From noreply at r-forge.r-project.org Fri Nov 22 14:19:53 2013 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Fri, 22 Nov 2013 14:19:53 +0100 (CET) Subject: [Rcpp-commits] r4593 - in pkg/Rcpp: . inst/include/Rcpp/stats Message-ID: <20131122131953.489FB1856F2@r-forge.r-project.org> Author: edd Date: 2013-11-22 14:19:52 +0100 (Fri, 22 Nov 2013) New Revision: 4593 Modified: pkg/Rcpp/ChangeLog pkg/Rcpp/DESCRIPTION pkg/Rcpp/inst/include/Rcpp/stats/nt.h Log: bug fix and correct expandion for (d|q|p)nt() function Modified: pkg/Rcpp/ChangeLog =================================================================== --- pkg/Rcpp/ChangeLog 2013-10-29 15:29:39 UTC (rev 4592) +++ pkg/Rcpp/ChangeLog 2013-11-22 13:19:52 UTC (rev 4593) @@ -1,7 +1,11 @@ +2013-11-22 Dirk Eddelbuettel + + * inst/include/Rcpp/stats/nt.h: Correct expandion for (d|q|p)nt() function + 2013-10-28 Romain Francois * include/Rcpp/protection/Armor.h : Armor::operator SEXP has to be const - for it to work properly with wrap. + for it to work properly with wrap. 2013-10-27 Dirk Eddelbuettel Modified: pkg/Rcpp/DESCRIPTION =================================================================== --- pkg/Rcpp/DESCRIPTION 2013-10-29 15:29:39 UTC (rev 4592) +++ pkg/Rcpp/DESCRIPTION 2013-11-22 13:19:52 UTC (rev 4593) @@ -1,6 +1,6 @@ Package: Rcpp Title: Seamless R and C++ Integration -Version: 0.10.6 +Version: 0.10.6.1 Date: $Date$ Author: Dirk Eddelbuettel and Romain Francois, with contributions by Douglas Bates, John Chambers and JJ Allaire Modified: pkg/Rcpp/inst/include/Rcpp/stats/nt.h =================================================================== --- pkg/Rcpp/inst/include/Rcpp/stats/nt.h 2013-10-29 15:29:39 UTC (rev 4592) +++ pkg/Rcpp/inst/include/Rcpp/stats/nt.h 2013-11-22 13:19:52 UTC (rev 4593) @@ -2,7 +2,7 @@ // // nt.h: Rcpp R/C++ interface class library -- // -// Copyright (C) 2010 - 2011 Douglas Bates, Dirk Eddelbuettel and Romain Francois +// Copyright (C) 2010 - 2013 Douglas Bates, Dirk Eddelbuettel and Romain Francois // // This file is part of Rcpp. // @@ -22,7 +22,7 @@ #ifndef Rcpp__stats__nt_h #define Rcpp__stats__nt_h -RCPP_DPQ_2(t,::Rf_dt,::Rf_pt,::Rf_qt) +RCPP_DPQ_2(nt,::Rf_dnt,::Rf_pnt,::Rf_qnt) #endif From noreply at r-forge.r-project.org Fri Nov 22 18:54:53 2013 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Fri, 22 Nov 2013 18:54:53 +0100 (CET) Subject: [Rcpp-commits] r4594 - in pkg/Rcpp: . inst inst/unitTests inst/unitTests/cpp Message-ID: <20131122175453.D9DD4185632@r-forge.r-project.org> Author: edd Date: 2013-11-22 18:54:53 +0100 (Fri, 22 Nov 2013) New Revision: 4594 Modified: pkg/Rcpp/ChangeLog pkg/Rcpp/inst/NEWS.Rd pkg/Rcpp/inst/unitTests/cpp/stats.cpp pkg/Rcpp/inst/unitTests/runit.stats.R Log: expanded pt() unit tests to cover cases with and without ncp argument Modified: pkg/Rcpp/ChangeLog =================================================================== --- pkg/Rcpp/ChangeLog 2013-11-22 13:19:52 UTC (rev 4593) +++ pkg/Rcpp/ChangeLog 2013-11-22 17:54:53 UTC (rev 4594) @@ -1,6 +1,8 @@ 2013-11-22 Dirk Eddelbuettel - * inst/include/Rcpp/stats/nt.h: Correct expandion for (d|q|p)nt() function + * inst/include/Rcpp/stats/nt.h: Correct expansion of (d|q|p)nt() + * inst/unitTests/runit.stats.R: Added unit tests for t dist with ncp + * inst/unitTests/cpp/stats.cpp: C++ side of expamded unit tests 2013-10-28 Romain Francois Modified: pkg/Rcpp/inst/NEWS.Rd =================================================================== --- pkg/Rcpp/inst/NEWS.Rd 2013-11-22 13:19:52 UTC (rev 4593) +++ pkg/Rcpp/inst/NEWS.Rd 2013-11-22 17:54:53 UTC (rev 4594) @@ -1,7 +1,19 @@ \name{NEWS} -\title{News for Package 'Rcpp'} +sv\title{News for Package 'Rcpp'} \newcommand{\cpkg}{\href{http://CRAN.R-project.org/package=#1}{\pkg{#1}}} +\section{Changes in [unreleased] Rcpp version 0.10.7 (2013-11-21)}{ + \itemize{ + \item Changes in Rcpp API: + \itemize{ + \item The function \code{dnt}, \code{pnt}, \code{qnt} sugar + functions were incorrectly expanding to the no-degree-of-freedoms + variant. + \item Unit tests for \code{pnt} were added. + } + } +} + \section{Changes in Rcpp version 0.10.6 (2013-10-27)}{ \itemize{ \item Changes in Rcpp API: Modified: pkg/Rcpp/inst/unitTests/cpp/stats.cpp =================================================================== --- pkg/Rcpp/inst/unitTests/cpp/stats.cpp 2013-11-22 13:19:52 UTC (rev 4593) +++ pkg/Rcpp/inst/unitTests/cpp/stats.cpp 2013-11-22 17:54:53 UTC (rev 4594) @@ -197,14 +197,22 @@ } // [[Rcpp::export]] -List runit_pt( NumericVector xx ){ - return List::create( - _["false"] = pt( xx, 5, true), - _["true"] = pt( xx, 5, true, true ) - ); +List runit_pt(NumericVector xx){ + return List::create(_["lowerNoLog"] = pt( xx, 5 /*true, false*/), + _["lowerLog"] = pt( xx, 5, true, true), + _["upperNoLog"] = pt( xx, 5, false /*,false*/), + _["upperLog"] = pt( xx, 5, false, true) ); } // [[Rcpp::export]] +List runit_pnt(cdNumericVector xx){ + return List::create(_["lowerNoLog"] = pnt( xx, 5, 7 /*true, false*/), + _["lowerLog"] = pnt( xx, 5, 7, true, true), + _["upperNoLog"] = pnt( xx, 5, 7, false /*,false*/), + _["upperLog"] = pnt( xx, 5, 7, false, true) ); +} + +// [[Rcpp::export]] List runit_qbinom_prob( NumericVector xx, int n, double p){ return List::create( _["lower"] = qbinom( xx, n, p ), Modified: pkg/Rcpp/inst/unitTests/runit.stats.R =================================================================== --- pkg/Rcpp/inst/unitTests/runit.stats.R 2013-11-22 13:19:52 UTC (rev 4593) +++ pkg/Rcpp/inst/unitTests/runit.stats.R 2013-11-22 17:54:53 UTC (rev 4594) @@ -22,7 +22,7 @@ if (.runThisTest) { -.setUp <- Rcpp:::unit_test_setup( "stats.cpp" ) +.setUp <- Rcpp:::unit_test_setup( "stats.cpp" ) test.stats.dbeta <- function() { vv <- seq(0, 1, by = 0.1) @@ -225,7 +225,7 @@ checkEqualsNumeric(pz$lowerNoLog, runit_pnorm(-z)$upperNoLog, msg = "stats.pnorm") checkEqualsNumeric(log(pz$lowerNoLog[z.ok]), pz$lowerLog[z.ok], msg = "stats.pnorm") ## FIXME: Add tests that use non-default mu and sigma -} +} test.stats.ppois <- function( ) { vv <- 0:20 @@ -241,10 +241,23 @@ test.stats.pt <- function( ) { v <- seq(0.0, 1.0, by=0.1) checkEquals(runit_pt(v), - list( false = pt(v, 5), true = pt(v, 5, log=TRUE ) ), # NB: need log=TRUE here + list(lowerNoLog = pt(v, 5), + lowerLog = pt(v, 5, log=TRUE), + upperNoLog = pt(v, 5, lower=FALSE), + upperLog = pt(v, 5, lower=FALSE, log=TRUE) ), msg = "stats.pt" ) } +test.stats.pnt <- function( ) { + v <- seq(0.0, 1.0, by=0.1) + checkEquals(runit_pnt(v), + list(lowerNoLog = pt(v, 5, ncp=7), + lowerLog = pt(v, 5, ncp=7, log=TRUE), + upperNoLog = pt(v, 5, ncp=7, lower=FALSE), + upperLog = pt(v, 5, ncp=7, lower=FALSE, log=TRUE) ), + msg = "stats.pnt" ) +} + test.stats.qbinom <- function( ) { n <- 20 p <- 0.5 @@ -299,19 +312,19 @@ ( x1 <- runit_qt(v, 5, FALSE, FALSE) ) ( x2 <- qt(v, df=5, lower=FALSE, log=FALSE) ) checkEquals(x1, x2, msg="stats.qt.f.f") - + ( x1 <- runit_qt(v, 5, TRUE, FALSE) ) - ( x2 <- qt(v, df=5, lower=TRUE, log=FALSE) ) + ( x2 <- qt(v, df=5, lower=TRUE, log=FALSE) ) checkEquals(x1, x2, msg="stats.qt.t.f") - + ( x1 <- runit_qt(-v, 5, FALSE, TRUE) ) - ( x2 <- qt(-v, df=5, lower=FALSE, log=TRUE) ) + ( x2 <- qt(-v, df=5, lower=FALSE, log=TRUE) ) checkEquals(x1, x2, msg="stats.qt.f.t") - + ( x1 <- runit_qt(-v, 5, TRUE, TRUE) ) - ( x2 <- qt(-v, df=5, lower=TRUE, log=TRUE) ) + ( x2 <- qt(-v, df=5, lower=TRUE, log=TRUE) ) checkEquals(x1, x2, msg="stats.qt.t.t") - + } # TODO: test.stats.qgamma From noreply at r-forge.r-project.org Fri Nov 22 18:57:29 2013 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Fri, 22 Nov 2013 18:57:29 +0100 (CET) Subject: [Rcpp-commits] r4595 - pkg/Rcpp/inst Message-ID: <20131122175729.EAE59185632@r-forge.r-project.org> Author: edd Date: 2013-11-22 18:57:29 +0100 (Fri, 22 Nov 2013) New Revision: 4595 Modified: pkg/Rcpp/inst/NEWS.Rd Log: fat finger correction Modified: pkg/Rcpp/inst/NEWS.Rd =================================================================== --- pkg/Rcpp/inst/NEWS.Rd 2013-11-22 17:54:53 UTC (rev 4594) +++ pkg/Rcpp/inst/NEWS.Rd 2013-11-22 17:57:29 UTC (rev 4595) @@ -1,5 +1,5 @@ \name{NEWS} -sv\title{News for Package 'Rcpp'} +\title{News for Package 'Rcpp'} \newcommand{\cpkg}{\href{http://CRAN.R-project.org/package=#1}{\pkg{#1}}} \section{Changes in [unreleased] Rcpp version 0.10.7 (2013-11-21)}{ From noreply at r-forge.r-project.org Fri Nov 22 20:08:36 2013 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Fri, 22 Nov 2013 20:08:36 +0100 (CET) Subject: [Rcpp-commits] r4596 - pkg/Rcpp/inst/unitTests/cpp Message-ID: <20131122190836.C878C18626C@r-forge.r-project.org> Author: edd Date: 2013-11-22 20:08:36 +0100 (Fri, 22 Nov 2013) New Revision: 4596 Modified: pkg/Rcpp/inst/unitTests/cpp/stats.cpp Log: fat-finger typo Modified: pkg/Rcpp/inst/unitTests/cpp/stats.cpp =================================================================== --- pkg/Rcpp/inst/unitTests/cpp/stats.cpp 2013-11-22 17:57:29 UTC (rev 4595) +++ pkg/Rcpp/inst/unitTests/cpp/stats.cpp 2013-11-22 19:08:36 UTC (rev 4596) @@ -205,7 +205,7 @@ } // [[Rcpp::export]] -List runit_pnt(cdNumericVector xx){ +List runit_pnt(NumericVector xx){ return List::create(_["lowerNoLog"] = pnt( xx, 5, 7 /*true, false*/), _["lowerLog"] = pnt( xx, 5, 7, true, true), _["upperNoLog"] = pnt( xx, 5, 7, false /*,false*/), From noreply at r-forge.r-project.org Sat Nov 23 20:23:47 2013 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Sat, 23 Nov 2013 20:23:47 +0100 (CET) Subject: [Rcpp-commits] r4597 - in pkg/RcppArmadillo: . debian inst inst/include/armadillo_bits Message-ID: <20131123192347.A6622184F3E@r-forge.r-project.org> Author: edd Date: 2013-11-23 20:23:47 +0100 (Sat, 23 Nov 2013) New Revision: 4597 Removed: pkg/RcppArmadillo/test Modified: pkg/RcppArmadillo/.Rbuildignore pkg/RcppArmadillo/ChangeLog pkg/RcppArmadillo/DESCRIPTION pkg/RcppArmadillo/debian/changelog pkg/RcppArmadillo/inst/NEWS.Rd pkg/RcppArmadillo/inst/include/armadillo_bits/Mat_meat.hpp pkg/RcppArmadillo/inst/include/armadillo_bits/arma_version.hpp Log: sync with github Modified: pkg/RcppArmadillo/.Rbuildignore =================================================================== --- pkg/RcppArmadillo/.Rbuildignore 2013-11-22 19:08:36 UTC (rev 4596) +++ pkg/RcppArmadillo/.Rbuildignore 2013-11-23 19:23:47 UTC (rev 4597) @@ -1 +1,3 @@ debian +.travis.yml +.git Modified: pkg/RcppArmadillo/ChangeLog =================================================================== --- pkg/RcppArmadillo/ChangeLog 2013-11-22 19:08:36 UTC (rev 4596) +++ pkg/RcppArmadillo/ChangeLog 2013-11-23 19:23:47 UTC (rev 4597) @@ -1,3 +1,10 @@ +2013-11-19 Dirk Eddelbuettel + + * DESCRIPTION: Release 0.3.920.3 + * inst/NEWS: Release 0.3.920.3 + * inst/include/*: Upgraded to new release 3.920.3 of Armadillo + * debian/*: Similarly updated for new release to Debian + 2013-09-29 Dirk Eddelbuettel * inst/examples/fastLm.r: Added a 'const ref' example Modified: pkg/RcppArmadillo/DESCRIPTION =================================================================== --- pkg/RcppArmadillo/DESCRIPTION 2013-11-22 19:08:36 UTC (rev 4596) +++ pkg/RcppArmadillo/DESCRIPTION 2013-11-23 19:23:47 UTC (rev 4597) @@ -1,8 +1,8 @@ Package: RcppArmadillo Type: Package Title: Rcpp integration for Armadillo templated linear algebra library -Version: 0.3.920.1 -Date: $Date$ +Version: 0.3.920.3 +Date: 2013-11-19 Author: Romain Francois, Dirk Eddelbuettel and Doug Bates Maintainer: Dirk Eddelbuettel Description: R and Armadillo integration using Rcpp Modified: pkg/RcppArmadillo/debian/changelog =================================================================== --- pkg/RcppArmadillo/debian/changelog 2013-11-22 19:08:36 UTC (rev 4596) +++ pkg/RcppArmadillo/debian/changelog 2013-11-23 19:23:47 UTC (rev 4597) @@ -1,3 +1,9 @@ +r-cran-rcpparmadillo (0.3.920.3-1) unstable; urgency=low + + * New upstream release + + -- Dirk Eddelbuettel Tue, 19 Nov 2013 21:22:00 -0600 + r-cran-rcpparmadillo (0.3.920.1-1) unstable; urgency=low * New upstream release Modified: pkg/RcppArmadillo/inst/NEWS.Rd =================================================================== --- pkg/RcppArmadillo/inst/NEWS.Rd 2013-11-22 19:08:36 UTC (rev 4596) +++ pkg/RcppArmadillo/inst/NEWS.Rd 2013-11-23 19:23:47 UTC (rev 4597) @@ -2,6 +2,15 @@ \title{News for Package 'RcppArmadillo'} \newcommand{\cpkg}{\href{http://CRAN.R-project.org/package=#1}{\pkg{#1}}} +\section{Changes in RcppArmadillo version 0.3.920.3 (2013-11-20)}{ + \itemize{ + \item Upgraded to Armadillo release Version 3.920.3 + \itemize{ + \item fix for handling of tiny matrices by \code{.swap()} + } + } +} + \section{Changes in RcppArmadillo version 0.3.920.1 (2013-09-27)}{ \itemize{ \item Upgraded to Armadillo release Version 3.920.1 (Agencia Modified: pkg/RcppArmadillo/inst/include/armadillo_bits/Mat_meat.hpp =================================================================== --- pkg/RcppArmadillo/inst/include/armadillo_bits/Mat_meat.hpp 2013-11-22 19:08:36 UTC (rev 4596) +++ pkg/RcppArmadillo/inst/include/armadillo_bits/Mat_meat.hpp 2013-11-23 19:23:47 UTC (rev 4597) @@ -794,12 +794,15 @@ else if( (A_use_local_mem == true) && (B_use_local_mem == true) ) { + eT* A_mem_local = &(A.mem_local[0]); + eT* B_mem_local = &(B.mem_local[0]); + + access::rw(A.mem) = A_mem_local; + access::rw(B.mem) = B_mem_local; + const uword N = (std::max)(A_n_elem, B_n_elem); - eT* A_mem = A.memptr(); - eT* B_mem = B.memptr(); - - for(uword ii=0; ii < N; ++ii) { std::swap( A_mem[ii], B_mem[ii] ); } + for(uword ii=0; ii < N; ++ii) { std::swap( A_mem_local[ii], B_mem_local[ii] ); } } else if( (A_use_local_mem == true) && (B_use_local_mem == false) ) Modified: pkg/RcppArmadillo/inst/include/armadillo_bits/arma_version.hpp =================================================================== --- pkg/RcppArmadillo/inst/include/armadillo_bits/arma_version.hpp 2013-11-22 19:08:36 UTC (rev 4596) +++ pkg/RcppArmadillo/inst/include/armadillo_bits/arma_version.hpp 2013-11-23 19:23:47 UTC (rev 4597) @@ -13,7 +13,7 @@ #define ARMA_VERSION_MAJOR 3 #define ARMA_VERSION_MINOR 920 -#define ARMA_VERSION_PATCH 1 +#define ARMA_VERSION_PATCH 3 #define ARMA_VERSION_NAME "Agencia Nacional Stasi" Deleted: pkg/RcppArmadillo/test =================================================================== From