# 11. Matrices and other arrays#

This open-access textbook is, and will remain, freely available for everyone’s enjoyment (also in PDF; a paper copy can also be ordered). It is a non-profit project. Although available online, it is a whole course, and should be read from the beginning to the end. Refer to the Preface for general introductory remarks. Any bug/typo reports/fixes are appreciated. Make sure to check outMinimalist Data Wrangling with Python[27] too.

When we equip an atomic or generic vector with the `dim`

attribute,
it automatically becomes an object of the S3 class `array`

.
In particular, two-dimensional arrays (primary S3 class `matrix`

) allow us
to represent *tabular* data where items are aligned into rows and columns:

```
structure(1:6, dim=c(2, 3)) # a matrix with two rows and three columns
## [,1] [,2] [,3]
## [1,] 1 3 5
## [2,] 2 4 6
```

Combined with the fact that there are many functions overloaded
for the `matrix`

class, we have just opened up a whole world of new
possibilities, which we explore in this chapter.

In particular, we discuss how to perform the algebraic operations such as matrix multiplication, transpose, finding eigenvalues, and performing various decompositions. We also cover data wrangling operations such as array subsetting and column- and rowwise aggregation.

Important

Oftentimes, a numeric matrix with \(n\) rows and \(m\) columns is used to represent \(n\) points (samples) in an \(m\)-dimensional space (with \(m\) numeric features or variables), \(\mathbb{R}^m\).

Furthermore, in the next chapter, we will introduce data frames: matrix-like objects whose columns can be of any (not necessarily the same) type.

## 11.1. Creating arrays#

### 11.1.1. **matrix** and **array**#

A matrix can be conveniently created using the following function.

```
(A <- matrix(1:6, byrow=TRUE, nrow=2))
## [,1] [,2] [,3]
## [1,] 1 2 3
## [2,] 4 5 6
```

It converted an atomic vector of length six to a matrix with two rows.
The number of columns was determined automatically (`ncol=3`

could have
been passed to get the same result).

Important

By default, the elements of the input vector are read column by column:

```
matrix(1:6, ncol=3) # byrow=FALSE
## [,1] [,2] [,3]
## [1,] 1 3 5
## [2,] 2 4 6
```

A matrix can be equipped with an attribute that defines dimension names, being a list of two character vectors of appropriate sizes which label each row and column:

```
matrix(1:6, byrow=TRUE, nrow=2, dimnames=list(c("x", "y"), c("a", "b", "c")))
## a b c
## x 1 2 3
## y 4 5 6
```

Alternatively, to create a matrix, we can use the **array** function.
It requires the number of rows and columns to be specified explicitly.

```
array(1:6, dim=c(2, 3))
## [,1] [,2] [,3]
## [1,] 1 3 5
## [2,] 2 4 6
```

The elements were consumed in the column-major order.

Arrays of other dimensionalities are also possible. Here is a one-dimensional array:

```
array(1:6, dim=6)
## [1] 1 2 3 4 5 6
```

When printed, it is indistinguishable
from an atomic vector (but the `class`

attribute is still
set to `array`

).

And now for something completely different: a three-dimensional array of size \(3\times 4\times 2\):

```
array(1:24, dim=c(3, 4, 2))
## , , 1
##
## [,1] [,2] [,3] [,4]
## [1,] 1 4 7 10
## [2,] 2 5 8 11
## [3,] 3 6 9 12
##
## , , 2
##
## [,1] [,2] [,3] [,4]
## [1,] 13 16 19 22
## [2,] 14 17 20 23
## [3,] 15 18 21 24
```

It can be thought of as two matrices of size \(3\times 4\) (because how else can we print out a 3D object on a 2D console?).

The **array** function can be fed with the `dimnames`

argument too.
For instance, the above three-dimensional hypertable
would require a list of three character vectors
of sizes 3, 4, and 2, respectively.

Verify that 5-dimensional arrays can also be created.

### 11.1.2. Promoting and stacking vectors#

We can promote an ordinary vector to a *column vector*, i.e.,
a matrix with one column, by calling:

```
as.matrix(1:2)
## [,1]
## [1,] 1
## [2,] 2
cbind(1:2)
## [,1]
## [1,] 1
## [2,] 2
```

and to a row vector:

```
t(1:3) # transpose
## [,1] [,2] [,3]
## [1,] 1 2 3
rbind(1:3)
## [,1] [,2] [,3]
## [1,] 1 2 3
```

Actually, **cbind** and **rbind** stand for column- and
row-bind. They permit multiple vectors and matrices to be stacked
one after/below another:

```
rbind(1:4, 5:8, 9:10, 11) # row-bind
## [,1] [,2] [,3] [,4]
## [1,] 1 2 3 4
## [2,] 5 6 7 8
## [3,] 9 10 9 10
## [4,] 11 11 11 11
cbind(1:4, 5:8, 9:10, 11) # column-bind
## [,1] [,2] [,3] [,4]
## [1,] 1 5 9 11
## [2,] 2 6 10 11
## [3,] 3 7 9 11
## [4,] 4 8 10 11
cbind(1:2, 3:4, rbind(11:13, 21:23)) # vector, vector, 2x3 matrix
## [,1] [,2] [,3] [,4] [,5]
## [1,] 1 3 11 12 13
## [2,] 2 4 21 22 23
```

and so forth.
Unfortunately, the *generalised* recycling rule is not implemented in full:

```
cbind(1:4, 5:8, cbind(9:10, 11)) # different from cbind(1:4, 5:8, 9:10, 11)
## Warning in cbind(1:4, 5:8, cbind(9:10, 11)): number of rows of result is
## not a multiple of vector length (arg 1)
## [,1] [,2] [,3] [,4]
## [1,] 1 5 9 11
## [2,] 2 6 10 11
```

Note that the first two arguments were of length four.

### 11.1.3. Simplifying lists#

**simplify2array** is an extension of the **unlist** function.
Given a list of atomic vectors, each of length one, it will return a flat
atomic vector. However, if longer vectors of the same lengths are given,
they will be converted to a matrix.

```
simplify2array(list(1, 11, 21)) # each of length one
## [1] 1 11 21
simplify2array(list(1:3, 11:13, 21:23, 31:33)) # each of length three
## [,1] [,2] [,3] [,4]
## [1,] 1 11 21 31
## [2,] 2 12 22 32
## [3,] 3 13 23 33
simplify2array(list(1, 11:12, 21:23)) # no can do (without warning!)
## [[1]]
## [1] 1
##
## [[2]]
## [1] 11 12
##
## [[3]]
## [1] 21 22 23
```

In the second example, each vector becomes a separate column of the resulting matrix, which can easily be justified by the fact that matrix elements are stored in a columnwise order.

Quite a few functions call the foregoing automatically;
compare the `simplify`

argument to **apply**,
**sapply**, **tapply**, or **replicate**,
and the `SIMPLIFY`

(sic!) argument to **mapply**. For instance,
**sapply** combines **lapply**
with **simplify2array**:

```
min_mean_max <- function(x) c(Min=min(x), Mean=mean(x), Max=max(x))
sapply(split(iris[["Sepal.Length"]], iris[["Species"]]), min_mean_max)
## setosa versicolor virginica
## Min 4.300 4.900 4.900
## Mean 5.006 5.936 6.588
## Max 5.800 7.000 7.900
```

Take note of what constitutes the columns of the return matrix.

