Ancient C /Fortran code linpack error

On 9 Feb 2017, at 17:44, Martin Maechler <maechler at stat.math.ethz.ch> wrote:

You should/could use macro R_FINITE to test each entry of the hessian.
In package nleqslv I test for a "correct" jacobian like this in file nleqslv.c in function fcnjac:

   for (j = 0; j < *n; j++)
       for (i = 0; i < *n; i++) {
           if( !R_FINITE(REAL(sexp_fjac)[(*n)*j + i]) )
               error("non-finite value(s) returned by jacobian (row=%d,col=%d)",i+1,j+1);
           rjac[(*ldr)*j + i] = REAL(sexp_fjac)[(*n)*j + i];
       }

A minor hint  on that:  While REAL(.)  (or INTEGER(.) ...)  is really cheap in
the R sources themselves, that is not the case in package code.

Hence, not only nicer to read but even faster is

 double *fj = REAL(sexp_fjac);
 for (j = 0; j < *n; j++)
   for (i = 0; i < *n; i++) {
       if( !R_FINITE(fj[(*n)*j + i]) )
          error("non-finite value(s) returned by jacobian (row=%d,col=%d)",i+1,j+1);
          rjac[(*ldr)*j + i] = fj[(*n)*j + i];
    }