noreply at r-forge.r-project.org Sat Nov 23 20:24:15 2013 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Sat, 23 Nov 2013 20:24:15 +0100 (CET) Subject: [Rcpp-commits] r4598 - pkg/RcppArmadillo Message-ID: <20131123192415.85206184F3E@r-forge.r-project.org> Author: edd Date: 2013-11-23 20:24:15 +0100 (Sat, 23 Nov 2013) New Revision: 4598 Added: pkg/RcppArmadillo/.travis.yml pkg/RcppArmadillo/README.md Log: sync with github, new files Added: pkg/RcppArmadillo/.travis.yml =================================================================== --- pkg/RcppArmadillo/.travis.yml (rev 0) +++ pkg/RcppArmadillo/.travis.yml 2013-11-23 19:24:15 UTC (rev 4598) @@ -0,0 +1,39 @@ +# Sample .travis.yml for R projects. +# +# See https://github.com/craigcitro/r-travis +# +# Running with default settings which for now means 'no manual, no vignettes' +# and checking '--as-cran'. + +language: c +script: ./travis-tool.sh run_tests +before_install: + - curl -OL http://raw.github.com/craigcitro/r-travis/master/scripts/travis-tool.sh + - chmod 755 ./travis-tool.sh + - ./travis-tool.sh bootstrap +install: + - ./travis-tool.sh r_install RUnit Rcpp +after_script: + - ./travis-tool.sh dump_logs +notifications: + email: + on_success: change + on_failure: change + +# Options used for building or testing your R package can be +# controlled by uncommenting one or both of the following; the values +# here are the defaults: +env: + global: + - R_BUILD_ARGS="--no-build-vignettes --no-manual" + - R_CHECK_ARGS="--no-build-vignettes --no-manual --as-cran" +# See the travis docs for more information: +# http://about.travis-ci.org/docs/user/build-configuration/#The-Build-Matrix + + +# Also works but is slower as it needs devtools: +# - ./travis-tool.sh install_deps + +# Currently unused (and GSL used for illustration) +# - ./travis-tool.sh aptget_install libgsl0-dev + Added: pkg/RcppArmadillo/README.md =================================================================== --- pkg/RcppArmadillo/README.md (rev 0) +++ pkg/RcppArmadillo/README.md 2013-11-23 19:24:15 UTC (rev 4598) @@ -0,0 +1,47 @@ + +## RcppArmadillo: R and Armadillo via Rcpp + +[![Build Status](https://travis-ci.org/RcppCore/RcppArmadillo.png)](https://travis-ci.org/RcppCore/RcppArmadillo) + +### Overview + +[Armadillo](http://arma.sf.net) is a templated C++ linear algebra library +written by Conrad Sanderson that aims towards a good balance between speed and ease of use. Integer, +floating point and complex numbers are supported, as well as a subset of +trigonometric and statistics functions. Various matrix decompositions are +provided through optional integration with LAPACK and ATLAS libraries. + +A delayed evaluation approach is employed (during compile time) to combine +several operations into one, and to reduce (or eliminate) the need for +temporaries. This is accomplished through recursive templates and template +meta-programming. + +This library is useful if C++ has been decided as the language of choice +(due to speed and/or integration capabilities), rather than another language. + +The RcppArmadillo package includes the header files from the templated +Armadillo library. Thus users do not need to install Armadillo itself in +order to use RcppArmadillo. + +This Armadillo integration provides a nice illustration of the +capabilities of the [Rcpp](http://www.rcpp.org) package for seamless R and +C++ integration. + +### Status + +The package is under active development with releases to +[CRAN](http://cran.r-project.org) about once a month. + +### Documentation + +The package contains a pdf vignette which is a pre-print of the [paper by +Eddelbuettel and Sanderson](http://dx.doi.org/10.1016/j.csda.2013.02.005) +in CSDA (2013, in print). + +### Authors + +Romain Francois, Dirk Eddelbuettel and Doug Bates + +### License + +GPL (>= 2) From noreply at r-forge.r-project.org Sat Nov 23 20:27:21 2013 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Sat, 23 Nov 2013 20:27:21 +0100 (CET) Subject: [Rcpp-commits] r4599 - in pkg/RcppEigen: . inst/include/Eigen inst/include/Eigen/src inst/include/Eigen/src/Cholesky inst/include/Eigen/src/CholmodSupport inst/include/Eigen/src/Core inst/include/Eigen/src/Core/arch/AltiVec inst/include/Eigen/src/Core/arch/NEON inst/include/Eigen/src/Core/arch/SSE inst/include/Eigen/src/Core/products inst/include/Eigen/src/Core/util inst/include/Eigen/src/Eigen2Support inst/include/Eigen/src/Eigen2Support/Geometry inst/include/Eigen/src/Eigenvalues inst/include/Eigen/src/Geometry inst/include/Eigen/src/Householder inst/include/Eigen/src/IterativeLinearSolvers inst/include/Eigen/src/Jacobi inst/include/Eigen/src/LU inst/include/Eigen/src/MetisSupport inst/include/Eigen/src/OrderingMethods inst/include/Eigen/src/PaStiXSupport inst/include/Eigen/src/PardisoSupport inst/include/Eigen/src/QR inst/include/Eigen/src/SPQRSupport inst/include/Eigen/src/SVD inst/include/Eigen/src/SparseCholesky inst/include/Eigen/src/SparseCore inst/include/Eigen/src/SparseLU inst/include/Eigen/src/SparseQR inst/include/Eigen/src/SuperLUSupport inst/include/Eigen/src/UmfPackSupport inst/include/Eigen/src/misc inst/include/Eigen/src/plugins inst/include/unsupported/Eigen inst/include/unsupported/Eigen/src inst/include/unsupported/Eigen/src/AutoDiff inst/include/unsupported/Eigen/src/BVH inst/include/unsupported/Eigen/src/FFT inst/include/unsupported/Eigen/src/IterativeSolvers inst/include/unsupported/Eigen/src/KroneckerProduct inst/include/unsupported/Eigen/src/LevenbergMarquardt inst/include/unsupported/Eigen/src/MatrixFunctions inst/include/unsupported/Eigen/src/NonLinearOptimization inst/include/unsupported/Eigen/src/NumericalDiff inst/include/unsupported/Eigen/src/Polynomials inst/include/unsupported/Eigen/src/SVD inst/include/unsupported/Eigen/src/SparseExtra inst/include/unsupported/Eigen/src/Splines Message-ID: <20131123192721.7E39A184F3E@r-forge.r-project.org> Author: edd Date: 2013-11-23 20:27:20 +0100 (Sat, 23 Nov 2013) New Revision: 4599 Added: pkg/RcppEigen/.travis.yml pkg/RcppEigen/README.md pkg/RcppEigen/inst/include/Eigen/MetisSupport pkg/RcppEigen/inst/include/Eigen/SPQRSupport pkg/RcppEigen/inst/include/Eigen/SparseLU pkg/RcppEigen/inst/include/Eigen/SparseQR pkg/RcppEigen/inst/include/Eigen/src/Core/CoreIterators.h pkg/RcppEigen/inst/include/Eigen/src/Eigenvalues/GeneralizedEigenSolver.h pkg/RcppEigen/inst/include/Eigen/src/Eigenvalues/RealQZ.h pkg/RcppEigen/inst/include/Eigen/src/MetisSupport/ pkg/RcppEigen/inst/include/Eigen/src/MetisSupport/MetisSupport.h pkg/RcppEigen/inst/include/Eigen/src/OrderingMethods/Eigen_Colamd.h pkg/RcppEigen/inst/include/Eigen/src/OrderingMethods/Ordering.h pkg/RcppEigen/inst/include/Eigen/src/SPQRSupport/ pkg/RcppEigen/inst/include/Eigen/src/SPQRSupport/SuiteSparseQRSupport.h pkg/RcppEigen/inst/include/Eigen/src/SparseCholesky/SimplicialCholesky_impl.h pkg/RcppEigen/inst/include/Eigen/src/SparseCore/SparseColEtree.h pkg/RcppEigen/inst/include/Eigen/src/SparseLU/ pkg/RcppEigen/inst/include/Eigen/src/SparseLU/SparseLU.h pkg/RcppEigen/inst/include/Eigen/src/SparseLU/SparseLUImpl.h