similar to: why was XENMEM_translate_gpfn_list removed

We use XENMEM_add_to_physmap_range which is the preferred interface for foreign mappings. Signed-off-by: Ian Campbell <ian.campbell@citrix.com> --- arch/arm/include/asm/xen/interface.h | 1 + arch/arm/xen/enlighten.c | 100 +++++++++++++++++++++++++++++++++- arch/x86/include/asm/xen/interface.h | 1 + include/xen/interface/memory.h | 18 ++++++ 4 files changed,

Hi, on ia64, the do_* functions for hypercalls are called in C. However, they are not declared in any .h file. I think it is cleaner to declare them in an header file rather than locally. The question is in which header file. Thank you for any suggestion. The do_* functions are at least: extern long do_ni_hypercall(void); extern long do_dom0_op(dom0_op_t *u_dom0_op); extern long

Hi all, I am running a bivariate regression with the following: p1=c(184,155,676,67,922,22,76,24,39) p2=c(1845,1483,2287,367,1693,488,435,1782,745) I1=c(1530,1505,2505,204,2285,269,1271,298,2023) I2=c(8238,6247,6150,2748,4361,5549,2657,3533,5415) R1=I1-p1 R2=I2-p2 x1=cbind(p1,R1) y1=cbind(p2,R2) fit1=lm(y1~-1+x1) summary(fit1) Response 2: Coefficients: Estimate Std. Error t value

Hi all, I'd like to fit a multivariate regression with the variance of the error term porportional to the predictors, like the WLS in the univariate case. y_1~x_1+x_2 y_2~x_1+x_2 var(y_1)=x_1*sigma_1^2 var(y_2)=x_2*sigma_2^2 cov(y_1,y_2)=sqrt(x_1*x_2)*sigma_12^2 How can I specify this in R? Is there a corresponding function to the univariate specification lm(y~x,weights=x)??

Any thoughts on setting breakpoints around hypercalls? ---------- Forwarded message ---------- From: Kip Macy <kip.macy@gmail.com> Date: Dec 26, 2005 12:14 AM Subject: setting breakpoints around hypercalls in a domU causes dom0 to lockup To: xen-devel <xen-devel@lists.xensource.com>, Keir Fraser < Keir.Fraser@cl.cam.ac.uk> Stepping through hypercalls (at the source level, not

Hi all, I am going to sample two variables from two exponential distributions, but I want to specify a covariance structure between these two variables. Is there any way to do it in R? Or is there a "Multivariate Exponential" thing corresponding to the multivariate normal? Thanks in advance. Sincerely, Yanwei Zhang Department of Actuarial Research and Modeling Munich Re America Tel:

Hi all, Assume I have a random vector with four variables, i.e. A=(a,b,c,d). I am able to get the covariance matrix of vector A, but how can I get the covariance matrix of vector B=(a,c,b,d) by manipulating the corresponding covariance matrix of A? Thanks. Sincerely, Yanwei Zhang Department of Actuarial Research and Modeling Munich Re America Tel: 609-275-2176 Email:

Hi all, I have a 4 by 4 matrix, and I want to switch row 2 and row 3 first, then switch column 2 and column 3. Is there an easy way to do it? The following is a tedious way to get what I want. But I wonder if there is a way to simplify this. > a=matrix(rnorm(16),4,4) > a [,1] [,2] [,3] [,4] [1,] 0.33833811 -0.9422273 -0.06181611 -1.8346134 [2,] -0.68167996

Last year we had a discussion[1] about how the hypercall ABI unfortunately contains fields that change width between 32- and 64-bit builds. This is a huge problem as we come up on the python management stack for ppc64, since the distributions ship 32-bit python. A 32-bit python/libxc cannot currently manage a 64-bit hypervisor. I had a patch but was unable to test it, and some other things were

I've installed R-2.9.2 (64 bit), unixODBC-2.2.14-p2 (64 bit) and RODBC_1.2-5 (64 bit) on a 64 bit Redhat Linux server (Red Hat Enterprise Linux Server release 5.4 (Tikanga), x86_64) release 2.6.18-164.2.1.el5. I've tested the ODBC drive via isql and the test was success: [yzhang@ROracleTest ~]$ isql -v DRTST yzhang test +---------------------------------------+ | Connected!

Hi all, I got another VAR question here and really appreciate if somebody would help me out :) I have five time series, say A,B,C,D,E. My objective is to predict the series A using the rest, that is, B, C, D and E. A Vector Autoregression Model should work here. But first of all, I should select which series of B, C, D and E to be include in the VAR model, as well as the number of lags. I wonder

Hi all, I have n independent variables A_1, A_2, A_3,......,A_n, and each with known variances var(A_1), var(A_2),..., but unknown mean. How can I get the approximation of the variance of the product of the variables using numerical computation, i.e. var(A_1*A_2*A_3*.....*A_n)? Thanks. Sincerely, Yanwei Zhang Department of Actuarial Research and Modeling Munich Re America Tel: 609-275-2176

Hi all, I met with a problem about the weighted least square regression. 1. I simulated a Normal vector (sim1) with mean 425906 and standard deviation 40000. 2. I simulated a second Normal vector with conditional mean b1*sim1, where b1 is just a number I specified, and variance proportional to sim1. Precisely, the standard deviation is sqrt(sim1)*50. 3. Then I run a WLS regression without the

The following dump-core patches changes its format into ELF, adds PFN-GMFN table, HVM support, and adds experimental IA64 support. - ELF format Program header and note section are adopted. - HVM domain support To know the memory area to dump, XENMEM_set_memory_map is added. XENMEM_memory_map hypercall is for current domain, so new one is created. and hvm domain builder tell xen its

This patch enables PCI passthrough with stub domain. PCI passthrough with stub domain has failed in the past. The primary reason is that hypercalls from qemu in stub domain are rejected. This patch allows qemu in stub domain to call the hypercalls which is needed for PCI passthrough. For security, if target domain of hypercall is different from that of stub domain, it rejects hypercall. To use

Hi, I am currently working on hypercalls from HVM guests. I started with a set of Intel patches posted to xen-devel last September. I currently have code running for both 32-bit and 64-bit HVM guests running on a 64-bit hypervisor. I am curious why none of the original patches were accepted, and what I might need to do to make them acceptable. Is other work being done in this area that

Greetings, I have a technical question about update_va_mapping_otherdomain....... I have two components: a C program linked against libxc and a kernel module which performs the following simple sequence of events from domain zero: 1. Pause guest (unprivileged) 2. Grabs the PTE associated with a random (but present) page within the guest''s kernel''s address space (using a

Hi all, Is there an easy way to do cumulative matrix multipliation in R? What's the syntex? Thanks. Sincerely, Yanwei Zhang Department of Actuarial Research and Modeling Munich Re America Tel: 609-275-2176 Email: yzhang@munichreamerica.com<mailto:yzhang@munichreamerica.com> [[alternative HTML version deleted]]

Dear list, I have the following matrix. How can I make the following plot? 1. The x-axis has index 1:7, and the first column is plotted against index 1, second against 2, and so on. 2. I want the points from the left upper conner including the antidiagonal to be plotted with col=2, and the rest with col=3 [,1] [,2] [,3] [,4] [,5] [,6] [,7] [1,] 0.589 0.857 0.923 0.944 0.954 0.963

While looking at the origin of very frequently executed hypercalls I realized that the high page accessor functions in Linux would be good candidates to handle in the hypervisor - clearing or copying to/from a high page is a pretty frequent operation (provided there''s enough memory in the domain). While prior to the first submission I only measured kernel builds (where the results are not