RcppCore / RcppCore/RcppEigen

Small inconsistency in the `lmBenchmark.R` file?

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C++
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Description

In the lmBenchmark.R file I read

    ## LDLt Cholesky decomposition with rank detection
    exprs["LDLt"] <- alist(RcppEigen::fastLmPure(mm, y, 2L))

but in the documentation for RcppEigen::fastLm the method is described as

an integer scalar with value [...] 3 for the LDLT Cholesky,

Is this correct?

> sessionInfo()
R version 4.2.0 (2022-04-22)
Platform: aarch64-apple-darwin20 (64-bit)
Running under: macOS 13.3.1

Matrix products: default
LAPACK: /Library/Frameworks/R.framework/Versions/4.2-arm64/Resources/lib/libRlapack.dylib

locale:
[1] en_US.UTF-8/en_US.UTF-8/en_US.UTF-8/C/en_US.UTF-8/en_US.UTF-8

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods  
[7] base     

other attached packages:
[1] bench_1.1.3         RcppEigen_0.3.3.9.3 speedglm_0.3-5     
[4] biglm_0.9-2.1       DBI_1.1.3           MASS_7.3-58.1      
[7] Matrix_1.5-3       

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Research direction

Compare the method mapping in lmBenchmark.R with the documented RcppEigen::fastLm method values, starting from the shown exprs["LDLt"] entry and the fastLm documentation. Verify which value represents LDLT and update the inconsistent source or documentation; done when the benchmark and documentation agree.

Written by the indexing model from the issue text.

Assessment

Tech stack
cpp, r
Domain
documentation
Issue type
Bug
Difficulty
2/5
Estimated time
1-3 hours
Activity status
Stale
Clarity
Mostly clear
Newbie friendliness
35/100

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