Hi Giovanni,
On 23 October 2012 at 17:56, Giovanni Petris wrote:
| Hello,
|
| I have a 3d array and I want to compute the eigendecomposition of each slice
[,, k]. I am trying to make Rcpp see the relevant slice of the 3d array as a
matrix. My experiments, along the lines illustrated below, have so far been
unsuccessful. Does anybody have a suggestion? Thank you in advance!
|
|
| NumericVector cpp_Sigma(Sigma); // 3d array, with dim(Sigma) = c(M,M,K),
as a vector
| NumericMatrix tmpMatrix;
| List var_eigen;
| Function eigen("eigen");
| int k=2; // 3rd slice, for example
|
| tmpMatrix = cpp_Sigma[k * M * M];
| tmpMatrix.attr("dim") = Dimension(M, M);
| var_eigen = eigen(tmpMatrix);
| return var_eigen;
I would recommend RcppArmadillo or RcppEigen for this.
Rcpp itself has matrices but not that many operations on them. RcppArmadillo
and RcppEigen will both give you access to a wide variety of decompositions
provided, respectively, by Armadillo and Eigen.
There are a number of examples for either package in the list archives and on
other places.
Dirk
--
Dirk Eddelbuettel | e...@debian.org | http://dirk.eddelbuettel.com
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