Nothing
Seq <- function(m, n) {
unlist(mapply(FUN = seq, m, n))
}
#### lower triangle indices
####
#' Which in lower/upper triangle
#'
#' Find where the original positions of components are
#' in a matrix given a logical vector corresponding
#' to the lower or upper triangle stored by columns. Similar
#' to which(.., arr.ind = TRUE)
#'
#' @param cond logical vector of length that of the lower triangle
#' @param diag logical: are the diagonal entries included?
#' @param lower logical: is this the lower triangle? If FALSE it is the upper.
#'
#' @return a two column matrix with the row and column indices as the rows
#' @export
#'
#' @examples
#' set.seed(123)
#' X <- matrix(rnorm(20*2), 20, 2)
#' plot(X, asp = 1, pch = 16, las = 1, xlab = "x", ylab = "y")
#' dX <- dist(X)
#' ij <- which_tri(dX == max(dX))
#' points(X[as.vector(ij), ], col = "red", cex = 2, pch = 1)
#' segments(X[ij[1], 1], X[ij[1], 2],
#' X[ij[2], 1], X[ij[2], 2], col = "red")
#' ij <- which_tri(dX == sort(dX, decreasing = TRUE)[2])
#' points(X[as.vector(ij), ], col = "blue", cex = 2, pch = 1)
#' segments(X[ij[1], 1], X[ij[1], 2],
#' X[ij[2], 1], X[ij[2], 2], col = "blue")
#' polygon(X[chull(X), ], border = "sky blue")
#' rm(X, dX, ij)
which_tri <- function(cond, diag = FALSE, lower = TRUE) {
stopifnot(is.logical(cond), length(cond) > 0)
stopifnot(is.logical(diag), length(diag) == 1)
stopifnot(is.logical(lower), length(lower) == 1)
m <- length(cond)
n <- (sqrt(8*m + 1) + 1)/2 - diag
if(!isTRUE(all.equal(n, as.integer(n))) && (n > 1 - diag)) {
stop("The length of cond is ", m,
" which does not correspond to a lower triangle.")
}
if(lower) {
cbind(row = Seq((2-diag):n, n)[cond],
col = rep(1:(n-1+diag), (n-1+diag):1)[cond])
} else {
cbind(row = Seq(1, 1:(n-1+diag))[cond],
col = rep((2-diag):n, 1:(n-1+diag))[cond])
}
}
eps <- .Machine$double.eps^0.75
rot <- function(x) {
if(max(abs(x)) < eps) return(diag(2))
if(abs(x[1]) > abs(x[2])) {
t <- x[2]/x[1]
a <- 1/sqrt(1 + t^2)
b <- t*a
} else {
t <- x[1]/x[2]
b <- 1/sqrt(1 + t^2)
a <- t*b
}
rbind(c( a, b),
c(-b, a))
}
#' Givens orthogonalisation
#'
#' Orthogonalization using Givens' method.
#'
#' @param X a numeric matrix with ncol(X) <= nrow(X)
#' @param nullspace logical: do you want an orthogonal basis for the null space?
#'
#' @return A list with components Q, R, as normally defined, and if nullspace is TRUE
#' a further component N giving the basis for the requested null space of X
#' @export
#'
#' @examples
#' set.seed(1234)
#' X <- matrix(rnorm(7*6), 7)
#' givens_orth(X, nullspace = TRUE)
givens_orth <- function(X, nullspace = FALSE) {
p <- ncol(X)
n <- nrow(X)
stopifnot(p <= n)
A <- cbind(X, diag(n))
j_to_P <- 1:ncol(A)
for(j in 1:p) {
i <- c(n-1, n)
while(i[2] > j) {
A[i, j_to_P] <- rot(A[i, j]) %*% A[i, j_to_P]
A[i[2], j] <- 0
i <- i - 1
}
j_to_P <- j_to_P[-1]
}
if(any(neg <- diag(A) < 0)) {
A[neg, ] <- -A[neg, ]
}
out <- list(Q = t(A[1:p, -(1:p), drop = FALSE]),
R = A[1:p, 1:p, drop = FALSE])
if(any(nullspace)) {
if(p < n) {
out$N <- t(A[-(1:p), -(1:p), drop = FALSE])
} else {
out$N <- matrix(0, n, 0)
}
}
out
}
#' Gram-Schmidt orthogonalization
#'
#' Either classical or modified algorithms.
#' The modified algorithm is the more accurate.
#'
#' @param X a numerical matrix with ncol(X) <= nrow(X)
#'
#' @return A list with two components, Q, R, as usually defined.
#' @export
#'
#' @examples
#' set.seed(1234)
#' X <- matrix(rnorm(10*7), 10)
#' gs_orth_modified(X)
#' all.equal(gs_orth(X), gs_orth_modified(X))
#' all.equal(gs_orth_modified(X), givens_orth(X))
gs_orth_modified <- function(X) {
n <- ncol(X)
stopifnot(nrow(X) >= n)
R <- matrix(0, n, n)
for(j in 1:n) {
v <- X[, j] <- X[,j]/(R[j,j] <- sqrt(sum(X[,j]^2)))
if (j < n)
for(i in (j+1):n) {
X[, i] <- X[, i] - (R[j,i] <- sum(X[,i] * v)) * v
}
}
list(Q = X, R = R)
}
#' @rdname gs_orth_modified
#' @export
gs_orth <- function(X) {
n <- ncol(X)
stopifnot(nrow(X) >= n)
Q <- X
R <- matrix(0, n, n)
for(j in 1:n) {
v <- X[, j]
for(i in seq_len(j-1)) {
v <- v - (R[i, j] <- sum(Q[, i]*X[, j]))*Q[, i]
}
Q[, j] <- v/(R[j,j] <- sqrt(sum(v^2)))
}
list(Q = Q, R = R)
}
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