R/Mat.x.DvecA.k.P_stp1.R

In thiyangt/fformpp: Feature-based FORecast Model Performance Prediction

##' Perform a dense matrix multiplying by Dev[vec[A %*% P_i]]/Dev[vecX_i'] %*% (I_q_i^2 +
##' K_qi,qi)
##'
##' @param Mat "Matrix"
##' @param A "Matrix" Spares
##' @return "Matrix"
##' @references Notes
##' @author Feng Li, Department of Statistics, Stockholm University, Sweden.
##' @note First version: Thu Jan 27 17:41:38 CET 2011;
##'       Current:       Thu Jan 27 17:41:45 CET 2011.
##' @export
Mat.x.DvecA.k.P_stp1 <- function(Mat, A, p, q, q_i)
{
  dim.Mat <- dim(Mat)

  ## idx4Mat <- matrix(seq(1:(p^2*q_i^2)), p^2*q_i, q_i, byrow = TRUE) # The auxiliary index,
  ##                                       # see Li's notes.

  ## stop("FIXME: Error at Mat.x.DvecA.k.P_step1")
  ## idx4Mat2 <- as.vector(foldMat(idx4Mat, nfolds = p, byrow = TRUE)) # fold the index matrix to get
  ##                                       # the new index,  see Li's notes


  idx4Mat <- matrix(array(1:(p^2*q_i^2), c(q_i, p, p*q_i))[, , as.vector(matrix(1:(p*q_i), p, q_i,
                    byrow = TRUE))], , q_i, byrow = TRUE)
  idx4Mat2 <- foldMat(idx4Mat, nfolds = q_i, byrow = TRUE)

  Mat2 <- array(Mat[, as.vector(idx4Mat2)], c(dim.Mat[1], p^2, q_i^2)) # Reorder and convert to an array
  A2 <- matrix(A) # Convert A to a vector

  out1.0 <- apply(X = Mat2, FUN = "%*%", MARGIN = 3, A2) # The first part
  out1 <- matrix(out1.0, dim.Mat[1]) # dimension might be dropped

  out2 <- K.X(q_i, q_i, out1, t = TRUE) ## TODO: Can K.X be a little faster?

  out <- out1 + out2
  return(out)
}
##----------------------------------------------------------------------------------------
## TESTS: PASSED
##----------------------------------------------------------------------------------------
## p <- 2
## q <- 100
## q_i <- 20
## Mat <- matrix(rnorm(p*q*p^2*q_i^2), p*q, p^2*q_i^2)
## A <- matrix(1:p^2, p)
## system.time(Mat.x.DvecA.k.P_stp1(Mat, A, p, q, q_i))