Friday, December 3, 2010

Thursday, November 25, 2010

Simple Matrix Operations for the C Language

matrix is a simple C library for basic matrix operations. Supported operations are:

Creating matrices
Summation
Subtraction
Multiplication
Multiplication with a scaler
Inverse
Determinant
Echelon Form
Submatrix extraction
Saving and loading matrices

This is an open source project under the GPL. That means you can use and change it for any purpose but you have to make the source codes public.
The header file and an example are given below. Also you can download the source code by clicking here.

An example is given below:

/*================================================================
  matrix, a simple library for matrix operations.
  Copyright (C) 2010-2011 by Mehmet Hakan Satman.

  This program is free software; you can redistribute it and/or modify
  it under the terms of the GNU General Public License version 2
  as published by the Free Software Foundation.

  This program is distributed in the hope that it will be useful,
  but WITHOUT ANY WARRANTY; without even the implied warranty of
  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
  GNU General Public License for more details.

  You should have received a copy of the GNU General Public License
  along with this program; if not, write to the Free Software
  Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA  02110-1301

 USA

  The author may be reached at mhsatman@yahoo.com.
 *============================================================*/

#include <stdio.h>
#include <stdlib.h>
#include "matrix.h"

int main()
{
    int n=10;
    int m=10;
    /*
    Creating a matrix with rows n, columns m
    */
    Matrix *m1=Matrix_create(n,m);
    Matrix *m2;
    /*
    Randomizing the matrix.
    */
    int i,j;
    double val=1;
    for (i=0;i<n;i++){
        for(j=0;j<m;j++){
            val=((double)random()/RAND_MAX)*1;
            if(((double)random()/RAND_MAX)<0.5) val*=-1;
            Matrix_set(m1,i,j,val);
        }
    }

    /*
    Dumping the content of the matrix
    */
    Matrix_dump(m1);

    /*
    Getting inverse of the matrix.
    */
    m1=Matrix_inverse(m1);

    /*
    Getting the second column of the matrix
    */
    m2=Matrix_getcol(m1,1);

    /*
    Saving matrices
    */
    Matrix_save(m1,"matrix1.dat");
    Matrix_save(m2,"matrix2.dat");

    /*
    Reloading matrices
    */
    m1=Matrix_load("matrix1.dat");
    m2=Matrix_load("matrix2.dat");

    /*
    Calculating determinant
    */
    printf("Determinant of m1 is %f\n", Matrix_determinant(m1));

    //this will return nan, becase m2 is not a square matrix
    printf("Determinant of m2 is %f\n", Matrix_determinant(m2));

    /*
    Free the memory
    */
    Matrix_delete(m1);
    Matrix_delete(m2);

    printf("OK\n");

    return(0);
}

The main page of this library is http://www.mhsatman.com/

Monday, November 22, 2010

Thursday, November 11, 2010

Calling R from Java - RCaller

rcaller-220-is-released.html for RCaller version 2.2

New version : Rcaller 0.5.2

Note: The source page of this article is http://www.mhsatman.com/rcaller.php

[2010/08/07] Now, Rcaller has a new version, 0.5.2, with some bug fixes and additional functionality. Some changes are done and some bugs are fixed by John Oliver. John is now second developer of the Rcaller.

Change Log for version 0.5.2:

Added a multi-threaded StreamReader class to RCaller, for stream reading both stderr & stdout to prevent read blocks.
StreamReader will optionally echo what it receives to the parent process stdout & stderr, so you can see what is going on
Changed RunRCode to use StreamReader
Changed RunRCode to wait for the sub-process to complete before returning
int[] RGetAsIntArray(String name) function was added so results from R functions can be handled as integer arrays
String[] RGetAsStringArray(String name) function was added in order to handle R results as String arrays
Removed extra cat(javaCode) call from makejava.r

RCaller

RCaller is an other simple way to call R from Java without JNI. There are lots of queries in the internet about "how to call r from java" or "call r function from java with / without JNI". There are some solutions about these works, for example, RServe is a server application written in C and it waits for socket connections, then accepts clients and runs the R code that sent from socket streams and returns SEXP 's (S / R Expressions). Also, rJava is a JNI solution for calling R from Java. But as i see, users don't want to struggle this things and they seeks more practical solutions.

