search for: uplo

...store large covariance matrices using Matrix classes. dsyMatrix seems like the right one, but I want to specify just the upper/lower triangle and diagonal and not have to instantiate a huge n^2 vector just for the sake of having half of it ignored: Dumb example: M <- new("dsyMatrix", uplo="U", x=rnorm(1e4), Dim=as.integer(c(100, 100))) diag(M) <- 1 This doesn't work: M <- new("dsyMatrix", uplo="U", x=0, Dim=as.integer(c(100, 100))) Error in validObject(.Object) : invalid class "dsyMatrix" object: length of x slot != prod(Dim) Is...

...> > Create a folder (directory) src in the directory where your script resides. > Create a wrapper for "dpbtrf" file in a file xdpbtrf.f that takes an integer instead of character > > <xdpbtrf.f> > c intermediate for dpbtrf > > SUBROUTINE xDPBTRF( kUPLO, N, KD, AB, LDAB, INFO ) > > c .. Scalar Arguments .. > integer kUPLO > INTEGER INFO, KD, LDAB, N > > c .. Array Arguments .. > DOUBLE PRECISION AB( LDAB, * ) > > character UPLO > c convert integer argument to...

...t; phi <- 0.64 > AB <- matrix(0, 2, n) > AB[1, ] <- c(1, rep(1 + phi^2, n-2), 1) > AB[2, -n] <- -phi > round(AB, 3) [,1] [,2] [,3] [,4] [1,] 1.00 1.41 1.41 1 [2,] -0.64 -0.64 -0.64 0 > > ### Cholesky factor > AB.ch <- .Fortran("dpbtrf", UPLO = 'L', N = as.integer(n), + KD = 1L, AB = AB, LDAB = 2L, INFO = as.integer(0))$AB Error in .Fortran("dpbtrf", UPLO = "L", N = as.integer(n), KD = 1L, AB = AB, : Fortran symbol name "dpbtrf" not in load table > sessionInfo() R version 3.6....

...a folder (directory) src in the directory where your script resides. >>> Create a wrapper for "dpbtrf" file in a file xdpbtrf.f that takes an integer instead of character >>> <xdpbtrf.f> >>> c intermediate for dpbtrf >>> SUBROUTINE xDPBTRF( kUPLO, N, KD, AB, LDAB, INFO ) >>> c .. Scalar Arguments .. >>> integer kUPLO >>> INTEGER INFO, KD, LDAB, N >>> c .. Array Arguments .. >>> DOUBLE PRECISION AB( LDAB, * ) >>> character UPLO >>> c...

...way to achieve what you want. Here goes. Create a folder (directory) src in the directory where your script resides. Create a wrapper for "dpbtrf" file in a file xdpbtrf.f that takes an integer instead of character <xdpbtrf.f> c intermediate for dpbtrf SUBROUTINE xDPBTRF( kUPLO, N, KD, AB, LDAB, INFO ) c .. Scalar Arguments .. integer kUPLO INTEGER INFO, KD, LDAB, N c .. Array Arguments .. DOUBLE PRECISION AB( LDAB, * ) character UPLO c convert integer argument to character if(kUPLO .eq. 1 ) then UPLO...

...script resides. > > Create a wrapper for "dpbtrf" file in a file xdpbtrf.f that takes > an integer instead of character > > > > <xdpbtrf.f> > > c intermediate for dpbtrf > > > >? ? ? ? SUBROUTINE xDPBTRF( kUPLO, N, KD, AB, LDAB, INFO ) > > > > c? ? ? .. Scalar Arguments .. > >? ? ? ? integer? ? ? ? ?kUPLO > >? ? ? ? INTEGER? ? ? ? ?INFO, KD, LDAB, N > > > > c? .. Array Arguments .. > >? ? ? ? DOUBLE PRECISION? ?AB( LDAB, * ) >...

...= 70, p = 5, size = 7, vis = TRUE )" crashes due to corruption of C stack by Fortran function DPOSV, when compiled with the new gfortran and with -O2. To see the problem, one can just look at the disassembly of DPOSV (LAPACK), neither the package nor R is not necessary: SUBROUTINE DPOSV( UPLO, N, NRHS, A, LDA, B, LDB, INFO ) CHARACTER????????? UPLO In one case, DPOSV calls DPOTRS before returning. The new gfortran with -O2 performs tail-call optimization, jumping to DPOTRS. In the annotated disassembly snippet, at 11747f1, DPOSV tries to ensure that there is constant 1 as string len...

