本文介绍了在 C++ 代码中使用列表作为输入并使用 Rcpp 调用(列表输入非常慢)的处理方法,对大家解决问题具有一定的参考价值,需要的朋友们下面随着小编来一起学习吧!

问题描述

我正在尝试使用列表(R 对象)作为 C++ 函数的输入,然后使用 R 中的 Rcpp 调用它.此列表包含大量矩阵.我提供的代码是一个玩具示例.我已经编写了一个非常复杂的代码,但效率非常低.在下面的代码中,我想知道是否有一种从列表中提取矩阵的有效方法.

以下是我尝试过的代码.它有效,但它也告诉我下标值不是数组、指针或向量.我正在使用 R studio 编写此代码.当我编译代码时,它可以工作,但是当我将鼠标光标放在编辑器中时,我也看到了红色叉号下标值不是数组、指针或向量".

#include 使用命名空间 Rcpp;//[[Rcpp::depends(RcppArmadillo)]]//[[Rcpp::export]]Rcpp::List tt(Rcpp::List&H T,输入 n){列表 A(n);for(int i=0;i<n;++i){arma::mat htt = ht[i];//这是我看到下标值不是数组、指针或向量的地方arma::mat x = htt * htt.t();A[i] = x;//这是我看到下标值不是数组、指针或向量的地方}列表资源(1);res[0] = A;//这是我看到下标值不是数组、指针或向量的地方返回(资源);}

同样,这是一个可以在 R 中轻松完成的玩具示例.我想了解如何有效地完成此操作.假设,我希望列表的每个矩阵都乘以它的转置.任何帮助,将不胜感激?以下是我的实际问题.

#include 使用命名空间 Rcpp;//[[Rcpp::depends(RcppArmadillo)]]//[[Rcpp::export]]列表 se_4a(Rcpp::List&H T,const int&n,const int&p,const int&个人电脑,数字矩阵&S1byS0_,数字矩阵&S1byS0c_,数字矩阵&za_,数字矩阵&zb_,数字矩阵&wd_,数字矩阵&一世_,NumericVector&S0c_,NumericVector&伽玛_){列表 A(ht.length());arma::mat S1byS0hat(S1byS0_.begin(),S1byS0_.nrow(),S1byS0_.ncol(),false);arma::mat S1byS0hatc(S1byS0c_.begin(),S1byS0c_.nrow(),S1byS0c_.ncol(),false);arma::mat z(za_.begin(),za_.nrow(),za_.ncol(),false);arma::mat zc(zb_.begin(),zb_.nrow(),zb_.ncol(),false);arma::mat wdM(wd_.begin(),wd_.nrow(),wd_.ncol(),false);arma::mat Ic(I_.begin(),I_.nrow(),I_.ncol(),false);arma::vec S0hatc(S0c_.begin(),S0c_.size(),false);arma::vec gammahat(gammah_.begin(),gammah_.size(),false);Rcpp::List q1hat(n);Rcpp::List q2hat(n);for(int i=0; i < n;++i){arma::mat q11hat(p,n);q11hat.zeros();arma::mat q21hat(p,n);q21hat.zeros();//arma::mat q11hat(q11hata.begin(),q11hata.nrow(),q11hata.ncol(),false);//arma::mat q21hat(q21hata.begin(),q21hata.nrow(),q21hata.ncol(),false);for(int u = 0;u (ht[k]);Rcpp::NumericMatrix htt_R = ht[k];arma::mat htt(htt_R.begin(), htt_R.rows(), htt_R.cols(), false, true);//arma::vec y = httt(_,j);arma::colvec y = htt.col(j);arma::rowvec yy = y.t() * Ic * (zc.row(i).t() - S1byS0hatc.col(u));双 zz = yy(0,0);q += (z.row(j).t() - S1byS0hat.col(k)) *zz * wdM(j,k);如果 (u 

现在,让我们从 R 中调用上述函数.

