R语言——矩阵运算
R语言的矩阵运算
创建矩阵向量;矩阵加减,乘积;矩阵的逆;行列式的值;特征值与特征向量;QR分解;奇异值分解;广义逆;backsolve与fowardsolve函数;取矩阵的上下三角元素;向量化算子等。1、创建向量
x=c(1,2,3,4) [1] 1 2 3 42、创建矩阵
在R中可以用函数matrix()来创建一个矩阵。
args(matrix) function (data = NA, nrow = 1, ncol = 1, byrow = FALSE, dimnames = NULL) matrix(1:12,nrow=3,ncol=4) [,1] [,2] [,3] [,4] [1,] 1 4 7 10 [2,] 2 5 8 11 [3,] 3 6 9 12 matrix(1:12,nrow=4,ncol=3,byrow=T) [,1] [,2] [,3] [1,] 1 2 3 [2,] 4 5 6 [3,] 7 8 9 [4,] 10 11 123、矩阵转置
A为m×n矩阵,求A’的转置矩阵在R中可用函数t(),例如:
A=matrix(1:12,nrow=3,ncol=4) [,1] [,2] [,3] [,4] [1,] 1 4 7 10 [2,] 2 5 8 11 [3,] 3 6 9 12 t(A) [,1] [,2] [,3] [1,] 1 2 3 [2,] 4 5 6 [3,] 7 8 9 [4,] 10 11 12 [1] 1 2 3 4 x=c(1,2,3,4,5,6,7,8,9,10) [1] 1 2 3 4 5 6 7 8 9 10 t(x) [,1] [,2] [,3] [,4] [,5] [,6] [,7] [,8] [,9] [,10] [1,] 1 2 3 4 5 6 7 8 9 10 class(x) [1] "numeric" class(t(x)) [1] "matrix" t(t(x)) [,1] [1,] 1 [2,] 2 [3,] 3 [4,] 4 [5,] 5 [6,] 6 [7,] 7 [8,] 8 [9,] 9 [10,] 10 y=t(t(x)) t(t(y)) [,1] [1,] 1 [2,] 2 [3,] 3 [4,] 4 [5,] 5 [6,] 6 [7,] 7 [8,] 8 [9,] 9 [10,] 104、矩阵相加减
A=B=matrix(1:12,nrow=3,ncol=4) [,1] [,2] [,3] [,4] [1,] 2 8 14 20 [2,] 4 10 16 22 [3,] 6 12 18 24 [,1] [,2] [,3] [,4] [1,] 0 0 0 0 [2,] 0 0 0 0 [3,] 0 0 0 05、数与矩阵相乘
A为m×n矩阵,c 0,在R中求cA可用符号:“*”,例如:
c=2 [,1] [,2] [,3] [,4] [1,] 2 8 14 20 [2,] 4 10 16 22 [3,] 6 12 18 246、矩阵相乘
A为m×n矩阵,B为n×k矩阵,在R中求AB可用符号:“%*%”,例如:
c=2 [,1] [,2] [,3] [,4] [1,] 2 8 14 20 [2,] 4 10 16 22 [3,] 6 12 18 24 A=matrix(1:12,nrow=3,ncol=4) B=matrix(1:12,nrow=4,ncol=3) A%*%B [,1] [,2] [,3] [1,] 70 158 246 [2,] 80 184 288 [3,] 90 210 330
若A为n×m矩阵,要得到A’B,可用函数crossprod(),该函数计算结果与t(A)%*%B相同,但是效率更高。例如:
A=matrix(1:12,nrow=4,ncol=3) B=matrix(1:12,nrow=4,ncol=3) t(A)%*%B [,1] [,2] [,3] [1,] 30 70 110 [2,] 70 174 278 [3,] 110 278 446 crossprod(A,B) [,1] [,2] [,3] [1,] 30 70 110 [2,] 70 174 278 [3,] 110 278 446
矩阵Hadamard积:若A={aij}m×n, B={bij}m×n, 则矩阵的Hadamard积定义为:
A⊙B={aij bij }m×n,R中Hadamard积可以直接运用运算符“*”例如:
A=matrix(1:16,4,4) [,1] [,2] [,3] [,4] [1,] 1 5 9 13 [2,] 2 6 10 14 [3,] 3 7 11 15 [4,] 4 8 12 16 [,1] [,2] [,3] [,4] [1,] 1 25 81 169 [2,] 4 36 100 196 [3,] 9 49 121 225 [4,] 16 64 144 2567、矩阵对角元素相关运算
例如要取一个方阵的对角元素,
