Re: [Rcpp-devel] Sparse matrix and RcppEigen

2015-06-10 Thread Wagner Bonat
or when calling the compile statement of: “Error: No > such slot.” > > > So, I have a funny feeling the conversions in place do not account for the > sparse diagonal matrix class (ddiMatrix). > > It is at this point, that I can’t advise you anymore outside of saying &

Re: [Rcpp-devel] Sparse matrix and RcppEigen

2015-06-09 Thread Wagner Bonat
> and then calculate L^{-1} * V^{-1/2}. However, this is *NOT* equal to C^{-1/2} > V^{-1/2}. > In the usual sense, C^{1/2} is defined to be a matrix M such that MM=C, > i.e., no transpose here. However, the Cholesky decomposition calculates > matrix L that satisfies LL'=C. > If C

[Rcpp-devel] Sparse matrix and RcppEigen

2015-06-08 Thread Wagner Bonat
Dear all, I need to solve a linear system using only the lower triangular matrix from the Cholesky decomposition of a SPD matrix. My goal is to compute C^{-1/2} V^{-1/2} where V^{-1/2} and C are known matrices. For general matrix class MatrixXd I can do using the code below. But, now I would like

[Rcpp-devel] Working with modules

2015-06-04 Thread Wagner Bonat
Dear all, I am reading the Rcpp book Chapter 7 - Modules The first example provide a C++ function ## C++ function double norm( double x, double y){ return sqrt(x*x + y*y); } ## Simple wrapper function using namespace Rcpp; RcppExport SEXP norm_wrapper(SEXP x_, SEXP_y){ double x = as

[Rcpp-devel] Plugin example

2015-06-01 Thread Wagner Bonat
Dear all, I am starting to study the Rcpp package. I am reading the Rcpp book, butI have a problem on Listing 2.8 from Rcpp book. This listing is about Creating Plugins. ## The C++ code gslrng <-' int seed = Rcpp::as(par) ; gsl_rng_env_setup(); gsl_rng *r = gsl_rng_alloc (gsl_rng_default); gsl_r