Displaying 20 results from an estimated 400 matches similar to: "Matrix: how to re-use the symbolic Cholesky factorization?"
2004 Apr 14
2
attaching data.frame/list within a function
I'm trying to find a good way of attaching a list within a function such
that the attached variables (the list's members) precede the global
environment (.GlobalEnv) in the search list. Here is a non-working example
using attach(), which hopefully explains better what I'm trying to do:
> foo <- function(x=0, input=list(a=10)) {
+ attach(input)
+ on.exit(detach(input))
+
2009 Mar 10
5
Cholesky Decomposition in R
Hi everyone:
I try to use r to do the Cholesky Decomposition,which is A=LDL',so far I
only found how to decomposite A in to LL' by using chol(A),the function
Cholesky(A) doesnt work,any one know other command to decomposte A in to
LDL'
My r code is:
library(Matrix)
A=matrix(c(1,1,1,1,5,5,1,5,14),nrow=3)
> chol(A)
[,1] [,2] [,3]
[1,] 1 1 1
[2,] 0 2 2
2010 Sep 25
1
(no subject)
hi how can i plot now this function??? have to be m= 2??? because of the dimensions?thanks for ur help
myfun <- function(n, m, alpha = .05, seeder = 1000) {
set.seed(seeder)
x <- matrix(rnorm(n, 0, 0.5), ncol = m)
y <- matrix(rnorm(n, 0, 0.8), ncol = m)
l <- diag(cor(x, y))
cat("Correlations between two random variables \n", l, fill = TRUE)
gute
2010 Sep 25
3
3D plot
hey, how can i plot this function??? thanks for ur help
n=1000
m=2
k=n/m
N=100
myfun <- function(n, m, alpha = .05, seeder = 1000) {
l=matrix(0,nrow=m,ncol=N)
for(i in 1:N){
set.seed(i)
for(j in 1:m){
x=rnorm(n,0,0.5)
y=rnorm(n,0,0.8)
l[j,i]=cor((x[(((j-1)*k)+1):(((j-1)*k)+k)]),
(y[(((j-1)*k)+1):(((j-1)*k)+k)]))
}
}
for(i in 1:N){
for (j in 1:m){
gute <- function() {
q_1 <-
2005 Jan 04
2
x11 is not available
Dear list,
I have problems installing R-2.0.1 on SUSE Linux 9.2. I used the
following commands in order install R in
/usr/local
./configure --with x11 --with-readline
make
make install
When starting R and trying to display a plot on the X-window system
output is written to a postscript file. When I try to run x11 with
>x11()
Error in X11(): X11 is not available.
I do have a running
2003 Oct 16
1
Improving efficiency in "outer"-like calculation
Hello,
I am doing mcmc=10000 simulations from a posterior distribution of the parameters
of a mixture of K=6 normal densities.
I have mcmc by K matrices simMeans, simVars and simWeights containing
the simulation output: one row for each simulation, one column for
each normal component of the mixture.
One thing I would like to do is a plot of the posterior predictive
density. In order to do that
2010 Sep 26
8
the function doesn´t work
hey, my function doesn?t work. can somebody help me?
the graphic doesn?t work and also the function. thnx a lot.
N=10
n=100
p_0=c(1/5,1-1/5)
power = function(p,m) {
set.seed(1000)
H=matrix(0,nrow=N,ncol=1)
for(i in 1:N) {
x <- matrix(rnorm(n, 0, 0.5), ncol = m)
y <- matrix(rnorm(n, 0, 0.8), ncol = m)
l <- diag(cor(x, y))
q_1 = qnorm(0.05, 0, 0.05)
q_2 = qnorm(1 - 0.05, 0, 0.05)
2002 Nov 27
1
problem with attr()
I got this wired behaviour of the attr() function using R-1.6.1 on both
linux redhat 7.3 (i386) and Solaris 8 (Sparc):
> tmp <- list(id=1)
>
> attr(tmp,"n.ch") <- 2
> attr(tmp,"n") <- 1
> tmp
$id
[1] 1
attr(,"n.ch")
[1] 2
attr(,"n")
[1] 1
>
> attributes(tmp)
$names
[1] "id"
$n.ch
[1] 2
$n
[1] 1
>
2009 Mar 27
3
about the Choleski factorization
Hi there,
Given a positive definite symmetric matrix, I can use chol(x) to obtain U where U is upper triangular
and x=U'U. For example,
x=matrix(c(5,1,2,1,3,1,2,1,4),3,3)
U=chol(x)
U
# [,1] [,2] [,3]
#[1,] 2.236068 0.4472136 0.8944272
#[2,] 0.000000 1.6733201 0.3585686
#[3,] 0.000000 0.0000000 1.7525492
t(U)%*%U # this is exactly x
Does anyone know how to obtain L such
2011 Jul 15
1
Confusing inheritance problem
I have library in development with a function that works when called
from the top level, but fails under R CMD check. The paricular line of
failure is
rsum <- rowSums(kmat>0)
where kmat is a dsCMatrix object.
