dgCMatrix.c

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#include "dgCMatrix.h"

/* for Csparse_transpose() : */
#include "Csparse.h"
#include "chm_common.h"
/* -> Mutils.h / SPQR ... */

/* FIXME -- we "forget" about dimnames almost everywhere : */

/* for dgCMatrix  _and_ lgCMatrix and others  (but *not*  ngC...) : */
SEXP xCMatrix_validate(SEXP x)
{
    /* Almost everything now in Csparse_validate ( ./Csparse.c )
     * *but* the checking of the 'x' slot : */
    if (length(GET_SLOT(x, Matrix_iSym)) !=
        length(GET_SLOT(x, Matrix_xSym)))
        return mkString(_("lengths of slots 'i' and 'x' must match"));

    return ScalarLogical(1);
}

/* for dgRMatrix  _and_ lgRMatrix and others  (but *not*  ngC...) : */
SEXP xRMatrix_validate(SEXP x)
{
    /* Almost everything now in Rsparse_validate ( ./Csparse.c )
     * *but* the checking of the 'x' slot : */
    if (length(GET_SLOT(x, Matrix_jSym)) !=
        length(GET_SLOT(x, Matrix_xSym)))
        return mkString(_("lengths of slots 'j' and 'x' must match"));

    return ScalarLogical(1);
}

/* This and the following R_to_CMatrix() lead to memory-not-mapped seg.faults
 * only with {32bit + R-devel + enable-R-shlib} -- no idea why */
SEXP compressed_to_TMatrix(SEXP x, SEXP colP)
{
    int col = asLogical(colP); /* 1 if "C"olumn compressed;  0 if "R"ow */
    /* however, for Csparse, we now effectively use the cholmod-based
     * Csparse_to_Tsparse() in ./Csparse.c ; maybe should simply write
     * an  as_cholmod_Rsparse() function and then do "as there" ...*/
    SEXP indSym = col ? Matrix_iSym : Matrix_jSym,
        ans, indP = GET_SLOT(x, indSym),
        pP = GET_SLOT(x, Matrix_pSym);
    int npt = length(pP) - 1;
    char *ncl = strdup(class_P(x));
    static const char *valid[] = { MATRIX_VALID_Csparse, MATRIX_VALID_Rsparse, ""};
    int ctype = Matrix_check_class_etc(x, valid);

    if (ctype < 0)
        error(_("invalid class(x) '%s' in compressed_to_TMatrix(x)"), ncl);

    /* replace 'C' or 'R' with 'T' :*/
    ncl[2] = 'T';
    ans = PROTECT(NEW_OBJECT(MAKE_CLASS(ncl)));

    slot_dup(ans, x, Matrix_DimSym);
    if((ctype / 3) % 4 != 2) /* not n..Matrix */
        slot_dup(ans, x, Matrix_xSym);
    if(ctype % 3) { /* s(ymmetric) or t(riangular) : */
        slot_dup(ans, x, Matrix_uploSym);
        if(ctype % 3 == 2) /* t(riangular) : */
            slot_dup(ans, x, Matrix_diagSym);
    }
    SET_DimNames(ans, x);
    SET_SLOT(ans, indSym, duplicate(indP));
    expand_cmprPt(npt, INTEGER(pP),
                  INTEGER(ALLOC_SLOT(ans, col ? Matrix_jSym : Matrix_iSym,
                                     INTSXP, length(indP))));
    free(ncl);
    UNPROTECT(1);
    return ans;
}

SEXP R_to_CMatrix(SEXP x)
{
    SEXP ans, tri = PROTECT(allocVector(LGLSXP, 1));
    char *ncl = strdup(class_P(x));
    static const char *valid[] = { MATRIX_VALID_Rsparse, ""};
    int ctype = Matrix_check_class_etc(x, valid);
    int *x_dims = INTEGER(GET_SLOT(x, Matrix_DimSym)), *a_dims;
    PROTECT_INDEX ipx;

    if (ctype < 0)
        error(_("invalid class(x) '%s' in R_to_CMatrix(x)"), ncl);

