Rcpp_InvCholesky_hdf5

C++ Function Reference

1 Signature

void BigDataStatMeth::Rcpp_InvCholesky_hdf5(BigDataStatMeth::hdf5Dataset *inDataset, BigDataStatMeth::hdf5DatasetInternal *outDataset, bool bfull, long dElementsBlock, Rcpp::Nullable< int > threads)

2 Description

Computes matrix inverse using Cholesky decomposition with HDF5 storage.

3 Parameters

  • inDataset (BigDataStatMeth::hdf5Dataset *): Input matrix dataset (must be symmetric positive-definite)
  • outDataset (BigDataStatMeth::hdf5DatasetInternal *): Output dataset for the inverse matrix
  • bfull (bool): If true, computes full matrix inverse; if false, only lower triangular part
  • dElementsBlock (long): Block size for processing (minimum 2 * matrix dimension)
  • threads (Rcpp::Nullable< int >): Number of threads for parallel processing (optional)

4 Details

inDatasetInput matrix dataset (must be symmetric positive-definite) outDatasetOutput dataset for the inverse matrix bfullIf true, computes full matrix inverse; if false, only lower triangular part dElementsBlockBlock size for processing (minimum 2 * matrix dimension) threadsNumber of threads for parallel processing (optional) This function performs matrix inversion in three steps:Cholesky decomposition (A = LL^T)Inverse of the Cholesky factor (L^-1)Computation of full inverse (A^-1 = L^-T L^-1)

5 Call Graph

Function dependencies

6 Source Code

File: inst/include/hdf5Algebra/matrixInvCholesky.hpp • Lines 260-315

inline void Rcpp_InvCholesky_hdf5 ( BigDataStatMeth::hdf5Dataset* inDataset, 
                           BigDataStatMeth::hdf5DatasetInternal* outDataset, 
                           bool bfull, long dElementsBlock, 
                           Rcpp::Nullable<int> threads = R_NilValue )
{
    
    try{
        
        int nrows = inDataset->nrows();
        int ncols = inDataset->ncols();
        
        // Rcpp::Rcout<<"\nIniciem cholesky";
        int res = Cholesky_decomposition_hdf5(inDataset, outDataset, nrows, ncols, dElementsBlock, threads);
        
        if(res == 0)
        {
            // Rcpp::Rcout<<"\nDins res==0 -> anem Inverse_of_Cholesky_decomposition_hdf5...";
            Inverse_of_Cholesky_decomposition_hdf5( outDataset, nrows, ncols, dElementsBlock, threads);
            // Rcpp::Rcout<<"\nDins res==0 -> anem Inverse_Matrix_Cholesky_parallel...";
            Inverse_Matrix_Cholesky_hdf5( outDataset, nrows, ncols, dElementsBlock, threads);
            
            if( bfull==true ) {
                setUpperTriangularMatrix( outDataset, dElementsBlock);
            }
        }
        
    } catch( H5::FileIException& error ) { 
        checkClose_file(inDataset, outDataset);
        inDataset = outDataset = nullptr;
        Rcpp::Rcerr<<"c++ exception Rcpp_InvCholesky_hdf5 (File IException)";
        return void();
    } catch( H5::GroupIException & error ) { 
        checkClose_file(inDataset, outDataset);
        inDataset = outDataset = nullptr;
        Rcpp::Rcerr << "c++ exception Rcpp_InvCholesky_hdf5 (Group IException)";
        return void();
    } catch( H5::DataSetIException& error ) { 
        checkClose_file(inDataset, outDataset);
        inDataset = outDataset = nullptr;
        Rcpp::Rcerr << "c++ exception Rcpp_InvCholesky_hdf5 (DataSet IException)";
        return void();
    } catch(std::exception& ex) {
        checkClose_file(inDataset, outDataset);
        inDataset = outDataset = nullptr;
        Rcpp::Rcerr << "c++ exception Rcpp_InvCholesky_hdf5" << ex.what();
        return void();
    } catch (...) {
        checkClose_file(inDataset, outDataset);
        inDataset = outDataset = nullptr;
        Rcpp::Rcerr<<"\nC++ exception Rcpp_InvCholesky_hdf5 (unknown reason)";
        return void();
    }
    
    return void();
    
}

7 Usage Example

#include "BigDataStatMeth.hpp"

// Example usage
auto result = Rcpp_InvCholesky_hdf5(...);