From p.dalgaard@biostat.ku.dk  Tue Mar 13 21:32:17 2001
From: p.dalgaard@biostat.ku.dk (Peter Dalgaard BSA)
Date: 13 Mar 2001 22:32:17 +0100
Subject: [Rd] .C-calls
In-Reply-To: Martin Schlather's message of "Tue, 13 Mar 2001 22:26:23 +0100"
References: <3AAE907F.525541C9@uni-bayreuth.de>
Message-ID: <x2snkhicda.fsf@blueberry.kubism.ku.dk>

Martin Schlather <Martin.Schlather@uni-bayreuth.de> writes:

> ## the usual way of getting the Cholesky decomposition
> c0 <- chol(cov.matrix)
> 
> ## direct call of the Fortran routine; the code is
> ## taken from the R-code of `chol'
> dummy1 <- .Fortran("chol", cov.matrix, lc, lc,
>                v = matrix(0, nr = lc, nc = lc), info = integer(1),
>                DUP = FALSE, PACKAGE = "base")
> c1 <- dummy1$v
> 
> ## The third way.
> ## The code seems working very well... but?
> dummy2 <- double(lc * lc)
> .Fortran("chol", cov.matrix, lc, lc,
>          dummy2, info = integer(1),
>          DUP = FALSE, PACKAGE = "base")
> c2 <- matrix(dummy2, lc, lc)
> 
> sum(abs(c0-c2)) # == 0

Well... As far as I can see, method 3 should work as long as DUP=FALSE
is used and break if DUP=TRUE. Some might prefer to consider the DUP
argument as an optimization hint and not something that should allow a
completely different calling sequence, but apart from that I cannot
see anything wrong with it.

-- 
   O__  ---- Peter Dalgaard             Blegdamsvej 3  
  c/ /'_ --- Dept. of Biostatistics     2200 Cph. N   
 (*) \(*) -- University of Copenhagen   Denmark      Ph: (+45) 35327918
~~~~~~~~~~ - (p.dalgaard@biostat.ku.dk)             FAX: (+45) 35327907
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[Rd] .C-calls
Peter Dalgaard BSA