    /* replace 'R' with 'C' : */
    ncl[2] = 'C';
    PROTECT_WITH_INDEX(ans = NEW_OBJECT(MAKE_CLASS(ncl)), &ipx);

    a_dims = INTEGER(ALLOC_SLOT(ans, Matrix_DimSym, INTSXP, 2));
    /* reversed dim() since we will transpose: */
    a_dims[0] = x_dims[1];
    a_dims[1] = x_dims[0];

    /* triangular: */ LOGICAL(tri)[0] = 0;
    if((ctype / 3) != 2) /* not n..Matrix */
        slot_dup(ans, x, Matrix_xSym);
    if(ctype % 3) { /* s(ymmetric) or t(riangular) : */
        SET_SLOT(ans, Matrix_uploSym,
                 mkString((*uplo_P(x) == 'U') ? "L" : "U"));
        if(ctype % 3 == 2) { /* t(riangular) : */
            LOGICAL(tri)[0] = 1;
            slot_dup(ans, x, Matrix_diagSym);
        }
    }
    SET_SLOT(ans, Matrix_iSym, duplicate(GET_SLOT(x, Matrix_jSym)));
    slot_dup(ans, x, Matrix_pSym);
    REPROTECT(ans = Csparse_transpose(ans, tri), ipx);
    SET_DimNames(ans, x);
    free(ncl);
    UNPROTECT(2);
    return ans;
}

SEXP compressed_non_0_ij(SEXP x, SEXP colP)
{
    int col = asLogical(colP); /* 1 if "C"olumn compressed;  0 if "R"ow */
    SEXP ans, indSym = col ? Matrix_iSym : Matrix_jSym;
    SEXP indP = GET_SLOT(x, indSym),
        pP = GET_SLOT(x, Matrix_pSym);
    int i, *ij;
    int ncol = INTEGER(GET_SLOT(x, Matrix_DimSym))[1],
        n_el = INTEGER(pP)[ncol]; /* is only == length(indP), if the
                                     i-slot is not over-allocated */

    ij = INTEGER(ans = PROTECT(allocMatrix(INTSXP, n_el, 2)));
    /* expand the compressed margin to 'i' or 'j' : */
    expand_cmprPt(ncol, INTEGER(pP), &ij[col ? n_el : 0]);
    /* and copy the other one: */
    if (col)
        for(i = 0; i < n_el; i++)
            ij[i] = INTEGER(indP)[i];
    else /* row compressed */
        for(i = 0; i < n_el; i++)
            ij[i + n_el] = INTEGER(indP)[i];

    UNPROTECT(1);
    return ans;
}

#if 0                           /* unused */
SEXP dgCMatrix_lusol(SEXP x, SEXP y)
{
    SEXP ycp = PROTECT((TYPEOF(y) == REALSXP) ?
                       duplicate(y) : coerceVector(y, REALSXP));
    CSP xc = AS_CSP__(x);
    R_CheckStack();

    if (xc->m != xc->n || xc->m <= 0)
        error(_("dgCMatrix_lusol requires a square, non-empty matrix"));
    if (LENGTH(ycp) != xc->m)
        error(_("Dimensions of system to be solved are inconsistent"));
    if (!cs_lusol(/*order*/ 1, xc, REAL(ycp), /*tol*/ 1e-7))
        error(_("cs_lusol failed"));

    UNPROTECT(1);
    return ycp;
}
#endif

SEXP dgCMatrix_qrsol(SEXP x, SEXP y, SEXP ord)
{
    /* FIXME: extend this to work in multivariate case, i.e. y a matrix with > 1 column ! */
    SEXP ycp = PROTECT((TYPEOF(y) == REALSXP) ?
                       duplicate(y) : coerceVector(y, REALSXP));
    CSP xc = AS_CSP(x); /* <--> x  may be  dgC* or dtC* */
    int order = INTEGER(ord)[0];
#ifdef _not_yet_do_FIXME__
    const char *nms[] = {"L", "coef", "Xty", "resid", ""};
    SEXP ans = PROTECT(Rf_mkNamed(VECSXP, nms));
#endif
    R_CheckStack();

    if (order < 0 || order > 3)
        error(_("dgCMatrix_qrsol(., order) needs order in {0,..,3}"));
    /* --> cs_amd()  ---  order 0: natural, 1: Chol, 2: LU, 3: QR */
    if (LENGTH(ycp) != xc->m)
        error(_("Dimensions of system to be solved are inconsistent"));
    /* FIXME?  Note that qr_sol() would allow *under-determined systems;
     *          In general, we'd need  LENGTH(ycp) = max(n,m)
     * FIXME also: multivariate y (see above)
     */
    if (xc->m < xc->n || xc->n <= 0)
        error(_("dgCMatrix_qrsol(<%d x %d>-matrix) requires a 'tall' rectangular matrix"),
                xc->m, xc->n);