...>> Create a folder (directory) src in the directory where your script resides. >> Create a wrapper for "dpbtrf" file in a file xdpbtrf.f that takes an integer instead of character >> <xdpbtrf.f> >> c intermediate for dpbtrf >> SUBROUTINE xDPBTRF( kUPLO, N, KD, AB, LDAB, INFO ) >> c .. Scalar Arguments .. >> integer kUPLO >> INTEGER INFO, KD, LDAB, N >> c .. Array Arguments .. >> DOUBLE PRECISION AB( LDAB, * ) >> character UPLO >> c convert integer argume...

...) src in the directory where your script > resides. > > Create a wrapper for "dpbtrf" file in a file xdpbtrf.f that takes an > integer instead of character > > > > <xdpbtrf.f> > > c intermediate for dpbtrf > > > > SUBROUTINE xDPBTRF( kUPLO, N, KD, AB, LDAB, INFO ) > > > > c .. Scalar Arguments .. > > integer kUPLO > > INTEGER INFO, KD, LDAB, N > > > > c .. Array Arguments .. > > DOUBLE PRECISION AB( LDAB, * ) > > > > character UP...

...; phi <- 0.64 > AB <- matrix(0, 2, n) > AB[1, ] <- c(1, rep(1 + phi^2, n-2), 1) > AB[2, -n] <- -phi > round(AB, 3) [,1] [,2] [,3] [,4] [1,] 1.00 1.41 1.41 1 [2,] -0.64 -0.64 -0.64 0 > > ### Cholesky factor > AB.ch <- .Fortran("dpbtrf", UPLO = 'L', N = as.integer(n), + KD = 1L, AB = AB, LDAB = 2L, INFO = as.integer(0))$AB Error in .Fortran("dpbtrf", UPLO = "L", N = as.integer(n), KD = 1L, AB = AB, : Fortran symbol name "dpbtrf" not in load table > sessionInfo() R version 3.6...

...; phi <- 0.64 > AB <- matrix(0, 2, n) > AB[1, ] <- c(1, rep(1 + phi^2, n-2), 1) > AB[2, -n] <- -phi > round(AB, 3) [,1] [,2] [,3] [,4] [1,] 1.00 1.41 1.41 1 [2,] -0.64 -0.64 -0.64 0 > > ### Cholesky factor > AB.ch <- .Fortran("dpbtrf", UPLO = 'L', N = as.integer(n), + KD = 1L, AB = AB, LDAB = 2L, INFO = as.integer(0))$AB Error in .Fortran("dpbtrf", UPLO = "L", N = as.integer(n), KD = 1L, AB = AB, : Fortran symbol name "dpbtrf" not in load table > sessionInfo() R version 3.6...

Hi, I have tried to pinpoint potential problems which could lead to the LAPACK issues that are currently seen in R. I built the current R trunk using AR=gcc-ar RANLIB=gcc-ranlib ./configure --prefix=$HOME --enable-lto --enable-BLAS-shlib=no --without-recommended-packages and used this to find problem areas. There are quite a few warnings that were flagged, due to mismatches in function

...es. > > Create a folder (directory) src in the directory where your script resides. > Create a wrapper for "dpbtrf" file in a file xdpbtrf.f that takes an integer instead of character > > <xdpbtrf.f> > c intermediate for dpbtrf > > SUBROUTINE xDPBTRF( kUPLO, N, KD, AB, LDAB, INFO ) > > c .. Scalar Arguments .. > integer kUPLO > INTEGER INFO, KD, LDAB, N > > c .. Array Arguments .. > DOUBLE PRECISION AB( LDAB, * ) > > character UPLO > c convert integer argument to cha...

...Create a wrapper for "dpbtrf" file in a file xdpbtrf.f that takes >>>>> an integer instead of character >>>>> >>>>> <xdpbtrf.f> >>>>> c intermediate for dpbtrf >>>>> >>>>> SUBROUTINE xDPBTRF( kUPLO, N, KD, AB, LDAB, INFO ) >>>>> >>>>> c????? .. Scalar Arguments .. >>>>> integer???????? kUPLO >>>>> INTEGER???????? INFO, KD, LDAB, N >>>>> >>>>> c? .. Array Arguments .. >>>>> DOUBLE PRECISION...

