From: David Winsemius <dwinsemius_at_comcast.net>

Date: Wed, 27 Apr 2011 09:49:08 -0400

R-help_at_r-project.org mailing list

https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. Received on Wed 27 Apr 2011 - 13:52:49 GMT

Date: Wed, 27 Apr 2011 09:49:08 -0400

On Apr 27, 2011, at 7:25 AM, Hans W Borchers wrote:

> Jeroen Ooms <jeroenooms <at> gmail.com> writes:

*>
**>>
**>> Is there an easy way to turn a vector of length n into an n by n
**>> matrix, in
**>> which the diagonal equals the vector, the first off diagonal equals
**>> the
**>> first order differences, the second... etc. I.e. to do this more
**>> efficiently:
**>>
**>> diffmatrix <- function(x){
**>> n <- length(x);
**>> M <- diag(x);
**>> for(i in 1:(n-1)){
**>> differences <- diff(x, dif=i);
**>> for(j in 1:length(differences)){
**>> M[j,i+j] <- differences[j]
**>> }
**>> }
**>> M[lower.tri(M)] <- t(M)[lower.tri(M)];
**>> return(M);
**>> }
**>>
**>> x <- c(1,2,3,5,7,11,13,17,19);
**>> diffmatrix(x);
**>>
**>
**> I do not know whether you will call the appended version more elegant,
**> but at least it is much faster -- up to ten times for length(x) =
**> 1000,
**> i.e. less than 2 secs for generating and filling a 1000-by-1000
**> matrix.
**> I also considered col(), row() indexing:
**>
**> M[col(M) == row(M) + k] <- x
**>
**> Surprisingly (for me), this makes it even slower than your version
**> with
**> a double 'for' loop.
*

Every call to row() or col() creates a matrix of the same size as M. It might speed up if you created them outside the loop.

*>
*

> -- Hans Werner

*>
**> # ----
**> diffmatrix <- function(x){
**> n <- length(x)
**> if (n == 1) return(x)
**>
**> M <- diag(x)
**> for(i in 1:(n-1)){
**> x <- diff(x) # use 'diff' in a loop
**> for(j in 1:(n-i)){ # length is known
**> M[j, i+j] <- x[j] # and reuse x
**> }
**> }
**> M[lower.tri(M)] <- t(M)[lower.tri(M)]
**> return(M)
**> }
**> # ----
*

David Winsemius, MD

West Hartford, CT

R-help_at_r-project.org mailing list

https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. Received on Wed 27 Apr 2011 - 13:52:49 GMT

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