A=matrix(1:16,nrow=4,ncol=4) [,1] [,2] [,3] [,4] [1,] 1 5 9 13 [2,] 2 6 10 14 [3,] 3 7 11 15 [4,] 4 8 12 16 diag(A) [1] 1 6 11 16 diag(diag(A)) [,1] [,2] [,3] [,4] [1,] 1 0 0 0 [2,] 0 6 0 0 [3,] 0 0 11 0 [4,] 0 0 0 16 diag(3) [,1] [,2] [,3] [1,] 1 0 0 [2,] 0 1 0 [3,] 0 0 18、矩阵求逆
矩阵求逆可用函数solve(),应用solve(a, b)运算结果是解线性方程组ax = b,若b缺省,则系统默认为单位矩阵,因此可用其进行矩阵求逆,例如:
a=matrix(rnorm(16),4,4) [,1] [,2] [,3] [,4] [1,] 0.71928674 0.4029735 0.3695724 -0.8464934 [2,] -1.06569049 0.4087710 0.8507104 0.5379580 [3,] 0.06346143 0.5549962 1.5030082 -1.2253291 [4,] 1.60231999 0.5628075 1.3339055 -1.6211637 solve(a) [,1] [,2] [,3] [,4] [1,] -0.3641840 0.2762240 -0.96264575 1.0094194 [2,] 3.4975449 1.2420380 -0.93560875 -0.7069340 [3,] -1.7608293 0.3153284 0.03335861 0.9988433 [4,] -0.5945571 0.9636571 -1.24881708 0.9572800 solve(a)%*%a [,1] [,2] [,3] [,4] [1,] 1.000000e+00 -1.110223e-16 0.000000e+00 0.000000e+00 [2,] -6.661338e-16 1.000000e+00 -6.661338e-16 8.881784e-16 [3,] 0.000000e+00 2.220446e-16 1.000000e+00 -4.440892e-16 [4,] 0.000000e+00 -1.110223e-16 2.220446e-16 1.000000e+009、矩阵的特征值和特征向量
矩阵A的谱分解为A=UΛU’,其中Λ是由A的特征值组成的对角矩阵,U的列为A的特征值对应的特征向量,在R中可以用函数eigen()函数得到U和Λ,
args(eigen) function (x, symmetric, only.values = FALSE, EISPACK = FALSE) A=diag(4)+1 [,1] [,2] [,3] [,4] [1,] 2 1 1 1 [2,] 1 2 1 1 [3,] 1 1 2 1 [4,] 1 1 1 2 A.eigen=eigen(A,symmetric=T) A.eigen $values [1] 5 1 1 1 $vectors [,1] [,2] [,3] [,4] [1,] -0.5 0.8660254 0.0000000 0.0000000 [2,] -0.5 -0.2886751 -0.5773503 -0.5773503 [3,] -0.5 -0.2886751 -0.2113249 0.7886751 [4,] -0.5 -0.2886751 0.7886751 -0.2113249 A.eigen$vectors%*%diag(A.eigen$values)%*%t(A.eigen$vectors) [,1] [,2] [,3] [,4] [1,] 2 1 1 1 [2,] 1 2 1 1 [3,] 1 1 2 1 [4,] 1 1 1 2 t(A.eigen$vectors)%*%A.eigen$vectors [,1] [,2] [,3] [,4] [1,] 1.000000e+00 -5.551115e-17 -1.110223e-16 -9.714451e-17 [2,] -5.551115e-17 1.000000e+00 -5.551115e-17 -5.551115e-17 [3,] -1.110223e-16 -5.551115e-17 1.000000e+00 0.000000e+00 [4,] -9.714451e-17 -5.551115e-17 0.000000e+00 1.000000e+0010、矩阵的Choleskey分解
对于正定矩阵A,可对其进行Choleskey分解,即:A=P’P,其中P为上三角矩阵,在R中可以用函数chol()进行Choleskey分解,例如:
