Type: | Package |
Title: | Multi- And Mixed-Precision Computations |
Version: | 1.1.4 |
Date: | 2025-04-13 |
Author: | David Helmy [aut], Sameh Abdulah [cre], KAUST King Abdullah University of Science and Technology [fnd, cph] |
Maintainer: | Sameh Abdulah <sameh.abdulah@kaust.edu.sa> |
Description: | Designed for multi- and mixed-precision computations, accommodating 64-bit and 32-bit data structures. This flexibility enables fast execution across various applications. The package enhances performance by optimizing operations in both precision levels, which is achieved by integrating with high-speed 'BLAS' and 'LAPACK' libraries like 'MKL' and 'OpenBLAS'. Including a 32-bit option caters to applications where high precision is unnecessary, accelerating computational processes whenever feasible. The package also provides support for tile-based algorithms in three linear algebra operations: CHOL(), TRSM(), and GEMM(). The tile-based algorithm splits the matrix into smaller tiles, facilitating parallelization through a predefined Directed Acyclic Graph (DAG) for each operation. Enabling 'OpenMP' enhances the efficiency of these operations, leveraging multi-core parallelism. In this case, 'MPCR' facilitates mixed-precision execution by permitting varying precision levels for different tiles. This approach is advantageous in numerous applications, as it maintains the accuracy of the application while accelerating execution in scenarios where single-precision alone does not significantly affect the accuracy of the application. |
License: | GPL (≥ 3) |
Imports: | methods, Rcpp (≥ 1.0.9) |
Depends: | R (≥ 3.6.0) |
RoxygenNote: | 7.2.3 |
SystemRequirements: | CMake (>= 3.19.4) , C++ (>= 11) , git (>= 2.0.0) |
NeedsCompilation: | yes |
OS_type: | unix |
URL: | https://github.com/stsds/MPCR |
BugReports: | https://github.com/stsds/MPCR/issues |
Packaged: | 2025-04-13 09:19:34 UTC; david |
Repository: | CRAN |
Date/Publication: | 2025-04-13 15:50:10 UTC |
MPCR S4 Class
Description
MPCR is a multi-precision vector/matrix, that enables the creation of vector/matrix with three different precisions (16-bit (half), 32-bit(single), and 64-bit(double)).
Value
MPCR object (constructor - accessors - methods)
Constructor
new
Creates a new instance of zero values of the MPCR
class.
new(MPCR,size, "precision")
size
The total number of values for which memory needs to be allocated.
precision
String to indicate the precision of MPCR object ("half","single", or "double").
Accessors
The following accessors can be used to get the values of the slots:
IsMatrix
Boolean to indicate whether the MPCR object is a vector or matrix.
Size
Total number of elements inside the object, (row*col) in the case of matrix, and number of elements in the case of vector.
Row
Number of rows.
Col
Number of cols.
Methods
The following methods are available for objects of class MPCR
:
PrintValues
PrintValues()
: Prints all the values stored in the matrix or vector, along with metadata about the object.
ToMatrix
ToMatrix(row,col)
: Changes the object representation to match the new dimensions, no memory overhead.
ToVector
ToVector()
: Changes the MPCR matrix to vector, no memory overhead.
Examples
# Example usage of the class and its methods
library(MPCR)
MPCR_object <- new(MPCR,50,"single")
MPCR_object$ToMatrix(5,10)
MPCR_object$Row #5
MPCR_object$Col #10
MPCR_object$Size #50
MPCR_object$IsMatrix #TRUE
MPCR_object$PrintValues()
MPCR_object$ToVector()
MPCR_object
MPCRTile S4 Class
Description
MPCRTile is a data structure for tile matrices with mixed precision, where each tile possesses a specific precision level.
Value
MPCRTile object (constructor - accessors - methods)
Constructor
new
creates a new instance of Tile-Matrix MPCRTile
class.
new(MPCRTile,rows,cols,rows_per_tile,cols_per_tile,values,precisions)
rows
Number of rows in the matrix.
cols
Number of cols in the matrix.
rows_per_tile
Number of rows in each tile.
cols_per_tile
Number of cols in each tile.
values
R matrix or vector containing all the values that should be in the matrix.
precisions
R matrix or vector of strings, containing precision type of each tile.
Accessors
The following accessors can be used to get the values of the slots:
Size
Total number of elements inside the Matrix.
Row
Number of rows.
Col
Number of cols.
TileRow
Number of rows in each tile.
TileCol
Number of cols in each tile.
TileSize
Total number of elements in each tile.
Methods
The following methods are available for objects of class MPCRTile
:
PrintTile
PrintTile(tile_row_idx,tile_col_idx)
: Prints all the values stored inside a specific tile plus meta-data about the tile.
tile_row_idx
Row index of the tile.
tile_col_idx
Col index of the tile.
