From simon.urbanek at r-project.org  Mon Feb 21 01:27:26 2011
From: simon.urbanek at r-project.org (Simon Urbanek)
Date: Sun, 20 Feb 2011 19:27:26 -0500
Subject: [Rd] Problem using F77_CALL(dgemm) in a package
In-Reply-To: <AANLkTi=CQhxm5RBhymbCBLz8JAYs1cbEy=xC9LR_n8js@mail.gmail.com>
References: <AANLkTimAHcu_=_rMR9bFVYK86bmWhs8Pimgv3L-LiHsV@mail.gmail.com>
	<alpine.LFD.2.02.1102201540060.16292@gannet.stats.ox.ac.uk>
	<AANLkTi=CQhxm5RBhymbCBLz8JAYs1cbEy=xC9LR_n8js@mail.gmail.com>
Message-ID: <D11E54DC-6FED-4AE3-A5DB-7EDBDBA28DD4@r-project.org>

Jason,

FWIW the direct interface (.Call) is more efficient and makes passing things from R simpler:

C_matrix_multiply = function(A,B) .Call("R_matrix_multiply", A, B)

The drawback is a bit more legwork on the C side, but it also gives you more flexibility:

SEXP R_matrix_multiply(SEXP A, SEXP B) {
 	double one = 1.0;
	double zero = 0.0;
	int *dimA = INTEGER(getAttrib(A, R_DimSymbol));
	int *dimB = INTEGER(getAttrib(B, R_DimSymbol));
	SEXP sDimC = PROTECT(allocVector(INTSXP, 2));
	int *dimC = INTEGER(sDimC);
	SEXP C = PROTECT(allocVector(REALSXP, dimA[0] * dimB[1]));
	if (dimA[1] != dimB[0]) error("incompatible matrices!");
	dimC[0] = dimA[0];
	dimC[1] = dimB[1];
	setAttrib(C, R_DimSymbol, sDimC);
	A = PROTECT(coerceVector(A, REALSXP));
	B = PROTECT(coerceVector(B, REALSXP));
	F77_CALL(dgemm)("N","N",dimA,dimB+1,dimA+1,&one,REAL(A),dimA,REAL(B),dimA+1,&zero,REAL(C),dimA);
	UNPROTECT(4);
	return C;
}

For comparison:
> A=matrix(rnorm(1e5),500)
> B=matrix(rnorm(1e5),,500)

.Call:

> system.time(for (i in 1:10) C_matrix_multiply(A,B))
   user  system elapsed 
  0.656   0.008   0.686 

.C:

> system.time(for (i in 1:10) CC_matrix_multiply(A,B))
   user  system elapsed 
  0.886   0.044   0.943 


in fact .Call is even a tiny bit faster than %*%:

> system.time(for (i in 1:10) A %*% B)
   user  system elapsed 
  0.658   0.004   0.665 

(it's not just a measurement error - it's consistent for more replications etc. - but it's really negligible - possibly just due to dispatch of %*%)

Cheers,
Simon


On Feb 20, 2011, at 5:23 PM, Jason Rudy wrote:

