[R] Symmetric Matrix classes

[Gad Abraham]

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