ChangeTilePrecision
ChangeTilePrecision(tile_row_idx,tile_col_idx,precision)
: Change the precision of specific tile, this function will need to copy all the values to cast them to the new precision.
tile_row_idx
Row index of the tile.
tile_col_idx
Col index of the tile.
precision
Required new precision as a string.
FillSquareTriangle
FillSquareTriangle(value,upper.tri,precision)
: Fills upper or lower triangle
with a given value and precision, new tiles will be created,
replacing the old tiles. Note: The input must be a square matrix
value
A value used during matrix filling.
upper.tri
A flag to indicate what triangle to fill. if TRUE, the upper triangle will be filled, otherwise the lower triangle.
precision
The precision of the tiles created during matrix filling, in case it's not a diagonal tile.
Sum
Sum()
: Get the sum of all elements in all tiles in MPCRTile Matrix.
Prod
Prod()
: Get the product of all elements in all tiles in MPCRTile Matrix.
Examples
library(MPCR)
# Example usage of the class and its methods
a <- matrix(1:36, 6, 6)
b <- c("double", "double", "single", "double",
"half", "double", "half", "double",
"single")
tile_mat <- new(MPCRTile, 6, 6, 2, 2, a, b)
tile_mat
sum <- tile_mat$Sum()
prod <- tile_mat$Prod()
tile_mat$PrintTile(1,1)
tile_mat$ChangeTilePrecision(1,1,"single")
n_rows <- tile_mat$Row
n_cols <- tile_mat$Col
total_size <- tile_mat$Size
rows_per_tile <- tile_mat$TileRow
cols_per_tile <- tile_mat$TileCol
Converters
Description
Converters from R to MPCR objects and vice-versa.
Value
An MPCR or R numeric vector/matrix.
MPCR Converter
Convert R object to MPCR object.
MPCR converters
as.MPCR(data,nrow = 0,ncol = 0,precision)
: Converts R object to MPCR object.
data
R matrix/vector.
nrow
Number of rows of the new MPCR matrix, default = zero which means a vector will be created.
ncol
Number of cols of the new MPCR matrix, default = zero which means a vector will be created.
precision
String indicates the precision of the new MPCR object (half, single, or double).
R Converter
Convert an MPCR object to R object.
R vector converter
MPCR.ToNumericVector(x)
: Converts an MPCR object to a numeric R vector.
x
MPCR object.
R matrix converter
MPCR.ToNumericMatrix(x)
: Converts an MPCR object to a numeric R matrix.
x
MPCR object.
Examples
# Example usage of the class and its methods
library(MPCR)
a <- matrix(1:36, 6, 6)
MPCR_matrix <- as.MPCR(a,nrow=6,ncol=6,precision="single")
r_vector <- MPCR.ToNumericVector(MPCR_matrix)
r_vector
r_matrix <- MPCR.ToNumericMatrix(MPCR_matrix)
r_matrix
Binary arithmetic numeric/MPCR objects.
Description
Binary arithmetic for numeric/MPCR objects.
Usage
## S4 method for signature 'Rcpp_MPCR,Rcpp_MPCR'
e1 + e2
## S4 method for signature 'Rcpp_MPCR,Rcpp_MPCR'
e1 - e2
## S4 method for signature 'Rcpp_MPCR,Rcpp_MPCR'
e1 * e2
## S4 method for signature 'Rcpp_MPCR,Rcpp_MPCR'
e1 / e2
## S4 method for signature 'Rcpp_MPCR,Rcpp_MPCR'
e1 ^ e2
## S4 method for signature 'Rcpp_MPCR,BaseLinAlg'
e1 + e2
## S4 method for signature 'Rcpp_MPCR,BaseLinAlg'
e1 * e2
## S4 method for signature 'Rcpp_MPCR,BaseLinAlg'
e1 - e2
## S4 method for signature 'Rcpp_MPCR,BaseLinAlg'
e1 / e2
## S4 method for signature 'Rcpp_MPCR,BaseLinAlg'
e1 ^ e2
Arguments
e1 , e2 |
Numeric/MPCR objects. |
Value
An MPCR object, matching the data type of the highest precision input.
Examples
library(MPCR)
s1 <- as.MPCR(1:20,nrow=2,ncol=10,"single")
s2 <- as.MPCR(21:40,nrow=2,ncol=10,"double")
x <- s1 + s2
typeof(x) # A 64-bit precision (double) MPCR matrix.
s3 <- as.MPCR(1:20,nrow=2,ncol=10,"single")
x <- s1 + s3
typeof(x) # A 32-bit precision (single) MPCR matrix.
Binary comparison operators for numeric/MPCR objects.
Description
Binary comparison operators for numeric/MPCR objects.
