On Feb 22, 2011, at 1:55 AM, Jason Rudy wrote:
> I just tried that myself and the .Call version is substantially
> faster. It seems like there is a lot more going on in the .Call C
> code than the .C. Why is .Call faster? Does it have to do with the
> way arguments are passed into the C function? I tried with DUP=FALSE
> and NAOK=TRUE, but .Call was still the winner.
>
.Call is the "native" interface so it passes all objects directly as references
- essentially the same way that R uses internally (.C with DUP=FALSE and
NAOK=TRUE comes close to that, though; the fastest is .External in this
respect). Also you're allocating objects as you need them so there will be less
copying afterwards. However, I suspect that major part of the difference is
also in the code preceding the C code involved in this -- for example
as.double() will implicitly create a copy since it needs to strip attributes
whereas coerceVector is a no-op if the type matches.
.C is there for historical compatibility - it is essentially equivalent to
.Fortran which was the original (and only) interface way back when. .Call is in
comparison a more recent addition, that's why you still find a lot of .C code.
Personally I don't use .C at all because compared to .Call it is so cumbersome
and error-prone (you can't even tell the length of the passed vectors in C!),
but others have different preferences.
Cheers,
Simon
> On Sun, Feb 20, 2011 at 4:27 PM, Simon Urbanek
> <simon.urba...@r-project.org> wrote:
>> Jason,
>>
>> FWIW the direct interface (.Call) is more efficient and makes passing things
>> from R simpler:
>>
>> C_matrix_multiply = function(A,B) .Call("R_matrix_multiply", A, B)
>>
>> The drawback is a bit more legwork on the C side, but it also gives you more
>> flexibility:
>>
>> SEXP R_matrix_multiply(SEXP A, SEXP B) {
>> double one = 1.0;
>> double zero = 0.0;
>> int *dimA = INTEGER(getAttrib(A, R_DimSymbol));
>> int *dimB = INTEGER(getAttrib(B, R_DimSymbol));
>> SEXP sDimC = PROTECT(allocVector(INTSXP, 2));
>> int *dimC = INTEGER(sDimC);
>> SEXP C = PROTECT(allocVector(REALSXP, dimA[0] * dimB[1]));
>> if (dimA[1] != dimB[0]) error("incompatible matrices!");
>> dimC[0] = dimA[0];
>> dimC[1] = dimB[1];
>> setAttrib(C, R_DimSymbol, sDimC);
>> A = PROTECT(coerceVector(A, REALSXP));
>> B = PROTECT(coerceVector(B, REALSXP));
>>
>> F77_CALL(dgemm)("N","N",dimA,dimB+1,dimA+1,&one,REAL(A),dimA,REAL(B),dimA+1,&zero,REAL(C),dimA);
>> UNPROTECT(4);
>> return C;
>> }
>>
>> For comparison:
>>> A=matrix(rnorm(1e5),500)
>>> B=matrix(rnorm(1e5),,500)
>>
>> .Call:
>>
>>> system.time(for (i in 1:10) C_matrix_multiply(A,B))
>> user system elapsed
>> 0.656 0.008 0.686
>>
>> .C:
>>
>>> system.time(for (i in 1:10) CC_matrix_multiply(A,B))
>> user system elapsed
>> 0.886 0.044 0.943
>>
>>
>> in fact .Call is even a tiny bit faster than %*%:
>>
>>> system.time(for (i in 1:10) A %*% B)
>> user system elapsed
>> 0.658 0.004 0.665
>>
>> (it's not just a measurement error - it's consistent for more replications
>> etc. - but it's really negligible - possibly just due to dispatch of %*%)
>>
>> Cheers,
>> Simon
>>
>>
>> On Feb 20, 2011, at 5:23 PM, Jason Rudy wrote:
>>
>>> It was indeed a simple problem! I took a look at that array.c as you
>>> suggested and that cleared it right up. So, the correct C code is:
>>>
>>> #include <R.h>
>>> #include <R_ext/Utils.h>
>>> #include <R_ext/Lapack.h>
>>> #include <R_ext/BLAS.h>
>>>
>>> void R_matrix_multiply(double * A, double * B, int * m, int *n, int *
>>> p, double * C){
>>>
>>> double one = 1.0;
>>> double zero = 0.0;
>>>
>>> //Just printing the input arguments
>>> Rprintf("m = %d, n = %d, p = %d\n",*m,*n,*p);
>>> int i;
>>> for(i=0;i<(*m**n);i++){
>>> Rprintf("%f ",A[i]);
>>> }
>>> Rprintf("\n");
>>> for(i=0;i<(*n**p);i++){
>>> Rprintf("%f ",B[i]);
>>> }
>>> Rprintf("\n");
>>> for(i=0;i<(*m**p);i++){
>>> Rprintf("%f ",C[i]);
>>> }
>>> Rprintf("\n");
>>>
>>> //Here is the actual multiplication
>>> F77_CALL(dgemm)("N","N",m,p,n,&one,A,m,B,n,&zero,C,m);
>>> }
>>>
>>> The only difference being that I had the 4th and 5th arguments (n and
>>> p) mixed up. There was also a problem in my R code after the
>>> multiplication took place. For the record, the correct R code is:
>>>
>>> C_matrix_multiply = function(A,B){
>>> C <- matrix(0,nrow(A),ncol(B))
>>> cout <-
>>> .C("R_matrix_multiply",as.double(A),as.double(B),nrow(A),ncol(A),ncol(B),as.double(C))
>>> return(matrix(cout[[6]],nrow(A),ncol(B)))
>>> }
>>>
>>> Thanks for the help. Now that I have a functioning example I am well
>>> on my way to completing this project.
