Sparse and Dense Matrix Classes and Methods

A rich hierarchy of matrix classes, including triangular, symmetric, and diagonal matrices, both dense and sparse and with pattern, logical and numeric entries. Numerous methods for and operations on these matrices, using 'LAPACK' and 'SuiteSparse' libraries.


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Reference manual

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install.packages("Matrix")

1.2-12 by Martin Maechler, 9 days ago


http://Matrix.R-forge.R-project.org/


Browse source code at https://github.com/cran/Matrix


Authors: Douglas Bates [aut], Martin Maechler [aut, cre], Timothy A. Davis [ctb] (SuiteSparse and 'cs' C libraries, notably CHOLMOD, AMD; collaborators listed in dir(pattern = '^[A-Z]+[.]txt$', full.names=TRUE, system.file('doc', 'SuiteSparse', package='Matrix'))), Jens Oehlschlägel [ctb] (initial nearPD()), Jason Riedy [ctb] (condest() and onenormest() for octave, Copyright: Regents of the University of California), R Core Team [ctb] (base R matrix implementation)


Documentation:   PDF Manual  


Task views: Econometrics, Multivariate Statistics, Numerical Mathematics


GPL (>= 2) | file LICENCE license


Imports methods, graphics, grid, stats, utils, lattice

Suggests expm, MASS

Enhances MatrixModels, graph, SparseM, sfsmisc


Imported by ADMM, AICcmodavg, ArCo, BMhyb, BTYD, BayesS5, BayesianTools, BeSS, Bergm, BigQuic, BinOrdNonNor, BradleyTerryScalable, CEGO, CIAAWconsensus, CNull, CRF, CVXR, CatEncoders, ChainLadder, CluMix, CollocInfer, CompareCausalNetworks, CorReg, Corbi, Countr, CovTools, Crossover, Cyclops, DAISIE, DCD, DDD, DESP, DNMF, DRaWR, DWLasso, Datasmith, DiffNet, DrBats, ECOSolveR, EFDR, EdSurvey, Epi, FDboost, FREGAT, FRK, FSInteract, FTRLProximal, FactoRizationMachines, FastImputation, FeatureHashing, FindIt, GENLIB, GFD, GSCAD, GeomComb, HDCI, HDPenReg, HLMdiag, HRQoL, HiCblock, HiCglmi, INLABMA, Infusion, IsingFit, KMgene, LANDD, LICORS, LMERConvenienceFunctions, LPR, LassoBacktracking, MANOVA.RM, MCMCprecision, MEGENA, MESS, MFKnockoffs, MFPCA, MIIVsem, MatrixModels, MixedPsy, MlBayesOpt, Morpho, MuMIn, NORTARA, NetworkToolbox, OpenMx, PBImisc, PCADSC, PEIP, PLmixed, PROreg, PenCoxFrail, PerFit, Plasmode, R2MLwiN, RCMIP5, REndo, RFinfer, RHPCBenchmark, RKEEL, RMThreshold, ROI.plugin.clp, ROI.plugin.ecos, ROI.plugin.scs, RSSL, RSiena, RSpectra, RVFam, RVPedigree, RcppBlaze, RcppEigen, Rdtq, ResourceSelection, RevEcoR, Rlinsolve, Rphylopars, RxODE, SCGLR, SID, SISIR, SMNCensReg, SSN, STB, ScreenClean, SemiParSampleSel, SimInf, SimMultiCorrData, SwarmSVM, TANDEM, TMB, TTCA, VCA, XGR, XMRF, adjclust, apcluster, apdesign, arc, asnipe, automultinomial, bamlss, basefun, bastah, benchmarkme, bibliometrix, bigstatsr, biospear, blockseg, bootnet, brglm2, bridgesampling, brms, btergm, btf, cape, chinese.misc, chords, cleanNLP, clustvarsel, coalescentMCMC, codingMatrices, colourvision, comato, complexplus, cooccurNet, cope, copula, covmat, coxinterval, coxme, crisp, ctmm, ctsem, denoiseR, denseFLMM, diffusionMap, dmt, dnet, doBy, dplR, dr4pl, dtwclust, dynr, eRm, edmcr, effectFusion, episode, ergm, eva, evclust, evolqg, expoRkit, ez, fGarch, face, fastLink, fastcox, fbar, fdapace, flars, fpmoutliers, funcy, fuser, gMCP, gRbase, gcbd, geex, geomorph, glm.ddR, glmmLasso, glmmTMB, glmmsr, glmnetUtils, gmum.r, gnm, goric, graphicalVAR, growfunctions, hbm, hbsae, hierarchicalDS, hierarchicalSets, highriskzone, hisemi, hmi, hts, iRF, icdGLM, igraph, influence.ME, influenceR, intercure, ivmodel, joineRML, kknn, knockoff, ldstatsHD, lgcp, lime, lmeresampler, lmvar, lpbrim, ltmle, ludic, lvnet, mRchmadness, madness, marcher, marked, markovchain, mboost, mcglm, mcompanion, medflex, merDeriv, metaMix, metaSEM, metafuse, metagear, mgcv, miRNAss, micemd, midasr, misclassGLM, mistral, mlmm, mltools, mme, moult, msaenet, multibiplotGUI, multimark, mvord, nauf, netCoin, netcom, netdiffuseR, nettools, neuroim, nlmixr, nmfgpu4R, nopaco, nowcasting, oem, ompr, ompr.roi, optBiomarker, optiSel, optiSolve, optismixture, optrdd, opusminer, ordinal, pbkrtest, perARMA, pez, phangorn, phia, phylocurve, pi0, pkggraph, polmineR, polycor, polywog, powerlmm, powerplus, prioritizr, prozor, pulsar, pvclass, qgraph, qrjoint, qrsvm, quantable, quanteda, quantreg, r2glmm, rFTRLProximal, rWind, rWishart, ragt2ridges, randomForest.ddR, randomLCA, ranger, rankFD, raptr, rdomains, recipes, refund, repolr, rmatio, rmgarch, robustreg, rodd, rolypoly, rpql, rsig, rstanarm, sNPLS, saeRobust, sbfc, scalpel, scam, scrubr, scs, seqHMM, seqMeta, simcausal, sjstats, slimrec, smam, smart, spaMM, spacom, sparseFLMM, sparseHessianFD, sparseMVN, sparsebnUtils, sparsesvd, sparsevar, sparsio, spatgraphs, spatstat, spatsurv, sphet, splm, spmoran, stR, stm, stocc, strum, superbiclust, surrosurv, surveillance, survival, survivalsvm, survtmle, synlik, tensorr, text2vec, themetagenomics, threeboost, tidytext, tmle.npvi, tmlenet, treeDA, trustOptim, tsDyn, tukeytrend, tvR, udpipe, umx, useful, varComp, varbvs, vennLasso, wfe, widyr, xLLiM, xgboost.