Usage
## S4 method for signature 'Rcpp_MPCR,Rcpp_MPCR'
e1 < e2
## S4 method for signature 'Rcpp_MPCR,Rcpp_MPCR'
e1 <= e2
## S4 method for signature 'Rcpp_MPCR,Rcpp_MPCR'
e1 == e2
## S4 method for signature 'Rcpp_MPCR,Rcpp_MPCR'
e1 != e2
## S4 method for signature 'Rcpp_MPCR,Rcpp_MPCR'
e1 > e2
## S4 method for signature 'Rcpp_MPCR,Rcpp_MPCR'
e1 >= e2
## S4 method for signature 'Rcpp_MPCR,BaseLinAlg'
e1 < e2
## S4 method for signature 'Rcpp_MPCR,BaseLinAlg'
e1 <= e2
## S4 method for signature 'Rcpp_MPCR,BaseLinAlg'
e1 == e2
## S4 method for signature 'Rcpp_MPCR,BaseLinAlg'
e1 != e2
## S4 method for signature 'Rcpp_MPCR,BaseLinAlg'
e1 > e2
## S4 method for signature 'Rcpp_MPCR,BaseLinAlg'
e1 >= e2
Arguments
e1 , e2 |
Numeric/MPCR objects. |
Value
A vector/matrix of logicals.
Examples
library(MPCR)
s1 <- as.MPCR(1:20,nrow=2,ncol=10,"single")
s2 <- as.MPCR(21:40,nrow=2,ncol=10,"double")
x <- s1 > s2
Extract or replace elements from an MPCR object.
Description
Extract or replace elements from an MPCR object using the '[', '[[', '[<-', and '[[<-' operators. When extracting values, they will be converted to double precision. However, if you update a single object, the double value will be cast down to match the precision. If the MPCR object is a matrix and you access it using the 'i' index, the operation is assumed to be performed in column-major order, or using 'i' and 'j' index.
Usage
## S4 method for signature 'Rcpp_MPCR'
x[i, j, drop = TRUE]
## S4 replacement method for signature 'Rcpp_MPCR'
x[i, j, ...] <- value
## S4 method for signature 'Rcpp_MPCR'
x[[i, drop = TRUE]]
## S4 replacement method for signature 'Rcpp_MPCR'
x[[i, ...]] <- value
Arguments
x |
An MPCR object. |
i |
Row index or indices. |
j |
Column index or indices. |
... |
ignored. |
drop |
ignored. |
value |
A value to replace the selected elements with. |
Examples
library(MPCR)
x <-as.MPCR(1:50,precision="single")
ext <- x[5]
x[5] <- 0
x$ToMatrix(5,10)
x[2,5]
x[3,5] <- 100
dimensions
Description
Returns the number of rows or cols in an MPCR object.
Usage
## S4 method for signature 'Rcpp_MPCR'
nrow(x)
## S4 method for signature 'Rcpp_MPCR'
ncol(x)
Arguments
x |
An MPCR object. |
Value
The number of rows/cols in an MPCR object.
Examples
library(MPCR)
x <- as.MPCR(1:16,4,4,"single")
y <- as.MPCR(1:20,4,5,"double")
rows_x <- nrow(x)
cols_y <- ncol(y)
copy
Description
Functions for copying MPCR objects.
Value
An MPCR copy from the input object.
MPCR deep copy
Create a copy of an MPCR object. Typically, using 'equal' creates a new pointer for the object, resulting in any modifications made to object one affecting object two as well.
copy
MPCR.copy(x)
: Create a new copy of an MPCR object.
x
MPCR object.
MPCRTile deep copy
Create a duplicate of an MPCRTile object. Usually, using 'equal' creates a new pointer for the object, causing any modifications made to object one to affect object two as well.
copy
MPCRTile.copy(x)
: Create a new copy of an MPCRTile matrix.
x
MPCRTile matrix.
Examples
library(MPCR)
# Example usage of the class and its methods
a <- matrix(1:36, 6, 6)
MPCR_matrix <- as.MPCR(a,nrow=6,ncol=6,precision="single")
# Normal equal '=' will create a new pointer of the object, so any change in object A
# will affect object B
temp_MPCR_matrix = MPCR_matrix
temp_MPCR_matrix[2,2] <- 500
MPCR_matrix[2,2] #500
MPCR_matrix_copy <- MPCR.copy(MPCR_matrix)
MPCR_matrix[2,2] <-100
MPCR_matrix_copy[2,2] <- 200
MPCR_matrix[2,2] #100
MPCR_matrix_copy[2,2] #200
concatenate
Description
c()
function for MPCR objects.
Usage
## S4 method for signature 'Rcpp_MPCR'
MPCR.Concatenate(x)
Arguments
x |
List of MPCR objects. |
Value
MPCR object containing values from all objects in the list.