> It was indeed a simple problem!  I took a look at that array.c as you
> suggested and that cleared it right up.  So, the correct C code is:
> 
> #include <R.h>
> #include <R_ext/Utils.h>
> #include <R_ext/Lapack.h>
> #include <R_ext/BLAS.h>
> 
> void R_matrix_multiply(double * A, double * B, int * m, int *n, int *
> p, double * C){
> 
> 	double one = 1.0;
> 	double zero = 0.0;
> 
>        //Just printing the input arguments
> 	Rprintf("m = %d, n = %d, p = %d\n",*m,*n,*p);
> 	int i;
> 	for(i=0;i<(*m**n);i++){
> 		Rprintf("%f ",A[i]);
> 	}
> 	Rprintf("\n");
> 	for(i=0;i<(*n**p);i++){
> 		Rprintf("%f ",B[i]);
> 	}
> 	Rprintf("\n");
> 	for(i=0;i<(*m**p);i++){
> 		Rprintf("%f ",C[i]);
> 	}
> 	Rprintf("\n");	
> 	
>        //Here is the actual multiplication
> 	F77_CALL(dgemm)("N","N",m,p,n,&one,A,m,B,n,&zero,C,m);
> }
> 
> The only difference being that I had the 4th and 5th arguments (n and
> p) mixed up.  There was also a problem in my R code after the
> multiplication took place.  For the record, the correct R code is:
> 
> C_matrix_multiply = function(A,B){
> 	C <- matrix(0,nrow(A),ncol(B))
> 	cout <- .C("R_matrix_multiply",as.double(A),as.double(B),nrow(A),ncol(A),ncol(B),as.double(C))
> 	return(matrix(cout[[6]],nrow(A),ncol(B)))
> }
> 
> Thanks for the help.  Now that I have a functioning example I am well
> on my way to completing this project.
> 
> -Jason
> 
> On Sun, Feb 20, 2011 at 7:42 AM, Prof Brian Ripley
> <ripley at stats.ox.ac.uk> wrote:
>> Look a close look at matprod in src/main/array in the R sources.
>> Hint: it is the other dimensions you have wrong.
>> 
>> And as BLAS is Fortran, counts do start at 1.
>> 
>> On Sat, 19 Feb 2011, Jason Rudy wrote:
>> 
>>> Dear R-devel,
>>> 
>>> I've written a numerical solver for SOCPs (second order cone programs)
>>> in R, and now I want to move most of the solver code into C for speed.
>>> I've written combined R/C packages before, but in this case I need to
>>> do matrix operations in my C code.  As I have never done that before,
>>> I'm trying to write some simple examples to make sure I understand the
>>> basics.  I am stuck on the first one.  I'm trying to write a function
>>> to multiply two matrices using the blas routine dgemm.  The name of my
>>> example package is CMATRIX.  My code is as follows.
>>> 
>>> I have a file matrix.c in my src directory:
>>> 
>>> #include <R.h>
>>> #include <R_ext/Utils.h>
>>> #include <R_ext/Lapack.h>
>>> #include <R_ext/BLAS.h>
>>> 
>>> //Computes C = A*B
>>> void R_matrix_multiply(double * A, double * B, int * m, int *n, int *
>>> p, double * C){
>>>        double one = 1.0;
>>>        double zero = 0.0;
>>> 
>>>       //Just printing the input arguments
>>>        Rprintf("m = %d, n = %d, p = %d\n",*m,*n,*p);
>>>        int i;
>>>        for(i=0;i<(*m**n);i++){
>>>                Rprintf("%f ",A[i]);
>>>        }
>>>        Rprintf("\n");
>>>        for(i=0;i<(*n**p);i++){
>>>                Rprintf("%f ",B[i]);
>>>        }
>>>        Rprintf("\n");
>>>        for(i=0;i<(*m**p);i++){
>>>                Rprintf("%f ",C[i]);
>>>        }
>>>        Rprintf("\n");
>>> 
>>> 
>>>       //Here is the actual multiplication
>>>        F77_CALL(dgemm)("N","N",m,n,p,&one,A,m,B,n,&zero,C,m);
>>> }
>>> 
>>> And the file C_matrix_multiply.R in my R directory:
>>> 
>>> C_matrix_multiply = function(A,B){
>>>        C <- matrix(0,nrow(A),ncol(B))
>>>        cout <-
>>> .C("R_matrix_multiply",as.double(A),as.double(B),nrow(A),ncol(A),ncol(B),as.double(C))
>>>        return(matrix(cout$C,nrowA,ncol(B)))
>>> 
>>> }
>>> 
>>> My namespace file is:
>>> 
>>> export("C_matrix_multiply")
>>> useDynLib(CMATRIX.so,R_matrix_multiply)
>>> 
