矩阵乘法与Rcpp - 分配输出时的不同值

Question

我编写了以下函数来计算矩阵(Weibull模型的信息矩阵)

#include <RcppEigen.h>
#include <math.h>
#include <vector>
using namespace std;

using Eigen::MatrixXd;                  

// [[Rcpp::depends(RcppEigen)]]
// [[Rcpp::export]]

MatrixXd Weibull_FIM(const vector<double> x, const vector<double> w, const vector<double> param)
{
  if(x.size() != w.size()){
    Rcpp::Rcout<<"The length of x and w is not equal."<<std::endl;
    exit(1);
  }
  double  a, b, lambda, h, constant;
  a = param[0];
  b = param[1];
  lambda = param[2];
  h = param[3];

  a = a + 0; //just to not get a warning 

  Eigen::MatrixXd Fisher_mat(4, 4);  
  size_t i;

  for(i=0; i < x.size(); i++)
  { 
    constant = exp(-lambda * pow(x[i], h));
    Eigen::MatrixXd f(4, 1);
    f(0, 0) = 1;
    f(1, 0) = -constant;
    f(2, 0) = b*pow(x[i], h)*constant;
    f(3, 0) = b*pow(x[i], h)*constant * lambda * log(x[i]);

    Fisher_mat = w[i] * f * f.transpose() + Fisher_mat;
  }

  return Fisher_mat;
}

现在我想计算R中某些值的矩阵:

 Weibull_FIM(x=c(1, 1.239, 1.749371, 5), w = rep(.25, 4), param=c(1, 1, 1, 2))

#            [,1]         [,2]         [,3]         [,4]
#[1,]  1.00000000 -0.157545687  0.210509365  0.037774174
#[2,] -0.15754569  0.045985587 -0.053326010 -0.004757122
#[3,]  0.21050936 -0.053326010  0.066320481  0.008736574
#[4,]  0.03777417 -0.004757122  0.008736574  0.002864707

这个矩阵没问题.现在,如果我首先分配输出然后打印它,我将有一个不同的矩阵(一些元素将被更改为一些大的值!).

res <- Weibull_FIM(x=c(1, 1.239, 1.749371, 5), w = rep(.25, 4), param=c(1, 1, 1, 2))
print(res)
#           [,1]           [,2]         [,3]           [,4]
#[1,]  1.00000000  4.727161e+180  0.210509365  2.267126e+161
#[2,] -0.15754569  5.104678e+199 -0.053326010  -4.757122e-03
#[3,]  0.21050936   2.079498e+64  0.066320481   8.736574e-03
#[4,]  0.03777417  -4.757122e-03  0.008736574   2.864707e-03

可以看出,元素(1,2),(1,4),(2,2)和(3,2)得到另一个大的值.我将不胜感激任何帮助.

Update1响应@Ronald:

• version.string R版本3.1.2(2014-10-31)
• Windows 7 x64
• 平台x86_64-w64-mingw32
• Rcpp_0.11.3,RcppEigen_0.3.2.3.0,tools_3.1.2
• Rtools版本3.2.0.1948

Answer 1

你忘了Fisher_mat在求和之前用零初始化,所以它有时可能包含随机垃圾.Fisher_mat.setZero();在for循环之前添加例如将为您提供一致的输出.

查看此参考:RcppEigen简介.