    /* cs_qrsol(): Tim Davis (2006) .. "8.2 Using a QR factorization", p.136f , calling
     * -------      cs_sqr(order, ..), see  p.76 */
    /* MM: FIXME: write our *OWN* version of - the first case (m >= n) - of cs_qrsol()
     * ---------  which will  (1) work with a *multivariate* y
     *                        (2) compute coefficients properly, not overwriting RHS
     */
    if (!cs_qrsol(order, xc, REAL(ycp)))
        /* return value really is 0 or 1 - no more info there */
        error(_("cs_qrsol() failed inside dgCMatrix_qrsol()"));

    /* Solution is only in the first part of ycp -- cut its length back to n : */
    {
        SEXP nms = getAttrib(ycp, R_NamesSymbol);
        SETLENGTH(ycp, xc->n);
        if(nms != R_NilValue) {
            SETLENGTH(nms, xc->n);
            setAttrib(ycp, R_NamesSymbol, nms);
        }
    }
    UNPROTECT(1);
    return ycp;
}

/* Modified version of Tim Davis's cs_qr_mex.c file for MATLAB */
SEXP dgCMatrix_QR(SEXP Ap, SEXP order)
{
    SEXP ans = PROTECT(NEW_OBJECT(MAKE_CLASS("sparseQR")));
    CSP A = AS_CSP__(Ap), D;
    css *S;
    csn *N;
    int m = A->m, n = A->n, ord = asLogical(order) ? 3 : 0, *p;
    int *dims = INTEGER(ALLOC_SLOT(ans, Matrix_DimSym, INTSXP, 2));
    R_CheckStack();

    if (m < n) error(_("A must have #{rows} >= #{columns}")) ;
    dims[0] = m; dims[1] = n;
    S = cs_sqr(ord, A, 1);      /* symbolic QR ordering & analysis*/
    if (!S) error(_("cs_sqr failed"));
    N = cs_qr(A, S);            /* numeric QR factorization */
    if (!N) error(_("cs_qr failed")) ;
    cs_dropzeros(N->L);         /* drop zeros from V and sort */
    D = cs_transpose(N->L, 1);
    cs_spfree(N->L);
    N->L = cs_transpose(D, 1);
    cs_spfree(D);
    cs_dropzeros(N->U);         /* drop zeros from R and sort */
    D = cs_transpose(N->U, 1);
    cs_spfree(N->U) ;
    N->U = cs_transpose(D, 1);
    cs_spfree(D);
    m = N->L->m;                /* m may be larger now */
    p = cs_pinv(S->pinv, m);    /* p = pinv' */
    SET_SLOT(ans, install("V"),
             Matrix_cs_to_SEXP(N->L, "dgCMatrix", 0));
    Memcpy(REAL(ALLOC_SLOT(ans, install("beta"),
                           REALSXP, n)), N->B, n);
    Memcpy(INTEGER(ALLOC_SLOT(ans, Matrix_pSym,
                              INTSXP, m)), p, m);
    SET_SLOT(ans, install("R"),
             Matrix_cs_to_SEXP(N->U, "dgCMatrix", 0));
    if (ord)
        Memcpy(INTEGER(ALLOC_SLOT(ans, install("q"),
                                  INTSXP, n)), S->q, n);
    else
        ALLOC_SLOT(ans, install("q"), INTSXP, 0);
    cs_nfree(N);
    cs_sfree(S);
    cs_free(p);
    UNPROTECT(1);
    return ans;
}

#ifdef Matrix_with_SPQR

SEXP dgCMatrix_SPQR(SEXP Ap, SEXP ordering, SEXP econ, SEXP tol)
{
/* SEXP ans = PROTECT(allocVector(VECSXP, 4)); */
    SEXP ans = PROTECT(NEW_OBJECT(MAKE_CLASS("SPQR")));

