Convert Matrix from Compact Vector to Standard Form

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Description

compactToMat transforms a matrix from compact, vector form to a standard matrix. Only symmetric matrices can be stored in this form, since a compact matrix is stored as a vector with elements representing the upper triangle of the matrix. This function assumes the vector does not contain diagonal elements of the matrix.

An example of a matrix stored in compact form is any matrix generated from the rdist function with compact=TRUE.

Usage

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compactToMat(compactMat, diagVal=0, lower.tri=FALSE, upper.tri=TRUE)

Arguments

compactMat

A symmetric matrix stored as a vector containing elements for the lower-triangular portion of the true matrix (and none of the diagonal elements), as returned by rdist with compact=TRUE.

diagVal

A number to put in the diagonal entries of the output matrix.

lower.tri

Whether or not to fill in the upper triangle of the output matrix

upper.tri

Whether or not to fill in the lower triangle of the output matrix

Value

The standard form matrix represented by the input compact matrix

Author(s)

John Paige

See Also

rdist, link{dist}

Examples

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################
#Calculate distance matrix from compact form:
################

#make a distance matrix
distOut = rdist(1:5, compact=TRUE)
print(distOut)

#note that distOut is in compact form:
print(c(distOut))

#convert to standard matrix form:
distMat = compactToMat(distOut)

################
#fast computation of covariance matrix:
################

#generate 5 random points on [0,1]x[0,1] square
x = matrix(runif(10), nrow=5)

#get compact distance matrix
distOut = rdist(x, compact=TRUE)

#evaluate Exponential covariance with range=1.  Note that
#Covariance function is only evaluated over upper triangle
#so time is saved.
diagVal = Exponential(0, range=1)
compactCovMat = Exponential(distOut, range=1)
upperCovMat = compactToMat(compactCovMat, diagVal)
lowerCovMat = compactToMat(compactCovMat, diagVal, lower.tri=TRUE, upper.tri=FALSE)
fullCovMat = compactToMat(compactCovMat, diagVal, lower.tri=TRUE, upper.tri=TRUE)
compactCovMat
lowerCovMat
upperCovMat
fullCovMat

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