library(bdsmatrix) aeq <- function(x,y) all.equal(as.vector(x), as.vector(y)) # # Test multiplication of a vector/matrix times a gchol # 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]) gmat <- gchol(tmat) g2 <- as.matrix(gmat) %*% diag(sqrt(diag(gmat))) aeq(1:13 %*% g2, 1:13 %*% gmat) #vectors first aeq(g2 %*% 1:13, gmat %*% 1:13) temp <- matrix(runif(39), nrow=3) aeq(temp %*% g2, temp %*% gmat) aeq(g2 %*% t(temp), gmat %*% t(temp))