Inspect the behaviour of **as.matrix** on list arguments.
Write your version of **simplify2array**
named **as.matrix.list** that *always*
returns a matrix. If a list of non-equisized vectors is given,
fill the missing cells with `NA`

s and generate a warning.

Important

Sometimes a call to **do.call**`(`

**cbind**`, x)`

might be a better idea than a referral to **simplify2array**.
Provided that `x`

is a list of atomic vectors,
it *always* returns a matrix: shorter vectors are recycled
(which might be welcome, but not necessarily).

```
do.call(cbind, list(a=c(u=1), b=c(v=2, w=3), c=c(i=4, j=5, k=6)))
## Warning in (function (..., deparse.level = 1) : number of rows of result
## is not a multiple of vector length (arg 2)
## a b c
## i 1 2 4
## j 1 3 5
## k 1 2 6
```

Consider a toy named list of numeric vectors:

```
x <- list(a=runif(10), b=rnorm(15))
```

Compare the results generated by **sapply**
(which calls **simplify2array**):

```
sapply(x, function(e) c(Mean=mean(e)))
## a.Mean b.Mean
## 0.57825 0.12431
sapply(x, function(e) c(Min=min(e), Max=max(e)))
## a b
## Min 0.045556 -1.9666
## Max 0.940467 1.7869
```

with its version based on **do.call** and **cbind**:

```
sapply2 <- function(...)
do.call(cbind, lapply(...))
sapply2(x, function(e) c(Mean=mean(e)))
## a b
## Mean 0.57825 0.12431
sapply2(x, function(e) c(Min=min(e), Max=max(e)))
## a b
## Min 0.045556 -1.9666
## Max 0.940467 1.7869
```

Notice that **sapply** may return an atomic vector
with somewhat surprising `names`

.

See Section 12.3.7 for a few more examples.

### 11.1.4. Beyond numeric arrays#

Arrays based on non-numeric vectors are also possible. For instance, we will later stress that matrix comparisons are performed elementwisely. They spawn logical matrices:

```
A >= 3
## [,1] [,2] [,3]
## [1,] FALSE FALSE TRUE
## [2,] TRUE TRUE TRUE
```

Matrices of character strings can be useful too:

```
matrix(strrep(LETTERS[1:6], 1:6), ncol=3)
## [,1] [,2] [,3]
## [1,] "A" "CCC" "EEEEE"
## [2,] "BB" "DDDD" "FFFFFF"
```

And, of course, complex matrices:

```
A + 1i
## [,1] [,2] [,3]
## [1,] 1+1i 2+1i 3+1i
## [2,] 4+1i 5+1i 6+1i
```

We are not limited to *atomic* vectors. Lists can
be a basis for arrays as well:

```
matrix(list(1, 11:21, "A", list(1, 2, 3)), nrow=2)
## [,1] [,2]
## [1,] 1 "A"
## [2,] integer,11 list,3
```

Certain elements are not *displayed* correctly, but they *are* still there.

### 11.1.5. Internal representation#

An object of the S3 class `array`

is an atomic vector or a list
equipped with the `dims`

attribute being a vector of nonnegative integers.
Interestingly, we do not have to set the `class`

attribute explicitly:
the accessor function **class** will return an implicit[1]
class anyway.

```
class(1) # atomic vector
## [1] "numeric"
class(structure(1, dim=rep(1, 1))) # 1D array (vector)
## [1] "array"
class(structure(1, dim=rep(1, 2))) # 2D array (matrix)
## [1] "matrix" "array"
class(structure(1, dim=rep(1, 3))) # 3D array
## [1] "array"
```

Note that a two-dimensional array is additionally of the `matrix`

class.

Optional dimension names are represented by means of the `dimnames`

attribute, which is a list of \(d\) character vectors,
where \(d\) is the array’s dimensionality.

```
(A <- structure(1:6, dim=c(2, 3), dimnames=list(letters[1:2], LETTERS[1:3])))
## A B C
## a 1 3 5
## b 2 4 6
dim(A) # or attr(A, "dim")
## [1] 2 3
dimnames(A) # or attr(A, "dimnames")
## [[1]]
## [1] "a" "b"
##
## [[2]]
## [1] "A" "B" "C"
```

Important

Internally, elements in an array are stored in the column-major (Fortran) order:

```
as.numeric(A) # drop all attributes to reveal the underlying numeric vector
## [1] 1 2 3 4 5 6
```

Setting `byrow=TRUE`

in a call to the **matrix** function
only affects the order in which this constructor *reads* a given source
vector, not the resulting column/row-majorness.

```
(B <- matrix(1:6, ncol=3, byrow=TRUE))
## [,1] [,2] [,3]
## [1,] 1 2 3
## [2,] 4 5 6
as.numeric(B)
## [1] 1 4 2 5 3 6
```

The two said special attributes can be modified through the replacement
functions `**dim<-**` and `**dimnames<-**`
(and, of course, `**attr<-**` as well).
In particular, changing `dim`

does not alter the underlying atomic vector.
It only affects how other functions, including the corresponding
**print** method, interpret their placement on a virtual grid:

```
`dim<-`(A, c(3, 2)) # not the same as the transpose of `A`
## [,1] [,2]
## [1,] 1 4
## [2,] 2 5
## [3,] 3 6
```

We obtained a different *view* of the same *flat* data vector.
Also, the `dimnames`

attribute was dropped because its size became
incompatible with the newly requested dimensionality.

Study the source code of the **nrow**,
**NROW**, **ncol**, **NCOL**,
**rownames**, **row.names**, and
**colnames** functions.

Interestingly, for one-dimensional arrays, the
**names** function returns a reasonable value
(based on the `dimnames`

attribute, which is a list with one character
vector), despite the `names`

attribute’s not being set.

What is more, the `dimnames`

attribute itself can be named:

```
names(dimnames(A)) <- c("ROWS", "COLUMNS")
print(A)
## COLUMNS
## ROWS A B C
## a 1 3 5
## b 2 4 6
```

It is still a numeric matrix, but its presentation has been slightly prettified.

**outer** applies an elementwisely vectorised function
on each pair of elements from two vectors, forming a two-dimensional
result grid. Implement it yourself based on two calls to **rep**.
Some examples:

```
outer(c(x=1, y=10, z=100), c(a=1, b=2, c=3, d=4), "*") # multiplication
## a b c d
## x 1 2 3 4
## y 10 20 30 40
## z 100 200 300 400
outer(c("A", "B"), 1:8, paste, sep="-") # concatenate strings
## [,1] [,2] [,3] [,4] [,5] [,6] [,7] [,8]
## [1,] "A-1" "A-2" "A-3" "A-4" "A-5" "A-6" "A-7" "A-8"
## [2,] "B-1" "B-2" "B-3" "B-4" "B-5" "B-6" "B-7" "B-8"
```

Show how **match**`(y, z)`

can be implemented
using **outer**. Is its time and memory complexity
optimal, though?

