On Fri, Nov 27, 2009 at 2:22 PM, David Winsemius <dwinsem...@comcast.net> wrote:
>
> On Nov 26, 2009, at 9:45 PM, Gad Abraham wrote:
>
>> Hi,
>>
>> I'd like to store large covariance matrices using Matrix classes.
>>
>> dsyMatrix seems like the right one, but I want to specify just the
>> upper/lower triangle and diagonal and not have to instantiate a huge
>> n^2 vector just for the sake of having half of it ignored:
>>
>> Dumb example:
>> M <- new("dsyMatrix", uplo="U", x=rnorm(1e4), Dim=as.integer(c(100, 100)))
>> diag(M) <- 1
>>
>> This doesn't work:
>> M <- new("dsyMatrix", uplo="U", x=0, Dim=as.integer(c(100, 100)))
>
> Per help
> Slots
>
> uplo:A character object indicating if the upper triangle ("U") or the lower
> triangle ("L") is stored. At present only the lower triangle form is
> allowed.
>
> This "works" ( at least to the extent of not producing an error message)
> after addressing a couple of other error messages that were helpful.
>
> M <- new("dsyMatrix", uplo="L", x=as.double(1:(100*100)),
> Dim=as.integer(c(100, 100)))
>
> I'm not sure that I would have expected the result, though it makes a
> certain amount of sense after considering the contradictory requirements:
>
>> M <- new("dsyMatrix", uplo="L", x=as.double(1:(10*10)),
>> Dim=as.integer(c(10, 10)))
>> M
> 10 x 10 Matrix of class "dsyMatrix"
> [,1] [,2] [,3] [,4] [,5] [,6] [,7] [,8] [,9] [,10]
> [1,] 1 2 3 4 5 6 7 8 9 10
> [2,] 2 12 13 14 15 16 17 18 19 20
> [3,] 3 13 23 24 25 26 27 28 29 30
> [4,] 4 14 24 34 35 36 37 38 39 40
> [5,] 5 15 25 35 45 46 47 48 49 50
> [6,] 6 16 26 36 46 56 57 58 59 60
> [7,] 7 17 27 37 47 57 67 68 69 70
> [8,] 8 18 28 38 48 58 68 78 79 80
> [9,] 9 19 29 39 49 59 69 79 89 90
> [10,] 10 20 30 40 50 60 70 80 90 100
>
But I don't want to specify x=foo where foo is of length n^2, because
that uses a lot of memory (I have 20000 by 20000 matrices).
I just want to be able to fill in one triangle and diagonal, like you
can with regular non-Matrix matrices:
M <- matrix(0, m, n)
gdata::lowerTriangle(M) <- x
diag(M) <- y
--
Gad Abraham
PhD Student, Dept. CSSE and NICTA
The University of Melbourne
Parkville 3010, Victoria, Australia
email: gabra...@csse.unimelb.edu.au
web: http://www.csse.unimelb.edu.au/~gabraham
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