    CHM_SP A = AS_CHM_SP(Ap), Q, R;
    UF_long *E, rank;/* not always = int   FIXME  (Windows_64 ?) */

    if ((rank = SuiteSparseQR_C_QR(asInteger(ordering),
                                   asReal(tol),/* originally had SPQR_DEFAULT_TOL */
                                   (UF_long)asInteger(econ),/* originally had 0 */
                                   A, &Q, &R, &E, &cl)) == -1)
        error(_("SuiteSparseQR_C_QR returned an error code"));

    SET_SLOT(ans, Matrix_DimSym, duplicate(GET_SLOT(Ap, Matrix_DimSym)));
/*     SET_VECTOR_ELT(ans, 0, */
/*                 chm_sparse_to_SEXP(Q, 0, 0, 0, "", R_NilValue)); */
    SET_SLOT(ans, install("Q"),
             chm_sparse_to_SEXP(Q, 0, 0, 0, "", R_NilValue));

    /* Also gives a dgCMatrix (not a dtC* *triangular*) :
     * may make sense if to be used in the "spqr_solve" routines .. ?? */
/*     SET_VECTOR_ELT(ans, 1, */
/*                 chm_sparse_to_SEXP(R, 0, 0, 0, "", R_NilValue)); */
    SET_SLOT(ans, install("R"),
             chm_sparse_to_SEXP(R, 0, 0, 0, "", R_NilValue));
    cholmod_free_sparse(&Al, &cl);
    cholmod_free_sparse(&R, &cl);
    cholmod_free_sparse(&Q, &cl);
    if (E) {
        int *Er;
        SET_VECTOR_ELT(ans, 2, allocVector(INTSXP, A->ncol));
        Er = INTEGER(VECTOR_ELT(ans, 2));
        for (int i = 0; i < A->ncol; i++) Er[i] = (int) E[i];
        Free(E);
    } else SET_VECTOR_ELT(ans, 2, allocVector(INTSXP, 0));
    SET_VECTOR_ELT(ans, 3, ScalarInteger((int)rank));
    UNPROTECT(1);
    return ans;
}
#endif
/* Matrix_with_SPQR */

/* Modified version of Tim Davis's cs_lu_mex.c file for MATLAB */
void install_lu(SEXP Ap, int order, double tol, Rboolean err_sing)
{
    // (order, tol) == (1, 1) by default, when called from R.
    SEXP ans;
    css *S;
    csn *N;
    int n, *p, *dims;
    CSP A = AS_CSP__(Ap), D;
    R_CheckStack();

    n = A->n;
    if (A->m != n)
        error(_("LU decomposition applies only to square matrices"));
    if (order) {                /* not using natural order */
        order = (tol == 1) ? 2  /* amd(S'*S) w/dense rows or I */
            : 1;                /* amd (A+A'), or natural */
    }
    S = cs_sqr(order, A, /*qr = */ 0);  /* symbolic ordering */
    N = cs_lu(A, S, tol);       /* numeric factorization */
    if (!N) {
        if(err_sing)
            error(_("cs_lu(A) failed: near-singular A (or out of memory)"));
        else {
            /* No warning: The useR should be careful :
             * Put  NA  into  "LU" factor */
            set_factors(Ap, ScalarLogical(NA_LOGICAL), "LU");
            return;
        }
    }
    cs_dropzeros(N->L);         /* drop zeros from L and sort it */
    D = cs_transpose(N->L, 1);
    cs_spfree(N->L);
    N->L = cs_transpose(D, 1);
    cs_spfree(D);
    cs_dropzeros(N->U);         /* drop zeros from U and sort it */
    D = cs_transpose(N->U, 1);
    cs_spfree(N->U);
    N->U = cs_transpose(D, 1);
    cs_spfree(D);
    p = cs_pinv(N->pinv, n);    /* p=pinv' */
    ans = PROTECT(NEW_OBJECT(MAKE_CLASS("sparseLU")));
    dims = INTEGER(ALLOC_SLOT(ans, Matrix_DimSym, INTSXP, 2));
    dims[0] = n; dims[1] = n;
    SET_SLOT(ans, install("L"),
             Matrix_cs_to_SEXP(N->L, "dtCMatrix", 0));
    SET_SLOT(ans, install("U"),
             Matrix_cs_to_SEXP(N->U, "dtCMatrix", 0));
    Memcpy(INTEGER(ALLOC_SLOT(ans, Matrix_pSym, /* "p" */
                              INTSXP, n)), p, n);
    if (order)
        Memcpy(INTEGER(ALLOC_SLOT(ans, install("q"),
                                  INTSXP, n)), S->q, n);
    cs_nfree(N);
    cs_sfree(S);
    cs_free(p);
    UNPROTECT(1);
    set_factors(Ap, ans, "LU");
}

