Small inconsistency in the lmBenchmark.R file?  #126

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1. eddelbuettel commented on Jun 12, 2023

   

   eddelbuettel

   on Jun 12, 2023

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   It could be a mismatch. The enum that drives is 0-based (in fastLm.cpp)

       enum {ColPivQR_t = 0, QR_t, LLT_t, LDLT_t, SVD_t, SymmEigen_t, GESDD_t}; 

   so that would LLT be 2 and LDLT be 3. The actualy branching is in in the static inline function do_lm() just below. You could add a print statement to be sure... This is all code originally written by @dmbates which has stood some tests of time but it is always possibly that these two got crossed.
2. statzhero commented on Jun 12, 2023

   

   statzhero

   on Jun 12, 2023

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   Is it possible that the documentation is behind? It doesn't seem to mention:

       ## SVD using the Lapack subroutine dgesdd and Eigen support
       exprs["GESDD"] <- alist(RcppEigen::fastLmPure(mm, y, 6L))
3. eddelbuettel commented on Jun 12, 2023

   

   eddelbuettel

   on Jun 12, 2023

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   [ NNB: You could make this easier by stating which files you take snippets from or use the GitHub feature of a link with an anchor. ]

   From what I just quoted, the enum for the GESDD method is six, this line calls with six. Seems correct to me.
4. statzhero commented on Jun 12, 2023

   

   statzhero

   on Jun 12, 2023 via email

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   Here is the link to the documentation file if you want to check. https://github.com/RcppCore/RcppEigen/blob/ab4dcd2df8bde40b26c533896e75d691371fac4a/man/fastLm.Rd#LL35C1-L40C63 \item{method}{an integer scalar with value 0 for the column-pivoted QR decomposition, 1 for the unpivoted QR decomposition, 2 for the LLT Cholesky, 3 for the LDLT Cholesky, 4 for the Jacobi singular value decomposition (SVD) and 5 for a method based on the eigenvalue-eigenvector decomposition of \eqn{\mathbf{X}^\prime\mathbf{X}}{X'X}. Default is zero.}