Re: [R] extracting the diagonal of an inverse matrix

2013-04-23 Thread William Dunlap
: 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

Re: [R] extracting the diagonal of an inverse matrix

2013-04-23 Thread Camarda, Carlo Giovanni
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 t

Re: [R] extracting the diagonal of an inverse matrix

2013-04-22 Thread William Dunlap
dunlap 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

Re: [R] extracting the diagonal of an inverse matrix

2013-04-22 Thread Camarda, Carlo Giovanni
: 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 e

Re: [R] extracting the diagonal of an inverse matrix

2013-04-19 Thread Greg Snow
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.

[R] extracting the diagonal of an inverse matrix

2013-04-19 Thread Camarda, Carlo Giovanni
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 othe