Type: | Package |
Title: | Matrix Powers |
Version: | 0.1.2 |
Description: | A general framework for computing powers of matrices. A key feature is the capability for users to write callback functions, called after each iteration, thus enabling customization for specific applications. Diverse types of matrix classes/matrix multiplication are accommodated. If the multiplication type computes in parallel, then the package computation is also parallel. |
License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
Suggests: | bigmemory |
NeedsCompilation: | no |
ByteCompile: | yes |
Author: | Norm Matloff, Jack Norman |
Maintainer: | Norm Matloff <normmatloff@gmail.com> |
Repository: | CRAN |
Packaged: | 2022-03-12 05:51:08 UTC; nm |
Date/Publication: | 2022-03-12 10:40:05 UTC |
Callback Examples
Description
Callback examples for matpow
.
Usage
cgraph(ev,cbinit=FALSE,mindist=FALSE)
eig(ev,cbinit=FALSE,x=NULL,eps=1e-08)
mc(ev,cbinit=FALSE,eps=1e-08)
mexp(ev,cbinit=FALSE,eps=1e-08)
Arguments
ev |
R environment as in the return value of matpow. |
cbinit |
|
mindist |
if TRUE, the matrix of minimum intervertex distances will be calculated. |
x |
initial guess for the principal eigenvector. |
eps |
convergence criterion. |
Details
Note that these functions are not called directly. The user
specifies the callback function (whether one of the examples here or one
written by the user) in his/her call to matpow
, which
calls the callback after each iteration.
-
cgraph
: Determines the connectivity of a graph, and optionally the minimum intervertex distance matrix. The matrixm
in the call tomatpow
should be an adjacency matrix, 1s and 0s. -
eig
: Calculates the principal eigenvector of the input matrix. -
mc
: Calculates the long-run distribution vector for an aperiodic, discrete-time Markov chain; the input matrix is the transition matrix for the chain. -
mexp
: Calculates the exponential of the input matrix, as in e.g.expm
of the Matrix package.
In cgraph
, it is recommended that squaring
be set to TRUE
in calling matpow
, though this cannot be done if the
mindist
option is used. Use of squaring is unconditionally
recommended for eig
and mc
. Do not use squaring
with mexp
.
Restrictions: These functions are currently set up only for
ordinary R matrix multiplication or use with gputools
.
Value
Callback functions don't normally return values, but they usually do
maintain data in the R environment ev
that is eventually
returned by matpow
, including the following components as
well as the application-independent ones:
-
cgraph
: Graph connectedness is returned in a boolean componentconnected
. If themindist
option had been chosen, thedists
component will show the minimum intervertex distances. -
eig
: Thex
component will be the principal eigenvector. -
mc
: Thepivec
component will be the long-run distribution vector. -
mexp
: Theesum
component will be the matrix exponential.
Examples
## Not run:
m <- rbind(c(1,0,0,1),c(1,0,1,1),c(0,1,0,0),c(0,0,1,1))
ev <- matpow(m,callback=cgraph,mindist=T)
ev$connected # prints TRUE
ev$dists # prints, e.g. that min dist from 1 to 2 is 3
m <- rbind(1:2,3:4)
# allow for 1000 iterations max
ev <- matpow(m,1000,callback=eig,squaring=TRUE)
# how many iterations did we actually need?
ev$i # only 8
ev$x # prints eigenvec; check by calling R's eigen()
## End(Not run)
Deep-Copy
Description
Functions to perform deep copies of matrices.
Usage
dup.vanilla(mat)
dup.bigmemory(mat)
Arguments
mat |
matrix to be copied. |
Details
One of the arugments to matpow
is dup
, a
function to do deep copying of the type of matrix being used. The user
may supply a custom one, or use either dup.vanilla
or
dup.bigmemory.
Value
The matrix copy.
Generate Multiplication Command
Description
Functions to form quoted multiplication commands.
Usage
genmulcmd.vanilla(a,b,c)
genmulcmd.bigmemory(a,b,c)
Arguments
a |
a quoted string. |
b |
a quoted string. |
c |
a quoted string. |
Details
One of the arugments to matpow
is
genmulcmd
, a function to generate a string containing the command
the multiply matrices. The string is fed into parse
and
eval
for execution. The user may supply a custom function,
or use either genmulcmd.vanilla
or
genmulcmd.bigmemory.
Value
A quoted string for c = a * b for the given type of matrix/multiplication.
Matrix Powers
Description
Computes matrix powers, with optional application-specific callbacks. Accommodates (external) parallel multiplication mechanisms.
Usage
matpow(m,k=NULL,squaring=FALSE,genmulcmd=NULL,dup=NULL,callback=NULL,...)
Arguments
m |
input matrix. |
k |
desired power. If NULL, it is expected that the
initialization portion of the user's callback function will set
|
squaring |
if TRUE, saves time by first squaring |
genmulcmd |
function to generate multiplication commands, in
quoted string form. For the ordinary R |
dup |
function to make a deep copy of a matrix. |
callback |
application-specific callback function. |
... |
application-specific arguments |
Details
Multiplication is iterated until the desired power k
is
reached, with these exceptions: (a) If squaring
is TRUE,
k
may be exceeded. (b) The callback function can set stop
in ev
, halting iterations; this is useful, for instance, if some
convergence criterion has been reached.
One key advantage of using matpow
rather than direct iteration
is that parallel computation can be accommodated, by specifying
genmulcmd
. (The word "accommodated" here means the user must
have available a mechanism for parallel computation; matpow
itself contains no parallel code.)
For instance, if one is using GPU with gputools
, one sets
genmulcmd
to genmulcmd.gputools
, which calls
gpuMatMult()
instead of the usual %*%
. So, one can
switch from serial to parallel by merely changing this one argument.
If genmulcmd
is not specified, the code attempts to sense the
proper function by inspecting class(m)
, in the cases of
classes "matrix"
and "big.matrix"
.
Of course, if the user's R is configured to use a parallel BLAS, such
as OpenBLAS, this is automatically handled via the ordinary R
"matrix"
class.
Another important advantage of matpow
is the ability to write
a callback function, which enables much flexibility. The callback,
if present, is called by matpow
after each iteration, allowing
application-specific operations to be applied. For instance,
cgraph
determines the connectivity of a graph, by
checking whether the current power has all of its entries nonzero.
The call form is callbackname(ev,init,...)
where ev
is
the R environment described above, and init
must be set to
TRUE on the first call, and FALSE afterward.
Since some types of matrix multiplication do not allow the product to
be in the same physical location as either multiplicand, a
"red and black" approach is taken to the iteration process: Storage
space for powers in ev
alternatives between prod1
and
prod2
, for odd-numbered and even-numbered iterations,
respectively.
Value
An R environment ev
, including the following components:
prod1 |
matrix, the final power. |
stop |
boolean value, indicating whether the iterations were stopped before the final power was to be computed. |
i |
number of the last iteration performed. |
Application-specific data, maintained by the callback function, can be stored here as well.
Examples
## Not run:
m <- rbind(1:2,3:4)
ev <- matpow(m,16)
ev$prod1
# prints
# [,1] [,2]
# [1,] 115007491351 1.67615e+11
# [2,] 251422553235 3.66430e+11
ev$i # prints 15
matpow(m,16,squaring=TRUE)$i # prints 4, same prod1
## End(Not run)
# see further examples in the callbacks
Vector Norm
Description
Ordinary L2 vector norm.
Usage
normvec(x)
Arguments
x |
R vector. |
Value
Vector norm.