**table** creates a contingency matrix/array that counts the number
of unique elements or unique pairs of corresponding items from one or more
vectors of equal lengths. Write its one- and two-argument version based on
**tabulate**. For example:

```
tips <- read.csv(paste0("https://github.com/gagolews/teaching-data/raw/",
"master/other/tips.csv"), comment.char="#") # a data.frame (list)
table(tips[["day"]])
##
## Fri Sat Sun Thur
## 19 87 76 62
table(tips[["smoker"]], tips[["day"]])
##
## Fri Sat Sun Thur
## No 4 45 57 45
## Yes 15 42 19 17
```

## 11.2. Array indexing#

Array subsetting can be performed by means of the overloaded[2]
`**[**` method.

### 11.2.1. Arrays are built on basic vectors#

Consider two example matrices:

```
(A <- matrix(1:12, byrow=TRUE, nrow=3))
## [,1] [,2] [,3] [,4]
## [1,] 1 2 3 4
## [2,] 5 6 7 8
## [3,] 9 10 11 12
(B <- `dimnames<-`(A, list( # copy of `A` with `dimnames` set
c("a", "b", "c"), # row labels
c("x", "y", "z", "w") # column labels
)))
## x y z w
## a 1 2 3 4
## b 5 6 7 8
## c 9 10 11 12
```

Subsetting based on one indexer (as in Chapter 5) will refer to the underlying flat vector. For instance:

```
A[6]
## [1] 10
```

It is the element in the third row, second column. Recall that values are stored in the column-major order.

### 11.2.2. Selecting individual elements#

Our example \(3\times 4\) real matrix \(\mathbf{A}\in\mathbb{R}^{3\times 4}\) is like:

Matrix elements are aligned in a two-dimensional grid. Hence, we can pinpoint a cell using two indexes. In mathematical notation, \(a_{i,j}\) refers to the \(i\)-th row and the \(j\)-th column. Similarly in R:

```
A[3, 2] # the third row, the second column
## [1] 10
B["c", "y"] # using dimnames == B[3, 2]
## [1] 10
```

### 11.2.3. Selecting rows and columns#

Some textbooks, and we are fond of this notation here as well, mark with \(\mathbf{a}_{i,\cdot}\) a vector that consists of all the elements in the \(i\)-th row and with \(\mathbf{a}_{\cdot,j}\) all items in the \(j\)-th column. In R, this corresponds to one of the indexers being left out.

```
A[3, ] # the third row
## [1] 9 10 11 12
A[, 2] # the second column
## [1] 2 6 10
B["c", ] # or B[3, ]
## x y z w
## 9 10 11 12
B[, "y"] # or B[, 2]
## a b c
## 2 6 10
```

Let’s stress that `A[1]`

, `A[1, ]`

, and `A[, 1]`

have different
meanings. Also, we see that the results’ `dimnames`

are adjusted accordingly;
see also **unname**, which can take care of them once and for all.

Use **duplicated** to remove repeating rows
in a given numeric matrix (see also **unique**).

### 11.2.4. Dropping dimensions#

Extracting an individual element or a single row/column from a matrix
brings about an atomic vector. If the resulting object’s `dim`

attribute
consists of 1s only, it will be removed whatsoever; see also the
**drop** function which removes the dimensions with only one level.

In order to obtain proper row and column vectors, we can request the
preservation of the dimensionality of the output object
(and, more precisely, the length of `dim`

). This can be
done by passing `drop=FALSE`

to `**[**`.

```
A[1, 2, drop=FALSE] # the first row, second column
## [,1]
## [1,] 2
A[1, , drop=FALSE] # the first row
## [,1] [,2] [,3] [,4]
## [1,] 1 2 3 4
A[ , 2, drop=FALSE] # the second column
## [,1]
## [1,] 2
## [2,] 6
## [3,] 10
```

Important

Unfortunately, the `drop`

argument defaults to `TRUE`

. Many bugs could be
avoided otherwise, primarily when the indexers are generated
programmatically.

Note

For list-based matrices,
we can also use a multi-argument
version of `**[[**` to extract the individual elements.

```
C <- matrix(list(1, 11:12, 21:23, 31:34), nrow=2)
C[1, 2] # for `[`, input type is the same as the output type, hence a list
## [[1]]
## [1] 21 22 23
C[1, 2, drop=FALSE]
## [,1]
## [1,] integer,3
C[[1, 2]] # extract
## [1] 21 22 23
```

### 11.2.5. Selecting submatrices#

Indexing based on two vectors, both of length two or more, extracts a sub-block of a given matrix.

```
A[1:2, c(1, 2, 4)] # rows 1 and 2, columns 1, 2, and 4
## [,1] [,2] [,3]
## [1,] 1 2 4
## [2,] 5 6 8
B[c("a", "b"), -3] # some rows, omit the third column
## x y w
## a 1 2 4
## b 5 6 8
```

Note again that we have `drop=TRUE`

by default, which affects
the operator’s behaviour if one of the indexers is a scalar.

```
A[c(1, 3), 3]
## [1] 3 11
A[c(1, 3), 3, drop=FALSE]
## [,1]
## [1,] 3
## [2,] 11
```

Define the **split** method for the `matrix`

class that
returns a list of \(n\) matrices when given a matrix with \(n\) rows and an
object of the class `factor`

of length \(n\) (or a list of such objects).
For example:

```
split.matrix <- ...to.do...
A <- matrix(1:12, nrow=3) # matrix whose rows are to be split
s <- factor(c("a", "b", "a")) # determines a grouping of rows
split(A, s)
## $a
## [,1] [,2] [,3] [,4]
## [1,] 1 4 7 10
## [2,] 3 6 9 12
##
## $b
## [,1] [,2] [,3] [,4]
## [1,] 2 5 8 11
```

### 11.2.6. Selecting elements based on logical vectors#

Logical vectors can also be used as indexers, with consequences that are not hard to guess:

```
A[c(TRUE, FALSE, TRUE), -1] # select 1st and 3rd row, omit 1st column
## [,1] [,2] [,3]
## [1,] 4 7 10
## [2,] 6 9 12
B[B[, "x"]>1 & B[, "x"]<=9, ] # all rows where x's contents are in (1, 9]
## x y z w
## b 5 6 7 8
## c 9 10 11 12
A[2, colMeans(A)>6, drop=FALSE] # 2nd row and the columns whose means > 6
## [,1] [,2]
## [1,] 8 11
```

Note

Section 11.3 notes that comparisons involving matrices are performed in an elementwise manner. For example:

```
A>7
## [,1] [,2] [,3] [,4]
## [1,] FALSE FALSE FALSE TRUE
## [2,] FALSE FALSE TRUE TRUE
## [3,] FALSE FALSE TRUE TRUE
```

Such logical matrices can be used to subset other matrices of the same size. This kind of indexing always gives rise to a (flat) vector:

```
A[A>7]
## [1] 8 9 10 11 12
```

It is nothing else than the single-indexer subsetting
involving two flat vectors (a numeric and a logical one).
The `dim`

attributes are not considered here.

