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

[Khue Tran]

I will need to run eigen() on a symmetric matrix, but I want to get
arbitrary precise eigenvalues since we will need those eigenvalues for our
further calculations. Does that make sense?

Best,
Khue Tran

On Fri, Jul 19, 2024 at 12:14 PM Vladimir Dergachev <volodya using mindspring.com>
wrote:

>
> 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
> >>>>
> >>>
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> >>>
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> >>> R-package-devel using r-project.org mailing list
> >>> https://stat.ethz.ch/mailman/listinfo/r-package-devel
> >>>
> >>
> >>
> >
> >       [[alternative HTML version deleted]]
> >
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> > https://stat.ethz.ch/mailman/listinfo/r-package-devel
> >

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