...CPU-specific." Is there a listing for the error codes from Lapack routine 'dsyevr'? Especially I am interested about the meaning and handling of error codes 1 and 2. In Lapack.c I only see the reference to the variable info in certain Fortran code: F77_CALL(dsyevr)(jobv, range, uplo, &n, rx, &n, &vl, &vu, &il, &iu, &abstol, &m, rvalues, rz, &n, isuppz, &tmp, &lwork, &itmp, &liwork, &info); if (info != 0) error(_("error code %d from Lapack routine '%s'"), info, "dsyevr"); lwork =...

..., 6L, 7L), Dim = c(8L, 10L), Dimnames = list( | > NULL, NULL), x = c(9, 21, 28, 35, 14, 42, 49), factors = list()) | > --> checking list(*): Ok | > --=--=--=--=-- | > As: new("dsyMatrix", x = c(2, 1, 1, 2), Dim = c(2L, 2L), Dimnames = list( | > NULL, NULL), uplo = "U", factors = list()) | 446,448d590 | < checking formals(.): | < as.pairlist(alist(x = , y = , ... = )) | < __ not parse()able __: hasMissObj(.) is true | 551a694,701 | > D5.: new("ddiMatrix", diag = "N", Dim = c(5L, 5L), Dimnames = list( | >...

...*% D) - (A2 %*% D) > identical(T1, T2) [1] FALSE Harold > dput(A1) new("dsCMatrix" , i = c(0L, 1L, 2L, 3L, 0L, 1L, 4L, 2L, 3L, 5L) , p = c(0L, 1L, 2L, 3L, 4L, 7L, 10L) , Dim = c(6L, 6L) , Dimnames = list(NULL, NULL) , x = c(5, 5, 5, 5, 5, 5, 10, 5, 5, 10) , uplo = "U" , factors = list() ) > dput(A2) new("dgeMatrix" , x = c(1.41313955042629, 1.23647532592053, 1.36413787785255, 0.986247245800629, 2.64961487634682, 2.35038512365318, 1.23647532592053, 1.55872699943971, 0.579347997632991, 1.62544967700677, 2.79520232536024, 2.2047...

...imnames = list( > | > NULL, NULL), x = c(9, 21, 28, 35, 14, 42, 49), factors = list()) > | > --> checking list(*): Ok > | > --=--=--=--=-- > | > As: new("dsyMatrix", x = c(2, 1, 1, 2), Dim = c(2L, 2L), Dimnames = list( > | > NULL, NULL), uplo = "U", factors = list()) > | 446,448d590 > | < checking formals(.): > | < as.pairlist(alist(x = , y = , ... = )) > | < __ not parse()able __: hasMissObj(.) is true > | 551a694,701 > | > D5.: new("ddiMatrix", diag = "N", Dim = c...

.....$ : chr [1:10] "(Intercept)" "FreqABCD.log.std" "LogitABCD.neg.log.std" "MIABCD.neg.log.std" ... ? .. .. ..$ : chr [1:10] "(Intercept)" "FreqABCD.log.std" "LogitABCD.neg.log.std" "MIABCD.neg.log.std" ... ? .. ..@ uplo??? : chr "U" ? .. ..@ factors :List of 1 ? .. .. ..$ correlation:Formal class 'corMatrix' [package "Matrix"] with 6 slots ? .. .. .. .. ..@ sd????? : num [1:10] 0.0339 0.0519 0.013 0.0439 0.0068 ... ? .. .. .. .. ..@ x?????? : num [1:100] 1 0.0194 -0.1162 0.0147 0....

Using the 64-bit Solaris compilers make check dumps core in La_rs at 73 F77_CALL(dsyev)(jobv, uplo, &n, rx, &n, rvalues, work, &lwork, &info); I can't reproduce it easily, but example(eigen) occasionally stops with Error: abs(sm - V %*% diag(lam) %*% t(V)) < 60 * Meps is not TRUE which might be connected. The tiny rounding errors in example(eigen) aren't constant fr...