Implement your versions of **max.col**,
**lower.tri**, and **upper.tri**.

### 11.2.7. Selecting based on two-column numeric matrices#

We can also index a matrix `A`

by a two-column matrix of positive
integers `I`

. For instance:

```
(I <- cbind(
c(1, 3, 2, 1, 2),
c(2, 3, 2, 2, 4)
))
## [,1] [,2]
## [1,] 1 2
## [2,] 3 3
## [3,] 2 2
## [4,] 1 2
## [5,] 2 4
```

Now `A[I]`

gives easy access to:

`A[ I[1, 1], I[1, 2] ]`

,`A[ I[2, 1], I[2, 2] ]`

,`A[ I[3, 1], I[3, 2] ]`

,…

and so forth. In other words, each row of `I`

gives
the coordinates of the elements to extract.
The result is always a flat vector.

```
A[I]
## [1] 4 9 5 4 11
```

This is exactly
`A[1, 2], A[3, 3], A[2, 2], A[1, 2], A[2, 4]`

.

Note

**which** can also return a list of index matrices:

```
which(A>7, arr.ind=TRUE)
## row col
## [1,] 2 3
## [2,] 3 3
## [3,] 1 4
## [4,] 2 4
## [5,] 3 4
```

Moreover, **arrayInd** converts
flat indexes to multidimensional ones.

Implement your version of **arrayInd**
and a function performing the inverse operation.

Write your version of **diag**.

### 11.2.8. Higher-dimensional arrays#

For \(d\)-dimensional arrays, indexing can involve up to \(d\) indexes.
It is particularly valuable for arrays with the `dimnames`

attribute set
representing contingency tables over a Cartesian product of multiple factors.
The **datasets**`::Titanic`

object is
an exemplary four-dimensional table:

```
str(dimnames(Titanic)) # for reference (note that dimnames are named)
## List of 4
## $ Class : chr [1:4] "1st" "2nd" "3rd" "Crew"
## $ Sex : chr [1:2] "Male" "Female"
## $ Age : chr [1:2] "Child" "Adult"
## $ Survived: chr [1:2] "No" "Yes"
```

Here is the number of adult male crew members who survived the accident:

```
Titanic["Crew", "Male", "Adult", "Yes"]
## [1] 192
```

Moreover, let’s fetch a slice corresponding to adults travelling in the first class:

```
Titanic["1st", , "Adult", ]
## Survived
## Sex No Yes
## Male 118 57
## Female 4 140
```

Check if the above four-dimensional array can be indexed using matrices with four columns.

### 11.2.9. Replacing elements#

Generally, subsetting drops all attributes except
`names`

, `dim`

, and `dimnames`

(unless it does not make sense otherwise).
The replacement variant of the index operator
modifies vector values but generally preserves all the attributes.
This enables transforming matrix elements like:

```
B[B<10] <- A[B<10]^2 # `A` has no `dimnames` set
print(B)
## x y z w
## a 1 16 49 100
## b 4 25 64 121
## c 9 10 11 12
B[] <- rep(seq_len(NROW(B)), NCOL(B)) # NOT the same as B <- ...
print(B) # `dim` and `dimnames` were preserved
## x y z w
## a 1 1 1 1
## b 2 2 2 2
## c 3 3 3 3
```

Given a character matrix with entities that can be interpreted as numbers like:

```
(X <- rbind(x=c(a="1", b="2"), y=c("3", "4")))
## a b
## x "1" "2"
## y "3" "4"
```

convert it to a numeric matrix with a single line of code. Preserve all attributes.

## 11.3. Common operations#

### 11.3.1. Matrix transpose#

The matrix *transpose*, mathematically denoted by \(\mathbf{A}^T\),
is available via a call to **t**:

```
(A <- matrix(1:6, byrow=TRUE, nrow=2))
## [,1] [,2] [,3]
## [1,] 1 2 3
## [2,] 4 5 6
t(A)
## [,1] [,2]
## [1,] 1 4
## [2,] 2 5
## [3,] 3 6
```

Hence, if \(\mathbf{B}=\mathbf{A}^T\), then it is a matrix such that \(b_{i,j}=a_{j,i}\). In other words, in the transposed matrix, rows become columns, and columns become rows.

For higher-dimensional arrays, a generalised transpose can be obtained
through **aperm** (try permuting the dimensions of `Titanic`

).
Also, the conjugate transpose of a complex matrix \(\mathbf{A}\)
is done via **Conj**`(`

**t**`(A))`

.

### 11.3.2. Vectorised mathematical functions#

Vectorised functions such as
**sqrt**,
**abs**,
**round**,
**log**,
**exp**,
**cos**,
**sin**,
etc.,
operate on each array element[3].

```
A <- matrix(1/(1:6), nrow=2)
round(A, 2) # rounds every element in A
## [,1] [,2] [,3]
## [1,] 1.0 0.33 0.20
## [2,] 0.5 0.25 0.17
```

Using a single call to **matplot**, which allows
the `y`

argument to be a matrix, draw a plot
of \(\sin(x)\), \(\cos(x)\), \(|\sin(x)|\), and \(|\cos(x)|\)
for \(x\in[-2\pi, 6\pi]\); see Section 13.3
for more details.

### 11.3.3. Aggregating rows and columns#

When we call an aggregation function on an array, it will reduce all elements to a single number:

```
(A <- matrix(1:12, byrow=TRUE, nrow=3))
## [,1] [,2] [,3] [,4]
## [1,] 1 2 3 4
## [2,] 5 6 7 8
## [3,] 9 10 11 12
mean(A)
## [1] 6.5
```

The **apply** function may be used to summarise
individual rows or columns in a matrix:

**apply**`(A, 1, f)`

applies a given function**f**on each*row*of a matrix`A`

(over the first axis),**apply**`(A, 2, f)`

applies**f**on each*column*of`A`

(over the second axis).

For instance:

```
apply(A, 1, mean) # synonym: rowMeans(A)
## [1] 2.5 6.5 10.5
apply(A, 2, mean) # synonym: colMeans(A)
## [1] 5 6 7 8
```

The function being applied does not have to return a single number:

```
apply(A, 2, range) # min and max
## [,1] [,2] [,3] [,4]
## [1,] 1 2 3 4
## [2,] 9 10 11 12
apply(A, 1, function(row) c(Min=min(row), Mean=mean(row), Max=max(row)))
## [,1] [,2] [,3]
## Min 1.0 5.0 9.0
## Mean 2.5 6.5 10.5
## Max 4.0 8.0 12.0
```

Take note of the columnwise order of the output values.

