[Rcpp-devel] R & RcppArmadillo decomposition disagreement

Simon Zehnder szehnder at uni-bonn.de
Fri May 31 21:55:34 CEST 2013


Isn't this actually an option when installing R (http://www.cran.r-project.org/doc/manuals/R-admin.html)? If it hasn't been explicitly stated in the configure stage of R via --with-lapack, R uses its internal routines.  

Best

Simon

On May 31, 2013, at 9:31 PM, Colin Rundel <rundel at gmail.com> wrote:

>> 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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