R Under development (unstable) (2024-03-01 r86033 ucrt) -- "Unsuffered Consequences" Copyright (C) 2024 The R Foundation for Statistical Computing Platform: x86_64-w64-mingw32/x64 R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for an HTML browser interface to help. Type 'q()' to quit R. > library(bdsmatrix) Attaching package: 'bdsmatrix' The following object is masked from 'package:base': backsolve > # > # A test of the backsolve function > # > aeq <- function(x,y) all.equal(as.vector(x), as.vector(y)) > > tmat <- matrix(rep(1:5,5), 5, 5) > tmat <- tmat + t(tmat) > diag(tmat) <- diag(tmat) + 10 > > gt <- gchol(tmat) > g1 <- as.matrix(gt) > gd <- diag(sqrt(diag(gt))) > gc <- gd %*% t(g1) #usual cholesky form > > xmat <- cbind(1:5, 11:15) > > s1 <- backsolve(gt, xmat, upper=TRUE) #the default > aeq(gd %*% t(g1) %*% s1, xmat) [1] TRUE > all.equal(s1, backsolve(gc, xmat)) [1] TRUE > > s2 <- backsolve(gt, xmat, upper=FALSE) > aeq(g1 %*% gd %*% s2, xmat) [1] TRUE > all.equal(backsolve(gt,xmat, upper=F), backsolve(t(gc),xmat, upper=F)) [1] TRUE > > > # Now for bdsmatrix objects > tmat <- bdsmatrix(c(3,2,2,4), + c(22,1,2,21,3,20,19,4,18,17,5,16,15,6,7, 8,14,9,10,13,11,12), + matrix(c(1,0,1,1,0,0,1,1,0,1,0,10,0, + 0,1,1,0,1,1,0,1,1,0,1,0,10), ncol=2)) > dimnames(tmat) <- list(NULL, letters[1:13]) > smat <- as.matrix(tmat) > > gt <- gchol(tmat) > gs <- gchol(smat) > > xmat <- cbind(1:13, 1:13*2 + 3) > > s1 <- backsolve(gt, xmat) > s2 <- backsolve(gs, xmat) > s3 <- backsolve(gt, xmat, upper=FALSE) > s4 <- backsolve(gs, xmat, upper=FALSE) > > aeq(s1, s2) [1] TRUE > aeq(s3, s4) [1] TRUE > > g1 <- as.matrix(gt) > gd <- diag(sqrt(diag(gt))) > aeq(gd %*% t(g1) %*% s1, xmat) [1] TRUE > aeq(g1 %*% gd %*% s3, xmat) [1] TRUE > > proc.time() user system elapsed 0.29 0.06 0.34