf)(uplo, &n, vx, &n, &info);
if (info) {
if(info > 0)
error(_("the leading minor of order %d is not positive definite"),
info);
else /* should never happen! */
error(_("Lapack routine %s returned error code %d"), "dpotrf", info);
}
}
UNPROTECT(1);
return set_factors(x, val, "Cholesky");
}
SEXP dpoMatrix_rcond(SEXP obj, SEXP type)
{
SEXP Chol = dpoMatrix_chol(obj);
const char typnm[] = {'O', '\0'}; /* always use the one norm */
int *dims = INTEGER(GET_SLOT(Chol, Matrix_DimSym)), info;
double anorm = get_norm_sy(obj, typnm), rcond;
F77_CALL(dpocon)(uplo_P(Chol),
dims, REAL(GET_SLOT(Chol, Matrix_xSym)),
dims, &anorm, &rcond,
(double *) R_alloc(3*dims[0], sizeof(double)),
(int *) R_alloc(dims[0], sizeof(int)), &info);
return ScalarReal(rcond);
}
SEXP dpoMatrix_solve(SEXP x)
{
SEXP Chol = dpoMatrix_chol(x);
SEXP val = PROTECT(NEW_OBJECT(MAKE_CLASS("dpoMatrix")));
int *dims = INTEGER(GET_SLOT(x, Matrix_DimSym)), info;
SET_SLOT(val, Matrix_factorSym, allocVector(VECSXP, 0));
slot_dup(val, Chol, Matrix_uploSym);
slot_dup(val, Chol, Matrix_xSym);
slot_dup(val, Chol, Matrix_DimSym);
SET_SLOT(val, Matrix_DimNamesSym,
duplicate(GET_SLOT(x, Matrix_DimNamesSym)));
F77_CALL(dpotri)(uplo_P(val), dims,
REAL(GET_SLOT(val, Matrix_xSym)), dims, &info);
UNPROTECT(1);
return val;
}
SEXP dpoMatrix_dgeMatrix_solve(SEXP a, SEXP b)
{
SEXP Chol = dpoMatrix_chol(a),
val = PROTECT(NEW_OBJECT(MAKE_CLASS("dgeMatrix")));
int *adims = INTEGER(GET_SLOT(a, Matrix_DimSym)),
*bdims = INTEGER(GET_SLOT(b, Matrix_DimSym)),
info;
if (adims[1] != bdims[0])
error(_("Dimensions of system to be solved are inconsistent"));
if (adims[0] < 1 || bdims[1] < 1)
error(_("Cannot solve() for matrices with zero extents"));
SET_SLOT(val, Matrix_factorSym, allocVector(VECSXP, 0));
slot_dup(val, b, Matrix_DimSym);
slot_dup(val, b, Matrix_xSym);
F77_CALL(dpotrs)(uplo_P(Chol), adims, bdims + 1,
REAL(GET_SLOT(Chol, Matrix_xSym)), adims,
REAL(GET_SLOT(val, Matrix_xSym)),
bdims, &info);
UNPROTECT(1);
return val;
}
SEXP dpoMatrix_matrix_solve(SEXP a, SEXP b)
{
SEXP Chol = dpoMatrix_chol(a),
val = PROTECT(duplicate(b));
int *adims = INTEGER(GET_SLOT(a, Matrix_DimSym)),
*bdims = INTEGER(getAttrib(b, R_DimSymbol)),
info;
if (!(isReal(b) && isMatrix(b)))
error(_("Argument b must be a numeric matrix"));
if (*adims != *bdims || bdims[1] < 1 || *adims < 1)
error(_("Dimensions of system to be solved are inconsistent"));
F77_CALL(dpotrs)(uplo_P(Chol), adims, bdims + 1,
REAL(GET_SLOT(Chol, Matrix_xSym)), adims,
REAL(val), bdims, &info);
UNPROTECT(1);
return val;
}
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