similar to: General expression of a unitary matrix

Hi, It is my understanding that the eigenvectors of a circulant matrix are given as follows: 1,omega,omega^2,....,omega^{p-1} where the matrix has dimension given by p x p and omega is one of p complex roots of unity. (See Bellman for an excellent discussion on this). The matrix created by the attached row and obtained using the following commands indicates no imaginary parts for the

Hi, Can anyone help me to understand the ScheduleDAGInstrs::buildSchedGraph() method? I find the handling of AliasChain is disturbing since: 1. A new alias chain add deps to all possibly aliasing SUs, and then clears those lists. 2. When AliasChain is present, the addChainDependency() method is called, but the target hook areMemAccessesTriviallyDisjoint() called inside

Dear R developers, sessionInfo() below Please have a look at the following two versions of the same function: 1. Intended behavior: > Su1 = function(u=100, l=u, mu=0.53, sigma2=4.3^2) + { + print(c(u, l, mu)) # here, l is set to u?s value + u = u/sqrt(sigma2) + l = l/sqrt(sigma2) + mu = mu/sqrt(sigma2) + print(c(u, l, mu)) + } > > Su1() [1] 100.00 100.00 0.53 [1]

Hello again, Sorry -- I think I found the problem somewhere else. I was a bit confused and missed the fact that adjustChainDeps() is called a few lines down and does just what I wanted :-) I would like to instead ask another question: Why is I->isCtrl() used in code like // Iterate over chain dependencies only. for (SUnit::const_succ_iterator I = SUb->Succs.begin(), E =

On Nov 9, 2011, at 2:12 PM, Chris Lattner wrote: > On Nov 9, 2011, at 1:08 PM, Jim Grosbach wrote: >>> On Nov 9, 2011, at 10:49 AM, Jim Grosbach wrote: >>>>> >>>>> It's not good, but people do it. Also constructing enums via & and | etc. It'd be nice to be able to get the name of whatever it is that the code generator actually produced :)

Hi, Thank you for the reply. >It looks to me like we can choose any subset of edges here and be correct. We're basically trying to prune/pinch the DAG edges here. They can easily blow up with AA sched. I would guess that isCtrl() edges are good ones to bypass because they could be a low-latecy edges, whereas true data dependencies from a load are expected to be >higher latency, so they

Hello all, In the course of trying to implement the CDF of an InverseGammaDistribution, I have run across the need for an igamma() function. Several others have needed this function but the answers I have found so far are not totally clear to me. I'm writing for three reasons: 1) to present a small error in the docs 2) to clarify the approach we are expected to take 3) to request,for the

I have found a regression model, and i would like to predict value in different points. I have tried to use predict function but it doesn't work. I have used predict function like this: newdata<-seq(from=0.1, to=0.32,by=0.02) data<-predict(fm,newdata) where fm is a regression model. The predict function return me that: Error in eval(predvars, data, env) : numeric argument

Another way to avoid the problem is to not redefine variables that are arguments. E.g., > Su3 <- function(u=100, l=u, mu=0.53, sigma2=4.3^2, verbose) { if (verbose) { print(c(u, l, mu)) } uNormalized <- u/sqrt(sigma2) lNormalized <- l/sqrt(sigma2) muNormalized <- mu/sqrt(sigma2) c(uNormalized, lNormalized, muNormalized) } > Su3(verbose=TRUE)

Hi, Is it possible to get the list of BasicBlocks building the condition of a loop and the list of BasicBlocks that form the body? My first approach was to iterate over the list of all Basicblocks of a loop and separate the header as the condition and the remaining as the body of the loop. However, this is not correct for instance in the case of a while loop in the form: while( A & B) do {

Hello, One way of preventing that is to use ?force. Just put force(l) right after the commented out print and before you change 'u'. Hope this helps, Rui Barradas Citando Matthias Gondan <matthias-gondan at gmx.de>: > Dear R developers, > > sessionInfo() below > > Please have a look at the following two versions of the same function: > > 1. Intended

Mathias, If it's any comfort, I appreciated the example; 'expected' behaviour maybe, but a very nice example for staff/student training! S Ellison > -----Original Message----- > From: R-help [mailto:r-help-bounces at r-project.org] On Behalf Of Matthias > Gondan > Sent: 02 September 2017 18:22 > To: r-help at r-project.org > Subject: [R] Strange lazy evaluation of

Good evening. I have this following table and I would like to turn it into a matrix in which my rows would be filled with de "Sellers", my columns with my "Articles" and my data would be the mean unitary price used by each seller in each produt. Seller Art. Unit Price 1 v1 p1 9.148352 2 v2 p1 2.858073 3 v3 p1 3.775315 4 v4

Unfortuantely we don't know if a particular load is a real 2d image (as would be a cube face or 2d array element), or a layer of a 3d image. Since we pass in the TIC reference, the instruction's type has to match what's in the TIC (experimentally). In order to properly support bindless images, this also can't be done by looking at the current bindings and generating appropriate

Do any of the R libraries have an implementation of the Inverse Error Function (Inverse ERF)? ref: http://mathworld.wolfram.com/InverseErf.html http://functions.wolfram.com/GammaBetaErf/InverseErf/ Thanks, Nathan [[alternative HTML version deleted]]

To R-helpers, R offers the polyroot function for solving mentioned equations iteratively. However, Dr Math and Mathworld (and other places) show in detail how to solve mentioned equations non-iteratively. Do implementations for R that are non-iterative and that solve mentioned equations exists? Regards, Mads Jeppe

I'm having trouble with the standard deviation distribution as shown on http://mathworld.wolfram.com/StandardDeviationDistribution.html . (Eric Weisstein references Kenney and Keeping 1951, which I can't check.) I believe the graphs they show, but when I code the function in R, according to the listed formula, I get very different graphs. Would someone please point out my error or tell

Dear Bill, All makes perfect sense (including the late evaluation). I actually discovered the problem by looking at old code which used your proposed solution. Still I find it strange (and, hnestly, I don?t like R?s behavior in this respect), and I am wondering why u is not being copied to L just before u is assigned a new value. Of course, this would require the R interpreter to track all these

Hello, I have been following the thread dated Monday, October 9, 2006 when Kamila Naxerova asked a question about plotting elliptical shapes. Can you explain the equations for X and Y. I believe they used the parametric form of x and y (x=r cos(theta), y=r sin(theta). I don't know what r is here ? Can you explain 1)the origin of these equations and 2) what is r? Sincerely, Mary A. Marion

I'm using fisher.exact on a 4x2 table and it seems to work. Does anyone know exactly what is going on? I thought fisher.exact is only for 2x2 tables. Note: I can't use chi-squared because I have a couple of cells with 0 and < 5 observations. -- View this message in context: http://r.789695.n4.nabble.com/fisher-exact-for-2x2-table-tp3481979p3481979.html Sent from the R help