A [,1] [,2] [,3] [,4] [1,] 2 1 1 1 [2,] 1 2 1 1 [3,] 1 1 2 1 [4,] 1 1 1 2 chol(A) [,1] [,2] [,3] [,4] [1,] 1.414214 0.7071068 0.7071068 0.7071068 [2,] 0.000000 1.2247449 0.4082483 0.4082483 [3,] 0.000000 0.0000000 1.1547005 0.2886751 [4,] 0.000000 0.0000000 0.0000000 1.1180340 t(chol(A))%*%chol(A) [,1] [,2] [,3] [,4] [1,] 2 1 1 1 [2,] 1 2 1 1 [3,] 1 1 2 1 [4,] 1 1 1 2 crossprod(chol(A),chol(A)) [,1] [,2] [,3] [,4] [1,] 2 1 1 1 [2,] 1 2 1 1 [3,] 1 1 2 1 [4,] 1 1 1 2 prod(diag(chol(A))^2) [1] 5 det(A) [1] 5 chol2inv(chol(A)) [,1] [,2] [,3] [,4] [1,] 0.8 -0.2 -0.2 -0.2 [2,] -0.2 0.8 -0.2 -0.2 [3,] -0.2 -0.2 0.8 -0.2 [4,] -0.2 -0.2 -0.2 0.8 solve(A) [,1] [,2] [,3] [,4] [1,] 0.8 -0.2 -0.2 -0.2 [2,] -0.2 0.8 -0.2 -0.2 [3,] -0.2 -0.2 0.8 -0.2 [4,] -0.2 -0.2 -0.2 0.811、矩阵的奇异值分解
A为m×n矩阵,rank(A)= r, 可以分解为:A=UDV’,其中U’U=V’V=I。在R中可以用函数scd()进行奇异值分解,例如:
A=matrix(1:18,3,6) [,1] [,2] [,3] [,4] [,5] [,6] [1,] 1 4 7 10 13 16 [2,] 2 5 8 11 14 17 [3,] 3 6 9 12 15 18 svd(A) [1] 4.589453e+01 1.640705e+00 1.366522e-15 [,1] [,2] [,3] [1,] -0.5290354 0.74394551 0.4082483 [2,] -0.5760715 0.03840487 -0.8164966 [3,] -0.6231077 -0.66713577 0.4082483 [,1] [,2] [,3] [1,] -0.07736219 -0.71960032 -0.4076688 [2,] -0.19033085 -0.50893247 0.5745647 [3,] -0.30329950 -0.29826463 -0.0280114 [4,] -0.41626816 -0.08759679 0.2226621 [5,] -0.52923682 0.12307105 -0.6212052 [6,] -0.64220548 0.33373889 0.2596585 A.svd=svd(A) A.svd$u%*%diag(A.svd$d)%*%t(A.svd$v) [,1] [,2] [,3] [,4] [,5] [,6] [1,] 1 4 7 10 13 16 [2,] 2 5 8 11 14 17 [3,] 3 6 9 12 15 18 t(A.svd$u)%*%A.svd$u [,1] [,2] [,3] [1,] 1.000000e+00 3.330669e-16 1.665335e-16 [2,] 3.330669e-16 1.000000e+00 5.551115e-17 [3,] 1.665335e-16 5.551115e-17 1.000000e+00 t(A.svd$v)%*%A.svd$v [,1] [,2] [,3] [1,] 1.000000e+00 2.775558e-17 2.775558e-17 [2,] 2.775558e-17 1.000000e+00 -2.081668e-16 [3,] 2.775558e-17 -2.081668e-16 1.000000e+0012、矩阵QR值分解
A为m×n矩阵可以进行QR分解,A=QR,其中:Q’Q=I,在R中可以用函数qr()进行QR分解,例如:
A=matrix(1:16,4,4) qr(A) [,1] [,2] [,3] [,4] [1,] -5.4772256 -12.7801930 -2.008316e+01 -2.738613e+01 [2,] 0.3651484 -3.2659863 -6.531973e+00 -9.797959e+00 [3,] 0.5477226 -0.3781696 1.601186e-15 2.217027e-15 [4,] 0.7302967 -0.9124744 -5.547002e-01 -1.478018e-15 $rank [1] 2 $qraux [1] 1.182574e+00 1.156135e+00 1.832050e+00 1.478018e-15 $pivot [1] 1 2 3 4 attr(,"class") [1] "qr"
rank项返回矩阵的秩,qr项包含了矩阵Q和R的信息,要得到矩阵Q和R,可以用函数qr.Q()和qr.R()作用qr()的返回结果,例如:
