[R] matrix inverse in C
Liaw, Andy
andy_liaw at merck.com
Sat Feb 28 14:40:41 CET 2004
In section 5.7 of the `Writing R Extensions' manual, it mentions the
interface to numerical linear algebra routines (LINPACK, etc.). You will
need to figure out which are the ones you need and how to call them. As
these are expressed as Fortran routines, you can call them from C using the
F77_CALL() macro mentioned in that manual.
I believe many would say that routines in Numerical Recipes are not really
`industrial strength'...
HTH,
Andy
> From: Kosuke Imai
>
> Hi,
> I'm writing an R package using the C code i've written. I'm
> wondering if
> anyone knows an easy way to calculate an inverse and cholesky
> factor of a
> matrix using the Fortran/C library of R: and how to call them
> from C. My
> code is based on the Numerical Reciepe code, and I'm trying to use
> something that is already in R.
> Thanks for your help in advance,
> Kosuke
>
> ---------------------------------------------------------
> Kosuke Imai Office: Corwin Hall 041
> Assistant Professor Phone: 609-258-6601 (Direct)
> Department of Politics Fax: 609-258-1110 (Department)
> Princeton University Email: kimai at Princeton.Edu
> Princeton, NJ 08544-1012 http://www.princeton.edu/~kimai
>
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