[Rd] Ancient C /Fortran code linpack error

Berend Hasselman bhh at xs4all.nl
Thu Feb 9 19:59:58 CET 2017


> On 9 Feb 2017, at 17:44, Martin Maechler <maechler at stat.math.ethz.ch> wrote:
> 

[snip] ...

>> You should/could use macro R_FINITE to test each entry of the hessian.
>> In package nleqslv I test for a "correct" jacobian like this in file nleqslv.c in function fcnjac:
> 
>>    for (j = 0; j < *n; j++)
>>        for (i = 0; i < *n; i++) {
>>            if( !R_FINITE(REAL(sexp_fjac)[(*n)*j + i]) )
>>                error("non-finite value(s) returned by jacobian (row=%d,col=%d)",i+1,j+1);
>>            rjac[(*ldr)*j + i] = REAL(sexp_fjac)[(*n)*j + i];
>>        }
> 
> A minor hint  on that:  While REAL(.)  (or INTEGER(.) ...)  is really cheap in
> the R sources themselves, that is not the case in package code.
> 
> Hence, not only nicer to read but even faster is
> 
>  double *fj = REAL(sexp_fjac);
>  for (j = 0; j < *n; j++)
>    for (i = 0; i < *n; i++) {
>        if( !R_FINITE(fj[(*n)*j + i]) )
>           error("non-finite value(s) returned by jacobian (row=%d,col=%d)",i+1,j+1);
>           rjac[(*ldr)*j + i] = fj[(*n)*j + i];
>     }
> 

Tom, Martin,

Thanks for both of your suggestions. Very helpful.

Berend Hasselman



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