Wrap the logical seq_len(nrow(Asp)) == i with as.numeric() as.numeric(seq_len(nrow(Asp)) == i) and it will work (slowly).
Bill Dunlap Spotfire, TIBCO Software wdunlap tibco.com > -----Original Message----- > From: Camarda, Carlo Giovanni [mailto:cama...@demogr.mpg.de] > Sent: Tuesday, April 23, 2013 2:46 AM > To: William Dunlap; Greg Snow > Cc: r-h...@stat.math.ethz.ch > Subject: RE: [R] extracting the diagonal of an inverse matrix > > Thanks: really nice idea. > Unfortunately the solution you suggest can not be adopted with sparse > matrices: solve > command with logical is not yet implemented. (Or do I have a too-old > R-version?) > > ## loading package > library(Matrix) > ## transform A in sparse matrix > Asp <- Diagonal(9) > pos <- which(A!=0) > Asp[pos] <- A[pos] > ## attempt the solution > sapply(seq_len(nrow(Asp)), function(i)solve(Asp, seq_len(nrow(Asp))==i)[i]) > > ## Error: not-yet-implemented method for solve(<dgCMatrix>, <logical>). > ## ->> Ask the package authors to implement the missing feature. > > > > version > _ > platform i686-pc-linux-gnu > arch i686 > os linux-gnu > system i686, linux-gnu > status > major 2 > minor 14.1 > year 2011 > month 12 > day 22 > svn rev 57956 > language R > version.string R version 2.14.1 (2011-12-22) > > ________________________________________ > From: William Dunlap [wdun...@tibco.com] > Sent: Monday, April 22, 2013 6:25 PM > To: Camarda, Carlo Giovanni; Greg Snow > Cc: r-h...@stat.math.ethz.ch > Subject: RE: [R] extracting the diagonal of an inverse matrix > > You could save the space required to store the inverse of A by repeating > solve(A,column) > for each column of an identity matrix the size of A, and store just the > relevant element > of the result. E.g., > > > diag(solve(A)) > [1] 0.39576620 0.12064108 0.20705171 0.10067892 0.03191425 0.05857497 > 0.10749426 > 0.03868911 0.08550176 > > sapply(seq_len(nrow(A)), function(i)solve(A, seq_len(nrow(A))==i)[i]) > [1] 0.39576620 0.12064108 0.20705171 0.10067892 0.03191425 0.05857497 > 0.10749426 > 0.03868911 0.08550176 > > It may take more time that you would like. > > Bill Dunlap > Spotfire, TIBCO Software > wdunlap tibco.com > > > > -----Original Message----- > > From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On > > Behalf > > Of Camarda, Carlo Giovanni > > Sent: Monday, April 22, 2013 1:51 AM > > To: Greg Snow > > Cc: r-h...@stat.math.ethz.ch > > Subject: Re: [R] extracting the diagonal of an inverse matrix > > > > Dear Greg, > > > > thanks a lot for your prompt reply. I was aware of the link and the > > associated papers. > > In my previous mail I was wondering whether there was already an R-routine > > for coping > > with this issue. > > > > I add below a testable example which reproduces my problem. > > > > Thanks again, > > Giancarlo > > > > ## dimensions (my actual dimensions are much larger and I use sparse > > matrices) > > m <- 3 > > n <- 3 > > ## building A > > ## diagonal part > > d <- 1:(m*n) > > D <- diag(d) > > ## additional ~dense part (:penalty term) > > P1 <- diff(diag(m), diff=2) > > P2 <- diff(diag(n), diff=2) > > P1a <- kronecker(diag(n), t(P1)%*%P1) > > P2a <- kronecker(t(P2)%*%P2, diag(m)) > > P <- 1000 * P1a + 1000 * P2a > > ## final matrix A > > A <- D + P > > ## solving A > > B <- solve(A) > > ## what I just actually need > > diag(B) > > > > > > ________________________________________ > > From: Greg Snow [538...@gmail.com] > > Sent: Saturday, April 20, 2013 12:16 AM > > To: Camarda, Carlo Giovanni > > Cc: r-h...@stat.math.ethz.ch > > Subject: Re: [R] extracting the diagonal of an inverse matrix > > > > This link > > http://math.stackexchange.com/questions/18488/diagonal-of-an-inverse-of- > a- > > sparse-matrix might help. It is about sparse matrices, but the general > > idea should be > able > > to be extended to non-sparse matrices as well. > > > > > > On Fri, Apr 19, 2013 at 8:13 AM, Camarda, Carlo Giovanni > > <cama...@demogr.mpg.de<mailto:cama...@demogr.mpg.de>> wrote: > > Dear R-users, > > > > I would like to know whether there is a way to extract a diagonal of an > > inverse matrix > > without computing the inverse of the matrix itself. The size of my matrices > > are really > > huge and, also using sparse matrix, computing the inverse leads to storage > > problems > and > > low speed. > > > > In other words, given a square matrix A, I aim to know diag(B), where > > B=solve(A), > > without computing solve(A). > > > > Accidentally (I do not know whether it helps), I could write the matrix A > > as follows: > > A <- D + P > > where D is a diagonal matrix. > > > > I read there are methods around, but, before implementing one of them by > > myself, > could > > you please inform whether there is already an R-routine for this issue? > > > > Thanks in advance for the help you could provide, > > Carlo Giovanni Camarda > > ---------- > > This mail has been sent through the MPI for Demographic ...{{dropped:19}} > > > > ______________________________________________ > > 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. > ---------- > This mail has been sent through the MPI for Demographic Research. Should you > receive > a mail that is apparently from a MPI user without this text displayed, then > the address has > most likely been faked. If you are uncertain about the validity of this > message, please > check the mail header or ask your system administrator for assistance. ______________________________________________ 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.
