matrix.block_diag: Creates a block-diagonal matrix.

In adelie: Group Lasso and Elastic Net Solver for Generalized Linear Models

Creates a block-diagonal matrix.

Description

Creates a block-diagonal matrix.

Usage

matrix.block_diag(mats, method = c("naive", "cov"), n_threads = 1)

Arguments

mats	List of matrices.
method	Method type, with default method="naive".
n_threads	Number of threads.

Value

Block-diagonal matrix.

Author(s)

Trevor Hastie and James Yang
Maintainer: Trevor Hastie [e-mail]

Examples

n <- 100
ps <- c(10, 20, 30)
mats <- lapply(ps, function(p) {
    X <- matrix(rnorm(n * p), n, p)
    matrix.dense(t(X) %*% X, method="cov")
})
out <- matrix.block_diag(mats, method="cov")
mats <- lapply(ps, function(p) {
    X <- matrix(rnorm(n * p), n, p)
    matrix.dense(X, method="naive")
})
out <- matrix.block_diag(mats, method="naive")

adelie documentation built on April 3, 2025, 8:58 p.m.