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)))
Error in validObject(.Object) :
invalid class "dsyMatrix" object: length of x slot != prod(Dim)
Is there an easier way of doing this?
Thanks,
Gad
--
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
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> Error in validObject(.Object) : > invalid class "dsyMatrix" object: length of x slot != prod(Dim) > > Is there an easier way of doing this?> > Thanks, > Gad > > -- > Gad Abraham-- Best; David Winsemius, MD Heritage Laboratories West Hartford, CT
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? Regards, Martin GA> -- GA> Gad Abraham GA> PhD Student, Dept. CSSE and NICTA GA> The University of Melbourne GA> Parkville 3010, Victoria, Australia GA> email: gabraham at csse.unimelb.edu.au GA> web: http://www.csse.unimelb.edu.au/~gabraham