library(Matrix) ### Matrix Products including cross products source(system.file("test-tools.R", package = "Matrix")) m5 <- 1 + as(diag(-1:4)[-5,], "dgeMatrix") ## named dimnames: dimnames(m5) <- list(Rows= LETTERS[1:5], paste("C", 1:6, sep="")) m. <- as(m5, "matrix") stopifnot(dim(m5) == 5:6, class(cm5 <- crossprod(m5)) == "dpoMatrix") assert.EQ.mat((c.m5 <- t(m5) %*% m5), as(cm5, "matrix")) ## crossprod() with numeric vector RHS and LHS ## not sensical for tcrossprod() because of 'vec' --> cbind(vec) promotion: assert.EQ.mat( crossprod(rep(1,5), m5), rbind( colSums(m5))) assert.EQ.mat( crossprod(rep(1,5), m.), rbind( colSums(m5))) assert.EQ.mat( crossprod(m5, rep(1,5)), cbind( colSums(m5))) assert.EQ.mat( crossprod(m., rep(1,5)), cbind( colSums(m5))) ## classes differ tc.m5 <- m5 %*% t(m5) # "dge*", no dimnames (FIXME) (tcm5 <- tcrossprod(m5)) # "dpo*" w/ dimnames assert.EQ.mat(tc.m5, mm5 <- as(tcm5, "matrix")) ## tcrossprod(x,y) : assert.EQ.mat(tcrossprod(m5, m5), mm5) assert.EQ.mat(tcrossprod(m5, m.), mm5) assert.EQ.mat(tcrossprod(m., m5), mm5) ## simple cases with 'scalars' treated as 1x1 matrices: d <- Matrix(1:5) d %*% 2 10 %*% t(d) assertError(3 %*% d) # must give an error , similar to assertError(5 %*% as.matrix(d)) # -> error ## right and left "numeric" and "matrix" multiplication: (p1 <- m5 %*% c(10, 2:6)) (p2 <- c(10, 2:5) %*% m5) (pd1 <- m5 %*% diag(1:6)) (pd. <- m5 %*% Diagonal(x = 1:6)) (pd2 <- diag (10:6) %*% m5) (pd..<- Diagonal(x = 10:6) %*% m5) stopifnot(dim(crossprod(t(m5))) == c(5,5), c(class(p1),class(p2),class(pd1),class(pd2), class(pd.),class(pd..)) == "dgeMatrix") assert.EQ.mat(p1, cbind(c(20,30,33,38,54))) assert.EQ.mat(pd1, m. %*% diag(1:6)) assert.EQ.mat(pd2, diag(10:6) %*% m.) assert.EQ.mat(pd., as(pd1,"matrix")) assert.EQ.mat(pd..,as(pd2,"matrix")) ## check that 'solve' and '%*%' are inverses set.seed(1) A <- Matrix(rnorm(25), nc = 5) y <- rnorm(5) all.equal((A %*% solve(A, y))@x, y) Atr <- new("dtrMatrix", Dim = A@Dim, x = A@x, uplo = "U") all.equal((Atr %*% solve(Atr, y))@x, y) ## sparse matrix products data(KNex); mm <- KNex$mm M <- mm[1:500, 1:200] MT <- as(M, "TsparseMatrix") cpr <- t(mm) %*% mm cpr. <- crossprod(mm) cpr.. <- crossprod(mm, mm) stopifnot(is(cpr., "symmetricMatrix"), identical3(cpr, as(cpr., class(cpr)), cpr..)) ## with dimnames: m <- Matrix(c(0, 0, 2:0), 3, 5) dimnames(m) <- list(LETTERS[1:3], letters[1:5]) m p1 <- t(m) %*% m (p1. <- crossprod(m)) t1 <- m %*% t(m) (t1. <- tcrossprod(m)) stopifnot(isSymmetric(p1.), isSymmetric(t1.), identical(p1, as(p1., class(p1))), identical(t1, as(t1., class(t1))), identical(dimnames(p1), dimnames(p1.)), identical(dimnames(p1), list(colnames(m), colnames(m))), identical(dimnames(t1), dimnames(t1.)) ) showMethods("%*%", class=class(M)) v1 <- rep(1, ncol(M)) str(r <- M %*% Matrix(v1)) str(rT <- MT %*% Matrix(v1)) stopifnot(identical(r, rT)) str(r. <- M %*% as.matrix(v1)) stopifnot(identical4(r, r., rT, M %*% as(v1, "matrix"))) v2 <- rep(1,nrow(M)) r2 <- t(Matrix(v2)) %*% M r2T <- v2 %*% MT str(r2. <- v2 %*% M) stopifnot(identical3(r2, r2., t(as(v2, "matrix")) %*% M)) ## Sparse