And actually, i got three different types of errors:<br><br>1)Error in betahat(ker, inv[l], cbind(inv[1:ll], inv[(ll + 1):(2 * ll)]), :<br> unused argument(s) (n = 1)<br>Calls: system.time ... apply -> FUN -> betahat -> .External -> cpp_exception<br>
Execution halted<br><br>2)Error in betahat(ker, inv[l], cbind(inv[1:ll], inv[(ll + 1):(2 * ll)]), :<br> promise already under evaluation: recursive default argument reference or ear\<br>lier problems?<br>Calls: system.time ... apply -> FUN -> betahat -> .External -> cpp_exception<br>
Execution halted<br><br>3)*** caught segfault ***<br>address 0x1, cause 'memory not mapped'<br>Error in betahat(ker, inv[l], cbind(inv[1:ll], inv[(ll + 1):(2 * ll)]), :<br> badly formed function expression<br>Calls: system.time ... apply -> FUN -> betahat -> .External -> cpp_exception<br>
Execution halted<br><br>And I really have no idea what is the problem.<br><br clear="all"><div><div>Best wishes!</div><div> </div><div>Honglang Wang</div><div> </div><div>Office C402 Wells Hall</div><div>Department of Statistics and Probability</div>
<div>Michigan State University</div><div>1579 I Spartan Village, East Lansing, MI 48823</div><div><a href="mailto:wangho16@msu.edu" target="_blank">wangho16@msu.edu</a></div></div><br>
<br><br><div class="gmail_quote">On Tue, Dec 11, 2012 at 10:16 AM, Honglang Wang <span dir="ltr"><<a href="mailto:wanghonglang2008@gmail.com" target="_blank">wanghonglang2008@gmail.com</a>></span> wrote:<br><blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex">
Dear All, <br>I have modified the code as following. Since I found the old code had the memory allocation issue, I calculated each term of the matrix with dim 4. The speed is pretty much good now. But since I am not familiar with Rcpp, the code sometimes will get error, like<br>
<br> *** caught segfault ***<br>address 0x16, cause 'memory not mapped'<br>Error in betahat(ker, inv[l], cbind(inv[1:ll], inv[(ll + 1):(2 * ll)]), :<br> badly formed function expression<br>Calls: system.time ... apply -> FUN -> betahat -> .External -> cpp_exception<br>
Execution halted<br><br>I am not sure whether my following code has some big issue mentioned in the above error hint. I repeatedly call the following function in my entire code.<div class="im"><br><br>// [[Rcpp::depends(RcppArmadillo)]]<br>
<br>#include <RcppArmadillo.h><br><br>using namespace Rcpp;<br><br>// [[Rcpp::export]]<br>List betahat(Function ker, double t0, NumericMatrix Xr, NumericMatrix yr, NumericVector tr, double h, int m) {<br> int n = Xr.nrow(), p = Xr.ncol();<br>
arma::mat X(Xr.begin(), n, p, false);<br> arma::mat y(yr.begin(), n, 1, false);<br> arma::colvec t(tr.begin(), tr.size(), false);<br> arma::mat T = X;<br> T.each_col() %= (t-t0)/h;<br></div> arma::vec K =as<arma::vec>(ker(tr-t0,h))/m;<br>
double L1 = arma::accu(K%X.col(0)%X.col(0));<br> double L2 = arma::accu(K%X.col(0)%X.col(1));<br> double L3 = arma::accu(K%X.col(1)%X.col(1));<br> double L4 = arma::accu(K%X.col(0)%T.col(0));<br> double L5 = arma::accu(K%X.col(1)%T.col(0));<br>
double L6 = arma::accu(K%X.col(1)%T.col(1));<br> double L7 = arma::accu(K%T.col(0)%T.col(0));<br> double L8 = arma::accu(K%T.col(0)%T.col(1));<br> double L9 = arma::accu(K%T.col(1)%T.col(1));<br> double R1 = arma::accu(K%X.col(0)%y);<br>
double R2 = arma::accu(K%X.col(1)%y);<br> double R3 = arma::accu(K%T.col(0)%y);<br> double R4 = arma::accu(K%T.col(1)%y);<br> arma::mat L(2*p,2*p);<br> L(0,0)=L1;L(0,1)=L2;L(0,2)=L4;L(0,3)=L5;<br> L(1,0)=L2;L(1,1)=L3;L(1,2)=L5;L(1,3)=L6;<br>
L(2,0)=L4;L(2,1)=L5;L(2,2)=L7;L(2,3)=L8;<br> L(3,0)=L5;L(3,1)=L6;L(3,2)=L8;L(3,3)=L9;<br> arma::mat R(2*p,1);<br> R(0,0)=R1;R(1,0)=R2;R(2,0)=R3;R(3,0)=R4;<br> arma::vec betahat = arma::solve(L,R);<div class="im HOEnZb">
<br> arma::colvec betahat0(betahat.begin(),betahat.size()/2,false);<br>
return List::create(Named("betahat") = betahat0);<br>}<br><br clear="all"><div><div>Best wishes!</div><div> </div><div>Honglang Wang</div><div> </div><div>Office C402 Wells Hall</div><div>Department of Statistics and Probability</div>
<div>Michigan State University</div><div>1579 I Spartan Village, East Lansing, MI 48823</div><div><a href="mailto:wangho16@msu.edu" target="_blank">wangho16@msu.edu</a></div></div><br>
<br><br></div><div class="HOEnZb"><div class="h5"><div class="gmail_quote">On Thu, Dec 6, 2012 at 2:10 AM, Darren Cook <span dir="ltr"><<a href="mailto:darren@dcook.org" target="_blank">darren@dcook.org</a>></span> wrote:<br>
<blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex">
<div>> this part will always make your code crawl along:<br>
<br>
</div><div>>> arma::vec betahat = arma::inv(Inv)*arma::trans(D)*W*y;<br>
<br>
</div>I'd be very interested to see the before/after version of your code<br>
code, Honglang. With timings. It'll make a good blog post or academic<br>
paper (depending on just how many learnings you get from the process) :-)<br>
<span><font color="#888888"><br>
Darren<br>
<br>
<br>
--<br>
Darren Cook, Software Researcher/Developer<br>
<br>
<a href="http://dcook.org/work/" target="_blank">http://dcook.org/work/</a> (About me and my work)<br>
<a href="http://dcook.org/blogs.html" target="_blank">http://dcook.org/blogs.html</a> (My blogs and articles)<br>
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