(This article was first published on Christophe Ladroue » R, and kindly contributed to R-bloggers)
As far as I can tell, R doesn’t have a function for building block diagonal matrices so as I needed one, I’ve coded it myself. It might save someone some time.
Example:
Let m1 and m2 two square matrices.
By passing any number of matrices as argument:
Or a list of matrices:
It produces:
Selec All Code:
1 2 | colourScale<-seq(0,1,length.out=100) image(blockMatrix[30:1,],asp=1,col=rgb(colourScale,colourScale,colourScale),ann=FALSE,xaxt="n",yaxt="n",axes=FALSE) |

That is, a matrix which is zero everywhere but with m1,m2,m2 and m1 on the diagonal.
Code:
Selec All Code:
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 | # builds a block matrix whose diagonals are the square matrices provided. # m1=matrix(runif(10*10),nrow=10,ncol=10) # m2=matrix(runif(5*5),nrow=5,ncol=5) # blockMatrix<-blockMatrixDiagonal(m1,m2,m2,m1) # or # blockMatrix<-blockMatrixDiagonal(list(m1,m2,m2,m1)) # C.Ladroue blockMatrixDiagonal<-function(...){ matrixList<-list(...) if(is.list(matrixList[[1]])) matrixList<-matrixList[[1]] dimensions<-sapply(matrixList,FUN=function(x) dim(x)[1]) finalDimension<-sum(dimensions) finalMatrix<-matrix(0,nrow=finalDimension,ncol=finalDimension) index<-1 for(k in 1:length(dimensions)){ finalMatrix[index:(index+dimensions[k]-1),index:(index+dimensions[k]-1)]<-matrixList[[k]] index<-index+dimensions[k] } finalMatrix } |
To leave a comment for the author, please follow the link and comment on his blog: Christophe Ladroue » R.
R-bloggers.com offers daily e-mail updates about R news and tutorials on topics such as: visualization (ggplot2, Boxplots, maps, animation), programming (RStudio, Sweave, LaTeX, SQL, Eclipse, git, hadoop, Web Scraping) statistics (regression, PCA, time series,ecdf, trading) and more...

Zero Inflated Models and Generalized Linear Mixed Models with R.
Zuur, Saveliev, Ieno (2012).