Dear all,
(sorry I got the wrong button for subscribing a minute ago)
At the moment I'm writing on a package for random field
simulation that I'd like to make publically availabe
in near future.
To this end I've asked Martin Maechler to have a look
at my R-code. He was very surprised about how
I perform the ".C"-calls, and encouraged me to
make this request for comments.
My calls typically look like
result <- double(10000)
.C("test",as.double(inputparameter),result,DUP=FALSE)
return(result)
In order to avoid sending C-code, I'd like to
give the following example that uses `chol' of
the "base"-package of R. The fact that it is a
.Fortran-call instead of a .C-call shouldn't
matter.
## creating a positive definite matrix of size 100x100
lc <- as.integer(100);
cov.matrix <- matrix(runif(lc * lc), nrow=lc)
cov.matrix <- t(cov.matrix) %*% cov.matrix
## the usual way of getting the Cholesky decomposition
c0 <- chol(cov.matrix)
## direct call of the Fortran routine; the code is
## taken from the R-code of `chol'
dummy1 <- .Fortran("chol", cov.matrix, lc, lc,
v = matrix(0, nr = lc, nc = lc), info = integer(1),
DUP = FALSE, PACKAGE = "base")
c1 <- dummy1$v
## The third way.
## The code seems working very well... but?
dummy2 <- double(lc * lc)
.Fortran("chol", cov.matrix, lc, lc,
dummy2, info = integer(1),
DUP = FALSE, PACKAGE = "base")
c2 <- matrix(dummy2, lc, lc)
sum(abs(c0-c2)) # == 0
Cheers,
Martin
--
Martin Schlather email: Martin.Schlather@uni-bayreuth.de
Abteilung Bodenphysik phone: +49 (0)921 55 2193
Univ. Bayreuth Fax : +49 (0)921 55 2246
D -- 95440 Bayreuth, Germany http://www.geo.uni-bayreuth.de/~martin/
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