[ADMB Users] MAR(1) -needing Var operator and Kronecker product

[H. Skaug]

Hi Mollie,

I am actually working on a library for kronecker products right now,
as I see that as the right approach to space time models. It is mostly
geared towards sparse matrices, but at least I have kronecker(sparse,dense)
which should be good staring point. About vec(A) I think is
already in the admb source, but it was lacking for random effects,
so I wrote that.

I attaching my current code which is in constant development,
so you can use it as a template for your own work.

Hans



On Mon, Oct 22, 2012 at 6:30 PM, Mollie Brooks <mbrooks at ufl.edu> wrote:
> Hi ADMB community,
> I'm working on an MAR(1) model. I need to compute the variance of the
> stationary distribution using the Vec operator and the Kronecker or direct
> matrix product.
> I'm tying to compute equation 17 from the paper "ESTIMATING COMMUNITY
> STABILITY AND ECOLOGICAL INTERACTIONS FROM TIME-SERIES DATA" by A.R. Ives,
> B. Dennis, K. L. Cottingham, and S.R. Carpenter (2003)
> It defines these as follows...
>
> "The operation Vec(A) creates a column vector out of any matrix A by
> stacking columns of A on top of each other, with the first column on the top
> and the last column on the bottom. The often-handy algebra of the Vec
> operator is reviewed by Searle (1982)"
>
> "The Kronecker or direct matrix product of M and N is formed by scalar
> multiplying N in turn by each element of M and arranging the results into a
> large matrix."
>
> I was wondering, has anyone in the community written code for these
> operators, and or coded an MAR(1) model? Would you be willing to share?
> thanks,
> Mollie
>
> Mollie Brooks
> Postdoctoral Researcher, Ponciano Lab
> Biology Department, University of Florida
> http://people.biology.ufl.edu/mbrooks
>
>
>
> _______________________________________________
> Users mailing list
> Users at admb-project.org
> http://lists.admb-project.org/mailman/listinfo/users
>
-------------- next part --------------
A non-text attachment was scrubbed...
Name: kronecker.cpp
Type: text/x-c++src
Size: 17566 bytes
Desc: not available
URL: <http://lists.admb-project.org/pipermail/users/attachments/20121022/12e70514/attachment.cpp>