Hi All, I have a specific structure matrix, which is a AR(1) matrix plus a diagonal matrix, i.e., Mat = sigma^2 * M(rho) + tau^2 * I, where M(rho)_ij = rho^abs(i-j).
How can I calculate det(Mat) and solve(Mat) efficiently? I'm using the det() and solve() functions now, but since I'm calculating in nested loops for tons of iterations, my Mat matrix is a 24*24 matrix, and later I'll need to make the size larger, the calculation spends too much time. I tried to calculate the determinant by hand, but the result is another series, and it'll be another nested loop in the code. I wonder if there's any way to improve the efficiency of this calculation of the specific structure matrix. Thank you very much. Abby -- View this message in context: http://r.789695.n4.nabble.com/How-to-calculate-determinant-and-inverse-matrix-of-a-specific-structure-tp3882716p3882716.html Sent from the R help mailing list archive at Nabble.com. [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