#Calling from Rht <- 列表()for(i in 1 : 100){ht[[i]] <-matrix(runif(10*100), 10, 100)}n 

bench::mark(se_4a(ht,n,p,pc, S1byS0,S1byS0c,za,zb,wd,I,S0c,gammah))

# tibble: 1 x 13表达式最小中位数`itr/sec`<bch:expr><bch><bch:><dbl>1 se_4a(ht, n, p, pc, S1byS0, S1byS0c, za, zb, wd, I, S0c, gammah) 20.9s 20.9s 0.0479# ... 还有 9 个变量:mem_alloc 、`gc/sec` 、n_itr 、n_gc 、# total_time <bch:tm>, result <list>, memory <list>, time <list>, gc <list>警告信息:有些表达式在每次迭代中都有一个 GC;所以过滤被禁用.

使用矩阵作为参数而不是列表.

#include 使用命名空间 Rcpp;//[[Rcpp::depends(RcppArmadillo)]]//[[Rcpp::export]]列表 se_4c(const arma::mat&H T,const int&n,const int&p,const int&个人电脑,const arma::mat&S1byS0hat,const arma::mat&S1byS0hatc,const arma::mat&z,const arma::mat&zc,const arma::mat&wdm,const arma::mat&我知道了,const arma::vec&S0hatc,const arma::vec&伽玛哈特){Rcpp::List q1hat(n);Rcpp::List q2hat(n);arma::mat q11hat(p,n);arma::mat q21hat(p,n);arma::mat q(p,1);arma::mat qq(p,1);std::vector

解决方案

几点意见:

  • RcppArmadillo 可以将 Armadillo 的高级构造函数直接用于函数参数.我不确定确切的条件,但 const 引用被这样处理.

  • Rcpp::List 中提取 Rcpp::NumericMatrix 似乎代价高昂.因此,一开始就对矩阵进行一次处理是有意义的.

  • 计算的几个部分与内部循环变量无关.在循环之前计算一次它们是有意义的(参见下面的 foobarbaz).

  • 我也做了一些清理工作.

替代功能:

//[[Rcpp::export]]列表 se_4b(Rcpp::List&H T,const int&n,const int&p,const int&个人电脑,const arma::mat&S1byS0hat,const arma::mat&S1byS0hatc,const arma::mat&z,const arma::mat&zc,const arma::mat&wdm,const arma::mat&我知道了,const arma::vec&S0hatc,const arma::vec&伽玛哈特){Rcpp::List q1hat(n);Rcpp::List q2hat(n);arma::mat q11hat(p,n);arma::mat q21hat(p,n);arma::mat q(p,1);arma::mat qq(p,1);std::vectorhtt_vec(n);for(int i = 0; i < n; ++i) {Rcpp::NumericMatrix htt_R = ht[i];arma::mat htt(htt_R.begin(), htt_R.rows(), htt_R.cols(), false, true);htt_vec[i] = htt;}for(int i=0; i < n;++i){for(int u = 0;u 

与您的函数比较的基准结果:

>基准::标记(se_4a = se_4a(ht,n,p,pc, S1byS0,S1byS0c,za,zb,wd,I,S0c,gammah),+ se_4b = se_4b(ht,n,p,pc, S1by .... [截断]# 小块:2 x 13表达式 min 中值 `itr/sec` mem_alloc `gc/sec` n_itr n_gc total_time 结果<bch:expr><bch:><bch:><dbl><bch:字节><dbl><int><dbl><bch:tm>1 se_4a 21.97s 21.97s 0.0455 1.54MB 7.97 1 175 21.97s <list…2 se_4b 4.84s 4.84s 0.206 1.54MB 0 1 0 4.84s 

I am trying to use a list(R object) as an input for C++ function and later call it using Rcpp from R. This list contains large number of matrices. The code I provide is a toy example. I have a very complicated code that I have already written but very inefficient. In the following code, I want to know if there is an efficient way of extracting matrix from the list.

Following is the code that I have tried. It works but it also tells me that the subscripted value is not an array, pointer or vector.I am using R studio to write this code. When I compile the code it works, but when I put mouse cursor in the editor I also see the red cross saying "subscripted value is not an array, pointer or vector".