Examples
library(MPCR)
x <- as.MPCR(1:20,precision="single")
y <- as.MPCR(1:20,precision="single")
list <- c(x,y)
new_obj <- MPCR.Concatenate(list)
bind
Description
rbind()
and cbind()
for MPCR objects.
Usage
## S4 method for signature 'Rcpp_MPCR'
MPCR.rbind(x,y)
## S4 method for signature 'Rcpp_MPCR'
MPCR.cbind(x,y)
Arguments
x |
An MPCR object. |
y |
An MPCR object. |
Value
An MPCR object, matching the data type of the highest precision input.
Examples
library(MPCR)
# create 2 MPCR matrix a,b
a <- as.MPCR(1:20,nrow=2,ncol=10,"single")
b <- as.MPCR(21:40,nrow=2,ncol=10,"double")
x <- MPCR.rbind(a,b)
y <- MPCR.cbind(a,b)
diag
Description
Returns the diagonal of an MPCR matrix.
Usage
## S4 method for signature 'Rcpp_MPCR'
diag(x)
Arguments
x |
An MPCR matrix. |
Value
An MPCR vector contains the main diagonal of the matrix.
Examples
library(MPCR)
x <- as.MPCR(1:16,4,4,"single")
diag_vals <- diag(x)
Min-Max Functions
Description
Min-Max functions for MPCR objects values and indices, all NA values are disregarded.
Usage
## S4 method for signature 'Rcpp_MPCR'
min(x)
## S4 method for signature 'Rcpp_MPCR'
max(x)
## S4 method for signature 'Rcpp_MPCR'
which.min(x)
## S4 method for signature 'Rcpp_MPCR'
which.max(x)
Arguments
x |
An MPCR object. |
Value
Min/max value/index.
Examples
library(MPCR)
x <- as.MPCR(1:20,precision="double")
min <-min(x)
min_idx <-which.min(x)
Logarithms and Exponentials
Description
exp/log functions.
Usage
## S4 method for signature 'Rcpp_MPCR'
exp(x)
## S4 method for signature 'Rcpp_MPCR'
expm1(x)
## S4 method for signature 'Rcpp_MPCR'
log(x, base = 1)
## S4 method for signature 'Rcpp_MPCR'
log10(x)
## S4 method for signature 'Rcpp_MPCR'
log2(x)
Arguments
x |
An MPCR object. |
base |
The logarithm base. If base = 1, exp(1) is assumed, only base 1,2, and 10 available. |
Value
An MPCR object of the same dimensions as the input.
Examples
library(MPCR)
x <- as.MPCR(1:20,precision="double")
log(x)
Finite, infinite, and NaNs
Description
Finite, infinite, and NaNs.
Usage
## S4 method for signature 'Rcpp_MPCR'
is.finite(x)
## S4 method for signature 'Rcpp_MPCR'
is.infinite(x)
## S4 method for signature 'Rcpp_MPCR'
is.nan(x)
Arguments
x |
An MPCR object. |
Value
A bool vector/matrix of the same dimensions as the input.
Examples
library(MPCR)
x <- as.MPCR(1:20,precision="double")
is.nan(sqrt(x))
Miscellaneous mathematical functions
Description
Miscellaneous mathematical functions.
Usage
## S4 method for signature 'Rcpp_MPCR'
abs(x)
## S4 method for signature 'Rcpp_MPCR'
sqrt(x)
Arguments
x |
An MPCR object. |
Value
An MPCR object of the same dimensions as the input.
Examples
library(MPCR)
x <- as.MPCR(1:20,precision="double")
sqrt(x)
NA's
Description
is.na()
,na.omit()
, and na.exclude()
for MPCR objects.
Usage
## S4 method for signature 'Rcpp_MPCR'
MPCR.is.na(object,index=-1)
## S4 method for signature 'Rcpp_MPCR'
MPCR.na.exclude(object,value)
## S4 method for signature 'Rcpp_MPCR'
MPCR.na.omit(object)
Arguments
object |
MPCR object. |
index |
If a particular index in the MPCR matrix/vector is specified, it will be checked. If no index is provided, all elements will be checked. |
value |
Value to replace all NAN with. |
Value
MPCR.is.na will return matrix/vector/bool according to input of the function.
MPCR.na.exclude & MPCR.na.omit will not return anything.
Examples
library(MPCR)
x <- as.MPCR(1:20,precision="single")
x[1] <- NaN
MPCR.is.na(x,index=1) #TRUE
MPCR.na.exclude(x,50)
x[1] #50
replicate
Description
Replicates the given input number of times according to count/len , only one should be set at a time, and in case both values are given, only the len value will have effect.
