[R] Matrix package: band matrix

[David Winsemius]

If you can tolerate the subdiagonal and superdiagonal zero elements  
being populated, then perhaps this is useful. If there is a subset  
function as you suggest, then perhaps further reduction would be  
feasible from this as a starting point. At least it would reduce the  
size from 10^5 x 10^5 to 10^5 x 3:

library(Matrix)
xxx <- data.frame(x1 =1:5, y1=c(0,6,0,7,0) )
M= Matrix(0,5,5)
M[row(M) == col(M)] <- xxx$x1
M[row(M)-1 == col(M)] <- xxx$y1[1:(length(xxx$y1)-1)]
M[row(M) == col(M)-1] <- xxx$y1[1:(length(xxx$y1)-1)]

 > M
5 x 5 sparse Matrix of class "dgCMatrix"

[1,] 1 6 . . .
[2,] 6 2 7 . .
[3,] . 7 3 8 .
[4,] . . 8 4 9
[5,] . . . 9 5

-- 
David Winsemius


On Feb 19, 2009, at 5:28 AM, Thomas Lumley wrote:

>
> I want to construct a symmetric band matrix in the Matrix package  
> from a matrix where the first column contains data for the main  
> diagonal, the second column has data for the first subdiagonal/ 
> superdiagonal and so on.
>
> Since the Matrix will be 10^5 x 10^5 or so, with perhaps 10-20 non- 
> zero elements above the diagonal per row, I can't do it by  
> constructing a full matrix and then using the band() function to  
> subset it to a band matrix.
>
> Any suggestions?
>
>      -thomas
>
> Thomas Lumley			Assoc. Professor, Biostatistics
> tlumley at u.washington.edu	University of Washington, Seattle
>
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