#include <RcppArmadillo.h>
using namespace Rcpp;
// [[Rcpp::depends(RcppArmadillo)]]

// [[Rcpp::export]]
Rcpp::List tt(
    Rcpp::List&  ht,
    int n){
  List A(n);
  for(int i=0;i<n;++i){
    arma::mat htt = ht[i];// this is where I see subscripted value is not an array, pointer or vector
    arma::mat x = htt * htt.t();
    A[i] = x;//this is where I see subscripted value is not an array, pointer or vector
  }
  List res(1);
  res[0] = A;//this is where I see subscripted value is not an array, pointer or vector
  return(res);
}

Again, this is a toy example which could easily be done in R. I would like to get some idea on how this could be done efficiently. Suppose, I want every matrix of a list to be multiplied by it's transpose. Any help would be appreciated? Following is my actual problem.

#include <RcppArmadillo.h>
using namespace Rcpp;
// [[Rcpp::depends(RcppArmadillo)]]

// [[Rcpp::export]]
List se_4a(
     Rcpp::List& ht,
     const int& n,
    const int& p,
    const int& pc,
    NumericMatrix& S1byS0_,
    NumericMatrix& S1byS0c_,
     NumericMatrix& za_,
     NumericMatrix& zb_,
     NumericMatrix& wd_,
     NumericMatrix& I_,
     NumericVector& S0c_,
     NumericVector& gammah_){

  List A(ht.length());

    arma::mat S1byS0hat(S1byS0_.begin(),S1byS0_.nrow(),S1byS0_.ncol(),false);
    arma::mat S1byS0hatc(S1byS0c_.begin(),S1byS0c_.nrow(),S1byS0c_.ncol(),false);
    arma::mat z(za_.begin(),za_.nrow(),za_.ncol(),false);
    arma::mat zc(zb_.begin(),zb_.nrow(),zb_.ncol(),false);
    arma::mat wdM(wd_.begin(),wd_.nrow(),wd_.ncol(),false);
    arma::mat Ic(I_.begin(),I_.nrow(),I_.ncol(),false);
    arma::vec S0hatc(S0c_.begin(),S0c_.size(),false);
    arma::vec gammahat(gammah_.begin(),gammah_.size(),false);

   Rcpp::List q1hat(n);
   Rcpp::List q2hat(n);



  for(int i=0; i < n;++i){
    arma::mat q11hat(p,n);
    q11hat.zeros();
    arma::mat q21hat(p,n);
    q21hat.zeros();

    // arma::mat q11hat(q11hata.begin(),q11hata.nrow(),q11hata.ncol(),false);
    // arma::mat q21hat(q21hata.begin(),q21hata.nrow(),q21hata.ncol(),false);
    for(int u = 0;u < n; ++u){
      // arma::mat q(qa.begin(),qa.nrow(),qa.ncol(),false);
      // arma::mat qq(qqa.begin(),qqa.nrow(),qqa.ncol(),false);

      arma::mat q(p,1);
      q.zeros();
      arma::mat qq(p,1);
      qq.zeros();

      for(int j=0;j <n;++j){
        if(j < n){
          for(int k = j; k <n;++k){
               //NumericMatrix httt = as<NumericMatrix>(ht[k]);
               Rcpp::NumericMatrix htt_R = ht[k];
                arma::mat htt(htt_R.begin(), htt_R.rows(), htt_R.cols(), false, true);
                //arma::vec y = httt(_,j);
                arma::colvec y = htt.col(j);
               arma::rowvec yy = y.t() * Ic * (zc.row(i).t() - S1byS0hatc.col(u));
             double zz = yy(0,0);
              q += (z.row(j).t() - S1byS0hat.col(k)) *
                zz * wdM(j,k);
            if (u <= k){
              qq += (z.row(j).t() - S1byS0hat.col(k)) *
                exp(arma::as_scalar(gammahat.t()*zc.row(j).t()))*wdM(j,k) / (S0hatc(u)/n);
            }
          }
        }
      }
      q11hat.cols(u,u) = -1 * q;
      q21hat.cols(u,u) = -1 * qq;
    }
     q1hat[i] = q11hat/n;
     q2hat[i] = q21hat/n;
  }
    return List::create(Named("A")=q1hat,
                        Named("B")=q2hat);


}

Now, let's call the above function from R.

