[Rd] Fw: Calling a LAPACK subroutine from R

Avraham Adler @vr@h@m@@d|er @end|ng |rom gm@||@com
Wed Sep 11 22:16:37 CEST 2019 

Can you write a small C function that calls LAPACK call that fro your
Fortran code? Yes, an extra step but maybe less traumatic than rewriting
parts of LAPACK directly.

Avi

On Wed, Sep 11, 2019 at 4:08 PM Göran Broström <goran.brostrom using umu.se>
wrote:

> Berend,
>
> I do not think this works with gfortran 7+. I am calling the BLAS
> subroutine dgemv from Fortran code in my package eha, and the check
> (with R-devel) gives:
>
> gmlfun.f:223:1: warning: type of ‘dgemv’ does not match original
> declaration [-Wlto-type-mismatch]
>        &     score, ione)
>   ^
> /home/gobr0002/R/src/R-devel/include/R_ext/BLAS.h:107:1: note: type
> mismatch in parameter 12
>   F77_NAME(dgemv)(const char *trans, const int *m, const int *n,
>
> Type of a Fortran subroutine is matched against type of a C function?!
> My conclusion is that it is impossible to call a BLAS subroutine with a
> character parameter from Fortran code (nowadays). Calling from C code is
> fine, on the other hand(!).
>
> I have recently asked about this on R-pkg-devel, but not received any
> useful answers, and my submission to CRAN is rejected. I solve it by
> making a personal copy of dgemv and changing the character parameter to
> integer, and adding Jack Dongarra, Jeremy Du Croz, Sven Hammarling, and
> Richard Hanson as authors of eha. And a Copyright note, all in the
> DESCRIPTION file. Ugly but what can I do (except rewriting the Fortran
> code in C with f2c)?
>
> Göran
>
> On 2019-09-11 21:38, Berend Hasselman wrote:
> >
> > The Lapack library is loaded automatically by R itself when it needs it
> for doing some calculation.
> > You can force it to do that with a (dummy) solve for example.
> > Put this at start of your script:
> >
> > <code>
> > # dummy code to get LAPACK library loaded
> > X1 <- diag(2,2)
> > x1 <- rep(2,2)
> > # X1;x1
> > z <- solve(X1,x1)
> > </code>
> >
> > followed by the rest of your script.
> > You will get a warning (I do) that  "passing a character vector  to
> .Fortran is not portable".
> > On other systems this may gave fatal errors. This is quick and very
> dirty. Don't do it.
> >
> > I believe there is a better and much safer way to achieve what you want.
> > Here goes.
> >
> > Create a folder (directory) src in the directory where your script
> resides.
> > Create a wrapper for "dpbtrf" file in a file xdpbtrf.f that takes an
> integer instead of character
> >
> > <xdpbtrf.f>
> > c intermediate for dpbtrf
> >
> >        SUBROUTINE xDPBTRF( kUPLO, N, KD, AB, LDAB, INFO )
> >
> > c      .. Scalar Arguments ..
> >        integer         kUPLO
> >        INTEGER         INFO, KD, LDAB, N
> >
> > c  .. Array Arguments ..
> >        DOUBLE PRECISION   AB( LDAB, * )
> >
> >        character UPLO
> > c     convert integer argument to character
> >        if(kUPLO .eq. 1 ) then
> >            UPLO = 'L'
> >        else
> >            UPLO = 'U'
> >        endif
> >
> >        call dpbtrf(UPLO,N,KD,AB,LDAB,INFO)
> >        return
> >        end
> > </xdpbtrf.f>
> >
> >
> > Instead of a character argument UPLO it takes an integer argument kUPLO.
> > The meaning should be obvious from the code.
> >
> > Now create a shell script in the folder of your script to generate a
> dynamic library to be loaded in your script:
