topic Create a block diagonal matrix from a to-be-partitioned matrix in SAS/IML Software and Matrix Computations

Create a block diagonal matrix from a to-be-partitioned matrix

KGeorge — Sun, 07 Oct 2012 02:13:06 GMT

Could someone please help me out?

I have a matrix A={1 1,1 2,2 1,2 2,2 3,3 1}. I would like to create a block diagonal matrix (B) such that B={1 1 0 0 0 0, 1 2 0 0 0 0, 0 0 2 1 0 0, 0 0 2 2 0 0, 0 0 2 3 0 0, 0 0 0 0 3 1}. I know of the block function but it does not work here (in its basic form at least). How can I do this in IML? Is it possible without looping because the number of rows in A can get very large (millions or more)?

Lots of thanks in advance for your help.

George

Re: Create a block diagonal matrix from a to-be-partitioned matrix

Rick_SAS — Sun, 07 Oct 2012 09:46:04 GMT

You don't need to loop over rows of A; you can loop over the unique blocks defined by A. Use the UNIQUE function on the first column of A to find out how many blocks there are. Then for each block, use the BLOCK function to iteratively build up the matrix. For you example, the loop would have three iterations and be equivalent to the following statements:

B = A[1:2,]; /* initialize outside loop */

/* do i = 2 to 3; */

B = block(B, A[3:5,]);

B = block(B, A[6,]);

/* end do */

print B;

Re: Create a block diagonal matrix from a to-be-partitioned matrix

KGeorge — Thu, 11 Oct 2012 18:10:23 GMT

Thanks Rick