Sparse block diagonal matrices are used in the the large parameter matrices that can arise in random-effects coxph and survReg models. This routine creates such a matrix. Methods for these matrices allow them to be manipulated much like an ordinary matrix, but the total memory use can be much smaller.

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`blocksize` |
vector of sizes for the matrices on the diagonal |

`blocks` |
contents of the diagonal blocks, strung out as a vector |

`rmat` |
the dense portion of the matrix, forming a right and lower border |

`dimnames` |
a list of dimension names for the matrix |

Consider the following matrix, which has been divided into 4 parts.

1 2 0 0 0 | 4 5 2 1 0 0 0 | 6 7 0 0 3 1 2 | 8 8 0 0 1 4 3 | 1 1 0 0 2 3 5 | 2 2 ————–+—– 4 6 8 1 2 | 7 6 5 7 8 1 2 | 6 9

The upper left is block diagonal, and can be stored in a compressed form without the zeros. With a large number of blocks, the zeros can actually account for over 99% of a matrix; this commonly happens with the kinship matrix for a large collection of families (one block/family). The arguments to this routine would be block sizes of 2 and 3, along with a 2 by 7 "right hand" matrix. Since the matrix is symmetrical, the bottom slice is not needed.

an object of type bdsmatrix

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