pkg/RcppEigen/inst/include/Eigen/src/SparseLU/SparseLU_Memory.h pkg/RcppEigen/inst/include/Eigen/src/SparseLU/SparseLU_Structs.h pkg/RcppEigen/inst/include/Eigen/src/SparseLU/SparseLU_SupernodalMatrix.h pkg/RcppEigen/inst/include/Eigen/src/SparseLU/SparseLU_Utils.h pkg/RcppEigen/inst/include/Eigen/src/SparseLU/SparseLU_column_bmod.h pkg/RcppEigen/inst/include/Eigen/src/SparseLU/SparseLU_column_dfs.h pkg/RcppEigen/inst/include/Eigen/src/SparseLU/SparseLU_copy_to_ucol.h pkg/RcppEigen/inst/include/Eigen/src/SparseLU/SparseLU_gemm_kernel.h pkg/RcppEigen/inst/include/Eigen/src/SparseLU/SparseLU_heap_relax_snode.h pkg/RcppEigen/inst/include/Eigen/src/SparseLU/SparseLU_kernel_bmod.h pkg/RcppEigen/inst/include/Eigen/src/SparseLU/SparseLU_panel_bmod.h pkg/RcppEigen/inst/include/Eigen/src/SparseLU/SparseLU_panel_dfs.h pkg/RcppEigen/inst/include/Eigen/src/SparseLU/SparseLU_pivotL.h pkg/RcppEigen/inst/include/Eigen/src/SparseLU/SparseLU_pruneL.h 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pkg/RcppEigen/inst/include/unsupported/Eigen/src/IterativeSolvers/ConstrainedConjGrad.h pkg/RcppEigen/inst/include/unsupported/Eigen/src/IterativeSolvers/GMRES.h pkg/RcppEigen/inst/include/unsupported/Eigen/src/IterativeSolvers/IterationController.h pkg/RcppEigen/inst/include/unsupported/Eigen/src/IterativeSolvers/Scaling.h pkg/RcppEigen/inst/include/unsupported/Eigen/src/KroneckerProduct/KroneckerTensorProduct.h pkg/RcppEigen/inst/include/unsupported/Eigen/src/MatrixFunctions/MatrixExponential.h pkg/RcppEigen/inst/include/unsupported/Eigen/src/MatrixFunctions/MatrixFunction.h pkg/RcppEigen/inst/include/unsupported/Eigen/src/MatrixFunctions/MatrixLogarithm.h pkg/RcppEigen/inst/include/unsupported/Eigen/src/MatrixFunctions/MatrixSquareRoot.h pkg/RcppEigen/inst/include/unsupported/Eigen/src/NonLinearOptimization/HybridNonLinearSolver.h pkg/RcppEigen/inst/include/unsupported/Eigen/src/NonLinearOptimization/LevenbergMarquardt.h pkg/RcppEigen/inst/include/unsupported/Eigen/src/NonLinearOptimization/chkder.h pkg/RcppEigen/inst/include/unsupported/Eigen/src/NonLinearOptimization/covar.h pkg/RcppEigen/inst/include/unsupported/Eigen/src/NonLinearOptimization/dogleg.h pkg/RcppEigen/inst/include/unsupported/Eigen/src/NonLinearOptimization/fdjac1.h pkg/RcppEigen/inst/include/unsupported/Eigen/src/NonLinearOptimization/lmpar.h pkg/RcppEigen/inst/include/unsupported/Eigen/src/NonLinearOptimization/r1updt.h pkg/RcppEigen/inst/include/unsupported/Eigen/src/NonLinearOptimization/rwupdt.h pkg/RcppEigen/inst/include/unsupported/Eigen/src/NumericalDiff/NumericalDiff.h pkg/RcppEigen/inst/include/unsupported/Eigen/src/Polynomials/Companion.h pkg/RcppEigen/inst/include/unsupported/Eigen/src/Polynomials/PolynomialSolver.h pkg/RcppEigen/inst/include/unsupported/Eigen/src/Polynomials/PolynomialUtils.h pkg/RcppEigen/inst/include/unsupported/Eigen/src/SparseExtra/BlockOfDynamicSparseMatrix.h pkg/RcppEigen/inst/include/unsupported/Eigen/src/SparseExtra/MarketIO.h pkg/RcppEigen/inst/include/unsupported/Eigen/src/SparseExtra/MatrixMarketIterator.h pkg/RcppEigen/inst/include/unsupported/Eigen/src/Splines/Spline.h pkg/RcppEigen/inst/include/unsupported/Eigen/src/Splines/SplineFitting.h Log: sync with github Modified: pkg/RcppEigen/.Rbuildignore =================================================================== --- pkg/RcppEigen/.Rbuildignore 2013-11-23 19:24:15 UTC (rev 4598) +++ pkg/RcppEigen/.Rbuildignore 2013-11-23 19:27:20 UTC (rev 4599) @@ -1,4 +1,5 @@ vignettes/jss835/ vignettes/RcppEigen-intro-nojss.* NEWS.org -vignettes/jss.bst \ No newline at end of file +vignettes/jss.bst +.travis.yml Added: pkg/RcppEigen/.travis.yml =================================================================== --- pkg/RcppEigen/.travis.yml (rev 0) +++ pkg/RcppEigen/.travis.yml 2013-11-23 19:27:20 UTC (rev 4599) @@ -0,0 +1,43 @@ +# Sample .travis.yml for R projects. +# +# See https://github.com/craigcitro/r-travis +# +# Running with default settings which for now means 'no manual, no vignettes' +# and checking '--as-cran'. + +language: c +# +script: ./travis-tool.sh run_tests +# +# +before_install: + - curl -OL http://raw.github.com/craigcitro/r-travis/master/scripts/travis-tool.sh + - chmod 755 ./travis-tool.sh + - ./travis-tool.sh bootstrap +# +# +install: + - ./travis-tool.sh r_install RUnit inline testthat Rcpp +# Note: if Rcpp from Github is needed, use following line and remove Rcpp from previous line +# - ./travis-tool.sh github_package RcppCore/Rcpp +# +# +after_script: + - ./travis-tool.sh dump_logs +# +# +notifications: + email: + on_success: change + on_failure: change + +# Options used for building or testing your R package can be +# controlled by uncommenting one or both of the following; the values +# here are the defaults: +env: + global: + - R_BUILD_ARGS="--no-build-vignettes --no-manual" + - R_CHECK_ARGS="--no-build-vignettes --no-manual --as-cran" +# See the travis docs for more information: +# http://about.travis-ci.org/docs/user/build-configuration/#The-Build-Matrix + Modified: pkg/RcppEigen/ChangeLog =================================================================== --- pkg/RcppEigen/ChangeLog 2013-11-23 19:24:15 UTC (rev 4598) +++ pkg/RcppEigen/ChangeLog 2013-11-23 19:27:20 UTC (rev 4599) @@ -1,3 +1,9 @@ +2013-11-13 Douglas Bates + + * DESCRIPTION: New version, release date and dependencies + + * inst/include/Eigen: Update to release 3.2.0 of Eigen + 2013-02-03 Dirk Eddelbuettel * DESCRIPTION: New minor version 0.3.1.2.1 for upload to CRAN and JSS Modified: pkg/RcppEigen/DESCRIPTION =================================================================== --- pkg/RcppEigen/DESCRIPTION 2013-11-23 19:24:15 UTC (rev 4598) +++ pkg/RcppEigen/DESCRIPTION 2013-11-23 19:27:20 UTC (rev 4599) @@ -1,8 +1,8 @@ Package: RcppEigen Type: Package Title: Rcpp integration for the Eigen templated linear algebra library. -Version: 0.3.1.2.3 -Date: 2013-10-24 +Version: 0.3.2.0 +Date: 2013-11-13 Author: Douglas Bates, Romain Francois and Dirk Eddelbuettel Maintainer: Douglas Bates Description: R and Eigen integration using Rcpp. @@ -15,7 +15,7 @@ implementations based on Lapack and level-3 BLAS. . The RcppEigen package includes the header files from the Eigen C++ - template library (currently version 3.1.0). Thus users do not need to + template library (currently version 3.2.0). Thus users do not need to install Eigen itself in order to use RcppEigen. . Eigen is licensed under the GNU LGPL version 3 or later, and also @@ -23,9 +23,9 @@ bindings/bridge to Eigen) is licensed under the GNU GPL version 2 or later, as is the rest of Rcpp. License: GPL (>= 2) -Depends: R(>= 3.0.2) +Depends: R(>= 2.15.1) LazyLoad: yes -LinkingTo: Rcpp (>= 0.10.5) -Imports: Matrix (>= 1.1-0), Rcpp +LinkingTo: Rcpp +Imports: Matrix (>= 1.1-0), Rcpp (>= 0.10.5) Suggests: inline, RUnit, testthat URL: http://eigen.tuxfamily.org Modified: pkg/RcppEigen/NEWS =================================================================== --- pkg/RcppEigen/NEWS 2013-11-23 19:24:15 UTC (rev 4598) +++ pkg/RcppEigen/NEWS 2013-11-23 19:27:20 UTC (rev 4599) @@ -1,60 +1,84 @@ - NEWS for RcppEigen-0.3.1.2.3 - ============================ + ____________________________ -Author: Douglas Bates -Date: 2013-10-14 Mon + NEWS FOR RCPPEIGEN-0.3.2.0 + Douglas Bates + ____________________________ + + 2013-11-12 Wed + + Table of Contents -================= -1 New features visible to users in RcppEigen-0.3.1.2.3 -2 New features visible to users in RcppEigen-0.3.1.2 -3 New features visible to users in RcppEigen-0.3.1 -4 New features visible to users in RcppEigen-0.2.0 -5 New features not visible to users in RcppEigen-0.2.0 +_________________ +1 New features visible to users in RcppEigen-0.3.2.0 +2 New features visible to users in RcppEigen-0.3.1.2.3 +3 New features visible to users in RcppEigen-0.3.1.2 +4 New features visible to users in RcppEigen-0.3.1 +5 New features visible to users in RcppEigen-0.2.0 +6 New features not visible to users in RcppEigen-0.2.0 -1 New features visible to users in RcppEigen-0.3.1.2.3 -======================================================= + + + + +1 New features visible to users in RcppEigen-0.3.2.0 +==================================================== + + + Update to version 3.2.0 of Eigen + + +2 New features visible to users in RcppEigen-0.3.1.2.3 +====================================================== + + Fix to RcppEigenCholmod.h to incorporate changes in the - cholmod_factor struct. These changes are necessary if code - compiled against RcppEigen that uses CHOLMOD factors is to be run - with versions of the Matrix package >= 1.1-0 + cholmod_factor struct. These changes are necessary if code compiled + against RcppEigen that uses CHOLMOD factors is to be run with + versions of the Matrix package >= 1.1-0 -2 New features visible to users in RcppEigen-0.3.1.2 -===================================================== + +3 New features visible to users in RcppEigen-0.3.1.2 +==================================================== + + Upgraded to Eigen 3.1.2 - + Fixes to RcppEigenWrap.h and adjustment of tests accordingly. - The changes allow RowMajor matrices to be wrapped (thanks to Gael + + Fixes to RcppEigenWrap.h and adjustment of tests accordingly. The + changes allow RowMajor matrices to be wrapped (thanks to Gael Guennebaud) but cannot handle RowVector types. There will need to be - more template metaprogramming done to redirect the case of RowVector, - which cannot be changed to a ColMajor form. - + Because of changes in R, -DNDEBUG is automatic. One must override it with - -UNDEBUG in the local ~/.R/Makevars to activate the debugging code. - + New (unexported) functions CxxFlags() and RcppEigenCxxFlags() for use in - Makefiles + more template metaprogramming done to redirect the case of + RowVector, which cannot be changed to a ColMajor form. + + Because of changes in R, -DNDEBUG is automatic. One must override it + with -UNDEBUG in the local ~/.R/Makevars to activate the debugging + code. + + New (unexported) functions CxxFlags() and RcppEigenCxxFlags() for + use in Makefiles + Fixes related to Rcpp 0.10.* -3 New features visible to users in RcppEigen-0.3.1 -=================================================== + +4 New features visible to users in RcppEigen-0.3.1 +================================================== + + Upgraded to Eigen 3.1.0 + Removed the "unsupported" Eigen module AutoDiff which defined a macro "sign" that conflicted with a function in the R API (which really should be visible as "Rf_sign", not sure why it shows up as "sign" and don't have time to investigate) - + Commented out several tests involving complex vectors and - matrices. Again there are compilation problems related to - conflicting definitions in the std:: namespace and the R API and - Eigen, which I don't have time to investigate. + + Commented out several tests involving complex vectors and matrices. + Again there are compilation problems related to conflicting + definitions in the std:: namespace and the R API and Eigen, which I + don't have time to investigate. -4 New features visible to users in RcppEigen-0.2.0 -=================================================== + +5 New features visible to users in RcppEigen-0.2.0 +================================================== + + Upgraded the version of Eigen to 3.1.0-alpha2, in which the sparse matrix modules are now in the "supported" tree. + Added several "unsupported" Eigen modules including - AutoDiff (a small automatic differentiation package adapted to vectors and matrices) - - IterativeSolvers (iterative linear and nonlinear solver algorithms) + - IterativeSolvers (iterative linear and nonlinear solver + algorithms) - KroneckerProduct (as the name implies) - MatrixFunctions (matrix cos, exp, log, sin, sinh, etc.) - NonlinearOptimization (based on minpack but uses reverse @@ -68,22 +92,20 @@ Market I/O functions) - Splines (multidimensional spline representations and spline interpolation) - + At present all these modules, including the MatrixFunctions - module, are included with RcppEigen.h but that may change if too - many people get unexpected results from A.exp() + + At present all these modules, including the MatrixFunctions module, + are included with RcppEigen.h but that may change if too many people + get unexpected results from A.exp() + The ability to wrap RowMajor sparse matrices and to use as etc. -5 New features not visible to users in RcppEigen-0.2.0 -======================================================= + +6 New features not visible to users in RcppEigen-0.2.0 +====================================================== + + Migrated some tests to the testthat package. Currently there is some difficulty with combining testthat, inline and R CMD check. These checks are available as - - - library(testthat) - test_package(RcppEigen) - - - - + ,---- + | library(testthat) + | test_package(RcppEigen) + `---- Modified: pkg/RcppEigen/NEWS.org =================================================================== --- pkg/RcppEigen/NEWS.org 2013-11-23 19:24:15 UTC (rev 4598) +++ pkg/RcppEigen/NEWS.org 2013-11-23 19:27:20 UTC (rev 4599) @@ -1,11 +1,14 @@ -#+TITLE: NEWS for RcppEigen-0.3.1.2.3 +#+TITLE: NEWS for RcppEigen-0.3.2.0 #+AUTHOR: Douglas Bates #+EMAIL: bates at stat.wisc.edu -#+DATE: 2013-10-14 Mon +#+DATE: 2013-11-12 Wed #+DESCRIPTION: News regarding the latest version of RcppEigen #+KEYWORDS: #+LANGUAGE: en +* New features visible to users in RcppEigen-0.3.2.0 + + Update to version 3.2.0 of Eigen + * New features visible to users in RcppEigen-0.3.1.2.3 + Fix to RcppEigenCholmod.h to incorporate changes in the cholmod_factor struct. These changes are necessary if code Added: pkg/RcppEigen/README.md =================================================================== --- pkg/RcppEigen/README.md (rev 0) +++ pkg/RcppEigen/README.md 2013-11-23 19:27:20 UTC (rev 4599) @@ -0,0 +1,17 @@ +RcppEigen +========= + +[![Build Status](https://travis-ci.org/RcppCore/RcppEigen.png)](https://travis-ci.org/RcppCore/RcppEigen) + +`Rcpp` integration for the [`Eigen`](http://eigen.tuxfamily.org) templated linear algebra library + +[`Eigen`](http://eigen.tuxfamily.org) is a C++ template library for linear algebra: matrices, +vectors, numerical solvers and related algorithms. It