Hi, I'm interested in combining faster linear model estimation via QR decompositions from RcppEigen with JJs new(er) RcppParallel package to do cross validation and bootstrapping on linear models.
As a first step, I've been trying to merge the JSS paper on RcppEigen ( http://www.jstatsoft.org/v52/i05/paper ) with about the documentation for RcppParallel ( http://rcppcore.github.io/RcppParallel/#examples ) ignoring bootstrapping and cross validation for the time being and just getting a linear model to run in the parallel framework. I've toyed with each separately successfuly, and think I am somewhat close to getting them together, but I am running into an error: partest.cpp:28:20: error: 'X' is not a type partest.cpp:29:26: error: 'PQR' is not a type partest.cpp:29:29: error: expected ',' or '...' before '.' token partest.cpp:30:15: error: 'PQR' is not a type partest.cpp:30:18: error: expected ',' or '...' before '.' token partest.cpp: In member function 'virtual void CVLM::operator()(std::size_t, std::size_t)': partest.cpp:44:28: warning: comparison between signed and unsigned integer expressions [-Wsign-compare] make: *** [partest.o] Error 1 My code is below (run via sourceCpp() ), and I can see exactly where the first error occurs, but I don't understand why this is OK when run outside of RcppParallel, but so very wrong in conjunction with RcppParallel. Any pointers on either what's wrong or where I should be reading would be deeply appreciated. Josh (code below) // [[Rcpp::depends(RcppParallel)]] // [[Rcpp::depends(RcppEigen)]] #include <Rcpp.h> #include <RcppEigen.h> #include <RcppParallel.h> using namespace std; using namespace Rcpp; using namespace RcppParallel; using Eigen::Lower; using Eigen::Map; using Eigen::MatrixXd; using Eigen::Upper; using Eigen::VectorXd; typedef Map<MatrixXd> MapMatd; typedef Map<VectorXd> MapVecd; typedef Eigen::ColPivHouseholderQR<MatrixXd> CPivQR; typedef CPivQR::PermutationType Permutation; struct CVLM : public Worker { // design matrix and outcome const Eigen::VectorXd y; const Eigen::MatrixXd X; // QR Decomposition const CPivQR PQR(X); // ERROR HAPPENS HERE const Permutation Pmat(PQR.colsPermutation()); const int r(PQR.rank()); // output RMatrix<double> betamat; Eigen::VectorXd betahat; // initialize with input and output CVLM(const Eigen::VectorXd y, const Eigen::MatrixXd X, Rcpp::NumericMatrix betamat) : y(y), X(X), betamat(betamat) {} void operator()(std::size_t begin, std::size_t end) { //betahat = PQR.solve(y); for(int j = begin; j < end; j++) { betamat(j, j) = X(j, j) + y[j]; } } }; // [[Rcpp::export]] NumericMatrix parallelFit(Eigen::VectorXd dv, Eigen::MatrixXd x) { // allocate the output matrix NumericMatrix betamat(x.rows(), x.cols()); // pass input and output CVLM cvLM(dv, x, betamat); // parallelFor to do it parallelFor(0, x.rows(), cvLM); return betamat; } -- Joshua F. Wiley http://joshuawiley.com/ --- Postdoctoral Research Fellow Mary MacKillop Institute for Health Research Australian Catholic University --- Senior Analyst, Elkhart Group Ltd. http://elkhartgroup.com Office: 260.673.5518
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