>>>
>>> -Jason
>>>
>>> On Sun, Feb 20, 2011 at 7:42 AM, Prof Brian Ripley
>>> <rip...@stats.ox.ac.uk> wrote:
>>>> Look a close look at matprod in src/main/array in the R sources.
>>>> Hint: it is the other dimensions you have wrong.
>>>>
>>>> And as BLAS is Fortran, counts do start at 1.
>>>>
>>>> On Sat, 19 Feb 2011, Jason Rudy wrote:
>>>>
>>>>> Dear R-devel,
>>>>>
>>>>> I've written a numerical solver for SOCPs (second order cone programs)
>>>>> in R, and now I want to move most of the solver code into C for speed.
>>>>> I've written combined R/C packages before, but in this case I need to
>>>>> do matrix operations in my C code. As I have never done that before,
>>>>> I'm trying to write some simple examples to make sure I understand the
>>>>> basics. I am stuck on the first one. I'm trying to write a function
>>>>> to multiply two matrices using the blas routine dgemm. The name of my
>>>>> example package is CMATRIX. My code is as follows.
>>>>>
>>>>> I have a file matrix.c in my src directory:
>>>>>
>>>>> #include <R.h>
>>>>> #include <R_ext/Utils.h>
>>>>> #include <R_ext/Lapack.h>
>>>>> #include <R_ext/BLAS.h>
>>>>>
>>>>> //Computes C = A*B
>>>>> void R_matrix_multiply(double * A, double * B, int * m, int *n, int *
>>>>> p, double * C){
>>>>> double one = 1.0;
>>>>> double zero = 0.0;
>>>>>
>>>>> //Just printing the input arguments
>>>>> Rprintf("m = %d, n = %d, p = %d\n",*m,*n,*p);
>>>>> int i;
>>>>> for(i=0;i<(*m**n);i++){
>>>>> Rprintf("%f ",A[i]);
>>>>> }
>>>>> Rprintf("\n");
>>>>> for(i=0;i<(*n**p);i++){
>>>>> Rprintf("%f ",B[i]);
>>>>> }
>>>>> Rprintf("\n");
>>>>> for(i=0;i<(*m**p);i++){
>>>>> Rprintf("%f ",C[i]);
>>>>> }
>>>>> Rprintf("\n");
>>>>>
>>>>>
>>>>> //Here is the actual multiplication
>>>>> F77_CALL(dgemm)("N","N",m,n,p,&one,A,m,B,n,&zero,C,m);
>>>>> }
>>>>>
>>>>> And the file C_matrix_multiply.R in my R directory:
>>>>>
>>>>> C_matrix_multiply = function(A,B){
>>>>> C <- matrix(0,nrow(A),ncol(B))
>>>>> cout <-
>>>>> .C("R_matrix_multiply",as.double(A),as.double(B),nrow(A),ncol(A),ncol(B),as.double(C))
>>>>> return(matrix(cout$C,nrowA,ncol(B)))
>>>>>
>>>>> }
>>>>>
>>>>> My namespace file is:
>>>>>
>>>>> export("C_matrix_multiply")
>>>>> useDynLib(CMATRIX.so,R_matrix_multiply)
>>>>>
>>>>> I'm not sure if it's necessary, but I've also included a Makevars.in
>>>>> file in my src directory:
>>>>>
>>>>> PKG_CPPFLAGS=@PKG_CPPFLAGS@
>>>>> PKG_CFLAGS=@PKG_CFLAGS@
>>>>> PKG_LIBS=@PKG_LIBS@ ${LAPACK_LIBS} ${BLAS_LIBS} ${FLIBS}
>>>>>
>>>>> which I simply copied from the diversitree package, which seems to use
>>>>> a lot of fortran. I have the same problem (which I am getting to)
>>>>> with or without this Makevars.in file.
