[Rd] Found explanation for R-2.15.2 slowdown in one case; caution for any users of La_chol

[Uwe Ligges]

On 14.12.2012 23:31, Paul Johnson wrote:
> 2 days ago, I posted my long message about the observed slowdown in a
> package between R-2.15.0 and R-2.15.2.
>
> Uwe Ligges urged me to make a self-contained R example. That was the
> encouragement I needed. I tracked the problem down to a failing use of
> a LAPACK routine.
>
> R's LAPACK C interface changed one variable in one function. But it
> turned out to be an important change.  In case others have code that
> is behaving in unexpected says, I'd urge package writers to
> double-check their usage of the Cholesky inverse. Here are details:
>
> In R 2.15.0, src/main/lapack.c, we have the prototype:
>
> SEXP La_chol (SEXP A)
>
> BUT in R 2.15.2, the prototype changed:
>
> SEXP La_chol (SEXP A, SEXP pivot)
>
> In the problem case I was studying, the effort to use La_chol was
> wrapped in a "try" catch framework, and when Cholesky failed, it fell
> back to a singular value decomposition. That's much slower, of course.
>
> Hence the program seemed slower under R-2.15.2, but it was really
> failing in a way that I had not noticed.
>
> pj
>


That is the reason why R CMD check gives a WARNING in the checks of your 
package for quite some time now:


checking foreign function calls ... WARNING

Foreign function calls with 'PACKAGE' argument in a base package:
.Call("La_chol", ..., PACKAGE = "base")
.Call("La_chol2inv", ..., PACKAGE = "base")
Packages should not make .C/.Call/.Fortran calls to base packages. They
are not part of the API, for use only by R itself and subject to change
without notice.


So time to fix that. See also:
http://cran.r-project.org/web/checks/check_results_Amelia.html


Best,
Uwe Ligges