Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: Mata question: putting matrices along the diagonal


From   Stas Kolenikov <skolenik@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Mata question: putting matrices along the diagonal
Date   Thu, 27 May 2010 13:21:18 -0500

On Thu, May 27, 2010 at 1:02 PM,  <mjbaker@hunter.cuny.edu> wrote:
> Dear Listers:
>
> I am interested in making one large "diagonal" matrix out of a bunch of matrices in Mata. For example, suppose I have 3 2x2 matrices labeled m1, m2, and m3. I want to construct the matrix M, where M is something like:
> M=
> (m1[1,1],m1[1,2],     0,        0,           0, 0               \
>  m1[2,1],m1[2,2],     0,        0,           0, 0               \
>      0    ,   0,       m2[1,1],m2[1,2],     0, 0               \
>      0    ,   0,       m2[2,1],m2[2,2],     0,  0              \
>      0    ,   0,             0,        0,      m3[1,1],m3[1,2] \
>      0    ,   0,             0,        0,      m3[2,1],m3[2,2] )
>
> That is, I seek to place each of the individual matrices along the diagonal, zeros elsewhere. In my problem, both the number of matrices and the dimensions of each matrix may be rather large.

For a fixed number of matrices:

M = m1
M = (M, J(rows(M),cols(m2),0) \ J(rows(m2),cols(M),0), m2 )
M = (M, J(rows(M),cols(m3),0) \ J(rows(m3),cols(M),0), m3 )

There might be a more elegant solution, but this is a quick and dirty fix.

For a varying number of matrices, I am not sure what a good solution
might be. In Stata, a natural solution would be to use locals, but
Mata does not have them. So you can switch back and forth between
Stata and Mata; or you can set up some pointers to matrices and cycle
over them.

If you have an upper bound on the number of matrices, say 5, then you
can write a couple of functions to work this through:

real matrix BlockDiag( real matrix M1, real matrix M2, | real matrix
M3, real matrix M4, real matrix M5 ) {
   real matrix M;

   M = DiagAppend(M1, M2)
   if ( ! missing(M3) ) M = DiagAppend( M, M3 )
   if ( ! missing(M4) ) M = DiagAppend( M, M4 )
   if ( ! missing(M5) ) M = DiagAppend( M, M5 )
   return(M)
}

real matrix DiagAppend(real matrix M1, real matrix M2) {
   return( (M1, J(rows(M1),cols(M2),0) \ J(rows(M2),cols(M1),0), M2) )
}

-- 
Stas Kolenikov, also found at http://stas.kolenikov.name
Small print: I use this email account for mailing lists only.

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index