>>>>>
>>>>> I install my package using:
>>>>>
>>>>> R CMD INSTALL CMATRIX
>>>>>
>>>>> Then I start up R and attempt to run the following code:
>>>>>
>>>>> #Make some random matrices
>>>>> A = matrix(rnorm(8),4,2)
>>>>> B = matrix(rnorm(6),2,3)
>>>>>
>>>>> #Load my package
>>>>> library(CMATRIX)
>>>>>
>>>>> #Print the matrices
>>>>> A
>>>>> B
>>>>>
>>>>> #Try to multiply them
>>>>> product = C_matrix_multiply(A,B)
>>>>>
>>>>> What I want, and what according to my understanding should happen, is
>>>>> for product to contain the same matrix as would result from A %*% B.
>>>>> Instead, I get the following:
>>>>>
>>>>>> A = matrix(rnorm(8),4,2)
>>>>>> B = matrix(rnorm(6),2,3)
>>>>>> library(CMATRIX)
>>>>>> A
>>>>>
>>>>> [,1] [,2]
>>>>> [1,] -0.4981664 -0.7243532
>>>>> [2,] 0.1428766 -1.5501623
>>>>> [3,] -2.0624701 1.5104507
>>>>> [4,] -0.5871962 0.3049442
>>>>>>
>>>>>> B
>>>>>
>>>>> [,1] [,2] [,3]
>>>>> [1,] 0.02477964 0.5827084 1.8434375
>>>>> [2,] -0.20200104 1.7294264 0.9071397
>>>>>>
>>>>>> C_matrix_multiply(A,B)
>>>>>
>>>>> m = 4, n = 2, p = 3
>>>>> -0.498166 0.142877 -2.062470 -0.587196 -0.724353 -1.550162 1.510451
>>>>> 0.304944
>>>>> 0.024780 -0.202001 0.582708 1.729426 1.843437 0.907140
>>>>> 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000
>>>>> 0.000000 0.000000 0.000000 0.000000 0.000000
>>>>> Parameter 10 to routine DGEMM was incorrect
>>>>> Mac OS BLAS parameter error in DGEMM , parameter #0, (unavailable), is 0
>>>>>
>>>>> and R immediately dies. I know the arguments are being passed into
>>>>> the C code and everything up to my F77_CALL is functioning based on
>>>>> the printed output. The problem is definitely something to do with my
>>>>> F77_CALL(dgemm) line. My understanding is that parameter 10 should be
>>>>> the leading dimension of the matrix B, which in this case should be
>>>>> equal to 2, the number of rows in that matrix, which is what I am
>>>>> doing. I have also considered that parameter numbering starts at 0,
>>>>> in which case the incorrect parameter is &zero, but again that seems
>>>>> correct to me. All of my reading and research suggests I am doing
>>>>> everything correctly, so I am somewhat stumped. Perhaps I am missing
>>>>> something simple or obvious, as I have never done this before and am
>>>>> proceeding with only google and the R docs as my guide. I am
>>>>> wondering if anybody can see what I'm doing wrong here, or perhaps
>>>>> something I could do to try to fix it. Any assistance would be
>>>>> greatly appreciated.
>>>>>
>>>>> Best Regards,
>>>>>
>>>>> Jason Rudy
>>>>> Graduate Student
>>>>> Bioinformatics and Medical Informatics Program
>>>>> San Diego State University
>>>>>
>>>>> ______________________________________________
>>>>> R-devel@r-project.org mailing list
>>>>> https://stat.ethz.ch/mailman/listinfo/r-devel
>>>>>
>>>>
>>>> --
>>>> Brian D. Ripley, rip...@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 272866 (PA)
>>>> Oxford OX1 3TG, UK Fax: +44 1865 272595
>>>>
>>>
>>> ______________________________________________
>>> R-devel@r-project.org mailing list
>>> https://stat.ethz.ch/mailman/listinfo/r-devel
>>>
>>>
>>
>>
>
>
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