qr.R(qr(A)) [,1] [,2] [,3] [,4] [1,] -5.477226 -12.780193 -2.008316e+01 -2.738613e+01 [2,] 0.000000 -3.265986 -6.531973e+00 -9.797959e+00 [3,] 0.000000 0.000000 1.601186e-15 2.217027e-15 [4,] 0.000000 0.000000 0.000000e+00 -1.478018e-15 qr.Q(qr(A)) [,1] [,2] [,3] [,4] [1,] -0.1825742 -8.164966e-01 -0.4000874 -0.37407225 [2,] -0.3651484 -4.082483e-01 0.2546329 0.79697056 [3,] -0.5477226 -1.665335e-16 0.6909965 -0.47172438 [4,] -0.7302967 4.082483e-01 -0.5455419 0.04882607 qr.Q(qr(A))%*%qr.R(qr(A)) [,1] [,2] [,3] [,4] [1,] 1 5 9 13 [2,] 2 6 10 14 [3,] 3 7 11 15 [4,] 4 8 12 16 t(qr.Q(qr(A)))%*%qr.Q(qr(A)) [,1] [,2] [,3] [,4] [1,] 1.000000e+00 -5.551115e-17 0.000000e+00 2.081668e-17 [2,] -5.551115e-17 1.000000e+00 -2.775558e-17 -6.938894e-17 [3,] 0.000000e+00 -2.775558e-17 1.000000e+00 2.775558e-17 [4,] 2.081668e-17 -6.938894e-17 2.775558e-17 1.000000e+00 qr.X(qr(A)) [,1] [,2] [,3] [,4] [1,] 1 5 9 13 [2,] 2 6 10 14 [3,] 3 7 11 15 [4,] 4 8 12 1613、矩阵的广义逆
n×m矩阵A+称为m×n矩阵A的Moore-Penrose逆,如果它满足下列条件:
① A A+A=A;②A+A A+= A+;③(A A+)H=A A+;④(A+A)H= A+A
在R的MASS包中的函数ginv()可计算矩阵A的Moore-Penrose逆,例如:
n×m矩阵A与h×k矩阵B的kronecker积为一个nh×mk维矩阵,
在R中kronecker积可以用函数kronecker()来计算,例如:
A=matrix(1:4,2,2) B=matrix(rep(1,4),2,2) [,1] [,2] [1,] 1 3 [2,] 2 4 [,1] [,2] [1,] 1 1 [2,] 1 1 kronecker(A,B) [,1] [,2] [,3] [,4] [1,] 1 1 3 3 [2,] 1 1 3 3 [3,] 2 2 4 4 [4,] 2 2 4 415 矩阵的维数
在R中很容易得到一个矩阵的维数,函数dim()将返回一个矩阵的维数,nrow()返回行数,ncol()返回列数,例如:
A=matrix(1:12,3,4) [,1] [,2] [,3] [,4] [1,] 1 4 7 10 [2,] 2 5 8 11 [3,] 3 6 9 12 nrow(A) [1] 3 ncol(A) [1] 416 矩阵的行和、列和、行平均与列平均
在R中很容易求得一个矩阵的各行的和、平均数与列的和、平均数,例如:
A [,1] [,2] [,3] [,4] [1,] 1 4 7 10 [2,] 2 5 8 11 [3,] 3 6 9 12 rowSums(A) [1] 22 26 30 rowMeans(A) [1] 5.5 6.5 7.5 colSums(A) [1] 6 15 24 33 colMeans(A) [1] 2 5 8 11
上述关于矩阵行和列的操作,还可以使用apply()函数实现。
args(apply)
function (X, MARGIN, FUN, …)
其中:x为矩阵,MARGIN用来指定是对行运算还是对列运算,MARGIN=1表示对行运算,MARGIN=2表示对列运算,FUN用来指定运算函数, …用来给定FUN中需要的其它的参数,例如:
apply(A,1,sum)
[1] 22 26 30
apply(A,1,mean)
[1] 5.5 6.5 7.5
apply(A,2,sum)
[1] 6 15 24 33
apply(A,2,mean)
[1] 2 5 8 11
apply()函数功能强大,我们可以对矩阵的行或者列进行其它运算,例如:
计算每一列的方差
A=matrix(rnorm(100),20,5)
apply(A,2,var)
[1] 0.4641787 1.4331070 0.3186012 1.3042711 0.5238485
apply(A,2,function(x,a)x*a,a=2)
[,1] [,2] [,3] [,4]
[1,] 2 8 14 20
[2,] 4 10 16 22
[3,] 6 12 18 24
注意:apply(A,2,function(x,a)x*a,a=2)与A*2效果相同,此处旨在说明如何应用alpply函数。
在统计计算中,我们常常需要计算这样矩阵的逆,如OLS估计中求系数矩阵。R中的包“strucchange”提供了有效的计算方法。
