[Rd] How does .Fortran "dqrls" work?

[Berend Hasselman]

On 27-04-2012, at 14:56, David L Lorenz wrote:

>  Of course, what you could do is Google dqrls and get the source and 
> documentation. That is because it is in the publically available linpack. 
> If it were not publically available that would not work. Theoretically, 
> all FORTRAN or C code in R should be publically available.
> Dave

Huh?

Just get the source code of R. 
Do a bit of digging and you'll find it.

@yang:

you should have set

n <- 10L
p <- 2L

and see reply by Chuck.

In your case you should have done

lm(y ~ qr + 0)

Berend

> 
> 
> From:
> <cberry at tajo.ucsd.edu>
> To:
> <r-devel at stat.math.ethz.ch>
> Date:
> 04/27/2012 06:28 AM
> Subject:
> Re: [Rd] How does .Fortran "dqrls" work?
> Sent by:
> r-devel-bounces at r-project.org
> 
> 
> 
> yangleicq <yanglei_cq at 126.com> writes:
> 
>> Hi, all.
>> I want to write some functions like glm() so i studied it.
>> In glm.fit(), it calls a fortran subroutine named  "dqrfit" to compute 
> least
>> squares solutions
>> to the system
>>              x * b = y
>> 
>> To learn how "dqrfit" works, I just follow how glm() calls "dqrfit" by 
> my
>> own example, my codes are given below:
>> 
>>> qr <-
>>> 
> matrix(c(4.17,5.58,5.18,6.11,4.50,4.61,5.17,4.53,5.33,5.14,2.3,1.7,1.3,1.7,1.7,1.6,1,1.7,1.7,1.7),ncol=2)
>>> qr 
>>      [,1] [,2]
>> [1,] 4.17  2.3
>> [2,] 5.58  1.7
>> [3,] 5.18  1.3
>> [4,] 6.11  1.7
>> [5,] 4.50  1.7
>> [6,] 4.61  1.6
>> [7,] 5.17  1.0
>> [8,] 4.53  1.7
>> [9,] 5.33  1.7
>> [10,] 5.14  1.7
>>> n=10
>>> p=2
>>> y <- c(4.81,4.17,4.41,3.59,5.87,3.83,6.03,4.89,4.32,4.69)
>>> ny=1L
>>> tol=1e-07
>>> coefficients=double(p)
>>> residuals=double(n)
>>> effects=double(n)
>>> rank=integer(1L)
>>> pivot=1:n
>>> qraux=double(n)
>>> work=double(2*n)
>>> 
>>> 
>>> 
>>> fittt<-.Fortran("dqrls", qr =qr, n = n, 
>> +                 p = p, y = y, ny = ny, tol = tol,
>> coefficients=coefficients,
>> +                 residuals = residuals, effects = effects, 
>> +                 rank = rank, pivot = pivot, qraux = qraux, 
>> +                 work = work, PACKAGE = "base")
>>> 
>>> fittt$coefficients
>> [1] 0 0
> 
> You have the args for .Fortran wrong. Try:
> 
>> fargs <- structure(list("dqrls", qr = structure(c(1, 1, 1, 1, 1, 1, 1, 
> + 1, 1, 1, 4.17, 5.58, 5.18, 6.11, 4.5, 4.61, 5.17, 4.53, 5.33, 
> + 5.14, 2.3, 1.7, 1.3, 1.7, 1.7, 1.6, 1, 1.7, 1.7, 1.7), .Dim = c(10L, 
> + 3L)), n = 10L, p = 3L, y = c(4.81, 4.17, 4.41, 3.59, 5.87, 3.83, 
> + 6.03, 4.89, 4.32, 4.69), ny = 1L, tol = 1e-11, coefficients = c(0, 
> + 0, 0), residuals = c(0, 0, 0, 0, 0, 0, 0, 0, 0, 0), effects = c(0, 
> + 0, 0, 0, 0, 0, 0, 0, 0, 0), rank = 0L, pivot = 1:3, qraux = c(0, 
> + 0, 0), work = c(0, 0, 0, 0, 0, 0), PACKAGE = "base"), .Names = c("", 
> + "qr", "n", "p", "y", "ny", "tol", "coefficients", "residuals", 
> + "effects", "rank", "pivot", "qraux", "work", "PACKAGE"))
>> do.call(.Fortran,fargs)$coef
> [1] 11.176571 -0.883272 -1.262772
>> 
> 
> TIP: It often helps to use something like
> 
>     debug(function.calling.Fortran) 
> 
> and then step thru the function till the call you want to study is
> invoked. Then inspect the inputs one-by-one and tinker with them and
> recall the function or save them via 
> 
>         dput( list(...) , file="fargs" ) 
> 
> so you can later invoke the function as above.
> 
> HTH,
> 
> Chuck 
> 
> 
>> 
>> but when i use lm() which also calls "dqrls" internally to fit this 
> model,
>> it gives reasonable result.
>> 
>>> lm(y~qr)
>> 
>> Call:
>> lm(formula = y ~ qr)
>> 
>> Coefficients:
>> (Intercept)          qr1          qr2 
>>    11.1766      -0.8833      -1.2628 
>> 
>> 
>> when I change the coefficients to be c(1,1), the output from "dqrls", 
>> fittt$coefficients also equals to c(1,1). That means the 
> .Fortran("dqrls",
>> qr=qr,n=n,p=p,...) did nothing to the coefficients! I don't know why, is
>> there anything I did wrong or missed?  How can I get the result from 
> "dqrls"
>> as what lm() or glm() gets from "dqrls"?
>> 
>> Thanks in advance. Best Regards.
>> 
>> 
>> 
>> --
>> View this message in context: 
> http://r.789695.n4.nabble.com/How-does-Fortran-dqrls-work-tp4588973p4588973.html
> 
>> Sent from the R devel mailing list archive at Nabble.com.
>> 
> 
> -- 
> Charles C. Berry                            Dept of Family/Preventive 
> Medicine
> cberry at ucsd edu                                                   UC 
> San Diego
> http://famprevmed.ucsd.edu/faculty/cberry/  La Jolla, San Diego 92093-0901
> 
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