R help - Oct 2001 - modifying matrix allocation functions for use with R

Dear R people,

I'm using compiled C code as a shared library as a backend to C code,
using the .C interface. I need to do some matrix manipulation in the C
code. I decided to use the new GSL (Gnu Scientific Library) currently
(0.9.3) in beta status.

This has appropriate matrix structures defined, and quite a comprehensive
collection of matrix routines. However, there is a problem with the space
allocation routines for the matrix structures, in that they use the
standard malloc. In "Writing R Extensions" two ways are listed for
doing
memory allocation in this context, "transient memory allocation" 
(5.1.1)
and "user-controlled memory" (5.1.2). However, neither of these is the
standard malloc, and my current understanding is because the standard
malloc does not work with compiled libs for R.

My current thinking is to rewrite these routines in R. I am open to other
suggestions. If there is anyone who has needed to use and define matrix
routines in this context, I would be interested to hear what you did.

Another option would be to define the matrices in R and pass them
down, but this would mean having to use the .Call interface or something
instead of the .C one, and that is a little too rich for my blood.

A second more general question. Is there any gain in efficiency in using
"native" C code in place of R entry points for C code, like for random
number generation etc?

Please ccc me if you reply, I'm not subscribed to the list. Thanks.

                                    Sincerely, Faheem Mitha.

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On Fri, 5 Oct 2001, Faheem Mitha wrote:
>
> Dear R people,
>
> I'm using compiled C code as a shared library as a backend to C code,
> using the .C interface. I need to do some matrix manipulation in the C
> code. I decided to use the new GSL (Gnu Scientific Library) currently
> (0.9.3) in beta status.
>
> This has appropriate matrix structures defined, and quite a comprehensive
> collection of matrix routines. However, there is a problem with the space
> allocation routines for the matrix structures, in that they use the
> standard malloc. In "Writing R Extensions" two ways are listed
for doing
> memory allocation in this context, "transient memory allocation" 
(5.1.1)
> and "user-controlled memory" (5.1.2). However, neither of these
is the
> standard malloc, and my current understanding is because the standard
> malloc does not work with compiled libs for R.
Not so. You can use standard malloc, and people often do.
There are some BUTs though:

1) You must not mix standard malloc/free with R's Calloc/Free.  This will
crash the Windows port with great rapidity.

2) You have to check that the allocations worked and generate suitable
error handling (and terminating R via a call to exit() is not suitable).

3) You need error handlers to de-allocate the memory if your code gets
interrupted.

It is normally simplest to change the malloc calls, but you can also
write wrappers so that malloc calls R_alloc and free does nothing.
> My current thinking is to rewrite these routines in R. I am open to other
> suggestions. If there is anyone who has needed to use and define matrix
> routines in this context, I would be interested to hear what you did.
R has package Matrix interfacing to C++ matrix routines.
> Another option would be to define the matrices in R and pass them
> down, but this would mean having to use the .Call interface or something
> instead of the .C one, and that is a little too rich for my blood.
R matrices are quite different objects from C matrices.
> A second more general question. Is there any gain in efficiency in using
> "native" C code in place of R entry points for C code, like for
random
> number generation etc?
None: the R entry points for C code are calls directly to efficient C
code.

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272860 (secr)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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