[R-pkg-devel] How to get arbitrary precise inputs from R for an Rcpp package?

[Vladimir Dergachev]

Do you need to run eigen() on an arbitrary matrix or symmetric one ?

best

Vladimir Dergachev

On Fri, 19 Jul 2024, Khue Tran wrote:

> Thank you Simon! This is very helpful! Regarding eigen, I found in the
> Boost library the following example for arbitrary precision matrix solver:
> https://github.com/boostorg/multiprecision/blob/develop/example/eigen_example.cpp.
> I am not sure if the precision is fully preserved throughout the process,
> but this example motivated me to try coding with the Boost library.
>
> Best,
> Khue Tran
>
> On Fri, Jul 19, 2024 at 9:50 AM Simon Urbanek <simon.urbanek using r-project.org>
> wrote:
>
>> Khue,
>>
>>
>>> On 19/07/2024, at 11:32 AM, Khue Tran <tran3 using kenyon.edu> wrote:
>>>
>>> Thank you for the suggestion, Denes, Vladimir, and Dirk. I have indeed
>>> looked into Rmpfr and while the package can interface GNU MPFR with R
>>> smoothly, as of right now, it doesn't have all the functions I need (ie.
>>> eigen for mpfr class) and when one input decimals, say 0.1 to mpfr(), the
>>> precision is still limited by R's default double precision.
>>>
>>
>>
>> Don't use doubles, use decimal fractions:
>>
>>> Rmpfr::mpfr(gmp::as.bigq(1,10), 512)
>> 1 'mpfr' number of precision  512   bits
>> [1]
>> 0.100000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000002
>>
>> As for eigen() - I'm not aware of an arbitrary precision solver, so I
>> think the inputs are your least problem - most tools out there use LAPACK
>> which doesn't support arbitrary precision so your input precision is likely
>> irrelevant in this case.
>>
>> Cheers,
>> Simon
>>
>>
>>
>>> Thank you for the note, Dirk. I will keep in mind to send any future
>>> questions regarding Rcpp to the Rcpp-devel mailing list. I understand
>> that
>>> the type used in the Boost library for precision is not one of the types
>>> supported by SEXP, so it will be more complicated to map between the cpp
>>> codes and R. Given Rmpfr doesn't provide all necessary mpfr calculations
>>> (and embarking on interfacing Eigen with Rmpfr is not a small task), does
>>> taking input as strings seem like the best option for me to get precise
>>> inputs?
>>>
>>> Sincerely,
>>> Khue
>>>
>>> On Fri, Jul 19, 2024 at 8:29 AM Dirk Eddelbuettel <edd using debian.org>
>> wrote:
>>>
>>>>
>>>> Hi Khue,
>>>>
>>>> On 19 July 2024 at 06:29, Khue Tran wrote:
>>>> | I am currently trying to get precise inputs by taking strings instead
>> of
>>>> | numbers then writing a function to decompose the string into a
>> rational
>>>> | with the denominator in the form of 10^(-n) where n is the number of
>>>> | decimal places. I am not sure if this is the only way or if there is a
>>>> | better method out there that I do not know of, so if you can think of
>> a
>>>> | general way to get precise inputs from users, it will be greatly
>>>> | appreciated!
>>>>
>>>> That is one possible way. The constraint really is that the .Call()
>>>> interface
>>>> we use for all [1] extensions to R only knowns SEXP types which map to a
>>>> small set of known types: double, int, string, bool, ...  The type used
>> by
>>>> the Boost library you are using is not among them, so you have to add
>> code
>>>> to
>>>> map back and forth. Rcpp makes that easier; it is still far from
>> automatic.
>>>>
>>>> R has packages such as Rmpfr interfacing GNU MPFR based on GMP. Maybe
>> that
>>>> is
>>>> good enough?  Also note that Rcpp has a dedicated (low volume and
>> friendly)
>>>> mailing list where questions such as this one may be better suited.
>>>>
>>>> Cheers, Dirk
>>>>
>>>> [1] A slight generalisation. There are others but they are less common /
>>>> not
>>>> recommended.
>>>>
>>>> --
>>>> dirk.eddelbuettel.com | @eddelbuettel | edd using debian.org
>>>>
>>>
>>>       [[alternative HTML version deleted]]
>>>
>>> ______________________________________________
>>> R-package-devel using r-project.org mailing list
>>> https://stat.ethz.ch/mailman/listinfo/r-package-devel
>>>
>>
>>
>
> 	[[alternative HTML version deleted]]
>
> ______________________________________________
> R-package-devel using r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-package-devel
>