ぱらぱらめくる『C++ for statisticians, with a focus on interfaci
ぱらぱらめくる『C++ for statisticians, with a focus on interfacing from R and R packages』
// this is test.cpp #include <iostream> #include <iomanip> #include <vector> #include <math.h> #include <time.h> #include <R.h> #include <Rmath.h> #define PI 3.14159 using namespace std; // these declarations are needed as I don't think there is a lapack.h extern "C" int dpotrf_(char* uplo, int* n, double* a, int* lda, int* info); extern "C" int dsyrk_(char* uplo, char* trans, int* n, int* k, double* alpha, double* a, int* lda, double* beta, double* c, int* ldc); // this is a one-line comment /* This is a multi-line comment. */ // compilation: // g++ -o test test.cpp -I/usr/share/R/include -llapack -lblas // -lRmath -lR -O3 -Wall int main(){ int size = 8000; int info = 0; char uplo = 'U'; char trans = 'N'; double alpha = 1.0; double beta = 0.0; double* x = new double[size*size]; double* C = new double[size*size]; for(int i = 0; i < size*size; i++){ x[i] = rnorm(0.0, 1.0); C[i] = 0.0; } cout << "done with rnorm" << endl; dsyrk_(&uplo, &trans, &size, &size, &alpha, x, &size, &beta, C, &size); cout << "done crossprod" << endl; dpotrf_(&uplo,&size,C,&size,&info); cout << "done chol" << endl; return 0; }
- コンパイルしてみよう
g++ -c test.cpp -o test.o -I/usr/share/R/include
g++ -c test.cpp -o test.o -I "C:\Program Files\R\R-3.1.0\include"
