Part 3: Key Rcpp Application Packages

68 Pages·2017·0.27 MB·English

by  Dirk Eddelbuettel

Higher-Performance R Programming
with C++ Extensions
Part 3: Key Rcpp Application Packages
DirkEddelbuettel
June28and29,2017
UniversityofZürich&ETHZürich
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Part 3: Key Rcpp Application Packages
Overview
Asofmid-June2017,around1050packagesonCRANareusingRcpp
Singlebiggest“application”istheRcppArmadillopackageforlinear
algebrawitharound350
RcppEigenanotherimportantpackageusedbyaround100packages
includinglme4andRStan
RcppGSLoffersvectorandmatrixclassesfortheGSL,apopular
scientificlibrary
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RcppArmadillo
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Armadillo
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What is Armadillo?
• ArmadilloisaC++linearalgebralibrary(matrixmaths)aiming
towardsagoodbalancebetweenspeedandeaseofuse.
• ThesyntaxisdeliberatelysimilartoMatlab.
• Integer,floatingpointandcomplexnumbersaresupported.
• Adelayedevaluationapproachisemployed(atcompile-time)to
combineseveraloperationsintooneandreduce(oreliminate)
theneedfortemporaries.
• Usefulforconversionofresearchcodeintoproduction
environments,orifC++hasbeendecidedasthelanguageof
choice,duetospeedand/orintegrationcapabilities.
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Armadillo Highlights
• Providesinteger,floatingpointandcomplexvectors,matrices,
cubesandfieldswithallthecommonoperations.
• Verygooddocumentationandexamples
• website,
• technicalreport(Sanderson,2010)
• CSDApaper(SandersonandEddelbuettel,2014)
• JOSSpaper(SandersonandCurtin,2016).
• Moderncode,buildinguponandextendingfromearliermatrix
libraries.
• Responsiveandactivemaintainer,frequentupdates.
• UsedegbyMLPACK,seeCurtinetal(JMLR,2013)
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RcppArmadillo Highlights
• Template-onlybuilds—nolinking,andavailablewhereeverR
andacompilerwork(butRcppisneeded)
• Easytouse,justaddLinkingTo: RcppArmadillo, Rcppto
DESCRIPTION(i.e.noaddedcostbeyondRcpp)
• ReallyeasyfromRviaRcppandautomaticconverters
• Frequentlyupdated,widelyused
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Example: Eigen values
#include <RcppArmadillo.h>
// [[Rcpp::depends(RcppArmadillo)]]
// [[Rcpp::export]]
arma::vec getEigenValues(arma::mat M) {
return arma::eig_sym(M);
}
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Example: Eigen values
Rcpp::sourceCpp(”code/arma_eigenvalues.cpp”)
M <- cbind(c(1,-1), c(-1,1))
getEigenValues(M)
## [,1]
## [1,] 0
## [2,] 2
eigen(M)$values
## [1] 2 0
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Example: Vector products
#include <RcppArmadillo.h>
// [[Rcpp::depends(RcppArmadillo)]]
// another simple example: outer product of a vector,
// returning a matrix
//
// [[Rcpp::export]]
arma::mat rcpparma_outerproduct(const arma::colvec & x) {
arma::mat m = x * x.t();
return m;
}
// and the inner product returns a scalar
//
// [[Rcpp::export]]
double rcpparma_innerproduct(const arma::colvec & x) {
double v = arma::as_scalar(x.t() * x);
return v;
}
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