ADmatrix {RTMB}

AD matrix methods (sparse and dense)

Description

Matrices (base package) and sparse matrices (Matrix package) can be used inside the RTMB objective function as part of the calculations. Behind the scenes these R objects are converted to AD representations when needed. AD objects have a temporary lifetime, so you probably won't see them / need to know them. The only important thing is which methods work for the objects.

Usage

## S3 method for class 'adsparse'
t(x)

## S3 method for class 'adsparse'
x[...]

## S3 replacement method for class 'adsparse'
x[...] <- value

## S4 method for signature 'adsparse,missing,missing'
diag(x)

## S4 method for signature 'advector'
expm(x)

## S4 method for signature 'adsparse'
expm(x)

## S4 method for signature 'adsparse'
dim(x)

## S4 method for signature 'anysparse,ad'
x %*% y

## S4 method for signature 'ad,anysparse'
x %*% y

## S4 method for signature 'adsparse,adsparse'
x %*% y

## S4 method for signature 'ad,ad'
x %*% y

## S4 method for signature 'advector,ANY'
tcrossprod(x, y = NULL)

## S4 method for signature 'advector,ANY'
crossprod(x, y = NULL)

## S4 method for signature 'advector'
cov2cor(V)

## S4 method for signature 'ad,ad.'
solve(a, b)

## S4 method for signature 'num,num.'
solve(a, b)

## S4 method for signature 'anysparse,ad.'
solve(a, b)

## S4 method for signature 'advector'
colSums(x)

## S4 method for signature 'advector'
rowSums(x)

## S3 method for class 'advector'
cbind(...)

## S3 method for class 'advector'
rbind(...)

Arguments

x

matrix (sparse or dense)

...

As cbind

value

Replacement value

y

matrix (sparse or dense)

V

Covariance matrix

a

matrix

b

matrix, vector or missing

Value

Object of class advector with a dimension attribute for dense matrix operations; Object of class adsparse for sparse matrix operations.

Functions

• t(adsparse): AD sparse matrix transpose. Re-directs to t,CsparseMatrix-method.

• [: AD sparse matrix subsetting. Re-directs to [-methods.

• `[`(adsparse) <- value: AD sparse matrix subset assignment. Re-directs to [<–methods.

• diag(x = adsparse, nrow = missing, ncol = missing): AD sparse matrix diagonal extract. Re-directs to diag,CsparseMatrix-method.

• expm(advector): AD matrix exponential

• expm(adsparse): AD matrix exponential

• dim(adsparse): AD sparse matrix dimension

• x %*% y: AD matrix multiply

• x %*% y: AD matrix multiply

• x %*% y: AD matrix multiply

• x %*% y: AD matrix multiply

• tcrossprod(x = advector, y = ANY): AD matrix multiply

• crossprod(x = advector, y = ANY): AD matrix multiply

• cov2cor(advector): AD matrix cov2cor

• solve(a = ad, b = ad.): AD matrix inversion and solve

• solve(a = num, b = num.): AD matrix inversion and solve

• solve(a = anysparse, b = ad.): Sparse AD matrix solve (not yet implemented)

• colSums(advector): AD matrix (or array) colsums

• rowSums(advector): AD matrix (or array) rowsums

• cbind(advector): AD matrix column bind

• rbind(advector): AD matrix row bind

Examples

F <- MakeTape(function(x) matrix(1:9,3,3) %*% x, numeric(3))
F$jacobian(1:3)
F <- MakeTape(function(x) Matrix::expm(matrix(x,2,2)), numeric(4))
F$jacobian(1:4)