args(solveCrossprod)
function (X, method = c(“qr”, “chol”, “solve”))
其中:method指定求逆方法,选用“qr”效率最高,选用“chol”精度最高,选用“slove”与slove(crossprod(x,x))效果相同,例如:
A=matrix(rnorm(16),4,4)
solveCrossprod(A,method=”qr”)
[,1] [,2] [,3] [,4]
[1,] 0.6132102 -0.1543924 -0.2900796 0.2054730
[2,] -0.1543924 0.4779277 0.1859490 -0.2097302
[3,] -0.2900796 0.1859490 0.6931232 -0.3162961
[4,] 0.2054730 -0.2097302 -0.3162961 0.3447627
solveCrossprod(A,method=”chol”)
[,1] [,2] [,3] [,4]
[1,] 0.6132102 -0.1543924 -0.2900796 0.2054730
[2,] -0.1543924 0.4779277 0.1859490 -0.2097302
[3,] -0.2900796 0.1859490 0.6931232 -0.3162961
[4,] 0.2054730 -0.2097302 -0.3162961 0.3447627
solveCrossprod(A,method=”solve”)
[,1] [,2] [,3] [,4]
[1,] 0.6132102 -0.1543924 -0.2900796 0.2054730
[2,] -0.1543924 0.4779277 0.1859490 -0.2097302
[3,] -0.2900796 0.1859490 0.6931232 -0.3162961
[4,] 0.2054730 -0.2097302 -0.3162961 0.3447627
solve(crossprod(A,A))
[,1] [,2] [,3] [,4]
[1,] 0.6132102 -0.1543924 -0.2900796 0.2054730
[2,] -0.1543924 0.4779277 0.1859490 -0.2097302
[3,] -0.2900796 0.1859490 0.6931232 -0.3162961
[4,] 0.2054730 -0.2097302 -0.3162961 0.3447627
在R中,我们可以很方便的取到一个矩阵的上、下三角部分的元素,函数lower.tri()和函数upper.tri()提供了有效的方法。
args(lower.tri)
function (x, diag = FALSE)
函数将返回一个逻辑值矩阵,其中下三角部分为真,上三角部分为假,选项diag为真时包含对角元素,为假时不包含对角元素。upper.tri()的效果与之孑然相反。例如:
A
[,1] [,2] [,3] [,4]
[1,] 1 5 9 13
[2,] 2 6 10 14
[3,] 3 7 11 15
[4,] 4 8 12 16
lower.tri(A)
[,1] [,2] [,3] [,4]
[1,] FALSE FALSE FALSE FALSE
[2,] TRUE FALSE FALSE FALSE
[3,] TRUE TRUE FALSE FALSE
[4,] TRUE TRUE TRUE FALSE
lower.tri(A,diag=T)
[,1] [,2] [,3] [,4]
[1,] TRUE FALSE FALSE FALSE
[2,] TRUE TRUE FALSE FALSE
[3,] TRUE TRUE TRUE FALSE
[4,] TRUE TRUE TRUE TRUE
upper.tri(A)
[,1] [,2] [,3] [,4]
[1,] FALSE TRUE TRUE TRUE
[2,] FALSE FALSE TRUE TRUE
[3,] FALSE FALSE FALSE TRUE
[4,] FALSE FALSE FALSE FALSE
upper.tri(A,diag=T)
[,1] [,2] [,3] [,4]
[1,] TRUE TRUE TRUE TRUE
[2,] FALSE TRUE TRUE TRUE
[3,] FALSE FALSE TRUE TRUE
[4,] FALSE FALSE FALSE TRUE
A[lower.tri(A)]=0
A
[,1] [,2] [,3] [,4]
[1,] 1 5 9 13
[2,] 0 6 10 14
[3,] 0 0 11 15
[4,] 0 0 0 16
A[upper.tri(A)]=0
A
[,1] [,2] [,3] [,4]
[1,] 1 0 0 0
[2,] 2 6 0 0
[3,] 3 7 11 0
[4,] 4 8 12 16
