makeBlockDiag {PCGII}

Generate block-diagonal matrix of size p by p

Description

A utility function generates block-diagonal matrix of size p by p with blocks B1, B2, ..., Bk. Each block matrix is of size blocksize by blocksize. The off-diagonal elements in block matrix are generated from uniform (min.beta, max.beta). The diagonal elements in block matrix are generated from uniform (1, 1.25).

Usage

makeBlockDiag(blocksize = 4, p = 20, min.beta = 0.3, max.beta = 0.9)

Arguments

blocksize

A positive integer, the dimension of the block matrix. Note, 'blocksize' has to be a factor of 'p'.

p

A positive integer, the size of the block-diagonal matrix.

min.beta

A positive number, lower limits of the uniform distribution.

max.beta

A positive number, upper limits of the uniform distribution.

Value

A block-diagonal matrix of size 'p' by 'p'.

Examples

mat = makeBlockDiag(blocksize=4, p=20)