[Rcpp-devel] R & RcppArmadillo decomposition disagreement

[Colin Rundel]

> For certain operations R does _not_ go to lapack but uses its own. I can
> never remember if chol() was one of them -- but this suggests it.  As I
> mentioned in my earlier email you probably really have to follow the chol()
> call all the way down (in the sources).

I've followed both calls to the best of my ability for both R and armadillo and I'm fairly confident that both ultimately result in a call to lapack's dpotrf.

To simplify things as much as possible I've remove all blas and lapack packages except for:
	libblas3
	libblas-dev
	liblapack3
	liblapack-dev
 
Looking at the shared library dependencies of the binary created by sourceCpp I get:

> system("ldd /tmp/RtmpTjd5Oq/sourcecpp_7912704276cb/sourceCpp_51716.so")
        linux-vdso.so.1 =>  (0x00007fff72cb6000)
        liblapack.so => /usr/lib/R/lib/liblapack.so (0x00007fc726530000)
        libRcpp.so => /home/rundel/R/library/Rcpp/lib/libRcpp.so (0x00007fc7262b4000)
        libR.so => /usr/lib/R/lib/libR.so (0x00007fc725db1000)
        libstdc++.so.6 => /usr/lib/x86_64-linux-gnu/libstdc++.so.6 (0x00007fc725aae000)
        libgcc_s.so.1 => /lib/x86_64-linux-gnu/libgcc_s.so.1 (0x00007fc725874000)
        libc.so.6 => /lib/x86_64-linux-gnu/libc.so.6 (0x00007fc7254ab000)
        libguide.so => /usr/lib/R/lib/libguide.so (0x00007fc725338000)
        /lib64/ld-linux-x86-64.so.2 (0x00007fc728374000)
        libm.so.6 => /lib/x86_64-linux-gnu/libm.so.6 (0x00007fc725033000)
        libblas.so.3 => /usr/lib/libblas.so.3 (0x00007fc724d92000)
        libreadline.so.6 => /lib/x86_64-linux-gnu/libreadline.so.6 (0x00007fc724b50000)
        libpcre.so.3 => /lib/x86_64-linux-gnu/libpcre.so.3 (0x00007fc724911000)
        liblzma.so.5 => /lib/x86_64-linux-gnu/liblzma.so.5 (0x00007fc7246ee000)
        libbz2.so.1.0 => /lib/x86_64-linux-gnu/libbz2.so.1.0 (0x00007fc7244de000)
        libz.so.1 => /lib/x86_64-linux-gnu/libz.so.1 (0x00007fc7242c7000)
        librt.so.1 => /lib/x86_64-linux-gnu/librt.so.1 (0x00007fc7240be000)
        libdl.so.2 => /lib/x86_64-linux-gnu/libdl.so.2 (0x00007fc723eba000)
        libgomp.so.1 => /usr/lib/x86_64-linux-gnu/libgomp.so.1 (0x00007fc723cab000)
        libpthread.so.0 => /lib/x86_64-linux-gnu/libpthread.so.0 (0x00007fc723a8d000)
        libtinfo.so.5 => /lib/x86_64-linux-gnu/libtinfo.so.5 (0x00007fc723865000)

I have also created a standalone armadillo implementation (https://gist.github.com/rundel/5687320) which works correctly and results in the following shared library dependencies:

$ ldd chol_test
	linux-vdso.so.1 =>  (0x00007fff6c9fe000)
	liblapack.so.3 => /usr/lib/liblapack.so.3 (0x00007f8f10088000)
	libstdc++.so.6 => /usr/lib/x86_64-linux-gnu/libstdc++.so.6 (0x00007f8f0fd85000)
	libgcc_s.so.1 => /lib/x86_64-linux-gnu/libgcc_s.so.1 (0x00007f8f0fb6e000)
	libc.so.6 => /lib/x86_64-linux-gnu/libc.so.6 (0x00007f8f0f7a6000)
	libblas.so.3 => /usr/lib/libblas.so.3 (0x00007f8f0f506000)
	libgfortran.so.3 => /usr/lib/x86_64-linux-gnu/libgfortran.so.3 (0x00007f8f0f1f1000)
	libm.so.6 => /lib/x86_64-linux-gnu/libm.so.6 (0x00007f8f0eeec000)
	/lib64/ld-linux-x86-64.so.2 (0x00007f8f10da7000)
	libquadmath.so.0 => /usr/lib/x86_64-linux-gnu/libquadmath.so.0 (0x00007f8f0ecb7000)

The difference appears to be that the sourceCpp binary is linking to R's lapack (/usr/lib/R/lib/liblapack.so) and not the system lapack (/usr/lib/liblapack.so.3). However, this does not appear to be the case for blas.

-Colin



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