supports dense +and sparse matrices on integer, floating point and complex numbers, +decompositions of such matrices, and solutions of linear systems. Its +performance on many algorithms is comparable with some of the best +implementations based on `Lapack` and level-3 `BLAS`. + +The `RcppEigen` package includes the header files from the Eigen C++ +template library (currently version 3.2.0). Thus users do not need to +install `Eigen` itself in order to use `RcppEigen`. Modified: pkg/RcppEigen/inst/include/Eigen/Core =================================================================== --- pkg/RcppEigen/inst/include/Eigen/Core 2013-11-23 19:24:15 UTC (rev 4598) +++ pkg/RcppEigen/inst/include/Eigen/Core 2013-11-23 19:27:20 UTC (rev 4599) @@ -19,6 +19,12 @@ // defined e.g. EIGEN_DONT_ALIGN) so it needs to be done before we do anything with vectorization. #include "src/Core/util/Macros.h" +// Disable the ipa-cp-clone optimization flag with MinGW 6.x or newer (enabled by default with -O3) +// See http://eigen.tuxfamily.org/bz/show_bug.cgi?id=556 for details. +#if defined(__MINGW32__) && EIGEN_GNUC_AT_LEAST(4,6) + #pragma GCC optimize ("-fno-ipa-cp-clone") +#endif + #include // this include file manages BLAS and MKL related macros @@ -44,7 +50,7 @@ #endif #else // Remember that usage of defined() in a #define is undefined by the standard - #if (defined __SSE2__) && ( (!defined __GNUC__) || EIGEN_GNUC_AT_LEAST(4,2) ) + #if (defined __SSE2__) && ( (!defined __GNUC__) || (defined __INTEL_COMPILER) || EIGEN_GNUC_AT_LEAST(4,2) ) #define EIGEN_SSE2_ON_NON_MSVC_BUT_NOT_OLD_GCC #endif #endif @@ -87,20 +93,26 @@ // so, to avoid compile errors when windows.h is included after Eigen/Core, ensure intrinsics are extern "C" here too. // notice that since these are C headers, the extern "C" is theoretically needed anyways. extern "C" { - #include - #include - #ifdef EIGEN_VECTORIZE_SSE3 - #include + // In theory we should only include immintrin.h and not the other *mmintrin.h header files directly. + // Doing so triggers some issues with ICC. However old gcc versions seems to not have this file, thus: + #ifdef __INTEL_COMPILER + #include + #else + #include + #include + #ifdef EIGEN_VECTORIZE_SSE3 + #include + #endif + #ifdef EIGEN_VECTORIZE_SSSE3 + #include + #endif + #ifdef EIGEN_VECTORIZE_SSE4_1 + #include + #endif + #ifdef EIGEN_VECTORIZE_SSE4_2 + #include + #endif #endif - #ifdef EIGEN_VECTORIZE_SSSE3 - #include - #endif - #ifdef EIGEN_VECTORIZE_SSE4_1 - #include - #endif - #ifdef EIGEN_VECTORIZE_SSE4_2 - #include - #endif } // end extern "C" #elif defined __ALTIVEC__ #define EIGEN_VECTORIZE @@ -236,15 +248,11 @@ * \endcode */ -/** \defgroup Support_modules Support modules [category] - * Category of modules which add support for external libraries. - */ - #include "src/Core/util/Constants.h" #include "src/Core/util/ForwardDeclarations.h" #include "src/Core/util/Meta.h" +#include "src/Core/util/StaticAssert.h" #include "src/Core/util/XprHelper.h" -#include "src/Core/util/StaticAssert.h" #include "src/Core/util/Memory.h" #include "src/Core/NumTraits.h" @@ -297,6 +305,7 @@ #include "src/Core/Map.h" #include "src/Core/Block.h" #include "src/Core/VectorBlock.h" +#include "src/Core/Ref.h" #include "src/Core/Transpose.h" #include "src/Core/DiagonalMatrix.h" #include "src/Core/Diagonal.h" @@ -330,6 +339,7 @@ #include "src/Core/products/TriangularSolverMatrix.h" #include "src/Core/products/TriangularSolverVector.h" #include "src/Core/BandMatrix.h" +#include "src/Core/CoreIterators.h" #include "src/Core/BooleanRedux.h" #include "src/Core/Select.h" Modified: pkg/RcppEigen/inst/include/Eigen/Eigenvalues =================================================================== --- pkg/RcppEigen/inst/include/Eigen/Eigenvalues 2013-11-23 19:24:15 UTC (rev 4598) +++ pkg/RcppEigen/inst/include/Eigen/Eigenvalues 2013-11-23 19:27:20 UTC (rev 4599) @@ -33,6 +33,8 @@ #include "src/Eigenvalues/HessenbergDecomposition.h" #include "src/Eigenvalues/ComplexSchur.h" #include "src/Eigenvalues/ComplexEigenSolver.h" +#include "src/Eigenvalues/RealQZ.h" +#include "src/Eigenvalues/GeneralizedEigenSolver.h" #include "src/Eigenvalues/MatrixBaseEigenvalues.h" #ifdef EIGEN_USE_LAPACKE #include "src/Eigenvalues/RealSchur_MKL.h" Modified: pkg/RcppEigen/inst/include/Eigen/IterativeLinearSolvers =================================================================== --- pkg/RcppEigen/inst/include/Eigen/IterativeLinearSolvers 2013-11-23 19:24:15 UTC (rev 4598) +++ pkg/RcppEigen/inst/include/Eigen/IterativeLinearSolvers 2013-11-23 19:27:20 UTC (rev 4599) @@ -6,7 +6,7 @@ #include "src/Core/util/DisableStupidWarnings.h" -/** \ingroup Sparse_modules +/** * \defgroup IterativeLinearSolvers_Module IterativeLinearSolvers module * * This module currently provides iterative methods to solve problems of the form \c A \c x = \c b, where \c A is a squared matrix, usually very large and sparse. Added: pkg/RcppEigen/inst/include/Eigen/MetisSupport =================================================================== --- pkg/RcppEigen/inst/include/Eigen/MetisSupport (rev 0) +++ pkg/RcppEigen/inst/include/Eigen/MetisSupport 2013-11-23 19:27:20 UTC (rev 4599) @@ -0,0 +1,28 @@ +#ifndef EIGEN_METISSUPPORT_MODULE_H +#define EIGEN_METISSUPPORT_MODULE_H + +#include "SparseCore" + +#include "src/Core/util/DisableStupidWarnings.h" + +extern "C" { +#include +} + + +/** \ingroup Support_modules + * \defgroup MetisSupport_Module MetisSupport module + * + * \code + * #include + * \endcode + * This module defines an interface to the METIS reordering package (http://glaros.dtc.umn.edu/gkhome/views/metis). + * It can be used just as any other built-in method as explained in \link OrderingMethods_Module here. \endlink + */ + + +#include "src/MetisSupport/MetisSupport.h" + +#include "src/Core/util/ReenableStupidWarnings.h" + +#endif // EIGEN_METISSUPPORT_MODULE_H Modified: pkg/RcppEigen/inst/include/Eigen/OrderingMethods =================================================================== --- pkg/RcppEigen/inst/include/Eigen/OrderingMethods 2013-11-23 19:24:15 UTC (rev 4598) +++ pkg/RcppEigen/inst/include/Eigen/OrderingMethods 2013-11-23 19:27:20 UTC (rev 4599) @@ -5,19 +5,62 @@ #include "src/Core/util/DisableStupidWarnings.h" -/** \ingroup Sparse_modules +/** * \defgroup OrderingMethods_Module OrderingMethods module * - * This module is currently for internal use only. - * - * + * This module is currently for internal use only + * + * It defines various built-in and external ordering methods for sparse matrices. + * They are typically used to reduce the number of elements during + * the sparse matrix decomposition (LLT, LU, QR). + * Precisely, in a preprocessing step, a permutation matrix P is computed using + * those ordering methods and applied to the columns of the matrix. + * Using for instance the sparse Cholesky decomposition, it is expected that + * the nonzeros elements in LLT(A*P) will be much smaller than that in LLT(A). + * + * + * Usage : * \code * #include * \endcode + * + * A simple usage is as a template parameter in the sparse decomposition classes : + * + * \code + * SparseLU > solver; + * \endcode + * + * \code + * SparseQR > solver; + * \endcode + * + * It is possible as well to call directly a particular ordering method for your own purpose, + * \code + * AMDOrdering ordering; + * PermutationMatrix perm; + * SparseMatrix A; + * //Fill the matrix ... + * + * ordering(A, perm); // Call AMD + * \endcode + * + * \note Some of these methods (like AMD or METIS), need the sparsity pattern + * of the input matrix to be symmetric. When the matrix is structurally unsymmetric, + * Eigen computes internally the pattern of \f$A^T*A\f$ before calling the method. + * If your matrix is already symmetric (at leat in structure), you can avoid that + * by calling the method with a SelfAdjointView type. + * + * \code + * // Call the ordering on the pattern of the lower triangular matrix A + * ordering(A.selfadjointView(), perm); + * \endcode */ +#ifndef EIGEN_MPL2_ONLY #include "src/OrderingMethods/Amd.h" +#endif +#include "src/OrderingMethods/Ordering.h" #include "src/Core/util/ReenableStupidWarnings.h" #endif // EIGEN_ORDERINGMETHODS_MODULE_H Added: pkg/RcppEigen/inst/include/Eigen/SPQRSupport =================================================================== --- pkg/RcppEigen/inst/include/Eigen/SPQRSupport (rev 0) +++ pkg/RcppEigen/inst/include/Eigen/SPQRSupport 2013-11-23 19:27:20 UTC (rev 4599) @@ -0,0 +1,29 @@ +#ifndef EIGEN_SPQRSUPPORT_MODULE_H +#define EIGEN_SPQRSUPPORT_MODULE_H + +#include "SparseCore" + +#include "src/Core/util/DisableStupidWarnings.h" + +#include "SuiteSparseQR.hpp" + +/** \ingroup Support_modules + * \defgroup SPQRSupport_Module SuiteSparseQR module + * + * This module provides an interface to the SPQR library, which is part of the suitesparse package. + * + * \code + * #include + * \endcode + * + * In order to use this module, the SPQR headers must be accessible from the include paths, and your binary must be linked to the SPQR library and its dependencies (Cholmod, AMD, COLAMD,...). + * For a cmake based project, you can use our FindSPQR.cmake and FindCholmod.Cmake modules + * + */ + +#include "src/misc/Solve.h" +#include "src/misc/SparseSolve.h" +#include "src/CholmodSupport/CholmodSupport.h" +#include "src/SPQRSupport/SuiteSparseQRSupport.h" + +#endif Modified: pkg/RcppEigen/inst/include/Eigen/Sparse =================================================================== --- pkg/RcppEigen/inst/include/Eigen/Sparse 2013-11-23 19:24:15 UTC (rev 4598) +++ pkg/RcppEigen/inst/include/Eigen/Sparse 2013-11-23 19:27:20 UTC (rev 4599) @@ -1,13 +1,15 @@ #ifndef EIGEN_SPARSE_MODULE_H #define EIGEN_SPARSE_MODULE_H -/** \defgroup Sparse_modules Sparse modules +/** \defgroup Sparse_Module Sparse meta-module * * Meta-module including all related modules: - * - SparseCore - * - OrderingMethods - * - SparseCholesky - * - IterativeLinearSolvers + * - \ref SparseCore_Module + * - \ref OrderingMethods_Module + * - \ref SparseCholesky_Module + * - \ref SparseLU_Module + * - \ref SparseQR_Module + * - \ref IterativeLinearSolvers_Module * * \code * #include @@ -17,6 +19,8 @@ #include "SparseCore" #include "OrderingMethods" #include "SparseCholesky" +#include "SparseLU" +#include "SparseQR" #include "IterativeLinearSolvers" #endif // EIGEN_SPARSE_MODULE_H Modified: pkg/RcppEigen/inst/include/Eigen/SparseCholesky =================================================================== --- pkg/RcppEigen/inst/include/Eigen/SparseCholesky 2013-11-23 19:24:15 UTC (rev 4598) +++ pkg/RcppEigen/inst/include/Eigen/SparseCholesky 2013-11-23 19:27:20 UTC (rev 4599) @@ -1,3 +1,12 @@ +// This file is part of Eigen, a lightweight C++ template library +// for linear algebra. +// +// Copyright (C) 2008-2013 Gael Guennebaud +// +// This Source Code Form is subject to the terms of the Mozilla +// Public License v. 2.0. If a copy of the MPL was not distributed +// with this file, You can obtain one at http://mozilla.org/MPL/2.0/. + #ifndef EIGEN_SPARSECHOLESKY_MODULE_H #define EIGEN_SPARSECHOLESKY_MODULE_H @@ -2,6 +11,7 @@ #include "SparseCore" +#include "OrderingMethods" #include "src/Core/util/DisableStupidWarnings.h" -/** \ingroup Sparse_modules +/** * \defgroup SparseCholesky_Module SparseCholesky module @@ -20,11 +30,18 @@ * \endcode */ +#ifdef EIGEN_MPL2_ONLY +#error The SparseCholesky module has nothing to offer in MPL2 only mode +#endif + #include "src/misc/Solve.h" #include "src/misc/SparseSolve.h" - #include "src/SparseCholesky/SimplicialCholesky.h" +#ifndef EIGEN_MPL2_ONLY +#include "src/SparseCholesky/SimplicialCholesky_impl.h" +#endif + #include "src/Core/util/ReenableStupidWarnings.h" #endif // EIGEN_SPARSECHOLESKY_MODULE_H Modified: pkg/RcppEigen/inst/include/Eigen/SparseCore =================================================================== --- pkg/RcppEigen/inst/include/Eigen/SparseCore 2013-11-23 19:24:15 UTC (rev 4598) +++ pkg/RcppEigen/inst/include/Eigen/SparseCore 2013-11-23 19:27:20 UTC (rev 4599) @@ -11,7 +11,7 @@ #include #include -/** \ingroup Sparse_modules +/** * \defgroup SparseCore_Module SparseCore module * * This module provides a sparse matrix representation, and basic associatd matrix manipulations @@ -40,14 +40,12 @@ #include "src/SparseCore/SparseMatrix.h" #include "src/SparseCore/MappedSparseMatrix.h" #include "src/SparseCore/SparseVector.h" -#include "src/SparseCore/CoreIterators.h" #include "src/SparseCore/SparseBlock.h" #include "src/SparseCore/SparseTranspose.h" #include "src/SparseCore/SparseCwiseUnaryOp.h" #include "src/SparseCore/SparseCwiseBinaryOp.h" #include "src/SparseCore/SparseDot.h" #include "src/SparseCore/SparsePermutation.h" -#include "src/SparseCore/SparseAssign.h" #include "src/SparseCore/SparseRedux.h" #include "src/SparseCore/SparseFuzzy.h" #include "src/SparseCore/ConservativeSparseSparseProduct.h" Added: pkg/RcppEigen/inst/include/Eigen/SparseLU =================================================================== --- pkg/RcppEigen/inst/include/Eigen/SparseLU (rev 0) +++ pkg/RcppEigen/inst/include/Eigen/SparseLU 2013-11-23 19:27:20 UTC (rev 4599) @@ -0,0 +1,49 @@ +// This file is part of Eigen, a lightweight C++ template library +// for linear algebra. +// +// Copyright (C) 2012 D?sir? Nuentsa-Wakam +// Copyright (C) 2012 Gael Guennebaud +// +// This Source Code Form is subject to the terms of the Mozilla +// Public License v. 2.0. If a copy of the MPL was not distributed +// with this file, You can obtain one at http://mozilla.org/MPL/2.0/. + +#ifndef EIGEN_SPARSELU_MODULE_H +#define EIGEN_SPARSELU_MODULE_H + +#include "SparseCore" + +/** + * \defgroup SparseLU_Module SparseLU module + * This module defines a supernodal factorization of general sparse matrices. + * The code is fully optimized for supernode-panel updates with specialized kernels. + * Please, see the documentation of the SparseLU class for more details. + */ + +#include "src/misc/Solve.h" +#include "src/misc/SparseSolve.h" + +// Ordering interface +#include "OrderingMethods" + +#include "src/SparseLU/SparseLU_gemm_kernel.h" + +#include "src/SparseLU/SparseLU_Structs.h" +#include "src/SparseLU/SparseLU_SupernodalMatrix.h" +#include "src/SparseLU/SparseLUImpl.h" +#include "src/SparseCore/SparseColEtree.h" +#include "src/SparseLU/SparseLU_Memory.h" +#include "src/SparseLU/SparseLU_heap_relax_snode.h" +#include "src/SparseLU/SparseLU_relax_snode.h" +#include "src/SparseLU/SparseLU_pivotL.h" +#include "src/SparseLU/SparseLU_panel_dfs.h" +#include "src/SparseLU/SparseLU_kernel_bmod.h" +#include "src/SparseLU/SparseLU_panel_bmod.h" +#include "src/SparseLU/SparseLU_column_dfs.h" +#include "src/SparseLU/SparseLU_column_bmod.h" +#include "src/SparseLU/SparseLU_copy_to_ucol.h" +#include "src/SparseLU/SparseLU_pruneL.h" +#include "src/SparseLU/SparseLU_Utils.h" +#include "src/SparseLU/SparseLU.h" + +#endif // EIGEN_SPARSELU_MODULE_H Added: pkg/RcppEigen/inst/include/Eigen/SparseQR =================================================================== --- pkg/RcppEigen/inst/include/Eigen/SparseQR (rev 0) +++ pkg/RcppEigen/inst/include/Eigen/SparseQR 2013-11-23 19:27:20 UTC (rev 4599) @@ -0,0 +1,33 @@ +#ifndef EIGEN_SPARSEQR_MODULE_H +#define EIGEN_SPARSEQR_MODULE_H + +#include "SparseCore" +#include "OrderingMethods" +#include "src/Core/util/DisableStupidWarnings.h" + +/** \defgroup SparseQR_Module SparseQR module + * \brief Provides QR decomposition for sparse matrices + * + * This module provides a simplicial version of the left-looking Sparse QR decomposition. + * The columns of the input matrix should be reordered to limit the fill-in during the + * decomposition. Built-in methods (COLAMD, AMD) or external methods (METIS) can be used to this end. + * See the \link OrderingMethods_Module OrderingMethods\endlink module for the list + * of built-in and external ordering methods. + * + * \code + * #include + * \endcode + * + * + */ + +#include "src/misc/Solve.h" +#include "src/misc/SparseSolve.h" + +#include "OrderingMethods" +#include "src/SparseCore/SparseColEtree.h" +#include "src/SparseQR/SparseQR.h" + +#include "src/Core/util/ReenableStupidWarnings.h" + +#endif Modified: pkg/RcppEigen/inst/include/Eigen/src/Cholesky/LDLT.h =================================================================== --- pkg/RcppEigen/inst/include/Eigen/src/Cholesky/LDLT.h 2013-11-23 19:24:15 UTC (rev 4598) +++ pkg/RcppEigen/inst/include/Eigen/src/Cholesky/LDLT.h 2013-11-23 19:27:20 UTC (rev 4599) @@ -196,7 +196,7 @@ LDLT& compute(const MatrixType& matrix); template - LDLT& rankUpdate(const MatrixBase& w,RealScalar alpha=1); + LDLT& rankUpdate(const MatrixBase& w, const RealScalar& alpha=1); /** \returns the internal LDLT decomposition matrix * @@ -248,6 +248,7 @@ template static bool unblocked(MatrixType& mat, TranspositionType& transpositions, Workspace& temp, int* sign=0) { + using std::abs; typedef typename MatrixType::Scalar Scalar; typedef typename MatrixType::RealScalar RealScalar; typedef typename MatrixType::Index Index; @@ -258,7 +259,7 @@ { transpositions.setIdentity(); if(sign) - *sign = real(mat.coeff(0,0))>0 ? 1:-1; + *sign = numext::real(mat.coeff(0,0))>0 ? 1:-1; return true; } @@ -277,15 +278,13 @@ // are compared; if any diagonal is negligible compared // to the largest overall, the algorithm bails. cutoff = abs(NumTraits::epsilon() * biggest_in_corner); - - if(sign) - *sign = real(mat.diagonal().coeff(index_of_biggest_in_corner)) > 0 ? 1 : -1; } // Finish early if the matrix is not full rank. if(biggest_in_corner < cutoff) { for(Index i = k; i < size; i++) transpositions.coeffRef(i) = i; + if(sign) *sign = 0; break; } @@ -301,11 +300,11 @@ for(int i=k+1;i::IsComplex) - mat.coeffRef(index_of_biggest_in_corner,k) = conj(mat.coeff(index_of_biggest_in_corner,k)); + mat.coeffRef(index_of_biggest_in_corner,k) = numext::conj(mat.coeff(index_of_biggest_in_corner,k)); } // partition the matrix: @@ -326,6 +325,16 @@ } if((rs>0) && (abs(mat.coeffRef(k,k)) > cutoff)) A21 /= mat.coeffRef(k,k); + + if(sign) + { + // LDLT is not guaranteed to work for indefinite matrices, but let's try to get the sign right + int newSign = numext::real(mat.diagonal().coeff(index_of_biggest_in_corner)) > 0; + if(k == 0) + *sign = newSign; + else if(*sign != newSign) + *sign = 0; + } } return true; @@ -339,9 +348,9 @@ // Here only rank-1 updates are implemented, to reduce the // requirement for intermediate storage and improve accuracy template - static bool updateInPlace(MatrixType& mat, MatrixBase& w, typename MatrixType::RealScalar sigma=1) + static bool updateInPlace(MatrixType& mat, MatrixBase& w, const typename MatrixType::RealScalar& sigma=1) { - using internal::isfinite; + using numext::isfinite; typedef typename MatrixType::Scalar Scalar; typedef typename MatrixType::RealScalar RealScalar; typedef typename MatrixType::Index Index; @@ -359,9 +368,9 @@ break; // Update the diagonal terms - RealScalar dj = real(mat.coeff(j,j)); + RealScalar dj = numext::real(mat.coeff(j,j)); Scalar wj = w.coeff(j); - RealScalar swj2 = sigma*abs2(wj); + RealScalar swj2 = sigma*numext::abs2(wj); RealScalar gamma = dj*alpha + swj2; mat.coeffRef(j,j) += swj2/alpha; @@ -372,13 +381,13 @@ Index rs = size-j-1; w.tail(rs) -= wj * mat.col(j).tail(rs); if(gamma != 0) - mat.col(j).tail(rs) += (sigma*conj(wj)/gamma)*w.tail(rs); + mat.col(j).tail(rs) += (sigma*numext::conj(wj)/gamma)*w.tail(rs); } return true; } template - static bool update(MatrixType& mat, const TranspositionType& transpositions, Workspace& tmp, const WType& w, typename MatrixType::RealScalar sigma=1) [TRUNCATED] To get the complete diff run: svnlook diff /svnroot/rcpp -r 4599 From noreply at r-forge.r-project.org Sun Nov 24 16:34:13 2013 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Sun, 24 Nov 2013 16:34:13 +0100 (CET) Subject: [Rcpp-commits] r4600 - pkg/Rcpp/vignettes Message-ID: <20131124153413.1BECD184BCF@r-forge.r-project.org> Author: edd Date: 2013-11-24 16:34:12 +0100 (Sun, 24 Nov 2013) New Revision: 4600 Modified: pkg/Rcpp/vignettes/Rcpp.bib Log: updated Armadillo paper reference with final CSDA volume, month, pages data Modified: pkg/Rcpp/vignettes/Rcpp.bib =================================================================== --- pkg/Rcpp/vignettes/Rcpp.bib 2013-11-23 19:27:20 UTC (rev 4599) +++ pkg/Rcpp/vignettes/Rcpp.bib 2013-11-24 15:34:12 UTC (rev 4600) @@ -305,12 +305,26 @@ title = {{RcppArmadillo}: Accelerating {R} with High-Performance {C++} Linear Algebra}, author = {Dirk Eddelbuettel and Conrad Sanderson}, journal = {Computational Statistics and Data Analysis}, - year = 2013, - volume = {(in press)}, + year = 2014, + volume = 71, + month = {March}, + pages = {1054--1063}, doi = {10.1016/j.csda.2013.02.005}, url = {http://dx.doi.org/10.1016/j.csda.2013.02.005} } + at Article{Eddelbuettel+Sanderson:2014:RcppArmadillo, + title = {{RcppArmadillo}: Accelerating {R} with High-Performance {C++} Linear Algebra}, + author = {Dirk Eddelbuettel and Conrad Sanderson}, + journal = {Computational Statistics and Data Analysis}, + year = 2014, + volume = 71, + month = {March}, + pages = {1054--1063}, + doi = {10.1016/j.csda.2013.02.005}, + url = {http://dx.doi.org/10.1016/j.csda.2013.02.005} +} + ; see http://eigen.tuxfamily.org/index.php?title=BibTeX ; replaced 'howpublished' with 'url' and updated year to 2011, and again to 2012 @MISC{Eigen:Web,