# SCM Repository

[matrix] Diff of /pkg/TODO
 [matrix] / pkg / TODO # Diff of /pkg/TODO

revision 2048, Tue Aug 14 15:09:10 2007 UTC revision 2072, Wed Sep 26 16:16:13 2007 UTC
# Line 159  Line 159
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160  - examples for solve( Cholesky(.), b, system = c("A", "LDLt"....))  - examples for solve( Cholesky(.), b, system = c("A", "LDLt"....))
161    probably rather in man/CHMfactor-class.Rd than man/Cholesky.Rd    probably rather in man/CHMfactor-class.Rd than man/Cholesky.Rd
162
163    - (A + tr(A))/2  := the symmetric part of A, is needed in several
164      circumstances; unfortunately it's not "smart" (preserving symmetry, ...)
165      --> define a generic and methods for it!
166      Names:  symPart(A) or  symMat(A) or symmetrize(A) or ... ?
167      Googling around I found that Nick Higham as a GPL contributed Matlab
168      toolbox where he uses  symmpart(A) := (A + A') /. 2
169      {and  skewpart(A) := (A - A') /. 2}
170
171    - tr(A %*% B) {and even  tr(A %*% B %*% C) ...} are also needed
172      frequently in some computations {conditional normal distr. ...}.
173      Since this can be done faster than by
174        sum(diag(A %*% B))  even for traditional matrices, e.g.
175                   sum(A * t(B)) or {even faster for "full" mat}
176                   crossprod(as.vector(A), as.vector(B))
177      and even more so for, e.g.  <sparse> %*% <dense>
178      {used in Soeren's 'gR' computations},
179      we should also provide a generic and methods.

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