Hello. I am trying to optimize a set of parameters using /optim/ in which the actual function to be minimized contains matrix multiplication and is of the form:
SUM ((A%*%X - B)^2) where A is a matrix and X and B are vectors, with X as parameter vector. This has worked well so far. Recently, I was given a data set A of size 360440 x 1173, which could not be handled as a normal matrix. I brought it into 'R' as a sparse matrix (dgCMatrix - using sparseMatrix from the Matrix package), and the formulæ and gradient work, but /optim/ returns an error of the form "no method for coercing this S4 class to a vector". After briefly looking into methods and classes, I realize I am in way over my head. Is there any way I could use /optim/ or another optimization algorithm, on sparse matrices? Thank you very much, --Avraham Adler ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
