[Rd] Re: [R] fast partial spectral decompositions.
Prof Brian Ripley
ripley at stats.ox.ac.uk
Fri Nov 5 23:10:19 CET 2004
[This really is a programming question which the posting guide says should
have been sent to R-devel, so I have diverted it there.]
dseyv is not an interface to dsyevr, but a separate routine.
R does use dsyevr these days, but before R required IEC60559 arithmetic,
it also provided the choice of dsyev, as the latter does not require
I am not sure what R_exts/Lapack.h is intended to be. If you include
$(LAPACK_LIBS) $(BLAS_LIBS) in the building of your package, you will get
access to a full double-precision LAPACK library including dsyevr.
However, that header file is _not_ part of the R API and is _not_ a list
There is another complication. R imports LAPACK subroutines from either
an external LAPACK library or from an LAPACK library it creates. Because
some external LAPACK libraries have a broken dsyev(r) but might be in use
as a BLAS library, under some circumstances R uses a renamed dsyev(r) as
rsyev(r). So it is potentially dangerous to make use of dsyev(r) (and,
let me say again, they are not part of the R API). (AFAIR we did this to
avoid getting incorrect results on some version of libsunperf.)
I suggest you use your own LAPACK routines of known provenance.
On Fri, 5 Nov 2004, Jon McAuliffe [malfunctioning at shift.key] wrote:
> i want to compute the top k eigenvalues+eigenvectors of a (large)
> real symmetric matrix. since it doesn't look like any top-level R
> function does this, i'll call LAPACK from a C shlib and then
> use .Call. the only LAPACK function i see to do this in
> R_ext/Lapack.h is dsyevx. however, i know that in LAPACK dsyevr
> can also return a partial eigendecomposition. why is dsyevr not
> exported in R_ext/Lapack.h? my superficial understanding is that
> dsyevr is "better" (faster? stabler?) for both complete and
> partial eigenproblems than dsyevd/dsyevx, but only the complete
> eigenproblem interface to dsyevr appears to be exported in
> Lapack.h (as dsyev).
> corrections to misunderstandings in the above are welcome. advice
> on whether using dsyevr rather than dsyevx is (very) important
> for partial decompositions is also gratefully accepted.
I am baffled by the problem with your shift key: it does work some of the
time but your text is very hard to read when it does not work.
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 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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