I'm currently stumped and looking for some ideas.
I've created a stripped down library "ktest" that has only 3
functions: pedigree.R to create a pedigree or
2001 Nov 26
2
R not giving memory back to system?
This might be because I didn't get it right, but; I thought R would
release memory back to the system as (big) objects get removed?
Here is my platform (with 1Gb of RAM):
platform sparc-sun-solaris2.8
arch sparc
os solaris2.8
system sparc, solaris2.8
status
major 1
minor 3.1
year 2001
month 08
day 31
language R
A little example:
Start a new section of R, with
2001 Dec 20
1
optimizing R-1.4.0 build on Solaris; a show-and-tell storry
This is a little success story about the benefits of changing
the defaults in config.site when I was building R-1.4.0 for Solaris
(on a Sun Sparc that I'm currently using).
For previous versions of R, I had just used the default config.site and
not given it any thought. Since the Sun machine that I'm using
is not getting any faster, I decided I would give config.site a look
when building
2000 Jun 22
1
'pausing' in R
I have this 'odd' problem; I need to let R pause, for a given time, before
starting next iteration in a loop. I'm using the following to do this
task, but feel a little bit guilty because I'm using as much CPU time as I
can get while pausing:
while(keepGoing) {
t.end <- proc.time()[3] + 5 ## the time this loop should end at
[block of R commands]
while(proc.time()[3]
2002 Sep 18
1
problem with make fullcheck on Sparc Solaris 8
I have been trying out R-1.6.0 tarballs (2002-9-10 and 2002-9-17) on:
arch sparc
os solaris2.8
system sparc, solaris2.8
status beta
major 1
minor 6.0
year 2002
month 09
day 17
language R
As you see form above, R-1.6.0 compiles fine and works. However, when I
"make fullcheck" I get the following error:
running code in 'tools-Ex.R' ... OK
2012 Jul 31
1
about changing order of Choleski factorization and inverse operation of a matrix
Dear All,
My question is simple but I need someone to help me out.
Suppose I have a positive definite matrix A.
The funtion chol() gives matrix L, such that A = L'L.
The inverse of A, say A.inv, is also positive definite and can be
factorized as A.inv = M'M.
Then
A = inverse of (A.inv) = inverse of (M'M) = (inverse of M) %*%
(inverse of M)'
= ((inverse of
2003 Sep 01
1
Gram-Schmidt orthonormal factorization
Hi:
Does R have a function as gsorth is SAS, that perform a the Gram-Schmidt
orthonormal factorization of the m ?n matrix A, where m is greater than or
equal to n? That is, the GSORTH subroutine in SAS computes the
column-orthonormal m ?n matrix P and the upper triangular n ?n matrix T such
that A = P*T.
or any other version of Gram-Schmidt orthonormal factorization?
I search the help, but I
2001 Nov 20
0
Summary: non-negative least squares
Thank you Brian Ripley, Gardar Johannesson, and Marcel Wolbers for your
prompt
and friendly help! I will share any further learnings as I move through
these suggestions. -Bob Abugov
Brian Ripley wrote:
I just use optim() on the sum of squares with non-negativity constraints.
That did not exist in 1999.
Gardar Johannesson wrote:
You can always just use the quadratic programing library in R
2010 Sep 21
1
Prime Factorization
Hi everyone, I have a very quick question:
Is there a ready-made function in R or any R packages to find the prime
factorization of an integer?
--
View this message in context: http://r.789695.n4.nabble.com/Prime-Factorization-tp2548877p2548877.html
Sent from the R help mailing list archive at Nabble.com.
2012 Aug 14
2
Communative Matrix Multiplcation
Friends
I'm not seeing why the following occurs:
> T1 <- (A1 - A2) %*% D
> T2 <- (A1 %*% D) - (A2 %*% D)
> identical(T1, T2)
[1] FALSE
Harold
> dput(A1)
new("dsCMatrix"
, i = c(0L, 1L, 2L, 3L, 0L, 1L, 4L, 2L, 3L, 5L)
, p = c(0L, 1L, 2L, 3L, 4L, 7L, 10L)
, Dim = c(6L, 6L)
, Dimnames = list(NULL, NULL)
, x = c(5, 5, 5, 5, 5, 5, 10, 5, 5, 10)
2003 Aug 24
1
regression constraints (again)
Im trying to do regressions with constraints that the weights
are all >=0 and sum(weights) = 1. I've read the archive and have
set the problem up with solve.QP and just the non-negativity constraints
along the lines of:
y as the data vector
X as the design matrix
D <- t(X) %*% X
d <- t(t(y) %*% X)
A <- diag(ncol(X))
b <- rep(0,ncol(X))
fit <-