#Calling from R
ht <- list()
for(i in 1 : 100){
  ht[[i]] <-matrix(runif(10*100), 10, 100)
}
n <- 100
p <- 10
pc <- 10
S1byS0 <- matrix(rnorm(10*100),10,100)
S1byS0c <- S1byS0
za <- matrix(rnorm(100*10),100,10)
zb <- za
wd <- matrix(rnorm(100*100),100,100)
I <- matrix(rnorm(100),10,10)
S0c <- c(rnorm(100))
gammah <- matrix(rnorm(10),1,10)

#Calling se_4a function

pp=bench::mark(se_4a(ht,n,p,pc, S1byS0,S1byS0c,za,zb,wd,I,S0c,gammah))

bench::mark(se_4a(ht,n,p,pc, S1byS0,S1byS0c,za,zb,wd,I,S0c,gammah))

# A tibble: 1 x 13
  expression                                                         min median `itr/sec`
  <bch:expr>                                                       <bch> <bch:>     <dbl>
1 se_4a(ht, n, p, pc, S1byS0, S1byS0c, za, zb, wd, I, S0c, gammah) 20.9s  20.9s    0.0479
# … with 9 more variables: mem_alloc <bch:byt>, `gc/sec` <dbl>, n_itr <int>, n_gc <dbl>,
#   total_time <bch:tm>, result <list>, memory <list>, time <list>, gc <list>
Warning message:
Some expressions had a GC in every iteration; so filtering is disabled.

Using matrix as an argument instead of a list.

#include <RcppArmadillo.h>
using namespace Rcpp;
// [[Rcpp::depends(RcppArmadillo)]]

// [[Rcpp::export]]
List se_4c(
    const arma::mat& ht,
    const int& n,
    const int& p,
    const int& pc,
    const arma::mat& S1byS0hat,
    const arma::mat& S1byS0hatc,
    const arma::mat& z,
    const arma::mat& zc,
    const arma::mat& wdM,
    const arma::mat& Ic,
    const arma::vec& S0hatc,
    const arma::vec& gammahat){

  Rcpp::List q1hat(n);
  Rcpp::List q2hat(n);

  arma::mat q11hat(p,n);
  arma::mat q21hat(p,n);
  arma::mat q(p,1);
  arma::mat qq(p,1);

   std::vector<arma::mat> htt_vec(n);
   for(int i = 0; i < n; ++i) {
  //   Rcpp::NumericMatrix htt_R = ht[i];
  //   arma::mat htt(htt_R.begin(), htt_R.rows(), htt_R.cols(), false, true);
  //   htt_vec[i] = htt;
  htt_vec[i] = ht.rows(i,i+(p-1));
   }



  for(int i=0; i < n;++i){
    for(int u = 0;u < n; ++u){

      q.zeros();
      qq.zeros();

      arma::mat bar = Ic * (zc.row(i).t() - S1byS0hatc.col(u));

      for(int j=0;j <n;++j){
        if(j < n){
          double foo = exp(arma::as_scalar(gammahat.t()*zc.row(j).t())) / (S0hatc(u)/n);
          for(int k = j; k <n;++k){
            //arma::mat htt_vec = ht.rows(k,k+(p-1));
            arma::colvec y = htt_vec[k].col(j);
            arma::rowvec yy = y.t() * bar;
            double zz = yy(0,0);
            arma::mat baz = (z.row(j).t() - S1byS0hat.col(k)) * wdM(j,k);
            q +=  zz * baz;
            if (u <= k){
              qq += foo * baz;
            }
          }
        }
      }
      q11hat.col(u) = -q;
      q21hat.col(u) = -qq;
    }
    q1hat[i] = q11hat/n;
    q2hat[i] = q21hat/n;
  }
  return List::create(Named("A")=q1hat,
                      Named("B")=q2hat);


}

Following is the simple code that takes about 4 secs. Expected it to faster.

