[R] Matrix package: band matrix

Thomas Lumley tlumley at u.washington.edu
Thu Feb 19 11:28:25 CET 2009

I want to construct a symmetric band matrix in the Matrix package from a matrix where the first column contains data for the main diagonal, the second column has data for the first subdiagonal/superdiagonal and so on.

Since the Matrix will be 10^5 x 10^5 or so, with perhaps 10-20 non-zero elements above the diagonal per row, I can't do it by constructing a full matrix and then using the band() function to subset it to a band matrix.

Any suggestions?


Thomas Lumley			Assoc. Professor, Biostatistics
tlumley at u.washington.edu	University of Washington, Seattle

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