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[Rcpp-devel] Using complex numbers and functions in Rcpp

3 messages · Martin S Ridout, Baptiste Auguie, Dirk Eddelbuettel

Martin S Ridout
# 
Apologies if this is a naive  question - I'm a beginner with Rcpp.  I did see some earlier discussion on similar topic, but I don't think it answered my questions.

I am trying (on Windows) to speed up a function currently written in R. This works very well for real-valued arguments of the function. But it needs to work for complex arguments as well. Here is a stripped down (but still non-working) example of what I am trying to do

cppFunction('
  ComplexVector test(ComplexVector s, ComplexVector lambda) {

    int n = s.size();
    int m = lambda.size();
    ComplexVector out(n);

    for (int i=0; i < n; ++i) {
      for (int j=0; j < m; ++j) {
         out[i] = out[i] - log(s[i] + 1/lambda[j]) / 2;
      }
    }
    return out;
  }
')

I have (at least) 2 problems

i) Are the logarithm and exponential functions implemented for complex arguments? If not is there a work-around?

ii) What is the best way to specify constants like 1 and 2  as complex constants? This must be easy, but everything I tried so far gives an error (except passing them into the function via an extra ComplexVector argument, but there must be a better way).

Many thanks for any help,
Martin Ridout

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Baptiste Auguie
# 
Hi,

I think you can/should use std::complex, see for example the types used in

https://github.com/baptiste/rcppfaddeeva/blob/master/src/callFaddeeva.cpp

In general I prefer to work with RcppArmadillo for numerical (including
complex) computations, its syntax closely follows R and Matlab. See for
instance

https://github.com/baptiste/cda/blob/master/src/cda.cpp
https://github.com/baptiste/planar/blob/master/src/fresnel.cpp

for some examples.

HTH,

baptiste
On 22 February 2017 at 04:46, Martin S Ridout <M.S.Ridout at kent.ac.uk> wrote:

            

      
      
      
    

        

      
      
    

        
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      Dirk Eddelbuettel
    

    

      
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On 22 February 2017 at 10:36, Baptiste Auguie wrote:

        
| I think you can/should use std::complex, see for example the types used in
| 
| https://github.com/baptiste/rcppfaddeeva/blob/master/src/callFaddeeva.cpp?
| 
| In general I prefer to work with RcppArmadillo for numerical (including
| complex) computations, its syntax closely follows R and Matlab. See for
| instance?
| 
| https://github.com/baptiste/cda/blob/master/src/cda.cpp
| https://github.com/baptiste/planar/blob/master/src/fresnel.cpp
| 
| for some examples.

Perfect. I was just about to recommend to Martin that he look closely at
your packages :)

Dirk