Usage
## S4 method for signature 'Rcpp_MPCR'
rep(x,count=0,len=0)
Arguments
x |
An MPCR object. |
count |
Value to determine how many times the input value will be replicated. |
len |
Value to determine the required output size, the input will be replicated until it matches the output len size. |
Value
MPCR vector containing the replicated values.
Examples
library(MPCR)
x <- as.MPCR(1:16,4,4,"single")
rep_vals_1 <- rep(x,count=2) #output size will be 16*2
rep_vals_2 <- rep(x,len=2) #output size will be 2
Rounding functions
Description
Rounding functions.
Usage
## S4 method for signature 'Rcpp_MPCR'
ceiling(x)
## S4 method for signature 'Rcpp_MPCR'
floor(x)
## S4 method for signature 'Rcpp_MPCR'
trunc(x)
## S4 method for signature 'Rcpp_MPCR'
round(x, digits = 0)
Arguments
x |
An MPCR object. |
digits |
The number of digits to use in rounding. |
Value
An MPCR object of the same dimensions as the input.
Examples
library(MPCR)
input <- runif(20,-1,1)
x <- as.MPCR(input,precision="double")
floor(x)
scale
Description
Center or scale an MPCR object.
Usage
## S4 method for signature 'Rcpp_MPCR'
scale(x, center, scale)
Arguments
x |
An MPCR object. |
center , scale |
Logical or MPCR objects. |
Value
An MPCR matrix.
Examples
library(MPCR)
input <-as.MPCR(1:50,precision="single")
input$ToMatrix(5, 10)
temp_center_scale <- as.MPCR(1:10,precision="double")
z <- scale(x=input, center=FALSE, scale=temp_center_scale)
sweep
Description
Sweep an MPCR vector through an MPCR matrix.
Usage
## S4 method for signature 'Rcpp_MPCR'
sweep(x,stat,margin,FUN)
Arguments
x |
An MPCR object. |
stat |
MPCR vector containing the value(s) that should be used in the operation. |
margin |
1 means row; otherwise means column. |
FUN |
Sweeping function; must be one of |
Value
An MPCR matrix of the same type as the highest precision input.
Examples
library(MPCR)
x <- as.MPCR(1:20,10,2,"single")
y <- as.MPCR(1:5,precision="double")
sweep_out <- sweep(x, stat=y, margin=1, FUN="+")
MPCR.is.double(sweep_out) #TRUE
Special mathematical functions.
Description
Special mathematical functions.
Usage
## S4 method for signature 'Rcpp_MPCR'
gamma(x)
## S4 method for signature 'Rcpp_MPCR'
lgamma(x)
Arguments
x |
An MPCR object. |
Value
An MPCR object of the same dimensions as the input.
Examples
library(MPCR)
x <- as.MPCR(1:20,precision="double")
lgamma(x)
Trigonometric functions
Description
Basic trig functions.
Usage
## S4 method for signature 'Rcpp_MPCR'
sin(x)
## S4 method for signature 'Rcpp_MPCR'
cos(x)
## S4 method for signature 'Rcpp_MPCR'
tan(x)
## S4 method for signature 'Rcpp_MPCR'
asin(x)
## S4 method for signature 'Rcpp_MPCR'
acos(x)
## S4 method for signature 'Rcpp_MPCR'
atan(x)
Arguments
x |
An MPCR object. |
Value
An MPCR object of the same dimensions as the input.
Examples
library(MPCR)
mpcr_matrix <- as.MPCR(1:20,nrow=2,ncol=10,"single")
x <- sin(mpcr_matrix)
Hyperbolic functions
Description
These functions give the obvious hyperbolic functions. They respectively compute the hyperbolic cosine, sine, tangent, and their inverses, arc-cosine, arc-sine, arc-tangent (or 'area cosine', etc).
Usage
## S4 method for signature 'Rcpp_MPCR'
sinh(x)
## S4 method for signature 'Rcpp_MPCR'
cosh(x)
## S4 method for signature 'Rcpp_MPCR'
tanh(x)
## S4 method for signature 'Rcpp_MPCR'
asinh(x)
## S4 method for signature 'Rcpp_MPCR'
acosh(x)
## S4 method for signature 'Rcpp_MPCR'
atanh(x)
Arguments
x |
An MPCR object. |
Value
An MPCR object of the same dimensions as the input.
Examples
library(MPCR)
mpcr_matrix <- as.MPCR(1:20,nrow=2,ncol=10,precision="single")
x <- sinh(mpcr_matrix)
transpose
Description
Transpose an MPCR object.
Usage
## S4 method for signature 'Rcpp_MPCR'
t(x)
Arguments
x |
An MPCR object. |
Value
An MPCR object.