**apply** also works on higher-dimensional arrays:

```
apply(Titanic, 1, mean) # over the first axis, "Class" (dimnames work too)
## 1st 2nd 3rd Crew
## 40.625 35.625 88.250 110.625
apply(Titanic, c(1, 3), mean) # over c("Class", "Age")
## Age
## Class Child Adult
## 1st 1.50 79.75
## 2nd 6.00 65.25
## 3rd 19.75 156.75
## Crew 0.00 221.25
```

### 11.3.4. Binary operators#

In Section 5.5, we stated that binary elementwise operations, such as addition or multiplication, preserve the attributes of the longer input or both (with the first argument preferred to the second) if they are of equal sizes. Taking into account that:

an array is simply a flat vector equipped with the

`dim`

attribute, andwe refer to the respective

*default*methods when applying binary operators,

we can deduce how `**+**`, `**<=**`,
`**&**`, etc. behave in several different contexts.

**Array-array.**
First, let’s note what happens when we operate on two arrays
of identical dimensionalities.

```
(A <- rbind(c(1, 10, 100), c(-1, -10, -100)))
## [,1] [,2] [,3]
## [1,] 1 10 100
## [2,] -1 -10 -100
(B <- matrix(1:6, byrow=TRUE, nrow=2))
## [,1] [,2] [,3]
## [1,] 1 2 3
## [2,] 4 5 6
A + B # elementwise addition
## [,1] [,2] [,3]
## [1,] 2 12 103
## [2,] 3 -5 -94
A * B # elementwise multiplication (not: algebraic matrix multiply)
## [,1] [,2] [,3]
## [1,] 1 20 300
## [2,] -4 -50 -600
```

They are simply the addition and multiplication of the corresponding elements of two given matrices.

**Array-scalar**.
Second, we can apply matrix-scalar operations:

```
(-1)*B
## [,1] [,2] [,3]
## [1,] -1 -2 -3
## [2,] -4 -5 -6
A^2
## [,1] [,2] [,3]
## [1,] 1 100 10000
## [2,] 1 100 10000
```

They multiplied each element in `B`

by -1
and squared every element in `A`

, respectively.

The behaviour of relational operators is of course similar:

```
A >= 1 & A <= 100
## [,1] [,2] [,3]
## [1,] TRUE TRUE TRUE
## [2,] FALSE FALSE FALSE
```

**Array-vector**.
Next, based on the recycling rule and the fact that matrix
elements are ordered columnwisely, we have that:

```
B * c(10, 100)
## [,1] [,2] [,3]
## [1,] 10 20 30
## [2,] 400 500 600
```

It multiplied every element in the first *row* by 10 and
each element in the second row by 100.

If we wish to multiply each element in the first, second, …, etc.
*column* by the first, second, …, etc. value in a vector,
we should *not* call:

```
B * c(1, 100, 1000)
## [,1] [,2] [,3]
## [1,] 1 2000 300
## [2,] 400 5 6000
```

but rather:

```
t(t(B) * c(1, 100, 1000))
## [,1] [,2] [,3]
## [1,] 1 200 3000
## [2,] 4 500 6000
```

or:

```
t(apply(B, 1, `*`, c(1, 100, 1000)))
## [,1] [,2] [,3]
## [1,] 1 200 3000
## [2,] 4 500 6000
```

Write a function that standardises the values in each column of
a given matrix: for all elements in each column,
subtract their mean and then divide them by the standard deviation.
Try to implement it in a few different ways,
including via a call to **apply**,
**sweep**, **scale**, or based solely
on arithmetic operators.

Note

Some sanity checks are done on the `dim`

attributes, so not every
configuration is possible. Notice some peculiarities:

```
A + t(B) # `dim` equal to c(2, 3) vs c(3, 2)
## Error in A + t(B): non-conformable arrays
A * cbind(1, 10, 100) # this is too good to be true
## Error in A * cbind(1, 10, 100): non-conformable arrays
A * rbind(1, 10) # but A * c(1, 10) works...
## Error in A * rbind(1, 10): non-conformable arrays
A + 1:12 # `A` has six elements
## Error in eval(expr, envir, enclos): dims [product 6] do not match the
## length of object [12]
A + 1:5 # partial recycling is okay
## Warning in A + 1:5: longer object length is not a multiple of shorter
## object length
## [,1] [,2] [,3]
## [1,] 2 13 105
## [2,] 1 -6 -99
```

## 11.4. Numerical matrix algebra (*)#

Many data analysis and machine learning algorithms, in their essence, involve rather straightforward matrix algebra and numerical mathematics. Suffice it to say that anyone serious about data science and scientific computing should learn the necessary theory; see, for example, [30] and [31].

R is a convenient interface to the stable and well-tested algorithms from,
amongst others, `LAPACK`

and `BLAS`

[4]. Below we mention a few of
them. External packages implement hundreds of algorithms tackling
differential equations, constrained and unconstrained optimisation, etc.;
CRAN Task Views provide a good
overview.

### 11.4.1. Matrix multiplication#

`*****` performs *elementwise* multiplication.
For what we call the (algebraic) *matrix* multiplication,
we use the `**%*%**` operator. It can only be performed
on two matrices of *compatible sizes*:
the number of columns in the left matrix must match
the number of rows in the right operand.

Given \(\mathbf{A}\in\mathbb{R}^{n\times p}\) and \(\mathbf{B}\in\mathbb{R}^{p\times m}\), their multiply is a matrix \(\mathbf{C}=\mathbf{A}\mathbf{B}\in\mathbb{R}^{n\times m}\) such that \(c_{i,j}\) is the dot product of the \(i\)-th row in \(\mathbf{A}\) and the \(j\)-th column in \(\mathbf{B}\):

for \(i=1,\dots,n\) and \(j=1,\dots,m\). For instance:

```
(A <- rbind(c(0, 1, 3), c(-1, 1, -2)))
## [,1] [,2] [,3]
## [1,] 0 1 3
## [2,] -1 1 -2
(B <- rbind(c(3, -1), c(1, 2), c(6, 1)))
## [,1] [,2]
## [1,] 3 -1
## [2,] 1 2
## [3,] 6 1
A %*% B
## [,1] [,2]
## [1,] 19 5
## [2,] -14 1
```

Note

When applying `**%*%**` on one or more flat vectors,
their dimensionality will be promoted automatically to make
the operation possible. However,
**c**`(a, b) `

**%*%**` `

**c**`(c, d)`

gives a scalar \(ac+bd\), and not a \(2\times 2\) matrix.

Further,
**crossprod**`(A, B)`

yields \(\mathbf{A}^T \mathbf{B}\) and
**tcrossprod**`(A, B)`

determines \(\mathbf{A} \mathbf{B}^T\)
more efficiently than relying on `**%*%**`.
We can omit the second argument and get
\(\mathbf{A}^T \mathbf{A}\) and \(\mathbf{A} \mathbf{A}^T\), respectively.

```
crossprod(c(2, 1)) # Euclidean norm squared
## [,1]
## [1,] 5
crossprod(c(2, 1), c(-1, 2)) # dot product of two vectors
## [,1]
## [1,] 0
crossprod(A) # same as t(A) %*% A, i.e., dot products of all column pairs
## [,1] [,2] [,3]
## [1,] 1 -1 2
## [2,] -1 2 1
## [3,] 2 1 13
```

Recall that if the dot product of two vectors equals 0, we say that they are orthogonal (perpendicular).

