[Rd] Linking to lapack

[Douglas Bates]

On Fri, Oct 22, 2010 at 4:30 AM, Nick Sabbe <nick.sabbe at ugent.be> wrote:
> Hello all.

> I'm developing a package for R holding a Gibbs sampler, which tends to have
> better performance when written in C than in R.
> During each iteration in the Gibbs sampler, I need the inverse of a
> symmetric matrix.

You may want to check that.  The first rule of numerical linear
algebra is that you hardly ever need to invert a matrix.  If you need
to solve a linear system, you use a factorization, as below and then
use one of the solvers based on that factorization.  If the matrix is
small calculating the inverse is not a big problem.  If it is large
and you do so within each iteration of your sampler then you are
probably wasting time.

> For this, I wish to use lapack, as is concisely suggested in "Writing R
> extensions", since this will have better performance than I could ever write
> myself.
>
> After some twiddling I have got my code to compile by including
> "R_ext/Lapack.h" and using "F77_CALL(dpotrf)", but unfortunately, I don't
> get this to link properly.
> I get this message: " testc.o:testc.c:(.text+0x255): undefined reference to
> `dpotrf_'" which seems logical to me as far as my understanding of C
> reaches, but I don't know how to resolve it. I'm quite sure I need some
> extra parameters in my makefile, but as I come from a world where all these
> complexities are happily abstracted away for me by an IDE, I have no actual
> clue on how to surmount this.

Go back to section 1.2.1 of "Writing R Extensions" that deals with
"Using Makevars".

> However: when I'm done with all my code, I wish to build a package for
> publication on CRAN, so I want to be sure that not only I can build it on my
> system, but it will also work well when distributed to other computers (if I
> understand the package process well, source files are compiled and linked
> during installation of the package), so I would also like to know how to do
> this.
>
> It should not be relevant, but either way: I'm doing all this on a Windows 7
> machine, though the package will probably be used on Linux-based servers
> eventually.
>
> Finally: I have found no comprehensive list of the functions available to an
> R package developer, nor, strangely, questions about that. Does such a thing
> exist, or are we up to hoping we find what we are looking for in the header
> files? If it does not exist already, I would surely be willing to work on
> it.

Do you mean other than the section on "The R API" in the "Writing R
Extensions" manual?
> Thanks for any input.
>
> Nick Sabbe
> --
> ping: nick.sabbe at ugent.be
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>
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