这两个函数用于解特殊线性方程组,其特殊之处在于系数矩阵为上或下三角。 args(backsolve) function (r, x, k = ncol(r), upper.tri = TRUE, transpose = FALSE) args(forwardsolve) function (l, x, k = ncol(l), upper.tri = FALSE, transpose = FALSE) 其中:r或者l为n×n维三角矩阵,x为n×1维向量,对给定不同的upper.tri和transpose的值,方程的形式不同 对于函数backsolve()而言, A=matrix(1:9,3,3) [,1] [,2] [,3] [1,] 1 4 7 [2,] 2 5 8 [3,] 3 6 9 x=c(1,2,3) [1] 1 2 3 B[upper.tri(B)]=0 [,1] [,2] [,3] [1,] 1 0 0 [2,] 2 5 0 [3,] 3 6 9 C[lower.tri(C)]=0 [,1] [,2] [,3] [1,] 1 4 7 [2,] 0 5 8 [3,] 0 0 9 backsolve(A,x,upper.tri=T,transpose=T) [1] 1.00000000 -0.40000000 -0.08888889 solve(t(C),x) [1] 1.00000000 -0.40000000 -0.08888889 backsolve(A,x,upper.tri=T,transpose=F) [1] -0.8000000 -0.1333333 0.3333333 solve(C,x) [1] -0.8000000 -0.1333333 0.3333333 backsolve(A,x,upper.tri=F,transpose=T) [1] 1.111307e-17 2.220446e-17 3.333333e-01 solve(t(B),x) [1] 1.110223e-17 2.220446e-17 3.333333e-01 backsolve(A,x,upper.tri=F,transpose=F) [1] 1 0 0 solve(B,x) [1] 1.000000e+00 -1.540744e-33 -1.850372e-17 对于函数forwardsolve()而言, [,1] [,2] [,3] [1,] 1 4 7 [2,] 2 5 8 [3,] 3 6 9 [,1] [,2] [,3] [1,] 1 0 0 [2,] 2 5 0 [3,] 3 6 9 [,1] [,2] [,3] [1,] 1 4 7 [2,] 0 5 8 [3,] 0 0 9 [1] 1 2 3 forwardsolve(A,x,upper.tri=T,transpose=T) [1] 1.00000000 -0.40000000 -0.08888889 solve(t(C),x) [1] 1.00000000 -0.40000000 -0.08888889 forwardsolve(A,x,upper.tri=T,transpose=F) [1] -0.8000000 -0.1333333 0.3333333 solve(C,x) [1] -0.8000000 -0.1333333 0.3333333 forwardsolve(A,x,upper.tri=F,transpose=T) [1] 1.111307e-17 2.220446e-17 3.333333e-01 solve(t(B),x) [1] 1.110223e-17 2.220446e-17 3.333333e-01 forwardsolve(A,x,upper.tri=F,transpose=F) [1] 1 0 0 solve(B,x) [1] 1.000000e+00 -1.540744e-33 -1.850372e-1720 row()与col()函数
在R中定义了的这两个函数用于取矩阵元素的行或列下标矩阵,例如矩阵A={aij}m×n, row()函数将返回一个与矩阵A有相同维数的矩阵,该矩阵的第i行第j列元素为i,函数col()类似。例如: x=matrix(1:12,3,4) row(x) [,1] [,2] [,3] [,4] [1,] 1 1 1 1 [2,] 2 2 2 2 [3,] 3 3 3 3 col(x) [,1] [,2] [,3] [,4] [1,] 1 2 3 4 [2,] 1 2 3 4 [3,] 1 2 3 4 这两个函数同样可以用于取一个矩阵的上下三角矩阵,例如: [,1] [,2] [,3] [,4] [1,] 1 4 7 10 [2,] 2 5 8 11 [3,] 3 6 9 12 x[row(x) col(x)]=0 [,1] [,2] [,3] [,4] [1,] 1 0 0 0 [2,] 2 5 0 0 [3,] 3 6 9 0 x=matrix(1:12,3,4) x[row(x) col(x)]=0 [,1] [,2] [,3] [,4] [1,] 1 4 7 10 [2,] 0 5 8 11 [3,] 0 0 9 1221 行列式的值