SEXP dgCMatrix_LU(SEXP Ap, SEXP orderp, SEXP tolp, SEXP error_on_sing)
{
    SEXP ans;
    Rboolean err_sing = asLogical(error_on_sing);
    /* FIXME: dgCMatrix_LU should check ans for consistency in
     * permutation type with the requested value - Should have two
     * classes or two different names in the factors list for LU with
     * permuted columns or not.
     * OTOH, currently  (order, tol) === (1, 1) always.
     * It is true that length(LU@q) does flag the order argument.
     */
    if (!isNull(ans = get_factors(Ap, "LU")))
        return ans;
    install_lu(Ap, asInteger(orderp), asReal(tolp), err_sing);
    return get_factors(Ap, "LU");
}

SEXP dgCMatrix_matrix_solve(SEXP Ap, SEXP b)
{
    SEXP ans = PROTECT(dup_mMatrix_as_dgeMatrix(b)),
        lu, qslot;
    CSP L, U;
    int *bdims = INTEGER(GET_SLOT(ans, Matrix_DimSym)), *p, *q;
    int j, n = bdims[0], nrhs = bdims[1];
    double *ax = REAL(GET_SLOT(ans, Matrix_xSym)),
        *x = Alloca(n, double);
    R_CheckStack();

    if (isNull(lu = get_factors(Ap, "LU"))) {
        install_lu(Ap, /* order = */ 1, /* tol = */ 1.0, /* err_sing = */ TRUE);
        lu = get_factors(Ap, "LU");
    }
    qslot = GET_SLOT(lu, install("q"));
    L = AS_CSP__(GET_SLOT(lu, install("L")));
    U = AS_CSP__(GET_SLOT(lu, install("U")));
    R_CheckStack();

    p = INTEGER(GET_SLOT(lu, Matrix_pSym));
    q = LENGTH(qslot) ? INTEGER(qslot) : (int *) NULL;

    if (U->n != n || nrhs < 1 || n < 1)
        error(_("Dimensions of system to be solved are inconsistent"));
    for (j = 0; j < nrhs; j++) {
        cs_pvec(p, ax + j * n, x, n);  /* x = b(p) */
        cs_lsolve(L, x);               /* x = L\x */
        cs_usolve(U, x);               /* x = U\x */
        if (q)                         /* b(q) = x */
            cs_ipvec(q, x, ax + j * n, n);
        else
            Memcpy(ax + j * n, x, n);
    }
    UNPROTECT(1);
    return ans;
}

SEXP dgCMatrix_cholsol(SEXP x, SEXP y)
{
    /* Solve Sparse Least Squares X %*% beta ~= y  with dense RHS y,
     * where X = t(x) i.e. we pass  x = t(X)  as argument,
     * via  "Cholesky(X'X)" .. well not really:
     * cholmod_factorize("x", ..) finds L in  X'X = L'L directly */
    CHM_SP cx = AS_CHM_SP(x);
    /* FIXME: extend this to work in multivariate case, i.e. y a matrix with > 1 column ! */
    CHM_DN cy = AS_CHM_DN(coerceVector(y, REALSXP)), rhs, cAns, resid;
    CHM_FR L;
    int n = cx->ncol;/* #{obs.} {x = t(X) !} */
    double one[] = {1,0}, zero[] = {0,0}, neg1[] = {-1,0};
    const char *nms[] = {"L", "coef", "Xty", "resid", ""};
    SEXP ans = PROTECT(Rf_mkNamed(VECSXP, nms));
    R_CheckStack();