>>> I'm not sure if it's necessary, but I've also included a Makevars.in
>>> file in my src directory:
>>> 
>>> PKG_CPPFLAGS=@PKG_CPPFLAGS@
>>> PKG_CFLAGS=@PKG_CFLAGS@
>>> PKG_LIBS=@PKG_LIBS@  ${LAPACK_LIBS} ${BLAS_LIBS} ${FLIBS}
>>> 
>>> which I simply copied from the diversitree package, which seems to use
>>> a lot of fortran.  I have the same problem (which I am getting to)
>>> with or without this Makevars.in file.
>>> 
>>> I install my package using:
>>> 
>>> R CMD INSTALL CMATRIX
>>> 
>>> Then I start up R and attempt to run the following code:
>>> 
>>> #Make some random matrices
>>> A = matrix(rnorm(8),4,2)
>>> B = matrix(rnorm(6),2,3)
>>> 
>>> #Load my package
>>> library(CMATRIX)
>>> 
>>> #Print the matrices
>>> A
>>> B
>>> 
>>> #Try to multiply them
>>> product = C_matrix_multiply(A,B)
>>> 
>>> What I want, and what according to my understanding should happen, is
>>> for product to contain the same matrix as would result from A %*% B.
>>> Instead, I get the following:
>>> 
>>>> A = matrix(rnorm(8),4,2)
>>>> B = matrix(rnorm(6),2,3)
>>>> library(CMATRIX)
>>>> A
>>> 
>>>          [,1]         [,2]
>>> [1,] -0.4981664 -0.7243532
>>> [2,]  0.1428766 -1.5501623
>>> [3,] -2.0624701  1.5104507
>>> [4,] -0.5871962  0.3049442
>>>> 
>>>> B
>>> 
>>>           [,1]            [,2]            [,3]
>>> [1,]  0.02477964 0.5827084 1.8434375
>>> [2,] -0.20200104 1.7294264 0.9071397
>>>> 
>>>> C_matrix_multiply(A,B)
>>> 
>>> m = 4, n = 2, p = 3
>>> -0.498166 0.142877 -2.062470 -0.587196 -0.724353 -1.550162 1.510451
>>> 0.304944
>>> 0.024780 -0.202001 0.582708 1.729426 1.843437 0.907140
>>> 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000
>>> 0.000000 0.000000 0.000000 0.000000 0.000000
>>> Parameter 10 to routine DGEMM  was incorrect
>>> Mac OS BLAS parameter error in DGEMM , parameter #0, (unavailable), is 0
>>> 
>>> and R immediately dies.  I know the arguments are being passed into
>>> the C code and everything up to my F77_CALL is functioning based on
>>> the printed output.  The problem is definitely something to do with my
>>> F77_CALL(dgemm) line.  My understanding is that parameter 10 should be
>>> the leading dimension of the matrix B, which in this case should be
>>> equal to 2, the number of rows in that matrix, which is what I am
>>> doing.  I have also considered that parameter numbering starts at 0,
>>> in which case the incorrect parameter is &zero, but again that seems
>>> correct to me.  All of my reading and research suggests I am doing
>>> everything correctly, so I am somewhat stumped.  Perhaps I am missing
>>> something simple or obvious, as I have never done this before and am
>>> proceeding with only google and the R docs as my guide.  I am
>>> wondering if anybody can see what I'm doing wrong here, or perhaps
>>> something I could do to try to fix it.  Any assistance would be
>>> greatly appreciated.
>>> 
>>> Best Regards,
>>> 
>>> Jason Rudy
>>> Graduate Student
>>> Bioinformatics and Medical Informatics Program
>>> San Diego State University
>>> 
>>> ______________________________________________
>>> R-devel at r-project.org mailing list
>>> https://stat.ethz.ch/mailman/listinfo/r-devel
>>> 
>> 
>> --
>> Brian D. Ripley,                  ripley at stats.ox.ac.uk
>> Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
>> University of Oxford,             Tel:  +44 1865 272861 (self)
>> 1 South Parks Road,                     +44 1865 272866 (PA)
>> Oxford OX1 3TG, UK                Fax:  +44 1865 272595
>> 
> 
> ______________________________________________
> R-devel at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-devel
> 
> 



[Rd] Problem using F77_CALL(dgemm) in a package
Simon Urbanek