Matrix $Rev: 2718 $ at $LastChangedDate: 2011-10-06 11:45:17 +0200 (Thu, 06 Oct 2011) $
dtpMatrix.c
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00001 /* double (precision) Triangular Packed Matrices
00002  * Note: this means *square* {n x n} matrices
00003 */
00004 
00005 #include "dtpMatrix.h"
00006 
00007 SEXP dtpMatrix_validate(SEXP obj)
00008 {
00009     SEXP val = triangularMatrix_validate(obj);
00010     if(isString(val))
00011         return(val);
00012     else {
00013         int d = INTEGER(GET_SLOT(obj, Matrix_DimSym))[0],
00014             lx = length(GET_SLOT(obj, Matrix_xSym));
00015         /* packed_ncol() [Mutils.h] checks, but gives *error* .. need string: */
00016         if(lx * 2 != d*(d+1))
00017             return(mkString(_("Incorrect length of 'x' slot")));
00018         return ScalarLogical(1);
00019     }
00020 }
00021 
00022 static
00023 double get_norm(SEXP obj, const char *typstr)
00024 {
00025     char typnm[] = {'\0', '\0'};
00026     int *dims = INTEGER(GET_SLOT(obj, Matrix_DimSym));
00027     double *work = (double *) NULL;
00028 
00029     typnm[0] = La_norm_type(typstr);
00030     if (*typnm == 'I') {
00031         work = (double *) R_alloc(dims[0], sizeof(double));
00032     }
00033     return F77_CALL(dlantp)(typnm, uplo_P(obj), diag_P(obj), dims,
00034                             REAL(GET_SLOT(obj, Matrix_xSym)), work);
00035 }
00036 
00037 SEXP dtpMatrix_norm(SEXP obj, SEXP type)
00038 {
00039     return ScalarReal(get_norm(obj, CHAR(asChar(type))));
00040 }
00041 
00042 SEXP dtpMatrix_rcond(SEXP obj, SEXP type)
00043 {
00044     int *dims = INTEGER(GET_SLOT(obj, Matrix_DimSym)), info;
00045     char typnm[] = {'\0', '\0'};
00046     double rcond;
00047 
00048     typnm[0] = La_rcond_type(CHAR(asChar(type)));
00049     F77_CALL(dtpcon)(typnm, uplo_P(obj), diag_P(obj), dims,
00050                      REAL(GET_SLOT(obj, Matrix_xSym)), &rcond,
00051                      (double *) R_alloc(3*dims[0], sizeof(double)),
00052                      (int *) R_alloc(dims[0], sizeof(int)), &info);
00053     return ScalarReal(rcond);
00054 }
00055 
00056 SEXP dtpMatrix_solve(SEXP a)
00057 {
00058     SEXP val = PROTECT(duplicate(a));
00059     int info, *Dim = INTEGER(GET_SLOT(val, Matrix_DimSym));
00060     F77_CALL(dtptri)(uplo_P(val), diag_P(val), Dim,
00061                      REAL(GET_SLOT(val, Matrix_xSym)), &info);
00062     UNPROTECT(1);
00063     return val;
00064 }
00065 
00066 
00067 SEXP dtpMatrix_getDiag(SEXP x)
00068 {
00069     int n = *INTEGER(GET_SLOT(x, Matrix_DimSym));
00070     SEXP val = PROTECT(allocVector(REALSXP, n));
00071 
00072     d_packed_getDiag(REAL(val), x, n);
00073     UNPROTECT(1);
00074     return val;
00075 }
00076 
00077 SEXP ltpMatrix_getDiag(SEXP x)
00078 {
00079     int n = *INTEGER(GET_SLOT(x, Matrix_DimSym));
00080     SEXP val = PROTECT(allocVector(LGLSXP, n));
00081 
00082     l_packed_getDiag(LOGICAL(val), x, n);
00083     UNPROTECT(1);
00084     return val;
00085 }
00086 
00087 
00088 SEXP dtpMatrix_matrix_mm(SEXP x, SEXP y)
00089 {
00090     SEXP val = PROTECT(dup_mMatrix_as_dgeMatrix(y));
00091     /* Since 'x' is square (n x n ),   dim(x %*% y) = dim(y) */
00092     int *xDim = INTEGER(GET_SLOT(x, Matrix_DimSym)),
00093         *yDim = INTEGER(GET_SLOT(val, Matrix_DimSym));
00094     int ione = 1, j;
00095     const char *uplo = uplo_P(x), *diag = diag_P(x);