#include <RcppArmadillo.h>
using namespace Rcpp;
// [[Rcpp::depends(RcppArmadillo)]]

// [[Rcpp::export]]
List test(
    List& ht,
    const int& n,
    const int& p){

  Rcpp::List q1hat(n);
  Rcpp::List q2hat(n);



  for(int i=0; i < n;++i){
    arma::mat q11hat(p,n);
    q11hat.zeros();
    arma::mat q21hat(p,n);
    q21hat.zeros();
    for(int u = 0;u < n; ++u){
      arma::mat q(p,1);
      q.zeros();
      arma::mat qq(p,1);
      qq.zeros();

      for(int j=0;j <n;++j){
        if(j < ht.length()){
          for(int k = j; k <n;++k){
            Rcpp::NumericMatrix htt_R = ht[k];
            arma::mat htt(htt_R.begin(), htt_R.rows(), htt_R.cols(), false, true);

          }
        }
      }
      q11hat.cols(u,u) = -1 * q;
      q21hat.cols(u,u) = -1 * qq;
    }
    q1hat[i] = q11hat/n;
    q2hat[i] = q21hat/n;
  }
  return List::create(Named("A")=q1hat,
                      Named("B")=q2hat);
}

The formula that I am trying to implement is as follows:

解决方案

Several comments:

  • RcppArmadillo can make use of Armadillo's advanced constructors directly for function arguments. I am not sure about the precise condition, but const references get treated like this.

  • Extracting a Rcpp::NumericMatrix from a Rcpp::List seems to be costly. It therefore makes sense to process the matrices once in the beginning.

  • Several parts of your calculations where independent of the inner loop variables. It makes sense to calculate them once before the loop (see foo, bar and baz below).

  • I have also done some clean-up.

Alternative function:

// [[Rcpp::export]]
List se_4b(
        Rcpp::List& ht,
        const int& n,
        const int& p,
        const int& pc,
        const arma::mat& S1byS0hat,
        const arma::mat& S1byS0hatc,
        const arma::mat& z,
        const arma::mat& zc,
        const arma::mat& wdM,
        const arma::mat& Ic,
        const arma::vec& S0hatc,
        const arma::vec& gammahat){

    Rcpp::List q1hat(n);
    Rcpp::List q2hat(n);

    arma::mat q11hat(p,n);
    arma::mat q21hat(p,n);
    arma::mat q(p,1);
    arma::mat qq(p,1);

    std::vector<arma::mat> htt_vec(n);
    for(int i = 0; i < n; ++i) {
        Rcpp::NumericMatrix htt_R = ht[i];
        arma::mat htt(htt_R.begin(), htt_R.rows(), htt_R.cols(), false, true);
        htt_vec[i] = htt;
    }

    for(int i=0; i < n;++i){
        for(int u = 0;u < n; ++u){

            q.zeros();
            qq.zeros();

            arma::mat bar = Ic * (zc.row(i).t() - S1byS0hatc.col(u));

            for(int j=0;j <n;++j){
                if(j < n){
                    double foo = exp(arma::as_scalar(gammahat.t()*zc.row(j).t())) / (S0hatc(u)/n);
                    for(int k = j; k <n;++k){
                        arma::colvec y = htt_vec[k].col(j);
                        arma::rowvec yy = y.t() * bar;
                        double zz = yy(0,0);
                        arma::mat baz = (z.row(j).t() - S1byS0hat.col(k)) * wdM(j,k);
                        q +=  zz * baz;
                        if (u <= k){
                            qq += foo * baz;
                        }
                    }
                }
            }
            q11hat.col(u) = -q;
            q21hat.col(u) = -qq;
        }
        q1hat[i] = q11hat/n;
        q2hat[i] = q21hat/n;
    }
    return List::create(Named("A")=q1hat,
                        Named("B")=q2hat);


}

Benchmark result comparing with your function:

> bench::mark(se_4a = se_4a(ht,n,p,pc, S1byS0,S1byS0c,za,zb,wd,I,S0c,gammah),
+             se_4b = se_4b(ht,n,p,pc, S1by .... [TRUNCATED]
# A tibble: 2 x 13
  expression    min median `itr/sec` mem_alloc `gc/sec` n_itr  n_gc total_time result
  <bch:expr> <bch:> <bch:>     <dbl> <bch:byt>    <dbl> <int> <dbl>   <bch:tm> <list>
1 se_4a      21.97s 21.97s    0.0455    1.54MB     7.97     1   175     21.97s <list…
2 se_4b       4.84s  4.84s    0.206     1.54MB     0        1     0      4.84s <list…
# … with 3 more variables: memory <list>, time <list>, gc <list>

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08-19 16:26