Special case of diagonal matrices not fully handled by internal matrix conversions

[Finn Lindgren]

# A dense and sparse diagonal matrix
D1 <- diag(1.0, nrow = 1)
D2 <- Matrix::Diagonal(n = 1, x = 1.0)

# Both results should be 0.5:
excursions::gaussint(mu = 0, Q.chol = D1, a = 0, b = Inf)$P
#> [1] 0.5
excursions::gaussint(mu = 0, Q.chol = D2, a = 0, b = Inf)$P
#> [1] 0

# The underlying conversion:
excursions:::private.as.dtCMatrix(D1)
#> 1 x 1 sparse Matrix of class "dtCMatrix"
#>       
#> [1,] 1
excursions:::private.as.dtCMatrix(D2)
#> 1 x 1 sparse Matrix of class "dtCMatrix" (unitriangular)
#>       
#> [1,] 1

# The diagonal is handled in a special way:
str(excursions:::private.as.dtCMatrix(D1))
#> Formal class 'dtCMatrix' [package "Matrix"] with 7 slots
#>   ..@ i       : int 0
#>   ..@ p       : int [1:2] 0 1
#>   ..@ Dim     : int [1:2] 1 1
#>   ..@ Dimnames:List of 2
#>   .. ..$ : NULL
#>   .. ..$ : NULL
#>   ..@ x       : num 1
#>   ..@ uplo    : chr "U"
#>   ..@ diag    : chr "N"
str(excursions:::private.as.dtCMatrix(D2))
#> Formal class 'dtCMatrix' [package "Matrix"] with 7 slots
#>   ..@ i       : int(0) 
#>   ..@ p       : int [1:2] 0 0
#>   ..@ Dim     : int [1:2] 1 1
#>   ..@ Dimnames:List of 2
#>   .. ..$ : NULL
#>   .. ..$ : NULL
#>   ..@ x       : num(0) 
#>   ..@ uplo    : chr "U"
#>   ..@ diag    : chr "U"

# gaussint uses dtCMatrixU conversion to ensure an upper triagnular matrix
# This has the same issue:
str(excursions:::private.as.dtCMatrixU(D1))
#> Formal class 'dtCMatrix' [package "Matrix"] with 7 slots
#>   ..@ i       : int 0
#>   ..@ p       : int [1:2] 0 1
#>   ..@ Dim     : int [1:2] 1 1
#>   ..@ Dimnames:List of 2
#>   .. ..$ : NULL
#>   .. ..$ : NULL
#>   ..@ x       : num 1
#>   ..@ uplo    : chr "U"
#>   ..@ diag    : chr "N"
str(excursions:::private.as.dtCMatrixU(D2))
#> Formal class 'dtCMatrix' [package "Matrix"] with 7 slots
#>   ..@ i       : int(0) 
#>   ..@ p       : int [1:2] 0 0
#>   ..@ Dim     : int [1:2] 1 1
#>   ..@ Dimnames:List of 2
#>   .. ..$ : NULL
#>   .. ..$ : NULL
#>   ..@ x       : num(0) 
#>   ..@ uplo    : chr "U"
#>   ..@ diag    : chr "U"

^{Created on 2020-04-08 by the reprex package (v0.3.0)}