00096     double *xx = REAL(GET_SLOT(x, Matrix_xSym)),
00097         *vx = REAL(GET_SLOT(val, Matrix_xSym));
00098 
00099     if (yDim[0] != xDim[1])
00100         error(_("Dimensions of a (%d,%d) and b (%d,%d) do not conform"),
00101               xDim[0], xDim[1], yDim[0], yDim[1]);
00102     for (j = 0; j < yDim[1]; j++) /* X %*% y[,j]  via BLAS 2 DTPMV(.) */
00103         F77_CALL(dtpmv)(uplo, "N", diag, yDim, xx,
00104                         vx + j * yDim[0], &ione);
00105     UNPROTECT(1);
00106     return val;
00107 }
00108 
00109 SEXP dtpMatrix_matrix_solve(SEXP a, SEXP b)
00110 {
00111     SEXP val = PROTECT(dup_mMatrix_as_dgeMatrix(b));
00112     /* Since 'x' is square (n x n ),   dim(x %*% b) = dim(b) */
00113     int *aDim = INTEGER(GET_SLOT(a, Matrix_DimSym)),
00114         *bDim = INTEGER(GET_SLOT(val, Matrix_DimSym));
00115     int ione = 1, j;
00116     const char *uplo = uplo_P(a), *diag = diag_P(a);
00117     double *ax = REAL(GET_SLOT(a, Matrix_xSym)),
00118         *vx = REAL(GET_SLOT(val, Matrix_xSym));
00119 
00120     if (bDim[0] != aDim[1])
00121         error(_("Dimensions of a (%d,%d) and b (%d,%d) do not conform"),
00122               aDim[0], aDim[1], bDim[0], bDim[1]);
00123     for (j = 0; j < bDim[1]; j++) /* a^{-1} %*% b[,j]  via BLAS 2 DTPSV(.) */
00124         F77_CALL(dtpsv)(uplo, "N", diag, bDim, ax,
00125                         vx + j * bDim[0], &ione);
00126     UNPROTECT(1);
00127     return val;
00128 }
00129 
00130 /* FIXME: This function should be removed and a rtP argument added to
00131  * dtpMatrix_matrix_mm */
00132 SEXP dgeMatrix_dtpMatrix_mm(SEXP x, SEXP y)
00133 {
00134     SEXP val = PROTECT(duplicate(x));
00135     /* Since 'y' is square (n x n ),   dim(x %*% y) = dim(x) */
00136     int *xDim = INTEGER(GET_SLOT(x, Matrix_DimSym)),
00137         *yDim = INTEGER(GET_SLOT(y, Matrix_DimSym));
00138     int i;
00139     const char *uplo = uplo_P(y), *diag = diag_P(y);
00140     double *yx = REAL(GET_SLOT(y, Matrix_xSym)),
00141         *vx = REAL(GET_SLOT(val, Matrix_xSym));
00142 
00143     if (yDim[0] != xDim[1])
00144         error(_("Dimensions of a (%d,%d) and b (%d,%d) do not conform"),
00145               xDim[0], xDim[1], yDim[0], yDim[1]);
00146     for (i = 0; i < xDim[0]; i++)/* val[i,] := Y' %*% x[i,]  */
00147         F77_CALL(dtpmv)(uplo, "T", diag, yDim, yx,
00148                         vx + i, /* incr = */ xDim);
00149     UNPROTECT(1);
00150     return val;
00151 }
00152 
00153 SEXP dtpMatrix_as_dtrMatrix(SEXP from)
00154 {
00155     SEXP val = PROTECT(NEW_OBJECT(MAKE_CLASS("dtrMatrix"))),
00156         uplo = GET_SLOT(from, Matrix_uploSym),
00157         diag = GET_SLOT(from, Matrix_diagSym),
00158         dimP = GET_SLOT(from, Matrix_DimSym),
00159         dmnP = GET_SLOT(from, Matrix_DimNamesSym);
00160     int n = *INTEGER(dimP);
00161 
00162     SET_SLOT(val, Matrix_DimSym, duplicate(dimP));
00163     SET_SLOT(val, Matrix_DimNamesSym, duplicate(dmnP));
00164     SET_SLOT(val, Matrix_diagSym, duplicate(diag));
00165     SET_SLOT(val, Matrix_uploSym, duplicate(uplo));
00166     packed_to_full_double(REAL(ALLOC_SLOT(val, Matrix_xSym, REALSXP, n*n)),
00167                           REAL(GET_SLOT(from, Matrix_xSym)), n,
00168                           *CHAR(STRING_ELT(uplo, 0)) == 'U' ? UPP : LOW);
00169     UNPROTECT(1);
00170     return val;
00171 }
00172