Examples
library(MPCR)
a <- matrix(1:20, nrow = 2)
a_MPCR <- as.MPCR(a,2,10,"double")
a_MPCR_transpose <- t(a_MPCR)
Metadata functions
Description
Checks the precision of a given MPCR object.
Usage
## S4 method for signature 'Rcpp_MPCR'
MPCR.is.single(x)
## S4 method for signature 'Rcpp_MPCR'
MPCR.is.half(x)
## S4 method for signature 'Rcpp_MPCR'
MPCR.is.double(x)
## S4 method for signature 'Rcpp_MPCR'
MPCR.is.float(x)
Arguments
x |
An MPCR object. |
Value
Boolean indicates the precision of the object according to the used function.
Examples
library(MPCR)
x <- as.MPCR(1:20,precision="double")
MPCR.is.double(x) #TRUE
MPCR.is.single(x) #FALSE
Metadata functions
Description
Metadata functions.
Usage
## S4 method for signature 'Rcpp_MPCR'
storage.mode(x)
## S4 method for signature 'Rcpp_MPCR'
typeof(x)
## S4 method for signature 'Rcpp_MPCR'
MPCR.object.size(x)
## S4 method for signature 'Rcpp_MPCR'
MPCR.ChangePrecision(x,precision)
Arguments
x |
An MPCR object. |
precision |
String with the required precision. |
Value
Prints/change metadata about an MPCR object.
Examples
library(MPCR)
x <- as.MPCR(1:20,precision="double")
typeof(x)
MPCR.ChangePrecision(x,"single")
MPCR.is.single(x) #True
Description
Prints the precision and type of the object, and print will print the meta data of the object without printing the values. Function x$PrintValues() should be used to print the values."
Usage
## S4 method for signature 'Rcpp_MPCR'
print(x)
## S4 method for signature 'Rcpp_MPCR'
show(object)
Arguments
x , object |
An MPCR objects. |
Details
Prints metadata about the object and some values.
Value
A string containing the metadata of the MPCR object.
Examples
library(MPCR)
x <- as.MPCR(1:16,4,4,"single")
y <- as.MPCR(1:20,4,5,"double")
x
print(y)
cholesky decomposition
Description
Performs the Cholesky factorization of a positive definite MPCR matrix x.
Usage
## S4 method for signature 'Rcpp_MPCR'
chol(x,upper_triangle=TRUE)
Arguments
x |
An MPCR matrix. |
upper_triangle |
Boolean to check on which triangle the cholesky decomposition should be applied. |
Value
An MPCR matrix.
Examples
library(MPCR)
x <- as.MPCR(c(1.21, 0.18, 0.13, 0.41, 0.06, 0.23,
0.18, 0.64, 0.10, -0.16, 0.23, 0.07,
0.13, 0.10, 0.36, -0.10, 0.03, 0.18,
0.41, -0.16, -0.10, 1.05, -0.29, -0.08,
0.06, 0.23, 0.03, -0.29, 1.71, -0.10,
0.23, 0.07, 0.18, -0.08, -0.10, 0.36),6,6,precision="double")
chol_out <- chol(x)
cholesky inverse
Description
Performs the inverse of the original matrix using the Cholesky factorization of an MPCR matrix x.
Usage
## S4 method for signature 'Rcpp_MPCR'
chol2inv(x, size = NCOL(x))
Arguments
x |
An MPCR object. |
size |
The number of columns to use. |
Value
An MPCR object.
Examples
library(MPCR)
x <- as.MPCR(c(1.21, 0.18, 0.13, 0.41, 0.06, 0.23,
0.18, 0.64, 0.10, -0.16, 0.23, 0.07,
0.13, 0.10, 0.36, -0.10, 0.03, 0.18,
0.41, -0.16, -0.10, 1.05, -0.29, -0.08,
0.06, 0.23, 0.03, -0.29, 1.71, -0.10,
0.23, 0.07, 0.18, -0.08, -0.10, 0.36),6,6,precision="single")
chol_out <- chol(x)
chol <- chol2inv(chol_out)
crossprod
Description
Calculates the cross product of two MPCR matrices.
It uses BLAS routine gemm()
for A X B operations and syrk()
for A X A^T operations.
Usage
## S4 method for signature 'Rcpp_MPCR'
crossprod(x, y = NULL)
## S4 method for signature 'Rcpp_MPCR'
tcrossprod(x, y = NULL)
Arguments
x |
An MPCR object. |
y |
Either |
Details
Calculates cross product of two MPCR matrices performs:
x %*% y , t(x) %*% x
This function uses blas routine gemm()
for A X B operations & syrk()
for A X A^T operations.
Value
An MPCR matrix.
