Matrix (version 1.7-1)

fastMisc: “Low Level” Coercions and Methods

Description

“Semi-API” functions used internally by Matrix, often to bypass S4 dispatch and avoid the associated overhead. These are exported to provide this capability to expert users. Typical users should continue to rely on S4 generic functions to dispatch suitable methods, by calling, e.g., as(., <class>) for coercions.

Usage

.M2kind(from, kind = ".", sparse = NA)
.M2gen(from, kind = ".")
.M2sym(from, ...)
.M2tri(from, ...)
.M2diag(from)
.M2v(from)
.M2m(from)
.M2unpacked(from)
.M2packed(from)
.M2C(from)
.M2R(from)
.M2T(from)
.M2V(from)
.m2V(from, kind = ".")
.sparse2dense(from, packed = FALSE)
.diag2dense(from, kind = ".", shape = "t", packed = FALSE, uplo = "U")
.ind2dense(from, kind = "n")
.m2dense(from, class = ".ge", uplo = "U", diag = "N", trans = FALSE)
.dense2sparse(from, repr = "C")
.diag2sparse(from, kind = ".", shape = "t", repr = "C", uplo = "U")
.ind2sparse(from, kind = "n", repr = ".")
.m2sparse(from, class = ".gC", uplo = "U", diag = "N", trans = FALSE)
.tCRT(x, lazy = TRUE)
.diag.dsC(x, Chx = Cholesky(x, LDL = TRUE), res.kind = "diag")
.solve.dgC.lu  (a, b, tol = .Machine$double.eps, check = TRUE)
.solve.dgC.qr  (a, b, order = 3L, check = TRUE)
.solve.dgC.chol(a, b, check = TRUE)
.updateCHMfactor(object, parent, mult = 0)

Arguments

from, x, a, b

a Matrix, matrix, or vector.

kind

a string (".", ",", "n", "l", or "d") specifying the “kind” of the result. "." indicates that the kind of from should be preserved. "," is equivalent to "z" if from is complex and to "d" otherwise. "n" indicates that the result should inherit from nMatrix or nsparseVector (and so on).

shape

a string (".", "g", "s", or "t") specifying the “shape” of the result. "." indicates that the shape of from should be preserved. "g" indicates that the result should inherit from generalMatrix (and so on).

repr

a string (".", "C", "R", or "T") specifying the sparse representation of the result. "." is accepted only by .ind2sparse and indicates the most efficient representation, which is "C" ("R") for margin = 2 (1). "C" indicates that the result should inherit from CsparseMatrix (and so on).

packed

a logical indicating if the result should inherit from packedMatrix rather than from unpackedMatrix. It is ignored for from inheriting from generalMatrix.

sparse

a logical indicating if the result should inherit from sparseMatrix rather than from denseMatrix. If NA, then the result will be formally sparse if and only if from is.

uplo

a string ("U" or "L") indicating whether the result (if symmetric or triangular) should store the upper or lower triangle of from. The elements of from in the opposite triangle are ignored.

diag

a string ("N" or "U") indicating whether the result (if triangular) should be formally nonunit or unit triangular. In the unit triangular case, the diagonal elements of from are ignored.

trans

a logical indicating if the result should be a 1-row matrix rather than a 1-column matrix where from is a vector but not a matrix.

class

a string whose first three characters specify the class of the result. It should match the pattern "^[.nld](ge|sy|tr|sp|tp)" for .m2dense and "^[.nld][gst][CRT]" for .m2sparse, where "." in the first position is equivalent to "l" for logical arguments and "d" for numeric arguments.

...

optional arguments passed to isSymmetric or isTriangular.

lazy

a logical indicating if the transpose should be constructed with minimal allocation, but possibly without preserving representation.

Chx

optionally, the Cholesky(x, ...) factorization of x. If supplied, then x is unused.

res.kind

a string in c("trace", "sumLog", "prod", "min", "max", "range", "diag", "diagBack").

tol

see lu-methods.

order

see qr-methods.

check

a logical indicating if the first argument should be tested for inheritance from dgCMatrix and coerced if necessary. Set to FALSE for speed only if it is known to already inherit from dgCMatrix.

object

a Cholesky factorization inheriting from virtual class CHMfactor, almost always the result of a call to generic function Cholesky.

parent

an object of class dsCMatrix or class dgCMatrix.

mult

a numeric vector of postive length. Only the first element is used, and that must be finite.

