I have four large lists that I converted to matrices using this function:
array(as.matrix(unlist(mat2)), dim=c(3, 80, 100))
I have unlisted the list to convert it to a matrix form (not sure if needed, but the object.size is significantly smaller as a matrix). If it's easier to work with lists, please speak out. The matrices/lists have 132 elements, but let's just assume 100 here for simplicity.
mat1
num [1:80, 1:100] 0.00669 0.00603 0.00895 0.00771 0.01533 ...
mat2
num [1:80, 1:80, 1:100] 0.0033 -0.00474 -0.00261 0.00587 -0.00599 ...
mat3
num [1:3, 1:80, 1:100] 0.0159 -0.0131 -0.0131 -0.0656 0.0554 ...
mat4
num [1:10, 1:3] 0.00545 0.01043 0.00563 0.00431 0.00464 ...
Here is my function:
customfunction <- function
(
mat1, # num [1:80, 1:100]
mat2, # num [1:80, 1:80, 1:100]
mat3=NULL, # num [1:3, 1:80, 1:100]
mat4=NULL, # num [1:10, 1:3]
a=0.025 # scalar
)
{
omega = diag(c(1,diag(a * mat3 %*% mat2 %*% t(mat3))))[-1,-1]
temp = solve(t(mat3) %*% solve(omega) %*% mat3 + solve(a * mat2))
out = temp %*% (solve(a * mat2) %*% mat1 + t(mat3) %*% solve(omega) %*% mat4)
return(out)
}
Instead of running:
customfunction(mat1[1,], mat2[,,1], mat3[,,1], mat4[1,])
customfunction(mat1[2,], mat2[,,2], mat3[,,2], mat4[1,])
customfunction(mat1[3,], mat2[,,3], mat3[,,3], mat4[1,])
...
customfunction(mat1[61,], mat2[,,61], mat3[,,61], mat4[2,])
customfunction(mat1[61,], mat2[,,61], mat3[,,61], mat4[2,])
etc...
or
customfunction(mat1[1,], mat2[[1]], mat3[[1]], mat4[1,])
customfunction(mat1[2,], mat2[[2]], mat3[[2]], mat4[1,])
customfunction(mat1[3,], mat2[[3]], mat3[[3]], mat4[1,])
...
customfunction(mat1[61,], mat2[[61]], mat3[[61]], mat4[2,])
customfunction(mat1[61,], mat2[[61]], mat3[[61]], mat4[2,])
Note that mat4[i,] change ever 60th iteration, i.e. I apply it 60 times holding mat4[1,] constant, and then apply with the next 60th iterations with mat[2,]. Is possible to apply (or loop) it such that it will run the function 100 times for each element/row such that it will create a 100x80 matrix? If so, how?
Many thanks!
This is a task for sapply():
sapply(1:100, function(i) customfunction(mat1[i,], mat2[,,i], mat3[,,i], mat4[1+ (i-1)%/%60,]))
or
sapply(1:100, function(i) customfunction(mat1[i,], mat2[[i]], mat3[[i]], mat4[1+ (i-1)%/%60,]))