(*)
Write your versions of **cov** and **cor**:
functions to compute the covariance and correlation matrices.
Make use of the fact that the former can be determined
with **crossprod** based on a centred version of an input matrix.

### 11.4.2. Solving systems of linear equations#

The **solve** function can be used to determine the
solution to \(m\) systems of \(n\) linear equations of the form
\(\mathbf{A}\mathbf{X}=\mathbf{B}\),
where \(\mathbf{A}\in\mathbb{R}^{n\times n}\) and \(\mathbf{X},\mathbf{B}\in\mathbb{R}^{n\times m}\)
(via the LU decomposition with partial pivoting and row interchanges).

### 11.4.3. Norms and metrics#

Given an \(n\times m\) matrix \(\mathbf{A}\), calling
**norm**`(A, "1")`

,
**norm**`(A, "2")`

,
and **norm**`(A, "I")`

,
we can compute the operator norms:

where \(\sigma_1\) gives the largest singular value (see below).

Also, passing `"F"`

as the second argument
yields the Frobenius norm,
\(\|\mathbf{A}\|_F = \sqrt{\sum_{i=1}^n \sum_{j=1}^m a_{i,j}^2}\),
and `"M"`

computes the maximum norm,
\(\|\mathbf{A}\|_M = \max_{{i=1,\dots,n\atop j=1,\dots,m}} |a_{i,j}|\).

If \(\mathbf{A}\) is a column vector, then \(\|\mathbf{A}\|_F\) and \(\|\mathbf{A}\|_2\) are equivalent. They are referred to as the Euclidean norm. Moreover, \(\|\mathbf{A}\|_M=\|\mathbf{A}\|_I\) gives the supremum norm and \(\|\mathbf{A}\|_1\) outputs the Manhattan (taxicab) one.

Given an \(n\times m\) matrix \(\mathbf{A}\), normalise each column so that it becomes a unit vector, i.e., whose Euclidean norm equals 1.

Further, **dist** determines all pairwise distances
between a set of \(n\) vectors in \(\mathbb{R}^m\),
written as an \(n\times m\) matrix.
For example, let’s consider three vectors in \(\mathbb{R}^2\):

```
(X <- rbind(c(1, 1), c(1, -2), c(0, 0)))
## [,1] [,2]
## [1,] 1 1
## [2,] 1 -2
## [3,] 0 0
as.matrix(dist(X, "euclidean"))
## 1 2 3
## 1 0.0000 3.0000 1.4142
## 2 3.0000 0.0000 2.2361
## 3 1.4142 2.2361 0.0000
```

Thus, the Euclidean distance between the first and the third vector, \(\|\mathbf{x}_{1,\cdot}-\mathbf{x}_{3,\cdot}\|_2=\sqrt{ (x_{1,1}-x_{3,1})^2 + (x_{1,2}-x_{3,2})^2 }\), is roughly 1.41421. The maximum, Manhattan, and Canberra distances/metrics are also available, amongst others.

**dist** returns an object of the S3 class `dist`

.
Inspect how it is represented.

**adist** implements a couple of string metrics.
For example:

```
x <- c("spam", "bacon", "eggs", "spa", "spams", "legs")
names(x) <- x
(d <- adist(x))
## spam bacon eggs spa spams legs
## spam 0 5 4 1 1 4
## bacon 5 0 5 5 5 5
## eggs 4 5 0 4 4 2
## spa 1 5 4 0 2 4
## spams 1 5 4 2 0 4
## legs 4 5 2 4 4 0
```

It gave the Levenshtein distances between each pair of strings.
In particular, we need two edit operations (character
insertions, deletions, or replacements) to turn `"eggs"`

into `"legs"`

(add `l`

and remove `g`

).

Objects of the class `dist`

can be used to find a hierarchical
clustering of a dataset. For example:

```
h <- hclust(as.dist(d), method="average") # see also: plot(h, labels=x)
cutree(h, 3)
## spam bacon eggs spa spams legs
## 1 2 3 1 1 3
```

It determined three clusters using the average linkage strategy
(`"legs"`

and `"eggs"`

are grouped together, `"spam"`

, `"spa"`

, `"spams"`

form another cluster, and `"bacon"`

is a singleton).

### 11.4.4. Eigenvalues and eigenvectors#

**eigen** returns a sequence of eigenvalues
\((\lambda_1,\dots,\lambda_n)\)
ordered nondecreasingly w.r.t. \(|\lambda_i|\),
and a matrix \(\mathbf{V}\) whose columns define the corresponding
eigenvectors (scaled to the unit length) of a given matrix \(\mathbf{X}\).
By definition, for all \(j\), we have
\(\mathbf{X}\mathbf{v}_{\cdot,j}=\lambda_j \mathbf{v}_{\cdot,j}\).

(*) Here are the eigenvalues and the corresponding eigenvectors of the matrix defining the rotation in the xy-plane about the origin \((0, 0)\) by the counterclockwise angle \(\pi/6\):

```
(R <- rbind(c( cos(pi/6), sin(pi/6)),
c(-sin(pi/6), cos(pi/6))))
## [,1] [,2]
## [1,] 0.86603 0.50000
## [2,] -0.50000 0.86603
eigen(R)
## eigen() decomposition
## $values
## [1] 0.86603+0.5i 0.86603-0.5i
##
## $vectors
## [,1] [,2]
## [1,] 0.70711+0.00000i 0.70711+0.00000i
## [2,] 0.00000+0.70711i 0.00000-0.70711i
```

The complex eigenvalues are \(e^{-\pi/6 i}\) and \(e^{\pi/6 i}\) and we have \(|e^{-\pi/6 i}|=|e^{\pi/6 i}|=1\).

(*) Consider a pseudorandom sample that we depict in Figure 11.1:

```
S <- rbind(c(sqrt(5), 0 ),
c( 0 , sqrt(2)))
mu <- c(10, -3)
Z <- matrix(rnorm(2000), ncol=2) # each row is a standard normal 2-vector
X <- t(t(Z %*% S %*% R)+mu) # scale, rotate, shift
plot(X, asp=1) # scatter plot
# draw principal axes:
A <- t(t(matrix(c(0,0, 1,0, 0,1), ncol=2, byrow=TRUE) %*% S %*% R)+mu)
arrows(A[1, 1], A[1, 2], A[-1, 1], A[-1, 2], col="red", lwd=1, length=0.1)
```

\(\mathbf{X}\) was created by generating a realisation of a two-dimensional standard normal vector \(\mathbf{Z}\), scaling it by \(\left(\sqrt{5}, \sqrt{2}\right)\), rotating by the counterclockwise angle \(\pi/6\), and shifting by \((10, -3)\), which we denote by \(\mathbf{X}=\mathbf{Z} \mathbf{S} \mathbf{R} + \boldsymbol{\mu}^T\). It follows a bivariate[5] normal distribution centred at \(\boldsymbol{\mu}=(10, -3)\) and with the covariance matrix \(\boldsymbol{\Sigma}=(\mathbf{S} \mathbf{R})^T (\mathbf{S} \mathbf{R})\):

```
crossprod(S %*% R) # covariance matrix
## [,1] [,2]
## [1,] 4.250 1.299
## [2,] 1.299 2.750
cov(X) # compare: sample covariance matrix (estimator)
## [,1] [,2]
## [1,] 4.1965 1.2386
## [2,] 1.2386 2.7973
```

