Ok, I figured out a solution and I'd like to get some feedback on this from
the R-helpers as to how I could modify the following to be "package
friendly" -- the main thing I'm worried about is how to dynamically set the
"dyn.load" statement below correctly (obviously, its hard coded to my
particular install, and would only work with windows since I'm using a
.dll):
Rdggev <- function(JOBVL=F,JOBVR=T,A,B)
{
# R implementation of the DGGEV LAPACK function (with generalized
eigenvalue computation)
# See http://www.netlib.org/lapack/double/dggev.f
# coded by Jonathan A. Greenberg <j...@illinois.edu>
dyn.load("C:\\Program Files\\R\\R-2.14.2\\bin\\x64\\Rlapack.dll")
if(JOBVL)
{
JOBVL="V"
} else
{
JOBVL="N"
}
if(JOBVR)
{
JOBVR="V"
} else
{
JOBVR="N"
}
# Note, no error checking is performed.
# Input parameters
N=dim(A)[[1]]
LDA=N
LDB=N
LDVL=N
LDVR=N
LWORK=as.integer(max(1,8*N))
Rdggev_out <- .Fortran("dggev", JOBVL, JOBVR, N, A, LDA, B, LDB,
double(N), double(N), double(N),
array(data=0,dim=c(LDVL,N)), LDVL, array(data=0,dim=c(LDVR,N)), LDVR,
double(max(1,LWORK)), LWORK, integer(1))
names(Rdggev_out)=c("JOBVL","JOBVR","N","A","LDA","B","LDB","ALPHAR","ALPHAI",
"BETA","VL","LDVL","VR","LDVR","WORK","LWORK","INFO")
Rdggev_out$GENEIGENVALUES=(Rdggev_out$ALPHAR+Rdggev_out$ALPHAI)/Rdggev_out$BETA
return(Rdggev_out)
}
On Fri, Apr 20, 2012 at 12:01 PM, Jonathan Greenberg <j...@illinois.edu>wrote:
> Incidentally, if you want to test this out:
>
> > A
> [,1] [,2] [,3]
> [1,] 1457.738 1053.181 1256.953
> [2,] 1053.181 1213.728 1302.838
> [3,] 1256.953 1302.838 1428.269
>
> > B
> [,1] [,2] [,3]
> [1,] 4806.033 1767.480 2622.744
> [2,] 1767.480 3353.603 3259.680
> [3,] 2622.744 3259.680 3476.790
>
> I THINK this is correct for the other parameters:
> JOBVL="N"
> JOBVR="N"
> N=dim(A)[[1]]
> LDA=N
> LDB=N
> LDVL=N
> LDVR=N
> LWORK=max(1,8*N)
>
> .Call("La_dgeev", JOBVL, JOBVR, N, A, LDA, B, LDB, ALPHAR=NA, ALPHAI=NA,
> BETA=NA,
> VL=NA, LDVL, VR=NA, LDVR, WORK=NA, LWORK, INFO=NA, PACKAGE="base")
> LAPACK's documentation is:
> http://www.netlib.org/lapack/double/dggev.f
>
> --j
>
> On Fri, Apr 20, 2012 at 11:58 AM, Jonathan Greenberg <j...@illinois.edu>wrote:
>
>> So I am a complete noob at doing this type of linking. When I write this
>> statement (all the input values are assigned, but I have to confess I don't
>> know what to do with the output variables -- in this call they are all
>> assigned "NA"):
>>
>> .Call("La_dgeev", JOBVL, JOBVR, N, A, LDA, B, LDB, ALPHAR=NA, ALPHAI=NA,
>> BETA=NA,
>> + VL=NA, LDVL, VR=NA, LDVR, WORK=NA, LWORK, INFO=NA, PACKAGE="base")
>>
>> I get:
>>
>> Error in .Call("La_dgeev", JOBVL, JOBVR, N, A, LDA, B, LDB, ALPHAR = NA,
>> :
>> C symbol name "La_dgeev" not in DLL for package "base"
>>
>> I'm running this on Windows 7 x64 version of R 2.14.2. The
>> R_ext/Lapack.h file states:
>>
>> /* DGEEV - compute for an N-by-N real nonsymmetric matrix A, the */
>> /* eigenvalues and, optionally, the left and/or right eigenvectors */
>> La_extern void
>> F77_NAME(dgeev)(const char* jobvl, const char* jobvr,
>> const int* n, double* a, const int* lda,
>> double* wr, double* wi, double* vl, const int* ldvl,
>> double* vr, const int* ldvr,
>> double* work, const int* lwork, int* info);
>>
>> Any ideas?
>>
>> --j
>>
>>
>>
>> On Fri, Apr 20, 2012 at 1:37 AM, Berend Hasselman <b...@xs4all.nl> wrote:
>>
>>>
>>> On 19-04-2012, at 20:50, Jonathan Greenberg wrote:
>>>
>>> > Folks:
>>> >
>>> > I'm trying to port some code from python over to R, and I'm running
>>> into a
>>> > wall finding R code that can solve a generalized eigenvalue problem
>>> > following this function model:
>>> >
>>> >
>>> http://docs.scipy.org/doc/scipy/reference/generated/scipy.linalg.eig.html
>>> >
>>> > Any ideas? I don't want to call python from within R for various
>>> reasons,
>>> > I'd prefer a "native" R solution if one exists. Thanks!
>>>
>>> An old thread is here:
>>> http://tolstoy.newcastle.edu.au/R/help/05/06/6802.html
>>>
>>> R does provide eigen().
>>> R has the Lapack routines dggev and dgges in its library.
>>> You'd have to write your own .Fortran interface to those routines.
>>>
>>> Berend
>>>
>>>
>>
>>
>> --
>> Jonathan A. Greenberg, PhD
>> Assistant Professor
>> Department of Geography and Geographic Information Science
>> University of Illinois at Urbana-Champaign
>> 607 South Mathews Avenue, MC 150
>> Urbana, IL 61801
>> Phone: 415-763-5476
>> AIM: jgrn307, MSN: jgrn...@hotmail.com, Gchat: jgrn307, Skype: jgrn3007
>> http://www.geog.illinois.edu/people/JonathanGreenberg.html
>>
>
>
>
> --
> Jonathan A. Greenberg, PhD
> Assistant Professor
> Department of Geography and Geographic Information Science
> University of Illinois at Urbana-Champaign
> 607 South Mathews Avenue, MC 150
> Urbana, IL 61801
> Phone: 415-763-5476
> AIM: jgrn307, MSN: jgrn...@hotmail.com, Gchat: jgrn307, Skype: jgrn3007
> http://www.geog.illinois.edu/people/JonathanGreenberg.html
>
--
Jonathan A. Greenberg, PhD
Assistant Professor
Department of Geography and Geographic Information Science
University of Illinois at Urbana-Champaign
607 South Mathews Avenue, MC 150
Urbana, IL 61801
Phone: 415-763-5476
AIM: jgrn307, MSN: jgrn...@hotmail.com, Gchat: jgrn307, Skype: jgrn3007
http://www.geog.illinois.edu/people/JonathanGreenberg.html
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