add_diag: Add to the diagonal of a square matrix.
In DominikMueller64/dmisc: Dominik Mueller's R Code

Description Usage Arguments Details Value Author(s) Examples

Adds a constant or a vector to the diagonal of a numeric square matrix.

1	add_diag(x, epsilon = sqrt(.Machine$double.eps), check = TRUE)

`x`	A square matrix, either of type double or integer.
`epsilon`	Values to be added to the main diagonal of `x`, either a single numeric value or a numeric vector. Its type must match the type of `x`.
`check`	Should checks of the input be performed? Not doing so is faster.

This function modifies the matrix x in place for getting maximum speed by avoiding making copies.

Noting, the matrix is modified in place.

Dominik Mueller

d <- diag(5L)
add_diag(d, 1)
diag(d)

# Speed comparison:
d <- diag(1000L)
epsilon <- 1e-6
microbenchmark::microbenchmark(times = 100L,
add_diag(d, epsilon),
add_diag(d, epsilon, check = FALSE),
diag(d) <- diag(d) + epsilon # canonical approach
)