Examples
library(MPCR)
x <- as.MPCR(1:16,4,4,"single")
y <- as.MPCR(1:20,4,5,"double")
z <- crossprod(x) # t(x) x
z <- tcrossprod(x) # x t(x)
z <- crossprod(x,y) # x y
z <- x %*% y # x y
eigen decomposition
Description
Solves a system of equations or invert an MPCR matrix, using lapack routine syevr()
Usage
## S4 method for signature 'Rcpp_MPCR'
eigen(x, only.values = FALSE)
Arguments
x |
An MPCR object. |
only.values |
(TRUE/FALSE)? |
Value
A list contains MPCR objects describing the values and optionally vectors.
isSymmetric
Description
Check if a given MPCR matrix is symmetric.
Usage
## S4 method for signature 'Rcpp_MPCR'
isSymmetric(object, ...)
Arguments
object |
An MPCR matrix. |
... |
Ignored. |
Value
A logical value.
Examples
library(MPCR)
x <- as.MPCR(1:50,25,2,"Single")
isSymmetric(x) #false
norm
Description
Compute norm.
Usage
## S4 method for signature 'Rcpp_MPCR'
norm(x, type = "O")
Arguments
x |
An MPCR object. |
type |
"O"-ne, "I"-nfinity, "F"-robenius, "M"-ax modulus, and "1" norms. |
Value
An MPCR object.
Examples
library(MPCR)
x <- as.MPCR(1:20,precision="double")
norm(x, type="O")
QR decomposition
Description
QR factorization and related functions.
Usage
## S4 method for signature 'Rcpp_MPCR'
qr(x, tol = 1e-07)
## S4 method for signature 'ANY'
qr.Q(qr, complete = FALSE, Dvec)
## S4 method for signature 'ANY'
qr.R(qr, complete = FALSE)
Arguments
x |
An MPCR matrix. |
qr |
QR decomposition MPCR object. |
tol |
The tolerance for determining numerical column rank. |
complete |
Should the complete or truncated factor be returned? |
Dvec |
Vector of diagonals to use when re-constructing Q (default is 1's). |
Details
The factorization is performed by the LAPACK routine geqp3()
. This
should be similar to calling qr()
on an ordinary R matrix with the
argument LAPACK=TRUE
.
Value
qr |
Output of |
Examples
library(MPCR)
qr_input <-as.MPCR( c(1, 2, 3, 2, 4, 6, 3, 3, 3),3,3,"single")
qr_out <- qr(qr_input)
qr_out
reciprocal condition
Description
Compute matrix norm.
Usage
## S4 method for signature 'Rcpp_MPCR'
rcond(x, norm = "O", useInv = FALSE)
Arguments
x |
An MPCR object. |
norm |
"O"-ne or "I"-nfinity norm. |
useInv |
TRUE to use the lower triangle only. |
Value
An MPCR Object.
Examples
library(MPCR)
x <- as.MPCR(1:25,precision="double")
x$ToMatrix(5,5)
rcond(x)
solve
Description
Solve a system of equations or invert an MPCR matrix.
Usage
## S4 method for signature 'Rcpp_MPCR'
solve(a, b = NULL, ...)
Arguments
a , b |
An MPCR objects. |
... |
Ignored. |
Value
Solves the equation AX=B .and if B=NULL t(A) will be used.
Examples
library(MPCR)
x <- as.MPCR(1:20,4,5,"double")
solve(x)
SVD
Description
SVD factorization.
Usage
## S4 method for signature 'Rcpp_MPCR'
La.svd(x, nu = min(n, p), nv = min(n, p))
## S4 method for signature 'Rcpp_MPCR'
svd(x, nu = min(n, p), nv = min(n, p))
Arguments
x |
An MPCR matrix. |
nu , nv |
The number of left/right singular vectors to return. |
Details
The factorization is performed by the LAPACK routine gesdd()
.
Value
The SVD decomposition of the MPCR matrix.
Examples
library(MPCR)
svd_vals <- c(1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 0, 0, 0,
0, 0, 0, 0, 0, 0, 1, 1, 1, 0, 0, 0, 0, 0, 0,
0, 0, 0, 1, 1, 1)
x <- as.MPCR(svd_vals,9,4,"single")
y <- svd(x)
Back/Forward solve
Description
Solves a system of linear equations where the coefficient matrix is upper or lower triangular. The function solves the equation A X = B
, where A
is the coefficient matrix, X
is the solution vector, and B
is the right-hand side vector.
Usage
## S4 method for signature 'Rcpp_MPCR,Rcpp_MPCR'
backsolve(r, x, k = ncol(r), upper.tri = TRUE, transpose = FALSE)
## S4 method for signature 'Rcpp_MPCR,Rcpp_MPCR'
forwardsolve(l, x, k = ncol(l), upper.tri = FALSE, transpose = FALSE)
Arguments
l |
An MPCR object. |
r |
An MPCR object. |
x |
An MPCR object whose columns give the right-hand sides for the equations. |
k |
The number of columns of r and rows of x to use. |
upper.tri |
logical; if TRUE, the upper triangular part of r is used. Otherwise, the lower one. |
transpose |
logical; if TRUE, solve for t( l , r ) %*% output == x. |
Value
An MPCR object represents the solution to the system of linear equations.