在R中,函数det(x)将计算方阵x的行列式的值,例如: x=matrix(rnorm(16),4,4) [,1] [,2] [,3] [,4] [1,] -1.0736375 0.2809563 -1.5796854 0.51810378 [2,] -1.6229898 -0.4175977 1.2038194 -0.06394986 [3,] -0.3989073 -0.8368334 -0.6374909 -0.23657088 [4,] 1.9413061 0.8338065 -1.5877162 -1.30568465 det(x) [1] 5.71766722 向量化算子
在R中可以很容易的实现向量化算子,例如: vec -function (x){ t(t(as.vector(x))) vech -function (x){ t(x[lower.tri(x,diag=T)]) x=matrix(1:12,3,4) [,1] [,2] [,3] [,4] [1,] 1 4 7 10 [2,] 2 5 8 11 [3,] 3 6 9 12 vec(x) [,1] [1,] 1 [2,] 2 [3,] 3 [4,] 4 [5,] 5 [6,] 6 [7,] 7 [8,] 8 [9,] 9 [10,] 10 [11,] 11 [12,] 12 vech(x) [,1] [,2] [,3] [,4] [,5] [,6] [1,] 1 2 3 5 6 923 时间序列的滞后值
在时间序列分析中,我们常常要用到一个序列的滞后序列,R中的包“fMultivar”中的函数tslag()提供了这个功能。 args(tslag) function (x, k = 1, trim = FALSE) 其中:x为一个向量,k指定滞后阶数,可以是一个自然数列,若trim为假,则返回序列与原序列长度相同,但含有NA值;若trim项为真,则返回序列中不含有NA值,例如: x=1:20 tslag(x,1:4,trim=F) [,1] [,2] [,3] [,4] [1,] NA NA NA NA [2,] 1 NA NA NA [3,] 2 1 NA NA [4,] 3 2 1 NA [5,] 4 3 2 1 [6,] 5 4 3 2 [7,] 6 5 4 3 [8,] 7 6 5 4 [9,] 8 7 6 5 [10,] 9 8 7 6 [11,] 10 9 8 7 [12,] 11 10 9 8 [13,] 12 11 10 9 [14,] 13 12 11 10 [15,] 14 13 12 11 [16,] 15 14 13 12 [17,] 16 15 14 13 [18,] 17 16 15 14 [19,] 18 17 16 15 [20,] 19 18 17 16 tslag(x,1:4,trim=T) [,1] [,2] [,3] [,4] [1,] 4 3 2 1 [2,] 5 4 3 2 [3,] 6 5 4 3 [4,] 7 6 5 4 [5,] 8 7 6 5 [6,] 9 8 7 6 [7,] 10 9 8 7 [8,] 11 10 9 8 [9,] 12 11 10 9 [10,] 13 12 11 10 [11,] 14 13 12 11 [12,] 15 14 13 12 [13,] 16 15 14 13 [14,] 17 16 15 14 [15,] 18 17 16 15 [16,] 19 18 17 16
《R语言编程艺术》——3.2 一般矩阵运算 本节书摘来自华章计算机《R语言编程艺术》一书中的第3章,第3.2节,作者:(美)麦特洛夫(Matloff,N.)著, 更多章节内容可以访问云栖社区“华章计算机”公众号查看。
http://bbs.sciencenet.cn/home.php?mod=space&uid=443073&do=blog&id=321347 主要包括以下内容: 创建矩阵向量;矩阵加减,乘积;矩阵的逆;行列式的值;特征值与特征向量;QR分解;奇异值分解;广义逆;backsolve与fowardsolve函数;取矩阵的上下三角元素;向量化算子等.
相关文章
- 矩阵求逆 c语言_求矩阵各列的平均值C语言
- 实现JavaScript语言解释器(三)
- GoLand 2022 for Mac(GO语言集成开发工具环境) v2022.2.3中文激活版
- 红袖添香,绝代妖娆,Ruby语言基础入门教程之Ruby3基础数据类型(data types)EP02
- 2023-03-07:x264的视频编码器,不用ffmpeg,用libx264.dll也行。请用go语言调用libx264.dll,将yuv文件编码成h264文
- R语言代做编程辅导因子实验设计STA305/1004 Assignment(附答案)
- Go语言中常见100问题-#17 Creating confusion with octal literals
- 【C 语言】字符串 一级指针 内存模型 ( 指定大小字符数组 | 未指定大小字符数组 | 指向常量字符串的指针 | 指向堆内存的指针 )
- Go语言reflect.Elem()——通过反射获取指针指向的元素类型
- 通信Linux C语言串口通信实现方案研究(linuxc语言串口)
- 掌握Oracle数据库:精通Oracle语言(oracle数据库语言)