RCaller uses neither sockets nor JNI interface for calling R functions from Java. RCaller simply runs RScript executable file using java's Runtime and Process classes. Then runs R commands using arguments and handles results using streams. RCaller converts R objects to Java's double or String arrays using a R script and BeanShell interpreter. After these operations R results can be handled by user using getter methods.

You can use it in your Java applications that needs some statistical calculations. Implementation and setting-up processes are easy. You can download source codes as Netbeans project and jars. Simply add two jars to your classpath and start calling R!

Examples

1)Getting Pi from R!

In this example, we are calling R code "a<-pi;" that sets the value of pi to variable a. Then, we handle this result from Java.

RCaller caller=new RCaller();
        StringBuffer code=new StringBuffer();
        code.append("a<-pi;cat(makejava(a))");
        try{
            caller.RunRCode(code.toString(),false,false);
            System.out.println(caller.RGet("a[0]"));
        }catch (Exception e){
            System.out.println(e);
        }

The result is 3.14159. RCaller always handles results as arrays, so a is not variable but double array. Array has only one element, so a[0] is the value that sent from R. We have to use cat(makejava(a)) to make R object 'a' usable in Java.
We call RunRCode() function with 3 parameters. Last 2 parameters are boolean. If first one is true, then content of stderr will be written on console. If the second one is true, then content of stdout will be written. We set them false not to write both outputs on the screen.

2)Calculate Linear Regression from Java using R

In this example, we set x and y with random variables that come from standard normal distributions and estimate linear regression using R and Java.

RCaller caller=new RCaller();
        StringBuffer code=new StringBuffer();
        code.append("x<-rnorm(10);");
        code.append("y<-rnorm(10);");
        code.append("ols<-lm(y~x);");
        code.append("cat(makejava(ols));");
        try{
            caller.RunRCode(code.toString(),false,false);
            double[] coefs=caller.RGetAsDoubleArray("coefficients");
            for (int i=0;i
        }catch (Exception e){
            System.out.println(e);
        }

The result is

-0.815634476060036
0.637334790434423

so, these are the estimated coefficients of the ordinary least squres regression.

3)Running RCaller in different platforms (Linux, Windows, Mac, etc)

RCaller is pure Java and can be run any platform that Java virtual machine runs. Also, you need to be have R as well. Default R engine is Rscript executable file that distrubited in R. Default value of engine is /usr/bin/Rscript but user can change location using setRScriptExecutableFile(String location) method.

RCaller caller=new RCaller();
        caller.setRScriptExecutableFile("C:\\Program Files\\...\\R\\..\\Rscript.exe");
 //caller.setRScriptExecutableFile("/usr/bin/Rscript");

4)What objects returned after running my R command?

RCaller converts R objects to Java objects. You can handle returned values' names like this:

RCaller caller=new RCaller();
        StringBuffer code=new StringBuffer();
        code.append("x<-rnorm(10);");
        code.append("y<-rnorm(10);");
        code.append("ols<-lm(y~x);");
        code.append("s<-summary(ols);");
        code.append("cat(makejava(s));");
        try{
            caller.RunRCode(code.toString(),false,false);
            ArrayList fields=caller.getFieldList();
            for (int i=0;i
        }catch (Exception e){
            System.out.println(e);
        }

The result is:

double[] residuals
double[] coefficients
double[] sigma
double[] df
double[] rsquared
double[] adjrsquared
double[] fstatistic
double[] covunscaled
double[] residuals
double[] coefficients
double[] sigma
double[] df
double[] rsquared
double[] adjrsquared
double[] fstatistic
double[] covunscaled

and these are all returned fields from the summary() R command.

Download source code and jars

Version	0.5.2
Netbeans project and source code	Download
Jars (RCaller.jar and bsh-core-2.0b4.jar)	Download

Version	0.5.1
Netbeans project and source code	Download
Jars (RCaller.jar and bsh-core-2.0b4.jar)	Download

If you like this solution or you have got any questions, you can send e-mail using mhsatman [at] yahoo.com.
Mehmet Hakan Satman, Istanbul University, Faculty of Economics, Department of Econometrics

Practical Code Solutions