[Rcpp-devel] RcppArmadillo, solve always requires zgels?
Dirk Eddelbuettel
edd at debian.org
Mon Jun 1 00:13:08 CEST 2015
On 1 June 2015 at 09:06, Baptiste Auguie wrote:
| Hi,
|
| Thanks Dirk for your suggestions. Let me try to clarify a few things below.
| Basically,
|
| - zgels should not be needed (probably, and if I was doing things correctly)
|
| - I believe the template mechanism is simply unaware of the square format of my
| matrix, and defaults to the nrow < ncol case for lack of better knowledge. I do
Per this line
https://github.com/RcppCore/RcppArmadillo/blob/master/inst/include/armadillo_bits/glue_solve_meat.hpp#L26
I somehow have my doubts.
| not know how to specify that the matrix is square, it's passed on from another
| function, i.e.
|
| https://github.com/baptiste/cda/blob/master/src/cd.cpp#L49
| is using A from
| https://github.com/baptiste/cda/blob/master/src/cda.cpp#L129
|
| The way I picture it, I need to give a hint of the square size, and armadillo
| will pick the right function/template/glue (I don't know the mechanism at
| play).
Can you minimize the problem? "Minimally reproducible example" which still
gets to zgels when maybe it shouldn't?
Dirk
|
| On 1 June 2015 at 01:12, Dirk Eddelbuettel <edd at debian.org> wrote:
|
|
| Hi Baptiste,
|
| On 31 May 2015 at 20:47, Baptiste Auguie wrote:
| | Dear list,
| |
| | My cda package (https://github.com/baptiste/cda) solves a linear system
| Ax=b
| | with Armadillo; win-builder and CRAN complain about a missing "zgels_"
| when
| | trying to build on windows or mac, as it's not part of the subset of
| LAPACK
| | provided by R libraries (I asked about this in 2011). I have included a
| copy of
|
| Right. When no system lapack/blas is found, R uses its own. Which is a
| subset. We were bitten that once and now check in configure for
| availability
| of zgesdd. I suppose this case is similar.
|
| Look at the logic in
|
| https://github.com/RcppCore/RcppArmadillo/blob/master/configure
|
| You may need to do something similar for zgels. So this part of the
| problem
| ("do we have zgels ?") really may be part of "which type of R installation
| do
| we have".
|
| Worst case we need new branching / #ifdef logic --- but right now I think
| maybe more at the level of your package then at RcppArmadillo.
|
|
|
| The easiest workaround, I find, is to include zgels.f, as I've been doing since
| 2011. Now, my premise here is that this function is not needed in my package.
|
|
| | this file (zgels.f) from Netlib for the past few years just to make the
| problem
| | go away, but I've recently realised that zgels is not supposed to be
| called! It
| | builds fine on Linux, or any machine with a full LAPACK installed, but
| I'm now
| | wondering if solve() always calls zgels (that would be inefficient for my
| | use-case).
|
| From the top-level, when I just use ag (a fantastic and much faster grep
| alternative; and mail will drop the ansi code for colour highlihting from
| the
| console)
|
|
| Yes, I've tried to look at where zgels is called in the original Armadillo;
| it's not crystal clear (for me) with the templates and glue etc.
|
|
| edd at max:~/git/rcpparmadillo(master)$ ag zgels
| inst/include/armadillo_bits/lapack_bones.hpp
| 97: #define arma_zgels zgels
| 205: #define arma_zgels ZGELS
| 340: void arma_fortran(arma_zgels)(char* trans, blas_int* m, blas_int* n,
| blas_int* nrhs, void* a, blas_int* lda, void* b, blas_int* ldb, void*
| work, blas_int* lwork, blas_int* info);
|
| inst/include/armadillo_bits/lapack_wrapper.hpp
| 689: arma_fortran(arma_zgels)(trans, m, n, nrhs, (T*)a, lda, (T*)b,
| ldb, (T*)work, lwork, info);
| edd at max:~/git/rcpparmadillo(master)$
|
| I think you should discuss the merits of what gets called with Conrad.
|
|
| Looking at the code and docs, the intent for square matrices is probably not to
| use zgels. I believe my code is simply failing to give enough hints for the
| templates to work out which case is actually being required.
|
|
| | The matrix A is square: the system is not under/overdetermined, and I
| believe
| | Armadillo should select LU factorisation rather than (slower) QR. Here's
| the
|
| It is hard to answer this in full generality --- and even harder to change
| an
| existing API.
|
| If Armadillo has been using QR here for years, we cannot really change this
| now on the request of a single package.
|
|
| | error I get from win-builder when I remove zgels.f from my cda package,
| |
| | cd.o:cd.cpp:
| |
| (.text$_ZN4arma6auxlib8solve_udISt7complexIdENS_3MatIS3_EEEEbRNS4_IT_EES8_RKNS_4BaseIS6_T0_EE
| | [bool arma::auxlib::solve_ud<std::complex<double>, arma::Mat<std::complex
| | <double> > >(arma::Mat<std::complex<double> >&, arma::Mat<std::complex
| <double>
| | >&, arma::Base<std::complex<double>, arma::Mat<std::complex<double> > >
| const
| | &)]+0x3a5): undefined reference to `zgels_'
| |
| | So it thinks it should call solve_ud, which is meant for under-determined
| | systems. Why would that be?
| | I tried to find the relevant piece in the template code, this looks
| relevant
| | but I don't understand it: https://github.com/RcppCore/RcppArmadillo/blob
| /
| | master/inst/include/armadillo_bits/glue_solve_meat.hpp#L26
|
| Well that seems to be the call in the 'rows < cols' case.
|
|
| I linked to the case which is returned in the win-builder log; the case of a
| square matrix would be a few lines earlier (note that the solve_ud case is the
| default, if previous conditions fail to apply).
|
|
|
| But if there is a function solve_ud, can you not just call solve_ud
| from your package?
|
|
| That would be auxlib::solve(out, A, X, slow); Yes, it's probably an option,
| although if I were to bypass the high-level solve() interface, I'd probably
| feel more comfortable with an explicit call to lu() instead.
|
|
| I haven't had coffee yet so I may not need the full picture.
|
| Cheers, Dirk
|
|
| Thanks!
|
| baptiste
|
|
|
|
| |
| | Best regards,
| |
| | baptiste
| | _______________________________________________
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|
| --
| http://dirk.eddelbuettel.com | @eddelbuettel | edd at debian.org
|
|
--
http://dirk.eddelbuettel.com | @eddelbuettel | edd at debian.org
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