[Rd] Problem using F77_CALL(dgemm) in a package

[Douglas Bates]

On Sun, Feb 20, 2011 at 4:39 PM, Jason Rudy <jcrudy at gmail.com> wrote:
> I've never used C++ before, so for this project I think I will stick
> with just using the BLAS and LAPACK routines directly.  Another issue
> is that I will need to do some sparse matrix computations, for which I
> am planning to use CSPARSE, at least to begin with.  I am interested
> by RcppArmadillo, and would consider it for future projects.  If you
> don't mind, what in your opinion are the major pros and cons of an
> RcppArmadillo solution compared to simply using the BLAS or LAPACK
> routines through the .C interface?

You may want to consider the API exported by the Matrix package that
allows access to CHOLMOD functions in that package's library.  The
entire CSPARSE library is also included in the Matrix package but most
of it is not exported because the CHOLMOD functions are generally more
effective.  (Both CHOLMOD and CSPARSE are written by Tim Davis.
CSPARSE is good code but it was written more for instructional purpose
than as an "industrial strength" package.)

> On Sun, Feb 20, 2011 at 8:11 AM, Dirk Eddelbuettel <edd at debian.org> wrote:
>>
>> On 20 February 2011 at 09:50, Dirk Eddelbuettel wrote:
>> | There is of course merit in working through the barebones API but in case you
>> | would consider a higher-level alternative, consider these few lines based on
>> | RcppArmadillo (which end up calling dgemm() for you via R's linkage to the BLAS)
>>
>> PS I always forget that we have direct support in Rcpp::as<> for Armadillo
>> matrices. The examples reduces to three lines in C++, and you never need to
>> worry about row or column dimension, or memory allocation or deallocation:
>>
>>  R> suppressMessages(library(inline))
>>  R> txt <- '
>>  +    arma::mat Am = Rcpp::as< arma::mat >(A);
>>  +    arma::mat Bm = Rcpp::as< arma::mat >(B);
>>  +    return Rcpp::wrap( Am * Bm );
>>  +    '
>>  R> mmult <- cxxfunction(signature(A="numeric", B="numeric"),
>>  +                      body=txt,
>>  +                      plugin="RcppArmadillo")
>>  R> A <- matrix(1:9, 3, 3)
>>  R> B <- matrix(9:1, 3, 3)
>>  R> C <- mmult(A, B)
>>  R> print(C)
>>       [,1] [,2] [,3]
>>  [1,]   90   54   18
>>  [2,]  114   69   24
>>  [3,]  138   84   30
>>  R>
>>
>> Matrices A and B from directly initialise Armadillo matrices, and the result
>> can be returned directly.
>>
>> Hth, Dirk
>>
>> --
>> Dirk Eddelbuettel | edd at debian.org | http://dirk.eddelbuettel.com
>>
>
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