Tue, 13 Apr 2021

RcppArmadillo on CRAN: New Upstream ‘Plus’

armadillo image

Armadillo is a powerful and expressive C++ template library for linear algebra aiming towards a good balance between speed and ease of use with a syntax deliberately close to a Matlab. RcppArmadillo integrates this library with the R environment and language–and is widely used by (currently) 852 other packages on CRAN.

This new release brings us the just release Armadillo 10.4.0. Upstream moves at a speed that is a little faster than the cadence CRAN likes. We release RcppArmadillo on March 9; and upstream 10.3.0 came out shortly thereafter. We aim to accomodate CRAN with (roughly) monthly (or less frequent) releases) so by the time we were ready 10.4.0 had just come out.

As it turns, the full testing had a benefit. Among the (currently) 852 CRAN packages using RcppArmadillo, two were failing tests. This is due to a subtle, but important point. Early on we realized that it would be beneficial if the standard R control over random-number creation and seeding affected Armadillo too, which Conrad accomodated kindly with an optional RNG interface—which RcppArmadillo supplies. With recent changes he made, the R side saw normally-distributed draws (via the Armadillo interface) changed, which lead to the two changes. All hail unit tests. So I mentioned this to Conrad, and with the usual Chicago-Brisbane time difference late my evening a fix was in my inbox. The CRAN upload was then halted as I had missed that due to other changes he had made random draws from a Gamma would now call std::rand() which CRAN flags. Another email to Brisbane, another late (one-line) fix back and all was good. We still encountered one package with an error but flagged this as internal to that package’s setup, so Uwe let RcppArmadillo onto CRAN, I contacted that package’s maintainer—who was very receptive and a change should be forthcoming. So with all that we have on CRAN giving us Armadillo 10.4.0.

The full set of changes follows. As Armadillo 10.3.0 was not uploaded to CRAN, its changes are included too.

Changes in RcppArmadillo version (2021-04-12)

  • Upgraded to Armadillo release 10.4.0 (Pressure Cooker)

    • faster handling of triangular matrices by log_det()

    • added log_det_sympd() for log determinant of symmetric positive matrices

    • added ARMA_WARN_LEVEL configuration option, to control the degree of emitted warning messages

    • reduced the default degree of warning messages, so that failed decompositions, failed saving/loading, etc, no longer emit warnings

  • Apply one upstream corrections for arma::randn draws when using alternative (here R) generator, and arma::randg.

Changes in RcppArmadillo version (2021-03-10)

  • Upgraded to Armadillo release 10.3 (Sunrise Chaos)

    • faster handling of symmetric positive definite matrices by pinv()

    • expanded .save() / .load() for dense matrices to handle coord_ascii format

    • for out of bounds access, element accessors now throw the more nuanced std::out_of_range exception, instead of only std::logic_error

    • improved quality of random numbers

Courtesy of my CRANberries, there is a diffstat report relative to previous release. More detailed information is on the RcppArmadillo page. Questions, comments etc should go to the rcpp-devel mailing list off the R-Forge page.

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This post by Dirk Eddelbuettel originated on his Thinking inside the box blog. Please report excessive re-aggregation in third-party for-profit settings.

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