tr: Calculate trace of various matrix products

In gRc: Inference in Graphical Gaussian Models with Edge and Vertex Symmetries

Description

Calculate trace of various matrix products.

Usage

trA(A)
trAW(A,W)
trAWB(A,W,B)
trAWBW(A,W,B)
trAWBV(A,W,B,V)

Arguments

A,B	Square matrices represented as matrices or lists (see examples below).
W,V	Square matrices

Value

A number

Author(s)

S<f8>ren H<f8>jsgaard, [e-mail]

Examples

d <- 5
W <- matrix(rnorm(d*d),nr=d,nc=d); 
V <- W <- W+t(W)

## Turn list into matrix
##
tomat <- function(x){
  ans <- do.call("rbind", x)
  storage.mode(ans)<-"double"
  return(ans)
}

A1 <- tomat(list(c(1,2),c(1,3)))
A2 <- tomat(list(1,3,5))


## Just for checking the calculations
##
symMat <- function(A,d){
  ans <- matrix(0,nr=d,nc=d)
  for (i in 1:length(A)){
    e <- A[[i]]
    if (length(e)==1){
      ans[e,e] <- 1
    } else { 
      ans[e[1],e[2]] <-   ans[e[2],e[1]] <- 1 
    }
  }

  return(ans)
}

trAW(A1, W)
#sum(diag(symMat(A1,d=d) %*% W))

trAW(A2, W)
#sum(diag(symMat(A2,d=d) %*% W))

trAWB(A1, W, A2)
#sum(diag(symMat(A1,d=d) %*% W %*% symMat(A2,d=d)))

trAWBV(A1, W, A2, V)
#sum(diag(symMat(A1,d=d) %*% W %*% symMat(A2,d=d) %*% V))

gRc documentation built on May 2, 2019, 5:22 p.m.