Skip to contents

bigalgebra

Arithmetic routines for native R matrices and big.matrix objects

Frédéric Bertrand, Michael J. Kane, Bryan Lewis, John W. Emerson

https://doi.org/10.32614/CRAN.package.bigalgebra

This package provides arithmetic functions for native R matrices and bigmemory::big.matrix objects as well as functions for QR factorization, Cholesky factorization, General eigenvalue, and Singular value decomposition (SVD). A method matrix multiplication and an arithmetic method -for matrix addition, matrix difference- allows for mixed type operation -a matrix class object and a big.matrix class object- and pure type operation for two big.matrix class objects.

The package defines a number of global options that begin with bigalgebra.

They include:

Option Default value * bigalgebra.temp_pattern with default matrix_ * bigalgebra.tempdir with default tempdir * bigalgebra.mixed_arithmetic_returns_R_matrix with default TRUE * bigalgebra.DEBUG with default FALSE

The bigalgebra.tempdir option must be a function that returns a temporary directory path used to big matrix results of BLAS and LAPACK operations. The deault value is simply the default R tempdir function.

The bigalgebra.temp_pattern is a name prefix for file names of generated big matrix objects output as a result of BLAS and LAPACK operations.

The bigalgebra.mixed_arithmetic_returns_R_matrix option determines whether arithmetic operations involving an R matrix or vector and a big.matrix matrix or vector return a big matrix (when the option is FALSE), or return a normal R matrix (TRUE).

The package is built, by default, with R’s native BLAS libraries, which use 32-bit signed integer indexing. The default build is limited to vectors of at most 2^31 - 1 entries and matrices with at most 2^31 - 1 rows and 2^31 - 1 columns (note that standard R matrices are limtied to 2^31 - 1 total entries).

The package includes a reference BLAS implementation that supports 64-bit integer indexing, relaxing the limitation on vector lengths and matrix row and column limits. Installation of this package with the 64-bit reference BLAS implementation may be performed from the command-line install:

REFBLAS=1 R CMD INSTALL bigalgebra

where bigalgebra is the source package (for example, bigalgebra_0.9.0.tar.gz).

The package may also be build with user-supplied external BLAS and LAPACK libraries, in either 32- or 64-bit varieties. This is an advanced topic that requires additional Makevars modification, and may include adjustment of the low-level calling syntax depending on the library used.

Feel free to contact us for help installing and running the package.

This website, the unit tests, some C code fixes and improvements as well as these examples were created by F. Bertrand.

Maintainer: Frédéric Bertrand .

Installation

You can install the released version of bigalgebra from CRAN with:

install.packages("bigalgebra")

You can install the development version of bigalgebra from github with:

devtools::install_github("fbertran/bigalgebra")

Examples 

library("bigmemory")
A <- bigmemory::big.matrix(5,4,init = 1)
B <- bigmemory::big.matrix(4,4,init = 2)

library("bigalgebra")
C <- A %*% B       # Returns a new big.matrix object
D <- A[] %*% B[]   # Compute the same thing in R

print(C - D)       # Compare the results (subtraction of an R matrix from a
#>      [,1] [,2] [,3] [,4]
#> [1,]    0    0    0    0
#> [2,]    0    0    0    0
#> [3,]    0    0    0    0
#> [4,]    0    0    0    0
#> [5,]    0    0    0    0
                   # big.matrix)

# The next example illustrates mixing R and big.matrix objects. It returns by
# default (see # options("bigalgebra.mixed_arithmetic_returns_R_matrix")
D <- matrix(rnorm(16),4)
E <- A %*% D