[R] Calling a LAPACK subroutine from R

[Giovanni Petris]

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