Examples
library(MPCR)
a <- matrix(c(2, 0, 0, 3), nrow = 2)
b <- matrix(c(1, 2), nrow = 2)
a_MPCR <- as.MPCR(a,2,2,"single")
b_MPCR <- as.MPCR(b,2,1,"double")
x <- backsolve(a_MPCR, b_MPCR)
MPCR GEMM (Matrix-Matrix Multiplication)
Description
Performs matrix-matrix multiplication of two given MPCR matrices to performs:
C = alpha A * B + beta C
C = alpha A A^T + beta C
Usage
## S4 method for signature 'Rcpp_MPCR'
MPCR.gemm(a,b = NULL,c,transpose_a= FALSE,transpose_b=FALSE,alpha=1,beta=0)
Arguments
a |
An MPCR matrix A. |
b |
An MPCR matrix B, if NULL, the function will perform syrk operation from blas. |
c |
Input/Output MPCR matrix C. |
transpose_a |
A flag to indicate whether transpose matrix A should be used, if B is NULL and transpose_a =TRUE
|
transpose_b |
A flag to indicate whether transpose matrix B should be used. |
alpha |
Specifies the scalar alpha. |
beta |
Specifies the scalar beta. |
Value
An MPCR matrix.
MPCR TRSM (Triangular Solve)
Description
Solves a triangular matrix equation.
performs:
op(A)*X=alpha*B
X*op(A)=alpha*B
Usage
## S4 method for signature 'Rcpp_MPCR'
MPCR.trsm(a,b,upper_triangle,transpose,side = 'L',alpha =1)
Arguments
a |
MPCR Matrix A. |
b |
MPCR Matrix B. |
upper_triangle |
If the value is TRUE, the referenced part of matrix A corresponds to the upper triangle, with the opposite triangle assumed to contain zeros. |
transpose |
If TRUE, the transpose of A is used. |
side |
'R for Right side, 'L' for Left side. |
alpha |
Factor used for A, If alpha is zero, A is not accessed. |
Value
An MPCR Matrix.
MPCRTile GEMM (Matrix-Matrix Multiplication)
Description
Tile-based matrix-matrix multiplication of two given MPCR tiled matrices to
perform:
C = alpha*A X B + beta*C
Usage
## S4 method for signature 'Rcpp_MPCRTile'
MPCRTile.gemm(a,b,c,transpose_a= FALSE,transpose_b=FALSE,alpha=1,beta=0,num_threads=1)
Arguments
a |
An MPCR tile matrix A. |
b |
An MPCR tile matrix B. |
c |
Input/Output MPCR tile matrix C. |
transpose_a |
A flag to indicate whether transpose matrix A should be used. |
transpose_b |
A flag to indicate whether transpose matrix B should be used. |
alpha |
Specifies the scalar alpha. |
beta |
Specifies the scalar beta. |
num_threads |
An integer to determine number if thread to run using openmp, default = 1 (serial with no parallelization). |
Value
An MPCR tile matrix C.
MPCRTile Chol ( Cholesky decomposition )
Description
Tile-based Cholesky decomposition of a positive definite tile-based symmetric matrix.
Usage
## S4 method for signature 'Rcpp_MPCRTile'
chol(x, overwrite_input = TRUE, num_threads = 1)
Arguments
x |
An MPCR tile matrix. |
overwrite_input |
A flag to determine whether to overwrite the input ( TRUE ), or return a new MPCR tile matrix. |
num_threads |
An integer to determine number if thread to run using openmp, default = 1 (serial with no parallelization). |
Value
An MPCR tile matrix.
MPCRTile TRSM (Triangular Solve)
Description
Tile-based algorithm to solve a triangular matrix equation for MPCR tiled matrices.
performs:
op(A)*X=alpha*B
X*op(A)=alpha*B
Usage
## S4 method for signature 'Rcpp_MPCRTile'
MPCRTile.trsm(a,b,side,upper_triangle,transpose,alpha)
Arguments
a |
An MPCR tile matrix A. |
b |
An MPCR tile matrix B, X after returning. |
side |
'R' for right side, 'L' for left side. |
upper_triangle |
What part of the matrix A is referenced (if TRUE upper triangle is referenced), the opposite triangle being assumed to be zero. |
transpose |
If TRUE, the transpose of A is used. |
alpha |
Factor used for A, If alpha is zero, A is not accessed. |
Value
An MPCR Tile Matrix B ->(X).