[Rd] How to connect R with a C code which includes Atlas

From: <xt_wang_at_cse.concordia.ca>
Date: Wed 05 Jan 2005 - 16:21:47 EST

Hello, everybody,

Happy New Year!

I am a graduate student from Concordia University. I meet a problem when I am working on my thesis. I hope I will get help from you.

I have a mathematical model which was already implemented by using R language. However, part of this model includes fixed point iteration algorithm and calculation of large linear equations which n will get to 5000. Because of limitation of memory, R is not enough to support this kind of calculation. Now, I use C language with Matlab C library to implement this part of model and solve this problem. But the problem is that I can not connect my C program with R code since C program include Matlab.h.

The function I used from matlab is Cholesky algorithm which is applied to calculate inv(C)*b where C is a symmetric positive definite matrix. Since R is not easy to connect with C which include Maltab C library, and I find Atlas is optimized linear algebra library and possible to be used by R, do you think it is possible for me to replace matlab by using Atlas function in my C code, and finally the C code can be connected with R dynamically? That means I can run a R program -> which include C code-> which include Atlas automatically. If it is possible, could you please tell me how can I realize the dynamic link?

Thanks for your help in advance!


Maggie Wang

R-devel@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-devel Received on Wed Jan 05 15:29:52 2005

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