    if (n < cx->nrow || n <= 0)
        error(_("dgCMatrix_cholsol requires a 'short, wide' rectangular matrix"));
    if (cy->nrow != n)
        error(_("Dimensions of system to be solved are inconsistent"));
    rhs = cholmod_allocate_dense(cx->nrow, 1, cx->nrow, CHOLMOD_REAL, &c);
    /* cholmod_sdmult(A, transp, alpha, beta, X, Y, &c):
     *          Y := alpha*(A*X) + beta*Y or alpha*(A'*X) + beta*Y ;
     * here: rhs := 1 * x %*% y + 0 =  x %*% y =  X'y  */
    if (!(cholmod_sdmult(cx, 0 /* trans */, one, zero, cy, rhs, &c)))
        error(_("cholmod_sdmult error (rhs)"));
    L = cholmod_analyze(cx, &c);
    if (!cholmod_factorize(cx, L, &c))
        error(_("cholmod_factorize failed: status %d, minor %d from ncol %d"),
              c.status, L->minor, L->n);
/* FIXME: Do this in stages so an "effects" vector can be calculated */
    if (!(cAns = cholmod_solve(CHOLMOD_A, L, rhs, &c)))
        error(_("cholmod_solve (CHOLMOD_A) failed: status %d, minor %d from ncol %d"),
              c.status, L->minor, L->n);
    /* L : */
    SET_VECTOR_ELT(ans, 0, chm_factor_to_SEXP(L, 0));
    /* coef : */
    SET_VECTOR_ELT(ans, 1, allocVector(REALSXP, cx->nrow));
    Memcpy(REAL(VECTOR_ELT(ans, 1)), (double*)(cAns->x), cx->nrow);
    /* X'y : */
/* FIXME: Change this when the "effects" vector is available */
    SET_VECTOR_ELT(ans, 2, allocVector(REALSXP, cx->nrow));
    Memcpy(REAL(VECTOR_ELT(ans, 2)), (double*)(rhs->x), cx->nrow);
    /* resid := y */
    resid = cholmod_copy_dense(cy, &c);
    /* cholmod_sdmult(A, transp, alp, bet, X, Y, &c):
     *          Y := alp*(A*X) + bet*Y or alp*(A'*X) + beta*Y ;
     * here: resid := -1 * x' %*% coef + 1 * y = y - X %*% coef  */
    if (!(cholmod_sdmult(cx, 1/* trans */, neg1, one, cAns, resid, &c)))
        error(_("cholmod_sdmult error (resid)"));
    /* FIXME: for multivariate case, i.e. resid  *matrix* with > 1 column ! */
    SET_VECTOR_ELT(ans, 3, allocVector(REALSXP, n));
    Memcpy(REAL(VECTOR_ELT(ans, 3)), (double*)(resid->x), n);

    cholmod_free_factor(&L, &c);
    cholmod_free_dense(&rhs, &c);
    cholmod_free_dense(&cAns, &c);
    UNPROTECT(1);
    return ans;
}


/* Define all of
 *  dgCMatrix_colSums(....)
 *  igCMatrix_colSums(....)
 *  lgCMatrix_colSums_d(....)
 *  lgCMatrix_colSums_i(....)
 *  ngCMatrix_colSums_d(....)
 *  ngCMatrix_colSums_i(....)
 */
#define _dgC_
#include "t_gCMatrix_colSums.c"

#define _igC_
#include "t_gCMatrix_colSums.c"

#define _lgC_
#include "t_gCMatrix_colSums.c"

#define _ngC_
#include "t_gCMatrix_colSums.c"

#define _lgC_mn
#include "t_gCMatrix_colSums.c"

#define _ngC_mn
#include "t_gCMatrix_colSums.c"


SEXP lgCMatrix_colSums(SEXP x, SEXP NArm, SEXP spRes, SEXP trans, SEXP means)
{
    if(asLogical(means)) /* ==> result will be "double" / "dsparseVector" */
        return lgCMatrix_colSums_d(x, NArm, spRes, trans, means);
    else
        return lgCMatrix_colSums_i(x, NArm, spRes, trans, means);
}

SEXP ngCMatrix_colSums(SEXP x, SEXP NArm, SEXP spRes, SEXP trans, SEXP means)
{
    if(asLogical(means)) /* ==> result will be "double" / "dsparseVector" */
        return ngCMatrix_colSums_d(x, NArm, spRes, trans, means);
    else
        return ngCMatrix_colSums_i(x, NArm, spRes, trans, means);
}