> >
> > <mkso.sh>
> > # Build a binary dynamic library for accessing Lapack dpbtrf
> >
> > # syntax checking
> >
> > SONAME=xdpbtrf.so
> >
> > echo Strict syntax checking
> > echo ----------------------
> > gfortran -c -fsyntax-only -fimplicit-none -Wall src/*.f || exit 1
> >
> > LAPACK=$(R CMD config LAPACK_LIBS)
> > R CMD SHLIB --output=${SONAME} src/*.f ${LAPACK} || exit 1
> > </mkso.sh>
> >
> > To load the dynamic library xdpbtrf.so  change your script into this
> >
> > <yourscript>
> > dyn.load("xdpbtrf.so")
> > n <- 4L
> > phi <- 0.64
> > AB <- matrix(0, 2, n)
> > AB[1, ] <- c(1, rep(1 + phi^2, n-2), 1)
> > AB[2, -n] <- -phi
> > round(AB, 3)
> >
> > AB.ch <- .Fortran("xdpbtrf", kUPLO=1L, N = as.integer(n),
> >                              KD = 1L, AB = AB, LDAB = 2L, INFO =
> as.integer(0))$AB
> > AB.ch
> >
> > </yourscript>
> >
> > and you are good to go.
> >
> > You should always do something  as described above when you need to pass
> character arguments to Fortran code.
> >
> > All of this was tested and run on macOS using the CRAN version of R.
> >
> > Berend Hasselman
> >
> >> On 11 Sep 2019, at 15:47, Giovanni Petris <gpetris using uark.edu> wrote:
> >>
> >> Sorry for cross-posting, but I realized my question might be more
> appropriate for r-devel...
> >>
> >> Thank you,
> >> Giovanni
> >>
> >> ________________________________________
> >> From: R-help <r-help-bounces using r-project.org> on behalf of Giovanni
> Petris <gpetris using uark.edu>
> >> Sent: Tuesday, September 10, 2019 16:44
> >> To: r-help using r-project.org
> >> Subject: [R] Calling a LAPACK subroutine from R
> >>
> >> Hello R-helpers!
> >>
> >> I am trying to call a LAPACK subroutine directly from my R code using
> .Fortran(), but R cannot find the symbol name. How can I register/load the
> appropriate library?
> >>
> >>> ### AR(1) Precision matrix
> >>> n <- 4L
> >>> phi <- 0.64
> >>> AB <- matrix(0, 2, n)
> >>> AB[1, ] <- c(1, rep(1 + phi^2, n-2), 1)
> >>> AB[2, -n] <- -phi
> >>> round(AB, 3)
> >>       [,1]  [,2]  [,3] [,4]
> >> [1,]  1.00  1.41  1.41    1
> >> [2,] -0.64 -0.64 -0.64    0
> >>>
> >>> ### Cholesky factor
> >>> AB.ch <- .Fortran("dpbtrf", UPLO = 'L', N = as.integer(n),
> >> +                  KD = 1L, AB = AB, LDAB = 2L, INFO = as.integer(0))$AB
> >> Error in .Fortran("dpbtrf", UPLO = "L", N = as.integer(n), KD = 1L, AB
> = AB,  :
> >>   Fortran symbol name "dpbtrf" not in load table
> >>> sessionInfo()
> >> R version 3.6.0 (2019-04-26)
> >> Platform: x86_64-apple-darwin18.5.0 (64-bit)
> >> Running under: macOS Mojave 10.14.6
> >>
> >> Matrix products: default
> >> BLAS/LAPACK:
> /usr/local/Cellar/openblas/0.3.6_1/lib/libopenblasp-r0.3.6.dylib
> >>
> >> locale:
> >> [1] en_US.UTF-8/en_US.UTF-8/en_US.UTF-8/C/en_US.UTF-8/en_US.UTF-8
> >>
> >> attached base packages:
> >> [1] stats     graphics  grDevices utils     datasets  methods   base
> >>
> >> loaded via a namespace (and not attached):
> >> [1] compiler_3.6.0 tools_3.6.0
> >>
> >> Thank you in advance for your help!
> >>
> >> Best,
> >> Giovanni Petris
> >>
> >>
> >>
> >> --
> >> Giovanni Petris, PhD
> >> Professor
> >> Director of Statistics
> >> Department of Mathematical Sciences
> >> University of Arkansas - Fayetteville, AR 72701
> >>
> >>
> >> ______________________________________________
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