Details

Functions with names of the form .<A>2<B> implement coercions from virtual class A to the “nearest” non-virtual subclass of virtual class B, where the virtual classes are abbreviated as follows:

M

Matrix

V

sparseVector

m

matrix

v

vector

dense

denseMatrix

unpacked

unpackedMatrix

packed

packedMatrix

sparse

CsparseMatrix, RsparseMatrix, or TsparseMatrix

C

CsparseMatrix

R

RsparseMatrix

T

TsparseMatrix

gen

generalMatrix

sym

symmetricMatrix

tri

triangularMatrix

diag

diagonalMatrix

ind

indMatrix

Abbreviations should be seen as a guide, rather than as an exact description of behaviour. Notably, .m2dense, .m2sparse, and .m2V accept vectors that are not matrices.

.tCRT(x)

If lazy = TRUE, then .tCRT constructs the transpose of x using the most efficient representation, which for CRT is RCT. If lazy = FALSE, then .tCRT preserves the representation of x, behaving as the corresponding methods for generic function t.

.diag.dsC(x)

.diag.dsC computes (or uses if Chx is supplied) the Cholesky factorization of x as \(L D L'\) in order to calculate one of several possible statistics from the diagonal entries of \(D\). See res.kind under ‘Arguments’.

.solve.dgC.*(a, b)

.solve.dgC.lu(a, b) needs a square matrix a. .solve.dgC.qr(a, b) needs a “long” matrix a, with nrow(a) >= ncol(a). .solve.dgC.chol(a, b) needs a “wide” matrix a, with nrow(a) <= ncol(a).

All three may be used to solve sparse linear systems directly. Only .solve.dgC.qr and .solve.dgC.chol be used to solve sparse least squares problems.

.updateCHMfactor(object, parent, mult)

.updateCHMfactor updates object with the result of Cholesky factorizing F(parent) + mult[1] * diag(nrow(parent)), i.e., F(parent) plus mult[1] times the identity matrix, where F = identity if parent is a dsCMatrix and F = tcrossprod if parent is a dgCMatrix. The nonzero pattern of F(parent) must match that of S if object = Cholesky(S, ...).

Examples

 
library(utils, pos = "package:base", verbose = FALSE)

D. <- diag(x = c(1, 1, 2, 3, 5, 8))
D.0 <- Diagonal(x = c(0, 0, 0, 3, 5, 8))
S. <- toeplitz(as.double(1:6))
C. <- new("dgCMatrix", Dim = c(3L, 4L),
          p = c(0L, 1L, 1L, 1L, 3L), i = c(1L, 0L, 2L), x = c(-8, 2, 3))

stopifnot(exprs = {
    identical(.M2tri (D.), as(D., "triangularMatrix"))
    identical(.M2sym (D.), as(D.,  "symmetricMatrix"))
    identical(.M2diag(D.), as(D.,   "diagonalMatrix"))
    identical(.M2kind(C., "l"),
              as(C., "lMatrix"))
    identical(.M2kind(.sparse2dense(C.), "l"),
              as(as(C., "denseMatrix"), "lMatrix"))
    identical(.diag2sparse(D.0, ".", "t", "C"),
              .dense2sparse(.diag2dense(D.0, ".", "t", TRUE), "C"))
    identical(.M2gen(.diag2dense(D.0, ".", "s", FALSE)),
              .sparse2dense(.M2gen(.diag2sparse(D.0, ".", "s", "T"))))
    identical(S.,
              .M2m(.m2sparse(S., ".sR")))
    identical(S. * lower.tri(S.) + diag(1, 6L),
              .M2m(.m2dense (S., ".tr", "L", "U")))
    identical(.M2R(C.), .M2R(.M2T(C.)))
    identical(.tCRT(C.), .M2R(t(C.)))
})

A <- tcrossprod(C.)/6 + Diagonal(3, 1/3); A[1,2] <- 3; A
stopifnot(exprs = {
    is.numeric( x. <- c(2.2, 0, -1.2) )
    all.equal(x., .solve.dgC.lu(A, c(1,0,0), check=FALSE))
    all.equal(x., .solve.dgC.qr(A, c(1,0,0), check=FALSE))
})

## Solving sparse least squares:

X <- rbind(A, Diagonal(3)) # design matrix X (for L.S.)
Xt <- t(X)                 # *transposed*  X (for L.S.)
(y <- drop(crossprod(Xt, 1:3)) + c(-1,1)/1000) # small rand.err.
str(solveCh <- .solve.dgC.chol(Xt, y, check=FALSE)) # Xt *is* dgC..
stopifnot(exprs = {
    all.equal(solveCh$coef, 1:3, tol = 1e-3)# rel.err ~ 1e-4
    all.equal(solveCh$coef, drop(solve(tcrossprod(Xt), Xt %*% y)))
    all.equal(solveCh$coef, .solve.dgC.qr(X, y, check=FALSE))
})