It is known that eigenvectors of the covariance matrix correspond to the principal components of the original dataset. Furthermore, its eigenvalues give the variances explained by each of them.

```
eigen(cov(X))
## eigen() decomposition
## $values
## [1] 4.9195 2.0744
##
## $vectors
## [,1] [,2]
## [1,] -0.86366 0.50408
## [2,] -0.50408 -0.86366
```

It roughly corresponds to the principal directions \((\cos \pi/6, \sin \pi/6 )\simeq (0.866, 0.5)\) and the thereto-orthogonal \((-\sin \pi/6, \cos \pi/6 )\simeq (-0.5, 0.866)\) (up to an orientation inverse) with the corresponding variances of \(5\) and \(2\) (i.e., standard deviations of \(\sqrt{5}\) and \(\sqrt{2}\)), respectively. Note that this method of performing principal component analysis, i.e., recreating the scale and rotation transformation applied on \(\mathbf{Z}\) based only on \(\mathbf{X}\), is not particularly numerically stable; see below for an alternative.

### 11.4.5. QR decomposition#

We say that a real \(n\times m\) matrix \(\mathbf{Q}\), \(n\ge m\),
is *orthogonal*, whenever \(\mathbf{Q}^T \mathbf{Q} = \mathbf{I}\)
(identity matrix). This is equivalent to \(\mathbf{Q}\)’s columns’ being
orthogonal unit vectors. Also,
if \(\mathbf{Q}\) is a square matrix, then
\(\mathbf{Q}^T=\mathbf{Q}^{-1}\) if and only if
\(\mathbf{Q}^T \mathbf{Q} = \mathbf{Q} \mathbf{Q}^T = \mathbf{I}\).

Let \(\mathbf{A}\) be a real[6] \(n\times m\) matrix with \(n\ge m\). Then \(\mathbf{A}=\mathbf{Q}\mathbf{R}\) is its QR decomposition (in the so-called narrow form), if \(\mathbf{Q}\) is an orthogonal \(n\times m\) matrix and \(\mathbf{R}\) is an upper triangular \(m\times m\) one.

The **qr** function returns an object of the S3 class `qr`

from which we can extract the two components; see the
**qr.Q** and **qr.R** functions.

Let \(\mathbf{X}\) be an \(n\times m\) data matrix, representing
\(n\) points in \(\mathbb{R}^m\), and a vector
\(\mathbf{y}\in\mathbb{R}^n\) of the *desired* outputs corresponding
to each input.
For fitting a linear model \(\mathbf{x}^T \boldsymbol\theta\),
where \(\boldsymbol\theta\) is a vector of \(m\) parameters,
we can use the method of least squares, which minimises:

It might be shown that if
\(\mathbf{X}=\mathbf{Q}\mathbf{R}\),
then \(\boldsymbol\theta =
\left(\mathbf{X}^T \mathbf{X} \right)^{-1} \mathbf{X}^T \mathbf{y}
= \mathbf{R}^{-1}\mathbf{Q}^T\mathbf{y}\), which can conveniently
be determined via a call to **qr.coef**.

In particular, we can fit a simple linear regression model \(y=ax+b\) by considering \(\mathbf{X} = (x, 1)\) and \(\boldsymbol\theta = (a, b)\). For instance (see Figure 11.2):

```
x <- cars[["speed"]]
y <- cars[["dist"]]
X1 <- cbind(x, 1) # the model is theta[1]*x + theta[2]*1
qrX1 <- qr(X1)
(theta <- solve(qr.R(qrX1)) %*% t(qr.Q(qrX1)) %*% y) # or: qr.coef(qrX1, y)
## [,1]
## x 3.9324
## -17.5791
plot(x, y, xlab="speed", ylab="dist") # scatter plot
abline(theta[2], theta[1], lty=2) # add the regression line
```

**solve** with one argument determines the inverse of a given matrix.
The fitted model is \(y=3.93241x-17.5791\).

The same approach is used by **lm.fit**,
the workhorse behind the **lm** method accepting an R formula
(which some readers might be familiar with; compare Section 17.6).

```
lm.fit(cbind(x, 1), y)[["coefficients"]] # also: lm(dist~speed, data=cars)
## x
## 3.9324 -17.5791
```

### 11.4.6. SVD decomposition#

Given a real \(n\times m\) matrix \(\mathbf{X}\), its singular value decomposition (SVD) is given by \(\mathbf{X}=\mathbf{U} \mathbf{D} \mathbf{V}^T\), where \(\mathbf{D}\) is a \(p\times p\) diagonal matrix (with the singular values of \(\mathbf{X}\), \(d_{1,1}\ge\dots\ge d_{p,p}\ge 0\), \(p=\min\{n,m\}\)), and \(\mathbf{U}\) and \(\mathbf{V}\) are orthogonal matrices of dimensions \(n\times p\) and \(m\times p\), respectively.

**svd** may not only be used to determine the solution to
linear regression[7]
but also to perform the principal component analysis[8].
Namely, \(\mathbf{V}\) gives the eigenvectors of \(\mathbf{X}^T \mathbf{X}\).
Assuming that \(\mathbf{X}\) is centred at \(\boldsymbol{0}\),
the latter is precisely its scaled covariance matrix.

(*) Continuing the example featuring a bivariate normal sample, we can determine the principal directions also by calling:

```
Xc <- t(t(X)-colMeans(X)) # centred version of X
svd(Xc)[["v"]]
## [,1] [,2]
## [1,] -0.86366 -0.50408
## [2,] -0.50408 0.86366
```

### 11.4.7. A note on the **Matrix** package#

The **Matrix** package is perhaps the most widely known showcase of
the S4 object orientation (Section 10.5). It defines classes and methods
for dense and sparse matrices, including rectangular, symmetric,
triangular, band, and diagonal ones.

For instance, large graph (e.g., in network sciences)
or preference (e.g., in recommender systems) data can be represented
using sparse matrices, i.e., those with many zeroes.
After all, it is much more likely for two vertices in a network
*not* to be joined by an edge than to be connected.
For example:

```
library("Matrix")
(D <- Diagonal(x=1:5))
## 5 x 5 diagonal matrix of class "ddiMatrix"
## [,1] [,2] [,3] [,4] [,5]
## [1,] 1 . . . .
## [2,] . 2 . . .
## [3,] . . 3 . .
## [4,] . . . 4 .
## [5,] . . . . 5
```

We created a real diagonal matrix of size \(5\times 5\); 20 elements equal to zero are specially marked. Moreover:

```
S <- as(D, "sparseMatrix")
S[1, 2] <- 7
S[4, 1] <- 42
print(S)
## 5 x 5 sparse Matrix of class "dgCMatrix"
##
## [1,] 1 7 . . .
## [2,] . 2 . . .
## [3,] . . 3 . .
## [4,] 42 . . 4 .
## [5,] . . . . 5
```

It yielded a general sparse real matrix in the CSC (compressed, sparse, column-orientated) format.

