Nothing
# /usr/bin/r
#
# Copyright 2015-2015 Steven E. Pav. All Rights Reserved.
# Author: Steven E. Pav
#
# This file is part of madness.
#
# madness is free software: you can redistribute it and/or modify
# it under the terms of the GNU Lesser General Public License as published by
# the Free Software Foundation, either version 3 of the License, or
# (at your option) any later version.
#
# madness is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU Lesser General Public License for more details.
#
# You should have received a copy of the GNU Lesser General Public License
# along with madness. If not, see <http://www.gnu.org/licenses/>.
#
# Created: 2015.11.23
# Copyright: Steven E. Pav, 2015
# Author: Steven E. Pav <shabbychef@gmail.com>
# Comments: Steven E. Pav
#' @include AllClass.r
#' @include utils.r
NULL
#' @title Matrix-wise Multivariate Operations
#'
#' @description
#'
#' Element-wise multivariate operations.
#'
#' @details
#'
#' These operations are operations on matrices: compute the symmetric square root
#' or the Cholesky factor. In the future, the matrix exponent and logarithm may
#' be implemented?
#'
#' @include AllClass.r
#' @inheritParams expm::sqrtm
#' @param x \code{madness} object.
#' @param ... further arguments passed to or from other methods.
#' @name matwise
#' @template etc
NULL
## MM: do _NOT_ setGeneric() on existing functions! (==> conflict other pkg methods!)
#setGeneric('sqrtm', signature="x", function(x) standardGeneric('sqrtm'))
# 2FIX: add logm, expm
#' @name matwise
#' @aliases sqrtm sqrtm,madness-method
#' @importFrom expm sqrtm
#' @exportMethod sqrtm
#' @rdname matwise
setMethod("sqrtm", signature(x="madness"),
function(x) {
xtag <- x@xtag
val <- sqrtm(x@val)
scalby <- (t(val) %x% diag(dim(val)[2])) + (diag(dim(val)[2]) %x% val)
dvdx <- solve(scalby,x@dvdx)
vtag <- paste0('sqrtm(',x@vtag,')')
varx <- x@varx
new("madness", val=val, dvdx=dvdx, vtag=vtag, xtag=xtag, varx=varx)
})
#' @rdname matwise
#' @export
#' @method chol madness
#' @aliases chol
chol.madness <- function(x,...) {
xtag <- x@xtag
val <- chol(x@val)
scalby <- t(val) %x% diag(dim(val)[2])
scalby <- scalby + .do_commutator(t(val),scalby)
Lm <- matrixcalc::L.matrix(dim(val)[2])
scalby <- Lm %*% (scalby %*% t(Lm))
dvdx <- .do_commutator(val,t(Lm) %*% solve(scalby,Lm %*% x@dvdx))
vtag <- paste0('chol(',x@vtag,')')
varx <- x@varx
new("madness", val=val, dvdx=dvdx, vtag=vtag, xtag=xtag, varx=varx)
}
#for vim modeline: (do not edit)
# vim:fdm=marker:fmr=FOLDUP,UNFOLD:cms=#%s:syn=r:ft=r
Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.