Hi all,
I'm working out some Fortran code for which
I want to compute the Choleski decomposition of a covariance matrix
in Fortran.
I tried to do it by two methods :
1) Calling the lapack function DPOTRF.
I can see the source code and check that my call is correct,
but it does not compile with:
system("R CMD SHLIB ~/main.f")
dyn.load("~/main.so")
I get:
Error in dyn.load(x, as.logical(local), as.logical(now)) :
unable to load shared library
[...]
undefined symbol: dpotrf_
Could anyone point out how to compile with such a call to lapack?
2) Calling the Fortran function CHOL
The previous combination of R CMD SHLIB and dyn.load
compiles fine but I would like to see the source code of this function
to check if my call is correct. I've not been able to find it in the R source
distribution.
Could anyone point the place of that file?
Thanks in advance,
Gilles
--
_________________________________________________________________________
Gilles GUILLOT
INRA -Département Mathématiques et Informatique Appliquées
Unité Mixte de Recherche INRA - INAPG - ENGREF
Institut National Agronomique de Paris-Grignon
16, rue Claude Bernard
75231 Paris cedex 5 France
phone 33 1 44 08 18 42
fax 33 1 44 08 16 66
http://www.inapg.fr/ens_rech/mathinfo/personnel/guillot/welcome.html
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