On Fri, 20 Feb 2009, David Winsemius wrote:

If you can tolerate the subdiagonal and superdiagonal zero elements being populated, then perhaps this is useful. If there is a subset function as you suggest, then perhaps further reduction would be feasible from this as a starting point. At least it would reduce the size from 10^5 x 10^5 to 10^5 x 3:

library(Matrix)
xxx <- data.frame(x1 =1:5, y1=c(0,6,0,7,0) )
M= Matrix(0,5,5)
M[row(M) == col(M)] <- xxx$x1
M[row(M)-1 == col(M)] <- xxx$y1[1:(length(xxx$y1)-1)]
M[row(M) == col(M)-1] <- xxx$y1[1:(length(xxx$y1)-1)]

That provides the right structure, but row(M) and col(M) are dense matrices 
with 10^10 elements, so it still uses too much memory.

      -thomas

Thomas Lumley                   Assoc. Professor, Biostatistics
tlum...@u.washington.edu        University of Washington, Seattle

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