[Rd] Pivoting in chol

[Prof Brian Ripley]

Jonathan,

I think our general policy is to move towards using LAPACK for its
superior algorithms and better use of enhanced BLAS routines.  Is there a
suitable LAPACK alternative: my LAPACK manual is in my office and I am
not? (We are also tending to use .Call rather than .Fortran/.C to control
better the making of copies.)

We can't remove LINPACK routines which are in include/R_ext/Linpack.h:
packages might well rely on them, see R-exts.texi.

Brian

On Wed, 20 Feb 2002, Jonathan Rougier wrote:

> Hi Everyone,
>
> I have modified my version of R-1.4.1 to include choleski with pivoting
> (like in Splus).  I thought R-core might consider including this in the
> next version of R, so I give below the steps required to facilitate
> this.
>
> 1. Copied Linpack routine "dchdc.f" into src/appl
>
> 2. Inserted line F77_SUBROUTINE(dchdc) in src/appl/ROUTINES
>
> 3. Inserted "dchdc.f" into SOURCES_F in appl/Makefile.in
>
> 4. Modifed src/library/base/R/chol.R (attached) and
> src/library/base/man/chol.Rd (also attached)
>
> 5. Tidied up.  Removed "chol.f", "dpoco.f" and "dposl.f" from
> src/appl/Makefile.in, src/appl/ROUTINES, src/include/R_ext/Applic.h,
> src/include/R_ext/Linpack.h, src/unix/FFDecl.h and src/unix/FFTab.h.
>
> 6. Note: Cannot remove "dpofa.f" because it is used in "lbfgsb.c".
>
> I was following my nose a bit during this process.  Everything seems to
> be OK but if I have done something drastic I would appreciate it if
> someone could tell me!
>
> Cheers, Jonathan.
> --
> Jonathan Rougier                       Science Laboratories
> Department of Mathematical Sciences    South Road
> University of Durham                   Durham DH1 3LE
> tel: +44 (0)191 374 2361, fax: +44 (0)191 374 7388
> http://www.maths.dur.ac.uk/stats/people/jcr/jcr.html

-- 
Brian D. Ripley,                  ripley@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 272860 (secr)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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