Understanding strange behavior in Rcpp - c++

Question

I have run into something I cannot wrap my head around. It's part of a larger coding effort, but a minimal example is here:
#include <RcppArmadillo.h>
// [[Rcpp::depends(RcppArmadillo)]]
// [[Rcpp::export]]
Rcpp::List foo(arma::vec & tau2, const arma::vec & nu) {
arma::vec bet = Rcpp::rnorm(3);
tau2 = R::rgamma(1, arma::as_scalar(sum(pow(bet, 2)/nu)));
return Rcpp::List::create(Rcpp::Named("nu") = nu,
Rcpp::Named("tau2") = tau2);
}
(tau2, although a scalar, is a vector here because I want to pass by reference: function pass by reference in RcppArmadillo)
What is puzzling me is that if I now run the following R code:
n <- 3
m <- matrix(0, n, 1)
for (r in 1:1000) {
tau2 <- 1.0
nu <- matrix(1, n, 1)
upd <- foo(tau2, nu)
}
I get:
error: element-wise division: incompatible matrix dimensions: 3x1 and 18x1
Error in foo(tau2, nu) :
element-wise division: incompatible matrix dimensions: 3x1 and 18x1
where the 18x1 varies; mostly it's 0x1 but it's always a multiple of 3.
Looking at the output:
> nu
[,1] [,2] [,3] [,4]
[1,] 4.165242 4.165242 4.165242 4.165242
[2,] 4.165242 4.165242 4.165242 4.165242
[3,] 4.165242 4.165242 4.165242 4.165242
> upd
$nu
[,1]
[1,] 1
[2,] 1
[3,] 1
$tau2
[,1]
[1,] 4.165242
That is, despite declaring nu as a constant reference (which I do because I do not want it changed), it is altered. The value it is filled with is upd$tau2 (but why?).
Strangely, I can make the behavior go away by seemingly meaningless changes by:
putting tau2 <- 1.0 or nu <- matrix(1, n, 1) (or both) outside of the loop
removing the reference in the first argument (i.e. using arma::vec tau2)
not dividing pow(bet, 2) by nu
changing to nu <- rep(1, n)
Perhaps the most confusing part is that if I select the code chunk inside of the loop and repeatedly run it, it works(!). However, if I run the R code using the loop it crashes on the second iteration.
Because I seem to be able to fix the problem, I'm mostly interested in learning what is going on here. I suspect it's just a consequence of my lack of expertise in C++ and recklessness with various variable types, so knowing what is causing all of this would be very valuable.

Answer 1

Two fixes:
tau2 is a double (mimic #dirkeddelbuettel here)
Temporary variable for the NumericVector of length n being generated prior to saving into bet
Code:
#include <RcppArmadillo.h>
// [[Rcpp::depends(RcppArmadillo)]]
// [[Rcpp::export]]
Rcpp::List foo(double tau2, const arma::vec & nu) {
int n = nu.n_elem;
Rcpp::NumericVector x = Rcpp::rnorm(n);
arma::vec bet = arma::vec(x.begin(), n, true, false);
tau2 = R::rgamma(1, arma::as_scalar(sum(pow(bet, 2) / nu)));
return Rcpp::List::create(Rcpp::Named("nu") = nu,
Rcpp::Named("tau2") = tau2);
}
Test case:
n <- 3
m <- matrix(0, n, 1)
for (r in 1:1000) {
tau2 <- 1.0
nu <- matrix(1, n, 1)
upd <- foo(tau2, nu)
}
upd
#> $nu
#> [,1]
#> [1,] 1
#> [2,] 1
#> [3,] 1
#>
#> $tau2
#> [1] 3.292889

Answer 2

If I change the interface to using a double it all works:
Code
#include <RcppArmadillo.h>
// [[Rcpp::depends(RcppArmadillo)]]
// [[Rcpp::export]]
Rcpp::List foo(double & tau2, const arma::vec & nu) {
arma::vec bet = Rcpp::rnorm(3);
tau2 = R::rgamma(1, arma::as_scalar(sum(pow(bet, 2)/nu)));
return Rcpp::List::create(Rcpp::Named("nu") = nu,
Rcpp::Named("tau2") = tau2);
}
/*** R
n <- 3
m <- matrix(0, n, 1)
for (r in 1:1000) {
tau2 <- 1.0
nu <- matrix(1, n, 1)
upd <- foo(tau2, nu)
}
*/
Demo
R> sourceCpp("/tmp/hejseb.cpp")
R> n <- 3
R> m <- matrix(0, n, 1)
R> for (r in 1:1000) {
+ tau2 <- 1.0
+ nu <- matrix(1, n, 1)
+ upd <- foo(tau2, nu)
+ }
R> upd
$nu
[,1]
[1,] 1
[2,] 1
[3,] 1
$tau2
[1] 1.77314
R>
I am not sure if those are the numbers you expected. I don't really have time to work through what you are trying to do.