Symmetric Matrix classes
On Wed, Jan 20, 2010 at 2:26 AM, Martin Maechler
<maechler at stat.math.ethz.ch> wrote:
Scanning for 'Matrix' in old R-help e-mail, I found
"GA" == Gad Abraham <gabraham at csse.unimelb.edu.au> ? ? on Fri, 27 Nov 2009 13:45:00 +1100 writes:
? ?GA> Hi,
? ?GA> I'd like to store large covariance matrices using Matrix classes.
? ?GA> dsyMatrix seems like the right one, but I want to specify just the
? ?GA> upper/lower triangle and diagonal and not have to instantiate a huge
? ?GA> n^2 vector just for the sake of having half of it ignored:
? ?GA> Dumb example:
? ?GA> M <- new("dsyMatrix", uplo="U", x=rnorm(1e4), Dim=as.integer(c(100, 100)))
? ?GA> diag(M) <- 1
? ?GA> This doesn't work:
? ?GA> M <- new("dsyMatrix", uplo="U", x=0, Dim=as.integer(c(100, 100)))
? ?GA> Error in validObject(.Object) :
? ?GA> invalid class "dsyMatrix" object: length of x slot != prod(Dim)
? ?GA> Is there an easier way of doing this?
I think you want a ?"dspMatrix" ?("sp" == "symmetric packed")
instead.
Before going into details: Is this topic still interesting to
those involved almost two months ago?
Yes, please!
Gad Abraham PhD Student, Dept. CSSE and NICTA The University of Melbourne Parkville 3010, Victoria, Australia email: gabraham at csse.unimelb.edu.au web: http://www.csse.unimelb.edu.au/~gabraham