For more information on this package, see
**vignette**`(package="Matrix")`

.

## 11.5. Exercises#

Let `X`

be a matrix with `dimnames`

set. For instance:

```
X <- matrix(1:12, byrow=TRUE, nrow=3) # example matrix
dimnames(X)[[2]] <- c("a", "b", "c", "d") # set column names
print(X)
## a b c d
## [1,] 1 2 3 4
## [2,] 5 6 7 8
## [3,] 9 10 11 12
```

Explain the meaning of the following expressions involving matrix subsetting. Note that a few of them are invalid.

`X[1, ]`

,`X[, 3]`

,`X[, 3, drop=FALSE]`

,`X[3]`

,`X[, "a"]`

,`X[,`

**c**`("a", "b", "c")]`

,`X[, -2]`

,`X[X[,1] > 5, ]`

,`X[X[,1]>5,`

**c**`("a", "b", "c")]`

,`X[X[,1]>=5 & X[,1]<=10, ]`

,`X[X[,1]>=5 & X[,1]<=10,`

**c**`("a", "b", "c")]`

,`X[,`

**c**`(1, "b", "d")]`

.

Assuming that `X`

is an array, what is the difference between the following
operations involving indexing?

`X["1", ]`

vs`X[1, ]`

,`X[, "a", "b", "c"]`

vs`X["a", "b", "c"]`

vs`X[,`

**c**`("a", "b", "c")]`

vs`X[`

**c**`("a", "b", "c")]`

,`X[1]`

vs`X[, 1]`

vs`X[1, ]`

,`X[X>0]`

vs`X[X>0, ]`

vs`X[, X>0]`

,`X[X[, 1]>0]`

vs`X[X[, 1]>0,]`

vs`X[,X[,1]>0]`

,`X[X[, 1]>5, X[1, ]<10]`

vs`X[X[1, ]>5, X[, 1]<10]`

.

Give a few ways to create a matrix like:

```
## [,1] [,2]
## [1,] 1 1
## [2,] 1 2
## [3,] 1 3
## [4,] 2 1
## [5,] 2 2
## [6,] 2 3
```

and one like:

```
## [,1] [,2] [,3]
## [1,] 1 1 1
## [2,] 1 1 2
## [3,] 1 2 1
## [4,] 1 2 2
## [5,] 1 3 1
## [6,] 1 3 2
## [7,] 2 1 1
## [8,] 2 1 2
## [9,] 2 2 1
## [10,] 2 2 2
## [11,] 2 3 1
## [12,] 2 3 2
```

For a given real \(n\times m\) matrix \(\mathbf{X}\), encoding \(n\) input points in an \(m\)-dimensional space, determine their bounding hyperrectangle, i.e., return a \(2\times m\) matrix \(\mathbf{B}\) with \(b_{1,j}=\min_i x_{i,j}\) and \(b_{2,j}=\max_i x_{i,j}\).

Let \(\mathbf{t}\) be a vector of \(n\) integers in \(\{1,\dots,k\}\). Write a function to one-hot encode each \(t_i\). Return a 0–1 matrix \(\mathbf{R}\) of size \(n\times k\) such that \(r_{i,j}=1\) if and only if \(j = t_i\). For example, if \(\mathbf{t}=[1, 2, 3, 2, 4]\) and \(k=4\), then:

On a side note, such a representation is beneficial when solving, e.g., a multiclass classification problem by means of \(k\) binary classifiers.

Then, compose another function, but this time setting \(r_{i,j}=1\) if and only if \(j\ge t_i\), e.g.:

Important

As usual, try to solve all the exercises without using explicit
**for** and **while** loops (provided that it is possible).

Given an \(n\times k\) real matrix, apply the softmax function on each row, i.e., map \(x_{i,j}\) to \(\frac{\exp(x_{i,j})}{\sum_{l=1}^k \exp(x_{i,l})}\). Then, one-hot decode the values in each row, i.e., find the column number with the greatest value. Return a vector of size \(n\) with elements in \(\{1,\dots,k\}\).

Assume that an \(n\times m\) real matrix \(\mathbf{X}\) represents
\(n\) points in \(\mathbb{R}^m\). Write a function (but do not refer to
**dist**) that determines the pairwise Euclidean distances between all
the \(n\) points and a given \(\mathbf{y}\in\mathbb{R}^m\).
Return a vector \(\mathbf{d}\) of length \(n\)
with \(d_{i}=\|\mathbf{x}_{i,\cdot}-\mathbf{y}\|_2\).

Let \(\mathbf{X}\) and \(\mathbf{Y}\) be two real-valued matrices of sizes \(n\times m\) and \(k\times m\), respectively, representing two sets of points in \(\mathbb{R}^m\). Return an integer vector \(\mathbf{r}\) of length \(k\) such that \(r_i\) indicates the index of the point in \(\mathbf{X}\) with the least distance to (the closest to) the \(i\)-th point in \(\mathbf{Y}\), i.e., \(r_i = \mathrm{arg}\min_j \|\mathbf{x}_{j,\cdot}-\mathbf{y}_{i,\cdot}\|_2\).

Write your version of **utils**::**combn**.

Time series are vectors or matrices of the class `ts`

equipped with the `tsp`

attribute, amongst others.
Refer to **help**`("ts")`

for more information about
how they are represented and what S3 methods have been overloaded for them.

(*) Numeric matrices can be stored in a CSV file, amongst others.
Usually, we will be loading them via **read.csv**,
which returns a data frame (see Chapter 12).
For example:

```
X <- as.matrix(read.csv(
paste0(
"https://github.com/gagolews/teaching-data/",
"raw/master/marek/eurxxx-20200101-20200630.csv"
),
comment.char="#",
sep=","
))
```

Write a function
**read_numeric_matrix**`(file_name, comment, sep)`

which is based on a few calls to **scan** instead.
Use **file** to establish a file connection so that you can
ignore the comment lines and fetch the column names
before reading the actual numeric values.

(*)
Using **readBin**, read the `t10k-images-idx3-ubyte.gz`

from the
MNIST database homepage.
The output object should be a three-dimensional, \(10000\times 28\times 28\)
array with real elements between 0 and 255. Refer to the *File Formats*
section therein for more details.

(**)
Circular convolution of discrete-valued multidimensional signals
can be performed by means
of **fft** and matrix multiplication,
whereas affine transformations require only the latter.
Apply various image transformations such as sharpening,
shearing, and rotating on the MNIST digits
and plot the results using the **image** function.

(*) Using **constrOptim**,
find the minimum of the Constrained Betts Function
\(f(x_1, x_2) = 0.01 x_1^2 + x_2^2 - 100\)
with linear constraints \( 2\le x_1 \le 50\),
\(-50 \le x_2 \le 50\), and \(10 x_1 \ge 10 + x_2\).
(**) Also, use **solve.QP** from the **quadprog**
package to find the minimum.