On Jun 6, 2013, at 2:06 AM, Joshua N Pritikin wrote: > Summary: > > + I am writing an R extension that needs to call dmvnorm more than > 10,000 times during a model fitting computation. > > + My extension uses openmp for parallel execution. > > + As of R 3.0, it is no longer permitted for threads to call the R > interpreter because there is a stack overflow check that always trips > because the thread's stack is different from what R is expecting. >
You can call the interpreter from threads, you just have to make sure your access is properly synchronized and you disable the stack check. This is not new on R 3.0, this was always the case. However this is irrelevant to what you are describing above, because it doesn't make any sense to serial code in OpenMP. > + Therefore, I need a C version of dmvnorm. > C version alone is not sufficient, if you want to use it in threads, you would need a thread-safe version. This means that you really need your own version, so I don't think adding C version of dmvnorm to R has necessarily any bearing to what you are trying to do. Cheers, Simon > + The mvtnorm package maintainer is not interested in > R_RegisterCCallable. > > Can a C version of dmvnorm get added to the R core? > > -- > Joshua N. Pritikin > Department of Psychology > University of Virginia > 485 McCormick Rd, Gilmer Hall Room 102 > Charlottesville, VA 22904 > http://people.virginia.edu/~jnp3bc > > From: Torsten Hothorn <torsten.hoth...@uzh.ch> > Date: June 5, 2013 9:26:03 AM EDT > To: Joshua N Pritikin <jpriti...@pobox.com> > Subject: Re: dmvnorm > > > > On Mon, 3 Jun 2013, Joshua N Pritikin wrote: > >> On Mon, Jun 03, 2013 at 03:24:54PM +0200, Torsten Hothorn wrote: >>> On Sat, 1 Jun 2013, Joshua N Pritikin wrote: >>>> On Fri, May 31, 2013 at 07:22:52PM +0200, Torsten Hothorn wrote: >>>>> - what exactly is the advantage of using C? How much time / memory can be >>>>> saved? >>>> >>>> I bet the difference will only appear in micro-benchmarks. There is >>>> probably no real world impact. >>>> >>>> As I said, the main reason I wrote this is because I need to call >>>> dmvnorm from C. >>> >>> I see -- so now that you have the C code ready, why do we need it to >>> be part of mvtnorm? >> >> I want to share. What if somebody else has the same need? > > sure, but interfacing C code from other packages is always troublesome (at > least this is my experience). I can't see any advantage for mvtnorm, so I > think one should put the code somewhere else. > >> >> Should I submit it to the R core? >> > > I suggest that, yes. Maybe R core is keen to add the multivariate normal > density to R's C API. This would be the easiest way to make your code > accessible. > > Best, > > Torsten > >> -- >> Joshua N. Pritikin >> Department of Psychology >> University of Virginia >> 485 McCormick Rd, Gilmer Hall Room 102 >> Charlottesville, VA 22904 >> http://people.virginia.edu/~jnp3bc >> > > > <dmvnorm.patch>______________________________________________ > R-devel@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-devel ______________________________________________ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel
