Skip to contents

helper C++ functions for fast matrix computations

Source: R/RcppExports.R
cpp_functions.Rd

A collection of efficient C++ functions using RcppArmadillo for common matrix operations, including solving linear systems, computing matrix inverses, approximating normal CDFs, and fast elementwise transformations.

Usage

solve1(x)

solve2(A, B)

solve2vect(A, B)

fast_pnorm(x)

exp_neg_div(A, x)

Arguments

x

A numeric matrix, numeric vector, or numeric scalar (depending on the function).

A

A numeric matrix (for solving, exponential operations, etc.).

B

A numeric matrix or vector (right-hand side for solving linear systems).

Value

  • solve1(): A numeric matrix, the inverse of x.

  • solve2(): A numeric matrix, the solution to A * X = B.

  • solve2vect(): A numeric vector, the solution to A * x = B.

  • fast_pnorm(): A numeric vector, CDF values approximated for standard normal distribution.

  • exp_neg_div(): A numeric matrix, elementwise exponential of -A/x.

Author

Ahmed El-Gabbas

Examples


# -----------------------------------------
# Example for solve1
# -----------------------------------------

N <- 100
set.seed(1000)
Matrix <- matrix(rnorm(N * N), N, N)
all.equal(solve(Matrix), IASDT.R::solve1(Matrix))
#> [1] TRUE

# -----------------------------------------
# Example for solve2
# -----------------------------------------

N <- 100
set.seed(1000)
A <- matrix(rnorm(N * N), N, N)
set.seed(2000)
B <- matrix(rnorm(N * N), N, N)
all.equal(solve(A, B), IASDT.R::solve2(A, B))
#> [1] TRUE

set.seed(2000)
B <- matrix(rnorm(N), N, 1)
all.equal(solve(A, B), IASDT.R::solve2(A, B))
#> [1] TRUE

# -----------------------------------------
# Example for solve2vect
# -----------------------------------------

N <- 100
set.seed(1000)
A <- matrix(rnorm(N * N), N, N)
set.seed(2000)
B <- rnorm(N)
all.equal(solve(A, B), as.vector(IASDT.R::solve2vect(A, B)))
#> [1] TRUE

# -----------------------------------------
# Example for fast_pnorm
# -----------------------------------------

set.seed(1000)
A <- rnorm(100)
all.equal(pnorm(A), IASDT.R::fast_pnorm(A))
#> [1] TRUE

# -----------------------------------------
# Example for exp_neg_div
# -----------------------------------------

N <- 1000
set.seed(1000)
A <- matrix(rnorm(N * N), N, N)
set.seed(2000)
x <- rnorm(1)
all.equal(exp(-A / x), IASDT.R::exp_neg_div(A, x))
#> [1] TRUE