running embedded R in C

I have written up a piece of C code which declares a square matrix of size 4x4. Then it samples from a sampling function called rgig in package GeneralizedHyperbolic in R. It inverses the matrix using a gsl library from gnu and spits out the result. This is an exercise in calling R from C.

#include <stdio.h>
#include <stdio.h>
#include <math.h>
#include <stdlib.h>
#include <stddef.h>

// for gsl
#include <gsl/gsl_machine.h>
#include <gsl/gsl_rng.h>
#include <gsl/gsl_randist.h>
#include <gsl/gsl_cdf.h>
#include <gsl/gsl_cblas.h>
#include <gsl/gsl_sf_gamma.h>
#include <gsl/gsl_vector.h>
#include <gsl/gsl_matrix.h>
#include <gsl/gsl_blas.h>
#include <gsl/gsl_linalg.h>

// for R embedding in C
#include <Rinternals.h>
#include <Rdefines.h>
#include <Rembedded.h>
#include <R_ext/Parse.h>

void gsl_square_matrix_inverse (gsl_matrix *, gsl_matrix *, int);
SEXP get_rInvGauss(void);

int main(void)
{
    // Define the dimension n of the matrix
    // and the signum s (for LU decomposition)
    int s, i, j, n = 4;
    // Define all the used matrices
    gsl_matrix * m = gsl_matrix_alloc (n, n);
    gsl_matrix * inverse = gsl_matrix_alloc (n, n);

    // R embedding in C
    char *localArgs[] = {"R", "--no-save","--silent"};
    SEXP rInvGauss;

    // init R embedding
    Rf_initEmbeddedR(3, localArgs);

    printf("\n Printing matrix m before set. size %d by %d... \n", n, n);
    for(i=0; i<n; i++){
        printf("\n");
        for(j=0; j<n; j++){
            printf(" %f ", gsl_matrix_get(m, i, j));
        }
    }

    // set diagonal elements of matrix m from Inverse Gaussian Random samples
    for(i=0; i<n; i++){
        rInvGauss = get_rInvGauss();
        gsl_matrix_set(m, i, i, *REAL(rInvGauss));
    }

    Rf_endEmbeddedR(0); // end the R embedding in C

    printf("\n Printing matrix m ..... \n");
    for(i=0; i<n; i++){
        printf("\n");
        for(j=0; j<n; j++){
            printf(" %f ", gsl_matrix_get(m, i, j));
        }
    }

    // inverse of matrix m
    gsl_square_matrix_inverse (m, inverse, n);

    printf("\n Printing inverse of matrix m ..... \n");
    for(i=0; i<n; i++){
        printf("\n");
        for(j=0; j<n; j++){
            printf(" %f", gsl_matrix_get(inverse, i, j));
        }
    }

    return 0;
}


SEXP get_rInvGauss(void) {
    SEXP e, s, t, tmp, result;
    int errorOccurred, n=1;
    double chi=5, psi=4, lambda=0.5;

    // create and evaluate 'require(GeneralizedHyperbolic)'
    PROTECT(e = lang2(install("require"), mkString("GeneralizedHyperbolic")));
    R_tryEval(e, R_GlobalEnv, &errorOccurred);
    if (errorOccurred) {
        // handle error
        printf("\n Error loading library GeneralizedHyperbolic:");
    }
    UNPROTECT(1);


    // Create the R expressions using a paired list
    // rgig(n = 1, chi = 5, psi = 4, lambda = 0.5) with the R API.
    PROTECT(t = s = allocVector(LANGSXP, 5));
    // could also be done by: PROTECT(t = s = allocList(5)); SET_TYPEOF(s, LANGSXP);

    tmp = findFun(install("rgig"), R_GlobalEnv);
    if(tmp == R_NilValue) {
        printf("No definition for function rgig.\n");
        UNPROTECT(1);
        exit(1);
        }
    SETCAR(t, tmp); t = CDR(t);
    SETCAR(t,  ScalarInteger(n)); SET_TAG(t, install("n")); t= CDR(t);
    SETCAR(t,  ScalarReal(chi)); SET_TAG(t, install("chi")); t= CDR(t);
    SETCAR(t,  ScalarReal(psi)); SET_TAG(t, install("psi")); t= CDR(t);
    SETCAR(t,  ScalarReal(lambda)); SET_TAG(t, install("lambda")); t= CDR(t);
    PROTECT(result = R_tryEval(VECTOR_ELT(s, 0), R_GlobalEnv, NULL));
    UNPROTECT(2);

    return(result);

}

void gsl_square_matrix_inverse (gsl_matrix *m, gsl_matrix *inverse, int n){

    int s, i, j;
    gsl_permutation * perm = gsl_permutation_alloc (n);
    // Make LU decomposition of matrix m
    gsl_linalg_LU_decomp (m, perm, &s);
    // Invert the matrix m
    gsl_linalg_LU_invert (m, perm, inverse);

}

I compiled the code using:

R CMD SHLIB -lgsl -lgslcblas embedR_matinv.c

with output:

gcc -arch x86_64 -std=gnu99 -I/Library/Frameworks/R.framework/Resources/include -I/Library/Frameworks/R.framework/Resources/include/x86_64 -DNDEBUG  -I/usr/local/include    -fPIC  -g -O2  -c embedR_matinv.c -o embedR_matinv.o
gcc -arch x86_64 -std=gnu99 -dynamiclib -Wl,-headerpad_max_install_names -undefined dynamic_lookup -single_module -multiply_defined suppress -L/usr/local/lib -o embedR_matinv.so embedR_matinv.o -lgsl -lgslcblas -F/Library/Frameworks/R.framework/.. -framework R -Wl,-framework -Wl,CoreFoundation

When I submit:

R CMD embedR_matinv

its gives the error:

/Library/Frameworks/R.framework/Resources/bin/Rcmd: line 62: exec: embedR_matinv: not found

What am I doing wrong?

I also changed the main() to test() and made a shared object as

R CMD SHLIB -lgsl -lgslcblas embedR_matinv.c -o embedR_matinv

with the output:

gcc -arch x86_64 -std=gnu99 -I/Library/Frameworks/R.framework/Resources/include -I/Library/Frameworks/R.framework/Resources/include/x86_64 -DNDEBUG  -I/usr/local/include    -fPIC  -g -O2  -c embedR_matinv.c -o embedR_matinv.o

If I do a dyn.load("embedR_matinv.so") in R Studio, the code runs without any termination i.e. it hangs!

Any suggestions on what is wrong in the code?

Are you using a Mac OSX system?

try this:

sudo cp /Library/Frameworks/R.framework/Resources/library/Rserve/libs/x86_64/Rserve-bin.so\ /Library/Frameworks/R.framework/Resources/bin/Rserve