Cov.matrices from Harri Kiiveri @ CSIRO a <- matrix(0,5,5) a[1,2] <- a[2,3] <- a[3,4] <- a[4,5] <- 1 a <- a + t(a) + 2*diag(5) b <- as(a, "dsCMatrix") ## ok, but we recommend to use Matrix() ``almost always'' : (b. <- Matrix(a, sparse = TRUE)) stopifnot(identical(b, b.)) ## calculate conditional variance matrix ( vars 3 4 5 given 1 2 ) (B2 <- b[1:2, 1:2]) bb <- b[1:2, 3:5] stopifnot(is(B2, "dsCMatrix"), # symmetric indexing keeps symmetry identical(as.mat(bb), rbind(0, c(1,0,0))), ## TODO: use fully-sparse cholmod_spsolve() based solution : is(z.s <- solve(B2, bb), "sparseMatrix")) assert.EQ.mat(B2 %*% z.s, as(bb, "matrix")) ## -> dense RHS and dense result z. <- solve(as(B2, "dgCMatrix"), bb) z <- solve( B2, as(bb,"dgeMatrix")) stopifnot(identical(z, z.)) ## finish calculating conditional variance matrix v <- b[3:5,3:5] - crossprod(bb,z) stopifnot(all.equal(as.mat(v), matrix(c(4/3, 1:0, 1,2,1, 0:2), 3), tol = 1e-14)) ###--- "logical" Matrices : --------------------- ## Robert's Example, a bit more readable fromTo <- rbind(c(2,10), c(3, 9)) N <- 10 nrFT <- nrow(fromTo) rowi <- rep.int(1:nrFT, fromTo[,2]-fromTo[,1] + 1) - 1:1 coli <- unlist(lapply(1:nrFT, function(x) fromTo[x,1]:fromTo[x,2])) - 1:1 ## "n" --- nonzero pattern Matrices sM <- new("ngTMatrix", i = rowi, j=coli, Dim=as.integer(c(N,N))) sM # nice sm <- as(sM, "matrix") sM %*% sM assert.EQ.mat(sM %*% sM, sm %*% sm) assert.EQ.mat(t(sM) %*% sM, (t(sm) %*% sm) > 0, tol=0) crossprod(sM) tcrossprod(sM) stopifnot(identical(as( crossprod(sM), "ngCMatrix"), t(sM) %*% sM), identical(as(tcrossprod(sM), "ngCMatrix"), sM %*% t(sM))) assert.EQ.mat( crossprod(sM), crossprod(sm) > 0) assert.EQ.mat(tcrossprod(sM), as(tcrossprod(sm),"matrix") > 0) ## "l" --- logical Matrices -- use usual 0/1 arithmetic nsM <- sM sM <- as(sM, "lMatrix") sm <- as(sM, "matrix") stopifnot(identical(sm, as.matrix(nsM))) sM %*% sM assert.EQ.mat(sM %*% sM, sm %*% sm) assert.EQ.mat(t(sM) %*% sM, t(sm) %*% sm, tol=0) crossprod(sM) tcrossprod(sM) stopifnot(identical( crossprod(sM), as(t(sM) %*% sM, "dsCMatrix")), identical(tcrossprod(sM), as(sM %*% t(sM), "dsCMatrix"))) assert.EQ.mat( crossprod(sM), crossprod(sm)) assert.EQ.mat(tcrossprod(sM), as(tcrossprod(sm),"matrix")) ## A sparse example - with *integer* matrix: M <- Matrix(cbind(c(1,0,-2,0,0,0,0,0,2.2,0), c(2,0,0,1,0), 0, 0, c(0,0,8,0,0),0)) t(M) (-4:5) %*% M stopifnot(as.vector(print(t(M %*% 1:6))) == c(as(M,"matrix") %*% 1:6)) (M.M <- crossprod(M)) MM. <- tcrossprod(M) stopifnot(class(MM.) == "dsCMatrix", class(M.M) == "dsCMatrix") ## even simpler m <- matrix(0, 4,7); m[c(1, 3, 6, 9, 11, 22, 27)] <- 1 (mm <- Matrix(m)) (cm <- Matrix(crossprod(m))) stopifnot(identical(crossprod(mm), cm)) (tm1 <- Matrix(tcrossprod(m))) #-> had bug in 'Matrix()' ! (tm2 <- tcrossprod(mm)) Im2 <- solve(tm2[-4,-4]) stopifnot(class(tm1) == class(tm2), class(tm1) == "dsCMatrix",# but they differ by "uplo" identical(Im2 %*% tm2[1:3,], Matrix(cbind(diag(3),0),sparse=FALSE)) ) cat('Time elapsed: ', proc.time(),'\n') # for ``statistical reasons''