Depended on by ADDT, ADMMnet, AMIAS, APML0, BCE, BDgraph, BTLLasso, BacArena, BayesFactor, BinNonNor, BinNor, CAM, CLSOCP, CRTgeeDR, CVST, CompetingRisk, CoxBoost, Coxnet, DAGGER, DODR, DRR, DoubleCone, EMCluster, EMMREML, FAiR, FENmlm, FSTpackage, FTICRMS, GAMBoost, GHap, GPvam, GeDS, GenOrd, GeoDE, GrassmannOptim, HiCfeat, IPMpack, LPmerge, LSC, MBC, MCMCglmm, MDPtoolbox, MEET, MMS, Matrix.utils, Metatron, MultiGHQuad, MultiOrd, MultiVarSel, MultisiteMediation, NegBinBetaBinreg, NetworkRiskMeasures, ORDER2PARENT, OrdNor, PCovR, PRISMA, PROFANCY, PhylogeneticEM, PivotalR, PoisBinNonNor, PoisBinOrd, PoisBinOrdNonNor, PoisBinOrdNor, PoisNonNor, PoisNor, PrevMap, ProbitSpatial, QRM, QZ, R2STATS, REBayes, REREFACT, RFGLS, RGENERATEPREC, RMRAINGEN, RNewsflow, RSarules, RealVAMS, Rmosek, SALES, SOR, Seurat, SpatioTemporal, StableEstim, SubgrpID, TPEA, TimeProjection, TreePar, ViSiElse, adaptMCMC, adaptsmoFMRI, addhaz, agop, ahaz, arm, arules, arulesCBA, aster2, bayesGDS, bc3net, bgsmtr, biglasso, bnstruct, cAIC4, camel, centiserve, cgam, cherry, cjoint, climwin, corpustools, covLCA, cpgen, cplm, crqa, crrp, cthreshER, ctmcmove, cvxbiclustr, cvxclustr, dataPreparation, dcGOR, dclone, dglars, dhglm, distrom, dmm, dualScale, epistasis, epoc, excursions, expm, fExpressCertificates, fanc, fastclime, fda, flare, frailtyHL, gamlr, gamm4, gcdnet, gdistance, geeM, genlasso, geostatsp, gettingtothebottom, glmm, glmnet, gptk, growthrate, grpreg, grpregOverlap, gskat, gvcm.cat, gwerAM, hdlm, hglm, hglm.data, huge, ibmdbR, inarmix, inca, irlba, isotonic.pen, kinship2, klin, largeVis, lassoscore, ldr, lfe, lme4, lmerTest, logcondiscr, lsgl, mapfit, mclogit, mdhglm, mediation, mefa4, metafor, mht, mi, minque, mosaic, msda, msgl, multiAssetOptions, mvglmmRank, nadiv, netcoh, netgsa, nonlinearTseries, optbdmaeAT, optimbase, optrcdmaeAT, orderedLasso, pETM, pedgene, pedigree, pedigreemm, penDvine, penRvine, pense, phmm, picasso, pleio, prodest, qgtools, qlcMatrix, qpcR, quadrupen, qut, rCUR, ramps, randnet, recommenderlab, reglogit, robustlmm, rsggm, rwc, sGPCA, sSDR, scpm, sdpt3r, sdwd, sensory, sglOptim, sglasso, simglm, snpReady, softImpute, sommer, soptdmaeA, spacejam, sparsestep, spatialprobit, spdep, speedglm, ssfa, survey, svcm, sybil, sybilEFBA, sybilSBML, sybilccFBA, sybilcycleFreeFlux, systemfit, textTinyR, textir, textmineR, tmvtnorm, triversity, wordspace.

Suggested by AdaptiveSparsity, CARBayes, ChoiceModelR, DGCA, DoE.MIParray, ESEA, FSelectorRcpp, HSAUR, HSAUR2, HelpersMG, LncPath, NCmisc, PAGI, PRIMME, R.matlab, RcppArmadillo, Rmpfr, STPGA, SpaDES.core, SweaveListingUtils, afex, blockmodeling, broom, car, cccd, classGraph, corpus, corrgram, cpr, ddR, dils, dimRed, discSurv, e1071, extraTrees, eyetrackingR, flacco, funrar, gap, gcKrig, gear, gemtc, gmodels, h2o, hamlet, hdi, inlabru, lava, lda, lfactors, loe, matrixpls, mefa, mlt.docreg, neat, pcalg, pergola, prc, rARPACK, rattle, rmumps, robustbase, robustvarComp, rope, rstan, scidb, sfsmisc, sirt, solarius, spam, sprint, sptm, srvyr, stabledist, tableone, tscount, zenplots.

Enhanced by OptimalDesign, Rcplex, Rcsdp, Rsymphony, coop, skmeans, slam.


See at CRAN